NVSek-SN-MCap-Stks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
NVSek-SN-MCap-Stks
Last updated May 5, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12.02% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 8.15% |
ASML ASML Holding N.V. | Technology | 0.97% |
AVGO Broadcom Inc. | Technology | 3.50% |
AZN AstraZeneca PLC | Healthcare | 0.77% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 4.52% |
COST Costco Wholesale Corporation | Consumer Defensive | 1.72% |
CSCO Cisco Systems, Inc. | Technology | 0.93% |
GOOGL Alphabet Inc. | Communication Services | 7.79% |
INTU Intuit Inc. | Technology | 0.67% |
ISRG Intuitive Surgical, Inc. | Healthcare | 0.75% |
JPM JPMorgan Chase & Co. | Financial Services | 2.62% |
LIN Linde plc | Basic Materials | 0.85% |
LLY Eli Lilly and Company | Healthcare | 2.72% |
MA Mastercard Inc | Financial Services | 1.90% |
META Meta Platforms, Inc. | Communication Services | 5.97% |
MSFT Microsoft Corporation | Technology | 11.68% |
NFLX Netflix, Inc. | Communication Services | 1.63% |
NVDA NVIDIA Corporation | Technology | 11.23% |
ORCL | 1.58% | |
PEP | 0.80% | |
PG | 1.56% | |
QCOM | 0.64% | |
QQQ | 0.87% | |
TMUS | 1.17% | |
TSLA | 3.52% | |
UNH | 2.13% | |
V | 2.61% | |
WMT | 2.89% | |
XOM | 1.84% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVSek-SN-MCap-Stks, 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.
NVSek-SN-MCap-Stks
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of May 5, 2025, the NVSek-SN-MCap-Stks returned -4.35% Year-To-Date and 30.85% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| NVSek-SN-MCap-Stks | -4.35% | 14.37% | 3.06% | 22.63% | 32.14% | 30.85% |
| Portfolio components: | ||||||
AAPL Apple Inc | -17.91% | 9.01% | -7.67% | 12.51% | 23.35% | 22.09% |
MSFT Microsoft Corporation | 3.48% | 20.96% | 6.50% | 7.86% | 20.35% | 26.96% |
NVDA NVIDIA Corporation | -14.73% | 21.41% | -15.42% | 28.99% | 73.72% | 71.09% |
AMZN Amazon.com, Inc. | -13.41% | 11.10% | -4.02% | 2.02% | 10.43% | 24.52% |
GOOGL Alphabet Inc. | -13.25% | 12.66% | -4.02% | -1.45% | 19.65% | 19.85% |
META Meta Platforms, Inc. | 2.06% | 18.29% | 5.44% | 32.58% | 23.81% | 22.64% |
TSLA | -28.88% | 19.96% | 15.35% | 58.51% | 41.37% | 33.78% |
AVGO Broadcom Inc. | -11.90% | 39.20% | 21.24% | 61.28% | 54.52% | 36.05% |
COST Costco Wholesale Corporation | 10.31% | 10.16% | 15.21% | 36.24% | 29.01% | 23.67% |
NFLX Netflix, Inc. | 29.75% | 35.13% | 52.95% | 99.62% | 22.28% | 30.61% |
TMUS | 13.13% | 0.31% | 12.24% | 53.34% | 23.54% | 22.66% |
ASML ASML Holding N.V. | 0.12% | 14.35% | 2.85% | -22.71% | 20.25% | 21.83% |
CSCO Cisco Systems, Inc. | 1.58% | 8.78% | 8.35% | 29.69% | 10.80% | 10.94% |
LIN Linde plc | 9.03% | 3.88% | 0.12% | 8.75% | 21.93% | 16.37% |
PEP | -11.26% | -8.77% | -17.81% | -21.54% | 3.30% | 6.57% |
AZN AstraZeneca PLC | 12.11% | 5.81% | 2.85% | -3.20% | 8.76% | 11.42% |
ISRG Intuitive Surgical, Inc. | 1.43% | 17.24% | 4.56% | 38.82% | 25.48% | 25.65% |
INTU Intuit Inc. | 0.85% | 12.69% | 1.95% | 1.03% | 18.93% | 21.26% |
QCOM | -8.50% | 9.69% | -14.50% | -20.61% | 15.01% | 10.61% |
BRK-B Berkshire Hathaway Inc. | 19.09% | 9.37% | 19.39% | 34.66% | 25.23% | 14.07% |
