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Diversified Top 100 Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FLOT 16.66%TSLA 16.81%MSFT 6.04%NVDA 5.83%AAPL 5%GOOG 5%AMZN 5%META 5%BRK-B 5%TSM 5%V 3.33%UNH 3.33%JPM 3.33%BondBondEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
15.58%
15.30%
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 Jun 20, 2024, the Diversified Top 100 Portfolio returned 16.33% Year-To-Date and 26.68% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.75%2.85%15.30%25.37%13.19%10.82%
Diversified Top 100 Portfolio15.74%3.28%15.58%25.22%35.37%26.54%
AAPL
Apple Inc
9.19%9.01%7.99%14.59%34.41%26.49%
MSFT
18.96%3.88%19.75%34.66%27.90%28.77%
GOOG
Alphabet Inc.
26.24%-0.91%25.47%46.72%26.04%20.28%
AMZN
Amazon.com, Inc.
22.48%1.61%20.97%49.08%14.30%27.59%
NVDA
164.12%37.12%166.99%203.91%103.57%76.71%
TSLA
-26.93%-2.70%-28.66%-30.02%65.32%27.71%
META
42.03%8.09%41.98%78.50%21.39%22.68%
BRK-B
Berkshire Hathaway Inc.
14.72%-1.26%14.88%20.83%14.72%12.47%
TSM
69.85%14.49%72.25%75.55%37.86%27.17%
V
6.72%0.32%7.05%22.76%10.59%18.99%
UNH
-7.21%-7.06%-6.04%3.21%15.70%21.40%
JPM
JPMorgan Chase & Co.
18.20%-0.43%20.04%43.29%16.09%16.29%
BHP
BHP Group
-14.14%-7.17%-13.48%-2.65%8.65%5.50%
LVMUY
-5.18%-8.42%-6.22%-15.73%14.76%17.87%
LLY
52.52%10.31%55.43%97.04%52.67%33.20%
WMT
29.86%4.39%32.25%33.51%14.68%12.71%
JNJ
Johnson & Johnson
-4.23%-2.29%-3.06%-7.00%3.61%6.39%
MA
6.41%-1.44%7.18%21.01%11.99%20.61%
AVGO
Broadcom Inc.
56.05%23.97%54.53%107.57%49.23%41.32%
NVO
36.99%4.31%36.95%77.15%42.69%21.62%
PG
15.88%-0.40%17.72%15.07%11.32%10.88%
HD
The Home Depot, Inc.
3.31%5.87%2.59%20.63%13.81%18.69%
ASML
ASML Holding N.V.
39.35%13.56%39.66%49.85%40.41%28.73%
MRK
20.41%-0.24%23.39%19.76%13.38%12.19%
KO
7.18%-0.39%8.92%4.46%7.11%7.44%
PEP
-0.33%-7.23%1.38%-7.37%7.49%9.69%
ABBV
AbbVie Inc.
13.18%5.65%14.95%30.88%22.41%17.10%
COST
Costco Wholesale Corporation
31.06%7.68%33.02%70.91%28.78%24.99%
ADBE
Adobe Inc
-12.34%8.53%-12.86%9.52%11.83%21.83%
CRM
salesforce.com, inc.
-7.99%-14.79%-9.40%15.52%9.09%15.39%
MCD
-13.36%-3.92%-11.84%-11.78%6.90%12.46%
NVS
8.73%2.82%11.91%14.97%8.23%7.50%
AZN
AstraZeneca PLC
18.44%-0.78%20.31%9.42%16.62%11.41%
CSCO
Cisco Systems, Inc.
-6.04%-0.47%-4.49%-5.26%-0.92%9.98%
PFE
-0.72%-2.87%0.96%-24.70%-3.85%3.85%
TMO
5.12%-5.51%5.96%6.23%13.91%17.08%
NFLX
39.47%4.37%38.12%59.98%12.99%26.94%
ABT
Abbott Laboratories
-2.23%3.51%-0.80%2.33%6.44%12.25%
AMD
Advanced Micro Devices, Inc.
9.75%-1.75%15.63%44.30%41.05%44.84%
NKE
-11.31%3.37%-21.42%-11.86%3.29%10.99%
TXN
14.80%-3.14%17.31%16.65%14.60%18.08%
UPS
-10.99%-5.88%-10.95%-17.72%9.58%6.26%
MS
6.49%-4.03%7.20%17.50%21.34%14.57%
LRLCY
-3.58%-2.74%-3.19%7.06%11.88%12.27%
CAT
Caterpillar Inc.
