Diversified Top 100 Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Diversified Top 100 Portfolio
Last updated Jan 4, 2025
Asset Allocation
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.
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jan 4, 2025, the Diversified Top 100 Portfolio returned 5.31% Year-To-Date and 39.46% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| Diversified Top 100 Portfolio | 5.31% | 1.29% | 18.07% | 119.84% | 54.08% | 39.39% |
| Portfolio components: | ||||||
AAPL Apple Inc | -2.82% | 0.13% | 7.76% | 34.98% | 27.42% | 26.14% |
MSFT | 0.44% | -4.35% | -9.11% | 15.98% | 22.78% | 26.78% |
GOOG Alphabet Inc. | 1.41% | 10.92% | 0.86% | 41.08% | 22.75% | 22.80% |
AMZN Amazon.com, Inc. | 2.19% | 1.65% | 12.10% | 54.36% | 18.75% | 31.21% |
NVDA | 7.58% | -0.41% | 14.83% | 194.34% | 89.85% | 77.98% |
TSLA | 1.63% | 11.08% | 63.18% | 72.82% | 68.84% | 40.24% |
META | 3.27% | -0.63% | 12.18% | 72.45% | 23.41% | 23.13% |
BRK-B Berkshire Hathaway Inc. | 0.06% | -3.61% | 10.31% | 24.06% | 14.89% | 11.81% |
TSM | 5.63% | 2.43% | 14.16% | 112.39% | 32.07% | 28.77% |
V | -0.36% | 1.89% | 16.94% | 22.19% | 11.54% | 17.92% |
UNH | 1.41% | -11.05% | 5.90% | -3.04% | 13.66% | 19.63% |
JPM JPMorgan Chase & Co. | 1.49% | -0.90% | 19.52% | 43.71% | 15.14% | 18.40% |
BHP BHP Group | -0.04% | -6.48% | -15.63% | -22.06% | 5.98% | 8.29% |
LVMUY | -3.21% | -1.61% | -18.07% | -14.50% | 8.15% | 18.05% |
LLY | 1.29% | -5.29% | -14.24% | 27.25% | 44.66% | 29.97% |
WMT | 0.48% | -4.53% | 30.27% | 75.87% | 20.12% | 14.18% |
JNJ Johnson & Johnson | -0.30% | -3.56% | -0.02% | -7.68% | 2.83% | 6.07% |
MA | -0.99% | -0.65% | 16.32% | 25.02% | 12.25% | 20.77% |
AVGO Broadcom Inc. | 0.31% | 36.78% | 37.34% | 124.61% | 53.72% | 40.83% |
NVO | 1.89% | -19.45% | -38.20% | -16.39% | 27.27% | 17.67% |
PG | -1.50% | -6.19% | 1.14% | 14.80% | 8.78% | 9.30% |
HD The Home Depot, Inc. | 0.05% | -8.76% | 17.64% | 16.26% | 14.86% | 16.80% |
ASML ASML Holding N.V. | 3.07% | 0.40% | -33.24% | 2.38% | 20.44% | 22.84% |
MRK | -0.34% | -3.49% | -20.44% | -13.12% | 5.74% | 8.65% |
KO | -0.82% | -1.86% | -1.75% | 6.65% | 5.71% | 7.05% |
PEP | -1.58% | -5.96% | -7.49% | -8.57% | 4.90% | 7.68% |
ABBV AbbVie Inc. | 1.98% | 2.87% | 10.23% | 15.86% | 20.28% | 15.18% |
COST Costco Wholesale Corporation | 0.03% | -6.69% | 3.78% | 40.54% | 27.94% | 22.92% |
ADBE Adobe Inc | -3.17% | -20.00% | -25.55% | -23.74% | 5.24% | 19.78% |
CRM salesforce.com, inc. | -0.43% | -7.78% | 27.03% | 33.31% | 14.09% | 19.43% |
MCD | 1.69% | -1.57% | 18.80% | 4.48% | 10.37% | 15.03% |
NVS | 0.34% | -4.76% | -9.70% | -4.65% | 5.85% | 6.46% |
AZN AstraZeneca PLC | 1.11% | -1.90% | -13.81% | -1.02% | 8.45% | 10.43% |
CSCO Cisco Systems, Inc. | 0.10% | -1.26% | 28.00% | 21.22% | 7.56% | 11.45% |
PFE | 0.23% | 3.46% | -2.37% | -4.26% | -2.21% | 2.72% |
TMO | 2.27% | 2.22% | -1.36% | 0.42% | 10.64% | 15.61% |
NFLX | -1.15% | -4.01% | 27.57% | 85.85% | 21.33% | 34.22% |
ABT Abbott Laboratories | 0.64% | -1.52% | 10.53% | 4.79% | 7.56% | 11.93% |
AMD Advanced Micro Devices, Inc. | 3.79% | -11.31% | -27.07% | -9.53% | 21.03% | 47.59% |
NKE | -3.12% | -6.71% | -1.87% | -26.94% | -5.29% | 5.67% |
TXN | 1.60% | -1.29% | -2.91% | 18.68% | 11.54% | 16.86% |
UPS | -1.83% | -2.98% | -6.92% | -18.25% | 4.85% | 4.72% |
MS | 0.17% | -3.36% | 28.60% | 39.99% | 23.81% | 16.20% |
