Diversified Top 100 Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	5%
ABBV AbbVie Inc.	Healthcare	0.42%
ABT Abbott Laboratories	Healthcare	0.42%
ADBE Adobe Inc	Technology	0.42%
AMD Advanced Micro Devices, Inc.	Technology	0.42%
AMZN Amazon.com, Inc	Consumer Cyclical	5%
ASML ASML Holding N.V.	Technology	0.83%
AVGO Broadcom Inc.	Technology	0.42%
AZN AstraZeneca PLC	Healthcare	0.42%
BHP BHP Group	Basic Materials	0.83%
BRK-B Berkshire Hathaway Inc.	Financial Services	5%
CAT Caterpillar Inc.	Industrials	0.21%
COST Costco Wholesale Corporation	Consumer Defensive	0.42%
CRM salesforce.com, inc.	Technology	0.42%
CSCO Cisco Systems, Inc.	Technology	0.42%
FLOT iShares Floating Rate Bond ETF	Corporate Bonds	16.66%
GOOG Alphabet Inc	Communication Services	5%
HD The Home Depot, Inc.	Consumer Cyclical	0.42%
JNJ Johnson & Johnson	Healthcare	0.42%
JPM JPMorgan Chase & Co.	Financial Services	3.33%
KO The Coca-Cola Company	Consumer Defensive	0.42%
LLY Eli Lilly and Company	Healthcare	0.42%
LRLCY L'Oréal S.A.	Consumer Defensive	0.21%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	0.83%
MA Mastercard Inc	Financial Services	0.42%
MCD McDonald's Corporation	Consumer Cyclical	0.42%
META Meta Platforms, Inc.	Communication Services	5%
MRK Merck & Co., Inc.	Healthcare	0.42%
MS Morgan Stanley	Financial Services	0.42%
MSFT Microsoft Corporation	Technology	6.04%
NFLX Netflix, Inc.	Communication Services	0.42%
NKE NIKE, Inc.	Consumer Cyclical	0.42%
NVDA NVIDIA Corporation	Technology	5.83%
NVO Novo Nordisk A/S	Healthcare	0.42%
NVS Novartis AG	Healthcare	0.42%
PEP PepsiCo, Inc.	Consumer Defensive	0.42%
PFE Pfizer Inc.	Healthcare	0.42%
PG The Procter & Gamble Company	Consumer Defensive	0.42%
TMO Thermo Fisher Scientific Inc.	Healthcare	0.42%
TSLA Tesla, Inc.	Consumer Cyclical	16.81%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	5%
TXN Texas Instruments Incorporated	Technology	0.42%
UNH UnitedHealth Group Incorporated	Healthcare	3.33%
UPS United Parcel Service, Inc.	Industrials	0.42%
V Visa Inc.	Financial Services	3.33%
WMT Walmart Inc.	Consumer Defensive	0.42%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Diversified Top 100 Portfolio, 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.

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 8, 2026, the Diversified Top 100 Portfolio returned -7.28% Year-To-Date and 27.46% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.08%	-1.83%	-3.34%	-1.46%	30.71%	17.25%	10.06%	12.45%
Portfolio Diversified Top 100 Portfolio	0.13%	-3.10%	-7.28%	-4.84%	33.29%	26.33%	18.16%	27.46%
Portfolio components:
AAPL Apple Inc	-2.07%	-1.54%	-6.67%	-0.97%	40.31%	16.02%	14.83%	26.27%
MSFT Microsoft Corporation	-0.16%	-8.97%	-22.84%	-28.65%	4.83%	9.33%	8.91%	22.76%
GOOG Alphabet Inc	2.11%	1.96%	-3.08%	23.15%	104.36%	41.18%	22.02%	23.56%
AMZN Amazon.com, Inc	0.46%	0.26%	-7.39%	-3.61%	21.97%	27.95%	5.32%	21.81%
NVDA NVIDIA Corporation	0.26%	0.16%	-4.50%	-3.74%	82.45%	87.51%	65.65%	70.20%
TSLA Tesla, Inc.	-1.75%	-12.62%	-22.92%	-19.96%	48.59%	23.27%	8.75%	35.45%
META Meta Platforms, Inc.	0.35%	-10.75%	-12.81%	-19.22%	11.74%	38.94%	13.11%	18.01%
BRK-B Berkshire Hathaway Inc.	0.36%	-4.19%	-4.89%	-4.82%	-2.51%	15.22%	12.65%	12.98%
TSM Taiwan Semiconductor Manufacturing Company Limited	1.04%	2.18%	13.95%	18.08%	139.10%	58.73%	24.89%	33.17%
V Visa Inc.	-0.26%	-4.67%	-13.55%	-13.80%	-2.40%	11.05%	7.30%	15.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, Diversified Top 100 Portfolio's average daily return is +0.10%, while the average monthly return is +2.02%. At this rate, your investment would double in approximately 2.9 years.

