nasdaq100
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
nasdaq100
Last updated Jul 25, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMAT Applied Materials, Inc. | Technology | 2.86% |
AMD Advanced Micro Devices, Inc. | Technology | 2.86% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2.86% |
ASML ASML Holding N.V. | Technology | 2.86% |
AVGO Broadcom Inc. | Technology | 2.86% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2.86% |
CCEP Coca-Cola European Partners plc | Consumer Defensive | 2.86% |
CDNS Cadence Design Systems, Inc. | Technology | 2.86% |
CDW CDW Corporation | Technology | 2.86% |
COST Costco Wholesale Corporation | Consumer Defensive | 2.86% |
CPRT Copart, Inc. | Industrials | 2.86% |
CSGP CoStar Group, Inc. | Real Estate | 2.86% |
CTAS Cintas Corporation | Industrials | 2.86% |
FANG Diamondback Energy, Inc. | Energy | 2.86% |
FAST Fastenal Company | Industrials | 2.86% |
GOOG Alphabet Inc. | Communication Services | 2.86% |
GOOGL Alphabet Inc. | Communication Services | 2.86% |
INTU Intuit Inc. | Technology | 2.86% |
ISRG Intuitive Surgical, Inc. | Healthcare | 2.86% |
KLAC KLA Corporation | Technology | 2.86% |
LIN | 2.86% | |
LRCX | 2.86% | |
MAR | 2.86% | |
META | 2.86% | |
MSFT | 2.86% | |
MU | 2.86% | |
NFLX | 2.86% | |
NVDA | 2.86% | |
ORLY | 2.86% | |
PCAR | 2.86% | |
ROP | 2.86% | |
ROST | 2.86% | |
SNPS | 2.86% | |
USD | 2.86% | |
VRTX | 2.86% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in nasdaq100, 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 Quarterly
nasdaq100
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the nasdaq100 returned 20.74% Year-To-Date and 28.50% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| nasdaq100 | 19.49% | -6.35% | 11.66% | 38.69% | 28.24% | 28.38% |
| Portfolio components: | ||||||
MSFT | 11.67% | -7.22% | 3.72% | 24.84% | 25.47% | 27.35% |
NVDA | 126.76% | -10.95% | 82.25% | 147.10% | 91.77% | 74.95% |
AMZN Amazon.com, Inc. | 18.37% | -3.48% | 14.01% | 40.34% | 13.13% | 27.41% |
META | 28.36% | -11.20% | 15.56% | 52.17% | 17.89% | 19.79% |
AVGO Broadcom Inc. | 34.71% | -5.58% | 22.25% | 70.07% | 42.16% | 40.02% |
GOOGL Alphabet Inc. | 19.89% | -9.10% | 10.27% | 29.55% | 21.92% | 18.82% |
GOOG Alphabet Inc. | 20.17% | -8.85% | 10.23% | 30.61% | 22.09% | 19.15% |
COST Costco Wholesale Corporation | 23.99% | -4.62% | 20.38% | 48.40% | 25.92% | 24.05% |
AMD Advanced Micro Devices, Inc. | -6.17% | -13.68% | -23.30% | 25.64% | 32.44% | 43.60% |
NFLX | 30.24% | -5.70% | 12.83% | 50.02% | 13.58% | 26.50% |
LIN | 8.54% | 0.42% | 10.48% | 15.56% | 18.94% | 15.23% |