LRLCY | -2.77% | -3.40% | -23.10% | -26.61% | 4.45% | 9.58% |
CAT Caterpillar Inc. | 0.28% | -7.90% | 11.64% | 27.93% | 22.37% | 18.44% |
FLOT iShares Floating Rate Bond ETF | 0.06% | 0.49% | 2.86% | 6.45% | 3.08% | 2.44% |
*Annualized
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 | 7.74% | 18.95% | 7.09% | -3.30% | 18.07% | 11.14% | -2.35% | 1.00% | 3.91% | 5.35% | 7.75% | 0.90% | 104.42% |
| 2023 | 23.66% | 10.11% | 10.53% | -4.31% | 22.21% | 12.85% | 5.94% | 1.22% | -7.76% | -7.05% | 13.92% | 4.70% | 117.82% |
| 2022 | -11.09% | -4.29% | 12.53% | -20.56% | -4.73% | -12.26% | 20.43% | -8.95% | -10.09% | -2.43% | 4.08% | -17.42% | -47.44% |
| 2021 | 4.34% | -4.12% | -0.23% | 7.86% | -2.19% | 10.75% | 0.65% | 7.82% | -3.06% | 23.10% | 9.77% | -5.18% | 57.19% |
| 2020 | 6.64% | -0.30% | -7.46% | 17.64% | 8.39% | 9.74% | 14.42% | 27.13% | -6.10% | -5.65% | 17.59% | 8.81% | 126.98% |
| 2019 | 6.11% | 2.46% | 5.14% | 3.28% | -11.33% | 9.87% | 2.53% | -1.81% | 1.60% | 9.06% | 5.18% | 7.14% | 44.61% |
| 2018 | 14.43% | -1.44% | -5.61% | 1.24% | 6.10% | 0.34% | 1.86% | 8.44% | -0.71% | -11.41% | -4.85% | -9.29% | -3.78% |
| 2017 | 5.37% | 1.15% | 4.02% | 2.50% | 10.08% | 0.60% | 3.94% | 3.65% | 1.00% | 7.96% | -0.36% | -0.74% | 46.18% |
| 2016 | -6.29% | -0.87% | 8.71% | -0.19% | 4.34% | -1.09% | 7.82% | 0.70% | 2.73% | 0.34% | 3.78% | 5.28% | 27.21% |
| 2015 | -2.03% | 5.49% | -2.57% | 4.69% | 2.93% | -0.32% | 3.63% | -4.01% | 0.06% | 5.08% | 3.64% | 0.60% | 17.92% |
| 2014 | -2.18% | 2.23% | 3.86% | -1.54% | 7.06% | -2.15% | 1.54% | 3.56% | -3.02% | 9.25% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 92, Diversified Top 100 Portfolio is among the top 8% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.45 | 2.13 | 1.27 | 1.97 | 5.18 |
MSFT | 0.76 | 1.08 | 1.14 | 0.97 | 2.19 |
GOOG Alphabet Inc. | 1.37 | 1.91 | 1.26 | 1.71 | 4.20 |
AMZN Amazon.com, Inc. | 1.82 | 2.44 | 1.31 | 2.27 | 8.50 |
NVDA | 3.88 | 3.90 | 1.49 | 7.53 | 23.10 |
TSLA | 1.12 | 1.92 | 1.23 | 1.10 | 3.73 |
META | 2.09 | 2.97 | 1.41 | 4.14 | 12.57 |
BRK-B Berkshire Hathaway Inc. | 1.64 | 2.34 | 1.29 | 3.12 | 7.24 |
TSM | 2.74 | 3.41 | 1.41 | 4.18 | 15.22 |
V | 1.36 | 1.85 | 1.26 | 1.85 | 4.69 |
UNH | -0.14 | -0.01 | 1.00 | -0.18 | -0.45 |
JPM JPMorgan Chase & Co. | 1.93 | 2.66 | 1.39 | 4.48 | 12.80 |
BHP BHP Group | -0.93 | -1.25 | 0.86 | -0.92 | -1.77 |
LVMUY | -0.50 | -0.58 | 0.93 | -0.39 | -0.74 |
LLY | 0.92 | 1.46 | 1.19 | 1.14 | 3.08 |
WMT | 4.13 | 6.07 | 1.77 | 9.93 | 41.54 |
JNJ Johnson & Johnson | -0.51 | -0.65 | 0.93 | -0.43 | -1.18 |
MA | 1.59 | 2.17 | 1.29 | 2.13 | 5.29 |
AVGO Broadcom Inc. | 2.28 | 3.11 | 1.39 | 4.86 | 14.11 |
NVO | -0.41 | -0.33 | 0.95 | -0.35 | -0.96 |
PG | 0.97 | 1.42 | 1.19 | 1.63 | 5.01 |
HD The Home Depot, Inc. | 0.88 | 1.32 | 1.16 | 1.01 | 2.12 |
ASML ASML Holding N.V. | 0.05 | 0.37 | 1.05 | 0.06 | 0.11 |
MRK | -0.54 | -0.61 | 0.91 | -0.42 | -0.88 |
KO | 0.48 | 0.78 | 1.09 | 0.41 | 1.09 |
PEP | -0.66 | -0.85 | 0.90 | -0.55 | -1.63 |
ABBV AbbVie Inc. | 0.72 | 1.02 | 1.16 | 0.90 | 2.34 |
COST Costco Wholesale Corporation | 2.29 | 2.87 | 1.41 | 4.19 | 10.41 |
ADBE Adobe Inc | -0.68 | -0.76 | 0.89 | -0.66 | -1.30 |
CRM salesforce.com, inc. | 0.92 | 1.33 | 1.22 | 1.06 | 2.46 |
MCD | 0.14 | 0.32 | 1.04 | 0.15 | 0.32 |
NVS | -0.20 | -0.17 | 0.98 | -0.16 | -0.42 |
AZN AstraZeneca PLC | -0.05 | 0.08 | 1.01 | -0.03 | -0.08 |