12.24%-8.34%14.41%38.82%22.62%14.83%
FLOT
iShares Floating Rate Bond ETF
3.33%0.53%3.47%6.83%2.79%2.10%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.37%7.44%0.83%-1.43%4.42%15.74%
202315.16%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%
20212.15%-1.06%1.65%6.09%-1.21%5.00%1.74%3.98%-2.97%12.60%2.26%0.00%33.64%
202010.22%-2.37%-10.50%17.92%5.09%9.14%12.23%22.47%-6.74%-3.23%14.37%7.44%98.54%
20193.92%2.12%1.84%1.52%-8.95%7.97%3.24%-2.16%2.36%9.48%4.17%8.65%38.17%
20189.79%-1.79%-6.34%2.53%2.92%3.62%1.09%4.84%-1.79%-2.32%0.20%-5.97%5.79%
20176.18%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%-0.67%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%18.59%
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 to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for FLOT: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Diversified Top 100 Portfolio is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Diversified Top 100 Portfolio is 5252
Diversified Top 100 Portfolio
The Sharpe Ratio Rank of Diversified Top 100 Portfolio is 4444Sharpe Ratio Rank
The Sortino Ratio Rank of Diversified Top 100 Portfolio is 4343Sortino Ratio Rank
The Omega Ratio Rank of Diversified Top 100 Portfolio is 4141Omega Ratio Rank
The Calmar Ratio Rank of Diversified Top 100 Portfolio is 7272Calmar Ratio Rank
The Martin Ratio Rank of Diversified Top 100 Portfolio is 6161Martin 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
Sharpe ratio
The chart of Sharpe ratio for Diversified Top 100 Portfolio, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Sortino ratio
The chart of Sortino ratio for Diversified Top 100 Portfolio, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for Diversified Top 100 Portfolio, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for Diversified Top 100 Portfolio, currently valued at 2.21, compared to the broader market0.002.004.006.008.0010.0012.002.21
Martin ratio
The chart of Martin ratio for Diversified Top 100 Portfolio, currently valued at 7.18, compared to the broader market0.0010.0020.0030.0040.0050.007.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.006.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.10, compared to the broader market-2.000.002.004.006.003.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.0012.001.75
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.21, compared to the broader market0.0010.0020.0030.0040.0050.008.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.641.081.130.841.67
MSFT
1.612.181.282.536.23
GOOG
Alphabet Inc.
1.572.111.301.949.65
AMZN
Amazon.com, Inc.
1.732.551.311.349.89
NVDA
4.484.731.5910.0429.11
TSLA
-0.67-0.820.91-0.52-1.19
META
2.143.071.392.8312.57
BRK-B
Berkshire Hathaway Inc.
1.732.511.301.996.05
TSM
2.253.171.371.898.44
V
1.712.331.292.736.64
UNH
0.230.481.060.240.68
JPM
JPMorgan Chase & Co.
2.503.061.452.689.52
BHP
BHP Group
-0.13-0.021.00-0.16-0.31
LVMUY
-0.60-0.740.92-0.52-0.90
LLY
3.274.571.607.8823.74
WMT
2.012.661.423.129.28
JNJ
Johnson & Johnson
-0.44-0.540.93-0.39-0.77
MA
1.441.881.271.714.96
AVGO
Broadcom Inc.
2.803.701.447.4118.66
NVO
2.383.891.456.3217.76
PG
1.181.731.221.674.67
HD
The Home Depot, Inc.
1.061.621.190.672.42
ASML
ASML Holding N.V.
1.381.971.251.374.12
MRK
1.191.931.231.463.40
KO
0.370.601.080.280.82
PEP
-0.44-0.500.94-0.40-0.77
ABBV
AbbVie Inc.
1.642.211.311.455.55
COST
Costco Wholesale Corporation
3.984.581.725.1520.13
ADBE
Adobe Inc
0.220.541.080.210.57
CRM
salesforce.com, inc.
0.340.651.110.321.16
MCD
-0.74-0.940.89-0.66-1.45
NVS
0.891.361.171.323.29
AZN
AstraZeneca PLC
0.390.651.090.450.99
CSCO
Cisco Systems, Inc.
-0.35-0.320.95-0.28-0.57
PFE
-1.04-1.470.83-0.47-1.20
TMO
0.290.551.070.170.63
NFLX
1.622.421.321.136.16
ABT
Abbott Laboratories
0.110.281.030.060.19
AMD
Advanced Micro Devices, Inc.
0.791.361.170.852.65
NKE
-0.45-0.450.94-0.24-0.73
TXN
0.591.011.120.551.34
UPS
-0.82-1.000.87-0.51-1.15
MS
0.711.151.150.541.80
LRLCY
0.290.551.070.330.99
CAT
Caterpillar Inc.
