AMPC JOHNSONB CURRENT 2024-03

Asset Allocation

Position	Category/Sector	Target Weight
QQQ Invesco QQQ ETF	Nasdaq-100	5.50%
DELL Dell Technologies Inc.	Technology	5%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	5%
MGK Vanguard Mega Cap Growth ETF	Large Cap Growth Equities	5%
MSFT Microsoft Corporation	Technology	4.10%
NFLX Netflix, Inc.	Communication Services	4%
LLY Eli Lilly and Company	Healthcare	4%
COST Costco Wholesale Corporation	Consumer Defensive	3.90%
CDNS Cadence Design Systems, Inc.	Technology	3.80%
GOOGL Alphabet Inc. Class A	Communication Services	3.80%
ZS Zscaler, Inc.	Technology	3.70%
PGR The Progressive Corporation	Financial Services	3.70%
INTC Intel Corporation	Technology	3.60%
TMUS T-Mobile US, Inc.	Communication Services	3.40%
MRSH Marsh & McLennan Companies, Inc	Financial Services	3.20%
ADBE Adobe Inc	Technology	3.20%
MSI Motorola Solutions, Inc.	Technology	3%
ZTS Zoetis Inc.	Healthcare	3%
XOM Exxon Mobil Corporation	Energy	2.80%
ABBV AbbVie Inc.	Healthcare	2.70%
MRK Merck & Co., Inc.	Healthcare	2.60%
WMB The Williams Companies, Inc.	Energy	2.60%
CSCO Cisco Systems, Inc.	Technology	2.30%
DLR Digital Realty Trust, Inc.	Real Estate	2%
GILD Gilead Sciences, Inc.	Healthcare	2%
AMGN Amgen Inc.	Healthcare	2%
USD=X USD Cash		1.10%
PM Philip Morris International Inc.	Consumer Defensive	1%
COP ConocoPhillips Company	Energy	1%
SO The Southern Company	Utilities	1%
PNC The PNC Financial Services Group, Inc.	Financial Services	1%
VZ Verizon Communications Inc.	Communication Services	1%
UNH UnitedHealth Group Incorporated	Healthcare	1%
UPS United Parcel Service, Inc.	Industrials	1%
GIS General Mills, Inc.	Consumer Defensive	1%
TFC Truist Financial Corporation	Financial Services	1%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPC JOHNSONB CURRENT 2024-03, 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	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio AMPC JOHNSONB CURRENT 2024-03	0.00%	4.98%	21.18%	21.68%	32.04%	25.95%	19.44%	—
Portfolio components:
ABBV AbbVie Inc.	1.32%	8.24%	1.30%	3.65%	23.06%	22.39%	18.94%	19.10%
ADBE Adobe Inc	-6.76%	-17.60%	-41.71%	-42.76%	-47.91%	-24.76%	-17.73%	7.72%
AMGN Amgen Inc.	0.32%	8.85%	10.10%	13.41%	23.93%	20.61%	11.36%	12.08%
CDNS Cadence Design Systems, Inc.	0.32%	10.86%	23.16%	19.10%	28.32%	17.22%	24.39%	31.77%
COP ConocoPhillips Company	1.40%	-4.44%	26.87%	24.31%	24.65%	7.68%	18.49%	13.66%
COST Costco Wholesale Corporation	0.68%	-6.35%	14.24%	11.38%	-0.24%	25.12%	22.12%	22.27%
CSCO Cisco Systems, Inc.	-0.60%	2.44%	58.91%	57.34%	93.30%	37.33%	20.60%	18.92%
DELL Dell Technologies Inc.	1.05%	63.47%	216.60%	206.61%	266.54%	104.49%	52.50%	—
DLR Digital Realty Trust, Inc.	0.74%	-2.29%	19.87%	21.68%	7.91%	24.63%	6.15%	9.89%
GILD Gilead Sciences, Inc.	-0.22%	-3.08%	2.90%	5.60%	16.40%	21.02%	17.08%	7.84%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 21, 2018, AMPC JOHNSONB CURRENT 2024-03's average daily return is +0.06%, while the average monthly return is +1.91%. At this rate, an investment would double in approximately 3.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Apr 2022 at -8.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, AMPC JOHNSONB CURRENT 2024-03 closed higher 39% of trading days. The best single day was Mar 13, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -10.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.91%	3.16%	-3.52%	10.94%	10.01%	-1.13%							21.18%
2025	2.18%	2.20%	-3.73%	0.66%	4.41%	4.17%	-0.51%	2.23%	4.22%	1.34%	-0.01%	-1.44%	16.52%
2024	3.54%	3.76%	2.70%	-4.11%	4.99%	4.58%	-1.53%	3.68%	0.39%	0.11%	5.81%	-5.04%	19.76%
2023	6.07%	-2.89%	5.53%	0.91%	3.37%	6.36%	2.78%	1.37%	-1.55%	0.67%	9.43%	3.43%	40.95%
2022	-5.93%	-1.99%	4.29%	-8.84%	1.50%	-5.04%	7.51%	-4.06%	-7.64%	8.75%	6.18%	-6.13%	-12.77%
2021	0.19%	2.94%	3.06%	4.25%	1.49%	4.68%	2.25%	4.32%	-3.85%	8.08%	-0.26%	3.68%	34.94%