CSCO Cisco Systems, Inc. | 1.12 | 1.72 | 1.22 | 0.85 | 3.27 |
PFE | -0.22 | -0.17 | 0.98 | -0.09 | -0.57 |
TMO | 0.04 | 0.20 | 1.02 | 0.04 | 0.12 |
NFLX | 2.96 | 3.88 | 1.51 | 2.78 | 21.05 |
ABT Abbott Laboratories | 0.34 | 0.61 | 1.07 | 0.24 | 0.74 |
AMD Advanced Micro Devices, Inc. | -0.15 | 0.11 | 1.01 | -0.17 | -0.29 |
NKE | -0.89 | -1.03 | 0.83 | -0.48 | -1.40 |
TXN | 0.64 | 1.08 | 1.13 | 1.08 | 2.89 |
UPS | -0.66 | -0.73 | 0.89 | -0.42 | -1.37 |
MS | 1.61 | 2.32 | 1.32 | 2.39 | 8.51 |
LRLCY | -1.09 | -1.52 | 0.82 | -0.86 | -1.79 |
CAT Caterpillar Inc. | 1.16 | 1.72 | 1.22 | 1.90 | 3.98 |
FLOT iShares Floating Rate Bond ETF | 8.31 | 15.10 | 4.89 | 14.74 | 162.28 |
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Diversified Top 100 Portfolio provided a 1.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.58% | 1.60% | 1.57% | 1.08% | 0.66% | 0.83% | 1.26% | 1.28% | 0.99% | 1.02% | 1.14% | 0.95% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
GOOG Alphabet Inc. | 0.31% | 0.32% | 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% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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 | 0.33% | 0.34% | 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 | 1.12% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
V | 0.68% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
UNH | 1.59% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
JPM JPMorgan Chase & Co. | 1.46% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
BHP BHP Group | 5.98% | 5.98% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% |
LVMUY | 2.21% | 2.14% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.60% | 2.10% | 12.91% | 2.40% |
LLY | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
WMT | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
JNJ Johnson & Johnson | 3.41% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
MA | 0.51% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
AVGO Broadcom Inc. | 0.93% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
NVO | 1.65% | 1.68% | 0.99% | 1.18% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
PG | 2.40% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
HD The Home Depot, Inc. | 2.31% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
ASML ASML Holding N.V. | 0.94% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
MRK | 3.15% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
KO | 3.14% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
PEP | 3.56% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
ABBV AbbVie Inc. | 3.42% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
COST Costco Wholesale Corporation | 0.49% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
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. | 0.48% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCD | 2.30% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
NVS | 3.87% | 3.88% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% |
AZN AstraZeneca PLC | 2.24% | 2.27% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% |
CSCO Cisco Systems, Inc. | 2.72% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
PFE | 6.32% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
TMO | 0.29% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
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 | 1.93% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
