JVV v. 1 Current IRA since 10 Jun 25

Asset Allocation

Position	Category/Sector	Target Weight
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	13.10%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	8.15%
VOO Vanguard S&P 500 ETF	S&P 500	7.89%
LMT Lockheed Martin Corporation	Industrials	3.40%
UHS Universal Health Services, Inc.	Healthcare	3.24%
GLD SPDR Gold Shares	Gold, Precious Metals	3.18%
LNG Cheniere Energy, Inc.	Energy	2.98%
COST Costco Wholesale Corporation	Consumer Defensive	2.94%
PHM PulteGroup, Inc.	Consumer Cyclical	2.93%
EME EMCOR Group, Inc.	Industrials	2.87%
CBOE Cboe Global Markets, Inc.	Financial Services	2.86%
SYF Synchrony Financial	Financial Services	2.76%
ITOCY Itochu Corp ADR	Industrials	2.67%
AJG Arthur J. Gallagher & Co.	Financial Services	2.65%
FANG Diamondback Energy, Inc.	Energy	2.64%
BRO Brown & Brown, Inc.	Financial Services	2.63%
GIS General Mills, Inc.	Consumer Defensive	2.51%
DECK Deckers Outdoor Corporation	Consumer Cyclical	2.35%
TDG TransDigm Group Incorporated	Industrials	2.32%
MCK McKesson Corporation	Healthcare	2.28%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	2.27%
LLY Eli Lilly and Company	Healthcare	2.09%
CALM Cal-Maine Foods, Inc.	Consumer Defensive	1.99%
MSI Motorola Solutions, Inc.	Technology	1.87%
NVDA NVIDIA Corporation	Technology	1.87%
HLT Hilton Worldwide Holdings Inc.	Consumer Cyclical	1.81%
ADM Archer-Daniels-Midland Company	Consumer Defensive	1.70%
NVO Novo Nordisk A/S	Healthcare	1.44%
RYCEY Rolls-Royce Holdings plc	Industrials	1.37%
REGN Regeneron Pharmaceuticals, Inc.	Healthcare	1.36%
BAESY BAE Systems PLC	Industrials	1.17%
GOOG Alphabet Inc	Communication Services	1.11%
NBIS Nebius Group N.V.	Communication Services	1.02%
GAP The Gap, Inc.	Consumer Cyclical	0.99%
MSFT Microsoft Corporation	Technology	0.92%
LULU Lululemon Athletica Inc.	Consumer Cyclical	0.67%

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JVV v. 1 Current IRA since 10 Jun 25, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.19%	-0.76%	7.25%	8.73%	18.21%	17.95%	11.30%	13.09%	8.08%
Portfolio JVV v. 1 Current IRA since 10 Jun 25	-0.29%	0.88%	7.15%	11.90%	20.41%	—	—	—	15.26%
Portfolio components:
ADM Archer-Daniels-Midland Company	-0.27%	14.07%	33.30%	51.13%	62.47%	4.83%	11.17%	10.16%	8.04%
AJG Arthur J. Gallagher & Co.	-0.09%	18.50%	-1.25%	-1.36%	-18.08%	6.09%	13.67%	19.74%	12.61%
BAESY BAE Systems PLC	-0.17%	3.83%	-10.13%	9.73%	-2.43%	30.40%	30.66%	18.04%	10.21%
BRO Brown & Brown, Inc.	-0.59%	16.65%	-13.38%	-13.05%	-33.02%	-0.37%	6.03%	15.04%	14.93%
CALM Cal-Maine Foods, Inc.	-0.15%	13.75%	14.99%	12.61%	-12.17%	32.96%	27.18%	11.14%	16.59%
CBOE Cboe Global Markets, Inc.	1.76%	11.69%	2.17%	11.35%	17.81%	26.15%	20.25%	16.68%	16.08%
COST Costco Wholesale Corporation	-0.54%	-1.64%	-2.61%	8.82%	-1.04%	20.42%	18.94%	20.81%	16.93%
DECK Deckers Outdoor Corporation	-2.30%	-4.65%	3.33%	0.36%	2.09%	5.11%	10.03%	26.25%	14.95%
EME EMCOR Group, Inc.	-0.02%	-11.02%	6.60%	21.81%	31.82%	57.90%	44.10%	31.20%	20.96%
FANG Diamondback Energy, Inc.	-0.08%	6.47%	30.64%	31.46%	41.77%	15.59%	24.94%	11.22%	21.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 18, 2024, JVV v. 1 Current IRA since 10 Jun 25's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +5.6%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, JVV v. 1 Current IRA since 10 Jun 25 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Apr 4, 2025 at -5.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.74%	2.44%	-4.83%	5.49%	3.65%	-0.37%	0.60%						11.90%
2025	1.75%	-0.27%	-3.19%	0.10%	5.11%	4.41%	0.19%	4.02%	2.88%	-0.15%	1.33%	0.05%	17.13%
2024										-3.38%	5.60%	-4.09%	-2.15%