Benchmark Metrics

AMPC JOHNSONB CURRENT 2024-03 has an annualized alpha of 8.83%, beta of 0.92, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since December 21, 2018.

This portfolio captured 105.90% of S&P 500 Index gains but only 71.72% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 8.83% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.92 and R2 of 0.91, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 8.83%

Beta: 0.92

R²: 0.91

Upside Capture: 105.90%

Downside Capture: 71.72%

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

Expense Ratio

AMPC JOHNSONB CURRENT 2024-03 has an expense ratio of 0.02%, 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.

QQQ

Invesco QQQ ETF

XLK

State Street Technology Select Sector SPDR ETF

MGK

Vanguard Mega Cap Growth ETF

Return for Risk

Risk / Return Rank

AMPC JOHNSONB CURRENT 2024-03 ranks 87 for risk / return — in the top 87% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 AMPC JOHNSONB CURRENT 2024-03 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	2.58	1.86	+0.72
Sortino ratioReturn per unit of downside risk	3.65	2.53	+1.12
Omega ratioGain probability vs. loss probability	1.46	1.34	+0.12
Calmar ratioReturn relative to maximum drawdown	5.75	2.53	+3.22
Martin ratioReturn relative to average drawdown	17.85	11.37	+6.48

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
ABBV AbbVie Inc.	67	0.92	1.42	1.18	1.29	2.88
ADBE Adobe Inc	1	-1.45	-2.33	0.73	-1.03	-1.99
AMGN Amgen Inc.	67	0.84	1.42	1.17	1.40	3.22
CDNS Cadence Design Systems, Inc.	61	0.65	1.18	1.15	0.87	1.84
COP ConocoPhillips Company	69	0.95	1.43	1.17	1.86	4.08
COST Costco Wholesale Corporation	36	-0.08	0.02	1.00	-0.10	-0.22
CSCO Cisco Systems, Inc.	95	2.94	3.47	1.53	6.69	18.37
DELL Dell Technologies Inc.	96	3.89	4.57	1.56	7.91	17.63
DLR Digital Realty Trust, Inc.	51	0.33	0.63	1.07	0.44	1.09
GILD Gilead Sciences, Inc.	58	0.57	1.03	1.12	0.70	1.99

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 AMPC JOHNSONB CURRENT 2024-03 Sharpe ratio is 2.58 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of AMPC JOHNSONB CURRENT 2024-03 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

AMPC JOHNSONB CURRENT 2024-03 provided a 1.52% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.52%	1.46%	1.46%	1.61%	1.72%	1.63%	1.91%	1.69%	1.76%	1.68%	1.75%	1.98%
Portfolio components:
ABBV AbbVie Inc.	2.96%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
ADBE Adobe Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMGN Amgen Inc.	2.76%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%
CDNS Cadence Design Systems, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COP ConocoPhillips Company	2.82%	3.40%	3.35%	3.37%	4.23%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
CSCO Cisco Systems, Inc.	1.36%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
DELL Dell Technologies Inc.	0.56%	1.60%	1.48%	1.88%	2.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DLR Digital Realty Trust, Inc.	1.99%	3.15%	2.75%	3.63%	4.87%	2.62%	3.21%	3.61%	3.79%	3.27%	3.58%	4.50%
GILD Gilead Sciences, Inc.	1.91%	2.57%	3.33%	3.70%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%

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 AMPC JOHNSONB CURRENT 2024-03. 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 AMPC JOHNSONB CURRENT 2024-03 was 25.53%, occurring on Mar 23, 2020. Recovery took 67 trading sessions.