1.512.081.281.835.25
FLOT
iShares Floating Rate Bond ETF
10.7626.825.5285.54398.56

Sharpe Ratio

The current Diversified Top 100 Portfolio Sharpe ratio is 1.68. 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 1.41 to 2.40, 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.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.55
2.19
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.


TTM20232022202120202019201820172016201520142013
Diversified Top 100 Portfolio1.58%1.56%1.07%0.65%0.82%1.25%1.27%0.98%1.01%1.14%0.94%1.00%
AAPL
Apple Inc
0.46%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
1.17%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
V
0.73%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
UNH
1.60%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.
2.14%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
5.31%4.98%10.27%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%3.40%
LVMUY
1.84%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
1.17%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
3.25%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
MA
0.54%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.
0.09%0.17%0.30%0.22%0.30%0.35%0.31%0.26%0.23%0.21%0.24%0.37%
NVO
0.69%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
PG
2.28%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.
2.46%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.
0.62%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
MRK
2.34%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
KO
3.04%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
PEP
3.09%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.
3.52%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
2.23%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.
0.17%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
3.57%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
1.85%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.
3.36%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
PFE
5.98%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.47%3.34%3.14%
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
1.99%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
1.52%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
TXN
2.67%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
UPS
4.75%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
MS
3.49%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
LRLCY
1.51%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.
1.58%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
5.89%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.65%
-0.25%
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 0.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.74%Feb 20, 202020Mar 18, 202058Jun 10, 202078
-31.47%Jan 4, 2022248Dec 28, 2022112Jun 9, 2023360
-16.47%Aug 8, 201896Dec 24, 2018137Jul 12, 2019233
-15.2%Dec 30, 201529Feb 10, 201635Apr 1, 201664
-13.52%Sep 1, 20205Sep 8, 202052Nov 19, 202057

Volatility

Volatility Chart

The current Diversified Top 100 Portfolio volatility is 3.13%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%2024FebruaryMarchAprilMayJune
3.13%
2.37%
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.

FLOTTSLAWMTNVOAZNLLYMRKABBVBHPPFEAMDPGNFLXUNHKOMCDPEPJNJNVSCATLRLCYCOSTTSMJPMLVMUYMETANKEUPSNVDAMSHDAMZNCRMAVGOAAPLABTTMOASMLBRK-BCSCOGOOGADBETXNVMAMSFT
FLOT1.000.050.040.020.040.000.02-0.000.110.030.060.070.090.060.080.080.050.050.040.090.060.090.090.080.100.080.090.070.050.080.090.070.090.050.080.070.080.100.090.050.070.080.060.080.080.07
TSLA0.051.000.160.170.170.130.100.160.250.140.360.120.380.170.150.180.160.110.180.250.210.260.360.250.280.360.320.240.410.270.250.400.390.380.410.260.300.370.230.270.370.390.370.300.330.38
WMT0.040.161.000.210.200.250.280.240.190.270.170.440.200.300.380.340.450.340.270.240.260.570.200.250.240.200.290.340.220.230.410.270.200.220.270.320.300.240.380.330.280.250.280.290.290.31