Benchmark Metrics

JVV v. 1 Current IRA since 10 Jun 25 has an annualized alpha of 3.18%, beta of 0.80, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 18, 2024.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.30%) than losses (66.20%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 3.18%

Beta: 0.80

R²: 0.86

Upside Capture: 81.30%

Downside Capture: 66.20%

See how alpha, beta & R² have trended over time →

Expense Ratio

JVV v. 1 Current IRA since 10 Jun 25 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GLD

SPDR Gold Shares

XLK

State Street Technology Select Sector SPDR ETF

SCHD

Schwab U.S. Dividend Equity ETF

VEA

Vanguard FTSE Developed Markets ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

JVV v. 1 Current IRA since 10 Jun 25 ranks 72 for risk / return — better than 72% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for JVV v. 1 Current IRA since 10 Jun 25 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.93	1.45	+0.48
Sortino ratioReturn per unit of downside risk	2.80	2.03	+0.78
Omega ratioGain probability vs. loss probability	1.35	1.26	+0.09
Calmar ratioReturn relative to maximum drawdown	2.73	2.01	+0.72
Martin ratioReturn relative to average drawdown	11.92	8.68	+3.24

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADM Archer-Daniels-Midland Company	93	2.35	3.13	1.38	4.91	12.34
AJG Arthur J. Gallagher & Co.	23	-0.61	-0.69	0.91	-0.47	-0.79
BAESY BAE Systems PLC	40	-0.07	0.13	1.01	-0.10	-0.21
BRO Brown & Brown, Inc.	11	-1.09	-1.48	0.81	-0.71	-1.17
CALM Cal-Maine Foods, Inc.	31	-0.36	-0.31	0.96	-0.33	-0.48
CBOE Cboe Global Markets, Inc.	61	0.57	0.94	1.13	0.49	1.69
COST Costco Wholesale Corporation	40	-0.05	0.06	1.01	-0.06	-0.14
DECK Deckers Outdoor Corporation	46	0.05	0.42	1.05	0.06	0.12
EME EMCOR Group, Inc.	69	0.80	1.23	1.17	1.27	2.83
FANG Diamondback Energy, Inc.	80	1.35	1.92	1.23	2.20	6.27

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current JVV v. 1 Current IRA since 10 Jun 25 Sharpe ratio is 1.93 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of JVV v. 1 Current IRA since 10 Jun 25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

JVV v. 1 Current IRA since 10 Jun 25 provided a 1.50% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.50%	1.67%	1.50%	1.59%	1.55%	1.13%	1.48%	1.70%	1.71%	2.26%	1.94%	1.93%
Portfolio components:
ADM Archer-Daniels-Midland Company	2.40%	3.55%	3.96%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%
AJG Arthur J. Gallagher & Co.	1.06%	1.00%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%
BAESY BAE Systems PLC	1.92%	1.90%	2.79%	2.40%	3.09%	4.46%	7.05%	3.66%	4.93%	5.71%	6.26%	4.38%
BRO Brown & Brown, Inc.	0.94%	0.77%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%
CALM Cal-Maine Foods, Inc.	5.43%	10.90%	2.82%	7.51%	3.17%	0.09%	0.00%	0.98%	1.03%	0.00%	2.70%	4.10%
CBOE Cboe Global Markets, Inc.	1.04%	1.08%	1.21%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%
COST Costco Wholesale Corporation	0.57%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
DECK Deckers Outdoor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EME EMCOR Group, Inc.	0.19%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
FANG Diamondback Energy, Inc.	2.12%	2.66%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the JVV v. 1 Current IRA since 10 Jun 25. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JVV v. 1 Current IRA since 10 Jun 25 was 16.12%, occurring on Apr 8, 2025. Recovery took 45 trading sessions.

