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Stocks

Last updated Jan 12, 2025

Asset Allocation

AGG 1%BSV 1%BIV 1%BLV 1%BNDX 1%XBI 4%XLK 1%QQQ 1%IUSG 1%AAPL 1%DTD 1%MSFT 1%SMH 1%TMO 1%NVDA 1%XLY 1%NEE 1%XLE 1%SPY 1%MSI 1%XLF 1%COST 1%GOOGL 1%MINT 1%LLY 1%PSA 1%AMD 1%PFE 1%TIP 1%UNFI 1%VBR 1%XLI 1%HD 1%IXN 1%MGK 1%JCI 1%AMZN 1%VB 1%NKE 1%IAI 1%LMT 1%XSD 1%CVS 1%XLRE 1%VGT 1%CPK 1%NXPI 1%RWR 1%UNH 1%COP 1%TAN 1%SUI 1%XOM 1%SRLN 1%VEA 1%MMC 1%ADBE 1%TMUS 1%VTV 1%VUG 1%DVY 1%ZS 1%ZTS 1%DIA 1%CNQ 1%VXUS 1%DPZ 1%NFLX 1%JNK 1%LQD 1%VWO 1%SJNK 1%VMBS 1%XLV 1%ABBV 1%CSCO 1%HON 1%SHOP 1%JNJ 1%PPA 1%CRM 1%VZ 1%BNS 1%CVX 1%IGV 1%IWF 1%FSPTX 1%ADP 1%AVGO 1%CARR 1%MS 1%GLD 1%NOC 1%FSLR 1%PFF 1%SHY 1%ROBO 1%BondBondEquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
1%
ABBV
AbbVie Inc.		Healthcare
1%
ADBE
Adobe Inc		Technology
1%
ADP
Automatic Data Processing, Inc.		Industrials
1%
AGG
iShares Core U.S. Aggregate Bond ETF		Total Bond Market
1%
AMD
Advanced Micro Devices, Inc.		Technology
1%
AMZN
Amazon.com, Inc.		Consumer Cyclical
1%
AVGO
Broadcom Inc.		Technology
1%
BIV
Vanguard Intermediate-Term Bond ETF		Total Bond Market
1%
BLV
Vanguard Long-Term Bond ETF		Total Bond Market
1%
BNDX
Vanguard Total International Bond ETF		Total Bond Market
1%
BNS
The Bank of Nova Scotia		Financial Services
1%
BSV
Vanguard Short-Term Bond ETF		Total Bond Market
1%
CARR
Carrier Global Corporation		Industrials
1%
CNQ
Canadian Natural Resources Limited		Energy
1%
COP
ConocoPhillips Company		Energy
1%
COST
Costco Wholesale Corporation		Consumer Defensive
1%
CPK
Chesapeake Utilities Corporation		Utilities
1%
CRM
salesforce.com, inc.		Technology
1%
CSCO
1%
CVS
1%
CVX
1%
DIA
1%
DPZ
1%
DTD
1%
DVY
1%
FSLR
1%
FSPTX
1%
GLD
1%
GOOGL
1%
HD
1%
HON
1%
IAI
1%
IGV
1%
IUSG
1%
IWF
1%
IXN
1%
JCI
1%
JNJ
1%
JNK
1%
LLY
1%
LMT
1%
LQD
1%
MGK
1%
MINT
1%
MMC
1%
MS
1%
MSFT
1%
MSI
1%
NEE
1%
NFLX
1%
NKE
1%
NOC
1%
NVDA
1%
NXPI
1%
PFE
1%
PFF
1%
PPA
1%
PSA
1%
QQQ
1%
ROBO
1%
RWR
1%
SHOP
1%
SHY
1%
SJNK
1%
SMH
1%
SPY
1%
SRLN
1%
SUI
1%
TAN
1%
TIP
1%
TMO
1%
TMUS
1%
UNFI
1%
UNH
1%
VB
1%
VBR
1%
VEA
1%
VGT
1%
VMBS
1%
VTV
1%
VUG
1%
VWO
1%
VXUS
1%
VZ
1%
XBI
4%
XLE
1%
XLF
1%
XLI
1%
XLK
1%
XLRE
1%
XLV
1%
XLY
1%
XOM
1%
XSD
1%
ZS
1%
ZTS
1%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stocks, 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.

110.00%120.00%130.00%140.00%150.00%160.00%170.00%AugustSeptemberOctoberNovemberDecember2025
158.31%
134.14%
Stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2020, corresponding to the inception date of CARR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.93%-3.71%3.77%21.81%12.17%11.26%
Stocks-0.45%-3.18%2.27%22.01%N/AN/A
Portfolio components:
XLK
-1.61%-4.14%-1.81%19.82%N/AN/A
QQQ
-0.79%-4.25%2.81%24.57%N/AN/A
IUSG
-0.55%-3.21%5.50%33.12%N/AN/A
AAPL
Apple Inc		-5.42%-4.55%2.97%28.02%25.35%25.57%
DTD
-1.27%-4.07%4.46%17.30%N/AN/A
MSFT
-0.60%-6.33%-7.28%8.65%N/AN/A
SMH
2.07%-0.49%-9.54%43.55%N/AN/A
TMO
4.24%2.93%-0.92%-0.10%N/AN/A
NVDA
1.21%1.24%5.18%148.47%N/AN/A
XLY
-1.57%-6.05%15.77%27.99%N/AN/A
NEE
-6.01%-8.48%-10.17%13.60%N/AN/A
XLE
3.19%-0.10%-0.72%10.45%N/AN/A
SPY
-0.95%-3.60%4.33%23.34%N/AN/A
MSI
-1.51%-3.09%17.22%45.38%N/AN/A
XLF
-2.09%-4.07%12.54%27.83%N/AN/A
COST
Costco Wholesale Corporation		2.26%-5.30%11.46%37.93%27.83%23.64%
GOOGL
1.45%1.17%4.02%35.11%N/AN/A
MINT
0.09%0.33%2.64%5.75%N/AN/A
LLY
3.61%1.37%-15.40%25.23%N/AN/A
PSA
-3.49%-9.01%-2.79%1.86%N/AN/A
AMD
Advanced Micro Devices, Inc.		-3.93%-8.57%-36.10%-20.82%19.01%46.19%
PFE
0.72%4.46%-4.85%-1.21%N/AN/A
TIP
-0.31%-1.30%-0.50%1.06%N/AN/A
UNFI
-0.07%-4.21%115.73%83.89%N/AN/A
VBR
-1.50%-6.02%4.19%13.46%N/AN/A
XLI
-0.33%-3.96%6.64%18.89%N/AN/A
HD
0.23%-6.50%9.60%12.29%N/AN/A
IXN
-1.04%-3.21%-2.48%24.20%N/AN/A
MGK
-0.92%-3.74%5.23%30.74%N/AN/A
JCI
-0.34%-4.37%13.48%42.53%N/AN/A
AMZN
Amazon.com, Inc.		-0.21%-3.75%12.57%41.60%18.35%31.14%
VB
-0.90%-5.63%6.14%16.39%N/AN/A
NKE
-5.91%-7.83%-2.08%-31.06%N/AN/A
IAI
-1.94%-5.39%16.72%36.49%N/AN/A
LMT
-3.68%-5.38%2.13%3.70%N/AN/A
XSD
0.63%-4.80%-5.93%19.24%N/AN/A
CVS
6.95%-2.75%-16.79%-34.67%N/AN/A
XLRE
-3.66%-7.54%-0.28%2.57%N/AN/A
VGT
-1.34%-4.10%2.40%28.18%N/AN/A
CPK
Chesapeake Utilities Corporation		-3.96%-8.03%5.50%15.35%6.64%10.79%
NXPI
-0.53%-4.65%-25.89%0.09%N/AN/A
RWR
-3.75%-7.11%0.85%4.07%N/AN/A
UNH
2.93%0.04%2.54%1.41%N/AN/A
COP
ConocoPhillips Company		2.77%0.89%-8.63%-6.20%13.53%8.44%
TAN
3.08%-2.17%-22.90%-26.14%N/AN/A
SUI
-1.98%-0.61%-0.97%-7.79%N/AN/A
XOM
-0.96%-3.88%-4.41%10.23%N/AN/A
SRLN
0.36%0.43%4.67%8.73%N/AN/A
VEA
-0.61%-3.48%-6.07%3.24%N/AN/A
MMC
-1.55%-2.77%-3.52%8.28%N/AN/A
ADBE
Adobe Inc		-8.72%-12.83%-27.39%-31.95%3.28%19.28%
TMUS
-4.27%-8.90%18.50%31.92%N/AN/A
AGG
iShares Core U.S. Aggregate Bond ETF		-0.99%-1.71%-0.64%0.46%-0.64%1.10%
VTV
-0.93%-3.63%3.22%14.97%N/AN/A
VUG
-0.76%-3.74%5.76%30.89%N/AN/A
DVY
-2.06%-5.20%5.03%14.63%N/AN/A
ZS
5.30%-4.31%-5.90%-17.68%N/AN/A
ZTS
0.24%-8.34%-8.35%-17.09%N/AN/A
DIA
-1.45%-4.29%5.60%13.45%N/AN/A
CNQ
Canadian Natural Resources Limited		6.06%4.04%-5.60%5.17%22.39%14.33%
VXUS
-1.19%-4.01%-5.42%4.84%N/AN/A
DPZ
-4.15%-11.22%-17.57%-0.88%N/AN/A
NFLX
-6.02%-8.83%29.35%70.21%N/AN/A
JNK
-0.14%-0.59%3.44%7.13%N/AN/A
LQD
-1.35%-2.71%-1.36%-0.30%N/AN/A
VWO
-2.79%-5.61%-3.55%9.34%N/AN/A
SJNK
-0.08%-0.23%4.20%7.74%N/AN/A
VMBS
-1.26%-1.88%-0.84%0.58%N/AN/A
XLV
1.50%-0.51%-5.04%0.95%N/AN/A
ABBV
AbbVie Inc.		-1.42%1.04%4.65%10.75%19.72%15.28%
CSCO
-0.10%0.89%25.78%20.37%N/AN/A
HON
-3.41%-4.14%2.49%10.82%N/AN/A
SHOP
-2.46%-9.53%59.82%27.41%N/AN/A
JNJ
-1.77%-3.11%-3.73%-9.75%N/AN/A
PPA
-0.09%-2.25%10.19%26.88%N/AN/A
BSV
Vanguard Short-Term Bond ETF		-0.38%-0.31%1.51%3.10%1.19%1.51%
BIV
Vanguard Intermediate-Term Bond ETF		-1.08%-1.89%-0.72%0.49%-0.30%1.38%
CRM
salesforce.com, inc.		-4.93%-10.19%25.49%17.54%11.73%18.82%
VZ
-3.72%-8.94%-5.62%4.73%N/AN/A
BLV
Vanguard Long-Term Bond ETF		-1.96%-4.29%-4.64%-4.76%-3.88%0.43%
BNS
The Bank of Nova Scotia		-3.13%-6.10%12.20%16.31%4.42%5.20%
CVX
5.73%-0.47%0.54%8.47%N/AN/A
IGV
-2.91%-8.09%11.33%18.93%N/AN/A
IWF
-0.85%-3.74%5.92%30.95%N/AN/A
FSPTX
-0.73%-3.53%3.53%33.40%N/AN/A
ADP
Automatic Data Processing, Inc.		-2.01%-3.34%21.75%24.24%13.14%15.63%
AVGO
Broadcom Inc.		-3.25%0.05%32.68%105.23%53.91%39.71%
CARR
Carrier Global Corporation		-2.56%-8.59%1.38%19.91%N/AN/A
MS
-1.81%-3.10%20.61%42.64%N/AN/A
GLD
2.51%1.60%11.25%30.84%N/AN/A
NOC
-2.26%-4.44%6.99%-3.05%N/AN/A
FSLR
7.38%-5.22%-18.86%17.95%N/AN/A
PFF
-1.15%-2.67%0.25%4.71%N/AN/A
SHY
-0.18%0.02%1.88%3.35%N/AN/A
BNDX
Vanguard Total International Bond ETF		-1.06%-1.50%2.12%3.03%-0.15%1.70%
ROBO
0.00%-2.00%-2.19%1.37%N/AN/A
XBI
-0.69%-4.24%-9.60%-0.94%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Stocks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.70%5.80%3.06%-3.66%6.44%2.78%0.72%2.87%1.65%-1.07%4.90%-3.16%22.51%
20236.71%-3.28%2.85%-0.34%1.88%4.67%4.03%-1.61%-4.96%-3.61%9.07%6.01%22.29%
2022-7.53%-1.79%3.03%-9.16%1.11%-7.51%9.27%-2.86%-8.78%8.58%6.67%-5.78%-16.01%
20210.88%1.99%2.14%3.48%1.67%4.20%1.48%3.63%-3.40%7.46%0.91%2.11%29.59%
202015.84%6.57%2.98%5.33%6.30%-2.88%-1.24%11.72%4.31%59.10%