The current AMPC JOHNSONB CURRENT 2024-03 drawdown is 2.76%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-25.53%Mar 2020	1mo 2d	2mo 7d	3mo 9dFeb 2020 - May 2020
Bear market2022	-20.59%Oct 2022	9mo 18d	7mo 27d	1y 5moDec 2021 - Jun 2023
2025 selloff2025	-15.81%Apr 2025	1mo 18d	1mo 26d	3mo 14dFeb 2025 - Jun 2025
2024 pullback2024	-9.71%Aug 2024	25d	2mo 5d	3moJul 2024 - Oct 2024
2020 pullback2020	-9.53%Oct 2020	1mo 27d	1mo 2d	2mo 29dSep 2020 - Dec 2020

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 29.01, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.71	2.06	1.80	1.63

The portfolio has a diversification ratio of 1.63, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

AMPC JOHNSONB CURRENT 2024-03 correlation to the S&P 500 Index

AMPC JOHNSONB CURRENT 2024-03 has a 0.80 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 21, 2018	0.92

Benchmark Correlations

Correlation vs. S&P 500 Index. MGK has the highest benchmark correlation at 0.92, while USD=X has the lowest at 0.00.

USD=X

0.00

GIS

0.12

0.25

MRK

0.26

0.31

0.32

0.33

0.33

0.33

0.34

0.35

0.36

0.37

0.40

0.40

0.47

0.48

0.49

0.51

0.52

0.53

0.54

0.56

0.57

0.57

0.57

0.59

0.63

0.64

0.70

0.70

0.74

0.90

0.92

0.92

Portfolio Correlations

Correlation vs. AMPC JOHNSONB CURRENT 2024-03. QQQ has the highest portfolio correlation at 0.85, while USD=X has the lowest at 0.00.