Historically, 66% of months were positive and 34% were negative. The best month was Aug 2020 with a return of +22.5%, while the worst month was Apr 2022 at -11.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Diversified Top 100 Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -12.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.44%	-1.97%	-5.05%	0.06%									-7.28%
2025	2.77%	-6.13%	-5.89%	0.42%	8.89%	2.96%	1.14%	3.40%	9.00%	2.76%	-0.83%	1.22%	20.19%
2024	-0.37%	7.44%	0.83%	-1.43%	4.39%	5.81%	2.72%	0.53%	4.86%	-0.60%	9.07%	3.81%	43.20%
2023	15.16%	4.28%	6.20%	-1.55%	8.76%	8.51%	3.14%	-1.30%	-3.60%	-3.54%	9.36%	3.35%	58.53%
2022	-5.31%	-4.33%	6.62%	-11.21%	-2.37%	-7.89%	12.42%	-5.30%	-7.87%	-0.43%	5.69%	-8.90%	-27.47%
2021	2.15%	-1.06%	1.65%	6.09%	-1.21%	5.00%	1.74%	3.98%	-2.97%	12.60%	2.26%	0.00%	33.64%

Benchmark Metrics

Diversified Top 100 Portfolio has an annualized alpha of 13.27%, beta of 1.02, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 142.72% of S&P 500 Index gains but only 79.13% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 13.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.02 and R² of 0.74, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 13.27%

Beta: 1.02

R²: 0.74

Upside Capture: 142.72%

Downside Capture: 79.13%

Expense Ratio

Diversified Top 100 Portfolio has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FLOT

iShares Floating Rate Bond ETF

Return for Risk

Risk / Return Rank

Diversified Top 100 Portfolio ranks 32 for risk / return — below 32% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.70	1.87	-0.17
Sortino ratio Return per unit of downside risk	2.70	3.01	-0.30
Omega ratio Gain probability vs. loss probability	1.34	1.41	-0.07
Calmar ratio Return relative to maximum drawdown	2.18	2.49	-0.31
Martin ratio Return relative to average drawdown	8.23	11.08	-2.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	75	1.39	2.33	1.30	1.83	4.48
MSFT Microsoft Corporation	38	0.19	0.45	1.06	0.02	0.04
GOOG Alphabet Inc	95	3.54	4.56	1.57	4.81	17.99
AMZN Amazon.com, Inc	56	0.66	1.20	1.15	0.91	2.19
NVDA NVIDIA Corporation	85	2.09	2.90	1.36	3.71	9.31
TSLA Tesla, Inc.	62	0.90	1.59	1.19	1.02	2.60
META Meta Platforms, Inc.	45	0.31	0.78	1.10	0.26	0.63
BRK-B Berkshire Hathaway Inc.	22	-0.15	-0.09	0.99	-0.66	-1.12
TSM Taiwan Semiconductor Manufacturing Company Limited	96	3.79	4.34	1.54	6.73	24.77
V Visa Inc.	25	-0.11	0.00	1.00	-0.50	-1.08

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Diversified Top 100 Portfolio Sharpe ratios as of Apr 8, 2026 (values are recalculated daily):

1-Year: 1.70
5-Year: 0.88
10-Year: 1.28
All Time: 1.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.75, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Diversified Top 100 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Diversified Top 100 Portfolio provided a 1.46% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.46%	1.43%	1.60%	1.57%	1.18%	0.66%	0.83%	1.26%	1.28%	1.00%	1.04%	1.14%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
GOOG Alphabet Inc	0.28%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
TSLA Tesla, 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 Meta Platforms, Inc.	0.37%	0.32%	0.34%	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%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.96%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
V Visa Inc.	0.83%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Diversified Top 100 Portfolio. 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 Diversified Top 100 Portfolio was 34.74%, occurring on Mar 18, 2020. Recovery took 58 trading sessions.