Expense Ratio

Stocks has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

AGG
iShares Core U.S. Aggregate Bond ETF
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
BSV
Vanguard Short-Term Bond ETF
Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
BIV
Vanguard Intermediate-Term Bond ETF
Expense ratio chart for BIV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
BLV
Vanguard Long-Term Bond ETF
Expense ratio chart for BLV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
BNDX
Vanguard Total International Bond ETF
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Stocks is 45, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Stocks is 4545
Overall Rank
The Sharpe Ratio Rank of Stocks is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of Stocks is 4141
Sortino Ratio Rank
The Omega Ratio Rank of Stocks is 4242
Omega Ratio Rank
The Calmar Ratio Rank of Stocks is 5050
Calmar Ratio Rank
The Martin Ratio Rank of Stocks is 5252
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.

Sharpe ratio
The chart of Sharpe ratio for Stocks, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.581.77
The chart of Sortino ratio for Stocks, currently valued at 2.17, compared to the broader market-2.000.002.004.002.172.37
The chart of Omega ratio for Stocks, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.281.32
The chart of Calmar ratio for Stocks, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.002.462.65
The chart of Martin ratio for Stocks, currently valued at 9.71, compared to the broader market0.0010.0020.0030.0040.009.7111.13
Stocks
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLK
0.991.411.181.294.42
QQQ
1.431.941.261.906.73
IUSG
2.002.601.362.7810.99
AAPL
Apple Inc		1.271.891.241.724.48
DTD
1.662.341.302.598.59
MSFT
0.620.911.120.801.76
SMH
1.261.771.221.774.31
TMO
0.020.171.020.010.05
NVDA
2.953.291.415.7617.59
XLY
1.462.001.251.527.34
NEE
0.460.761.100.311.58
XLE
0.620.921.120.761.70
SPY
1.902.541.352.8612.22
MSI
2.713.971.524.9417.13
XLF
1.912.751.353.6711.21
COST
Costco Wholesale Corporation		2.202.781.394.029.78
GOOGL
1.311.861.251.664.02
MINT
13.2731.349.0645.05492.81
LLY
0.951.501.191.193.12
PSA
0.050.231.030.040.18
AMD
Advanced Micro Devices, Inc.		-0.47-0.400.95-0.49-0.85
PFE
-0.15-0.060.99-0.06-0.41
TIP
0.430.611.070.171.28
UNFI
1.292.271.290.953.63
VBR
0.791.201.151.333.65
XLI
1.412.091.252.307.06
HD
0.761.161.140.871.81
IXN
1.201.671.221.564.86
MGK
1.822.391.332.419.03
JCI
1.532.091.291.228.60
AMZN
Amazon.com, Inc.		1.592.211.282.297.41
VB
0.931.371.171.364.53
NKE
-0.92-1.090.82-0.50-1.43
IAI
2.092.951.394.5815.11
LMT
0.300.531.080.220.66
XSD
0.490.871.110.631.67
CVS
-1.03-1.380.81-0.66-1.62
XLRE
0.160.321.040.100.58
VGT
1.391.871.251.977.05
CPK
Chesapeake Utilities Corporation		0.731.111.140.543.85
NXPI
-0.030.191.02-0.04-0.08
RWR
0.270.471.060.181.14
UNH
-0.060.101.01-0.08-0.21
COP
ConocoPhillips Company		-0.32-0.310.96-0.26-0.49
TAN
-0.72-0.900.90-0.39-1.64
SUI
-0.34-0.310.96-0.18-0.80
XOM
0.550.901.110.561.88
SRLN
4.767.122.336.4953.03
VEA
0.320.521.060.431.08
MMC
0.791.111.151.043.22
ADBE
Adobe Inc		-0.84-1.040.85-0.75-1.59
TMUS
1.762.361.352.178.55
AGG
iShares Core U.S. Aggregate Bond ETF		0.190.291.030.080.49
VTV
1.402.001.251.976.41
VUG
1.872.451.342.529.79
DVY
1.061.511.191.404.73
ZS
-0.37-0.230.97-0.28-0.63
ZTS
-0.63-0.760.91-0.40-1.33
DIA
1.191.741.222.035.85
CNQ
Canadian Natural Resources Limited		0.200.461.060.210.42
VXUS
0.450.701.090.611.64
DPZ
-0.020.171.02-0.02-0.04
NFLX
2.483.351.442.3917.33
JNK
1.762.471.323.2612.24
LQD
0.060.121.010.020.16
VWO
0.691.061.130.432.53
SJNK
2.303.271.444.8819.10
VMBS
0.210.331.040.110.62
XLV
0.100.211.030.080.25
ABBV
AbbVie Inc.		0.500.771.120.621.59
CSCO
1.191.811.240.903.46
HON
0.590.921.120.742.27
SHOP
0.561.141.160.431.47
JNJ
-0.61-0.800.91-0.52-1.40
PPA
1.942.611.353.3510.51
BSV
Vanguard Short-Term Bond ETF		1.512.201.281.275.09
BIV
Vanguard Intermediate-Term Bond ETF		0.220.341.040.090.55
CRM
salesforce.com, inc.		0.621.011.160.721.66
VZ
0.160.371.050.130.68
BLV
Vanguard Long-Term Bond ETF		-0.39-0.450.95-0.14-0.91
BNS
The Bank of Nova Scotia		0.901.301.160.482.81
CVX
0.500.791.100.451.47
IGV
1.021.421.191.684.31
IWF
1.872.441.342.469.50
FSPTX
1.502.031.262.217.46
ADP
Automatic Data Processing, Inc.		1.592.241.292.368.43
AVGO
Broadcom Inc.		2.042.901.364.3612.57
CARR
Carrier Global Corporation		0.651.091.130.972.80
MS
1.482.151.302.218.56
GLD
2.132.791.373.9510.80
NOC
-0.070.031.00-0.06-0.18
FSLR
0.250.791.090.320.59
PFF
0.640.921.110.472.71
SHY
2.163.291.433.939.16
BNDX
Vanguard Total International Bond ETF		0.881.281.150.374.56
ROBO
0.140.311.040.090.45
XBI
-0.17-0.070.99-0.08-0.50