WMT | 9.60% | 18.70% | 20.75% | 66.95% | 20.73% | 16.53% |
LLY Eli Lilly and Company | 6.87% | 11.57% | 0.91% | 12.79% | 41.05% | 30.12% |
JPM JPMorgan Chase & Co. | 6.54% | 20.08% | 14.55% | 35.62% | 25.94% | 17.87% |
V | 10.17% | 11.01% | 19.99% | 30.43% | 15.15% | 18.86% |
UNH | -20.60% | -23.83% | -28.96% | -17.49% | 8.02% | 15.09% |
MA Mastercard Inc | 6.56% | 14.40% | 10.44% | 26.85% | 16.07% | 20.58% |
XOM | -0.38% | 1.79% | -6.01% | -5.35% | 24.72% | 6.52% |
ORCL | -8.99% | 17.93% | -10.80% | 31.64% | 25.66% | 15.06% |
PG | -3.05% | -1.34% | -1.55% | 0.01% | 9.41% | 10.25% |
QQQ | -4.24% | 15.65% | 0.60% | 12.94% | 18.38% | 17.34% |
*Annualized
Monthly Returns
The table below presents the monthly returns of NVSek-SN-MCap-Stks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.19% | -2.20% | -7.62% | 0.69% | 2.89% | -4.35% | |||||||
| 2024 | 4.96% | 9.16% | 3.47% | -2.79% | 8.13% | 7.39% | -0.63% | 2.64% | 2.66% | -0.18% | 6.24% | 2.20% | 51.88% |
| 2023 | 12.83% | 2.36% | 10.79% | 2.98% | 10.00% | 7.39% | 3.85% | 0.40% | -5.26% | -0.72% | 9.70% | 3.56% | 73.40% |
| 2022 | -6.81% | -3.52% | 6.30% | -13.24% | -1.81% | -9.05% | 13.02% | -6.15% | -10.38% | 4.67% | 7.76% | -7.92% | -26.88% |
| 2021 | 0.36% | 1.01% | 2.31% | 7.68% | 0.44% | 7.35% | 2.99% | 5.18% | -5.19% | 10.29% | 3.96% | 1.90% | 44.49% |
| 2020 | 4.53% | -4.24% | -6.61% | 15.42% | 6.53% | 6.74% | 8.41% | 15.24% | -5.69% | -3.64% | 10.62% | 4.75% | 61.40% |
| 2019 | 7.45% | 3.14% | 5.71% | 4.98% | -9.73% | 9.00% | 2.83% | -1.49% | 1.70% | 6.77% | 4.95% | 5.55% | 47.47% |
| 2018 | 10.67% | -1.30% | -4.65% | 1.60% | 6.27% | 1.01% | 2.98% | 7.89% | 0.07% | -7.78% | -2.45% | -8.21% | 4.27% |
| 2017 | 5.03% | 3.46% | 3.21% | 2.50% | 7.79% | -1.31% | 4.48% | 3.13% | 0.39% | 7.75% | 2.09% | -0.30% | 45.04% |
| 2016 | -5.22% | -1.41% | 8.82% | -2.11% | 7.23% | -1.34% | 8.46% | 1.88% | 3.30% | 0.49% | 2.60% | 5.07% | 30.22% |
| 2015 | -0.86% | 7.86% | -2.78% | 4.79% | 2.62% | -2.31% | 5.50% | -3.14% | 0.36% | 9.82% | 3.55% | 0.30% | 27.75% |
| 2014 | -1.24% | 7.36% | -1.58% | -0.22% | 4.17% | 1.94% | -0.33% | 6.62% | -0.81% | 1.79% | 5.17% | -2.46% | 21.70% |
Expense Ratio
NVSek-SN-MCap-Stks has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of NVSek-SN-MCap-Stks is 75, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio: 1.08
^GSPC: 0.67
Portfolio: 1.60
^GSPC: 1.05
Portfolio: 1.23
^GSPC: 1.16
Portfolio: 1.24
^GSPC: 0.68
Portfolio: 4.34
^GSPC: 2.70
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.65 | 1.11 | 1.16 | 0.63 | 2.29 |
MSFT Microsoft Corporation | 0.49 | 0.88 | 1.12 | 0.53 | 1.19 |
NVDA NVIDIA Corporation | 0.55 | 1.12 | 1.14 | 0.88 | 2.24 |
AMZN Amazon.com, Inc. | 0.26 | 0.59 | 1.07 | 0.28 | 0.77 |
GOOGL Alphabet Inc. | 0.04 | 0.26 | 1.03 | 0.04 | 0.10 |
META Meta Platforms, Inc. | 1.08 | 1.66 | 1.22 | 1.15 | 3.71 |
TSLA | 0.79 | 1.58 | 1.19 | 0.96 | 2.44 |
AVGO Broadcom Inc. | 0.93 | 1.67 | 1.22 | 1.42 | 4.00 |
COST Costco Wholesale Corporation | 1.82 | 2.39 | 1.33 | 2.32 | 6.89 |
NFLX Netflix, Inc. | 3.39 | 4.10 | 1.56 | 5.44 | 18.81 |
TMUS | 2.04 | 2.37 | 1.40 | 3.66 | 10.73 |
ASML ASML Holding N.V. | -0.42 | -0.30 | 0.96 | -0.44 | -0.70 |