The current JVV v. 1 Current IRA since 10 Jun 25 drawdown is 1.01%.

Drawdown	Fall	Recovery	Underwater	Related event
-16.12%Apr 2025	4mo 4d	2mo 5d	6mo 9dDec 2024 - Jun 2025	2025 selloff2025
-7.52%Mar 2026	1mo 5d	18d	1mo 23dFeb 2026 - Apr 2026	—
-3.91%Nov 2025	23d	20d	1mo 13dOct 2025 - Dec 2025	—
-3.50%Oct 2024	10d	7d	17dOct 2024 - Nov 2024	—
-3.18%Jun 2026	12d	5d	17dMay 2026 - Jun 2026	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 36 assets, with an effective number of assets of 21.21, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	All Time
Diversification Ratio	2.69	2.07

The portfolio has a diversification ratio of 2.07, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

JVV v. 1 Current IRA since 10 Jun 25 correlation to the S&P 500 Index

JVV v. 1 Current IRA since 10 Jun 25 has a 0.83 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Oct 18, 2024	0.86

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while CBOE has the lowest at -0.14.

-0.14

-0.05

-0.01

-0.00

0.05

0.05

0.05

0.05

0.09

0.15

Portfolio Correlations

Correlation vs. JVV v. 1 Current IRA since 10 Jun 25. VOO has the highest portfolio correlation at 0.86, while CBOE has the lowest at -0.03.