USD=X

0.00

GIS

0.13

0.21

0.22

0.25

0.27

0.28

0.28

0.31

0.33

0.34

0.34

0.34

0.39

0.39

0.41

0.42

0.42

0.43

0.44

0.49

0.49

0.51

0.52

0.53

0.55

0.58

0.58

0.61

0.62

0.66

0.70

0.70

0.82

0.84

0.85

Asset Correlations Table

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

	USD=X	GIS	COP	SO	VZ	XOM	MRK	PM	LLY	UNH	PGR	ZS	GILD	WMB	NFLX	ABBV	DLR	TMUS	DELL	AMGN	PNC	COST	UPS	TFC	INTC	GOOGL	MSI	ZTS	MRSH	ADBE	CDNS	CSCO	MSFT	XLK	MGK	QQQ
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
GIS	0.00	1.00	0.09	0.40	0.35	0.11	0.33	0.30	0.15	0.22	0.27	-0.02	0.29	0.14	0.02	0.26	0.15	0.24	-0.03	0.30	0.13	0.20	0.20	0.12	0.03	0.01	0.17	0.22	0.28	0.05	0.01	0.14	0.06	-0.01	0.02	0.02
COP	0.00	0.09	1.00	0.12	0.17	0.76	0.14	0.17	0.09	0.19	0.23	0.06	0.10	0.52	0.07	0.19	0.05	0.15	0.24	0.14	0.38	0.08	0.23	0.37	0.23	0.14	0.20	0.13	0.21	0.15	0.13	0.25	0.12	0.17	0.14	0.15
SO	0.00	0.40	0.12	1.00	0.41	0.15	0.29	0.35	0.21	0.24	0.29	-0.02	0.26	0.25	0.02	0.26	0.31	0.30	0.04	0.28	0.20	0.23	0.20	0.20	0.09	0.10	0.29	0.29	0.35	0.09	0.06	0.20	0.11	0.07	0.11	0.10
VZ	0.00	0.35	0.17	0.41	1.00	0.21	0.29	0.30	0.16	0.24	0.29	-0.04	0.27	0.22	0.05	0.27	0.20	0.38	0.08	0.30	0.26	0.18	0.25	0.26	0.14	0.06	0.24	0.25	0.30	0.10	0.04	0.23	0.08	0.08	0.09	0.09
XOM	0.00	0.11	0.76	0.15	0.21	1.00	0.17	0.24	0.10	0.18	0.22	0.04	0.16	0.54	0.05	0.21	0.05	0.17	0.24	0.16	0.39	0.11	0.25	0.37	0.24	0.15	0.21	0.14	0.21	0.13	0.12	0.27	0.09	0.16	0.14	0.15
MRK	0.00	0.33	0.14	0.29	0.29	0.17	1.00	0.24	0.40	0.30	0.26	0.02	0.35	0.15	0.06	0.41	0.17	0.21	0.10	0.42	0.17	0.16	0.21	0.17	0.10	0.12	0.24	0.39	0.30	0.12	0.12	0.20	0.12	0.12	0.13	0.12
PM	0.00	0.30	0.17	0.35	0.30	0.24	0.24	1.00	0.18	0.21	0.26	0.03	0.27	0.28	0.09	0.29	0.18	0.24	0.15	0.27	0.28	0.23	0.20	0.28	0.14	0.14	0.27	0.27	0.30	0.13	0.09	0.25	0.13	0.14	0.17	0.16
LLY	0.00	0.15	0.09	0.21	0.16	0.10	0.40	0.18	1.00	0.26	0.19	0.16	0.25	0.14	0.16	0.36	0.22	0.19	0.17	0.37	0.10	0.24	0.15	0.10	0.15	0.21	0.23	0.33	0.26	0.21	0.23	0.24	0.24	0.27	0.31	0.29
UNH	0.00	0.22	0.19	0.24	0.24	0.18	0.30	0.21	0.26	1.00	0.27	0.09	0.23	0.20	0.11	0.29	0.17	0.24	0.14	0.29	0.21	0.24	0.26	0.21	0.18	0.20	0.27	0.30	0.34	0.19	0.18	0.26	0.21	0.22	0.22	0.21
PGR	0.00	0.27	0.23	0.29	0.29	0.22	0.26	0.26	0.19	0.27	1.00	0.06	0.23	0.21	0.12	0.26	0.16	0.30	0.17	0.24	0.28	0.26	0.21	0.28	0.14	0.11	0.33	0.25	0.46	0.18	0.15	0.25	0.19	0.18	0.19	0.16