CSCO Cisco Systems, Inc. | 1.32 | 1.90 | 1.28 | 1.26 | 5.86 |
LIN Linde plc | 0.24 | 0.45 | 1.06 | 0.30 | 0.76 |
PEP | -1.10 | -1.46 | 0.82 | -0.78 | -1.80 |
AZN AstraZeneca PLC | -0.12 | -0.01 | 1.00 | -0.09 | -0.17 |
ISRG Intuitive Surgical, Inc. | 1.26 | 1.97 | 1.28 | 1.65 | 5.34 |
INTU Intuit Inc. | 0.05 | 0.31 | 1.04 | 0.07 | 0.15 |
QCOM | -0.32 | -0.16 | 0.98 | -0.32 | -0.55 |
BRK-B Berkshire Hathaway Inc. | 1.91 | 2.60 | 1.37 | 4.10 | 10.54 |
WMT | 2.75 | 3.62 | 1.51 | 3.11 | 10.51 |
LLY Eli Lilly and Company | 0.16 | 0.49 | 1.07 | 0.25 | 0.50 |
JPM JPMorgan Chase & Co. | 1.21 | 1.76 | 1.26 | 1.42 | 4.86 |
V | 1.39 | 1.90 | 1.28 | 2.02 | 6.82 |
UNH | -0.43 | -0.32 | 0.94 | -0.45 | -1.26 |
MA Mastercard Inc | 1.17 | 1.65 | 1.24 | 1.48 | 6.18 |
XOM | -0.30 | -0.26 | 0.97 | -0.38 | -0.87 |
ORCL | 0.81 | 1.37 | 1.19 | 0.95 | 2.71 |
PG | 0.04 | 0.18 | 1.02 | 0.07 | 0.16 |
QQQ | 0.63 | 1.03 | 1.14 | 0.70 | 2.32 |
NVSek-SN-MCap-Stks
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
NVSek-SN-MCap-Stks provided a 0.68% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.68% | 0.62% | 0.69% | 0.79% | 0.67% | 0.90% | 0.93% | 1.15% | 1.08% | 1.20% | 1.33% | 1.25% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.49% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT Microsoft Corporation | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
AMZN Amazon.com, 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% |
GOOGL Alphabet Inc. | 0.49% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.10% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
NFLX Netflix, 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% |
TMUS | 1.23% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 0.98% | 0.97% | 0.85% | 1.21% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
CSCO Cisco Systems, Inc. | 2.71% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
LIN Linde plc | 1.25% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
PEP | 4.07% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.79% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
AZN AstraZeneca PLC | 2.11% | 2.27% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% |
ISRG Intuitive Surgical, 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% |
INTU Intuit Inc. | 0.64% | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% |
QCOM | 2.43% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
BRK-B Berkshire Hathaway 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% |
WMT | 0.87% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
LLY Eli Lilly and Company | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
JPM JPMorgan Chase & Co. | 2.00% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
V | 0.64% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
UNH | 2.10% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
MA Mastercard Inc | 0.51% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
XOM | 3.65% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
ORCL | 1.13% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
PG | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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.