INTU Intuit Inc. | 0.64% | -0.52% | -2.09% | 26.82% | 17.91% | 23.48% |
AMAT Applied Materials, Inc. | 25.27% | -13.64% | 17.61% | 46.68% | 33.26% | 26.92% |
ISRG Intuitive Surgical, Inc. | 29.46% | -1.26% | 16.47% | 32.60% | 19.99% | 23.83% |
MU | 26.14% | -23.79% | 20.68% | 60.24% | 18.22% | 13.12% |
LRCX | 13.33% | -16.03% | 2.55% | 38.98% | 35.02% | 30.96% |
BKNG Booking Holdings Inc. | 3.68% | -8.83% | 4.98% | 24.32% | 13.36% | 11.51% |
VRTX | 20.98% | 3.89% | 14.49% | 39.88% | 24.20% | 17.84% |
KLAC KLA Corporation | 31.78% | -6.75% | 19.38% | 68.23% | 42.51% | 32.28% |
SNPS | 4.62% | -10.23% | 0.38% | 19.89% | 31.54% | 30.09% |
CDNS Cadence Design Systems, Inc. | -5.14% | -17.06% | -11.27% | 10.44% | 27.81% | 31.39% |
ASML ASML Holding N.V. | 14.40% | -15.70% | -0.36% | 27.15% | 31.41% | 27.41% |
MAR | 4.15% | -4.53% | -3.15% | 21.85% | 11.50% | 14.60% |
ORLY | 15.03% | 3.32% | 6.73% | 13.18% | 23.32% | 21.88% |
CTAS Cintas Corporation | 25.78% | 5.58% | 26.65% | 47.53% | 24.77% | 29.63% |
PCAR | 0.49% | -8.34% | -3.81% | 20.62% | 19.79% | 12.64% |
ROP | -0.37% | -3.80% | -1.69% | 10.13% | 8.74% | 14.52% |
CPRT Copart, Inc. | 2.92% | -8.76% | 2.94% | 12.59% | 20.52% | 27.85% |
ROST | 2.48% | -4.95% | 0.72% | 25.64% | 6.75% | 17.16% |
FAST Fastenal Company | 7.24% | 6.58% | 0.36% | 20.15% | 19.81% | 14.82% |
CSGP CoStar Group, Inc. | -10.93% | 5.33% | -8.00% | -7.75% | 4.19% | 18.08% |
FANG Diamondback Energy, Inc. | 32.31% | 0.97% | 31.26% | 45.40% | 19.24% | 11.30% |
CDW CDW Corporation | 1.09% | 1.78% | 0.35% | 21.88% | 16.18% | 23.47% |
CCEP Coca-Cola European Partners plc | 10.03% | -3.56% | 7.65% | 16.10% | 7.94% | 12.27% |
USD | 108.58% | -20.20% | 65.39% | 154.63% | 57.48% | 46.10% |
Monthly Returns
The table below presents the monthly returns of nasdaq100, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.89% | 9.40% | 4.80% | -5.66% | 5.36% | 6.05% | 19.49% | ||||||
| 2023 | 11.10% | -0.23% | 8.17% | 1.49% | 8.18% | 6.09% | 4.06% | 0.39% | -4.81% | -0.77% | 11.48% | 7.45% | 65.06% |
| 2022 | -9.97% | -3.47% | 3.48% | -11.73% | 2.14% | -11.20% | 14.41% | -6.24% | -9.76% | 8.17% | 11.67% | -6.96% | -21.68% |
| 2021 | -1.75% | 6.21% | 3.19% | 5.34% | 0.55% | 4.64% | 3.13% | 2.89% | -4.19% | 8.59% | 3.18% | 4.54% | 42.12% |
| 2020 | -0.09% | -5.10% | -12.62% | 16.18% | 7.41% | 3.58% | 8.38% | 6.42% | -4.16% | -2.72% | 16.13% | 5.96% | 41.68% |
| 2019 | 12.00% | 5.47% | 4.35% | 5.64% | -8.03% | 9.52% | 3.34% | -0.48% | 0.82% | 4.72% | 4.26% | 4.36% | 54.94% |