ZS	0.00	-0.02	0.06	-0.02	-0.04	0.04	0.02	0.03	0.16	0.09	0.06	1.00	0.11	0.12	0.38	0.08	0.26	0.18	0.28	0.11	0.12	0.28	0.18	0.14	0.27	0.38	0.25	0.28	0.20	0.53	0.52	0.31	0.49	0.51	0.54	0.54
GILD	0.00	0.29	0.10	0.26	0.27	0.16	0.35	0.27	0.25	0.23	0.23	0.11	1.00	0.18	0.14	0.39	0.18	0.27	0.14	0.48	0.23	0.23	0.25	0.22	0.20	0.18	0.24	0.28	0.27	0.19	0.16	0.32	0.20	0.21	0.22	0.24
WMB	0.00	0.14	0.52	0.25	0.22	0.54	0.15	0.28	0.14	0.20	0.21	0.12	0.18	1.00	0.14	0.25	0.19	0.20	0.26	0.20	0.38	0.16	0.25	0.38	0.25	0.18	0.27	0.19	0.22	0.14	0.16	0.30	0.16	0.23	0.23	0.23
NFLX	0.00	0.02	0.07	0.02	0.05	0.05	0.06	0.09	0.16	0.11	0.12	0.38	0.14	0.14	1.00	0.09	0.22	0.25	0.25	0.18	0.14	0.31	0.16	0.14	0.31	0.38	0.27	0.25	0.23	0.46	0.43	0.28	0.46	0.46	0.51	0.52
ABBV	0.00	0.26	0.19	0.26	0.27	0.21	0.41	0.29	0.36	0.29	0.26	0.08	0.39	0.25	0.09	1.00	0.16	0.23	0.15	0.47	0.25	0.19	0.28	0.25	0.18	0.17	0.25	0.32	0.31	0.18	0.15	0.28	0.18	0.20	0.21	0.21
DLR	0.00	0.15	0.05	0.31	0.20	0.05	0.17	0.18	0.22	0.17	0.16	0.26	0.18	0.19	0.22	0.16	1.00	0.23	0.24	0.24	0.22	0.30	0.26	0.21	0.25	0.29	0.30	0.34	0.26	0.27	0.34	0.30	0.33	0.39	0.41	0.40
TMUS	0.00	0.24	0.15	0.30	0.38	0.17	0.21	0.24	0.19	0.24	0.30	0.18	0.27	0.20	0.25	0.23	0.23	1.00	0.18	0.26	0.23	0.31	0.25	0.22	0.20	0.21	0.36	0.30	0.35	0.29	0.25	0.31	0.27	0.28	0.30	0.31
DELL	0.00	-0.03	0.24	0.04	0.08	0.24	0.10	0.15	0.17	0.14	0.17	0.28	0.14	0.26	0.25	0.15	0.24	0.18	1.00	0.20	0.31	0.24	0.27	0.36	0.41	0.33	0.30	0.23	0.24	0.33	0.45	0.43	0.39	0.53	0.48	0.50
AMGN	0.00	0.30	0.14	0.28	0.30	0.16	0.42	0.27	0.37	0.29	0.24	0.11	0.48	0.20	0.18	0.47	0.24	0.26	0.20	1.00	0.25	0.26	0.30	0.28	0.27	0.22	0.26	0.37	0.29	0.23	0.22	0.32	0.24	0.27	0.28	0.30
PNC	0.00	0.13	0.38	0.20	0.26	0.39	0.17	0.28	0.10	0.21	0.28	0.12	0.23	0.38	0.14	0.25	0.22	0.23	0.31	0.25	1.00	0.20	0.39	0.81	0.34	0.26	0.31	0.26	0.33	0.22	0.22	0.36	0.23	0.33	0.34	0.33
COST	0.00	0.20	0.08	0.23	0.18	0.11	0.16	0.23	0.24	0.24	0.26	0.28	0.23	0.16	0.31	0.19	0.30	0.31	0.24	0.26	0.20	1.00	0.28	0.19	0.28	0.33	0.38	0.36	0.38	0.38	0.38	0.35	0.41	0.42	0.46	0.47
UPS	0.00	0.20	0.23	0.20	0.25	0.25	0.21	0.20	0.15	0.26	0.21	0.18	0.25	0.25	0.16	0.28	0.26	0.25	0.27	0.30	0.39	0.28	1.00	0.41	0.35	0.28	0.29	0.38	0.33	0.31	0.31	0.38	0.29	0.40	0.39	0.40
TFC	0.00	0.12	0.37	0.20	0.26	0.37	0.17	0.28	0.10	0.21	0.28	0.14	0.22	0.38	0.14	0.25	0.21	0.22	0.36	0.28	0.81	0.19	0.41	1.00	0.33	0.28	0.29	0.26	0.33	0.22	0.23	0.36	0.24	0.34	0.35	0.35
INTC	0.00	0.03	0.23	0.09	0.14	0.24	0.10	0.14	0.15	0.18	0.14	0.27	0.20	0.25	0.31	0.18	0.25	0.20	0.41	0.27	0.34	0.28	0.35	0.33	1.00	0.40	0.27	0.29	0.25	0.38	0.44	0.41	0.41	0.57	0.51	0.56
