Diversified Top 100 Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Diversified Top 100 Portfolio

Last updated Jul 24, 2024

Asset Allocation

Position	Category/Sector	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		0.42%
LLY		0.42%
LRLCY		0.21%
LVMUY		0.83%
MA		0.42%
MCD		0.42%
META		5%
MRK		0.42%
MS		0.42%
MSFT		6.04%
NFLX		0.42%
NKE		0.42%
NVDA		5.83%
NVO		0.42%
NVS		0.42%
PEP		0.42%
PFE		0.42%
PG		0.42%
TMO		0.42%
TSLA		16.81%
TSM		5%
TXN		0.42%
UNH		3.33%
UPS		0.42%
V		3.33%
WMT		0.42%

Benchmark

S&P 500

Rebalance portfolio

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 Quarterly

Diversified Top 100 Portfolio

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 24, 2024, the Diversified Top 100 Portfolio returned 23.25% Year-To-Date and 27.28% 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	16.48%	1.67%	14.21%	21.98%	13.13%	10.91%
Diversified Top 100 Portfolio	23.25%	6.39%	22.10%	29.54%	36.23%	27.28%
Portfolio components:
AAPL Apple Inc	17.18%	8.44%	15.59%	17.36%	35.25%	26.48%
MSFT	18.73%	-1.10%	11.93%	29.91%	27.28%	28.01%
GOOG Alphabet Inc.	30.43%	1.85%	23.63%	50.81%	26.66%	20.18%
AMZN Amazon.com, Inc.	22.69%	-1.41%	19.48%	44.73%	13.61%	27.75%
NVDA	147.58%	-3.14%	104.78%	174.87%	95.76%	76.50%
TSLA	-0.85%	34.63%	17.81%	-8.43%	74.75%	32.47%
META	38.35%	-1.23%	27.13%	67.93%	19.60%	20.66%
BRK-B Berkshire Hathaway Inc.	21.69%	5.95%	16.63%	24.13%	15.91%	13.06%
TSM	64.46%	-2.38%	49.87%	75.84%	34.13%	26.85%
V	2.08%	-3.79%	-2.02%	10.84%	8.61%	18.17%
UNH	8.26%	17.14%	10.56%	12.87%	19.69%	22.83%
JPM JPMorgan Chase & Co.	25.83%	7.74%	25.88%	36.47%	16.10%	16.78%
BHP BHP Group	-17.35%	-2.67%	-7.90%	-5.60%	8.02%	4.51%
LVMUY	-9.17%	-4.71%	1.34%	-21.71%	13.57%	18.66%
LLY	51.19%	-0.63%	39.96%	92.64%	54.57%	32.73%
WMT	35.09%	4.18%	30.82%	34.67%	15.38%	13.13%
JNJ Johnson & Johnson	-1.27%	2.42%	-3.17%	-8.16%	5.94%	6.99%
MA	4.03%	-2.74%	0.96%	9.77%	10.24%	20.07%
AVGO Broadcom Inc.	47.81%	-0.95%	34.54%	84.84%	44.96%	41.48%
NVO	29.50%	-6.11%	27.14%	65.88%	42.24%	20.99%
PG	15.85%	-0.38%	9.56%	11.35%	10.87%	10.79%
HD The Home Depot, Inc.	5.12%	1.07%	3.85%	13.52%	13.55%	18.85%
ASML ASML Holding N.V.	23.71%	-10.01%	20.30%	37.46%	33.64%	28.36%
MRK	15.50%	-4.85%	5.07%	17.38%	13.21%	11.79%
KO	11.98%	3.49%	10.26%	7.33%	7.44%	8.11%
PEP	-0.57%	-0.60%	0.73%	-10.25%	8.26%	9.28%
ABBV AbbVie Inc.	14.90%	2.55%	5.30%	25.60%	26.60%	17.32%
COST Costco Wholesale Corporation	29.49%	0.45%	24.31%	55.59%	27.21%	24.56%
ADBE Adobe Inc	-8.48%	2.36%	-8.57%	4.23%	12.12%	22.41%
CRM salesforce.com, inc.	-2.41%	4.65%	-7.22%	13.80%	10.05%	16.73%
MCD	-13.27%	-2.06%	-14.30%	-11.93%	5.89%	13.19%
NVS	10.74%	2.36%	3.79%	13.52%	8.75%	7.95%
AZN AstraZeneca PLC	19.36%	0.37%	20.43%	17.40%	16.09%	11.49%
CSCO Cisco Systems, Inc.	-5.97%	-1.13%	-8.93%	-9.91%	-0.88%	9.36%
PFE	5.58%	6.34%	6.91%	-16.96%	-2.19%	4.24%
TMO	4.18%	-2.19%	0.41%	-3.11%	14.02%	16.41%
NFLX	32.02%	-6.32%	30.59%	50.05%	14.56%	26.78%
ABT Abbott Laboratories	-4.15%	-1.18%	-7.90%	-7.45%	5.20%	11.35%
AMD Advanced Micro Devices, Inc.	4.47%	-4.48%	-8.56%	39.23%	35.67%	45.08%
NKE	-31.89%	-24.47%	-27.43%	-31.55%	-2.38%	7.78%
TXN	18.09%	1.41%	15.46%	11.24%	12.39%	18.74%
UPS	-5.59%	6.28%	-7.26%	-19.54%	7.69%	6.78%
MS	13.12%	7.63%	21.60%	13.82%	22.12%	15.02%
LRLCY	-11.49%	-8.05%	-5.26%	-2.35%	10.96%	11.53%
CAT Caterpillar Inc.	17.85%	5.41%	20.08%	35.03%	23.50%	15.75%
FLOT iShares Floating Rate Bond ETF	3.83%	0.45%	3.36%	6.63%	2.82%	2.15%