The current Diversified Top 100 Portfolio drawdown is 8.77%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.74%	Feb 20, 2020	20	Mar 18, 2020	58	Jun 10, 2020	78
-31.35%	Jan 4, 2022	248	Dec 28, 2022	112	Jun 9, 2023	360
-22.12%	Dec 18, 2024	75	Apr 8, 2025	85	Aug 11, 2025	160
-16.47%	Aug 8, 2018	96	Dec 24, 2018	137	Jul 12, 2019	233
-15.2%	Dec 30, 2015	29	Feb 10, 2016	35	Apr 1, 2016	64

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 46 assets, with an effective number of assets of 12.18, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	FLOT	WMT	TSLA	NVO	AZN	MRK	LLY	PG	UNH	ABBV	KO	PFE	PEP	JNJ	BHP	NFLX	AMD	MCD	NVS	LRLCY	COST	CAT	TSM	LVMUY	NKE	META	NVDA	JPM	UPS	CRM	AVGO	MS	AMZN	HD	ABT	TMO	AAPL	BRK-B	GOOG	ASML	CSCO	ADBE	TXN	V	MSFT	MA	Portfolio
Benchmark	1.00	0.15	0.38	0.47	0.38	0.35	0.36	0.40	0.37	0.44	0.41	0.40	0.41	0.40	0.39	0.52	0.49	0.52	0.44	0.42	0.48	0.53	0.62	0.59	0.54	0.57	0.61	0.63	0.64	0.57	0.61	0.65	0.67	0.64	0.60	0.54	0.59	0.67	0.66	0.69	0.66	0.67	0.64	0.69	0.67	0.73	0.68	0.82
FLOT	0.15	1.00	0.05	0.09	0.05	0.05	0.04	0.03	0.08	0.07	0.02	0.08	0.05	0.06	0.06	0.12	0.10	0.08	0.09	0.06	0.08	0.09	0.11	0.11	0.12	0.11	0.11	0.08	0.11	0.09	0.11	0.08	0.10	0.10	0.11	0.08	0.11	0.11	0.11	0.10	0.12	0.08	0.09	0.09	0.10	0.09	0.10	0.13
WMT	0.38	0.05	1.00	0.15	0.19	0.19	0.25	0.24	0.42	0.26	0.23	0.36	0.24	0.40	0.32	0.18	0.19	0.14	0.34	0.25	0.23	0.57	0.21	0.16	0.20	0.27	0.19	0.18	0.24	0.30	0.18	0.18	0.21	0.24	0.40	0.30	0.26	0.25	0.36	0.24	0.21	0.31	0.23	0.24	0.28	0.28	0.28	0.28
TSLA	0.47	0.09	0.15	1.00	0.17	0.14	0.08	0.13	0.09	0.14	0.13	0.10	0.13	0.12	0.08	0.26	0.37	0.37	0.15	0.15	0.19	0.25	0.26	0.37	0.27	0.30	0.37	0.41	0.26	0.23	0.38	0.39	0.28	0.41	0.25	0.21	0.28	0.40	0.22	0.39	0.38	0.26	0.37	0.37	0.29	0.38	0.30	0.81
NVO	0.38	0.05	0.19	0.17	1.00	0.43	0.33	0.41	0.22	0.26	0.31	0.19	0.33	0.22	0.28	0.20	0.21	0.20	0.21	0.43	0.35	0.23	0.20	0.24	0.31	0.25	0.28	0.24	0.20	0.22	0.28	0.26	0.22	0.25	0.24	0.35	0.37	0.24	0.22	0.28	0.32	0.25	0.31	0.26	0.30	0.32	0.30	0.32