NVSek-SN-MCap-Stks
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the NVSek-SN-MCap-Stks. 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 NVSek-SN-MCap-Stks was 32.32%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
The current NVSek-SN-MCap-Stks drawdown is 8.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.32% | Dec 28, 2021 | 202 | Oct 14, 2022 | 148 | May 18, 2023 | 350 |
| -29.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -24.28% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -20.97% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -15.06% | Dec 7, 2015 | 46 | Feb 11, 2016 | 34 | Apr 1, 2016 | 80 |
Volatility
Volatility Chart
The current NVSek-SN-MCap-Stks volatility is 16.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
NVSek-SN-MCap-Stks
Benchmark (^GSPC)
Portfolio components
Diversification
Diversification Metrics
Number of Effective Assets
Effective Assets: 14.84
The portfolio contains 30 assets, with an effective number of assets of 14.84, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | AZN | XOM | WMT | LLY | PG | TSLA | TMUS | UNH | PEP | NFLX | JPM | COST | META | LIN | NVDA | ISRG | ORCL | QCOM | AAPL | AVGO | BRK-B | ASML | AMZN | CSCO | V | GOOGL | INTU | MA | MSFT | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.38 | 0.49 | 0.41 | 0.43 | 0.43 | 0.45 | 0.44 | 0.46 | 0.45 | 0.48 | 0.65 | 0.56 | 0.56 | 0.64 | 0.61 | 0.62 | 0.64 | 0.65 | 0.64 | 0.65 | 0.70 | 0.65 | 0.64 | 0.67 | 0.68 | 0.69 | 0.70 | 0.70 | 0.73 | 0.90 | 0.88 |
| AZN | 0.38 | 1.00 | 0.19 | 0.21 | 0.38 | 0.31 | 0.16 | 0.25 | 0.26 | 0.30 | 0.20 | 0.23 | 0.23 | 0.22 | 0.32 | 0.20 | 0.27 | 0.26 | 0.24 | 0.24 | 0.22 | 0.29 | 0.30 | 0.23 | 0.30 | 0.31 | 0.26 | 0.29 | 0.30 | 0.29 | 0.34 | 0.32 |
| XOM | 0.49 | 0.19 | 1.00 | 0.21 | 0.21 | 0.23 | 0.14 | 0.20 | 0.27 | 0.25 | 0.14 | 0.48 | 0.22 | 0.17 | 0.39 | 0.19 | 0.23 | 0.30 | 0.30 | 0.24 | 0.26 | 0.50 | 0.25 | 0.20 | 0.37 | 0.34 | 0.26 | 0.24 | 0.35 | 0.24 | 0.31 | 0.32 |
| WMT | 0.41 | 0.21 | 0.21 | 1.00 | 0.27 | 0.43 | 0.16 | 0.24 | 0.28 | 0.41 | 0.18 | 0.26 | 0.57 | 0.18 | 0.30 | 0.20 | 0.26 | 0.29 | 0.22 | 0.25 | 0.21 | 0.37 | 0.22 | 0.27 | 0.31 | 0.31 | 0.27 | 0.29 | 0.30 | 0.30 | 0.34 | 0.35 |