| 2018 | 10.14% | -1.44% | -1.29% | -0.18% | 6.47% | 0.62% | 4.55% | 4.39% | -0.32% | -10.44% | 2.61% | -8.32% | 5.02% |
| 2017 | 5.34% | 4.86% | 4.00% | 2.34% | 5.42% | -2.80% | 5.10% | 1.48% | 4.53% | 5.97% | 2.29% | -0.03% | 45.52% |
| 2016 | -6.63% | 1.49% | 8.40% | -0.36% | 7.11% | 0.09% | 6.94% | 3.47% | 1.28% | -1.49% | 5.50% | 2.45% | 30.94% |
| 2015 | -2.64% | 8.55% | -2.99% | 1.78% | 2.29% | -3.16% | 3.03% | -3.85% | -2.65% | 12.65% | 2.72% | -0.74% | 14.49% |
| 2014 | -3.59% | 4.56% | 5.36% | -2.07% | 5.70% | -0.92% | 1.20% | 4.32% | 0.72% | 15.83% |
Expense Ratio
nasdaq100 has an expense ratio of 0.03%, 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.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of nasdaq100 is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
nasdaq100
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MSFT | 1.25 | 1.73 | 1.22 | 1.91 | 7.50 |
NVDA | 3.16 | 3.61 | 1.45 | 7.43 | 20.09 |
AMZN Amazon.com, Inc. | 1.45 | 2.20 | 1.26 | 1.12 | 8.02 |
META | 1.41 | 2.20 | 1.28 | 2.02 | 7.91 |
AVGO Broadcom Inc. | 1.78 | 2.51 | 1.31 | 3.87 | 10.69 |
GOOGL Alphabet Inc. | 1.07 | 1.52 | 1.22 | 1.60 | 6.22 |
GOOG Alphabet Inc. | 1.12 | 1.56 | 1.22 | 1.69 | 6.52 |
COST Costco Wholesale Corporation | 2.59 | 3.14 | 1.47 | 4.17 | 13.12 |
AMD Advanced Micro Devices, Inc. | 0.54 | 1.07 | 1.13 | 0.61 | 1.67 |
NFLX | 1.51 | 2.38 | 1.30 | 1.00 | 7.56 |
LIN | 0.99 | 1.43 | 1.20 | 1.34 | 3.14 |
INTU Intuit Inc. | 1.04 | 1.47 | 1.20 | 0.89 | 4.77 |
AMAT Applied Materials, Inc. | 1.30 | 1.84 | 1.24 | 2.24 | 7.26 |
ISRG Intuitive Surgical, Inc. | 1.15 | 1.82 | 1.23 | 1.11 | 4.62 |
MU | 1.50 | 2.22 | 1.27 | 1.77 | 7.90 |
LRCX | 1.08 | 1.61 | 1.21 | 1.81 | 5.05 |
BKNG Booking Holdings Inc. | 0.94 | 1.39 | 1.19 | 1.58 | 3.89 |
VRTX | 1.72 | 2.72 | 1.35 | 3.34 | 7.78 |
KLAC KLA Corporation | 1.95 | 2.47 | 1.33 | 4.46 | 12.06 |
SNPS | 0.68 | 1.11 | 1.14 | 1.31 | 3.46 |
CDNS Cadence Design Systems, Inc. | 0.38 | 0.70 | 1.09 | 0.50 | 1.68 |
ASML ASML Holding N.V. | 0.74 | 1.19 | 1.16 | 0.79 | 2.77 |
MAR | 1.05 | 1.55 | 1.19 | 1.91 | 4.16 |
ORLY | 0.64 | 0.97 | 1.13 | 0.73 | 1.84 |
CTAS Cintas Corporation | 2.49 | 3.81 | 1.51 | 5.59 | 18.96 |
PCAR | 0.88 | 1.24 | 1.19 | 0.95 | 2.61 |
ROP | 0.62 | 0.86 | 1.13 | 1.14 | 3.34 |
CPRT Copart, Inc. | 0.61 | 0.98 | 1.11 | 0.96 | 2.50 |
ROST | 1.23 | 2.12 | 1.25 | 1.65 | 4.81 |
FAST Fastenal Company | 0.98 | 1.60 | 1.20 | 0.99 | 2.30 |
CSGP CoStar Group, Inc. | -0.28 | -0.22 | 0.97 | -0.27 | -0.71 |
FANG Diamondback Energy, Inc. | 1.98 | 2.93 | 1.36 | 3.81 | 9.16 |
CDW CDW Corporation | 0.99 | 1.38 | 1.20 | 1.30 | 3.22 |