Monthly Returns

The table below presents the monthly returns of Diversified Top 100 Portfolio, 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	-0.37%	7.44%	0.83%	-1.43%	4.38%	5.81%							23.25%
2023	15.16%	4.28%	6.20%	-1.55%	8.76%	8.51%	3.14%	-1.30%	-3.60%	-3.52%	9.36%	3.35%	58.56%
2022	-5.31%	-4.33%	6.62%	-11.21%	-2.37%	-8.04%	12.42%	-5.30%	-7.87%	-0.43%	5.69%	-8.90%	-27.59%
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%
2020	10.22%	-2.37%	-10.50%	17.92%	5.09%	9.14%	12.23%	22.47%	-6.74%	-3.23%	14.37%	7.44%	98.54%
2019	3.92%	2.12%	1.84%	1.52%	-8.95%	7.97%	3.24%	-2.16%	2.36%	9.48%	4.17%	8.65%	38.17%
2018	9.79%	-1.79%	-6.34%	2.53%	2.92%	3.63%	1.09%	4.84%	-1.79%	-2.32%	0.20%	-5.97%	5.79%
2017	6.18%	2.10%	3.68%	3.77%	5.59%	1.09%	1.50%	3.48%	0.07%	4.74%	0.02%	0.33%	37.54%
2016	-6.43%	-0.66%	8.64%	0.21%	2.71%	-1.09%	6.98%	-0.27%	1.54%	-0.14%	1.36%	4.63%	17.93%
2015	-2.06%	5.27%	-2.70%	5.67%	3.04%	-0.07%	3.59%	-3.81%	0.05%	4.47%	3.47%	0.83%	18.60%
2014				-2.18%	2.24%	3.85%	-1.58%	6.96%	-2.15%	1.57%	3.47%	-2.97%	9.10%

Expense Ratio

Diversified Top 100 Portfolio 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.

FLOT

iShares Floating Rate Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Diversified Top 100 Portfolio is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Diversified Top 100 Portfolio

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.

Diversified Top 100 Portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.79	1.28	1.15	1.08	2.13
MSFT	1.54	2.06	1.26	2.34	7.01
GOOG Alphabet Inc.	1.94	2.48	1.36	2.76	11.66
AMZN Amazon.com, Inc.	1.57	2.36	1.28	1.21	8.83
NVDA	3.84	4.13	1.52	8.93	24.93
TSLA	-0.10	0.23	1.03	-0.08	-0.21
META	1.82	2.70	1.35	2.57	10.42
BRK-B Berkshire Hathaway Inc.	2.04	2.94	1.35	2.44	7.29
TSM	2.34	3.13	1.39	2.05	11.74
V	0.83	1.19	1.14	1.22	2.80
UNH	0.61	1.02	1.13	0.67	1.79
JPM JPMorgan Chase & Co.	2.25	2.75	1.41	2.43	8.59
BHP BHP Group	-0.18	-0.10	0.99	-0.22	-0.39
LVMUY	-0.86	-1.17	0.87	-0.75	-1.48
LLY	3.02	4.12	1.56	7.40	22.15
WMT	2.09	2.77	1.44	3.28	9.78
JNJ Johnson & Johnson	-0.50	-0.60	0.93	-0.42	-0.77
MA	0.77	1.07	1.15	0.94	2.34
AVGO Broadcom Inc.	2.22	3.00	1.36	5.94	13.69
NVO	1.91	3.15	1.37	5.18	13.97
PG	0.86	1.31	1.16	1.22	3.40
HD The Home Depot, Inc.	0.77	1.24	1.14	0.50	1.68
ASML ASML Holding N.V.	0.99	1.48	1.20	1.04	3.74
MRK	0.88	1.43	1.18	1.10	3.83
KO	0.57	0.88	1.11	0.43	1.28
PEP	-0.59	-0.72	0.91	-0.54	-0.98
ABBV AbbVie Inc.	1.35	1.85	1.25	1.58	4.45
COST Costco Wholesale Corporation	3.11	3.69	1.57	4.94	15.73
ADBE Adobe Inc	0.15	0.44	1.06	0.14	0.35
CRM salesforce.com, inc.	0.38	0.68	1.12	0.34	1.16
MCD	-0.75	-0.95	0.89	-0.70	-1.40
NVS	0.76	1.15	1.14	1.10	2.77
AZN AstraZeneca PLC	0.84	1.28	1.16	0.88	2.74
CSCO Cisco Systems, Inc.	-0.49	-0.52	0.92	-0.39	-0.73
PFE	-0.68	-0.87	0.90	-0.30	-0.85
TMO	-0.07	0.04	1.01	-0.04	-0.15
NFLX	1.51	2.39	1.30	1.01	7.67
ABT Abbott Laboratories	-0.39	-0.43	0.95	-0.21	-0.66
AMD Advanced Micro Devices, Inc.	0.83	1.41	1.18	0.92	2.60
NKE	-0.97	-1.14	0.81	-0.54	-1.71
TXN	0.47	0.82	1.10	0.43	1.05
UPS	-0.80	-0.97	0.87	-0.50	-1.05
MS	0.63	1.01	1.13	0.46	1.55
LRLCY	-0.17	-0.08	0.99	-0.19	-0.57
CAT Caterpillar Inc.	1.38	1.96	1.26	1.69	4.41
FLOT iShares Floating Rate Bond ETF	11.27	30.75	6.32	84.29	433.83

