Magnum Experiment 82

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Magnum Experiment 82

Last updated Apr 18, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	1.99%
ABT Abbott Laboratories	Healthcare	4.23%
ACN Accenture plc	Technology	1.30%
AFL Aflac Incorporated	Financial Services	1%
AMAT Applied Materials, Inc.	Technology	0.29%
AMT American Tower Corporation	Real Estate	1.24%
AMZN Amazon.com, Inc.	Consumer Cyclical	0.87%
ANET Arista Networks, Inc.	Technology	0.33%
APH Amphenol Corporation	Technology	0.82%
BKNG Booking Holdings Inc.	Consumer Cyclical	1.88%
BRK-B Berkshire Hathaway Inc.	Financial Services	2.46%
BX The Blackstone Group Inc.	Financial Services	0.50%
CAT Caterpillar Inc.	Industrials	0.47%
COP ConocoPhillips Company	Energy	1.20%
CRM salesforce.com, inc.	Technology	0.40%
CSCO Cisco Systems, Inc.	Technology	1.48%
CTAS Cintas Corporation	Industrials	1.13%
DHI D.R. Horton, Inc.	Consumer Cyclical	0.51%
ETN Eaton Corporation plc	Industrials	0.78%
GE		1.14%
GOOGL		1.25%
HCA		1.27%
HD		2.14%
HON		1.86%
ISRG		1.55%
JPM		0.44%
KO		6.68%
LIN		2.36%
LLY		0.88%
MAR		0.89%
MCD		3.14%
MCK		1.26%
MDLZ		3.65%
MMC		2.41%
MS		0.49%
MSFT		2.54%
NEE		1.51%
NFLX		1.13%
NKE		1.10%
NVDA		0.26%
ORLY		1.15%
PG		4.38%
PGR		0.88%
PLD		1.50%
PM		2.14%
PNC		1.25%
SPGI		2.05%
TJX		1.49%
TMO		2.74%
TMUS		1.97%
TSLA		0.18%
TT		1.96%
UNH		1.15%
UNP		1.02%
UPS		1.40%
V		1.48%
VRTX		0.77%
VST		0.10%
WELL		3.56%
WM		1.77%
WMT		2.53%
XOM		1.98%
ZTS		1.68%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 82, 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.

Magnum Experiment 82

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 6, 2014, corresponding to the inception date of ANET

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-10.18%	-5.91%	-9.57%	5.19%	12.98%	9.68%
Magnum Experiment 82	1.69%	-1.99%	-1.86%	17.49%	19.22%	N/A
Portfolio components:
AAPL Apple Inc	-21.25%	-7.39%	-14.96%	17.80%	23.54%	21.38%
ABT Abbott Laboratories	16.95%	4.19%	12.20%	26.17%	8.33%	13.04%
ACN Accenture plc	-19.00%	-12.44%	-24.04%	-8.64%	11.71%	13.59%
AFL Aflac Incorporated	4.45%	0.07%	-5.62%	36.65%	27.26%	15.54%
AMAT Applied Materials, Inc.	-15.28%	-10.46%	-24.63%	-30.65%	22.08%	21.80%
AMT American Tower Corporation	22.40%	4.48%	1.04%	33.72%	0.07%	11.40%
AMZN Amazon.com, Inc.	-21.32%	-10.48%	-7.96%	-4.78%	7.79%	24.44%
ANET Arista Networks, Inc.	-35.58%	-15.23%	-30.09%	9.85%	40.35%	33.22%
APH Amphenol Corporation	-6.08%	1.90%	-3.21%	17.76%	26.60%	17.27%
BKNG Booking Holdings Inc.	-7.76%	2.28%	5.02%	33.90%	25.81%	14.55%
BRK-B Berkshire Hathaway Inc.	14.32%	-0.94%	11.24%	30.29%	22.13%	13.84%
BX The Blackstone Group Inc.	-23.73%	-10.81%	-22.12%	8.65%	25.49%	18.02%
CAT Caterpillar Inc.	-18.59%	-12.61%	-24.87%	-16.64%	22.83%	16.22%
COP ConocoPhillips Company	-9.55%	-11.49%	-14.90%	-28.90%	24.82%	5.91%
CRM salesforce.com, inc.	-25.93%	-11.15%	-14.83%	-9.99%	8.92%	14.08%
CSCO Cisco Systems, Inc.	-4.54%	-6.91%	0.20%	20.18%	8.88%	10.36%
CTAS Cintas Corporation	12.84%	6.39%	-3.41%	24.07%	33.52%	27.36%
DHI D.R. Horton, Inc.	-13.03%	-5.16%	-36.16%	-16.04%	26.23%	17.08%
ETN Eaton Corporation plc	-18.85%	-7.68%	-22.51%	-12.38%	30.25%	17.60%
GE	9.20%	-9.46%	-5.29%	17.56%	40.52%	N/A
GOOGL	-20.06%	-5.92%	-7.01%	-2.31%	18.94%	N/A
HCA	11.87%	1.47%	-17.22%	8.57%	24.77%	N/A
HD	-8.14%	1.57%	-13.57%	9.33%	13.87%	N/A
HON	-12.50%	-6.26%	-9.53%	5.47%	9.55%	N/A
ISRG	-7.51%	-0.25%	1.90%	29.02%	22.50%	N/A
JPM	-2.13%	-0.67%	4.53%	31.80%	22.93%	N/A
KO	18.12%	5.22%	6.00%	28.50%	12.14%	N/A
LIN	8.35%	-1.86%	-6.39%	2.47%	20.88%	N/A
LLY	8.99%	2.12%	-8.10%	12.61%	41.64%	N/A
MAR	-20.81%	-8.31%	-16.32%	-6.64%	21.96%	N/A
MCD	8.01%	2.54%	0.09%	18.13%	13.46%	N/A
MCK	22.45%	5.36%	37.33%	33.16%	38.60%	N/A
MDLZ	13.49%	4.86%	-3.92%	4.05%	7.24%	N/A
MMC	4.34%	-4.89%	-2.33%	12.99%	19.21%	N/A
MS	-12.58%	-7.56%	-7.25%	25.23%	26.91%	N/A
MSFT	-12.57%	-4.10%	-11.39%	-10.02%	16.60%	N/A
NEE	-6.74%	-6.21%	-19.67%	6.88%	3.98%	N/A
NFLX	9.17%	4.63%	41.50%	58.55%	18.18%	N/A
NKE	-25.94%	-23.94%	-32.46%	-40.10%	-8.04%	N/A
NVDA	-24.42%	-12.08%	-25.87%	20.80%	69.58%	N/A
ORLY	17.30%	3.90%	15.50%	27.05%	30.16%	N/A
PG	2.40%	1.74%	0.23%	11.39%	9.16%	N/A
PGR	13.03%	-6.26%	7.76%	29.62%	28.98%	N/A
PLD	-2.55%	-9.15%	-15.32%	-0.85%	5.25%	N/A
PM	36.81%	7.03%	38.57%	88.27%	22.22%	N/A
PNC	-19.53%	-11.21%	-17.81%	7.29%	12.56%	N/A
SPGI	-6.89%	-5.61%	-10.49%	13.16%	11.33%	N/A
TJX	5.96%	10.72%	9.30%	38.88%	22.38%	N/A
TMO	-17.76%	-18.02%	-28.55%	-21.65%	5.48%	N/A
TMUS	19.11%	0.50%	18.88%	65.99%	24.22%	N/A
TSLA	-40.23%	7.13%	9.27%	55.27%	36.97%	N/A
TT	-9.55%	-3.17%	-16.34%	14.80%	31.94%	N/A
UNH	-9.85%	-9.86%	-19.12%	-3.68%	10.99%	N/A
UNP	-2.88%	-7.10%	-7.85%	-1.75%	10.41%	N/A
UPS	-22.43%	-18.87%	-26.88%	-28.72%	2.30%	N/A
V	4.47%	-1.54%	13.92%	21.78%	15.07%	N/A
VRTX	21.46%	-4.52%	-1.93%	24.42%	12.61%	N/A
VST	-16.14%	-7.10%	-9.01%	69.53%	49.56%	N/A
WELL	17.38%	-1.80%	13.71%	67.71%	28.63%	N/A
WM	14.86%	2.23%	9.14%	13.63%	20.16%	N/A
WMT	3.46%	9.21%	15.82%	58.05%	17.94%	N/A
XOM	0.28%	-5.91%	-9.63%	-6.83%	25.76%	N/A
ZTS	-8.48%	-9.58%	-21.74%	-1.11%	3.39%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Magnum Experiment 82, 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	4.45%	3.26%	-2.12%	-3.67%									1.69%
2024	1.77%	3.69%	2.16%	-2.67%	3.53%	1.35%	3.74%	5.13%	1.90%	-2.03%	5.47%	-5.62%	19.30%
2023	4.33%	-3.03%	3.87%	3.76%	-3.05%	6.40%	2.11%	-0.52%	-4.10%	-1.16%	7.82%	3.91%	21.35%
2022	-4.28%	-2.49%	3.68%	-4.82%	-0.17%	-6.27%	8.08%	-3.44%	-8.25%	9.67%	7.51%	-3.38%	-5.99%
2021	-2.54%	2.33%	6.10%	4.95%	1.31%	1.82%	3.88%	2.05%	-4.20%	7.08%	-1.93%	8.11%	32.08%
2020	1.06%	-7.29%	-11.43%	10.73%	4.89%	0.72%	7.44%	6.51%	-2.04%	-3.22%	11.53%	3.13%	21.12%
2019	7.95%	3.43%	2.84%	3.08%	-3.50%	6.80%	1.89%	-0.08%	1.35%	1.89%	2.14%	2.82%	34.69%
2018	5.69%	-3.98%	-1.07%	0.23%	1.85%	1.66%	4.57%	3.07%	1.48%	-3.26%	3.27%	-7.58%	5.22%
2017	2.71%	4.50%	1.16%	2.25%	3.29%	0.19%	2.03%	0.88%	1.70%	2.05%	3.57%	0.88%	28.21%
2016										-0.99%	1.23%	2.06%	2.29%

