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Пропорциональный
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 3%ETH-USD 3%BNB-USD 1.5%O 6.25%SPG 6.25%KIM 6.25%REG 6.25%USD=X 5%VTI 3.75%SPY 3.75%IVV 3.75%VOO 3.75%USDT-USD 2.5%KO 1.5%MSFT 1.5%MCD 1.5%AMZN 1.5%JNJ 1.5%GOOGL 1.5%TSLA 1.5%NVDA 1.5%AAPL 1.5%PEP 1.5%JPM 1.2%BLK 1.2%TROW 1.2%ALLY 1.2%UPS 1.2%HPQ 1.2%FAST 1.14%HD 1.14%APD 1.14%TXN 1.14%MFC 1.14%PKG 1.14%BAH 1.14%GLW 1.14%WSM 1.14%FITB 1.14%FNF 1.14%SWKS 1.14%MDLZ 1.14%PLD 1.14%DVN 1.14%CNQ 1.14%TSCO 1.14%AFL 1.14%SNA 1.14%HIG 1.14%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
1.50%
AFL
Aflac Incorporated
Financial Services
1.14%
ALLY
Ally Financial Inc.
Financial Services
1.20%
AMZN
Amazon.com, Inc.
Consumer Cyclical
1.50%
APD
Air Products and Chemicals, Inc.
Basic Materials
1.14%
BAH
Booz Allen Hamilton Holding Corporation
Industrials
1.14%
BLK
BlackRock, Inc.
Financial Services
1.20%
BNB-USD
Binance Coin
1.50%
BTC-USD
Bitcoin
3%
CNQ
Canadian Natural Resources Limited
Energy
1.14%
DVN
Devon Energy Corporation
Energy
1.14%
ETH-USD
Ethereum
3%
FAST
Fastenal Company
Industrials
1.14%
FITB
Fifth Third Bancorp
Financial Services
1.14%
FNF
Fidelity National Financial, Inc.
Financial Services
1.14%
GLW
Corning Incorporated
Technology
1.14%
GOOGL
Alphabet Inc.
Communication Services
1.50%
HD
The Home Depot, Inc.
Consumer Cyclical
1.14%
HIG
The Hartford Financial Services Group, Inc.
Financial Services
1.14%
HPQ
HP Inc.
Technology
1.20%
IVV
3.75%
JNJ
1.50%
JPM
1.20%
KIM
6.25%
KO
1.50%
MCD
1.50%
MDLZ
1.14%
MFC
1.14%
MSFT
1.50%
NVDA
1.50%
O
6.25%
PEP
1.50%
PKG
1.14%
PLD
1.14%
REG
6.25%
SNA
1.14%
SPG
6.25%
SPY
3.75%
SWKS
1.14%
TROW
1.20%
TSCO
1.14%
TSLA
1.50%
TXN
1.14%
UPS
1.20%
USD=X
5%
USDT-USD
2.50%
VOO
3.75%
VTI
3.75%
WSM
1.14%

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.21%
8.53%
Пропорциональный
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of BNB-USD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Пропорциональный25.57%-1.92%12.21%25.88%23.69%N/A
USD=X
0.00%0.00%0.00%0.00%0.00%N/A
O
-3.24%-7.59%2.04%-1.91%-0.76%N/A
SPG
26.48%-4.51%20.27%26.78%9.52%N/A
KIM
14.97%-6.54%25.92%12.59%7.69%N/A
REG
14.69%0.05%20.97%15.37%8.07%N/A
VTI
24.89%-0.60%10.03%25.20%14.07%N/A
SPY
25.54%-0.42%8.90%25.98%14.63%N/A
IVV
25.92%-0.18%9.27%26.40%14.74%N/A
VOO
26.02%-0.11%9.35%26.45%14.76%N/A
KO
9.38%-1.15%1.09%10.53%5.87%N/A
MSFT
16.97%5.75%-2.56%17.43%23.74%N/A
MCD
1.11%2.07%14.18%2.77%10.87%N/A
AMZN
Amazon.com, Inc.