Sharpe Ratio

The current Diversified Top 100 Portfolio Sharpe ratio is 2.03. 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 1.33 to 2.11, 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 Diversified Top 100 Portfolio 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.

Diversified Top 100 Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Diversified Top 100 Portfolio granted a 1.58% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Diversified Top 100 Portfolio	1.58%	1.57%	1.08%	0.65%	0.83%	1.26%	1.29%	0.99%	1.02%	1.14%	0.95%	1.01%
Portfolio components:
AAPL Apple Inc	0.43%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
MSFT	0.66%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
GOOG Alphabet Inc.	0.11%	0.00%	0.00%	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	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.19%	1.68%	1.95%
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%
META	0.20%	0.00%	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%
TSM	1.21%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%	2.30%
V	0.76%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%	0.62%
UNH	1.37%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%	1.40%
JPM JPMorgan Chase & Co.	2.09%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%	2.33%
BHP BHP Group	5.52%	4.98%	10.27%	9.98%	3.67%	8.59%	4.89%	3.61%	1.68%	9.32%	5.11%	3.40%
LVMUY	1.92%	1.65%	1.78%	0.99%	1.64%	1.49%	2.21%	1.59%	2.11%	12.92%	2.38%	2.17%
LLY	0.55%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%	3.84%
WMT	1.12%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%	2.39%
JNJ Johnson & Johnson	3.16%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%	2.83%
MA	0.58%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%	0.25%
AVGO Broadcom Inc.	1.24%	1.71%	3.02%	2.24%	3.05%	3.54%	4.48%	2.57%	2.33%	2.09%	2.42%	3.74%
NVO	0.73%	0.71%	0.84%	0.94%	1.33%	1.51%	1.97%	1.52%	2.87%	0.92%	1.43%	1.23%
PG	2.34%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%	2.78%	2.91%
HD The Home Depot, Inc.	2.41%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%	1.89%
ASML ASML Holding N.V.	0.70%	0.85%	1.27%	0.50%	0.59%	1.20%	1.10%	0.75%	1.02%	0.91%	0.78%	0.75%
MRK	2.44%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.42%	3.11%	3.45%
KO	2.91%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%	2.71%
PEP	3.10%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%	2.68%	2.70%
ABBV AbbVie Inc.	3.54%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%	3.03%
COST Costco Wholesale Corporation	2.26%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%	1.01%
ADBE Adobe Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CRM salesforce.com, 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%
MCD	2.57%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%	3.50%	3.22%
NVS	3.51%	3.44%	3.91%	4.08%	3.40%	2.87%	3.72%	3.50%	4.06%	3.51%	3.14%	3.37%
AZN AstraZeneca PLC	1.83%	2.15%	2.14%	2.40%	2.80%	2.81%	3.61%	3.95%	5.01%	4.06%	3.98%	4.72%
CSCO Cisco Systems, Inc.	3.41%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%	2.66%	2.27%
PFE	5.63%	5.70%	3.12%	2.64%	3.91%	3.68%	3.12%	3.53%	3.69%	3.47%	3.34%	3.13%
TMO	0.27%	0.26%	0.22%	0.16%	0.19%	0.23%	0.30%	0.32%	0.43%	0.42%	0.48%	0.54%
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%
ABT Abbott Laboratories	2.08%	1.85%	1.71%	1.28%	1.32%	1.47%	1.55%	1.86%	2.71%	2.14%	1.95%	1.46%
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%
NKE	1.98%	1.28%	1.07%	0.68%	0.71%	0.89%	1.11%	1.18%	1.30%	0.93%	1.04%	1.11%
TXN	2.59%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%	2.32%	2.44%
UPS	4.48%	4.12%	3.50%	1.90%	2.40%	3.28%	3.73%	2.79%	2.72%	3.03%	2.41%	2.36%
MS	3.29%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%	0.90%	0.64%
LRLCY	1.64%	1.29%	1.53%	1.00%	1.14%	1.46%	1.91%	1.58%	1.95%	1.82%	2.08%	1.76%
CAT Caterpillar Inc.	1.54%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%	1.89%
FLOT iShares Floating Rate Bond ETF	5.92%	5.66%	2.06%	0.43%	1.25%	2.78%	2.41%	1.46%	0.97%	0.53%	0.44%	0.47%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Diversified Top 100 Portfolio