The current Stocks Sharpe ratio is 1.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Stocks with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.58
1.77
Stocks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stocks provided a 2.17% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.17%2.16%2.09%2.01%1.65%2.03%1.89%2.26%1.82%2.00%2.02%1.97%
Portfolio components:
XLK
0.67%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%
QQQ
0.56%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
IUSG
0.59%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%
AAPL
Apple Inc		0.42%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
DTD
2.10%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%3.11%3.02%2.42%
MSFT
0.74%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
SMH
0.43%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
TMO
0.29%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
NVDA
0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
XLY
0.73%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%
NEE
3.06%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
XLE
3.25%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%
SPY
1.22%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
MSI
0.89%0.87%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%
XLF
1.45%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%
COST
Costco Wholesale Corporation		0.48%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
GOOGL
0.31%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MINT
5.22%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%
LLY
0.65%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
PSA
4.15%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%
AMD
Advanced Micro Devices, 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%
PFE
6.29%6.33%5.70%3.12%2.64%3.91%3.68%3.12%3.54%3.70%3.48%3.34%
TIP
2.53%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%
UNFI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
2.01%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
XLI
1.45%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%
HD
2.31%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
IXN
0.43%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%
MGK
0.43%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%
JCI
1.88%1.88%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%
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%
VB
1.32%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%
NKE
2.12%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%
IAI
1.07%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.48%1.31%1.13%
LMT
2.72%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
XSD
0.20%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%
CVS
5.54%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%
XLRE
3.56%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%
VGT
0.61%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
CPK
Chesapeake Utilities Corporation		2.15%2.07%2.18%1.76%1.29%1.59%1.65%1.77%1.63%1.80%2.00%2.15%
NXPI
1.47%1.46%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%
RWR
3.91%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%3.06%
UNH
1.57%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
COP
ConocoPhillips Company		3.06%3.15%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%
TAN
0.48%0.50%0.09%0.00%0.00%0.09%0.30%0.70%1.77%5.04%1.60%1.88%
SUI
3.12%3.06%2.78%2.46%1.58%2.08%2.00%2.79%2.89%3.39%3.79%4.30%
XOM
3.60%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
SRLN
8.55%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%3.66%
VEA
3.38%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%
MMC
1.46%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%
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%
TMUS
1.34%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF		4.11%4.07%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%
VTV
2.33%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%
VUG
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
DVY
3.73%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%
ZS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZTS
1.06%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%
DIA
1.63%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%
CNQ
Canadian Natural Resources Limited		4.75%5.03%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.22%2.60%
VXUS
3.41%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%
DPZ
1.50%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNK
6.64%6.63%6.38%6.06%4.26%5.11%5.44%5.90%5.60%6.06%6.60%5.99%
LQD
4.51%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%3.39%
VWO
3.29%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%
SJNK
7.48%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%5.46%
VMBS
3.99%3.94%3.31%2.35%1.03%2.01%2.77%2.72%2.16%2.10%2.12%1.90%
XLV
1.64%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%
ABBV
AbbVie Inc.		2.65%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
CSCO
2.72%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
HON
2.00%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
3.46%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
PPA
0.61%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%0.62%
BSV
Vanguard Short-Term Bond ETF		3.39%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%
BIV
Vanguard Intermediate-Term Bond ETF		3.83%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%
CRM
salesforce.com, inc.		0.50%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VZ
7.10%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
BLV
Vanguard Long-Term Bond ETF		4.78%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%
BNS
The Bank of Nova Scotia		6.04%5.84%6.40%6.40%4.02%4.94%3.54%5.10%3.75%3.98%6.63%4.11%
CVX
4.26%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
IGV
0.00%0.00%0.41%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%
IWF
0.46%0.46%0.67%0.91%0.50%0.66%0.99%1.27%1.10%1.43%1.37%1.33%
FSPTX
4.74%4.71%0.01%3.95%11.62%18.86%1.61%23.63%8.31%1.49%4.28%17.85%
ADP
Automatic Data Processing, Inc.		2.00%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
AVGO
Broadcom Inc.		0.97%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
CARR
Carrier Global Corporation		1.20%1.16%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%
MS
2.88%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%
GLD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOC
1.75%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%
FSLR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFF
6.39%6.31%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%
SHY
3.92%3.91%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.72%0.54%0.36%
BNDX
Vanguard Total International Bond ETF		4.22%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
ROBO
0.55%0.55%0.05%0.00%0.18%0.20%0.37%0.37%0.02%0.19%0.28%0.28%
XBI
0.15%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%1.07%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.42%
-4.32%
Stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Stocks. 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 Stocks was 23.82%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.

The current Stocks drawdown is 4.42%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.82%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-9.12%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-7.86%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.76%Jun 9, 20203Jun 11, 202020Jul 10, 202023
-6.52%Feb 16, 202113Mar 4, 202125Apr 9, 202138