Expense Ratio

Magnum Experiment 82 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

With an overall rank of 90, Magnum Experiment 82 is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is 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.

Sharpe ratio

Portfolio: 1.32

^GSPC: 0.24

Sortino ratio

Portfolio: 1.85

^GSPC: 0.47

Omega ratio

Portfolio: 1.27

^GSPC: 1.07

Calmar ratio

Portfolio: 1.57

^GSPC: 0.24

Martin ratio

Portfolio: 6.92

^GSPC: 1.08

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.52	0.95	1.14	0.50	2.03
ABT Abbott Laboratories	1.08	1.63	1.21	0.88	5.53
ACN Accenture plc	-0.32	-0.28	0.96	-0.29	-0.91
AFL Aflac Incorporated	1.68	2.17	1.33	2.89	6.92
AMAT Applied Materials, Inc.	-0.71	-0.83	0.89	-0.68	-1.27
AMT American Tower Corporation	1.26	1.79	1.24	0.86	2.73
AMZN Amazon.com, Inc.	-0.18	-0.02	1.00	-0.20	-0.58
ANET Arista Networks, Inc.	0.16	0.55	1.08	0.17	0.51
APH Amphenol Corporation	0.46	0.81	1.12	0.68	1.78
BKNG Booking Holdings Inc.	1.14	1.65	1.23	1.55	4.33
BRK-B Berkshire Hathaway Inc.	1.64	2.29	1.33	3.47	8.96
BX The Blackstone Group Inc.	0.27	0.63	1.08	0.25	0.76
CAT Caterpillar Inc.	-0.55	-0.63	0.92	-0.50	-1.51
COP ConocoPhillips Company	-0.93	-1.21	0.83	-0.81	-1.65
CRM salesforce.com, inc.	-0.27	-0.13	0.98	-0.30	-0.78
CSCO Cisco Systems, Inc.	0.88	1.37	1.20	0.83	4.37
CTAS Cintas Corporation	0.98	1.37	1.22	1.25	3.25
DHI D.R. Horton, Inc.	-0.47	-0.50	0.94	-0.39	-0.80
ETN Eaton Corporation plc	-0.36	-0.26	0.96	-0.40	-1.07
GE	0.48	0.87	1.12	0.78	2.47
GOOGL	-0.05	0.15	1.02	-0.05	-0.13
HCA	0.27	0.53	1.07	0.27	0.51
HD	0.38	0.69	1.08	0.40	1.19
HON	0.23	0.47	1.07	0.24	0.75
ISRG	0.82	1.43	1.20	1.06	3.81
JPM	1.10	1.62	1.24	1.28	4.69
KO	1.80	2.53	1.33	1.90	4.21
LIN	0.15	0.33	1.05	0.18	0.46
LLY	0.37	0.79	1.10	0.54	1.11
MAR	-0.34	-0.31	0.96	-0.31	-0.97
MCD	1.01	1.48	1.20	1.17	3.69
MCK	1.20	1.61	1.27	1.36	3.36
MDLZ	0.24	0.49	1.06	0.19	0.42
MMC	0.82	1.13	1.16	1.30	3.51
MS	0.80	1.27	1.19	0.91	3.23
MSFT	-0.43	-0.46	0.94	-0.45	-1.04
NEE	0.37	0.67	1.09	0.38	0.94
NFLX	1.71	2.34	1.32	2.82	9.42
NKE	-0.99	-1.27	0.80	-0.57	-1.92
NVDA	0.27	0.79	1.10	0.44	1.20
ORLY	1.35	1.97	1.24	1.53	5.96
PG	0.66	0.97	1.13	1.03	2.65
PGR	1.24	1.72	1.24	2.44	6.38
PLD	-0.27	-0.17	0.98	-0.18	-0.77
PM	3.63	4.80	1.73	8.25	25.12
PNC	0.29	0.60	1.08	0.26	0.85
SPGI	0.67	1.02	1.14	0.73	2.86
TJX	2.06	3.02	1.38	3.49	11.36
TMO	-0.90	-1.25	0.85	-0.62	-1.93
TMUS	2.86	3.40	1.53	4.59	14.28
TSLA	0.73	1.55	1.18	0.82	2.47
TT	0.50	0.84	1.11	0.57	1.56
UNH	-0.04	0.18	1.03	-0.06	-0.15
UNP	-0.11	0.00	1.00	-0.14	-0.40
UPS	-0.93	-1.12	0.83	-0.53	-1.97
V	1.05	1.49	1.22	1.49	5.30
VRTX	0.93	1.29	1.19	1.04	2.82
VST	0.97	1.57	1.22	1.48	3.57
WELL	3.40	4.25	1.56	5.42	17.26
WM	0.71	1.05	1.16	1.20	2.71
WMT	2.32	3.15	1.44	2.62	9.19
XOM	-0.29	-0.24	0.97	-0.36	-0.86
ZTS	-0.07	0.08	1.01	-0.05	-0.17

The current Magnum Experiment 82 Sharpe ratio is 1.32. 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 0.21 to 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Magnum Experiment 82 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.