Benchmark (^GSPC)

Portfolio components

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 3.36%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.74%	Feb 20, 2020	20	Mar 18, 2020	58	Jun 10, 2020	78
-31.47%	Jan 4, 2022	248	Dec 28, 2022	112	Jun 9, 2023	360
-16.47%	Aug 8, 2018	96	Dec 24, 2018	137	Jul 12, 2019	233
-15.19%	Dec 30, 2015	29	Feb 10, 2016	35	Apr 1, 2016	64
-13.52%	Sep 1, 2020	5	Sep 8, 2020	52	Nov 19, 2020	57

Volatility

Volatility Chart

The current Diversified Top 100 Portfolio volatility is 5.92%, 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.

Diversified Top 100 Portfolio

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.

	FLOT	TSLA	WMT	NVO	AZN	LLY	MRK	ABBV	BHP	PFE	AMD	PG	NFLX	UNH	KO	MCD	PEP	JNJ	NVS	CAT	LRLCY	COST	TSM	JPM	META	LVMUY	NKE	NVDA	UPS	MS	HD	AMZN	CRM	AVGO	AAPL	ABT	TMO	ASML	BRK-B	CSCO	GOOG	ADBE	TXN	V	MA	MSFT
FLOT	1.00	0.06	0.04	0.02	0.04	0.01	0.02	-0.00	0.10	0.03	0.06	0.07	0.09	0.06	0.08	0.08	0.05	0.05	0.04	0.09	0.07	0.09	0.09	0.08	0.08	0.10	0.09	0.05	0.07	0.08	0.09	0.07	0.09	0.05	0.08	0.06	0.08	0.10	0.09	0.05	0.07	0.08	0.06	0.08	0.08	0.07
TSLA	0.06	1.00	0.16	0.17	0.16	0.13	0.10	0.16	0.25	0.14	0.36	0.12	0.38	0.17	0.15	0.18	0.15	0.11	0.18	0.25	0.21	0.26	0.36	0.25	0.36	0.28	0.31	0.41	0.24	0.27	0.25	0.40	0.39	0.38	0.41	0.25	0.30	0.37	0.23	0.26	0.37	0.39	0.37	0.30	0.32	0.38
WMT	0.04	0.16	1.00	0.21	0.20	0.25	0.28	0.24	0.19	0.27	0.16	0.44	0.20	0.30	0.38	0.34	0.45	0.34	0.27	0.23	0.26	0.56	0.19	0.25	0.20	0.23	0.29	0.21	0.34	0.23	0.40	0.26	0.20	0.21	0.27	0.32	0.30	0.23	0.38	0.33	0.28	0.25	0.27	0.29	0.29	0.31
NVO	0.02	0.17	0.21	1.00	0.45	0.41	0.36	0.32	0.19	0.33	0.21	0.25	0.23	0.27	0.22	0.23	0.25	0.32	0.46	0.19	0.37	0.25	0.23	0.19	0.28	0.32	0.24	0.26	0.22	0.21	0.24	0.26	0.30	0.27	0.26	0.38	0.38	0.34	0.23	0.26	0.30	0.33	0.26	0.32	0.31	0.34
AZN	0.04	0.16	0.20	0.45	1.00	0.37	0.41	0.37	0.26	0.38	0.16	0.30	0.22	0.27	0.29	0.27	0.29	0.37	0.54	0.22	0.38	0.21	0.22	0.22	0.25	0.31	0.24	0.20	0.24	0.23	0.23	0.23	0.25	0.22	0.25	0.39	0.37	0.29	0.27	0.30	0.26	0.27	0.26	0.31	0.30	0.30
LLY	0.01	0.13	0.25	0.41	0.37	1.00	0.50	0.44	0.19	0.46	0.16	0.32	0.22	0.36	0.28	0.24	0.31	0.47	0.41	0.21	0.24	0.29	0.17	0.24	0.26	0.19	0.21	0.22	0.24	0.22	0.26	0.25	0.26	0.24	0.26	0.41	0.36	0.24	0.32	0.32	0.29	0.28	0.25	0.31	0.30	0.33