Volatility

Volatility Chart

The current Stocks volatility is 4.95%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.95%
4.66%
Stocks
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
MINTGLDSHYBNDXNOCBLVBSVTIPVMBSLMTLLYBIVABBVVZAGGPFEUNFIJNJCVSUNHCOPCPKXOMDPZCVXCNQFSLRXLELQDPSATMUSNFLXNEEZSSUISHOPCOSTTANTMOAMDZTSXBIMMCNKEAMZNNVDAMSISRLNCARRCRMMSGOOGLBNSADPADBEHDJCICSCOHONVWOAAPLAVGOMSFTNXPIXLVPFFRWRXLFXLREDVYPPASMHIAIXSDIGVSJNKJNKVBRXLIFSPTXVXUSXLYVEAXLKIXNVTVVGTQQQMGKROBOVUGIWFVBDIAIUSGDTDSPY
MINT1.000.150.350.240.040.210.330.190.270.040.070.290.070.070.280.020.020.060.040.040.010.060.020.060.010.010.040.020.240.060.080.100.110.100.100.090.060.080.100.060.110.090.070.080.110.060.090.150.080.120.020.080.040.060.120.100.080.120.090.110.060.090.080.100.090.140.100.040.110.070.080.090.040.090.140.150.160.070.080.110.120.100.110.110.110.080.110.110.110.130.120.110.100.090.110.090.11
GLD0.151.000.370.280.050.310.390.420.330.070.030.380.050.100.360.080.050.070.010.050.120.080.130.090.140.210.120.150.340.140.080.140.180.110.150.120.120.150.160.150.110.130.070.080.140.110.100.200.100.130.050.140.180.070.120.090.080.110.130.300.110.120.100.110.130.220.150.070.180.140.130.140.060.150.150.260.260.140.130.140.310.110.300.130.150.140.140.150.140.210.140.140.150.140.140.150.15
SHY0.350.371.000.650.000.610.910.620.770.020.040.800.030.110.770.10-0.000.13-0.030.03-0.080.12-0.080.11-0.08-0.030.05-0.070.640.190.080.130.170.110.200.100.110.120.150.060.120.140.050.070.120.050.040.070.100.07-0.020.100.090.070.100.180.050.080.090.090.100.050.080.050.120.290.18-0.020.210.050.050.05-0.000.060.130.360.370.060.070.080.140.100.150.090.090.060.090.110.110.140.110.110.090.080.100.080.10
BNDX0.240.280.651.000.010.800.720.650.740.030.080.820.020.120.830.120.020.11-0.020.03-0.120.14-0.130.13-0.10-0.050.12-0.110.770.220.130.160.250.140.200.150.130.170.150.090.140.170.070.100.130.100.060.090.110.120.010.110.080.100.140.230.080.080.090.100.160.090.140.080.120.360.21-0.020.250.050.080.100.010.110.170.350.380.070.080.140.140.140.140.150.150.060.150.160.160.150.160.160.110.090.140.100.13
NOC0.040.050.000.011.00-0.030.010.05-0.010.760.18-0.010.250.25-0.010.200.170.300.330.320.330.310.300.070.320.260.040.330.040.250.20-0.040.29-0.010.25-0.030.180.050.13-0.030.170.090.350.160.00-0.030.290.160.180.070.230.080.230.360.080.230.260.270.390.070.100.080.080.060.330.190.310.350.300.430.570.030.280.050.070.180.180.330.440.060.180.170.210.100.080.440.090.080.100.130.110.120.270.380.150.400.26
BLV0.210.310.610.80-0.031.000.720.730.79-0.020.060.900.030.100.940.100.030.08-0.070.02-0.130.14-0.130.15-0.12-0.060.12-0.120.930.240.130.190.250.190.220.180.150.160.170.140.170.180.080.120.160.130.070.120.120.14-0.000.110.070.080.160.230.090.070.060.110.150.080.140.070.130.410.21-0.030.260.050.030.100.020.110.200.380.420.060.060.140.140.160.140.150.150.050.160.170.170.160.170.170.120.090.150.100.14
BSV0.330.390.910.720.010.721.000.680.820.030.050.890.060.120.850.140.030.13-0.020.05-0.080.13-0.070.14-0.07-0.020.10-0.060.760.230.130.170.220.150.230.140.150.160.190.090.170.180.090.110.170.090.080.130.120.130.010.140.120.090.150.220.080.100.110.140.150.090.130.070.160.370.21-0.000.260.080.080.090.030.100.180.420.440.090.100.130.190.160.190.140.140.090.150.160.160.190.170.160.130.120.150.130.15
TIP0.190.420.620.650.050.730.681.000.690.060.090.760.050.110.770.110.030.11-0.000.070.020.150.030.130.040.090.130.040.720.230.130.150.240.150.210.150.160.170.160.130.170.150.110.110.160.120.100.150.150.140.050.160.140.120.140.230.110.110.120.150.160.110.140.100.160.370.240.040.270.120.100.120.060.130.180.350.390.120.130.160.200.170.210.160.170.130.170.180.180.190.190.190.160.150.170.160.18
VMBS0.270.330.770.74-0.010.790.820.691.000.020.070.880.040.140.900.140.010.130.000.04-0.060.17-0.050.12-0.060.000.13-0.050.800.250.150.150.250.140.230.140.150.200.170.090.160.190.110.140.160.100.100.150.170.130.060.130.140.130.130.240.130.090.140.160.150.090.120.100.170.420.260.050.300.120.110.110.080.130.180.430.460.130.130.140.210.180.220.150.150.120.160.160.170.210.170.170.160.140.160.150.17
LMT0.040.070.020.030.76-0.020.030.060.021.000.170.010.250.290.010.230.160.310.350.320.360.310.350.090.350.310.080.370.060.240.21-0.010.28-0.030.21-0.010.200.080.14-0.000.190.090.350.180.010.000.310.170.180.090.260.090.290.380.100.240.280.280.430.120.130.100.090.090.340.200.330.380.310.460.600.060.300.070.080.190.190.350.470.080.220.190.250.130.110.460.120.110.130.160.140.140.280.410.180.430.29
LLY0.070.030.040.080.180.060.050.090.070.171.000.070.380.180.070.300.090.370.230.310.100.130.110.160.120.080.090.110.110.180.260.180.220.150.150.140.290.100.230.170.310.240.310.140.220.220.280.120.170.220.110.230.150.290.230.230.200.250.190.140.240.250.300.140.560.170.230.190.260.190.230.220.180.180.260.180.190.170.240.260.220.210.240.300.300.310.290.300.320.220.310.330.200.310.340.330.34
BIV0.290.380.800.82-0.010.900.890.760.880.010.071.000.050.120.970.130.020.12-0.040.04-0.110.15-0.100.16-0.10-0.040.12-0.090.900.260.140.190.250.180.240.170.160.180.190.120.180.190.090.130.170.120.090.130.140.140.010.140.110.110.160.250.100.090.100.150.170.100.150.080.160.420.24-0.010.290.070.060.110.030.120.200.430.460.080.090.150.180.170.190.160.160.080.170.180.180.190.190.180.140.120.170.130.16
ABBV0.070.050.030.020.250.030.060.050.040.250.380.051.000.280.050.420.130.470.400.350.200.230.230.130.240.160.060.230.090.210.230.070.210.060.230.080.190.070.290.050.300.250.330.180.090.090.270.160.190.170.220.160.230.310.170.270.240.290.270.150.150.160.180.150.590.210.280.320.290.370.260.130.260.130.170.210.210.270.310.150.240.180.260.190.180.440.180.200.190.200.200.220.260.390.250.420.31
VZ0.070.100.110.120.250.100.120.110.140.290.180.120.281.000.130.310.180.390.350.280.210.330.260.130.260.210.080.250.170.280.360.050.33-0.040.290.020.150.080.210.010.220.140.300.210.060.010.250.210.180.100.280.120.320.300.080.310.240.330.330.160.130.090.100.100.380.260.400.380.400.510.320.070.290.090.080.250.250.340.350.090.260.190.290.130.130.470.120.130.140.180.150.150.280.400.180.450.30
AGG0.280.360.770.83-0.010.940.850.770.900.010.070.970.050.131.000.120.020.12-0.040.04-0.100.16-0.100.16-0.10-0.040.13-0.090.930.260.160.200.270.180.240.180.170.190.190.130.180.200.090.130.180.130.090.140.150.150.020.130.110.110.160.250.110.090.110.140.160.100.150.090.170.430.25-0.000.300.080.070.120.040.130.210.430.470.100.100.160.180.180.190.160.170.090.170.190.190.190.190.190.150.120.170.140.16
PFE0.020.080.100.120.200.100.140.110.140.230.300.130.420.310.121.000.130.470.390.300.160.250.170.140.200.150.110.180.170.300.240.070.290.050.280.090.190.140.370.110.330.260.290.210.110.080.230.210.170.110.240.170.270.290.160.260.220.310.260.210.180.130.200.180.560.250.320.280.350.370.230.130.260.160.160.230.240.260.280.160.290.180.310.190.190.400.190.190.190.240.200.210.250.350.230.390.30
UNFI0.020.05-0.000.020.170.030.030.030.010.160.090.020.130.180.020.131.000.160.230.140.200.220.220.150.250.220.210.260.090.160.160.130.190.160.240.200.240.280.200.190.180.330.240.250.220.160.230.240.260.180.300.200.290.250.170.270.270.260.300.260.240.210.180.260.250.260.320.350.290.400.370.240.340.290.230.260.260.450.370.260.330.320.340.250.250.390.260.270.260.350.270.280.440.390.290.390.35
JNJ0.060.070.130.110.300.080.130.110.130.310.370.120.470.390.120.470.161.000.420.420.130.300.170.120.200.090.090.160.160.320.280.070.340.010.340.030.250.110.330.060.360.200.390.220.090.020.300.160.170.110.230.180.260.380.150.290.210.350.330.160.190.090.200.130.640.240.350.320.390.400.260.090.260.100.130.220.230.250.310.130.250.180.280.180.170.450.160.180.190.200.190.200.230.430.230.440.32