| LLY | 0.43 | 0.38 | 0.21 | 0.27 | 1.00 | 0.32 | 0.14 | 0.24 | 0.33 | 0.30 | 0.21 | 0.25 | 0.30 | 0.26 | 0.29 | 0.23 | 0.31 | 0.32 | 0.24 | 0.24 | 0.26 | 0.33 | 0.25 | 0.26 | 0.32 | 0.30 | 0.29 | 0.32 | 0.30 | 0.32 | 0.37 | 0.38 |
| PG | 0.43 | 0.31 | 0.23 | 0.43 | 0.32 | 1.00 | 0.10 | 0.25 | 0.33 | 0.63 | 0.15 | 0.26 | 0.40 | 0.16 | 0.38 | 0.14 | 0.27 | 0.30 | 0.21 | 0.25 | 0.18 | 0.41 | 0.23 | 0.21 | 0.34 | 0.36 | 0.26 | 0.28 | 0.36 | 0.32 | 0.32 | 0.31 |
| TSLA | 0.45 | 0.16 | 0.14 | 0.16 | 0.14 | 0.10 | 1.00 | 0.20 | 0.15 | 0.13 | 0.37 | 0.25 | 0.26 | 0.34 | 0.23 | 0.39 | 0.34 | 0.28 | 0.33 | 0.38 | 0.39 | 0.23 | 0.35 | 0.40 | 0.27 | 0.29 | 0.38 | 0.37 | 0.31 | 0.37 | 0.52 | 0.55 |
| TMUS | 0.44 | 0.25 | 0.20 | 0.24 | 0.24 | 0.25 | 0.20 | 1.00 | 0.27 | 0.32 | 0.25 | 0.29 | 0.28 | 0.26 | 0.31 | 0.29 | 0.29 | 0.30 | 0.28 | 0.28 | 0.29 | 0.34 | 0.29 | 0.31 | 0.35 | 0.35 | 0.31 | 0.33 | 0.34 | 0.33 | 0.42 | 0.40 |
| UNH | 0.46 | 0.26 | 0.27 | 0.28 | 0.33 | 0.33 | 0.15 | 0.27 | 1.00 | 0.33 | 0.19 | 0.36 | 0.30 | 0.21 | 0.35 | 0.21 | 0.33 | 0.30 | 0.25 | 0.27 | 0.25 | 0.42 | 0.25 | 0.24 | 0.34 | 0.36 | 0.31 | 0.31 | 0.36 | 0.31 | 0.36 | 0.36 |
| PEP | 0.45 | 0.30 | 0.25 | 0.41 | 0.30 | 0.63 | 0.13 | 0.32 | 0.33 | 1.00 | 0.15 | 0.25 | 0.41 | 0.19 | 0.39 | 0.15 | 0.28 | 0.31 | 0.23 | 0.28 | 0.22 | 0.42 | 0.25 | 0.24 | 0.37 | 0.39 | 0.28 | 0.33 | 0.37 | 0.34 | 0.36 | 0.34 |
| NFLX | 0.48 | 0.20 | 0.14 | 0.18 | 0.21 | 0.15 | 0.37 | 0.25 | 0.19 | 0.15 | 1.00 | 0.24 | 0.29 | 0.46 | 0.29 | 0.44 | 0.37 | 0.34 | 0.36 | 0.39 | 0.38 | 0.26 | 0.37 | 0.52 | 0.33 | 0.36 | 0.46 | 0.43 | 0.38 | 0.44 | 0.56 | 0.57 |
| JPM | 0.65 | 0.23 | 0.48 | 0.26 | 0.25 | 0.26 | 0.25 | 0.29 | 0.36 | 0.25 | 0.24 | 1.00 | 0.29 | 0.30 | 0.46 | 0.33 | 0.33 | 0.42 | 0.38 | 0.33 | 0.38 | 0.69 | 0.38 | 0.32 | 0.46 | 0.47 | 0.37 | 0.37 | 0.48 | 0.37 | 0.47 | 0.48 |
| COST | 0.56 | 0.23 | 0.22 | 0.57 | 0.30 | 0.40 | 0.26 | 0.28 | 0.30 | 0.41 | 0.29 | 0.29 | 1.00 | 0.31 | 0.37 | 0.35 | 0.39 | 0.37 | 0.36 | 0.38 | 0.35 | 0.41 | 0.34 | 0.41 | 0.39 | 0.41 | 0.40 | 0.44 | 0.41 | 0.45 | 0.53 | 0.51 |