Magnum Experiment 82

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Magnum Experiment 82 provided a 1.75% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.75%	1.72%	1.70%	1.73%	1.52%	1.77%	1.77%	2.10%	1.85%	2.06%	2.10%	1.92%
Portfolio components:
AAPL Apple Inc	0.51%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
ABT Abbott Laboratories	1.74%	1.95%	1.85%	1.71%	1.28%	1.32%	1.47%	1.55%	1.86%	2.71%	2.14%	1.95%
ACN Accenture plc	2.03%	1.52%	1.33%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%	2.18%
AFL Aflac Incorporated	1.94%	1.93%	2.04%	2.22%	2.26%	2.52%	2.04%	2.28%	1.98%	2.39%	2.64%	2.46%
AMAT Applied Materials, Inc.	1.16%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%	1.61%
AMT American Tower Corporation	2.95%	3.53%	2.99%	2.77%	1.78%	2.02%	1.64%	1.99%	1.84%	2.05%	1.87%	1.42%
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%
ANET Arista Networks, 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%
APH Amphenol Corporation	0.93%	0.79%	0.86%	1.06%	0.73%	0.80%	0.89%	1.09%	0.80%	0.86%	1.01%	0.84%
BKNG Booking Holdings Inc.	0.78%	0.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
BX The Blackstone Group Inc.	3.03%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	8.44%	9.76%	5.57%
CAT Caterpillar Inc.	1.88%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%
COP ConocoPhillips Company	3.06%	2.54%	3.37%	4.20%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%	4.11%
CRM salesforce.com, inc.	0.65%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CSCO Cisco Systems, Inc.	2.89%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%	2.66%
CTAS Cintas Corporation	0.73%	0.80%	0.83%	0.93%	0.77%	0.79%	0.95%	1.22%	1.04%	1.15%	1.15%	2.17%
DHI D.R. Horton, Inc.	1.15%	0.93%	0.69%	1.04%	0.76%	1.05%	1.18%	1.51%	0.83%	1.24%	0.84%	0.80%
ETN Eaton Corporation plc	1.44%	1.13%	1.43%	2.06%	1.76%	2.43%	3.00%	3.85%	3.04%	3.40%	4.23%	2.88%
GE	0.66%	0.67%	0.25%	0.38%	0.34%	0.37%	0.36%	4.89%	4.81%	2.94%	2.95%	3.52%
GOOGL	0.53%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HCA	0.81%	0.88%	0.89%	0.93%	0.75%	0.47%	1.08%	1.12%	0.00%	0.00%	0.00%	0.00%
HD	2.55%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%
HON	2.25%	1.93%	1.99%	1.85%	1.81%	1.71%	1.90%	0.62%	0.00%	0.00%	0.00%	0.00%
ISRG	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPM	2.18%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
KO	2.69%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%
LIN	1.25%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	2.11%	2.04%	2.56%	2.79%	2.01%
LLY	0.64%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.95%	2.46%	2.77%	2.37%	2.84%
MAR	1.14%	0.86%	0.87%	0.67%	0.00%	0.36%	1.22%	1.44%	0.95%	1.39%	1.42%	0.99%
MCD	2.21%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%	3.50%
MCK	0.39%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%	0.46%
MDLZ	2.73%	3.00%	2.24%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%	1.60%
MMC	1.48%	1.44%	1.37%	1.36%	1.15%	1.57%	1.56%	1.98%	1.76%	1.92%	2.13%	1.85%
MS	3.32%	2.82%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%	0.90%
MSFT	0.86%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
NEE	3.18%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%
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%
NKE	2.76%	2.00%	1.28%	1.07%	0.68%	0.71%	0.89%	1.11%	1.18%	1.30%	0.93%	1.04%
NVDA	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
ORLY	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PG	2.36%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.32%	2.78%
PGR	1.85%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
PLD	3.81%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%	3.07%
PM	3.28%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%	4.76%
PNC	4.20%	3.27%	3.94%	3.64%	2.39%	3.09%	2.63%	2.91%	1.80%	1.81%	2.11%	2.06%
SPGI	0.80%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%	1.35%
TJX	1.18%	1.21%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%	0.98%
TMO	0.37%	0.30%	0.26%	0.22%	0.16%	0.19%	0.23%	0.30%	0.32%	0.43%	0.42%	0.48%
TMUS	1.17%	1.28%	0.41%	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%
TT	1.04%	0.91%	1.23%	1.59%	1.17%	1.46%	1.59%	2.15%	1.91%	1.81%	2.10%	1.58%
UNH	1.85%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
UNP	2.42%	2.32%	2.12%	2.45%	1.70%	1.86%	2.05%	2.21%	1.85%	2.17%	2.81%	1.60%
UPS	6.77%	5.17%	4.12%	3.50%	1.90%	2.40%	3.28%	3.73%	2.79%	2.72%	3.03%	2.41%
V	0.67%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
VRTX	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VST	0.77%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%	0.00%	0.00%
WELL	1.78%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%	4.20%
WM	1.33%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%	2.92%
WMT	0.92%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%
XOM	3.63%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
ZTS	1.21%	1.06%	0.76%	0.89%	0.41%	0.48%	0.50%	0.59%	0.58%	0.71%	0.69%	0.67%

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.

Magnum Experiment 82

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Magnum Experiment 82. 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 Magnum Experiment 82 was 33.33%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current Magnum Experiment 82 drawdown is 5.71%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.33%	Feb 20, 2020	23	Mar 23, 2020	96	Aug 7, 2020	119
-17.59%	Dec 30, 2021	190	Sep 30, 2022	133	Apr 13, 2023	323
-13.68%	Dec 4, 2018	14	Dec 24, 2018	28	Feb 5, 2019	42
-11.07%	Mar 3, 2025	27	Apr 8, 2025	—	—	—
-9.7%	Jan 29, 2018	9	Feb 8, 2018	110	Jul 18, 2018	119

Volatility

Volatility Chart

The current Magnum Experiment 82 volatility is 9.49%, 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.

Magnum Experiment 82

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.