CCEP Coca-Cola European Partners plc | 0.93 | 1.45 | 1.17 | 1.12 | 3.70 |
USD | 2.29 | 2.63 | 1.33 | 3.74 | 11.77 |
nasdaq100
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
nasdaq100 granted a 0.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| nasdaq100 | 0.85% | 0.87% | 0.98% | 0.59% | 0.75% | 0.84% | 1.08% | 0.84% | 2.26% | 1.03% | 1.53% | 0.82% |
| Portfolio components: | ||||||||||||
MSFT | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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% |
META | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.50% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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% |
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% |
LIN | 1.20% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
INTU Intuit Inc. | 0.57% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
AMAT Applied Materials, Inc. | 0.67% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
ISRG Intuitive Surgical, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MU | 0.43% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRCX | 0.90% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
BKNG Booking Holdings Inc. | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
KLAC KLA Corporation | 0.74% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
SNPS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDNS Cadence Design Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 0.76% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
MAR | 0.94% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
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% |
CTAS Cintas Corporation | 0.72% | 0.83% | 0.93% | 0.77% | 0.20% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.28% |
PCAR | 4.40% | 4.31% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% |
ROP | 0.54% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% | 0.36% |
CPRT Copart, 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% |
ROST | 1.00% | 0.97% | 1.07% | 1.00% | 0.23% | 0.88% | 1.08% | 0.80% | 0.82% | 0.87% | 0.85% | 0.91% |
FAST Fastenal Company | 2.76% | 2.73% | 2.60% | 1.74% | 2.83% | 2.32% | 2.90% | 2.31% | 2.52% | 2.70% | 2.07% | 1.66% |
CSGP CoStar Group, 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% |
FANG Diamondback Energy, Inc. | 4.63% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDW CDW Corporation | 1.07% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% | 0.55% | 0.18% |