MRK	0.02	0.10	0.28	0.36	0.41	0.50	1.00	0.45	0.22	0.53	0.12	0.38	0.17	0.39	0.37	0.34	0.38	0.53	0.48	0.26	0.27	0.27	0.13	0.30	0.21	0.25	0.25	0.14	0.28	0.28	0.26	0.19	0.23	0.20	0.23	0.45	0.43	0.20	0.40	0.34	0.25	0.24	0.25	0.34	0.33	0.29
ABBV	-0.00	0.16	0.24	0.32	0.37	0.44	0.45	1.00	0.22	0.46	0.15	0.32	0.19	0.38	0.31	0.28	0.32	0.45	0.42	0.29	0.25	0.25	0.20	0.32	0.23	0.27	0.27	0.22	0.32	0.30	0.31	0.22	0.27	0.25	0.26	0.45	0.40	0.26	0.38	0.35	0.30	0.28	0.29	0.34	0.34	0.30
BHP	0.10	0.25	0.19	0.19	0.26	0.19	0.22	0.22	1.00	0.25	0.29	0.22	0.26	0.25	0.26	0.23	0.20	0.23	0.30	0.57	0.30	0.22	0.39	0.43	0.28	0.41	0.32	0.30	0.33	0.45	0.30	0.30	0.29	0.34	0.34	0.27	0.31	0.40	0.44	0.39	0.33	0.30	0.40	0.35	0.38	0.34
PFE	0.03	0.14	0.27	0.33	0.38	0.46	0.53	0.46	0.25	1.00	0.17	0.34	0.18	0.39	0.34	0.28	0.35	0.51	0.44	0.28	0.29	0.28	0.17	0.33	0.21	0.27	0.27	0.19	0.33	0.32	0.31	0.21	0.23	0.23	0.26	0.44	0.43	0.24	0.41	0.38	0.28	0.27	0.29	0.34	0.32	0.30
AMD	0.06	0.36	0.16	0.21	0.16	0.16	0.12	0.15	0.29	0.17	1.00	0.13	0.38	0.19	0.12	0.20	0.13	0.14	0.19	0.29	0.26	0.28	0.49	0.27	0.41	0.32	0.31	0.64	0.30	0.31	0.31	0.45	0.45	0.49	0.43	0.30	0.34	0.52	0.27	0.37	0.42	0.48	0.53	0.38	0.38	0.47
PG	0.07	0.12	0.44	0.25	0.30	0.32	0.38	0.32	0.22	0.34	0.13	1.00	0.18	0.35	0.61	0.42	0.65	0.47	0.36	0.24	0.37	0.41	0.18	0.26	0.21	0.28	0.30	0.17	0.36	0.23	0.37	0.23	0.22	0.21	0.27	0.40	0.35	0.25	0.41	0.37	0.27	0.27	0.30	0.36	0.36	0.34
NFLX	0.09	0.38	0.20	0.23	0.22	0.22	0.17	0.19	0.26	0.18	0.38	0.18	1.00	0.23	0.13	0.20	0.18	0.18	0.22	0.26	0.26	0.31	0.36	0.25	0.51	0.31	0.34	0.46	0.27	0.28	0.31	0.54	0.48	0.40	0.44	0.30	0.35	0.42	0.27	0.34	0.48	0.52	0.41	0.39	0.41	0.49
UNH	0.06	0.17	0.30	0.27	0.27	0.36	0.39	0.38	0.25	0.39	0.19	0.35	0.23	1.00	0.34	0.32	0.35	0.43	0.36	0.30	0.26	0.32	0.22	0.38	0.25	0.27	0.30	0.23	0.33	0.35	0.36	0.26	0.26	0.27	0.32	0.42	0.40	0.28	0.44	0.37	0.33	0.30	0.32	0.38	0.38	0.35
KO	0.08	0.15	0.38	0.22	0.29	0.28	0.37	0.31	0.26	0.34	0.12	0.61	0.13	0.34	1.00	0.49	0.72	0.45	0.36	0.30	0.40	0.38	0.19	0.33	0.20	0.33	0.33	0.15	0.38	0.29	0.35	0.22	0.24	0.23	0.27	0.38	0.33	0.24	0.48	0.37	0.30	0.28	0.30	0.39	0.39	0.34
MCD	0.08	0.18	0.34	0.23	0.27	0.24	0.34	0.28	0.23	0.28	0.20	0.42	0.20	0.32	0.49	1.00	0.46	0.39	0.34	0.29	0.34	0.37	0.24	0.35	0.29	0.33	0.37	0.22	0.36	0.32	0.40	0.28	0.30	0.30	0.32	0.39	0.36	0.30	0.45	0.40	0.33	0.33	0.35	0.43	0.43	0.38