48.03%13.38%18.95%46.60%20.21%30.90%
JNJ
-4.91%-6.35%-1.35%-4.13%2.54%N/A
GOOGL
Alphabet Inc.
37.52%14.32%6.82%35.77%23.27%21.75%
TSLA
69.45%23.97%130.07%66.73%72.08%N/A
NVDA
172.06%-8.15%6.44%175.91%86.71%N/A
AAPL
Apple Inc
32.83%11.36%22.93%32.10%29.91%26.14%
PEP
-7.15%-3.89%-7.18%-5.95%5.19%N/A
JPM
43.02%-2.93%22.46%45.32%14.89%N/A
BLK
BlackRock, Inc.
29.74%0.56%32.03%31.26%18.47%13.82%
TROW
12.62%-0.73%0.26%12.41%3.09%N/A
ALLY
Ally Financial Inc.
2.97%-6.27%-11.11%4.77%5.84%6.28%
UPS
-16.21%-4.33%-5.68%-16.75%4.67%N/A
HPQ
HP Inc.
13.17%-12.39%-7.92%12.83%13.54%9.54%
FAST
Fastenal Company
18.12%-9.15%15.76%17.09%18.26%15.20%
HD
The Home Depot, Inc.
16.06%-3.85%11.60%15.38%15.11%16.97%
APD
Air Products and Chemicals, Inc.
9.93%-10.30%9.49%11.03%7.15%10.31%
TXN
12.75%-5.72%-3.17%14.24%10.82%N/A
MFC
43.98%-7.19%20.47%45.30%15.08%N/A
PKG
42.70%-7.06%25.10%42.03%18.60%N/A
BAH
Booz Allen Hamilton Holding Corporation
3.98%-12.47%-14.70%4.72%14.77%19.16%
GLW
Corning Incorporated
59.93%-1.11%19.63%61.10%13.55%10.39%
WSM
85.05%6.49%22.05%83.42%40.92%N/A
FITB
Fifth Third Bancorp
28.03%-8.89%21.27%29.40%11.17%11.34%
FNF
Fidelity National Financial, Inc.
13.96%-6.72%15.04%15.87%10.32%11.55%
SWKS
-18.80%5.18%-15.36%-19.10%-3.91%N/A
MDLZ
-16.44%-8.33%-9.56%-14.51%4.01%N/A
PLD
-19.97%-8.55%-4.03%-19.42%6.10%N/A
DVN
Devon Energy Corporation
-29.69%-19.98%-31.66%-30.47%9.46%-3.30%
CNQ
Canadian Natural Resources Limited
-5.45%-13.33%-12.11%-5.04%19.81%11.56%
TSCO
36.25%0.49%-0.30%38.25%34.03%N/A
AFL
Aflac Incorporated
27.16%-8.09%15.59%28.80%17.18%15.48%
SNA
22.16%-4.91%30.48%22.45%18.21%N/A
HIG
The Hartford Financial Services Group, Inc.
38.63%-8.11%7.23%40.04%15.41%12.41%
BTC-USD
Bitcoin
131.29%-0.76%52.14%122.18%67.81%76.43%
ETH-USD
Ethereum
52.21%3.32%-0.64%49.26%93.39%N/A
BNB-USD
Binance Coin
117.03%8.87%14.78%149.87%119.39%N/A
USDT-USD
-0.02%-0.15%0.00%-0.14%-0.25%N/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.01%6.26%5.29%-4.48%4.70%1.08%4.04%2.20%2.05%-0.58%7.59%25.57%
20239.53%-2.45%2.09%1.05%-2.00%6.33%3.59%-4.01%-4.01%-0.66%8.96%7.51%27.58%
2022-4.82%-2.31%3.88%-6.90%-1.59%-10.14%10.96%-4.33%-9.37%9.69%4.17%-4.75%-16.75%
20214.28%13.15%10.92%8.79%-0.99%-0.42%2.28%5.58%-4.40%10.31%0.68%2.06%64.27%
20202.59%-5.93%-21.42%16.53%3.38%5.00%5.39%8.14%-3.67%-1.45%17.91%7.13%31.09%
20196.81%4.43%4.16%3.70%0.71%7.65%0.64%-2.51%3.22%2.41%0.44%1.22%37.73%
20182.12%-4.94%-4.25%4.12%1.31%0.75%3.55%1.22%-1.45%-4.51%-1.04%-6.97%-10.28%
20174.35%9.77%14.55%

Expense Ratio

Пропорциональный has an expense ratio of 0.01%, 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 rank of Пропорциональный is 58, 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 Пропорциональный is 5858