AZN	0.35	0.05	0.19	0.14	0.43	1.00	0.41	0.38	0.30	0.24	0.37	0.29	0.39	0.29	0.37	0.26	0.19	0.16	0.27	0.55	0.37	0.21	0.21	0.21	0.30	0.23	0.23	0.18	0.20	0.24	0.22	0.19	0.21	0.20	0.24	0.38	0.36	0.24	0.26	0.24	0.28	0.28	0.25	0.25	0.30	0.27	0.29	0.27
MRK	0.36	0.04	0.25	0.08	0.33	0.41	1.00	0.46	0.38	0.35	0.45	0.36	0.53	0.38	0.51	0.20	0.13	0.09	0.32	0.48	0.26	0.24	0.23	0.10	0.23	0.24	0.17	0.09	0.27	0.28	0.18	0.14	0.24	0.15	0.26	0.43	0.41	0.21	0.37	0.21	0.17	0.29	0.21	0.23	0.32	0.23	0.30	0.22
LLY	0.40	0.03	0.24	0.13	0.41	0.38	0.46	1.00	0.30	0.32	0.42	0.25	0.43	0.28	0.43	0.17	0.20	0.16	0.23	0.40	0.22	0.28	0.20	0.18	0.20	0.20	0.25	0.21	0.24	0.22	0.24	0.23	0.21	0.23	0.26	0.39	0.35	0.24	0.31	0.27	0.23	0.29	0.26	0.24	0.29	0.30	0.28	0.29
PG	0.37	0.08	0.42	0.09	0.22	0.30	0.38	0.30	1.00	0.31	0.32	0.60	0.33	0.64	0.47	0.20	0.15	0.08	0.42	0.36	0.34	0.39	0.20	0.11	0.26	0.29	0.16	0.11	0.23	0.35	0.18	0.14	0.18	0.18	0.36	0.40	0.32	0.26	0.39	0.21	0.19	0.32	0.24	0.27	0.35	0.27	0.35	0.23
UNH	0.44	0.07	0.26	0.14	0.26	0.24	0.35	0.32	0.31	1.00	0.34	0.31	0.36	0.31	0.39	0.22	0.19	0.18	0.31	0.33	0.24	0.29	0.28	0.19	0.24	0.27	0.21	0.20	0.34	0.32	0.24	0.23	0.31	0.22	0.33	0.38	0.37	0.27	0.40	0.29	0.24	0.32	0.28	0.29	0.36	0.29	0.35	0.33
ABBV	0.41	0.02	0.23	0.13	0.31	0.37	0.45	0.42	0.32	0.34	1.00	0.31	0.46	0.32	0.46	0.21	0.17	0.13	0.28	0.43	0.23	0.23	0.27	0.16	0.25	0.25	0.20	0.18	0.30	0.31	0.24	0.21	0.27	0.19	0.30	0.44	0.39	0.24	0.37	0.26	0.24	0.33	0.26	0.28	0.33	0.26	0.33	0.28
KO	0.40	0.08	0.36	0.10	0.19	0.29	0.36	0.25	0.60	0.31	0.31	1.00	0.33	0.70	0.45	0.23	0.11	0.08	0.48	0.36	0.35	0.36	0.24	0.13	0.29	0.29	0.15	0.09	0.28	0.35	0.19	0.16	0.24	0.16	0.33	0.38	0.30	0.25	0.45	0.23	0.19	0.33	0.24	0.26	0.37	0.27	0.37	0.24
PFE	0.41	0.05	0.24	0.13	0.33	0.39	0.53	0.43	0.33	0.36	0.46	0.33	1.00	0.35	0.50	0.24	0.15	0.16	0.27	0.45	0.29	0.24	0.27	0.15	0.27	0.27	0.18	0.15	0.31	0.35	0.21	0.19	0.30	0.18	0.32	0.43	0.44	0.25	0.39	0.24	0.23	0.35	0.25	0.29	0.33	0.26	0.31	0.27
PEP	0.40	0.06	0.40	0.12	0.22	0.29	0.38	0.28	0.64	0.31	0.32	0.70	0.35	1.00	0.48	0.19	0.15	0.10	0.45	0.37	0.36	0.39	0.19	0.16	0.27	0.29	0.18	0.13	0.21	0.35	0.21	0.19	0.20	0.19	0.38	0.40	0.34	0.29	0.39	0.24	0.22	0.34	0.28	0.29	0.36	0.30	0.34	0.27