| META | 0.56 | 0.22 | 0.17 | 0.18 | 0.26 | 0.16 | 0.34 | 0.26 | 0.21 | 0.19 | 0.46 | 0.30 | 0.31 | 1.00 | 0.32 | 0.47 | 0.41 | 0.38 | 0.40 | 0.45 | 0.44 | 0.30 | 0.41 | 0.57 | 0.35 | 0.43 | 0.60 | 0.46 | 0.42 | 0.50 | 0.65 | 0.67 |
| LIN | 0.64 | 0.32 | 0.39 | 0.30 | 0.29 | 0.38 | 0.23 | 0.31 | 0.35 | 0.39 | 0.29 | 0.46 | 0.37 | 0.32 | 1.00 | 0.34 | 0.42 | 0.44 | 0.41 | 0.38 | 0.39 | 0.52 | 0.46 | 0.34 | 0.48 | 0.49 | 0.41 | 0.44 | 0.51 | 0.45 | 0.52 | 0.51 |
| NVDA | 0.61 | 0.20 | 0.19 | 0.20 | 0.23 | 0.14 | 0.39 | 0.29 | 0.21 | 0.15 | 0.44 | 0.33 | 0.35 | 0.47 | 0.34 | 1.00 | 0.46 | 0.44 | 0.56 | 0.47 | 0.59 | 0.31 | 0.59 | 0.52 | 0.44 | 0.41 | 0.51 | 0.52 | 0.43 | 0.56 | 0.71 | 0.77 |
| ISRG | 0.62 | 0.27 | 0.23 | 0.26 | 0.31 | 0.27 | 0.34 | 0.29 | 0.33 | 0.28 | 0.37 | 0.33 | 0.39 | 0.41 | 0.42 | 0.46 | 1.00 | 0.44 | 0.42 | 0.45 | 0.44 | 0.39 | 0.49 | 0.46 | 0.45 | 0.48 | 0.49 | 0.52 | 0.50 | 0.53 | 0.63 | 0.60 |
| ORCL | 0.64 | 0.26 | 0.30 | 0.29 | 0.32 | 0.30 | 0.28 | 0.30 | 0.30 | 0.31 | 0.34 | 0.42 | 0.37 | 0.38 | 0.44 | 0.44 | 0.44 | 1.00 | 0.43 | 0.41 | 0.45 | 0.47 | 0.45 | 0.43 | 0.52 | 0.46 | 0.46 | 0.50 | 0.48 | 0.55 | 0.61 | 0.60 |
| QCOM | 0.65 | 0.24 | 0.30 | 0.22 | 0.24 | 0.21 | 0.33 | 0.28 | 0.25 | 0.23 | 0.36 | 0.38 | 0.36 | 0.40 | 0.41 | 0.56 | 0.42 | 0.43 | 1.00 | 0.50 | 0.60 | 0.40 | 0.59 | 0.46 | 0.47 | 0.43 | 0.48 | 0.50 | 0.45 | 0.53 | 0.68 | 0.65 |
| AAPL | 0.64 | 0.24 | 0.24 | 0.25 | 0.24 | 0.25 | 0.38 | 0.28 | 0.27 | 0.28 | 0.39 | 0.33 | 0.38 | 0.45 | 0.38 | 0.47 | 0.45 | 0.41 | 0.50 | 1.00 | 0.51 | 0.38 | 0.48 | 0.50 | 0.46 | 0.44 | 0.53 | 0.48 | 0.45 | 0.56 | 0.73 | 0.72 |
| AVGO | 0.65 | 0.22 | 0.26 | 0.21 | 0.26 | 0.18 | 0.39 | 0.29 | 0.25 | 0.22 | 0.38 | 0.38 | 0.35 | 0.44 | 0.39 | 0.59 | 0.44 | 0.45 | 0.60 | 0.51 | 1.00 | 0.37 | 0.60 | 0.47 | 0.48 | 0.43 | 0.47 | 0.49 | 0.45 | 0.52 | 0.70 | 0.69 |
| BRK-B | 0.70 | 0.29 | 0.50 | 0.37 | 0.33 | 0.41 | 0.23 | 0.34 | 0.42 | 0.42 | 0.26 | 0.69 | 0.41 | 0.30 | 0.52 | 0.31 | 0.39 | 0.47 | 0.40 | 0.38 | 0.37 | 1.00 | 0.39 | 0.35 | 0.51 | 0.54 | 0.41 | 0.43 | 0.55 | 0.42 | 0.52 | 0.53 |
| ASML | 0.65 | 0.30 | 0.25 | 0.22 | 0.25 | 0.23 | 0.35 | 0.29 | 0.25 | 0.25 | 0.37 | 0.38 | 0.34 | 0.41 | 0.46 | 0.59 | 0.49 | 0.45 | 0.59 | 0.48 | 0.60 | 0.39 | 1.00 | 0.47 | 0.46 | 0.45 | 0.48 | 0.52 | 0.47 | 0.54 | 0.68 | 0.66 |