Overall Rank
The Sharpe Ratio Rank of Пропорциональный is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of Пропорциональный is 5959
Sortino Ratio Rank
The Omega Ratio Rank of Пропорциональный is 5959
Omega Ratio Rank
The Calmar Ratio Rank of Пропорциональный is 1818
Calmar Ratio Rank
The Martin Ratio Rank of Пропорциональный is 8989
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 Пропорциональный, currently valued at 2.27, compared to the broader market-6.00-4.00-2.000.002.004.002.272.10
The chart of Sortino ratio for Пропорциональный, currently valued at 2.93, compared to the broader market-6.00-4.00-2.000.002.004.006.002.932.80
The chart of Omega ratio for Пропорциональный, currently valued at 1.39, compared to the broader market0.400.600.801.001.201.401.601.801.391.39
The chart of Calmar ratio for Пропорциональный, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.001.293.09
The chart of Martin ratio for Пропорциональный, currently valued at 20.39, compared to the broader market0.0010.0020.0030.0040.0050.0020.3913.49
Пропорциональный
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
USD=X
O
0.460.741.090.051.32
SPG
1.642.211.291.1416.02
KIM
2.643.481.440.7821.75
REG
2.743.651.450.8920.42
VTI
1.872.471.350.8712.52
SPY
1.892.481.360.8712.73
IVV
1.932.541.360.9013.01
VOO
1.932.541.360.9013.09
KO
1.081.561.190.232.45
MSFT
0.290.491.070.060.76
MCD
0.921.371.180.253.32
AMZN
Amazon.com, Inc.
1.081.551.200.534.52
JNJ
0.020.161.020.000.08
GOOGL
Alphabet Inc.
1.161.751.220.503.24
TSLA
3.904.001.492.6524.01
NVDA
1.562.111.261.468.76
AAPL
Apple Inc
3.033.931.531.8718.92
PEP
-0.59-0.740.91-1.44
JPM
1.892.731.381.8513.50
BLK
BlackRock, Inc.
3.324.401.531.3424.25
TROW
0.270.541.070.020.90
ALLY
Ally Financial Inc.
-0.170.011.000.16-0.46
UPS
-0.56-0.590.92-1.37
HPQ
HP Inc.
0.771.301.180.324.20
FAST
Fastenal Company
0.511.041.120.132.28
HD
The Home Depot, Inc.
1.191.701.200.427.43
APD
Air Products and Chemicals, Inc.
1.782.901.370.619.39
TXN
0.751.231.150.383.81
MFC
2.623.471.441.9417.86
PKG
2.133.141.391.4217.00
BAH
Booz Allen Hamilton Holding Corporation
-0.35-0.280.960.21-1.19
GLW
Corning Incorporated
2.984.081.551.5114.70
WSM
0.811.561.200.794.11
FITB
Fifth Third Bancorp
1.642.461.300.579.78
FNF
Fidelity National Financial, Inc.
1.321.881.230.687.44
SWKS
-0.39-0.290.96-0.91
MDLZ
-0.78-1.060.88-1.76
PLD
-0.60-0.690.92-1.77
DVN
Devon Energy Corporation
-2.00-3.290.63-0.48-2.75
CNQ
Canadian Natural Resources Limited
-1.17-1.640.81-0.11-2.89
TSCO
0.951.391.190.584.08
AFL
Aflac Incorporated
2.413.171.451.3913.97
SNA
1.302.071.280.786.55
HIG
The Hartford Financial Services Group, Inc.