CCEP Coca-Cola European Partners plc | 2.79% | 2.94% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.38% | 49.27% | 2.27% | 2.26% | 1.81% |
USD | 0.02% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 3.71% | 0.39% | 1.80% | 0.63% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
nasdaq100
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the nasdaq100. 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 nasdaq100 was 34.60%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current nasdaq100 drawdown is 7.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.6% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -32.94% | Dec 28, 2021 | 202 | Oct 14, 2022 | 153 | May 25, 2023 | 355 |
| -22.5% | Sep 5, 2018 | 77 | Dec 24, 2018 | 53 | Mar 13, 2019 | 130 |
| -14.64% | Dec 30, 2015 | 30 | Feb 11, 2016 | 31 | Mar 29, 2016 | 61 |
| -11.96% | Aug 11, 2015 | 11 | Aug 25, 2015 | 41 | Oct 22, 2015 | 52 |
Volatility
Volatility Chart
The current nasdaq100 volatility is 6.23%, 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.
nasdaq100
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.
| FANG | CCEP | VRTX | ORLY | ROST | COST | NFLX | PCAR | MAR | AMD | FAST | LIN | BKNG | CSGP | ROP | META | MU | CDW | AMZN | ISRG | CPRT | CTAS | NVDA | AVGO | GOOG | GOOGL | INTU | ASML | CDNS | AMAT | MSFT | LRCX | KLAC | SNPS | USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FANG | 1.00 | 0.19 | 0.17 | 0.17 | 0.25 | 0.12 | 0.16 | 0.35 | 0.32 | 0.21 | 0.26 | 0.29 | 0.30 | 0.19 | 0.25 | 0.19 | 0.29 | 0.28 | 0.19 | 0.20 | 0.24 | 0.25 | 0.21 | 0.25 | 0.24 | 0.23 | 0.18 | 0.25 | 0.19 | 0.29 | 0.20 | 0.28 | 0.25 | 0.19 | 0.28 |
| CCEP | 0.19 | 1.00 | 0.22 | 0.26 | 0.34 | 0.29 | 0.19 | 0.34 | 0.36 | 0.17 | 0.29 | 0.38 | 0.37 | 0.29 | 0.33 | 0.26 | 0.24 | 0.35 | 0.25 | 0.31 | 0.34 | 0.36 | 0.22 | 0.30 | 0.30 | 0.30 | 0.31 | 0.31 | 0.27 | 0.28 | 0.31 | 0.28 | 0.28 | 0.30 | 0.30 |
| VRTX | 0.17 | 0.22 | 1.00 | 0.23 | 0.23 | 0.25 | 0.30 | 0.26 | 0.24 | 0.26 | 0.29 | 0.28 | 0.28 | 0.33 | 0.34 | 0.36 | 0.29 | 0.30 | 0.33 | 0.39 | 0.31 | 0.30 | 0.30 | 0.31 | 0.36 | 0.36 | 0.36 | 0.31 | 0.35 | 0.30 | 0.37 | 0.31 | 0.32 | 0.38 | 0.35 |
| ORLY | 0.17 | 0.26 | 0.23 | 1.00 | 0.45 | 0.41 | 0.24 | 0.36 | 0.30 | 0.19 | 0.41 | 0.35 | 0.27 | 0.33 | 0.38 | 0.27 | 0.21 | 0.36 | 0.28 | 0.30 | 0.40 | 0.43 | 0.25 | 0.28 | 0.30 | 0.30 | 0.34 | 0.27 | 0.33 | 0.29 | 0.34 | 0.30 | 0.31 | 0.34 | 0.29 |
| ROST | 0.25 | 0.34 | 0.23 | 0.45 | 1.00 | 0.42 | 0.27 | 0.41 | 0.46 | 0.25 | 0.41 | 0.37 | 0.39 | 0.34 | 0.39 | 0.31 | 0.32 | 0.43 | 0.32 | 0.36 | 0.43 | 0.45 | 0.32 | 0.34 | 0.35 | 0.35 | 0.40 | 0.34 | 0.34 | 0.36 | 0.36 | 0.35 | 0.37 | 0.37 | 0.38 |