| AMZN | 0.64 | 0.23 | 0.20 | 0.27 | 0.26 | 0.21 | 0.40 | 0.31 | 0.24 | 0.24 | 0.52 | 0.32 | 0.41 | 0.57 | 0.34 | 0.52 | 0.46 | 0.43 | 0.46 | 0.50 | 0.47 | 0.35 | 0.47 | 1.00 | 0.42 | 0.47 | 0.66 | 0.54 | 0.49 | 0.61 | 0.75 | 0.76 |
| CSCO | 0.67 | 0.30 | 0.37 | 0.31 | 0.32 | 0.34 | 0.27 | 0.35 | 0.34 | 0.37 | 0.33 | 0.46 | 0.39 | 0.35 | 0.48 | 0.44 | 0.45 | 0.52 | 0.47 | 0.46 | 0.48 | 0.51 | 0.46 | 0.42 | 1.00 | 0.49 | 0.46 | 0.50 | 0.50 | 0.52 | 0.62 | 0.60 |
| V | 0.68 | 0.31 | 0.34 | 0.31 | 0.30 | 0.36 | 0.29 | 0.35 | 0.36 | 0.39 | 0.36 | 0.47 | 0.41 | 0.43 | 0.49 | 0.41 | 0.48 | 0.46 | 0.43 | 0.44 | 0.43 | 0.54 | 0.45 | 0.47 | 0.49 | 1.00 | 0.52 | 0.55 | 0.83 | 0.53 | 0.62 | 0.62 |
| GOOGL | 0.69 | 0.26 | 0.26 | 0.27 | 0.29 | 0.26 | 0.38 | 0.31 | 0.31 | 0.28 | 0.46 | 0.37 | 0.40 | 0.60 | 0.41 | 0.51 | 0.49 | 0.46 | 0.48 | 0.53 | 0.47 | 0.41 | 0.48 | 0.66 | 0.46 | 0.52 | 1.00 | 0.55 | 0.53 | 0.65 | 0.76 | 0.76 |
| INTU | 0.70 | 0.29 | 0.24 | 0.29 | 0.32 | 0.28 | 0.37 | 0.33 | 0.31 | 0.33 | 0.43 | 0.37 | 0.44 | 0.46 | 0.44 | 0.52 | 0.52 | 0.50 | 0.50 | 0.48 | 0.49 | 0.43 | 0.52 | 0.54 | 0.50 | 0.55 | 0.55 | 1.00 | 0.57 | 0.63 | 0.71 | 0.69 |
| MA | 0.70 | 0.30 | 0.35 | 0.30 | 0.30 | 0.36 | 0.31 | 0.34 | 0.36 | 0.37 | 0.38 | 0.48 | 0.41 | 0.42 | 0.51 | 0.43 | 0.50 | 0.48 | 0.45 | 0.45 | 0.45 | 0.55 | 0.47 | 0.49 | 0.50 | 0.83 | 0.53 | 0.57 | 1.00 | 0.55 | 0.64 | 0.65 |
| MSFT | 0.73 | 0.29 | 0.24 | 0.30 | 0.32 | 0.32 | 0.37 | 0.33 | 0.31 | 0.34 | 0.44 | 0.37 | 0.45 | 0.50 | 0.45 | 0.56 | 0.53 | 0.55 | 0.53 | 0.56 | 0.52 | 0.42 | 0.54 | 0.61 | 0.52 | 0.53 | 0.65 | 0.63 | 0.55 | 1.00 | 0.79 | 0.79 |
| QQQ | 0.90 | 0.34 | 0.31 | 0.34 | 0.37 | 0.32 | 0.52 | 0.42 | 0.36 | 0.36 | 0.56 | 0.47 | 0.53 | 0.65 | 0.52 | 0.71 | 0.63 | 0.61 | 0.68 | 0.73 | 0.70 | 0.52 | 0.68 | 0.75 | 0.62 | 0.62 | 0.76 | 0.71 | 0.64 | 0.79 | 1.00 | 0.96 |
| Portfolio | 0.88 | 0.32 | 0.32 | 0.35 | 0.38 | 0.31 | 0.55 | 0.40 | 0.36 | 0.34 | 0.57 | 0.48 | 0.51 | 0.67 | 0.51 | 0.77 | 0.60 | 0.60 | 0.65 | 0.72 | 0.69 | 0.53 | 0.66 | 0.76 | 0.60 | 0.62 | 0.76 | 0.69 | 0.65 | 0.79 | 0.96 | 1.00 |
The correlation results are calculated based on daily price changes starting from May 21, 2012