0.891.301.180.425.43
BTC-USD
Bitcoin
1.412.141.211.226.70
ETH-USD
Ethereum
0.160.741.070.040.44
BNB-USD
Binance Coin
0.380.921.090.161.19
USDT-USD
-0.18-0.260.98-0.93

The current Пропорциональный Sharpe ratio is 2.07. 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 1.27 to 2.07, 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 Пропорциональный 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.27
2.10
Пропорциональный
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Пропорциональный provided a 2.45% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.45%2.61%2.73%1.94%2.53%2.39%2.71%2.23%2.16%2.18%2.05%2.21%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
O
5.93%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%
SPG
4.72%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
KIM
4.14%4.79%3.97%2.76%3.60%5.41%7.65%6.01%4.11%3.68%3.64%4.33%
REG
3.68%3.91%4.04%3.20%5.22%3.71%3.78%3.04%2.90%2.85%2.95%4.00%
VTI
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
SPY
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
IVV
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%
VOO
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
KO
3.10%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
MSFT
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
MCD
2.32%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
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%
JNJ
3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
GOOGL
Alphabet Inc.
0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AAPL
Apple Inc
0.39%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
PEP
3.50%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
JPM
1.94%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
BLK
BlackRock, Inc.
1.98%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
TROW
4.27%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%1.81%
ALLY
Ally Financial Inc.
3.44%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%0.00%0.00%0.00%
UPS
5.19%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
HPQ
HP Inc.
3.39%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%2.03%
FAST
Fastenal Company
2.09%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%1.68%
HD
The Home Depot, Inc.
2.29%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
APD
Air Products and Chemicals, Inc.
2.39%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.29%0.14%0.12%0.14%
TXN
2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
MFC
4.20%4.86%5.71%4.91%6.27%3.71%4.97%3.02%3.13%3.50%3.36%2.58%
PKG
1.64%3.07%3.71%2.94%2.44%2.82%3.59%2.09%2.78%3.49%2.05%2.39%
BAH
Booz Allen Hamilton Holding Corporation
1.55%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%7.26%
GLW
Corning Incorporated
2.37%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
WSM
1.17%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%
FITB
Fifth Third Bancorp
3.31%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%
FNF
Fidelity National Financial, Inc.
3.46%3.59%8.72%2.99%2.73%0.50%0.54%0.10%0.00%0.00%0.00%0.00%
SWKS
3.11%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%
MDLZ
2.94%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
PLD
3.72%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%
DVN
Devon Energy Corporation
4.71%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%
CNQ
Canadian Natural Resources Limited
5.22%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.22%2.60%1.62%
TSCO
8.16%9.58%8.18%4.36%5.34%7.28%7.19%7.02%6.07%4.44%3.87%3.16%
AFL
Aflac Incorporated
1.95%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
SNA
2.25%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%1.44%
HIG
The Hartford Financial Services Group, Inc.
1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNB-USD
Binance Coin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USDT-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.92%
-2.62%
Пропорциональный
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Пропорциональный. 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 Пропорциональный was 38.52%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Пропорциональный drawdown is 4.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.52%Feb 15, 202038Mar 23, 2020162Sep 1, 2020200
-24.99%Nov 8, 2021329Oct 2, 2022435Dec 11, 2023764
-20.06%Jan 14, 2018346Dec 25, 2018101Apr 5, 2019447
-9.69%Sep 3, 202021Sep 23, 202047Nov 9, 202068
-7.61%May 10, 202171Jul 19, 202122Aug 10, 202193

Volatility

Volatility Chart

The current Пропорциональный volatility is 4.35%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.35%
3.79%
Пропорциональный
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.