PEP	0.05	0.15	0.45	0.25	0.29	0.31	0.38	0.32	0.20	0.35	0.13	0.65	0.18	0.35	0.72	0.46	1.00	0.48	0.37	0.22	0.39	0.43	0.21	0.25	0.24	0.31	0.32	0.18	0.35	0.24	0.39	0.25	0.26	0.25	0.32	0.40	0.36	0.26	0.41	0.39	0.31	0.31	0.31	0.39	0.38	0.37
JNJ	0.05	0.11	0.34	0.32	0.37	0.47	0.53	0.45	0.23	0.51	0.14	0.47	0.18	0.43	0.45	0.39	0.48	1.00	0.45	0.29	0.32	0.33	0.20	0.32	0.21	0.27	0.29	0.16	0.36	0.29	0.34	0.22	0.23	0.22	0.27	0.51	0.43	0.26	0.47	0.41	0.30	0.27	0.31	0.37	0.37	0.31
NVS	0.04	0.18	0.27	0.46	0.54	0.41	0.48	0.42	0.30	0.44	0.19	0.36	0.22	0.36	0.36	0.34	0.37	0.45	1.00	0.28	0.43	0.29	0.26	0.30	0.28	0.38	0.28	0.23	0.31	0.30	0.30	0.26	0.29	0.28	0.30	0.46	0.42	0.34	0.37	0.38	0.30	0.34	0.32	0.39	0.37	0.34
CAT	0.09	0.25	0.23	0.19	0.22	0.21	0.26	0.29	0.57	0.28	0.29	0.24	0.26	0.30	0.30	0.29	0.22	0.29	0.28	1.00	0.29	0.27	0.39	0.58	0.29	0.38	0.38	0.33	0.48	0.57	0.40	0.29	0.29	0.41	0.35	0.32	0.36	0.40	0.58	0.46	0.35	0.30	0.48	0.42	0.44	0.35
LRLCY	0.07	0.21	0.26	0.37	0.38	0.24	0.27	0.25	0.30	0.29	0.26	0.37	0.26	0.26	0.40	0.34	0.39	0.32	0.43	0.29	1.00	0.32	0.34	0.30	0.33	0.64	0.37	0.30	0.34	0.33	0.33	0.36	0.33	0.33	0.36	0.40	0.39	0.46	0.36	0.39	0.38	0.38	0.37	0.41	0.40	0.40
COST	0.09	0.26	0.56	0.25	0.21	0.29	0.27	0.25	0.22	0.28	0.28	0.41	0.31	0.32	0.38	0.37	0.43	0.33	0.29	0.27	0.32	1.00	0.32	0.29	0.34	0.33	0.41	0.37	0.40	0.30	0.50	0.41	0.35	0.36	0.42	0.39	0.41	0.37	0.41	0.42	0.42	0.43	0.42	0.41	0.40	0.47
TSM	0.09	0.36	0.19	0.23	0.22	0.17	0.13	0.20	0.39	0.17	0.49	0.18	0.36	0.22	0.19	0.24	0.21	0.20	0.26	0.39	0.34	0.32	1.00	0.35	0.41	0.43	0.35	0.58	0.35	0.41	0.34	0.43	0.43	0.58	0.50	0.32	0.40	0.64	0.36	0.41	0.47	0.48	0.63	0.43	0.44	0.49
JPM	0.08	0.25	0.25	0.19	0.22	0.24	0.30	0.32	0.43	0.33	0.27	0.26	0.25	0.38	0.33	0.35	0.25	0.32	0.30	0.58	0.30	0.29	0.35	1.00	0.32	0.39	0.42	0.33	0.47	0.79	0.42	0.30	0.32	0.39	0.36	0.37	0.37	0.39	0.71	0.47	0.38	0.30	0.46	0.48	0.48	0.37
META	0.08	0.36	0.20	0.28	0.25	0.26	0.21	0.23	0.28	0.21	0.41	0.21	0.51	0.25	0.20	0.29	0.24	0.21	0.28	0.29	0.33	0.34	0.41	0.32	1.00	0.37	0.38	0.50	0.33	0.34	0.35	0.61	0.53	0.47	0.51	0.36	0.38	0.47	0.34	0.39	0.66	0.58	0.46	0.49	0.48	0.58
LVMUY	0.10	0.28	0.23	0.32	0.31	0.19	0.25	0.27	0.41	0.27	0.32	0.28	0.31	0.27	0.33	0.33	0.31	0.27	0.38	0.38	0.64	0.33	0.43	0.39	0.37	1.00	0.43	0.36	0.38	0.44	0.38	0.40	0.38	0.39	0.40	0.37	0.40	0.54	0.42	0.38	0.43	0.42	0.46	0.47	0.48	0.44