CVS0.040.01-0.03-0.020.33-0.07-0.02-0.000.000.350.23-0.040.400.35-0.040.390.230.421.000.510.310.290.320.100.340.260.100.340.020.260.250.010.240.000.230.020.180.130.240.070.250.190.340.220.040.060.290.260.240.090.360.150.340.360.090.330.330.340.390.190.160.120.130.200.540.220.370.470.350.530.390.130.390.160.110.240.240.430.430.140.300.250.340.180.170.560.170.170.170.250.180.200.370.490.230.520.36
UNH0.040.050.030.030.320.020.050.070.040.320.310.040.350.280.040.300.140.420.511.000.200.270.200.120.250.160.090.220.100.280.290.110.280.090.270.070.270.120.290.120.360.180.420.210.130.130.350.190.200.150.250.230.250.390.200.300.260.320.340.170.250.180.250.180.620.220.310.350.340.370.320.170.300.170.200.220.230.300.350.210.260.230.290.260.240.470.240.240.250.230.260.280.280.500.300.440.37
COP0.010.12-0.08-0.120.33-0.13-0.080.02-0.060.360.10-0.110.200.21-0.100.160.200.130.310.201.000.200.830.060.830.770.180.91-0.020.100.150.040.130.030.100.050.060.200.060.100.100.180.230.220.070.090.230.310.240.140.440.170.450.260.090.180.320.280.350.320.120.190.090.240.220.260.300.510.230.560.480.200.440.230.130.290.280.520.470.180.400.240.400.180.180.550.180.160.160.290.180.180.450.450.230.490.35
CPK0.060.080.120.140.310.140.130.150.170.310.130.150.230.330.160.250.220.300.290.270.201.000.230.130.240.210.160.250.200.410.250.050.470.020.400.050.220.180.210.060.260.240.320.240.080.030.280.230.270.140.290.170.350.370.120.310.320.290.370.160.180.130.140.170.370.330.520.380.510.540.390.100.360.180.160.290.310.450.400.150.280.270.320.180.170.470.180.190.200.260.210.220.410.410.240.480.34
XOM0.020.13-0.08-0.130.30-0.13-0.070.03-0.050.350.11-0.100.230.26-0.100.170.220.170.320.200.830.231.000.060.880.730.180.94-0.020.130.160.030.160.010.120.020.080.200.060.080.120.160.250.230.050.060.230.310.250.130.470.130.440.280.060.200.330.300.370.320.130.180.050.240.230.260.320.520.240.590.470.180.440.220.110.270.250.530.480.160.400.230.400.160.160.570.160.140.140.290.160.160.450.470.210.520.35
DPZ0.060.090.110.130.070.150.140.130.120.090.160.160.130.130.160.140.150.120.100.120.060.130.061.000.070.080.220.070.210.210.230.310.210.330.220.340.330.280.330.330.350.300.250.280.330.330.300.240.290.300.190.260.200.260.330.350.240.280.200.260.300.290.330.290.320.280.250.200.280.210.240.330.260.340.380.280.300.270.300.380.300.390.300.370.370.280.380.390.390.350.400.400.340.330.390.320.38
CVX0.010.14-0.08-0.100.32-0.12-0.070.04-0.060.350.12-0.100.240.26-0.100.200.250.200.340.250.830.240.880.071.000.730.190.93-0.010.150.160.050.180.040.150.050.110.210.110.110.160.190.260.250.080.110.250.340.260.130.480.200.470.300.110.230.350.320.400.350.150.220.110.270.280.270.350.530.270.610.490.230.460.260.140.310.290.550.510.200.430.260.440.200.210.600.210.190.190.320.200.210.470.510.260.550.39
CNQ0.010.21-0.03-0.050.26-0.06-0.020.090.000.310.08-0.040.160.21-0.040.150.220.090.260.160.770.210.730.080.731.000.240.800.060.120.170.110.160.090.150.120.130.270.130.170.140.210.240.250.140.190.240.360.280.190.460.220.510.270.150.230.360.300.380.420.190.240.150.310.230.330.330.490.270.540.480.280.460.320.200.350.340.550.500.270.520.310.520.260.270.540.270.250.250.390.270.270.500.470.310.510.41
FSLR0.040.120.050.120.040.120.100.130.130.080.090.120.060.080.130.110.210.090.100.090.180.160.180.220.190.241.000.220.210.190.220.240.320.300.200.340.260.770.260.340.240.380.190.300.280.330.280.290.310.310.310.280.290.240.290.280.310.250.290.410.300.360.300.420.270.370.310.300.310.300.340.430.340.530.390.350.370.420.370.440.430.430.410.400.410.350.420.410.400.480.420.420.490.370.420.380.43
XLE0.020.15-0.07-0.110.33-0.12-0.060.04-0.050.370.11-0.090.230.25-0.090.180.260.160.340.220.910.250.940.070.930.800.221.000.010.150.170.050.170.050.150.060.100.250.090.130.140.210.270.260.090.120.270.370.300.160.520.190.500.310.100.230.380.330.420.380.150.230.100.290.260.310.370.590.290.660.550.250.510.290.160.340.320.620.550.220.460.290.470.210.220.640.220.200.200.360.220.220.540.530.270.580.41
LQD0.240.340.640.770.040.930.760.720.800.060.110.900.090.170.930.170.090.160.020.10-0.020.20-0.020.21-0.010.060.210.011.000.310.230.260.320.260.300.270.240.270.270.230.270.280.200.230.260.230.200.270.250.260.140.250.210.210.270.340.230.200.200.250.270.210.260.210.270.520.340.140.390.200.190.240.170.250.330.550.590.230.230.290.310.320.310.300.300.230.310.320.320.320.330.330.290.260.320.280.32
PSA0.060.140.190.220.250.240.230.230.250.240.180.260.210.280.260.300.160.320.260.280.100.410.130.210.150.120.190.150.311.000.300.140.450.170.600.170.330.230.340.150.380.250.410.290.170.140.350.300.330.210.250.220.300.420.240.420.350.340.330.220.280.210.270.210.440.390.700.330.730.430.340.190.310.230.290.380.390.370.400.260.310.320.330.300.290.450.300.310.310.310.330.330.370.420.350.480.41
TMUS0.080.080.080.130.200.130.130.130.150.210.260.140.230.360.160.240.160.280.250.290.150.250.160.230.160.170.220.170.230.301.000.270.350.220.320.250.350.240.280.260.320.330.360.280.340.280.400.290.260.340.250.330.270.400.350.340.310.390.350.290.340.300.370.290.450.340.360.350.400.370.360.310.360.320.390.360.370.360.360.380.360.400.370.410.400.430.400.430.430.350.430.440.390.460.440.460.47
NFLX0.100.140.130.16-0.040.190.170.150.15-0.010.180.190.070.050.200.070.130.070.010.110.040.050.030.310.050.110.240.050.260.140.271.000.200.490.190.540.390.320.310.460.310.390.260.330.580.510.280.290.260.510.220.480.210.260.560.290.220.290.190.390.500.440.530.360.300.330.210.220.250.140.240.490.310.460.610.400.410.270.270.590.400.520.380.570.570.250.590.630.620.470.620.610.390.370.590.330.52
NEE0.110.180.170.250.290.250.220.240.250.280.220.250.210.330.270.290.190.340.240.280.130.470.160.210.180.160.320.170.320.450.350.201.000.180.430.220.320.370.360.180.370.300.390.320.240.190.370.310.290.240.260.270.320.400.250.380.350.340.360.300.310.210.310.220.460.450.510.320.570.470.380.220.320.260.300.370.400.360.400.300.390.360.400.320.320.460.320.340.350.360.370.370.390.420.380.490.44
ZS0.100.110.110.14-0.010.190.150.150.14-0.030.150.180.06-0.040.180.050.160.010.000.090.030.020.010.330.040.090.300.050.260.170.220.490.181.000.250.640.360.420.350.500.360.490.240.360.570.530.300.340.310.590.220.460.180.290.600.300.230.320.180.370.470.470.530.420.290.380.250.210.290.130.260.530.320.540.770.410.420.320.290.650.390.540.370.600.590.240.640.630.620.560.640.640.480.360.590.320.52
SUI0.100.150.200.200.250.220.230.210.230.210.150.240.230.290.240.280.240.340.230.270.100.400.120.220.150.150.200.150.300.600.320.190.430.251.000.240.310.280.370.220.420.340.410.340.250.190.370.320.350.280.320.270.350.420.300.410.340.350.370.300.310.240.310.280.460.420.720.380.730.470.360.250.390.310.360.430.440.460.430.330.400.400.420.350.350.470.360.360.370.400.400.390.470.470.400.510.46
SHOP0.090.120.100.15-0.030.180.140.150.14-0.010.140.170.080.020.180.090.200.030.020.070.050.050.020.340.050.120.340.060.270.170.250.540.220.640.241.000.340.470.360.540.360.510.260.390.600.560.270.370.330.590.300.490.270.250.590.360.300.300.220.460.470.450.510.440.310.440.290.290.320.200.300.560.370.570.720.430.450.380.340.660.480.590.460.600.610.300.640.650.640.600.660.650.520.390.610.360.55
COST0.060.120.110.130.180.150.150.160.150.200.290.160.190.150.170.190.240.250.180.270.060.220.080.330.110.130.260.100.240.330.350.390.320.360.310.341.000.270.410.400.410.290.420.360.460.450.430.300.340.410.260.440.270.440.490.480.340.400.360.290.480.470.530.420.450.370.380.340.430.320.390.490.360.450.510.390.410.350.430.530.390.530.410.580.570.430.570.600.600.470.600.610.410.510.610.500.59
TAN0.080.150.120.170.050.160.160.170.200.080.100.180.070.080.190.140.280.110.130.120.200.180.200.280.210.270.770.250.270.230.240.320.370.420.280.470.271.000.350.420.320.530.210.390.360.400.300.370.370.390.350.350.360.280.380.350.360.290.330.570.390.410.360.520.330.450.380.350.380.360.410.510.410.620.510.450.470.510.450.550.570.540.530.490.510.410.520.520.490.640.520.520.610.430.520.450.52