	TSLA	LLY	COP	VST	NEE	MCK	WELL	WMT	VRTX	PM	XOM	AMT	NFLX	ORLY	PG	UNH	PGR	GE	TMUS	DHI	MDLZ	KO	MCD	NVDA	AMZN	ANET	HCA	BKNG	WM	CRM	PLD	TJX	ABT	MAR	NKE	TMO	PNC	AMAT	UPS	ZTS	AAPL	GOOGL	CAT	AFL	JPM	BX	UNP	HD	MS	MMC	ISRG	MSFT	TT	LIN	CSCO	ETN	SPGI	V	HON	BRK-B	ACN	CTAS	APH
TSLA	1.00	0.11	0.13	0.19	0.14	0.09	0.15	0.16	0.20	0.10	0.11	0.16	0.39	0.12	0.08	0.13	0.08	0.22	0.19	0.23	0.14	0.11	0.15	0.43	0.42	0.37	0.20	0.32	0.11	0.40	0.23	0.25	0.20	0.29	0.30	0.27	0.23	0.39	0.22	0.24	0.43	0.39	0.23	0.17	0.23	0.34	0.19	0.25	0.27	0.18	0.36	0.41	0.23	0.22	0.27	0.27	0.31	0.30	0.23	0.21	0.30	0.28	0.37
LLY	0.11	1.00	0.13	0.20	0.23	0.31	0.17	0.24	0.36	0.22	0.16	0.21	0.21	0.23	0.29	0.30	0.26	0.18	0.24	0.16	0.25	0.26	0.21	0.21	0.22	0.25	0.27	0.15	0.33	0.24	0.26	0.22	0.36	0.14	0.18	0.31	0.15	0.20	0.20	0.38	0.25	0.25	0.19	0.24	0.19	0.20	0.19	0.25	0.17	0.33	0.32	0.30	0.26	0.27	0.30	0.27	0.30	0.26	0.25	0.27	0.28	0.30	0.26
COP	0.13	0.13	1.00	0.27	0.09	0.25	0.15	0.13	0.17	0.20	0.77	0.06	0.12	0.18	0.09	0.22	0.24	0.37	0.17	0.19	0.15	0.18	0.17	0.17	0.15	0.16	0.28	0.29	0.21	0.18	0.17	0.26	0.13	0.34	0.23	0.16	0.41	0.24	0.28	0.16	0.20	0.22	0.50	0.42	0.44	0.28	0.39	0.21	0.43	0.25	0.19	0.18	0.26	0.30	0.31	0.37	0.21	0.27	0.37	0.43	0.24	0.27	0.31
VST	0.19	0.20	0.27	1.00	0.27	0.21	0.26	0.16	0.17	0.16	0.26	0.19	0.19	0.18	0.15	0.21	0.21	0.29	0.20	0.22	0.18	0.20	0.21	0.27	0.21	0.30	0.25	0.28	0.26	0.27	0.28	0.26	0.20	0.29	0.21	0.20	0.27	0.26	0.20	0.21	0.20	0.25	0.31	0.30	0.30	0.31	0.26	0.25	0.32	0.25	0.28	0.26	0.33	0.27	0.28	0.39	0.28	0.28	0.30	0.31	0.27	0.32	0.35
NEE	0.14	0.23	0.09	0.27	1.00	0.17	0.38	0.27	0.20	0.31	0.14	0.51	0.13	0.19	0.44	0.24	0.26	0.12	0.29	0.27	0.41	0.45	0.34	0.13	0.18	0.16	0.24	0.16	0.41	0.20	0.47	0.19	0.32	0.11	0.25	0.28	0.16	0.14	0.28	0.33	0.24	0.21	0.14	0.25	0.13	0.26	0.26	0.30	0.13	0.31	0.29	0.26	0.24	0.29	0.26	0.18	0.32	0.27	0.29	0.26	0.31	0.33	0.26
MCK	0.09	0.31	0.25	0.21	0.17	1.00	0.19	0.25	0.31	0.27	0.25	0.18	0.14	0.29	0.28	0.39	0.28	0.27	0.28	0.20	0.31	0.29	0.27	0.13	0.14	0.19	0.37	0.21	0.32	0.16	0.21	0.29	0.29	0.22	0.18	0.24	0.26	0.18	0.25	0.27	0.20	0.19	0.26	0.36	0.29	0.21	0.29	0.25	0.27	0.35	0.27	0.21	0.28	0.33	0.30	0.30	0.25	0.27	0.32	0.36	0.29	0.31	0.26
WELL	0.15	0.17	0.15	0.26	0.38	0.19	1.00	0.20	0.15	0.33	0.19	0.46	0.11	0.21	0.30	0.20	0.23	0.24	0.22	0.31	0.33	0.40	0.31	0.12	0.14	0.15	0.33	0.25	0.38	0.18	0.55	0.28	0.23	0.26	0.25	0.17	0.24	0.16	0.24	0.30	0.20	0.18	0.21	0.33	0.22	0.29	0.28	0.28	0.20	0.32	0.25	0.21	0.28	0.28	0.25	0.25	0.29	0.30	0.31	0.30	0.31	0.35	0.29
WMT	0.16	0.24	0.13	0.16	0.27	0.25	0.20	1.00	0.21	0.26	0.17	0.26	0.21	0.35	0.41	0.26	0.27	0.18	0.27	0.20	0.37	0.35	0.31	0.20	0.25	0.19	0.22	0.18	0.36	0.19	0.29	0.32	0.28	0.18	0.25	0.26	0.20	0.21	0.30	0.28	0.26	0.24	0.21	0.29	0.23	0.20	0.25	0.39	0.21	0.32	0.27	0.28	0.27	0.29	0.31	0.25	0.31	0.27	0.29	0.33	0.31	0.32	0.27
VRTX	0.20	0.36	0.17	0.17	0.20	0.31	0.15	0.21	1.00	0.19	0.15	0.22	0.29	0.22	0.24	0.31	0.24	0.17	0.32	0.24	0.26	0.19	0.25	0.29	0.31	0.29	0.26	0.25	0.25	0.32	0.24	0.20	0.38	0.21	0.22	0.39	0.18	0.28	0.24	0.35	0.32	0.33	0.25	0.20	0.19	0.25	0.23	0.23	0.20	0.30	0.38	0.37	0.24	0.28	0.34	0.24	0.32	0.35	0.29	0.25	0.31	0.28	0.27
PM	0.10	0.22	0.20	0.16	0.31	0.27	0.33	0.26	0.19	1.00	0.27	0.31	0.12	0.23	0.42	0.26	0.26	0.22	0.25	0.21	0.45	0.51	0.35	0.09	0.11	0.10	0.30	0.25	0.31	0.15	0.32	0.29	0.30	0.23	0.24	0.23	0.30	0.18	0.28	0.29	0.22	0.20	0.27	0.34	0.29	0.23	0.31	0.26	0.30	0.31	0.22	0.19	0.27	0.32	0.29	0.26	0.25	0.27	0.35	0.37	0.29	0.27	0.27
XOM	0.11	0.16	0.77	0.26	0.14	0.25	0.19	0.17	0.15	0.27	1.00	0.09	0.11	0.20	0.14	0.24	0.26	0.38	0.18	0.19	0.20	0.25	0.21	0.15	0.14	0.17	0.32	0.31	0.24	0.17	0.20	0.29	0.17	0.35	0.27	0.17	0.44	0.25	0.33	0.19	0.22	0.22	0.54	0.46	0.46	0.29	0.39	0.25	0.45	0.28	0.20	0.16	0.27	0.34	0.34	0.38	0.22	0.30	0.40	0.48	0.27	0.28	0.33
AMT	0.16	0.21	0.06	0.19	0.51	0.18	0.46	0.26	0.22	0.31	0.09	1.00	0.18	0.22	0.39	0.25	0.25	0.09	0.29	0.29	0.41	0.41	0.37	0.17	0.22	0.19	0.25	0.16	0.40	0.26	0.58	0.19	0.37	0.12	0.25	0.36	0.17	0.16	0.30	0.40	0.28	0.24	0.15	0.25	0.14	0.28	0.26	0.34	0.16	0.34	0.31	0.30	0.24	0.31	0.29	0.17	0.40	0.31	0.26	0.24	0.36	0.34	0.27