-0.03

0.13

0.15

0.15

0.16

0.19

0.20

0.25

0.25

0.25

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	FANG	LNG	GLD	ADM	CBOE	MCK	CALM	COST	LMT	GIS	BAESY	AJG	NBIS	LLY	UHS	REGN	BRO	MSFT	NVO	MSI	ITOCY	LULU	GOOG	RYCEY	TDG	GAP	NVDA	PHM	DECK	EME	HLT	SYF	XLK	SCHD	VEA	VOO
FANG	1.00	0.43	-0.05	0.32	-0.03	-0.02	0.09	0.01	0.04	0.02	-0.03	0.00	0.05	-0.02	-0.01	0.03	0.00	0.03	-0.02	0.11	0.01	0.01	-0.02	-0.08	-0.06	0.02	0.07	0.05	0.05	0.07	0.04	0.08	0.07	0.36	-0.03	0.06
LNG	0.43	1.00	-0.02	0.16	0.10	0.14	0.09	0.10	0.12	-0.00	0.09	0.16	0.05	0.04	0.03	-0.01	0.18	0.03	0.02	0.18	0.03	-0.04	-0.11	-0.02	0.03	-0.00	0.05	-0.01	-0.02	0.17	0.05	0.09	-0.01	0.24	-0.04	-0.00
GLD	-0.05	-0.02	1.00	0.01	0.04	-0.00	0.01	0.00	0.14	0.00	0.26	-0.03	0.05	0.10	0.02	0.07	-0.08	0.03	0.14	0.06	0.20	-0.00	0.12	0.26	0.05	0.03	0.06	0.06	0.04	0.11	0.02	-0.02	0.12	0.05	0.38	0.14
ADM	0.32	0.16	0.01	1.00	0.13	0.12	0.18	0.09	0.20	0.26	-0.02	0.06	-0.01	0.06	0.13	0.13	0.09	-0.12	0.11	0.09	0.10	-0.01	-0.05	-0.12	0.02	0.04	-0.16	0.16	0.01	-0.04	0.03	0.00	-0.09	0.39	0.07	-0.01
CBOE	-0.03	0.10	0.04	0.13	1.00	0.25	0.04	0.16	0.17	0.10	0.05	0.20	-0.16	0.05	0.10	0.02	0.23	-0.08	0.11	0.08	-0.03	-0.10	-0.17	-0.11	-0.05	-0.16	-0.19	-0.09	-0.22	-0.11	-0.07	-0.17	-0.23	0.08	-0.08	-0.13
MCK	-0.02	0.14	-0.00	0.12	0.25	1.00	0.16	0.27	0.23	0.18	0.18	0.33	-0.10	0.16	0.27	0.15	0.32	0.01	0.03	0.24	0.06	0.03	-0.02	0.00	0.18	0.01	-0.06	0.06	-0.03	0.01	0.14	-0.02	-0.10	0.26	0.03	0.05
CALM	0.09	0.09	0.01	0.18	0.04	0.16	1.00	0.18	0.15	0.24	0.06	0.15	-0.01	0.04	0.20	0.17	0.23	0.07	0.02	0.18	0.23	0.10	0.08	-0.00	0.18	0.12	0.03	0.17	0.16	0.10	0.18	0.15	0.04	0.28	0.13	0.15
COST	0.01	0.10	0.00	0.09	0.16	0.27	0.18	1.00	0.15	0.17	0.14	0.28	-0.00	0.20	0.25	0.11	0.33	0.11	0.09	0.29	0.15	0.04	0.01	0.02	0.12	0.10	-0.05	0.17	0.09	0.04	0.17	0.08	0.02	0.26	0.10	0.17
LMT	0.04	0.12	0.14	0.20	0.17	0.23	0.15	0.15	1.00	0.20	0.36	0.22	-0.01	0.15	0.21	0.12	0.24	-0.02	0.20	0.24	0.12	0.06	0.00	0.16	0.31	0.04	-0.05	0.14	0.07	0.10	0.05	-0.03	-0.04	0.33	0.10	0.09
GIS	0.02	-0.00	0.00	0.26	0.10	0.18	0.24	0.17	0.20	1.00	0.02	0.26	-0.27	0.15	0.22	0.27	0.33	-0.04	0.17	0.13	0.08	0.17	-0.10	0.00	0.15	0.06	-0.27	0.32	0.14	-0.23	0.13	0.03	-0.24	0.47	0.04	-0.05
BAESY	-0.03	0.09	0.26	-0.02	0.05	0.18	0.06	0.14	0.36	0.02	1.00	0.18	0.08	0.16	0.10	0.08	0.13	0.15	0.14	0.16	0.21	0.14	0.09	0.49	0.27	0.09	0.09	0.11	0.18	0.19	0.10	0.09	0.15	0.17	0.30	0.22