USD=XUSDT-USDBNB-USDBTC-USDETH-USDJNJTSLABAHCNQPEPTSCODVNMDLZOMCDKOWSMAMZNNVDAPLDHIGREGFNFGOOGLPKGKIMUPSAAPLSPGAPDMSFTFITBFASTAFLMFCSWKSHDSNAALLYJPMHPQTXNGLWBLKTROWSPYVOOIVVVTI
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
USDT-USD0.001.000.050.090.050.010.050.01-0.010.030.01-0.000.010.040.040.030.020.050.030.060.040.040.040.030.020.040.010.050.050.030.050.000.030.030.060.020.030.010.040.010.050.010.030.030.050.050.050.060.06
BNB-USD0.000.051.000.670.690.070.120.090.110.080.090.080.050.080.100.080.120.130.150.120.090.110.140.140.100.120.090.130.130.130.130.120.120.110.140.140.150.130.130.100.140.150.130.160.160.190.190.190.19
BTC-USD0.000.090.671.000.790.050.150.060.110.050.090.080.040.060.100.040.110.160.170.110.120.110.140.160.100.120.100.140.130.120.160.130.100.100.150.170.140.110.140.110.130.160.150.160.150.200.200.200.21
ETH-USD0.000.050.690.791.000.060.130.070.130.060.090.080.050.050.090.050.130.160.170.110.110.090.130.170.110.120.100.140.120.130.160.130.100.110.150.170.140.110.130.110.140.170.150.160.170.200.200.210.21
JNJ0.000.010.070.050.061.000.050.250.100.440.210.110.400.290.330.430.120.120.070.320.260.270.200.200.280.240.290.220.210.320.240.190.300.330.240.190.290.240.190.260.240.250.290.320.290.340.340.340.32
TSLA0.000.050.120.150.130.051.000.170.170.120.190.160.130.180.150.120.250.370.400.220.130.210.170.350.180.230.210.390.270.220.380.210.250.150.250.380.230.220.250.210.300.380.260.310.310.440.440.440.45
BAH0.000.010.090.060.070.250.171.000.140.290.250.150.300.300.280.280.210.230.230.310.290.280.290.260.250.280.250.260.230.290.330.230.350.330.230.200.310.300.220.240.270.290.270.330.330.410.410.410.42
CNQ0.00-0.010.110.110.130.100.170.141.000.090.150.690.120.120.150.150.250.180.220.170.300.250.290.230.340.280.270.240.320.290.180.390.240.340.470.280.240.360.380.390.350.290.330.340.350.400.400.400.42
PEP0.000.030.080.050.060.440.120.290.091.000.240.090.640.390.430.670.150.190.120.380.290.330.230.240.250.280.290.280.240.350.310.150.330.320.170.180.340.240.180.190.210.250.240.310.300.380.380.380.36
TSCO0.000.010.090.090.090.210.190.250.150.241.000.200.240.160.240.200.400.230.270.270.240.220.240.230.300.240.310.270.230.280.310.260.400.260.250.320.480.320.270.250.330.350.330.320.340.390.400.400.41
DVN0.00-0.000.080.080.080.110.160.150.690.090.201.000.120.130.140.150.260.160.200.150.360.270.300.220.350.280.290.210.330.280.180.440.250.370.420.310.230.350.420.420.380.300.370.340.340.400.400.400.42
MDLZ0.000.010.050.040.050.400.130.300.120.640.240.121.000.360.400.580.180.190.130.390.310.340.280.250.280.310.310.250.270.350.290.210.330.350.210.200.320.270.220.240.210.260.280.320.320.400.400.400.38
O0.000.040.080.060.050.290.180.300.120.390.160.130.361.000.340.440.210.130.120.580.320.630.340.200.270.600.270.210.540.330.230.230.300.340.230.210.320.300.270.230.220.250.260.290.290.350.350.350.35
MCD0.000.040.100.100.090.330.150.280.150.430.240.140.400.341.000.460.190.220.180.360.340.340.300.250.270.320.310.300.290.340.320.260.330.360.270.240.360.290.270.300.300.300.310.360.310.430.430.420.41
KO0.000.030.080.040.050.430.120.280.150.670.200.150.580.440.461.000.160.160.090.380.370.380.300.240.320.330.330.250.300.400.280.260.310.420.250.160.310.320.250.290.250.250.280.350.300.400.400.400.38
WSM0.000.020.120.110.130.120.250.210.250.150.400.260.180.210.190.161.000.310.340.250.230.290.310.270.310.320.370.280.360.290.280.340.370.270.320.360.460.370.360.290.370.360.370.400.410.440.440.440.47