NFLX	0.39	0.21	0.12	0.19	0.13	0.14	0.11	0.21	0.29	0.12	0.11	0.18	1.00	0.20	0.14	0.18	0.16	0.19	0.29	0.24	0.18	0.09	0.16	0.51	0.58	0.43	0.19	0.36	0.16	0.51	0.23	0.25	0.27	0.29	0.32	0.33	0.18	0.42	0.25	0.31	0.47	0.49	0.24	0.13	0.22	0.35	0.22	0.30	0.27	0.26	0.44	0.53	0.27	0.29	0.36	0.28	0.37	0.39	0.24	0.25	0.39	0.32	0.38
ORLY	0.12	0.23	0.18	0.18	0.19	0.29	0.21	0.35	0.22	0.23	0.20	0.22	0.20	1.00	0.32	0.29	0.27	0.20	0.30	0.30	0.32	0.30	0.32	0.20	0.22	0.23	0.32	0.23	0.37	0.22	0.27	0.41	0.28	0.26	0.31	0.24	0.27	0.25	0.32	0.33	0.27	0.24	0.28	0.32	0.29	0.24	0.32	0.45	0.27	0.39	0.28	0.30	0.34	0.34	0.33	0.30	0.33	0.33	0.35	0.34	0.35	0.41	0.32
PG	0.08	0.29	0.09	0.15	0.44	0.28	0.30	0.41	0.24	0.42	0.14	0.39	0.14	0.32	1.00	0.31	0.35	0.14	0.29	0.23	0.60	0.61	0.40	0.10	0.16	0.13	0.27	0.18	0.47	0.18	0.38	0.25	0.39	0.17	0.28	0.31	0.18	0.16	0.33	0.36	0.25	0.20	0.20	0.31	0.20	0.19	0.30	0.33	0.17	0.40	0.28	0.28	0.28	0.36	0.33	0.24	0.34	0.33	0.33	0.35	0.35	0.35	0.27
UNH	0.13	0.30	0.22	0.21	0.24	0.39	0.20	0.26	0.31	0.26	0.24	0.25	0.18	0.29	0.31	1.00	0.32	0.18	0.28	0.20	0.31	0.32	0.31	0.18	0.19	0.21	0.36	0.21	0.37	0.21	0.28	0.29	0.36	0.24	0.24	0.34	0.27	0.21	0.29	0.37	0.28	0.28	0.28	0.34	0.32	0.26	0.34	0.31	0.30	0.38	0.32	0.29	0.29	0.34	0.34	0.30	0.36	0.33	0.35	0.40	0.34	0.36	0.28
PGR	0.08	0.26	0.24	0.21	0.26	0.28	0.23	0.27	0.24	0.26	0.26	0.25	0.16	0.27	0.35	0.32	1.00	0.25	0.29	0.22	0.34	0.35	0.30	0.15	0.15	0.22	0.28	0.19	0.40	0.21	0.28	0.28	0.32	0.22	0.26	0.27	0.34	0.20	0.28	0.29	0.22	0.20	0.32	0.49	0.39	0.23	0.34	0.29	0.31	0.48	0.27	0.25	0.35	0.35	0.33	0.31	0.34	0.35	0.38	0.48	0.34	0.38	0.29
GE	0.22	0.18	0.37	0.29	0.12	0.27	0.24	0.18	0.17	0.22	0.38	0.09	0.19	0.20	0.14	0.18	0.25	1.00	0.20	0.26	0.18	0.22	0.21	0.28	0.22	0.26	0.33	0.40	0.22	0.23	0.24	0.37	0.19	0.42	0.30	0.19	0.43	0.34	0.33	0.18	0.26	0.27	0.49	0.44	0.49	0.37	0.37	0.28	0.48	0.30	0.28	0.24	0.43	0.37	0.33	0.51	0.29	0.30	0.47	0.45	0.32	0.33	0.43
TMUS	0.19	0.24	0.17	0.20	0.29	0.28	0.22	0.27	0.32	0.25	0.18	0.29	0.29	0.30	0.29	0.28	0.29	0.20	1.00	0.27	0.35	0.32	0.30	0.30	0.33	0.29	0.27	0.29	0.34	0.33	0.30	0.32	0.33	0.29	0.29	0.29	0.28	0.30	0.29	0.34	0.33	0.33	0.25	0.32	0.26	0.30	0.29	0.32	0.27	0.34	0.34	0.36	0.31	0.35	0.38	0.28	0.36	0.38	0.35	0.35	0.33	0.40	0.31
DHI	0.23	0.16	0.19	0.22	0.27	0.20	0.31	0.20	0.24	0.21	0.19	0.29	0.24	0.30	0.23	0.20	0.22	0.26	0.27	1.00	0.29	0.26	0.30	0.32	0.31	0.30	0.35	0.30	0.28	0.32	0.38	0.35	0.28	0.33	0.39	0.33	0.31	0.37	0.35	0.34	0.33	0.31	0.33	0.32	0.27	0.42	0.34	0.51	0.31	0.31	0.35	0.32	0.43	0.35	0.31	0.40	0.40	0.34	0.36	0.32	0.38	0.39	0.42
MDLZ	0.14	0.25	0.15	0.18	0.41	0.31	0.33	0.37	0.26	0.45	0.20	0.41	0.18	0.32	0.60	0.31	0.34	0.18	0.35	0.29	1.00	0.61	0.42	0.13	0.19	0.17	0.31	0.24	0.46	0.24	0.41	0.30	0.40	0.23	0.31	0.33	0.26	0.20	0.35	0.38	0.29	0.27	0.24	0.37	0.25	0.28	0.34	0.34	0.25	0.42	0.31	0.31	0.32	0.38	0.36	0.27	0.38	0.37	0.39	0.40	0.37	0.38	0.30
KO	0.11	0.26	0.18	0.20	0.45	0.29	0.40	0.35	0.19	0.51	0.25	0.41	0.09	0.30	0.61	0.32	0.35	0.22	0.32	0.26	0.61	1.00	0.47	0.08	0.15	0.12	0.33	0.28	0.50	0.19	0.41	0.32	0.38	0.25	0.30	0.30	0.29	0.16	0.34	0.37	0.25	0.24	0.27	0.42	0.29	0.26	0.36	0.32	0.25	0.43	0.29	0.27	0.32	0.41	0.35	0.29	0.37	0.38	0.42	0.44	0.37	0.41	0.30
MCD	0.15	0.21	0.17	0.21	0.34	0.27	0.31	0.31	0.25	0.35	0.21	0.37	0.16	0.32	0.40	0.31	0.30	0.21	0.30	0.30	0.42	0.47	1.00	0.19	0.24	0.21	0.33	0.27	0.45	0.26	0.37	0.35	0.37	0.32	0.33	0.33	0.29	0.22	0.33	0.35	0.32	0.28	0.27	0.38	0.31	0.27	0.35	0.38	0.29	0.43	0.32	0.33	0.34	0.36	0.38	0.29	0.39	0.40	0.42	0.41	0.38	0.42	0.35
NVDA	0.43	0.21	0.17	0.27	0.13	0.13	0.12	0.20	0.29	0.09	0.15	0.17	0.51	0.20	0.10	0.18	0.15	0.28	0.30	0.32	0.13	0.08	0.19	1.00	0.58	0.56	0.22	0.42	0.16	0.55	0.26	0.27	0.30	0.35	0.34	0.38	0.26	0.66	0.32	0.34	0.54	0.55	0.33	0.20	0.30	0.44	0.27	0.35	0.38	0.27	0.52	0.61	0.38	0.34	0.43	0.43	0.44	0.42	0.31	0.29	0.45	0.41	0.54
AMZN	0.42	0.22	0.15	0.21	0.18	0.14	0.14	0.25	0.31	0.11	0.14	0.22	0.58	0.22	0.16	0.19	0.15	0.22	0.33	0.31	0.19	0.15	0.24	0.58	1.00	0.52	0.22	0.44	0.18	0.59	0.29	0.30	0.32	0.35	0.39	0.37	0.24	0.50	0.32	0.36	0.59	0.68	0.29	0.18	0.28	0.44	0.25	0.36	0.33	0.27	0.52	0.69	0.33	0.32	0.43	0.35	0.44	0.46	0.31	0.30	0.47	0.41	0.45