| COST | 0.12 | 0.29 | 0.25 | 0.41 | 0.42 | 1.00 | 0.31 | 0.33 | 0.30 | 0.28 | 0.41 | 0.36 | 0.29 | 0.34 | 0.40 | 0.35 | 0.31 | 0.40 | 0.41 | 0.40 | 0.42 | 0.44 | 0.37 | 0.36 | 0.42 | 0.42 | 0.45 | 0.37 | 0.42 | 0.37 | 0.47 | 0.37 | 0.38 | 0.42 | 0.42 |
| NFLX | 0.16 | 0.19 | 0.30 | 0.24 | 0.27 | 0.31 | 1.00 | 0.24 | 0.28 | 0.39 | 0.28 | 0.30 | 0.37 | 0.38 | 0.34 | 0.51 | 0.36 | 0.33 | 0.54 | 0.39 | 0.38 | 0.34 | 0.46 | 0.40 | 0.48 | 0.48 | 0.46 | 0.42 | 0.46 | 0.40 | 0.49 | 0.39 | 0.40 | 0.46 | 0.48 |
| PCAR | 0.35 | 0.34 | 0.26 | 0.36 | 0.41 | 0.33 | 0.24 | 1.00 | 0.47 | 0.29 | 0.54 | 0.49 | 0.40 | 0.35 | 0.50 | 0.30 | 0.38 | 0.45 | 0.26 | 0.35 | 0.44 | 0.47 | 0.32 | 0.41 | 0.34 | 0.34 | 0.36 | 0.41 | 0.37 | 0.43 | 0.36 | 0.43 | 0.43 | 0.36 | 0.45 |
| MAR | 0.32 | 0.36 | 0.24 | 0.30 | 0.46 | 0.30 | 0.28 | 0.47 | 1.00 | 0.31 | 0.39 | 0.43 | 0.55 | 0.38 | 0.42 | 0.35 | 0.41 | 0.46 | 0.35 | 0.38 | 0.43 | 0.47 | 0.35 | 0.42 | 0.40 | 0.40 | 0.41 | 0.44 | 0.39 | 0.44 | 0.39 | 0.44 | 0.43 | 0.40 | 0.47 |
| AMD | 0.21 | 0.17 | 0.26 | 0.19 | 0.25 | 0.28 | 0.39 | 0.29 | 0.31 | 1.00 | 0.30 | 0.30 | 0.32 | 0.37 | 0.33 | 0.41 | 0.50 | 0.39 | 0.45 | 0.41 | 0.39 | 0.35 | 0.64 | 0.49 | 0.43 | 0.43 | 0.44 | 0.52 | 0.50 | 0.53 | 0.47 | 0.53 | 0.53 | 0.51 | 0.65 |
| FAST | 0.26 | 0.29 | 0.29 | 0.41 | 0.41 | 0.41 | 0.28 | 0.54 | 0.39 | 0.30 | 1.00 | 0.49 | 0.35 | 0.40 | 0.55 | 0.35 | 0.35 | 0.44 | 0.35 | 0.40 | 0.49 | 0.53 | 0.36 | 0.41 | 0.39 | 0.39 | 0.44 | 0.43 | 0.43 | 0.43 | 0.44 | 0.43 | 0.44 | 0.44 | 0.45 |
| LIN | 0.29 | 0.38 | 0.28 | 0.35 | 0.37 | 0.36 | 0.30 | 0.49 | 0.43 | 0.30 | 0.49 | 1.00 | 0.42 | 0.41 | 0.53 | 0.35 | 0.36 | 0.45 | 0.33 | 0.45 | 0.45 | 0.52 | 0.35 | 0.41 | 0.42 | 0.42 | 0.45 | 0.48 | 0.44 | 0.44 | 0.46 | 0.43 | 0.44 | 0.44 | 0.47 |
| BKNG | 0.30 | 0.37 | 0.28 | 0.27 | 0.39 | 0.29 | 0.37 | 0.40 | 0.55 | 0.32 | 0.35 | 0.42 | 1.00 | 0.39 | 0.38 | 0.46 | 0.42 | 0.44 | 0.47 | 0.42 | 0.44 | 0.41 | 0.42 | 0.43 | 0.50 | 0.51 | 0.45 | 0.44 | 0.43 | 0.43 | 0.43 | 0.43 | 0.44 | 0.45 | 0.48 |
| CSGP | 0.19 | 0.29 | 0.33 | 0.33 | 0.34 | 0.34 | 0.38 | 0.35 | 0.38 | 0.37 | 0.40 | 0.41 | 0.39 | 1.00 | 0.48 | 0.43 | 0.37 | 0.45 | 0.47 | 0.49 | 0.49 | 0.48 | 0.42 | 0.41 | 0.46 | 0.45 | 0.55 | 0.43 | 0.50 | 0.41 | 0.47 | 0.41 | 0.42 | 0.52 | 0.46 |
| ROP | 0.25 | 0.33 | 0.34 | 0.38 | 0.39 | 0.40 | 0.34 | 0.50 | 0.42 | 0.33 | 0.55 | 0.53 | 0.38 | 0.48 | 1.00 | 0.38 | 0.37 | 0.46 | 0.40 | 0.48 | 0.51 | 0.59 | 0.39 | 0.42 | 0.45 | 0.45 | 0.51 | 0.45 | 0.49 | 0.43 | 0.52 | 0.43 | 0.44 | 0.52 | 0.48 |