AJG	0.00	0.16	-0.03	0.06	0.20	0.33	0.15	0.28	0.22	0.26	0.18	1.00	-0.07	0.17	0.25	0.08	0.75	0.12	0.16	0.29	0.04	0.17	-0.12	0.03	0.22	0.09	-0.14	0.17	0.12	-0.04	0.19	0.13	-0.11	0.30	0.03	0.05
NBIS	0.05	0.05	0.05	-0.01	-0.16	-0.10	-0.01	-0.00	-0.01	-0.27	0.08	-0.07	1.00	0.07	-0.00	0.01	-0.10	0.23	0.14	0.06	0.16	0.14	0.31	0.25	0.14	0.20	0.43	0.06	0.16	0.40	0.14	0.24	0.50	0.02	0.29	0.42
LLY	-0.02	0.04	0.10	0.06	0.05	0.16	0.04	0.20	0.15	0.15	0.16	0.17	0.07	1.00	0.19	0.42	0.14	0.05	0.37	0.13	0.20	0.21	0.14	0.15	0.21	0.13	0.07	0.21	0.17	0.17	0.23	0.12	0.12	0.29	0.26	0.26
UHS	-0.01	0.03	0.02	0.13	0.10	0.27	0.20	0.25	0.21	0.22	0.10	0.25	-0.00	0.19	1.00	0.36	0.30	0.05	0.11	0.22	0.17	0.16	0.10	0.10	0.21	0.17	0.02	0.31	0.16	0.14	0.22	0.16	0.05	0.37	0.22	0.22
REGN	0.03	-0.01	0.07	0.13	0.02	0.15	0.17	0.11	0.12	0.27	0.08	0.08	0.01	0.42	0.36	1.00	0.13	0.08	0.34	0.08	0.20	0.22	0.16	0.09	0.15	0.26	0.05	0.33	0.15	0.08	0.22	0.24	0.10	0.45	0.31	0.26
BRO	0.00	0.18	-0.08	0.09	0.23	0.32	0.23	0.33	0.24	0.33	0.13	0.75	-0.10	0.14	0.30	0.13	1.00	0.15	0.15	0.31	0.07	0.13	-0.15	-0.03	0.25	0.09	-0.11	0.21	0.12	-0.09	0.21	0.14	-0.13	0.31	0.01	0.04
MSFT	0.03	0.03	0.03	-0.12	-0.08	0.01	0.07	0.11	-0.02	-0.04	0.15	0.12	0.23	0.05	0.05	0.08	0.15	1.00	0.22	0.17	0.14	0.29	0.35	0.21	0.16	0.18	0.47	0.02	0.21	0.20	0.24	0.28	0.53	0.08	0.26	0.52
NVO	-0.02	0.02	0.14	0.11	0.11	0.03	0.02	0.09	0.20	0.17	0.14	0.16	0.14	0.37	0.11	0.34	0.15	0.22	1.00	0.12	0.23	0.25	0.21	0.19	0.20	0.19	0.12	0.19	0.21	0.14	0.16	0.21	0.20	0.31	0.35	0.32
MSI	0.11	0.18	0.06	0.09	0.08	0.24	0.18	0.29	0.24	0.13	0.16	0.29	0.06	0.13	0.22	0.08	0.31	0.17	0.12	1.00	0.22	0.15	0.11	0.19	0.26	0.20	0.16	0.21	0.23	0.22	0.23	0.18	0.21	0.34	0.21	0.31
ITOCY	0.01	0.03	0.20	0.10	-0.03	0.06	0.23	0.15	0.12	0.08	0.21	0.04	0.16	0.20	0.17	0.20	0.07	0.14	0.23	0.22	1.00	0.26	0.24	0.34	0.19	0.26	0.17	0.25	0.28	0.28	0.26	0.29	0.29	0.29	0.52	0.39
LULU	0.01	-0.04	-0.00	-0.01	-0.10	0.03	0.10	0.04	0.06	0.17	0.14	0.17	0.14	0.21	0.16	0.22	0.13	0.29	0.25	0.15	0.26	1.00	0.21	0.20	0.22	0.47	0.18	0.37	0.52	0.18	0.40	0.42	0.31	0.32	0.35	0.43
GOOG	-0.02	-0.11	0.12	-0.05	-0.17	-0.02	0.08	0.01	0.00	-0.10	0.09	-0.12	0.31	0.14	0.10	0.16	-0.15	0.35	0.21	0.11	0.24	0.21	1.00	0.31	0.18	0.24	0.43	0.17	0.25	0.34	0.31	0.36	0.52	0.10	0.43	0.61
RYCEY	-0.08	-0.02	0.26	-0.12	-0.11	0.00	-0.00	0.02	0.16	0.00	0.49	0.03	0.25	0.15	0.10	0.09	-0.03	0.21	0.19	0.19	0.34	0.20	0.31	1.00	0.37	0.24	0.28	0.22	0.26	0.36	0.23	0.33	0.41	0.19	0.55	0.47