NKE	0.09	0.31	0.29	0.24	0.24	0.21	0.25	0.27	0.32	0.27	0.31	0.30	0.34	0.30	0.33	0.37	0.32	0.29	0.28	0.38	0.37	0.41	0.35	0.42	0.38	0.43	1.00	0.38	0.45	0.45	0.51	0.42	0.42	0.40	0.42	0.40	0.43	0.42	0.45	0.44	0.44	0.47	0.46	0.48	0.49	0.44
NVDA	0.05	0.41	0.21	0.26	0.20	0.22	0.14	0.22	0.30	0.19	0.64	0.17	0.46	0.23	0.15	0.22	0.18	0.16	0.23	0.33	0.30	0.37	0.58	0.33	0.50	0.36	0.38	1.00	0.36	0.38	0.36	0.53	0.52	0.60	0.52	0.35	0.41	0.63	0.33	0.44	0.52	0.57	0.63	0.45	0.47	0.58
UPS	0.07	0.24	0.34	0.22	0.24	0.24	0.28	0.32	0.33	0.33	0.30	0.36	0.27	0.33	0.38	0.36	0.35	0.36	0.31	0.48	0.34	0.40	0.35	0.47	0.33	0.38	0.45	0.36	1.00	0.48	0.50	0.35	0.35	0.39	0.40	0.42	0.43	0.40	0.53	0.48	0.38	0.40	0.46	0.43	0.45	0.41
MS	0.08	0.27	0.23	0.21	0.23	0.22	0.28	0.30	0.45	0.32	0.31	0.23	0.28	0.35	0.29	0.32	0.24	0.29	0.30	0.57	0.33	0.30	0.41	0.79	0.34	0.44	0.45	0.38	0.48	1.00	0.44	0.35	0.37	0.42	0.40	0.39	0.40	0.44	0.67	0.46	0.42	0.35	0.49	0.48	0.50	0.41
HD	0.09	0.25	0.40	0.24	0.23	0.26	0.26	0.31	0.30	0.31	0.31	0.37	0.31	0.36	0.35	0.40	0.39	0.34	0.30	0.40	0.33	0.50	0.34	0.42	0.35	0.38	0.51	0.36	0.50	0.44	1.00	0.40	0.38	0.38	0.40	0.42	0.45	0.42	0.48	0.46	0.40	0.42	0.47	0.47	0.47	0.45
AMZN	0.07	0.40	0.26	0.26	0.23	0.25	0.19	0.22	0.30	0.21	0.45	0.23	0.54	0.26	0.22	0.28	0.25	0.22	0.26	0.29	0.36	0.41	0.43	0.30	0.61	0.40	0.42	0.53	0.35	0.35	0.40	1.00	0.57	0.47	0.56	0.38	0.41	0.49	0.34	0.43	0.67	0.61	0.47	0.49	0.51	0.64
CRM	0.09	0.39	0.20	0.30	0.25	0.26	0.23	0.27	0.29	0.23	0.45	0.22	0.48	0.26	0.24	0.30	0.26	0.23	0.29	0.29	0.33	0.35	0.43	0.32	0.53	0.38	0.42	0.52	0.35	0.37	0.38	0.57	1.00	0.47	0.49	0.42	0.46	0.49	0.36	0.46	0.55	0.68	0.48	0.54	0.54	0.61
AVGO	0.05	0.38	0.21	0.27	0.22	0.24	0.20	0.25	0.34	0.23	0.49	0.21	0.40	0.27	0.23	0.30	0.25	0.22	0.28	0.41	0.33	0.36	0.58	0.39	0.47	0.39	0.40	0.60	0.39	0.42	0.38	0.47	0.47	1.00	0.56	0.37	0.42	0.63	0.39	0.49	0.48	0.52	0.69	0.46	0.48	0.54
AAPL	0.08	0.41	0.27	0.26	0.25	0.26	0.23	0.26	0.34	0.26	0.43	0.27	0.44	0.32	0.27	0.32	0.32	0.27	0.30	0.35	0.36	0.42	0.50	0.36	0.51	0.40	0.42	0.52	0.40	0.40	0.40	0.56	0.49	0.56	1.00	0.39	0.44	0.53	0.42	0.50	0.58	0.54	0.56	0.50	0.50	0.62
ABT	0.06	0.25	0.32	0.38	0.39	0.41	0.45	0.45	0.27	0.44	0.30	0.40	0.30	0.42	0.38	0.39	0.40	0.51	0.46	0.32	0.40	0.39	0.32	0.37	0.36	0.37	0.40	0.35	0.42	0.39	0.42	0.38	0.42	0.37	0.39	1.00	0.63	0.41	0.45	0.48	0.43	0.46	0.43	0.48	0.48	0.47