TMO0.100.160.150.150.130.170.190.160.170.140.230.190.290.210.190.370.200.330.240.290.060.210.060.330.110.130.260.090.270.340.280.310.360.350.370.360.410.351.000.350.550.420.430.390.350.380.410.340.360.400.300.380.290.420.460.410.360.410.320.370.410.380.460.410.660.410.380.340.450.340.320.440.370.460.520.420.430.370.410.490.450.440.450.510.510.450.520.520.520.530.530.540.450.480.550.490.54
AMD0.060.150.060.09-0.030.140.090.130.09-0.000.170.120.050.010.130.110.190.060.070.120.100.060.080.330.110.170.340.130.230.150.260.460.180.500.220.540.400.420.351.000.300.420.270.340.550.740.330.350.380.510.300.520.300.270.560.330.320.380.260.470.520.620.580.600.300.360.270.300.290.230.310.780.370.740.640.420.440.390.370.730.500.570.480.720.720.340.720.720.680.610.690.680.500.420.660.410.60
ZTS0.110.110.120.140.170.170.170.170.160.190.310.180.300.220.180.330.180.360.250.360.100.260.120.350.160.140.240.140.270.380.320.310.370.360.420.360.410.320.550.301.000.390.500.460.380.350.410.370.380.410.320.410.310.450.460.470.370.390.350.390.450.380.460.400.650.420.470.370.520.380.370.410.390.430.510.450.470.410.450.490.470.480.480.510.510.480.510.520.540.520.550.550.480.530.560.520.57
XBI0.090.130.140.170.090.180.180.150.190.090.240.190.250.140.200.260.330.200.190.180.180.240.160.300.190.210.380.210.280.250.330.390.300.490.340.510.290.530.420.420.391.000.290.370.410.410.330.390.350.470.370.370.350.350.430.370.340.360.330.460.410.410.400.490.500.460.410.380.430.370.440.490.460.570.580.500.510.540.430.550.510.530.500.500.510.450.540.550.530.630.550.560.660.490.550.470.55
MMC0.070.070.050.070.350.080.090.110.110.350.310.090.330.300.090.290.240.390.340.420.230.320.250.250.260.240.190.270.200.410.360.260.390.240.410.260.420.210.430.270.500.291.000.410.280.260.550.360.410.380.410.370.400.580.400.440.470.480.510.330.390.350.410.330.600.420.510.570.530.520.520.350.510.340.430.450.460.490.570.410.460.450.490.460.450.610.450.450.470.450.490.490.500.620.510.620.59
NKE0.080.080.070.100.160.120.110.110.140.180.140.130.180.210.130.210.250.220.220.210.220.240.230.280.250.250.300.260.230.290.280.330.320.360.340.390.360.390.390.340.460.370.411.000.410.350.400.420.420.400.450.410.400.420.430.490.480.430.450.450.440.390.420.480.410.440.440.490.430.480.460.440.510.480.490.480.490.550.550.500.530.610.530.510.510.540.520.520.530.560.550.540.590.600.550.570.60
AMZN0.110.140.120.130.000.160.170.160.160.010.220.170.090.060.180.110.220.090.040.130.070.080.050.330.080.140.280.090.260.170.340.580.240.570.250.600.460.360.350.550.380.410.280.411.000.590.340.390.340.590.290.670.290.300.640.380.300.390.270.450.610.540.700.440.340.410.300.310.340.230.310.600.370.560.700.490.500.370.350.720.480.740.470.710.700.340.720.780.790.570.780.770.480.470.740.420.66
NVDA0.060.110.050.10-0.030.130.090.120.100.000.220.120.090.010.130.080.160.020.060.130.090.030.060.330.110.190.330.120.230.140.280.510.190.530.190.560.450.400.380.740.350.410.260.350.591.000.350.370.390.560.340.550.300.290.620.360.350.390.260.480.550.680.650.600.330.400.260.310.290.220.340.840.410.730.700.450.470.380.390.830.510.600.500.800.800.350.810.790.780.640.780.770.490.450.760.440.66
MSI0.090.100.040.060.290.070.080.100.100.310.280.090.270.250.090.230.230.300.290.350.230.280.230.300.250.240.280.270.200.350.400.280.370.300.370.270.430.300.410.330.410.330.550.400.340.351.000.390.430.400.370.380.360.550.400.440.480.540.490.320.420.440.450.420.540.420.490.500.510.480.520.430.480.440.480.440.450.490.570.480.450.490.480.530.520.580.520.500.520.490.540.540.520.600.560.600.61
SRLN0.150.200.070.090.160.120.130.150.150.170.120.130.160.210.140.210.240.160.260.190.310.230.310.240.340.360.290.370.270.300.290.290.310.340.320.370.300.370.340.350.370.390.360.420.390.370.391.000.420.410.470.440.470.360.380.370.470.410.450.520.410.420.390.470.410.520.490.520.470.510.510.480.520.500.480.630.630.580.550.520.620.550.620.510.530.560.520.520.530.610.550.550.610.570.560.580.61
CARR0.080.100.100.110.180.120.120.150.170.180.170.140.190.180.150.170.260.170.240.200.240.270.250.290.260.280.310.300.250.330.260.260.290.310.350.330.340.370.360.380.380.350.410.420.340.390.430.421.000.370.490.340.460.450.380.500.680.390.530.380.360.440.370.510.430.480.510.580.490.550.550.500.570.530.470.500.500.640.700.500.520.550.540.510.510.620.520.500.500.590.530.530.650.620.550.630.62
CRM0.120.130.070.120.070.140.130.140.130.090.220.140.170.100.150.110.180.110.090.150.140.140.130.300.130.190.310.160.260.210.340.510.240.590.280.590.410.390.400.510.410.470.380.400.590.560.400.410.371.000.330.550.290.390.690.350.330.430.300.450.520.530.620.470.400.450.350.360.390.270.380.580.440.560.820.490.500.420.410.720.500.600.490.700.690.390.720.710.710.610.720.720.540.530.700.460.65
MS0.020.05-0.020.010.23-0.000.010.050.060.260.110.010.220.280.020.240.300.230.360.250.440.290.470.190.480.460.310.520.140.250.250.220.260.220.320.300.260.350.300.300.320.370.410.450.290.340.370.470.490.331.000.340.640.440.280.420.570.430.560.470.330.400.330.490.420.460.510.820.460.730.600.460.870.490.390.500.500.740.690.460.600.530.630.460.470.750.470.450.450.590.470.470.700.710.500.710.63
GOOGL0.080.140.100.110.080.110.140.160.130.090.230.140.160.120.130.170.200.180.150.230.170.170.130.260.200.220.280.190.250.220.330.480.270.460.270.490.440.350.380.520.410.370.370.410.670.550.380.440.340.550.341.000.370.410.620.360.360.460.370.480.610.530.730.490.420.430.360.400.380.330.380.600.430.570.650.530.540.430.430.700.540.630.530.720.710.430.710.770.780.590.770.760.510.540.760.500.71
BNS0.040.180.090.080.230.070.120.140.140.290.150.110.230.320.110.270.290.260.340.250.450.350.440.200.470.510.290.500.210.300.270.210.320.180.350.270.270.360.290.300.310.350.400.400.290.300.360.470.460.290.640.371.000.410.280.410.520.440.560.550.330.370.320.460.430.520.560.720.510.720.600.440.680.470.360.530.540.730.670.440.700.520.720.440.460.720.450.440.440.610.460.460.680.670.500.700.62
ADP0.060.070.070.100.360.080.090.120.130.380.290.110.310.300.110.290.250.380.360.390.260.370.280.260.300.270.240.310.210.420.400.260.400.290.420.250.440.280.420.270.450.350.580.420.300.290.550.360.450.390.440.410.411.000.430.510.500.560.580.330.410.420.460.420.580.420.550.560.560.570.580.400.530.410.480.450.470.560.640.470.470.500.490.520.510.640.510.510.520.500.530.540.570.670.560.680.64
ADBE0.120.120.100.140.080.160.150.140.130.100.230.160.170.080.160.160.170.150.090.200.090.120.060.330.110.150.290.100.270.240.350.560.250.600.300.590.490.380.460.560.460.430.400.430.640.620.400.380.380.690.280.620.280.431.000.400.320.480.310.440.590.590.720.500.430.430.330.320.380.240.350.640.380.600.830.490.510.370.400.750.490.610.490.770.760.380.770.780.780.610.780.780.500.520.750.470.68
HD0.100.090.180.230.230.230.220.230.240.240.230.250.270.310.250.260.270.290.330.300.180.310.200.350.230.230.280.230.340.420.340.290.380.300.410.360.480.350.410.330.470.370.440.490.380.360.440.370.500.350.420.360.410.510.401.000.500.460.460.360.410.420.430.440.490.500.530.490.550.520.480.440.500.460.470.490.520.580.600.490.490.620.520.510.510.590.520.520.530.540.550.550.600.640.570.640.62
JCI0.080.080.050.080.260.090.080.110.130.280.200.100.240.240.110.220.270.210.330.260.320.320.330.240.350.360.310.380.230.350.310.220.350.230.340.300.340.360.360.320.370.340.470.480.300.350.480.470.680.330.570.360.520.500.320.501.000.440.630.410.350.440.350.500.460.470.560.650.520.650.640.470.630.500.420.510.520.700.760.470.550.560.580.490.500.690.500.480.490.590.510.510.680.680.550.690.65
CSCO0.120.110.080.080.270.070.100.110.090.280.250.090.290.330.090.310.260.350.340.320.280.290.300.280.320.300.250.330.200.340.390.290.340.320.350.300.400.290.410.380.390.360.480.430.390.390.540.410.390.430.430.460.440.560.480.460.441.000.510.390.470.500.490.480.550.410.480.520.500.550.510.500.510.510.530.470.480.540.580.540.510.520.520.590.580.640.580.570.560.550.570.580.560.660.590.670.66