ANET	0.37	0.25	0.16	0.30	0.16	0.19	0.15	0.19	0.29	0.10	0.17	0.19	0.43	0.23	0.13	0.21	0.22	0.26	0.29	0.30	0.17	0.12	0.21	0.56	0.52	1.00	0.27	0.38	0.23	0.54	0.27	0.31	0.31	0.38	0.36	0.38	0.27	0.54	0.30	0.35	0.47	0.49	0.36	0.24	0.30	0.42	0.31	0.36	0.36	0.30	0.50	0.55	0.39	0.38	0.54	0.45	0.43	0.44	0.33	0.29	0.47	0.43	0.55
HCA	0.20	0.27	0.28	0.25	0.24	0.37	0.33	0.22	0.26	0.30	0.32	0.25	0.19	0.32	0.27	0.36	0.28	0.33	0.27	0.35	0.31	0.33	0.33	0.22	0.22	0.27	1.00	0.31	0.34	0.26	0.35	0.40	0.39	0.36	0.35	0.36	0.37	0.31	0.34	0.37	0.31	0.28	0.38	0.42	0.40	0.31	0.41	0.38	0.38	0.37	0.39	0.28	0.40	0.37	0.38	0.41	0.38	0.35	0.44	0.43	0.39	0.41	0.40
BKNG	0.32	0.15	0.29	0.28	0.16	0.21	0.25	0.18	0.25	0.25	0.31	0.16	0.36	0.23	0.18	0.21	0.19	0.40	0.29	0.30	0.24	0.28	0.27	0.42	0.44	0.38	0.31	1.00	0.24	0.42	0.26	0.41	0.26	0.57	0.39	0.28	0.41	0.44	0.32	0.32	0.40	0.47	0.44	0.38	0.44	0.45	0.37	0.32	0.46	0.33	0.44	0.43	0.42	0.41	0.40	0.45	0.39	0.48	0.43	0.42	0.42	0.40	0.49
WM	0.11	0.33	0.21	0.26	0.41	0.32	0.38	0.36	0.25	0.31	0.24	0.40	0.16	0.37	0.47	0.37	0.40	0.22	0.34	0.28	0.46	0.50	0.45	0.16	0.18	0.23	0.34	0.24	1.00	0.25	0.43	0.36	0.39	0.27	0.33	0.36	0.31	0.22	0.38	0.39	0.29	0.25	0.31	0.42	0.31	0.28	0.41	0.40	0.29	0.52	0.34	0.32	0.43	0.43	0.40	0.37	0.45	0.39	0.46	0.44	0.43	0.53	0.38
CRM	0.40	0.24	0.18	0.27	0.20	0.16	0.18	0.19	0.32	0.15	0.17	0.26	0.51	0.22	0.18	0.21	0.21	0.23	0.33	0.32	0.24	0.19	0.26	0.55	0.59	0.54	0.26	0.42	0.25	1.00	0.31	0.31	0.39	0.35	0.38	0.42	0.27	0.48	0.32	0.40	0.50	0.55	0.28	0.24	0.28	0.45	0.30	0.36	0.34	0.36	0.54	0.63	0.35	0.36	0.46	0.35	0.51	0.52	0.33	0.32	0.54	0.45	0.47
PLD	0.23	0.26	0.17	0.28	0.47	0.21	0.55	0.29	0.24	0.32	0.20	0.58	0.23	0.27	0.38	0.28	0.28	0.24	0.30	0.38	0.41	0.41	0.37	0.26	0.29	0.27	0.35	0.26	0.43	0.31	1.00	0.30	0.41	0.28	0.36	0.40	0.30	0.29	0.42	0.46	0.35	0.32	0.30	0.33	0.28	0.40	0.40	0.44	0.30	0.43	0.38	0.37	0.38	0.38	0.37	0.34	0.44	0.40	0.38	0.37	0.44	0.43	0.43
TJX	0.25	0.22	0.26	0.26	0.19	0.29	0.28	0.32	0.20	0.29	0.29	0.19	0.25	0.41	0.25	0.29	0.28	0.37	0.32	0.35	0.30	0.32	0.35	0.27	0.30	0.31	0.40	0.41	0.36	0.31	0.30	1.00	0.29	0.44	0.46	0.26	0.42	0.32	0.35	0.33	0.32	0.32	0.38	0.43	0.43	0.37	0.40	0.51	0.42	0.40	0.36	0.34	0.43	0.40	0.40	0.42	0.38	0.41	0.46	0.44	0.42	0.47	0.45
ABT	0.20	0.36	0.13	0.20	0.32	0.29	0.23	0.28	0.38	0.30	0.17	0.37	0.27	0.28	0.39	0.36	0.32	0.19	0.33	0.28	0.40	0.38	0.37	0.30	0.32	0.31	0.39	0.26	0.39	0.39	0.41	0.29	1.00	0.25	0.36	0.60	0.28	0.31	0.39	0.53	0.36	0.36	0.27	0.32	0.30	0.34	0.35	0.38	0.32	0.46	0.54	0.42	0.37	0.43	0.45	0.35	0.47	0.46	0.42	0.40	0.48	0.44	0.40
MAR	0.29	0.14	0.34	0.29	0.11	0.22	0.26	0.18	0.21	0.23	0.35	0.12	0.29	0.26	0.17	0.24	0.22	0.42	0.29	0.33	0.23	0.25	0.32	0.35	0.35	0.38	0.36	0.57	0.27	0.35	0.28	0.44	0.25	1.00	0.40	0.27	0.47	0.43	0.37	0.29	0.37	0.39	0.51	0.44	0.50	0.44	0.43	0.38	0.51	0.36	0.39	0.38	0.46	0.42	0.41	0.51	0.39	0.46	0.50	0.49	0.42	0.46	0.50
NKE	0.30	0.18	0.23	0.21	0.25	0.18	0.25	0.25	0.22	0.24	0.27	0.25	0.32	0.31	0.28	0.24	0.26	0.30	0.29	0.39	0.31	0.30	0.33	0.34	0.39	0.36	0.35	0.39	0.33	0.38	0.36	0.46	0.36	0.40	1.00	0.39	0.39	0.38	0.42	0.43	0.42	0.40	0.39	0.36	0.39	0.43	0.42	0.48	0.42	0.38	0.38	0.42	0.40	0.41	0.43	0.41	0.42	0.45	0.46	0.42	0.48	0.45	0.48
TMO	0.27	0.31	0.16	0.20	0.28	0.24	0.17	0.26	0.39	0.23	0.17	0.36	0.33	0.24	0.31	0.34	0.27	0.19	0.29	0.33	0.33	0.30	0.33	0.38	0.37	0.38	0.36	0.28	0.36	0.42	0.40	0.26	0.60	0.27	0.39	1.00	0.29	0.39	0.40	0.54	0.42	0.41	0.34	0.29	0.29	0.38	0.37	0.41	0.34	0.44	0.53	0.48	0.42	0.45	0.45	0.40	0.50	0.44	0.41	0.38	0.51	0.44	0.48
PNC	0.23	0.15	0.41	0.27	0.16	0.26	0.24	0.20	0.18	0.30	0.44	0.17	0.18	0.27	0.18	0.27	0.34	0.43	0.28	0.31	0.26	0.29	0.29	0.26	0.24	0.27	0.37	0.41	0.31	0.27	0.30	0.42	0.28	0.47	0.39	0.29	1.00	0.35	0.43	0.28	0.28	0.30	0.55	0.62	0.78	0.48	0.53	0.40	0.73	0.40	0.28	0.28	0.46	0.40	0.40	0.51	0.38	0.39	0.53	0.65	0.40	0.41	0.45
AMAT	0.39	0.20	0.24	0.26	0.14	0.18	0.16	0.21	0.28	0.18	0.25	0.16	0.42	0.25	0.16	0.21	0.20	0.34	0.30	0.37	0.20	0.16	0.22	0.66	0.50	0.54	0.31	0.44	0.22	0.48	0.29	0.32	0.31	0.43	0.38	0.39	0.35	1.00	0.37	0.37	0.52	0.53	0.43	0.31	0.39	0.45	0.37	0.39	0.45	0.31	0.51	0.57	0.46	0.43	0.46	0.50	0.42	0.45	0.40	0.37	0.47	0.46	0.62