JNJ	0.39	0.06	0.32	0.08	0.28	0.37	0.51	0.43	0.47	0.39	0.46	0.45	0.50	0.48	1.00	0.22	0.14	0.10	0.38	0.46	0.30	0.30	0.26	0.14	0.24	0.26	0.15	0.10	0.28	0.34	0.18	0.16	0.25	0.16	0.33	0.50	0.40	0.24	0.44	0.24	0.21	0.36	0.23	0.27	0.35	0.25	0.34	0.23
BHP	0.52	0.12	0.18	0.26	0.20	0.26	0.20	0.17	0.20	0.22	0.21	0.23	0.24	0.19	0.22	1.00	0.24	0.30	0.22	0.30	0.30	0.20	0.56	0.38	0.41	0.31	0.28	0.30	0.41	0.34	0.27	0.33	0.43	0.29	0.30	0.24	0.30	0.33	0.39	0.33	0.39	0.37	0.28	0.40	0.33	0.32	0.35	0.42
NFLX	0.49	0.10	0.19	0.37	0.21	0.19	0.13	0.20	0.15	0.19	0.17	0.11	0.15	0.15	0.14	0.24	1.00	0.37	0.18	0.19	0.24	0.31	0.23	0.34	0.28	0.31	0.49	0.44	0.25	0.23	0.46	0.39	0.29	0.52	0.29	0.28	0.30	0.42	0.25	0.44	0.39	0.34	0.49	0.37	0.38	0.48	0.39	0.53
AMD	0.52	0.08	0.14	0.37	0.20	0.16	0.09	0.16	0.08	0.18	0.13	0.08	0.16	0.10	0.10	0.30	0.37	1.00	0.16	0.17	0.25	0.25	0.31	0.50	0.31	0.29	0.41	0.63	0.27	0.28	0.41	0.49	0.32	0.44	0.29	0.25	0.31	0.42	0.23	0.42	0.53	0.37	0.44	0.52	0.34	0.46	0.34	0.57
MCD	0.44	0.09	0.34	0.15	0.21	0.27	0.32	0.23	0.42	0.31	0.28	0.48	0.27	0.45	0.38	0.22	0.18	0.16	1.00	0.33	0.32	0.35	0.26	0.18	0.31	0.34	0.25	0.18	0.32	0.33	0.26	0.24	0.29	0.25	0.40	0.38	0.32	0.30	0.43	0.29	0.25	0.35	0.31	0.32	0.41	0.33	0.41	0.32
NVS	0.42	0.06	0.25	0.15	0.43	0.55	0.48	0.40	0.36	0.33	0.43	0.36	0.45	0.37	0.46	0.30	0.19	0.17	0.33	1.00	0.41	0.27	0.26	0.23	0.35	0.27	0.23	0.19	0.27	0.30	0.25	0.23	0.27	0.22	0.30	0.45	0.40	0.27	0.36	0.25	0.31	0.34	0.30	0.30	0.37	0.29	0.36	0.31
LRLCY	0.48	0.08	0.23	0.19	0.35	0.37	0.26	0.22	0.34	0.24	0.23	0.35	0.29	0.36	0.30	0.30	0.24	0.25	0.32	0.41	1.00	0.29	0.29	0.31	0.63	0.36	0.30	0.26	0.28	0.34	0.29	0.30	0.31	0.32	0.34	0.37	0.36	0.35	0.35	0.33	0.42	0.36	0.35	0.36	0.38	0.35	0.38	0.38
COST	0.53	0.09	0.57	0.25	0.23	0.21	0.24	0.28	0.39	0.29	0.23	0.36	0.24	0.39	0.30	0.20	0.31	0.25	0.35	0.27	0.29	1.00	0.25	0.29	0.29	0.37	0.33	0.33	0.27	0.35	0.33	0.33	0.27	0.38	0.48	0.36	0.35	0.40	0.38	0.37	0.33	0.39	0.40	0.39	0.39	0.44	0.39	0.44
CAT	0.62	0.11	0.21	0.26	0.20	0.21	0.23	0.20	0.20	0.28	0.27	0.24	0.27	0.19	0.26	0.56	0.23	0.31	0.26	0.26	0.29	0.25	1.00	0.40	0.38	0.37	0.29	0.33	0.57	0.48	0.28	0.41	0.57	0.30	0.40	0.29	0.36	0.35	0.53	0.35	0.42	0.45	0.29	0.49	0.40	0.34	0.42	0.45