TMO	0.08	0.30	0.30	0.38	0.37	0.36	0.43	0.40	0.31	0.43	0.34	0.35	0.35	0.40	0.33	0.36	0.36	0.43	0.42	0.36	0.39	0.41	0.40	0.37	0.38	0.40	0.43	0.41	0.43	0.40	0.45	0.41	0.46	0.42	0.44	0.63	1.00	0.48	0.44	0.48	0.45	0.50	0.49	0.49	0.49	0.51
ASML	0.10	0.37	0.23	0.34	0.29	0.24	0.20	0.26	0.40	0.24	0.52	0.25	0.42	0.28	0.24	0.30	0.26	0.26	0.34	0.40	0.46	0.37	0.64	0.39	0.47	0.54	0.42	0.63	0.40	0.44	0.42	0.49	0.49	0.63	0.53	0.41	0.48	1.00	0.41	0.48	0.52	0.55	0.67	0.49	0.51	0.57
BRK-B	0.09	0.23	0.38	0.23	0.27	0.32	0.40	0.38	0.44	0.41	0.27	0.41	0.27	0.44	0.48	0.45	0.41	0.47	0.37	0.58	0.36	0.41	0.36	0.71	0.34	0.42	0.45	0.33	0.53	0.67	0.48	0.34	0.36	0.39	0.42	0.45	0.44	0.41	1.00	0.53	0.43	0.37	0.48	0.53	0.54	0.44
CSCO	0.05	0.26	0.33	0.26	0.30	0.32	0.34	0.35	0.39	0.38	0.37	0.37	0.34	0.37	0.37	0.40	0.39	0.41	0.38	0.46	0.39	0.42	0.41	0.47	0.39	0.38	0.44	0.44	0.48	0.46	0.46	0.43	0.46	0.49	0.50	0.48	0.48	0.48	0.53	1.00	0.48	0.50	0.56	0.52	0.52	0.54
GOOG	0.07	0.37	0.28	0.30	0.26	0.29	0.25	0.30	0.33	0.28	0.42	0.27	0.48	0.33	0.30	0.33	0.31	0.30	0.30	0.35	0.38	0.42	0.47	0.38	0.66	0.43	0.44	0.52	0.38	0.42	0.40	0.67	0.55	0.48	0.58	0.43	0.45	0.52	0.43	0.48	1.00	0.62	0.53	0.56	0.56	0.69
ADBE	0.08	0.39	0.25	0.33	0.27	0.28	0.24	0.28	0.30	0.27	0.48	0.27	0.52	0.30	0.28	0.33	0.31	0.27	0.34	0.30	0.38	0.43	0.48	0.30	0.58	0.42	0.47	0.57	0.40	0.35	0.42	0.61	0.68	0.52	0.54	0.46	0.50	0.55	0.37	0.50	0.62	1.00	0.55	0.59	0.58	0.70
TXN	0.06	0.37	0.27	0.26	0.26	0.25	0.25	0.29	0.40	0.29	0.53	0.30	0.41	0.32	0.30	0.35	0.31	0.31	0.32	0.48	0.37	0.42	0.63	0.46	0.46	0.46	0.46	0.63	0.46	0.49	0.47	0.47	0.48	0.69	0.56	0.43	0.49	0.67	0.48	0.56	0.53	0.55	1.00	0.53	0.54	0.58
V	0.08	0.30	0.29	0.32	0.31	0.31	0.34	0.34	0.35	0.34	0.38	0.36	0.39	0.38	0.39	0.43	0.39	0.37	0.39	0.42	0.41	0.41	0.43	0.48	0.49	0.47	0.48	0.45	0.43	0.48	0.47	0.49	0.54	0.46	0.50	0.48	0.49	0.49	0.53	0.52	0.56	0.59	0.53	1.00	0.86	0.59
MA	0.08	0.32	0.29	0.31	0.30	0.30	0.33	0.34	0.38	0.32	0.38	0.36	0.41	0.38	0.39	0.43	0.38	0.37	0.37	0.44	0.40	0.40	0.44	0.48	0.48	0.48	0.49	0.47	0.45	0.50	0.47	0.51	0.54	0.48	0.50	0.48	0.49	0.51	0.54	0.52	0.56	0.58	0.54	0.86	1.00	0.60
MSFT	0.07	0.38	0.31	0.34	0.30	0.33	0.29	0.30	0.34	0.30	0.47	0.34	0.49	0.35	0.34	0.38	0.37	0.31	0.34	0.35	0.40	0.47	0.49	0.37	0.58	0.44	0.44	0.58	0.41	0.41	0.45	0.64	0.61	0.54	0.62	0.47	0.51	0.57	0.44	0.54	0.69	0.70	0.58	0.59	0.60	1.00

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