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 | 2.06% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% |
TXN | 2.76% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
UPS | 5.27% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
MS | 2.82% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
LRLCY | 2.08% | 2.02% | 1.29% | 1.53% | 1.00% | 1.13% | 1.48% | 1.91% | 1.58% | 1.95% | 1.82% | 2.09% |
CAT Caterpillar Inc. | 1.49% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
FLOT iShares Floating Rate Bond ETF | 5.81% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.45% | 0.97% | 0.53% | 0.44% |
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.
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 52.61%, occurring on Dec 28, 2022. Recovery took 118 trading sessions.
The current Diversified Top 100 Portfolio drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.61% | Nov 22, 2021 | 277 | Dec 28, 2022 | 118 | Jun 20, 2023 | 395 |
| -33.12% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
| -30.29% | Oct 2, 2018 | 58 | Dec 24, 2018 | 227 | Nov 18, 2019 | 285 |
| -23.53% | Jul 11, 2024 | 20 | Aug 7, 2024 | 52 | Oct 21, 2024 | 72 |
| -20.19% | Feb 9, 2021 | 19 | Mar 8, 2021 | 75 | Jun 23, 2021 | 94 |
Volatility
Volatility Chart
The current Diversified Top 100 Portfolio volatility is 8.89%, 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 | PG | UNH | AMD | NFLX | KO | PEP | JNJ | MCD | NVS | LRLCY | CAT | TSM | COST | JPM | META | LVMUY | NKE | NVDA | UPS | MS | HD | AMZN | CRM | AVGO | ABT | AAPL | TMO | ASML | GOOG | BRK-B | CSCO | ADBE | TXN | V | MA | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FLOT | 1.00 | 0.06 | 0.05 | 0.02 | 0.04 | 0.01 | 0.02 | 0.00 | 0.10 | 0.03 | 0.07 | 0.06 | 0.06 | 0.09 | 0.08 | 0.05 | 0.05 | 0.08 | 0.04 | 0.07 | 0.09 | 0.10 | 0.09 | 0.09 | 0.09 | 0.10 | 0.08 | 0.06 | 0.07 | 0.08 | 0.10 | 0.07 | 0.09 | 0.05 | 0.07 | 0.08 | 0.08 | 0.10 | 0.07 | 0.10 | 0.06 | 0.08 | 0.07 | 0.08 | 0.08 | 0.07 |
| TSLA | 0.06 | 1.00 | 0.16 | 0.17 | 0.15 | 0.13 | 0.09 | 0.15 | 0.25 | 0.13 | 0.11 | 0.16 | 0.36 | 0.38 | 0.14 | 0.14 | 0.10 | 0.17 | 0.17 | 0.20 | 0.25 | 0.36 | 0.27 | 0.25 | 0.36 | 0.27 | 0.31 | 0.41 | 0.24 | 0.27 | 0.25 | 0.41 | 0.39 | 0.39 | 0.24 | 0.40 | 0.28 | 0.37 | 0.37 | 0.23 | 0.27 | 0.39 | 0.37 | 0.30 | 0.32 | 0.38 |
| WMT | 0.05 | 0.16 | 1.00 | 0.20 | 0.20 | 0.25 | 0.27 | 0.24 | 0.18 | 0.26 | 0.44 | 0.28 | 0.16 | 0.20 | 0.37 | 0.43 | 0.34 | 0.34 | 0.26 | 0.24 | 0.22 | 0.18 | 0.56 | 0.25 | 0.20 | 0.22 | 0.28 | 0.21 | 0.32 | 0.22 | 0.40 | 0.26 | 0.19 | 0.21 | 0.31 | 0.26 | 0.29 | 0.22 | 0.27 | 0.37 | 0.32 | 0.25 | 0.26 | 0.28 | 0.28 | 0.31 |
| NVO | 0.02 | 0.17 | 0.20 | 1.00 | 0.45 | 0.42 | 0.35 | 0.31 | 0.19 | 0.32 | 0.23 | 0.26 | 0.21 | 0.23 | 0.21 | 0.23 | 0.30 | 0.22 | 0.45 | 0.37 | 0.19 | 0.24 | 0.25 | 0.19 | 0.29 | 0.32 | 0.24 | 0.26 | 0.21 | 0.21 | 0.24 | 0.26 | 0.30 | 0.27 | 0.36 | 0.26 | 0.38 | 0.34 | 0.30 | 0.22 | 0.26 | 0.32 | 0.26 | 0.30 | 0.30 | 0.33 |
| AZN | 0.04 | 0.15 | 0.20 | 0.45 | 1.00 | 0.37 | 0.40 | 0.36 | 0.26 | 0.38 | 0.30 | 0.26 | 0.16 | 0.21 | 0.28 | 0.29 | 0.37 | 0.27 | 0.54 | 0.37 | 0.21 | 0.21 | 0.21 | 0.21 | 0.25 | 0.31 | 0.24 | 0.19 | 0.24 | 0.22 | 0.23 | 0.22 | 0.24 | 0.21 | 0.39 | 0.25 | 0.37 | 0.29 | 0.26 | 0.27 | 0.29 | 0.26 | 0.26 | 0.30 | 0.29 | 0.29 |