GOOGL	0.00	0.01	0.14	0.10	0.06	0.15	0.12	0.14	0.21	0.20	0.11	0.38	0.18	0.18	0.38	0.17	0.29	0.21	0.33	0.22	0.26	0.33	0.28	0.28	0.40	1.00	0.33	0.34	0.26	0.51	0.50	0.40	0.61	0.63	0.71	0.70
MSI	0.00	0.17	0.20	0.29	0.24	0.21	0.24	0.27	0.23	0.27	0.33	0.25	0.24	0.27	0.27	0.25	0.30	0.36	0.30	0.26	0.31	0.38	0.29	0.29	0.27	0.33	1.00	0.36	0.46	0.34	0.39	0.48	0.37	0.44	0.44	0.43
ZTS	0.00	0.22	0.13	0.29	0.25	0.14	0.39	0.27	0.33	0.30	0.25	0.28	0.28	0.19	0.25	0.32	0.34	0.30	0.23	0.37	0.26	0.36	0.38	0.26	0.29	0.34	0.36	1.00	0.45	0.40	0.38	0.33	0.37	0.40	0.44	0.43
MRSH	0.00	0.28	0.21	0.35	0.30	0.21	0.30	0.30	0.26	0.34	0.46	0.20	0.27	0.22	0.23	0.31	0.26	0.35	0.24	0.29	0.33	0.38	0.33	0.33	0.25	0.26	0.46	0.45	1.00	0.36	0.32	0.39	0.34	0.34	0.37	0.34
ADBE	0.00	0.05	0.15	0.09	0.10	0.13	0.12	0.13	0.21	0.19	0.18	0.53	0.19	0.14	0.46	0.18	0.27	0.29	0.33	0.23	0.22	0.38	0.31	0.22	0.38	0.51	0.34	0.40	0.36	1.00	0.59	0.40	0.63	0.63	0.65	0.64
CDNS	0.00	0.01	0.13	0.06	0.04	0.12	0.12	0.09	0.23	0.18	0.15	0.52	0.16	0.16	0.43	0.15	0.34	0.25	0.45	0.22	0.22	0.38	0.31	0.23	0.44	0.50	0.39	0.38	0.32	0.59	1.00	0.43	0.62	0.73	0.70	0.72
CSCO	0.00	0.14	0.25	0.20	0.23	0.27	0.20	0.25	0.24	0.26	0.25	0.31	0.32	0.30	0.28	0.28	0.30	0.31	0.43	0.32	0.36	0.35	0.38	0.36	0.41	0.40	0.48	0.33	0.39	0.40	0.43	1.00	0.43	0.56	0.52	0.54
MSFT	0.00	0.06	0.12	0.11	0.08	0.09	0.12	0.13	0.24	0.21	0.19	0.49	0.20	0.16	0.46	0.18	0.33	0.27	0.39	0.24	0.23	0.41	0.29	0.24	0.41	0.61	0.37	0.37	0.34	0.63	0.62	0.43	1.00	0.78	0.79	0.76
XLK	0.00	-0.01	0.17	0.07	0.08	0.16	0.12	0.14	0.27	0.22	0.18	0.51	0.21	0.23	0.46	0.20	0.39	0.28	0.53	0.27	0.33	0.42	0.40	0.34	0.57	0.63	0.44	0.40	0.34	0.63	0.73	0.56	0.78	1.00	0.92	0.94
MGK	0.00	0.02	0.14	0.11	0.09	0.14	0.13	0.17	0.31	0.22	0.19	0.54	0.22	0.23	0.51	0.21	0.41	0.30	0.48	0.28	0.34	0.46	0.39	0.35	0.51	0.71	0.44	0.44	0.37	0.65	0.70	0.52	0.79	0.92	1.00	0.96
QQQ	0.00	0.02	0.15	0.10	0.09	0.15	0.12	0.16	0.29	0.21	0.16	0.54	0.24	0.23	0.52	0.21	0.40	0.31	0.50	0.30	0.33	0.47	0.40	0.35	0.56	0.70	0.43	0.43	0.34	0.64	0.72	0.54	0.76	0.94	0.96	1.00

The correlation results are calculated based on daily price changes starting from Dec 21, 2018

Diversification Analysis

Find what AMPC JOHNSONB CURRENT 2024-03 is missing

See which holdings overlap, where AMPC JOHNSONB CURRENT 2024-03 is concentrated, and which low-correlation assets could fill the gaps.

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