NVO0.020.170.211.000.450.400.360.320.190.330.210.250.230.280.220.230.250.320.460.190.370.250.230.200.320.280.240.230.260.220.250.260.300.270.260.380.380.330.230.260.300.330.260.320.310.33
AZN0.040.170.200.451.000.380.410.370.260.380.170.300.220.270.280.270.290.370.540.220.370.220.220.220.310.260.230.240.200.230.230.230.250.220.250.390.370.300.270.300.270.270.260.310.300.30
LLY0.000.130.250.400.381.000.500.440.190.460.160.330.220.370.290.250.320.470.420.210.240.290.180.240.200.260.210.240.220.220.260.250.260.250.260.410.360.240.330.320.290.290.250.310.300.33
MRK0.020.100.280.360.410.501.000.450.220.530.120.380.170.400.370.340.380.530.480.260.270.270.140.310.250.210.240.280.140.280.270.190.240.210.230.460.430.200.400.340.250.250.250.340.330.29
ABBV-0.000.160.240.320.370.440.451.000.220.460.150.320.200.380.310.280.320.450.420.290.250.250.200.320.270.230.270.320.220.300.310.230.280.260.260.450.400.270.380.350.300.280.300.340.350.31
BHP0.110.250.190.190.260.190.220.221.000.250.290.220.260.250.260.240.200.230.300.570.300.220.390.440.410.280.320.340.300.460.300.300.290.340.340.270.320.390.440.390.330.310.410.350.380.34
PFE0.030.140.270.330.380.460.530.460.251.000.170.340.190.390.340.280.350.510.440.280.290.280.170.330.270.220.270.330.200.320.310.220.230.240.270.450.440.250.410.380.280.270.290.340.330.31
AMD0.060.360.170.210.170.160.120.150.290.171.000.120.390.200.120.200.140.140.190.290.260.280.480.270.320.410.310.300.640.310.310.450.450.490.430.300.340.520.270.370.420.480.530.380.390.47
PG0.070.120.440.250.300.330.380.320.220.340.121.000.180.350.610.420.650.480.360.240.370.410.180.260.280.210.300.360.180.230.370.230.230.210.280.400.350.250.410.370.280.280.300.360.360.34
NFLX0.090.380.200.230.220.220.170.200.260.190.390.181.000.240.130.200.180.180.220.260.270.310.360.250.320.510.340.280.460.290.320.540.480.400.440.310.360.420.270.340.480.510.410.390.410.49
UNH0.060.170.300.280.270.370.400.380.250.390.200.350.241.000.340.320.350.430.360.300.270.320.230.380.280.250.310.330.240.350.350.260.260.280.320.420.400.280.440.370.340.310.320.390.380.35
KO0.080.150.380.220.280.290.370.310.260.340.120.610.130.341.000.490.720.450.360.300.400.380.190.330.330.200.330.380.150.290.350.220.240.240.280.380.330.250.480.370.300.280.300.400.400.34
MCD0.080.180.340.230.270.250.340.280.240.280.200.420.200.320.491.000.460.390.340.290.340.370.240.360.330.290.360.360.230.330.400.290.300.300.330.390.360.310.440.390.330.330.350.430.430.38
PEP0.050.160.450.250.290.320.380.320.200.350.140.650.180.350.720.461.000.470.370.220.380.430.220.260.300.240.310.350.190.240.390.260.270.260.320.400.360.270.410.390.310.320.310.390.380.37
JNJ0.050.110.340.320.370.470.530.450.230.510.140.480.180.430.450.390.471.000.450.290.320.330.200.320.270.210.290.360.160.290.340.220.230.230.270.510.430.260.460.410.300.270.310.370.370.32
NVS0.040.180.270.460.540.420.480.420.300.440.190.360.220.360.360.340.370.451.000.280.430.290.260.300.370.280.280.310.230.300.300.270.290.280.300.460.410.340.370.380.300.340.320.390.370.35
CAT0.090.250.240.190.220.210.260.290.570.280.290.240.260.300.300.290.220.290.281.000.290.270.390.590.380.290.380.480.330.580.400.290.290.410.350.320.360.410.580.460.350.310.490.420.450.35
LRLCY0.060.210.260.370.370.240.270.250.300.290.260.370.270.270.400.340.380.320.430.291.000.320.340.310.630.330.360.340.300.340.330.360.330.340.360.400.390.460.360.390.380.380.370.410.410.40
COST0.090.260.570.250.220.290.270.250.220.280.280.410.310.320.380.370.430.330.290.270.321.000.320.290.330.340.410.400.370.300.510.410.350.360.420.390.410.370.410.430.420.430.420.410.400.47
TSM0.090.360.200.230.220.180.140.200.390.170.480.180.360.230.190.240.220.200.260.390.340.321.000.360.430.410.360.360.580.410.340.440.430.580.500.330.400.630.360.420.470.480.620.430.440.49
JPM0.080.250.250.200.220.240.310.320.440.330.270.260.250.380.330.360.260.320.300.590.310.290.361.000.390.320.430.470.330.790.420.310.330.390.370.370.370.390.720.480.390.310.460.480.490.37
LVMUY0.100.280.240.320.310.200.250.270.410.270.320.280.320.280.330.330.300.270.370.380.630.330.430.391.000.370.430.380.360.440.380.400.380.400.410.370.400.540.420.380.430.420.460.470.480.44