TSM	0.59	0.11	0.16	0.37	0.24	0.21	0.10	0.18	0.11	0.19	0.16	0.13	0.15	0.16	0.14	0.38	0.34	0.50	0.18	0.23	0.31	0.29	0.40	1.00	0.40	0.32	0.41	0.59	0.34	0.32	0.40	0.59	0.42	0.44	0.32	0.26	0.36	0.46	0.29	0.46	0.64	0.41	0.42	0.59	0.38	0.48	0.38	0.62
LVMUY	0.54	0.12	0.20	0.27	0.31	0.30	0.23	0.20	0.26	0.24	0.25	0.29	0.27	0.27	0.24	0.41	0.28	0.31	0.31	0.35	0.63	0.29	0.38	0.40	1.00	0.42	0.36	0.34	0.37	0.38	0.36	0.36	0.40	0.38	0.38	0.34	0.38	0.39	0.39	0.39	0.51	0.35	0.39	0.43	0.42	0.40	0.43	0.47
NKE	0.57	0.11	0.27	0.30	0.25	0.23	0.24	0.20	0.29	0.27	0.25	0.29	0.27	0.29	0.26	0.31	0.31	0.29	0.34	0.27	0.36	0.37	0.37	0.32	0.42	1.00	0.35	0.33	0.40	0.44	0.39	0.35	0.42	0.38	0.50	0.36	0.40	0.40	0.42	0.39	0.39	0.41	0.44	0.44	0.46	0.39	0.47	0.48
META	0.61	0.11	0.19	0.37	0.28	0.23	0.17	0.25	0.16	0.21	0.20	0.15	0.18	0.18	0.15	0.28	0.49	0.41	0.25	0.23	0.30	0.33	0.29	0.41	0.36	0.35	1.00	0.50	0.32	0.29	0.51	0.48	0.35	0.61	0.34	0.31	0.35	0.49	0.30	0.63	0.46	0.38	0.54	0.44	0.46	0.57	0.46	0.64
NVDA	0.63	0.08	0.18	0.41	0.24	0.18	0.09	0.21	0.11	0.20	0.18	0.09	0.15	0.13	0.10	0.30	0.44	0.63	0.18	0.19	0.26	0.33	0.33	0.59	0.34	0.33	0.50	1.00	0.32	0.31	0.49	0.61	0.39	0.53	0.33	0.29	0.37	0.49	0.28	0.50	0.61	0.43	0.52	0.58	0.40	0.58	0.42	0.69
JPM	0.64	0.11	0.24	0.26	0.20	0.20	0.27	0.24	0.23	0.34	0.30	0.28	0.31	0.21	0.28	0.41	0.25	0.27	0.32	0.27	0.28	0.27	0.57	0.34	0.37	0.40	0.32	0.32	1.00	0.44	0.32	0.38	0.78	0.31	0.41	0.34	0.35	0.35	0.69	0.37	0.38	0.46	0.30	0.44	0.47	0.36	0.48	0.47
UPS	0.57	0.09	0.30	0.23	0.22	0.24	0.28	0.22	0.35	0.32	0.31	0.35	0.35	0.35	0.34	0.34	0.23	0.28	0.33	0.30	0.34	0.35	0.48	0.32	0.38	0.44	0.29	0.31	0.44	1.00	0.33	0.34	0.46	0.32	0.50	0.40	0.43	0.38	0.50	0.34	0.38	0.44	0.38	0.45	0.41	0.37	0.43	0.43
CRM	0.61	0.11	0.18	0.38	0.28	0.22	0.18	0.24	0.18	0.24	0.24	0.19	0.21	0.21	0.18	0.27	0.46	0.41	0.26	0.25	0.29	0.33	0.28	0.40	0.36	0.39	0.51	0.49	0.32	0.33	1.00	0.44	0.37	0.55	0.37	0.37	0.42	0.46	0.33	0.51	0.45	0.43	0.67	0.44	0.50	0.58	0.51	0.60