| LLY | 0.01 | 0.13 | 0.25 | 0.42 | 0.37 | 1.00 | 0.48 | 0.43 | 0.19 | 0.44 | 0.31 | 0.35 | 0.17 | 0.22 | 0.27 | 0.30 | 0.44 | 0.24 | 0.40 | 0.23 | 0.21 | 0.19 | 0.29 | 0.24 | 0.27 | 0.19 | 0.20 | 0.23 | 0.23 | 0.22 | 0.26 | 0.25 | 0.26 | 0.26 | 0.40 | 0.26 | 0.35 | 0.25 | 0.29 | 0.31 | 0.32 | 0.28 | 0.25 | 0.29 | 0.29 | 0.33 |
| MRK | 0.02 | 0.09 | 0.27 | 0.35 | 0.40 | 0.48 | 1.00 | 0.44 | 0.21 | 0.52 | 0.38 | 0.37 | 0.11 | 0.16 | 0.37 | 0.37 | 0.52 | 0.33 | 0.47 | 0.26 | 0.25 | 0.12 | 0.26 | 0.29 | 0.20 | 0.24 | 0.24 | 0.12 | 0.26 | 0.26 | 0.26 | 0.18 | 0.22 | 0.18 | 0.44 | 0.22 | 0.41 | 0.18 | 0.24 | 0.39 | 0.32 | 0.22 | 0.23 | 0.33 | 0.31 | 0.28 |
| ABBV | 0.00 | 0.15 | 0.24 | 0.31 | 0.36 | 0.43 | 0.44 | 1.00 | 0.21 | 0.46 | 0.32 | 0.38 | 0.14 | 0.19 | 0.31 | 0.32 | 0.45 | 0.28 | 0.42 | 0.25 | 0.29 | 0.19 | 0.24 | 0.32 | 0.22 | 0.27 | 0.26 | 0.20 | 0.32 | 0.29 | 0.31 | 0.21 | 0.26 | 0.24 | 0.45 | 0.25 | 0.41 | 0.25 | 0.28 | 0.38 | 0.35 | 0.27 | 0.28 | 0.33 | 0.34 | 0.29 |
| BHP | 0.10 | 0.25 | 0.18 | 0.19 | 0.26 | 0.19 | 0.21 | 0.21 | 1.00 | 0.24 | 0.21 | 0.24 | 0.29 | 0.26 | 0.25 | 0.20 | 0.22 | 0.23 | 0.30 | 0.31 | 0.56 | 0.39 | 0.22 | 0.42 | 0.28 | 0.41 | 0.32 | 0.30 | 0.34 | 0.44 | 0.30 | 0.30 | 0.29 | 0.34 | 0.26 | 0.34 | 0.31 | 0.40 | 0.33 | 0.42 | 0.38 | 0.30 | 0.40 | 0.34 | 0.37 | 0.34 |
| PFE | 0.03 | 0.13 | 0.26 | 0.32 | 0.38 | 0.44 | 0.52 | 0.46 | 0.24 | 1.00 | 0.34 | 0.38 | 0.17 | 0.17 | 0.35 | 0.35 | 0.50 | 0.28 | 0.44 | 0.29 | 0.27 | 0.16 | 0.26 | 0.33 | 0.20 | 0.27 | 0.27 | 0.18 | 0.33 | 0.32 | 0.31 | 0.20 | 0.22 | 0.22 | 0.44 | 0.26 | 0.43 | 0.24 | 0.26 | 0.40 | 0.37 | 0.25 | 0.29 | 0.33 | 0.31 | 0.30 |
| PG | 0.07 | 0.11 | 0.44 | 0.23 | 0.30 | 0.31 | 0.38 | 0.32 | 0.21 | 0.34 | 1.00 | 0.34 | 0.12 | 0.17 | 0.60 | 0.64 | 0.47 | 0.41 | 0.35 | 0.36 | 0.23 | 0.16 | 0.40 | 0.25 | 0.20 | 0.27 | 0.30 | 0.15 | 0.35 | 0.22 | 0.36 | 0.21 | 0.21 | 0.19 | 0.40 | 0.27 | 0.34 | 0.23 | 0.26 | 0.40 | 0.36 | 0.26 | 0.29 | 0.35 | 0.35 | 0.33 |
| UNH | 0.06 | 0.16 | 0.28 | 0.26 | 0.26 | 0.35 | 0.37 | 0.38 | 0.24 | 0.38 | 0.34 | 1.00 | 0.19 | 0.22 | 0.33 | 0.35 | 0.42 | 0.32 | 0.35 | 0.25 | 0.29 | 0.21 | 0.30 | 0.36 | 0.23 | 0.26 | 0.29 | 0.22 | 0.33 | 0.34 | 0.35 | 0.24 | 0.25 | 0.26 | 0.41 | 0.31 | 0.39 | 0.26 | 0.32 | 0.43 | 0.36 | 0.29 | 0.31 | 0.37 | 0.37 | 0.33 |
| AMD | 0.06 | 0.36 | 0.16 | 0.21 | 0.16 | 0.17 | 0.11 | 0.14 | 0.29 | 0.17 | 0.12 | 0.19 | 1.00 | 0.38 | 0.11 | 0.13 | 0.12 | 0.20 | 0.19 | 0.26 | 0.29 | 0.49 | 0.28 | 0.26 | 0.41 | 0.32 | 0.30 | 0.63 | 0.30 | 0.31 | 0.31 | 0.45 | 0.45 | 0.50 | 0.29 | 0.43 | 0.33 | 0.52 | 0.42 | 0.26 | 0.37 | 0.47 | 0.53 | 0.36 | 0.38 | 0.47 |
| NFLX | 0.09 | 0.38 | 0.20 | 0.23 | 0.21 | 0.22 | 0.16 | 0.19 | 0.26 | 0.17 | 0.17 | 0.22 | 0.38 | 1.00 | 0.12 | 0.17 | 0.17 | 0.19 | 0.21 | 0.26 | 0.26 | 0.36 | 0.32 | 0.25 | 0.51 | 0.31 | 0.33 | 0.46 | 0.26 | 0.28 | 0.31 | 0.54 | 0.48 | 0.40 | 0.29 | 0.44 | 0.34 | 0.42 | 0.48 | 0.26 | 0.34 | 0.51 | 0.40 | 0.39 | 0.40 | 0.49 |
| KO | 0.08 | 0.14 | 0.37 | 0.21 | 0.28 | 0.27 | 0.37 | 0.31 | 0.25 | 0.35 | 0.60 | 0.33 | 0.11 | 0.12 | 1.00 | 0.71 | 0.45 | 0.48 | 0.37 | 0.39 | 0.29 | 0.17 | 0.37 | 0.32 | 0.19 | 0.32 | 0.33 | 0.13 | 0.37 | 0.28 | 0.34 | 0.20 | 0.23 | 0.21 | 0.38 | 0.27 | 0.33 | 0.23 | 0.28 | 0.47 | 0.37 | 0.26 | 0.28 | 0.39 | 0.39 | 0.33 |