AMZN0.000.050.130.160.160.120.370.230.180.190.230.160.190.130.220.160.311.000.550.270.140.180.230.630.190.160.290.550.200.280.650.210.350.160.270.430.350.240.280.260.350.450.320.400.410.610.610.610.59
NVDA0.000.030.150.170.170.070.400.230.220.120.270.200.130.120.180.090.340.551.000.250.170.140.230.520.220.160.310.520.200.320.590.250.350.210.320.570.350.270.310.290.420.580.390.420.440.610.610.610.61
PLD0.000.060.120.110.110.320.220.310.170.380.270.150.390.580.360.380.250.270.251.000.290.530.360.310.310.500.380.340.490.370.370.260.370.300.260.320.410.330.300.270.290.350.310.390.370.490.490.490.48
HIG0.000.040.090.120.110.260.130.290.300.290.240.360.310.320.340.370.230.140.170.291.000.410.480.200.440.430.330.210.420.380.210.560.330.670.490.280.320.430.470.580.380.300.390.420.420.450.450.450.45
REG0.000.040.110.110.090.270.210.280.250.330.220.270.340.630.340.380.290.180.140.530.411.000.400.220.370.780.330.240.710.340.240.390.320.420.360.260.370.430.430.380.330.290.360.360.370.440.440.440.45
FNF0.000.040.140.140.130.200.170.290.290.230.240.300.280.340.300.300.310.230.230.360.480.401.000.290.380.430.330.260.400.390.260.470.370.500.450.320.400.420.460.430.400.350.400.460.450.480.480.480.50
GOOGL0.000.030.140.160.170.200.350.260.230.240.230.220.250.200.250.240.270.630.520.310.200.220.291.000.260.210.300.580.240.340.680.260.380.260.340.470.340.280.340.320.400.500.400.460.450.660.660.660.64
PKG0.000.020.100.100.110.280.180.250.340.250.300.350.280.270.270.320.310.190.220.310.440.370.380.261.000.410.440.260.380.450.240.480.410.470.480.350.370.520.470.460.420.370.490.460.470.480.480.480.50
KIM0.000.040.120.120.120.240.230.280.280.280.240.280.310.600.320.330.320.160.160.500.430.780.430.210.411.000.330.240.720.320.230.430.340.440.370.290.390.430.460.420.350.300.390.380.390.450.450.450.46
UPS0.000.010.090.100.100.290.210.250.270.290.310.290.310.270.310.330.370.290.310.380.330.330.330.300.440.331.000.370.340.420.340.400.470.350.350.380.460.430.370.400.400.410.450.470.510.510.510.510.52
AAPL0.000.050.130.140.140.220.390.260.240.280.270.210.250.210.300.250.280.550.520.340.210.240.260.580.260.240.371.000.280.370.630.240.390.250.310.550.370.310.320.310.430.520.420.430.430.670.670.670.64
SPG0.000.050.130.130.120.210.270.230.320.240.230.330.270.540.290.300.360.200.200.490.420.710.400.240.380.720.340.281.000.320.250.440.310.420.420.310.380.450.470.430.370.320.400.400.410.470.470.470.48
APD0.000.030.130.120.130.320.220.290.290.350.280.280.350.330.340.400.290.280.320.370.380.340.390.340.450.320.420.370.321.000.380.380.440.420.430.400.430.440.380.420.440.460.440.500.470.570.570.570.57
MSFT0.000.050.130.160.160.240.380.330.180.310.310.180.290.230.320.280.280.650.590.370.210.240.260.680.240.230.340.630.250.381.000.240.410.270.310.500.420.300.310.300.430.550.400.470.480.720.720.720.69
FITB0.000.000.120.130.130.190.210.230.390.150.260.440.210.230.260.260.340.210.250.260.560.390.470.260.480.430.400.240.440.380.241.000.370.580.580.380.370.510.670.710.480.370.500.540.570.520.510.520.54
FAST0.000.030.120.100.100.300.250.350.240.330.400.250.330.300.330.310.370.350.350.370.330.320.370.380.410.340.470.390.310.440.410.371.000.370.360.420.510.530.360.400.400.470.460.490.500.570.580.580.58