AVGO	0.65	0.08	0.18	0.39	0.26	0.19	0.14	0.23	0.14	0.23	0.21	0.16	0.19	0.19	0.16	0.33	0.39	0.49	0.24	0.23	0.30	0.33	0.41	0.59	0.36	0.35	0.48	0.61	0.38	0.34	0.44	1.00	0.42	0.47	0.35	0.31	0.37	0.52	0.33	0.47	0.62	0.47	0.47	0.62	0.41	0.54	0.42	0.63
MS	0.67	0.10	0.21	0.28	0.22	0.21	0.24	0.21	0.18	0.31	0.27	0.24	0.30	0.20	0.25	0.43	0.29	0.32	0.29	0.27	0.31	0.27	0.57	0.42	0.40	0.42	0.35	0.39	0.78	0.46	0.37	0.42	1.00	0.35	0.42	0.36	0.39	0.39	0.63	0.41	0.44	0.46	0.34	0.47	0.47	0.40	0.49	0.51
AMZN	0.64	0.10	0.24	0.41	0.25	0.20	0.15	0.23	0.18	0.22	0.19	0.16	0.18	0.19	0.16	0.29	0.52	0.44	0.25	0.22	0.32	0.38	0.30	0.44	0.38	0.38	0.61	0.53	0.31	0.32	0.55	0.47	0.35	1.00	0.38	0.32	0.38	0.53	0.31	0.66	0.48	0.42	0.58	0.45	0.46	0.63	0.48	0.68
HD	0.60	0.11	0.40	0.25	0.24	0.24	0.26	0.26	0.36	0.33	0.30	0.33	0.32	0.38	0.33	0.30	0.29	0.29	0.40	0.30	0.34	0.48	0.40	0.32	0.38	0.50	0.34	0.33	0.41	0.50	0.37	0.35	0.42	0.38	1.00	0.40	0.43	0.39	0.47	0.37	0.39	0.43	0.41	0.46	0.45	0.41	0.46	0.46
ABT	0.54	0.08	0.30	0.21	0.35	0.38	0.43	0.39	0.40	0.38	0.44	0.38	0.43	0.40	0.50	0.24	0.28	0.25	0.38	0.45	0.37	0.36	0.29	0.26	0.34	0.36	0.31	0.29	0.34	0.40	0.37	0.31	0.36	0.32	0.40	1.00	0.58	0.36	0.43	0.36	0.36	0.43	0.41	0.40	0.47	0.41	0.47	0.41
TMO	0.59	0.11	0.26	0.28	0.37	0.36	0.41	0.35	0.32	0.37	0.39	0.30	0.44	0.34	0.40	0.30	0.30	0.31	0.32	0.40	0.36	0.35	0.36	0.36	0.38	0.40	0.35	0.37	0.35	0.43	0.42	0.37	0.39	0.38	0.43	0.58	1.00	0.40	0.41	0.42	0.44	0.43	0.46	0.46	0.46	0.46	0.46	0.49
AAPL	0.67	0.11	0.25	0.40	0.24	0.24	0.21	0.24	0.26	0.27	0.24	0.25	0.25	0.29	0.24	0.33	0.42	0.42	0.30	0.27	0.35	0.40	0.35	0.46	0.39	0.40	0.49	0.49	0.35	0.38	0.46	0.52	0.39	0.53	0.39	0.36	0.40	1.00	0.39	0.55	0.50	0.47	0.51	0.52	0.47	0.58	0.48	0.65
BRK-B	0.66	0.11	0.36	0.22	0.22	0.26	0.37	0.31	0.39	0.40	0.37	0.45	0.39	0.39	0.44	0.39	0.25	0.23	0.43	0.36	0.35	0.38	0.53	0.29	0.39	0.42	0.30	0.28	0.69	0.50	0.33	0.33	0.63	0.31	0.47	0.43	0.41	0.39	1.00	0.38	0.35	0.49	0.36	0.45	0.53	0.40	0.54	0.46
GOOG	0.69	0.10	0.24	0.39	0.28	0.24	0.21	0.27	0.21	0.29	0.26	0.23	0.24	0.24	0.24	0.33	0.44	0.42	0.29	0.25	0.33	0.37	0.35	0.46	0.39	0.39	0.63	0.50	0.37	0.34	0.51	0.47	0.41	0.66	0.37	0.36	0.42	0.55	0.38	1.00	0.50	0.46	0.57	0.49	0.51	0.65	0.51	0.68