UPS	0.22	0.20	0.28	0.20	0.28	0.25	0.24	0.30	0.24	0.28	0.33	0.30	0.25	0.32	0.33	0.29	0.28	0.33	0.29	0.35	0.35	0.34	0.33	0.32	0.32	0.30	0.34	0.32	0.38	0.32	0.42	0.35	0.39	0.37	0.42	0.40	0.43	0.37	1.00	0.40	0.39	0.33	0.48	0.39	0.43	0.44	0.53	0.49	0.45	0.42	0.36	0.38	0.44	0.42	0.45	0.46	0.40	0.40	0.50	0.50	0.44	0.45	0.45
ZTS	0.24	0.38	0.16	0.21	0.33	0.27	0.30	0.28	0.35	0.29	0.19	0.40	0.31	0.33	0.36	0.37	0.29	0.18	0.34	0.34	0.38	0.37	0.35	0.34	0.36	0.35	0.37	0.32	0.39	0.40	0.46	0.33	0.53	0.29	0.43	0.54	0.28	0.37	0.40	1.00	0.42	0.40	0.30	0.30	0.27	0.38	0.38	0.44	0.32	0.48	0.49	0.44	0.39	0.43	0.40	0.35	0.52	0.46	0.40	0.38	0.50	0.47	0.44
AAPL	0.43	0.25	0.20	0.20	0.24	0.20	0.20	0.26	0.32	0.22	0.22	0.28	0.47	0.27	0.25	0.28	0.22	0.26	0.33	0.33	0.29	0.25	0.32	0.54	0.59	0.47	0.31	0.40	0.29	0.50	0.35	0.32	0.36	0.37	0.42	0.42	0.28	0.52	0.39	0.42	1.00	0.61	0.33	0.26	0.33	0.42	0.34	0.39	0.38	0.36	0.52	0.66	0.36	0.40	0.50	0.38	0.47	0.49	0.38	0.39	0.49	0.45	0.52
GOOGL	0.39	0.25	0.22	0.25	0.21	0.19	0.18	0.24	0.33	0.20	0.22	0.24	0.49	0.24	0.20	0.28	0.20	0.27	0.33	0.31	0.27	0.24	0.28	0.55	0.68	0.49	0.28	0.47	0.25	0.55	0.32	0.32	0.36	0.39	0.40	0.41	0.30	0.53	0.33	0.40	0.61	1.00	0.34	0.27	0.34	0.45	0.33	0.36	0.39	0.36	0.54	0.71	0.37	0.41	0.49	0.39	0.48	0.53	0.40	0.38	0.53	0.45	0.50
CAT	0.23	0.19	0.50	0.31	0.14	0.26	0.21	0.21	0.25	0.27	0.54	0.15	0.24	0.28	0.20	0.28	0.32	0.49	0.25	0.33	0.24	0.27	0.27	0.33	0.29	0.36	0.38	0.44	0.31	0.28	0.30	0.38	0.27	0.51	0.39	0.34	0.55	0.43	0.48	0.30	0.33	0.34	1.00	0.52	0.59	0.45	0.57	0.42	0.58	0.35	0.35	0.32	0.53	0.48	0.45	0.67	0.37	0.41	0.59	0.58	0.41	0.43	0.54
AFL	0.17	0.24	0.42	0.30	0.25	0.36	0.33	0.29	0.20	0.34	0.46	0.25	0.13	0.32	0.31	0.34	0.49	0.44	0.32	0.32	0.37	0.42	0.38	0.20	0.18	0.24	0.42	0.38	0.42	0.24	0.33	0.43	0.32	0.44	0.36	0.29	0.62	0.31	0.39	0.30	0.26	0.27	0.52	1.00	0.64	0.39	0.47	0.37	0.57	0.55	0.31	0.28	0.47	0.47	0.41	0.50	0.41	0.43	0.58	0.68	0.42	0.47	0.44
JPM	0.23	0.19	0.44	0.30	0.13	0.29	0.22	0.23	0.19	0.29	0.46	0.14	0.22	0.29	0.20	0.32	0.39	0.49	0.26	0.27	0.25	0.29	0.31	0.30	0.28	0.30	0.40	0.44	0.31	0.28	0.28	0.43	0.30	0.50	0.39	0.29	0.78	0.39	0.43	0.27	0.33	0.34	0.59	0.64	1.00	0.47	0.52	0.39	0.78	0.45	0.33	0.32	0.48	0.45	0.44	0.55	0.39	0.44	0.56	0.71	0.41	0.44	0.48
BX	0.34	0.20	0.28	0.31	0.26	0.21	0.29	0.20	0.25	0.23	0.29	0.28	0.35	0.24	0.19	0.26	0.23	0.37	0.30	0.42	0.28	0.26	0.27	0.44	0.44	0.42	0.31	0.45	0.28	0.45	0.40	0.37	0.34	0.44	0.43	0.38	0.48	0.45	0.44	0.38	0.42	0.45	0.45	0.39	0.47	1.00	0.43	0.45	0.55	0.38	0.45	0.47	0.47	0.42	0.43	0.50	0.50	0.46	0.45	0.45	0.49	0.47	0.52
UNP	0.19	0.19	0.39	0.26	0.26	0.29	0.28	0.25	0.23	0.31	0.39	0.26	0.22	0.32	0.30	0.34	0.34	0.37	0.29	0.34	0.34	0.36	0.35	0.27	0.25	0.31	0.41	0.37	0.41	0.30	0.40	0.40	0.35	0.43	0.42	0.37	0.53	0.37	0.53	0.38	0.34	0.33	0.57	0.47	0.52	0.43	1.00	0.46	0.51	0.44	0.37	0.36	0.50	0.46	0.45	0.53	0.45	0.44	0.57	0.57	0.48	0.49	0.49
HD	0.25	0.25	0.21	0.25	0.30	0.25	0.28	0.39	0.23	0.26	0.25	0.34	0.30	0.45	0.33	0.31	0.29	0.28	0.32	0.51	0.34	0.32	0.38	0.35	0.36	0.36	0.38	0.32	0.40	0.36	0.44	0.51	0.38	0.38	0.48	0.41	0.40	0.39	0.49	0.44	0.39	0.36	0.42	0.37	0.39	0.45	0.46	1.00	0.42	0.44	0.39	0.43	0.49	0.44	0.45	0.46	0.49	0.45	0.47	0.45	0.50	0.49	0.48
MS	0.27	0.17	0.43	0.32	0.13	0.27	0.20	0.21	0.20	0.30	0.45	0.16	0.27	0.27	0.17	0.30	0.31	0.48	0.27	0.31	0.25	0.25	0.29	0.38	0.33	0.36	0.38	0.46	0.29	0.34	0.30	0.42	0.32	0.51	0.42	0.34	0.73	0.45	0.45	0.32	0.38	0.39	0.58	0.57	0.78	0.55	0.51	0.42	1.00	0.42	0.37	0.38	0.50	0.45	0.44	0.57	0.43	0.45	0.54	0.65	0.45	0.43	0.53
MMC	0.18	0.33	0.25	0.25	0.31	0.35	0.32	0.32	0.30	0.31	0.28	0.34	0.26	0.39	0.40	0.38	0.48	0.30	0.34	0.31	0.42	0.43	0.43	0.27	0.27	0.30	0.37	0.33	0.52	0.36	0.43	0.40	0.46	0.36	0.38	0.44	0.40	0.31	0.42	0.48	0.36	0.36	0.35	0.55	0.45	0.38	0.44	0.44	0.42	1.00	0.41	0.41	0.47	0.52	0.46	0.43	0.55	0.50	0.51	0.57	0.53	0.56	0.47
ISRG	0.36	0.32	0.19	0.28	0.29	0.27	0.25	0.27	0.38	0.22	0.20	0.31	0.44	0.28	0.28	0.32	0.27	0.28	0.34	0.35	0.31	0.29	0.32	0.52	0.52	0.50	0.39	0.44	0.34	0.54	0.38	0.36	0.54	0.39	0.38	0.53	0.28	0.51	0.36	0.49	0.52	0.54	0.35	0.31	0.33	0.45	0.37	0.39	0.37	0.41	1.00	0.61	0.46	0.46	0.50	0.46	0.54	0.54	0.43	0.40	0.56	0.54	0.54