TDG	-0.06	0.03	0.05	0.02	-0.05	0.18	0.18	0.12	0.31	0.15	0.27	0.22	0.14	0.21	0.21	0.15	0.25	0.16	0.20	0.26	0.19	0.22	0.18	0.37	1.00	0.25	0.15	0.25	0.28	0.31	0.40	0.36	0.22	0.33	0.31	0.37
GAP	0.02	-0.00	0.03	0.04	-0.16	0.01	0.12	0.10	0.04	0.06	0.09	0.09	0.20	0.13	0.17	0.26	0.09	0.18	0.19	0.20	0.26	0.47	0.24	0.24	0.25	1.00	0.20	0.37	0.53	0.21	0.39	0.46	0.32	0.37	0.35	0.45
NVDA	0.07	0.05	0.06	-0.16	-0.19	-0.06	0.03	-0.05	-0.05	-0.27	0.09	-0.14	0.43	0.07	0.02	0.05	-0.11	0.47	0.12	0.16	0.17	0.18	0.43	0.28	0.15	0.20	1.00	0.03	0.20	0.50	0.22	0.30	0.75	-0.02	0.40	0.65
PHM	0.05	-0.01	0.06	0.16	-0.09	0.06	0.17	0.17	0.14	0.32	0.11	0.17	0.06	0.21	0.31	0.33	0.21	0.02	0.19	0.21	0.25	0.37	0.17	0.22	0.25	0.37	0.03	1.00	0.44	0.22	0.39	0.40	0.18	0.59	0.46	0.38
DECK	0.05	-0.02	0.04	0.01	-0.22	-0.03	0.16	0.09	0.07	0.14	0.18	0.12	0.16	0.17	0.16	0.15	0.12	0.21	0.21	0.23	0.28	0.52	0.25	0.26	0.28	0.53	0.20	0.44	1.00	0.28	0.42	0.48	0.29	0.39	0.36	0.44
EME	0.07	0.17	0.11	-0.04	-0.11	0.01	0.10	0.04	0.10	-0.23	0.19	-0.04	0.40	0.17	0.14	0.08	-0.09	0.20	0.14	0.22	0.28	0.18	0.34	0.36	0.31	0.21	0.50	0.22	0.28	1.00	0.32	0.43	0.60	0.18	0.45	0.59
HLT	0.04	0.05	0.02	0.03	-0.07	0.14	0.18	0.17	0.05	0.13	0.10	0.19	0.14	0.23	0.22	0.22	0.21	0.24	0.16	0.23	0.26	0.40	0.31	0.23	0.40	0.39	0.22	0.39	0.42	0.32	1.00	0.49	0.33	0.39	0.38	0.51
SYF	0.08	0.09	-0.02	0.00	-0.17	-0.02	0.15	0.08	-0.03	0.03	0.09	0.13	0.24	0.12	0.16	0.24	0.14	0.28	0.21	0.18	0.29	0.42	0.36	0.33	0.36	0.46	0.30	0.40	0.48	0.43	0.49	1.00	0.44	0.41	0.42	0.59
XLK	0.07	-0.01	0.12	-0.09	-0.23	-0.10	0.04	0.02	-0.04	-0.24	0.15	-0.11	0.50	0.12	0.05	0.10	-0.13	0.53	0.20	0.21	0.29	0.31	0.52	0.41	0.22	0.32	0.75	0.18	0.29	0.60	0.33	0.44	1.00	0.16	0.61	0.88
SCHD	0.36	0.24	0.05	0.39	0.08	0.26	0.28	0.26	0.33	0.47	0.17	0.30	0.02	0.29	0.37	0.45	0.31	0.08	0.31	0.34	0.29	0.32	0.10	0.19	0.33	0.37	-0.02	0.59	0.39	0.18	0.39	0.41	0.16	1.00	0.41	0.42
VEA	-0.03	-0.04	0.38	0.07	-0.08	0.03	0.13	0.10	0.10	0.04	0.30	0.03	0.29	0.26	0.22	0.31	0.01	0.26	0.35	0.21	0.52	0.35	0.43	0.55	0.31	0.35	0.40	0.46	0.36	0.45	0.38	0.42	0.61	0.41	1.00	0.73
VOO	0.06	-0.00	0.14	-0.01	-0.13	0.05	0.15	0.17	0.09	-0.05	0.22	0.05	0.42	0.26	0.22	0.26	0.04	0.52	0.32	0.31	0.39	0.43	0.61	0.47	0.37	0.45	0.65	0.38	0.44	0.59	0.51	0.59	0.88	0.42	0.73	1.00

The correlation results are calculated based on daily price changes starting from Oct 18, 2024

Diversification Analysis

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