ASML	0.66	0.12	0.21	0.38	0.32	0.28	0.17	0.23	0.19	0.24	0.24	0.19	0.23	0.22	0.21	0.39	0.39	0.53	0.25	0.31	0.42	0.33	0.42	0.64	0.51	0.39	0.46	0.61	0.38	0.38	0.45	0.62	0.44	0.48	0.39	0.36	0.44	0.50	0.35	0.50	1.00	0.46	0.50	0.64	0.44	0.54	0.46	0.64
CSCO	0.67	0.08	0.31	0.26	0.25	0.28	0.29	0.29	0.32	0.32	0.33	0.33	0.35	0.34	0.36	0.37	0.34	0.37	0.35	0.34	0.36	0.39	0.45	0.41	0.35	0.41	0.38	0.43	0.46	0.44	0.43	0.47	0.46	0.42	0.43	0.43	0.43	0.47	0.49	0.46	0.46	1.00	0.46	0.52	0.49	0.52	0.50	0.52
ADBE	0.64	0.09	0.23	0.37	0.31	0.25	0.21	0.26	0.24	0.28	0.26	0.24	0.25	0.28	0.23	0.28	0.49	0.44	0.31	0.30	0.35	0.40	0.29	0.42	0.39	0.44	0.54	0.52	0.30	0.38	0.67	0.47	0.34	0.58	0.41	0.41	0.46	0.51	0.36	0.57	0.50	0.46	1.00	0.51	0.56	0.66	0.56	0.62
TXN	0.69	0.09	0.24	0.37	0.26	0.25	0.23	0.24	0.27	0.29	0.28	0.26	0.29	0.29	0.27	0.40	0.37	0.52	0.32	0.30	0.36	0.39	0.49	0.59	0.43	0.44	0.44	0.58	0.44	0.45	0.44	0.62	0.47	0.45	0.46	0.40	0.46	0.52	0.45	0.49	0.64	0.52	0.51	1.00	0.49	0.52	0.51	0.63
V	0.67	0.10	0.28	0.29	0.30	0.30	0.32	0.29	0.35	0.36	0.33	0.37	0.33	0.36	0.35	0.33	0.38	0.34	0.41	0.37	0.38	0.39	0.40	0.38	0.42	0.46	0.46	0.40	0.47	0.41	0.50	0.41	0.47	0.46	0.45	0.47	0.46	0.47	0.53	0.51	0.44	0.49	0.56	0.49	1.00	0.55	0.85	0.57
MSFT	0.73	0.09	0.28	0.38	0.32	0.27	0.23	0.30	0.27	0.29	0.26	0.27	0.26	0.30	0.25	0.32	0.48	0.46	0.33	0.29	0.35	0.44	0.34	0.48	0.40	0.39	0.57	0.58	0.36	0.37	0.58	0.54	0.40	0.63	0.41	0.41	0.46	0.58	0.40	0.65	0.54	0.52	0.66	0.52	0.55	1.00	0.56	0.70
MA	0.68	0.10	0.28	0.30	0.30	0.29	0.30	0.28	0.35	0.35	0.33	0.37	0.31	0.34	0.34	0.35	0.39	0.34	0.41	0.36	0.38	0.39	0.42	0.38	0.43	0.47	0.46	0.42	0.48	0.43	0.51	0.42	0.49	0.48	0.46	0.47	0.46	0.48	0.54	0.51	0.46	0.50	0.56	0.51	0.85	0.56	1.00	0.58
Portfolio	0.82	0.13	0.28	0.81	0.32	0.27	0.22	0.29	0.23	0.33	0.28	0.24	0.27	0.27	0.23	0.42	0.53	0.57	0.32	0.31	0.38	0.44	0.45	0.62	0.47	0.48	0.64	0.69	0.47	0.43	0.60	0.63	0.51	0.68	0.46	0.41	0.49	0.65	0.46	0.68	0.64	0.52	0.62	0.63	0.57	0.70	0.58	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Diversified Top 100 Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table