| PEP | 0.05 | 0.14 | 0.43 | 0.23 | 0.29 | 0.30 | 0.37 | 0.32 | 0.20 | 0.35 | 0.64 | 0.35 | 0.13 | 0.17 | 0.71 | 1.00 | 0.47 | 0.46 | 0.37 | 0.37 | 0.21 | 0.19 | 0.41 | 0.24 | 0.23 | 0.29 | 0.31 | 0.17 | 0.35 | 0.23 | 0.38 | 0.24 | 0.25 | 0.23 | 0.40 | 0.31 | 0.35 | 0.25 | 0.29 | 0.40 | 0.38 | 0.30 | 0.30 | 0.38 | 0.37 | 0.36 |
| JNJ | 0.05 | 0.10 | 0.34 | 0.30 | 0.37 | 0.44 | 0.52 | 0.45 | 0.22 | 0.50 | 0.47 | 0.42 | 0.12 | 0.17 | 0.45 | 0.47 | 1.00 | 0.38 | 0.45 | 0.31 | 0.28 | 0.18 | 0.31 | 0.32 | 0.19 | 0.26 | 0.28 | 0.14 | 0.36 | 0.29 | 0.33 | 0.20 | 0.21 | 0.20 | 0.51 | 0.26 | 0.42 | 0.24 | 0.28 | 0.46 | 0.40 | 0.26 | 0.30 | 0.37 | 0.36 | 0.30 |
| MCD | 0.08 | 0.17 | 0.34 | 0.22 | 0.27 | 0.24 | 0.33 | 0.28 | 0.23 | 0.28 | 0.41 | 0.32 | 0.20 | 0.19 | 0.48 | 0.46 | 0.38 | 1.00 | 0.33 | 0.34 | 0.28 | 0.23 | 0.36 | 0.35 | 0.28 | 0.33 | 0.36 | 0.22 | 0.36 | 0.32 | 0.40 | 0.28 | 0.29 | 0.29 | 0.38 | 0.32 | 0.36 | 0.30 | 0.32 | 0.43 | 0.39 | 0.32 | 0.34 | 0.42 | 0.42 | 0.37 |
| NVS | 0.04 | 0.17 | 0.26 | 0.45 | 0.54 | 0.40 | 0.47 | 0.42 | 0.30 | 0.44 | 0.35 | 0.35 | 0.19 | 0.21 | 0.37 | 0.37 | 0.45 | 0.33 | 1.00 | 0.42 | 0.27 | 0.25 | 0.28 | 0.30 | 0.27 | 0.37 | 0.28 | 0.22 | 0.30 | 0.30 | 0.30 | 0.25 | 0.28 | 0.26 | 0.46 | 0.29 | 0.41 | 0.33 | 0.28 | 0.37 | 0.37 | 0.33 | 0.31 | 0.38 | 0.37 | 0.33 |
| LRLCY | 0.07 | 0.20 | 0.24 | 0.37 | 0.37 | 0.23 | 0.26 | 0.25 | 0.31 | 0.29 | 0.36 | 0.25 | 0.26 | 0.26 | 0.39 | 0.37 | 0.31 | 0.34 | 0.42 | 1.00 | 0.30 | 0.32 | 0.30 | 0.30 | 0.32 | 0.64 | 0.36 | 0.29 | 0.34 | 0.33 | 0.33 | 0.35 | 0.32 | 0.33 | 0.39 | 0.36 | 0.38 | 0.46 | 0.36 | 0.36 | 0.38 | 0.37 | 0.37 | 0.40 | 0.39 | 0.39 |
| CAT | 0.09 | 0.25 | 0.22 | 0.19 | 0.21 | 0.21 | 0.25 | 0.29 | 0.56 | 0.27 | 0.23 | 0.29 | 0.29 | 0.26 | 0.29 | 0.21 | 0.28 | 0.28 | 0.27 | 0.30 | 1.00 | 0.39 | 0.27 | 0.58 | 0.28 | 0.38 | 0.38 | 0.33 | 0.48 | 0.57 | 0.40 | 0.29 | 0.30 | 0.41 | 0.31 | 0.35 | 0.36 | 0.40 | 0.34 | 0.57 | 0.46 | 0.31 | 0.49 | 0.42 | 0.44 | 0.34 |
| TSM | 0.10 | 0.36 | 0.18 | 0.24 | 0.21 | 0.19 | 0.12 | 0.19 | 0.39 | 0.16 | 0.16 | 0.21 | 0.49 | 0.36 | 0.17 | 0.19 | 0.18 | 0.23 | 0.25 | 0.32 | 0.39 | 1.00 | 0.32 | 0.34 | 0.41 | 0.42 | 0.34 | 0.59 | 0.34 | 0.40 | 0.34 | 0.43 | 0.43 | 0.59 | 0.30 | 0.48 | 0.39 | 0.63 | 0.46 | 0.34 | 0.40 | 0.47 | 0.62 | 0.41 | 0.42 | 0.49 |
| COST | 0.09 | 0.27 | 0.56 | 0.25 | 0.21 | 0.29 | 0.26 | 0.24 | 0.22 | 0.26 | 0.40 | 0.30 | 0.28 | 0.32 | 0.37 | 0.41 | 0.31 | 0.36 | 0.28 | 0.30 | 0.27 | 0.32 | 1.00 | 0.29 | 0.35 | 0.31 | 0.40 | 0.37 | 0.38 | 0.29 | 0.49 | 0.41 | 0.35 | 0.37 | 0.38 | 0.42 | 0.39 | 0.36 | 0.41 | 0.40 | 0.42 | 0.43 | 0.42 | 0.40 | 0.40 | 0.47 |
| JPM | 0.09 | 0.25 | 0.25 | 0.19 | 0.21 | 0.24 | 0.29 | 0.32 | 0.42 | 0.33 | 0.25 | 0.36 | 0.26 | 0.25 | 0.32 | 0.24 | 0.32 | 0.35 | 0.30 | 0.30 | 0.58 | 0.34 | 0.29 | 1.00 | 0.31 | 0.38 | 0.42 | 0.32 | 0.46 | 0.79 | 0.42 | 0.31 | 0.32 | 0.38 | 0.37 | 0.36 | 0.36 | 0.38 | 0.37 | 0.72 | 0.47 | 0.31 | 0.45 | 0.47 | 0.48 | 0.36 |
| META | 0.09 | 0.36 | 0.20 | 0.29 | 0.25 | 0.27 | 0.20 | 0.22 | 0.28 | 0.20 | 0.20 | 0.23 | 0.41 | 0.51 | 0.19 | 0.23 | 0.19 | 0.28 | 0.27 | 0.32 | 0.28 | 0.41 | 0.35 | 0.31 | 1.00 | 0.36 | 0.37 | 0.50 | 0.32 | 0.34 | 0.35 | 0.61 | 0.52 | 0.48 | 0.34 | 0.51 | 0.38 | 0.47 | 0.65 | 0.32 | 0.38 | 0.57 | 0.46 | 0.48 | 0.48 | 0.58 |
| LVMUY | 0.10 | 0.27 | 0.22 | 0.32 | 0.31 | 0.19 | 0.24 | 0.27 | 0.41 | 0.27 | 0.27 | 0.26 | 0.32 | 0.31 | 0.32 | 0.29 | 0.26 | 0.33 | 0.37 | 0.64 | 0.38 | 0.42 | 0.31 | 0.38 | 0.36 | 1.00 | 0.43 | 0.35 | 0.37 | 0.43 | 0.38 | 0.39 | 0.37 | 0.38 | 0.36 | 0.40 | 0.39 | 0.53 | 0.42 | 0.41 | 0.38 | 0.41 | 0.45 | 0.45 | 0.46 | 0.43 |