META0.080.360.200.280.260.260.210.230.280.220.410.210.510.250.200.290.240.210.280.290.330.340.410.320.371.000.380.340.510.350.360.610.530.480.520.360.390.470.340.400.660.580.460.490.490.58
NKE0.090.320.290.240.230.210.240.270.320.270.310.300.340.310.330.360.310.290.280.380.360.410.360.430.430.381.000.450.380.460.510.420.420.410.430.400.430.420.450.440.450.470.460.480.490.44
UPS0.070.240.340.230.240.240.280.320.340.330.300.360.280.330.380.360.350.360.310.480.340.400.360.470.380.340.451.000.360.490.500.350.350.400.400.430.430.410.530.480.380.410.460.430.450.42
NVDA0.050.410.220.260.200.220.140.220.300.200.640.180.460.240.150.230.190.160.230.330.300.370.580.330.360.510.380.361.000.380.370.540.530.600.520.360.410.630.340.450.530.580.630.450.480.59
MS0.080.270.230.220.230.220.280.300.460.320.310.230.290.350.290.330.240.290.300.580.340.300.410.790.440.350.460.490.381.000.440.350.380.430.400.400.410.450.670.470.420.360.490.490.510.41
HD0.090.250.410.250.230.260.270.310.300.310.310.370.320.350.350.400.390.340.300.400.330.510.340.420.380.360.510.500.370.441.000.400.390.390.400.420.450.420.480.460.410.420.480.470.470.46
AMZN0.070.400.270.260.230.250.190.230.300.220.450.230.540.260.220.290.260.220.270.290.360.410.440.310.400.610.420.350.540.350.401.000.580.470.560.380.420.490.340.430.670.610.470.500.510.64
CRM0.090.390.200.300.250.260.240.280.290.230.450.230.480.260.240.300.270.230.290.290.330.350.430.330.380.530.420.350.530.380.390.581.000.470.500.430.460.490.360.460.550.680.480.540.550.61
AVGO0.050.380.220.270.220.250.210.260.340.240.490.210.400.280.240.300.260.230.280.410.340.360.580.390.400.480.410.400.600.430.390.470.471.000.560.380.420.630.400.500.480.520.690.460.480.54
AAPL0.080.410.270.260.250.260.230.260.340.270.430.280.440.320.280.330.320.270.300.350.360.420.500.370.410.520.430.400.520.400.400.560.500.561.000.400.440.530.420.500.580.550.560.500.510.62
ABT0.070.260.320.380.390.410.460.450.270.450.300.400.310.420.380.390.400.510.460.320.400.390.330.370.370.360.400.430.360.400.420.380.430.380.401.000.640.410.450.480.430.460.440.480.480.48
TMO0.080.300.300.380.370.360.430.400.320.440.340.350.360.400.330.360.360.430.410.360.390.410.400.370.400.390.430.430.410.410.450.420.460.420.440.641.000.480.440.480.460.510.500.490.490.51
ASML0.100.370.240.330.300.240.200.270.390.250.520.250.420.280.250.310.270.260.340.410.460.370.630.390.540.470.420.410.630.450.420.490.490.630.530.410.481.000.410.490.520.550.670.490.520.57
BRK-B0.090.230.380.230.270.330.400.380.440.410.270.410.270.440.480.440.410.460.370.580.360.410.360.720.420.340.450.530.340.670.480.340.360.400.420.450.440.411.000.530.440.380.490.530.540.44
CSCO0.050.270.330.260.300.320.340.350.390.380.370.370.340.370.370.390.390.410.380.460.390.430.420.480.380.400.440.480.450.470.460.430.460.500.500.480.480.490.531.000.490.500.560.520.520.55
GOOG0.070.370.280.300.270.290.250.300.330.280.420.280.480.340.300.330.310.300.300.350.380.420.470.390.430.660.450.380.530.420.410.670.550.480.580.430.460.520.440.491.000.620.530.560.560.69
ADBE0.080.390.250.330.270.290.250.280.310.270.480.280.510.310.280.330.320.270.340.310.380.430.480.310.420.580.470.410.580.360.420.610.680.520.550.460.510.550.380.500.621.000.550.600.590.71
TXN0.060.370.280.260.260.250.250.300.410.290.530.300.410.320.300.350.310.310.320.490.370.420.620.460.460.460.460.460.630.490.480.470.480.690.560.440.500.670.490.560.530.551.000.530.540.58
V0.080.300.290.320.310.310.340.340.350.340.380.360.390.390.400.430.390.370.390.420.410.410.430.480.470.490.480.430.450.490.470.500.540.460.500.480.490.490.530.520.560.600.531.000.860.59
MA0.080.330.290.310.300.300.330.350.380.330.390.360.410.380.400.430.380.370.370.450.410.400.440.490.480.490.490.450.480.510.470.510.550.480.510.480.490.520.540.520.560.590.540.861.000.60
MSFT0.070.380.310.330.300.330.290.310.340.310.470.340.490.350.340.380.370.320.350.350.400.470.490.370.440.580.440.420.590.410.460.640.610.540.620.480.510.570.440.550.690.710.580.590.601.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014