HON0.090.130.090.090.390.060.110.120.140.430.190.100.270.330.110.260.300.330.390.340.350.370.370.200.400.380.290.420.200.330.350.190.360.180.370.220.360.330.320.260.350.330.510.450.270.260.490.450.530.300.560.370.560.580.310.460.630.511.000.400.340.400.350.450.510.450.570.690.520.700.720.410.630.440.380.520.520.690.790.420.550.520.580.460.460.750.460.450.460.550.480.480.650.740.510.730.64
VWO0.110.300.090.100.070.110.140.150.160.120.140.150.150.160.140.210.260.160.190.170.320.160.320.260.350.420.410.380.250.220.290.390.300.370.300.460.290.570.370.470.390.460.330.450.450.480.320.520.380.450.470.480.550.330.440.360.410.390.401.000.460.500.450.560.400.480.430.480.420.470.460.620.530.620.540.550.570.560.510.620.880.590.780.590.640.540.610.610.590.720.610.600.620.560.610.570.64
AAPL0.060.110.100.160.100.150.150.160.150.130.240.170.150.130.160.180.240.190.160.250.120.180.130.300.150.190.300.150.270.280.340.500.310.470.310.470.480.390.410.520.450.410.390.440.610.550.420.410.360.520.330.610.330.410.590.410.350.470.340.461.000.560.690.530.430.430.380.370.420.330.380.610.400.590.640.490.510.420.440.750.520.640.520.800.790.430.790.790.800.590.780.790.510.560.780.540.72
AVGO0.090.120.050.090.080.080.090.110.090.100.250.100.160.090.100.130.210.090.120.180.190.130.180.290.220.240.360.230.210.210.300.440.210.470.240.450.470.410.380.620.380.410.350.390.540.680.440.420.440.530.400.530.370.420.590.420.440.500.400.500.561.000.620.690.380.400.380.410.390.350.460.840.470.790.670.490.490.490.520.780.560.630.550.800.810.490.800.780.740.660.750.760.580.560.760.570.72
MSFT0.080.100.080.140.080.140.130.140.120.090.300.150.180.100.150.200.180.200.130.250.090.140.050.330.110.150.300.100.260.270.370.530.310.530.310.510.530.360.460.580.460.400.410.420.700.650.450.390.370.620.330.730.320.460.720.430.350.490.350.450.690.621.000.530.480.430.370.360.420.280.360.680.420.620.770.490.510.390.420.820.520.650.520.860.850.420.850.850.870.610.850.850.500.580.830.540.76
NXPI0.100.110.050.080.060.070.070.100.100.090.140.080.150.100.090.180.260.130.200.180.240.170.240.290.270.310.420.290.210.210.290.360.220.420.280.440.420.520.410.600.400.490.330.480.440.600.420.470.510.470.490.490.460.420.500.440.500.480.450.560.530.690.531.000.410.440.430.500.420.460.500.830.550.870.600.530.540.620.590.740.640.650.630.720.740.560.730.710.670.750.690.680.690.600.690.610.71
XLV0.090.130.120.120.330.130.160.160.170.340.560.160.590.380.170.560.250.640.540.620.220.370.230.320.280.230.270.260.270.440.450.300.460.290.460.310.450.330.660.300.650.500.600.410.340.330.540.410.430.400.420.420.430.580.430.490.460.550.510.400.430.380.480.411.000.480.550.530.600.570.510.410.510.430.500.490.500.530.590.480.550.490.580.530.530.710.530.540.550.560.570.580.570.710.610.720.68
PFF0.140.220.290.360.190.410.370.370.420.200.170.420.210.260.430.250.260.240.220.220.260.330.260.280.270.330.370.310.520.390.340.330.450.380.420.440.370.450.410.360.420.460.420.440.410.400.420.520.480.450.460.430.520.420.430.500.470.410.450.480.430.400.430.440.481.000.570.510.580.550.520.480.520.520.540.700.720.610.580.530.610.590.620.520.540.580.540.550.550.630.570.570.660.580.580.620.63
RWR0.100.150.180.210.310.210.210.240.260.330.230.240.280.400.250.320.320.350.370.310.300.520.320.250.350.330.310.370.340.700.360.210.510.250.720.290.380.380.380.270.470.410.510.440.300.260.490.490.510.350.510.360.560.550.330.530.560.480.570.430.380.380.370.430.550.571.000.630.950.730.610.390.600.450.430.590.600.730.680.440.580.560.600.470.470.730.480.480.490.570.510.510.710.680.540.750.66
XLF0.040.07-0.02-0.020.35-0.03-0.000.040.050.380.19-0.010.320.38-0.000.280.350.320.470.350.510.380.520.200.530.490.300.590.140.330.350.220.320.210.380.290.340.350.340.300.370.380.570.490.310.310.500.520.580.360.820.400.720.560.320.490.650.520.690.480.370.410.360.500.530.510.631.000.570.870.750.460.890.500.420.560.560.860.830.480.660.610.690.490.490.900.500.490.500.620.520.530.790.840.560.850.73
XLRE0.110.180.210.250.300.260.260.270.300.310.260.290.290.400.300.350.290.390.350.340.230.510.240.280.270.270.310.290.390.730.400.250.570.290.730.320.430.380.450.290.520.430.530.430.340.290.510.470.490.390.460.380.510.560.380.550.520.500.520.420.420.390.420.420.600.580.950.571.000.670.550.390.560.440.470.590.610.650.630.460.560.550.590.500.500.690.500.500.520.570.540.540.660.660.560.730.66
DVY0.070.140.050.050.430.050.080.120.120.460.190.070.370.510.080.370.400.400.530.370.560.540.590.210.610.540.300.660.200.430.370.140.470.130.470.200.320.360.340.230.380.370.520.480.230.220.480.510.550.270.730.330.720.570.240.520.650.550.700.470.330.350.280.460.570.550.730.870.671.000.760.380.780.450.330.560.560.890.840.390.650.550.680.410.420.930.420.410.410.580.440.440.790.820.490.890.68
PPA0.080.130.050.080.570.030.080.100.110.600.230.060.260.320.070.230.370.260.390.320.480.390.470.240.490.480.340.550.190.340.360.240.380.260.360.300.390.410.320.310.370.440.520.460.310.340.520.510.550.380.600.380.600.580.350.480.640.510.720.460.380.460.360.500.510.520.610.750.550.761.000.480.700.530.470.560.560.820.880.510.630.610.650.510.510.810.530.510.520.650.550.550.800.790.590.790.72
SMH0.090.140.050.100.030.100.090.120.110.060.220.110.130.070.120.130.240.090.130.170.200.100.180.330.230.280.430.250.240.190.310.490.220.530.250.560.490.510.440.780.410.490.350.440.600.840.430.480.500.580.460.600.440.400.640.440.470.500.410.620.610.840.680.830.410.480.390.460.390.380.481.000.530.930.740.560.570.560.560.890.670.700.660.880.910.520.890.860.830.790.840.840.660.590.830.600.79
IAI0.040.06-0.000.010.280.020.030.060.080.300.180.030.260.290.040.260.340.260.390.300.440.360.440.260.460.460.340.510.170.310.360.310.320.320.390.370.360.410.370.370.390.460.510.510.370.410.480.520.570.440.870.430.680.530.380.500.630.510.630.530.400.470.420.550.510.520.600.890.560.780.700.531.000.580.520.590.590.830.780.560.680.640.700.560.560.820.570.560.560.690.590.590.810.810.620.800.74
XSD0.090.150.060.110.050.110.100.130.130.070.180.120.130.090.130.160.290.100.160.170.230.180.220.340.260.320.530.290.250.230.320.460.260.540.310.570.450.620.460.740.430.570.340.480.560.730.440.500.530.560.490.570.470.410.600.460.500.510.440.620.590.790.620.870.430.520.450.500.440.450.530.930.581.000.730.590.600.650.600.860.690.730.670.830.840.570.850.820.780.840.800.800.760.620.800.630.78
IGV0.140.150.130.170.070.200.180.180.180.080.260.200.170.080.210.160.230.130.110.200.130.160.110.380.140.200.390.160.330.290.390.610.300.770.360.720.510.510.520.640.510.580.430.490.700.700.480.480.470.820.390.650.360.480.830.470.420.530.380.540.640.670.770.600.500.540.430.420.470.330.470.740.520.731.000.600.610.520.520.880.600.740.590.860.850.480.890.880.870.770.890.890.680.610.860.570.79
SJNK0.150.260.360.350.180.380.420.350.430.190.180.430.210.250.430.230.260.220.240.220.290.290.270.280.310.350.350.340.550.380.360.400.370.410.430.430.390.450.420.420.450.500.450.480.490.450.440.630.500.490.500.530.530.450.490.490.510.470.520.550.490.490.490.530.490.700.590.560.590.560.560.560.590.590.601.000.970.650.620.610.680.670.690.610.620.620.630.630.640.700.660.660.700.650.660.660.71
JNK0.160.260.370.380.180.420.440.390.460.190.190.460.210.250.470.240.260.230.240.230.280.310.250.300.290.340.370.320.590.390.370.410.400.420.440.450.410.470.430.440.470.510.460.490.500.470.450.630.500.500.500.540.540.470.510.520.520.480.520.570.510.490.510.540.500.720.600.560.610.560.560.570.590.600.610.971.000.650.630.630.690.670.700.630.640.630.640.650.660.720.680.670.710.660.680.670.73
VBR0.070.140.060.070.330.060.090.120.130.350.170.080.270.340.100.260.450.250.430.300.520.450.530.270.550.550.420.620.230.370.360.270.360.320.460.380.350.510.370.390.410.540.490.550.370.380.490.580.640.420.740.430.730.560.370.580.700.540.690.560.420.490.390.620.530.610.730.860.650.890.820.560.830.650.520.650.651.000.890.580.740.710.760.560.570.890.590.570.570.760.600.600.960.840.640.880.79