MSFT	0.41	0.30	0.18	0.26	0.26	0.21	0.21	0.28	0.37	0.19	0.16	0.30	0.53	0.30	0.28	0.29	0.25	0.24	0.36	0.32	0.31	0.27	0.33	0.61	0.69	0.55	0.28	0.43	0.32	0.63	0.37	0.34	0.42	0.38	0.42	0.48	0.28	0.57	0.38	0.44	0.66	0.71	0.32	0.28	0.32	0.47	0.36	0.43	0.38	0.41	0.61	1.00	0.42	0.45	0.53	0.43	0.56	0.57	0.41	0.39	0.60	0.53	0.55
TT	0.23	0.26	0.26	0.33	0.24	0.28	0.28	0.27	0.24	0.27	0.27	0.24	0.27	0.34	0.28	0.29	0.35	0.43	0.31	0.43	0.32	0.32	0.34	0.38	0.33	0.39	0.40	0.42	0.43	0.35	0.38	0.43	0.37	0.46	0.40	0.42	0.46	0.46	0.44	0.39	0.36	0.37	0.53	0.47	0.48	0.47	0.50	0.49	0.50	0.47	0.46	0.42	1.00	0.53	0.44	0.71	0.48	0.45	0.59	0.51	0.49	0.55	0.63
LIN	0.22	0.27	0.30	0.27	0.29	0.33	0.28	0.29	0.28	0.32	0.34	0.31	0.29	0.34	0.36	0.34	0.35	0.37	0.35	0.35	0.38	0.41	0.36	0.34	0.32	0.38	0.37	0.41	0.43	0.36	0.38	0.40	0.43	0.42	0.41	0.45	0.40	0.43	0.42	0.43	0.40	0.41	0.48	0.47	0.45	0.42	0.46	0.44	0.45	0.52	0.46	0.45	0.53	1.00	0.48	0.53	0.49	0.50	0.55	0.51	0.54	0.54	0.53
CSCO	0.27	0.30	0.31	0.28	0.26	0.30	0.25	0.31	0.34	0.29	0.34	0.29	0.36	0.33	0.33	0.34	0.33	0.33	0.38	0.31	0.36	0.35	0.38	0.43	0.43	0.54	0.38	0.40	0.40	0.46	0.37	0.40	0.45	0.41	0.43	0.45	0.40	0.46	0.45	0.40	0.50	0.49	0.45	0.41	0.44	0.43	0.45	0.45	0.44	0.46	0.50	0.53	0.44	0.48	1.00	0.48	0.47	0.50	0.51	0.50	0.56	0.48	0.55
ETN	0.27	0.27	0.37	0.39	0.18	0.30	0.25	0.25	0.24	0.26	0.38	0.17	0.28	0.30	0.24	0.30	0.31	0.51	0.28	0.40	0.27	0.29	0.29	0.43	0.35	0.45	0.41	0.45	0.37	0.35	0.34	0.42	0.35	0.51	0.41	0.40	0.51	0.50	0.46	0.35	0.38	0.39	0.67	0.50	0.55	0.50	0.53	0.46	0.57	0.43	0.46	0.43	0.71	0.53	0.48	1.00	0.45	0.45	0.61	0.55	0.49	0.52	0.65
SPGI	0.31	0.30	0.21	0.28	0.32	0.25	0.29	0.31	0.32	0.25	0.22	0.40	0.37	0.33	0.34	0.36	0.34	0.29	0.36	0.40	0.38	0.37	0.39	0.44	0.44	0.43	0.38	0.39	0.45	0.51	0.44	0.38	0.47	0.39	0.42	0.50	0.38	0.42	0.40	0.52	0.47	0.48	0.37	0.41	0.39	0.50	0.45	0.49	0.43	0.55	0.54	0.56	0.48	0.49	0.47	0.45	1.00	0.58	0.48	0.48	0.60	0.58	0.54
V	0.30	0.26	0.27	0.28	0.27	0.27	0.30	0.27	0.35	0.27	0.30	0.31	0.39	0.33	0.33	0.33	0.35	0.30	0.38	0.34	0.37	0.38	0.40	0.42	0.46	0.44	0.35	0.48	0.39	0.52	0.40	0.41	0.46	0.46	0.45	0.44	0.39	0.45	0.40	0.46	0.49	0.53	0.41	0.43	0.44	0.46	0.44	0.45	0.45	0.50	0.54	0.57	0.45	0.50	0.50	0.45	0.58	1.00	0.49	0.51	0.59	0.54	0.51
HON	0.23	0.25	0.37	0.30	0.29	0.32	0.31	0.29	0.29	0.35	0.40	0.26	0.24	0.35	0.33	0.35	0.38	0.47	0.35	0.36	0.39	0.42	0.42	0.31	0.31	0.33	0.44	0.43	0.46	0.33	0.38	0.46	0.42	0.50	0.46	0.41	0.53	0.40	0.50	0.40	0.38	0.40	0.59	0.58	0.56	0.45	0.57	0.47	0.54	0.51	0.43	0.41	0.59	0.55	0.51	0.61	0.48	0.49	1.00	0.61	0.52	0.56	0.56
BRK-B	0.21	0.27	0.43	0.31	0.26	0.36	0.30	0.33	0.25	0.37	0.48	0.24	0.25	0.34	0.35	0.40	0.48	0.45	0.35	0.32	0.40	0.44	0.41	0.29	0.30	0.29	0.43	0.42	0.44	0.32	0.37	0.44	0.40	0.49	0.42	0.38	0.65	0.37	0.50	0.38	0.39	0.38	0.58	0.68	0.71	0.45	0.57	0.45	0.65	0.57	0.40	0.39	0.51	0.51	0.50	0.55	0.48	0.51	0.61	1.00	0.50	0.51	0.49
ACN	0.30	0.28	0.24	0.27	0.31	0.29	0.31	0.31	0.31	0.29	0.27	0.36	0.39	0.35	0.35	0.34	0.34	0.32	0.33	0.38	0.37	0.37	0.38	0.45	0.47	0.47	0.39	0.42	0.43	0.54	0.44	0.42	0.48	0.42	0.48	0.51	0.40	0.47	0.44	0.50	0.49	0.53	0.41	0.42	0.41	0.49	0.48	0.50	0.45	0.53	0.56	0.60	0.49	0.54	0.56	0.49	0.60	0.59	0.52	0.50	1.00	0.57	0.58
CTAS	0.28	0.30	0.27	0.32	0.33	0.31	0.35	0.32	0.28	0.27	0.28	0.34	0.32	0.41	0.35	0.36	0.38	0.33	0.40	0.39	0.38	0.41	0.42	0.41	0.41	0.43	0.41	0.40	0.53	0.45	0.43	0.47	0.44	0.46	0.45	0.44	0.41	0.46	0.45	0.47	0.45	0.45	0.43	0.47	0.44	0.47	0.49	0.49	0.43	0.56	0.54	0.53	0.55	0.54	0.48	0.52	0.58	0.54	0.56	0.51	0.57	1.00	0.59
APH	0.37	0.26	0.31	0.35	0.26	0.26	0.29	0.27	0.27	0.27	0.33	0.27	0.38	0.32	0.27	0.28	0.29	0.43	0.31	0.42	0.30	0.30	0.35	0.54	0.45	0.55	0.40	0.49	0.38	0.47	0.43	0.45	0.40	0.50	0.48	0.48	0.45	0.62	0.45	0.44	0.52	0.50	0.54	0.44	0.48	0.52	0.49	0.48	0.53	0.47	0.54	0.55	0.63	0.53	0.55	0.65	0.54	0.51	0.56	0.49	0.58	0.59	1.00

The correlation results are calculated based on daily price changes starting from Oct 5, 2016

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