| NKE | 0.08 | 0.31 | 0.28 | 0.24 | 0.24 | 0.20 | 0.24 | 0.26 | 0.32 | 0.27 | 0.30 | 0.29 | 0.30 | 0.33 | 0.33 | 0.31 | 0.28 | 0.36 | 0.28 | 0.36 | 0.38 | 0.34 | 0.40 | 0.42 | 0.37 | 0.43 | 1.00 | 0.36 | 0.44 | 0.45 | 0.50 | 0.41 | 0.41 | 0.39 | 0.39 | 0.41 | 0.41 | 0.41 | 0.43 | 0.44 | 0.44 | 0.45 | 0.45 | 0.47 | 0.48 | 0.43 |
| NVDA | 0.06 | 0.41 | 0.21 | 0.26 | 0.19 | 0.23 | 0.12 | 0.20 | 0.30 | 0.18 | 0.15 | 0.22 | 0.63 | 0.46 | 0.13 | 0.17 | 0.14 | 0.22 | 0.22 | 0.29 | 0.33 | 0.59 | 0.37 | 0.32 | 0.50 | 0.35 | 0.36 | 1.00 | 0.34 | 0.38 | 0.36 | 0.53 | 0.52 | 0.61 | 0.34 | 0.51 | 0.39 | 0.62 | 0.51 | 0.32 | 0.44 | 0.57 | 0.62 | 0.43 | 0.45 | 0.58 |
| UPS | 0.07 | 0.24 | 0.32 | 0.21 | 0.24 | 0.23 | 0.26 | 0.32 | 0.34 | 0.33 | 0.35 | 0.33 | 0.30 | 0.26 | 0.37 | 0.35 | 0.36 | 0.36 | 0.30 | 0.34 | 0.48 | 0.34 | 0.38 | 0.46 | 0.32 | 0.37 | 0.44 | 0.34 | 1.00 | 0.48 | 0.49 | 0.34 | 0.34 | 0.38 | 0.42 | 0.39 | 0.42 | 0.39 | 0.37 | 0.53 | 0.47 | 0.39 | 0.45 | 0.42 | 0.44 | 0.40 |
| MS | 0.08 | 0.27 | 0.22 | 0.21 | 0.22 | 0.22 | 0.26 | 0.29 | 0.44 | 0.32 | 0.22 | 0.34 | 0.31 | 0.28 | 0.28 | 0.23 | 0.29 | 0.32 | 0.30 | 0.33 | 0.57 | 0.40 | 0.29 | 0.79 | 0.34 | 0.43 | 0.45 | 0.38 | 0.48 | 1.00 | 0.44 | 0.34 | 0.38 | 0.42 | 0.39 | 0.39 | 0.40 | 0.44 | 0.41 | 0.67 | 0.47 | 0.35 | 0.49 | 0.48 | 0.50 | 0.40 |
| HD | 0.10 | 0.25 | 0.40 | 0.24 | 0.23 | 0.26 | 0.26 | 0.31 | 0.30 | 0.31 | 0.36 | 0.35 | 0.31 | 0.31 | 0.34 | 0.38 | 0.33 | 0.40 | 0.30 | 0.33 | 0.40 | 0.34 | 0.49 | 0.42 | 0.35 | 0.38 | 0.50 | 0.36 | 0.49 | 0.44 | 1.00 | 0.39 | 0.38 | 0.38 | 0.41 | 0.39 | 0.44 | 0.42 | 0.39 | 0.47 | 0.46 | 0.42 | 0.47 | 0.46 | 0.46 | 0.44 |
| AMZN | 0.07 | 0.41 | 0.26 | 0.26 | 0.22 | 0.25 | 0.18 | 0.21 | 0.30 | 0.20 | 0.21 | 0.24 | 0.45 | 0.54 | 0.20 | 0.24 | 0.20 | 0.28 | 0.25 | 0.35 | 0.29 | 0.43 | 0.41 | 0.31 | 0.61 | 0.39 | 0.41 | 0.53 | 0.34 | 0.34 | 0.39 | 1.00 | 0.57 | 0.47 | 0.36 | 0.55 | 0.40 | 0.48 | 0.67 | 0.33 | 0.43 | 0.61 | 0.46 | 0.48 | 0.50 | 0.64 |
| CRM | 0.09 | 0.39 | 0.19 | 0.30 | 0.24 | 0.26 | 0.22 | 0.26 | 0.29 | 0.22 | 0.21 | 0.25 | 0.45 | 0.48 | 0.23 | 0.25 | 0.21 | 0.29 | 0.28 | 0.32 | 0.30 | 0.43 | 0.35 | 0.32 | 0.52 | 0.37 | 0.41 | 0.52 | 0.34 | 0.38 | 0.38 | 0.57 | 1.00 | 0.47 | 0.41 | 0.49 | 0.44 | 0.48 | 0.54 | 0.35 | 0.46 | 0.67 | 0.47 | 0.52 | 0.53 | 0.60 |
| AVGO | 0.05 | 0.39 | 0.21 | 0.27 | 0.21 | 0.26 | 0.18 | 0.24 | 0.34 | 0.22 | 0.19 | 0.26 | 0.50 | 0.40 | 0.21 | 0.23 | 0.20 | 0.29 | 0.26 | 0.33 | 0.41 | 0.59 | 0.37 | 0.38 | 0.48 | 0.38 | 0.39 | 0.61 | 0.38 | 0.42 | 0.38 | 0.47 | 0.47 | 1.00 | 0.35 | 0.55 | 0.41 | 0.63 | 0.48 | 0.38 | 0.49 | 0.52 | 0.68 | 0.44 | 0.47 | 0.54 |
| ABT | 0.07 | 0.24 | 0.31 | 0.36 | 0.39 | 0.40 | 0.44 | 0.45 | 0.26 | 0.44 | 0.40 | 0.41 | 0.29 | 0.29 | 0.38 | 0.40 | 0.51 | 0.38 | 0.46 | 0.39 | 0.31 | 0.30 | 0.38 | 0.37 | 0.34 | 0.36 | 0.39 | 0.34 | 0.42 | 0.39 | 0.41 | 0.36 | 0.41 | 0.35 | 1.00 | 0.38 | 0.62 | 0.39 | 0.40 | 0.44 | 0.47 | 0.44 | 0.42 | 0.48 | 0.48 | 0.46 |
| AAPL | 0.08 | 0.40 | 0.26 | 0.26 | 0.25 | 0.26 | 0.22 | 0.25 | 0.34 | 0.26 | 0.27 | 0.31 | 0.43 | 0.44 | 0.27 | 0.31 | 0.26 | 0.32 | 0.29 | 0.36 | 0.35 | 0.48 | 0.42 | 0.36 | 0.51 | 0.40 | 0.41 | 0.51 | 0.39 | 0.39 | 0.39 | 0.55 | 0.49 | 0.55 | 0.38 | 1.00 | 0.43 | 0.52 | 0.57 | 0.41 | 0.49 | 0.54 | 0.55 | 0.48 | 0.49 | 0.62 |