XLI0.080.130.070.080.440.060.100.130.130.470.240.090.310.350.100.280.370.310.430.350.470.400.480.300.510.500.370.550.230.400.360.270.400.290.430.340.430.450.410.370.450.430.570.550.350.390.570.550.700.410.690.430.670.640.400.600.760.580.790.510.440.520.420.590.590.580.680.830.630.840.880.560.780.600.520.620.630.891.000.570.700.670.730.590.590.900.600.580.580.720.610.620.860.880.660.890.80
FSPTX0.110.140.080.140.060.140.130.160.140.080.260.150.150.090.160.160.260.130.140.210.180.150.160.380.200.270.440.220.290.260.380.590.300.650.330.660.530.550.490.730.490.550.410.500.720.830.480.520.500.720.460.700.440.470.750.490.470.540.420.620.750.780.820.740.480.530.440.480.460.390.510.890.560.860.880.610.630.580.571.000.680.790.670.970.970.540.980.960.950.820.960.950.710.670.940.640.87
VXUS0.120.310.140.140.180.140.190.200.210.220.220.180.240.260.180.290.330.250.300.260.400.280.400.300.430.520.430.460.310.310.360.400.390.390.400.480.390.570.450.500.470.510.460.530.480.510.450.620.520.500.600.540.700.470.490.490.550.510.550.880.520.560.520.640.550.610.580.660.560.650.630.670.680.690.600.680.690.740.700.681.000.700.980.670.720.730.690.690.680.860.700.700.780.740.720.750.79
XLY0.100.110.100.140.170.160.160.170.180.190.210.170.180.190.180.180.320.180.250.230.240.270.230.390.260.310.430.290.320.320.400.520.360.540.400.590.530.540.440.570.480.530.450.610.740.600.490.550.550.600.530.630.520.500.610.620.560.520.520.590.640.630.650.650.490.590.560.610.550.550.610.700.640.730.740.670.670.710.670.790.701.000.700.780.780.650.790.840.850.790.860.850.790.740.850.710.86
VEA0.110.300.150.140.210.140.190.210.220.250.240.190.260.290.190.310.340.280.340.290.400.320.400.300.440.520.410.470.310.330.370.380.400.370.420.460.410.530.450.480.480.500.490.530.470.500.480.620.540.490.630.530.720.490.490.520.580.520.580.780.520.550.520.630.580.620.600.690.590.680.650.660.700.670.590.690.700.760.730.670.980.701.000.670.710.760.680.680.680.860.700.700.790.770.720.780.80
XLK0.110.130.090.150.100.150.140.160.150.130.300.160.190.130.160.190.250.180.180.260.180.180.160.370.200.260.400.210.300.300.410.570.320.600.350.600.580.490.510.720.510.500.460.510.710.800.530.510.510.700.460.720.440.520.770.510.490.590.460.590.800.800.860.720.530.520.470.490.500.410.510.880.560.830.860.610.630.560.590.970.670.780.671.000.990.570.990.970.970.790.960.970.680.700.960.680.90
IXN0.110.150.090.150.080.150.140.170.150.110.300.160.180.130.170.190.250.170.170.240.180.170.160.370.210.270.410.220.300.290.400.570.320.590.350.610.570.510.510.720.510.510.450.510.700.800.520.530.510.690.470.710.460.510.760.510.500.580.460.640.790.810.850.740.530.540.470.490.500.420.510.910.560.840.850.620.640.570.590.970.720.780.710.991.000.570.990.970.960.820.960.960.690.700.950.680.90
VTV0.080.140.060.060.440.050.090.130.120.460.310.080.440.470.090.400.390.450.560.470.550.470.570.280.600.540.350.640.230.450.430.250.460.240.470.300.430.410.450.340.480.450.610.540.340.350.580.560.620.390.750.430.720.640.380.590.690.640.750.540.430.490.420.560.710.580.730.900.690.930.810.520.820.570.480.620.630.890.900.540.730.650.760.570.571.000.570.570.570.690.590.600.840.930.650.970.82
VGT0.110.140.090.150.090.160.150.170.160.120.290.170.180.120.170.190.260.160.170.240.180.180.160.380.210.270.420.220.310.300.400.590.320.640.360.640.570.520.520.720.510.540.450.520.720.810.520.520.520.720.470.710.450.510.770.520.500.580.460.610.790.800.850.730.530.540.480.500.500.420.530.890.570.850.890.630.640.590.600.980.690.790.680.990.990.571.000.970.970.820.970.970.710.700.960.680.90
QQQ0.110.150.110.160.080.170.160.180.160.110.300.180.200.130.190.190.270.180.170.240.160.190.140.390.190.250.410.200.320.310.430.630.340.630.360.650.600.520.520.720.520.550.450.520.780.790.500.520.500.710.450.770.440.510.780.520.480.570.450.610.790.780.850.710.540.550.480.490.500.410.510.860.560.820.880.630.650.570.580.960.690.840.680.970.970.570.971.000.990.810.990.990.700.690.970.670.91
MGK0.110.140.110.160.100.170.160.180.170.130.320.180.190.140.190.190.260.190.170.250.160.200.140.390.190.250.400.200.320.310.430.620.350.620.370.640.600.490.520.680.540.530.470.530.790.780.520.530.500.710.450.780.440.520.780.530.490.560.460.590.800.740.870.670.550.550.490.500.520.410.520.830.560.780.870.640.660.570.580.950.680.850.680.970.960.570.970.991.000.791.000.990.690.710.980.670.92
ROBO0.130.210.140.150.130.160.190.190.210.160.220.190.200.180.190.240.350.200.250.230.290.260.290.350.320.390.480.360.320.310.350.470.360.560.400.600.470.640.530.610.520.630.450.560.570.640.490.610.590.610.590.590.610.500.610.540.590.550.550.720.590.660.610.750.560.630.570.620.570.580.650.790.690.840.770.700.720.760.720.820.860.790.860.790.820.690.820.810.791.000.820.820.860.740.830.740.85
VUG0.120.140.110.160.110.170.170.190.170.140.310.190.200.150.190.200.270.190.180.260.180.210.160.400.200.270.420.220.330.330.430.620.370.640.400.660.600.520.530.690.550.550.490.550.780.780.540.550.530.720.470.770.460.530.780.550.510.570.480.610.780.750.850.690.570.570.510.520.540.440.550.840.590.800.890.660.680.600.610.960.700.860.700.960.960.590.970.991.000.821.001.000.730.730.980.690.93
IWF0.110.140.110.160.120.170.160.190.170.140.330.180.220.150.190.210.280.200.200.280.180.220.160.400.210.270.420.220.330.330.440.610.370.640.390.650.610.520.540.680.550.560.490.540.770.770.540.550.530.720.470.760.460.540.780.550.510.580.480.600.790.760.850.680.580.570.510.530.540.440.550.840.590.800.890.660.670.600.620.950.700.850.700.970.960.600.970.990.990.821.001.000.730.730.990.710.93
VB0.100.150.090.110.270.120.130.160.160.280.200.140.260.280.150.250.440.230.370.280.450.410.450.340.470.500.490.540.290.370.390.390.390.480.470.520.410.610.450.500.480.660.500.590.480.490.520.610.650.540.700.510.680.570.500.600.680.560.650.620.510.580.500.690.570.660.710.790.660.790.800.660.810.760.680.700.710.960.860.710.780.790.790.680.690.840.710.700.690.860.730.731.000.840.750.860.85
DIA0.090.140.080.090.380.090.120.150.140.410.310.120.390.400.120.350.390.430.490.500.450.410.470.330.510.470.370.530.260.420.460.370.420.360.470.390.510.430.480.420.530.490.620.600.470.450.600.570.620.530.710.540.670.670.520.640.680.660.740.560.560.560.580.600.710.580.680.840.660.820.790.590.810.620.610.650.660.840.880.670.740.740.770.700.700.930.700.690.710.740.730.730.841.000.770.940.90
IUSG0.110.140.100.140.150.150.150.170.160.180.340.170.250.180.170.230.290.230.230.300.230.240.210.390.260.310.420.270.320.350.440.590.380.590.400.610.610.520.550.660.560.550.510.550.740.760.560.560.550.700.500.760.500.560.750.570.550.590.510.610.780.760.830.690.610.580.540.560.560.490.590.830.620.800.860.660.680.640.660.940.720.850.720.960.950.650.960.970.980.830.980.990.750.771.000.750.95
DTD0.090.150.080.100.400.100.130.160.150.430.330.130.420.450.140.390.390.440.520.440.490.480.520.320.550.510.380.580.280.480.460.330.490.320.510.360.500.450.490.410.520.470.620.570.420.440.600.580.630.460.710.500.700.680.470.640.690.670.730.570.540.570.540.610.720.620.750.850.730.890.790.600.800.630.570.660.670.880.890.640.750.710.780.680.680.970.680.670.670.740.690.710.860.940.751.000.89
SPY0.110.150.100.130.260.140.150.180.170.290.340.160.310.300.160.300.350.320.360.370.350.340.350.380.390.410.430.410.320.410.470.520.440.520.460.550.590.520.540.600.570.550.590.600.660.660.610.610.620.650.630.710.620.640.680.620.650.660.640.640.720.720.760.710.680.630.660.730.660.680.720.790.740.780.790.710.730.790.800.870.790.860.800.900.900.820.900.910.920.850.930.930.850.900.950.891.00
The correlation results are calculated based on daily price changes starting from Apr 6, 2020
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

AlphaBeta

Lazy PortfoliosUser Portfolios

ETF ScreenerFund ScreenerStock Screener

Discussions
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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