AFL0.000.030.110.100.110.330.150.330.340.320.260.370.350.340.360.420.270.160.210.300.670.420.500.260.470.440.350.250.420.420.270.580.371.000.550.300.350.510.490.620.430.350.440.490.490.520.520.520.52
MFC0.000.060.140.150.150.240.250.230.470.170.250.420.210.230.270.250.320.270.320.260.490.360.450.340.480.370.350.310.420.430.310.580.360.551.000.410.360.490.540.580.480.400.500.530.520.550.560.550.56
SWKS0.000.020.140.170.170.190.380.200.280.180.320.310.200.210.240.160.360.430.570.320.280.260.320.470.350.290.380.550.310.400.500.380.420.300.411.000.410.420.430.390.510.720.530.480.510.650.650.650.66
HD0.000.030.150.140.140.290.230.310.240.340.480.230.320.320.360.310.460.350.350.410.320.370.400.340.370.390.460.370.380.430.420.370.510.350.360.411.000.450.400.370.440.460.430.500.490.580.580.580.57
SNA0.000.010.130.110.110.240.220.300.360.240.320.350.270.300.290.320.370.240.270.330.430.430.420.280.520.430.430.310.450.440.300.510.530.510.490.420.451.000.500.500.490.420.520.480.520.540.540.540.56
ALLY0.000.040.130.140.130.190.250.220.380.180.270.420.220.270.270.250.360.280.310.300.470.430.460.340.470.460.370.320.470.380.310.670.360.490.540.430.400.501.000.600.490.430.510.540.560.550.550.550.58
JPM0.000.010.100.110.110.260.210.240.390.190.250.420.240.230.300.290.290.260.290.270.580.380.430.320.460.420.400.310.430.420.300.710.400.620.580.390.370.500.601.000.470.400.510.590.550.570.570.570.56
HPQ0.000.050.140.130.140.240.300.270.350.210.330.380.210.220.300.250.370.350.420.290.380.330.400.400.420.350.400.430.370.440.430.480.400.430.480.510.440.490.490.471.000.540.550.500.510.620.620.620.63
TXN0.000.010.150.160.170.250.380.290.290.250.350.300.260.250.300.250.360.450.580.350.300.290.350.500.370.300.410.520.320.460.550.370.470.350.400.720.460.420.430.400.541.000.550.520.530.690.690.680.68
GLW0.000.030.130.150.150.290.260.270.330.240.330.370.280.260.310.280.370.320.390.310.390.360.400.400.490.390.450.420.400.440.400.500.460.440.500.530.430.520.510.510.550.551.000.550.570.630.640.630.64
BLK0.000.030.160.160.160.320.310.330.340.310.320.340.320.290.360.350.400.400.420.390.420.360.460.460.460.380.470.430.400.500.470.540.490.490.530.480.500.480.540.590.500.520.551.000.710.680.680.690.69
TROW0.000.050.160.150.170.290.310.330.350.300.340.340.320.290.310.300.410.410.440.370.420.370.450.450.470.390.510.430.410.470.480.570.500.490.520.510.490.520.560.550.510.530.570.711.000.690.690.690.70
SPY0.000.050.190.200.200.340.440.410.400.380.390.400.400.350.430.400.440.610.610.490.450.440.480.660.480.450.510.670.470.570.720.520.570.520.550.650.580.540.550.570.620.690.630.680.691.001.001.000.98
VOO0.000.050.190.200.200.340.440.410.400.380.400.400.400.350.430.400.440.610.610.490.450.440.480.660.480.450.510.670.470.570.720.510.580.520.560.650.580.540.550.570.620.690.640.680.691.001.001.000.98
IVV0.000.060.190.200.210.340.440.410.400.380.400.400.400.350.420.400.440.610.610.490.450.440.480.660.480.450.510.670.470.570.720.520.580.520.550.650.580.540.550.570.620.680.630.690.691.001.001.000.98
VTI0.000.060.190.210.210.320.450.420.420.360.410.420.380.350.410.380.470.590.610.480.450.450.500.640.500.460.520.640.480.570.690.540.580.520.560.660.570.560.580.560.630.680.640.690.700.980.980.981.00
The correlation results are calculated based on daily price changes starting from Nov 10, 2017
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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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