| META | 0.19 | 0.26 | 0.36 | 0.27 | 0.31 | 0.35 | 0.51 | 0.30 | 0.35 | 0.41 | 0.35 | 0.35 | 0.46 | 0.43 | 0.38 | 1.00 | 0.42 | 0.39 | 0.61 | 0.47 | 0.42 | 0.41 | 0.51 | 0.47 | 0.66 | 0.66 | 0.50 | 0.47 | 0.51 | 0.45 | 0.58 | 0.47 | 0.46 | 0.54 | 0.54 |
| MU | 0.29 | 0.24 | 0.29 | 0.21 | 0.32 | 0.31 | 0.36 | 0.38 | 0.41 | 0.50 | 0.35 | 0.36 | 0.42 | 0.37 | 0.37 | 0.42 | 1.00 | 0.44 | 0.40 | 0.41 | 0.42 | 0.38 | 0.59 | 0.58 | 0.44 | 0.44 | 0.42 | 0.57 | 0.48 | 0.67 | 0.46 | 0.67 | 0.63 | 0.49 | 0.73 |
| CDW | 0.28 | 0.35 | 0.30 | 0.36 | 0.43 | 0.40 | 0.33 | 0.45 | 0.46 | 0.39 | 0.44 | 0.45 | 0.44 | 0.45 | 0.46 | 0.39 | 0.44 | 1.00 | 0.40 | 0.46 | 0.50 | 0.52 | 0.44 | 0.48 | 0.44 | 0.44 | 0.51 | 0.48 | 0.50 | 0.51 | 0.48 | 0.50 | 0.52 | 0.51 | 0.55 |
| AMZN | 0.19 | 0.25 | 0.33 | 0.28 | 0.32 | 0.41 | 0.54 | 0.26 | 0.35 | 0.45 | 0.35 | 0.33 | 0.47 | 0.47 | 0.40 | 0.61 | 0.40 | 0.40 | 1.00 | 0.49 | 0.45 | 0.42 | 0.53 | 0.47 | 0.67 | 0.68 | 0.55 | 0.49 | 0.54 | 0.46 | 0.64 | 0.47 | 0.46 | 0.56 | 0.55 |
| ISRG | 0.20 | 0.31 | 0.39 | 0.30 | 0.36 | 0.40 | 0.39 | 0.35 | 0.38 | 0.41 | 0.40 | 0.45 | 0.42 | 0.49 | 0.48 | 0.47 | 0.41 | 0.46 | 0.49 | 1.00 | 0.49 | 0.51 | 0.48 | 0.47 | 0.52 | 0.52 | 0.55 | 0.52 | 0.55 | 0.48 | 0.57 | 0.49 | 0.50 | 0.57 | 0.54 |
| CPRT | 0.24 | 0.34 | 0.31 | 0.40 | 0.43 | 0.42 | 0.38 | 0.44 | 0.43 | 0.39 | 0.49 | 0.45 | 0.44 | 0.49 | 0.51 | 0.42 | 0.42 | 0.50 | 0.45 | 0.49 | 1.00 | 0.57 | 0.45 | 0.45 | 0.47 | 0.47 | 0.54 | 0.49 | 0.56 | 0.47 | 0.49 | 0.48 | 0.49 | 0.57 | 0.52 |
| CTAS | 0.25 | 0.36 | 0.30 | 0.43 | 0.45 | 0.44 | 0.34 | 0.47 | 0.47 | 0.35 | 0.53 | 0.52 | 0.41 | 0.48 | 0.59 | 0.41 | 0.38 | 0.52 | 0.42 | 0.51 | 0.57 | 1.00 | 0.41 | 0.46 | 0.46 | 0.47 | 0.54 | 0.47 | 0.54 | 0.47 | 0.53 | 0.47 | 0.49 | 0.54 | 0.51 |
| NVDA | 0.21 | 0.22 | 0.30 | 0.25 | 0.32 | 0.37 | 0.46 | 0.32 | 0.35 | 0.64 | 0.36 | 0.35 | 0.42 | 0.42 | 0.39 | 0.51 | 0.59 | 0.44 | 0.53 | 0.48 | 0.45 | 0.41 | 1.00 | 0.60 | 0.52 | 0.52 | 0.54 | 0.63 | 0.60 | 0.64 | 0.58 | 0.63 | 0.64 | 0.61 | 0.83 |
| AVGO | 0.25 | 0.30 | 0.31 | 0.28 | 0.34 | 0.36 | 0.40 | 0.41 | 0.42 | 0.49 | 0.41 | 0.41 | 0.43 | 0.41 | 0.42 | 0.47 | 0.58 | 0.48 | 0.47 | 0.47 | 0.45 | 0.46 | 0.60 | 1.00 | 0.48 | 0.48 | 0.50 | 0.63 | 0.57 | 0.66 | 0.54 | 0.65 | 0.66 | 0.58 | 0.79 |
| GOOG | 0.24 | 0.30 | 0.36 | 0.30 | 0.35 | 0.42 | 0.48 | 0.34 | 0.40 | 0.43 | 0.39 | 0.42 | 0.50 | 0.46 | 0.45 | 0.66 | 0.44 | 0.44 | 0.67 | 0.52 | 0.47 | 0.46 | 0.52 | 0.48 | 1.00 | 0.99 | 0.58 | 0.52 | 0.55 | 0.50 | 0.69 | 0.51 | 0.50 | 0.57 | 0.57 |