| TMO | 0.08 | 0.28 | 0.29 | 0.38 | 0.37 | 0.35 | 0.41 | 0.41 | 0.31 | 0.43 | 0.34 | 0.39 | 0.33 | 0.34 | 0.33 | 0.35 | 0.42 | 0.36 | 0.41 | 0.38 | 0.36 | 0.39 | 0.39 | 0.36 | 0.38 | 0.39 | 0.41 | 0.39 | 0.42 | 0.40 | 0.44 | 0.40 | 0.44 | 0.41 | 0.62 | 0.43 | 1.00 | 0.47 | 0.44 | 0.43 | 0.47 | 0.49 | 0.48 | 0.48 | 0.48 | 0.49 |
| ASML | 0.10 | 0.37 | 0.22 | 0.34 | 0.29 | 0.25 | 0.18 | 0.25 | 0.40 | 0.24 | 0.23 | 0.26 | 0.52 | 0.42 | 0.23 | 0.25 | 0.24 | 0.30 | 0.33 | 0.46 | 0.40 | 0.63 | 0.36 | 0.38 | 0.47 | 0.53 | 0.41 | 0.62 | 0.39 | 0.44 | 0.42 | 0.48 | 0.48 | 0.63 | 0.39 | 0.52 | 0.47 | 1.00 | 0.50 | 0.39 | 0.47 | 0.54 | 0.67 | 0.47 | 0.49 | 0.57 |
| GOOG | 0.07 | 0.37 | 0.27 | 0.30 | 0.26 | 0.29 | 0.24 | 0.28 | 0.33 | 0.26 | 0.26 | 0.32 | 0.42 | 0.48 | 0.28 | 0.29 | 0.28 | 0.32 | 0.28 | 0.36 | 0.34 | 0.46 | 0.41 | 0.37 | 0.65 | 0.42 | 0.43 | 0.51 | 0.37 | 0.41 | 0.39 | 0.67 | 0.54 | 0.48 | 0.40 | 0.57 | 0.44 | 0.50 | 1.00 | 0.42 | 0.48 | 0.61 | 0.52 | 0.54 | 0.55 | 0.68 |
| BRK-B | 0.10 | 0.23 | 0.37 | 0.22 | 0.27 | 0.31 | 0.39 | 0.38 | 0.42 | 0.40 | 0.40 | 0.43 | 0.26 | 0.26 | 0.47 | 0.40 | 0.46 | 0.43 | 0.37 | 0.36 | 0.57 | 0.34 | 0.40 | 0.72 | 0.32 | 0.41 | 0.44 | 0.32 | 0.53 | 0.67 | 0.47 | 0.33 | 0.35 | 0.38 | 0.44 | 0.41 | 0.43 | 0.39 | 0.42 | 1.00 | 0.53 | 0.37 | 0.48 | 0.53 | 0.54 | 0.43 |
| CSCO | 0.06 | 0.27 | 0.32 | 0.26 | 0.29 | 0.32 | 0.32 | 0.35 | 0.38 | 0.37 | 0.36 | 0.36 | 0.37 | 0.34 | 0.37 | 0.38 | 0.40 | 0.39 | 0.37 | 0.38 | 0.46 | 0.40 | 0.42 | 0.47 | 0.38 | 0.38 | 0.44 | 0.44 | 0.47 | 0.47 | 0.46 | 0.43 | 0.46 | 0.49 | 0.47 | 0.49 | 0.47 | 0.47 | 0.48 | 0.53 | 1.00 | 0.50 | 0.55 | 0.51 | 0.52 | 0.54 |
| ADBE | 0.08 | 0.39 | 0.25 | 0.32 | 0.26 | 0.28 | 0.22 | 0.27 | 0.30 | 0.25 | 0.26 | 0.29 | 0.47 | 0.51 | 0.26 | 0.30 | 0.26 | 0.32 | 0.33 | 0.37 | 0.31 | 0.47 | 0.43 | 0.31 | 0.57 | 0.41 | 0.45 | 0.57 | 0.39 | 0.35 | 0.42 | 0.61 | 0.67 | 0.52 | 0.44 | 0.54 | 0.49 | 0.54 | 0.61 | 0.37 | 0.50 | 1.00 | 0.54 | 0.58 | 0.58 | 0.70 |
| TXN | 0.07 | 0.37 | 0.26 | 0.26 | 0.26 | 0.25 | 0.23 | 0.28 | 0.40 | 0.29 | 0.29 | 0.31 | 0.53 | 0.40 | 0.28 | 0.30 | 0.30 | 0.34 | 0.31 | 0.37 | 0.49 | 0.62 | 0.42 | 0.45 | 0.46 | 0.45 | 0.45 | 0.62 | 0.45 | 0.49 | 0.47 | 0.46 | 0.47 | 0.68 | 0.42 | 0.55 | 0.48 | 0.67 | 0.52 | 0.48 | 0.55 | 0.54 | 1.00 | 0.51 | 0.53 | 0.57 |
| V | 0.08 | 0.30 | 0.28 | 0.30 | 0.30 | 0.29 | 0.33 | 0.33 | 0.34 | 0.33 | 0.35 | 0.37 | 0.36 | 0.39 | 0.39 | 0.38 | 0.37 | 0.42 | 0.38 | 0.40 | 0.42 | 0.41 | 0.40 | 0.47 | 0.48 | 0.45 | 0.47 | 0.43 | 0.42 | 0.48 | 0.46 | 0.48 | 0.52 | 0.44 | 0.48 | 0.48 | 0.48 | 0.47 | 0.54 | 0.53 | 0.51 | 0.58 | 0.51 | 1.00 | 0.85 | 0.57 |
| MA | 0.08 | 0.32 | 0.28 | 0.30 | 0.29 | 0.29 | 0.31 | 0.34 | 0.37 | 0.31 | 0.35 | 0.37 | 0.38 | 0.40 | 0.39 | 0.37 | 0.36 | 0.42 | 0.37 | 0.39 | 0.44 | 0.42 | 0.40 | 0.48 | 0.48 | 0.46 | 0.48 | 0.45 | 0.44 | 0.50 | 0.46 | 0.50 | 0.53 | 0.47 | 0.48 | 0.49 | 0.48 | 0.49 | 0.55 | 0.54 | 0.52 | 0.58 | 0.53 | 0.85 | 1.00 | 0.59 |
| MSFT | 0.07 | 0.38 | 0.31 | 0.33 | 0.29 | 0.33 | 0.28 | 0.29 | 0.34 | 0.30 | 0.33 | 0.33 | 0.47 | 0.49 | 0.33 | 0.36 | 0.30 | 0.37 | 0.33 | 0.39 | 0.34 | 0.49 | 0.47 | 0.36 | 0.58 | 0.43 | 0.43 | 0.58 | 0.40 | 0.40 | 0.44 | 0.64 | 0.60 | 0.54 | 0.46 | 0.62 | 0.49 | 0.57 | 0.68 | 0.43 | 0.54 | 0.70 | 0.57 | 0.57 | 0.59 | 1.00 |
The correlation results are calculated based on daily price changes starting from Apr 4, 2014