| GOOGL | 0.23 | 0.30 | 0.36 | 0.30 | 0.35 | 0.42 | 0.48 | 0.34 | 0.40 | 0.43 | 0.39 | 0.42 | 0.51 | 0.45 | 0.45 | 0.66 | 0.44 | 0.44 | 0.68 | 0.52 | 0.47 | 0.47 | 0.52 | 0.48 | 0.99 | 1.00 | 0.58 | 0.52 | 0.55 | 0.50 | 0.69 | 0.51 | 0.50 | 0.57 | 0.57 |
| INTU | 0.18 | 0.31 | 0.36 | 0.34 | 0.40 | 0.45 | 0.46 | 0.36 | 0.41 | 0.44 | 0.44 | 0.45 | 0.45 | 0.55 | 0.51 | 0.50 | 0.42 | 0.51 | 0.55 | 0.55 | 0.54 | 0.54 | 0.54 | 0.50 | 0.58 | 0.58 | 1.00 | 0.54 | 0.65 | 0.52 | 0.66 | 0.52 | 0.56 | 0.69 | 0.60 |
| ASML | 0.25 | 0.31 | 0.31 | 0.27 | 0.34 | 0.37 | 0.42 | 0.41 | 0.44 | 0.52 | 0.43 | 0.48 | 0.44 | 0.43 | 0.45 | 0.47 | 0.57 | 0.48 | 0.49 | 0.52 | 0.49 | 0.47 | 0.63 | 0.63 | 0.52 | 0.52 | 0.54 | 1.00 | 0.62 | 0.73 | 0.58 | 0.73 | 0.73 | 0.62 | 0.75 |
| CDNS | 0.19 | 0.27 | 0.35 | 0.33 | 0.34 | 0.42 | 0.46 | 0.37 | 0.39 | 0.50 | 0.43 | 0.44 | 0.43 | 0.50 | 0.49 | 0.51 | 0.48 | 0.50 | 0.54 | 0.55 | 0.56 | 0.54 | 0.60 | 0.57 | 0.55 | 0.55 | 0.65 | 0.62 | 1.00 | 0.60 | 0.64 | 0.60 | 0.63 | 0.84 | 0.68 |
| AMAT | 0.29 | 0.28 | 0.30 | 0.29 | 0.36 | 0.37 | 0.40 | 0.43 | 0.44 | 0.53 | 0.43 | 0.44 | 0.43 | 0.41 | 0.43 | 0.45 | 0.67 | 0.51 | 0.46 | 0.48 | 0.47 | 0.47 | 0.64 | 0.66 | 0.50 | 0.50 | 0.52 | 0.73 | 0.60 | 1.00 | 0.54 | 0.87 | 0.83 | 0.60 | 0.81 |
| MSFT | 0.20 | 0.31 | 0.37 | 0.34 | 0.36 | 0.47 | 0.49 | 0.36 | 0.39 | 0.47 | 0.44 | 0.46 | 0.43 | 0.47 | 0.52 | 0.58 | 0.46 | 0.48 | 0.64 | 0.57 | 0.49 | 0.53 | 0.58 | 0.54 | 0.69 | 0.69 | 0.66 | 0.58 | 0.64 | 0.54 | 1.00 | 0.55 | 0.57 | 0.66 | 0.64 |
| LRCX | 0.28 | 0.28 | 0.31 | 0.30 | 0.35 | 0.37 | 0.39 | 0.43 | 0.44 | 0.53 | 0.43 | 0.43 | 0.43 | 0.41 | 0.43 | 0.47 | 0.67 | 0.50 | 0.47 | 0.49 | 0.48 | 0.47 | 0.63 | 0.65 | 0.51 | 0.51 | 0.52 | 0.73 | 0.60 | 0.87 | 0.55 | 1.00 | 0.85 | 0.62 | 0.80 |
| KLAC | 0.25 | 0.28 | 0.32 | 0.31 | 0.37 | 0.38 | 0.40 | 0.43 | 0.43 | 0.53 | 0.44 | 0.44 | 0.44 | 0.42 | 0.44 | 0.46 | 0.63 | 0.52 | 0.46 | 0.50 | 0.49 | 0.49 | 0.64 | 0.66 | 0.50 | 0.50 | 0.56 | 0.73 | 0.63 | 0.83 | 0.57 | 0.85 | 1.00 | 0.63 | 0.80 |
| SNPS | 0.19 | 0.30 | 0.38 | 0.34 | 0.37 | 0.42 | 0.46 | 0.36 | 0.40 | 0.51 | 0.44 | 0.44 | 0.45 | 0.52 | 0.52 | 0.54 | 0.49 | 0.51 | 0.56 | 0.57 | 0.57 | 0.54 | 0.61 | 0.58 | 0.57 | 0.57 | 0.69 | 0.62 | 0.84 | 0.60 | 0.66 | 0.62 | 0.63 | 1.00 | 0.69 |
| USD | 0.28 | 0.30 | 0.35 | 0.29 | 0.38 | 0.42 | 0.48 | 0.45 | 0.47 | 0.65 | 0.45 | 0.47 | 0.48 | 0.46 | 0.48 | 0.54 | 0.73 | 0.55 | 0.55 | 0.54 | 0.52 | 0.51 | 0.83 | 0.79 | 0.57 | 0.57 | 0.60 | 0.75 | 0.68 | 0.81 | 0.64 | 0.80 | 0.80 | 0.69 | 1.00 |
The correlation results are calculated based on daily price changes starting from Apr 4, 2014