20230810_2
L/S full
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Apple Inc | Technology | 0.22% |
AbbVie Inc. | Healthcare | -0.14% |
Adobe Inc | Technology | -0.09% |
Advanced Micro Devices, Inc. | Technology | 3.38% |
Amazon.com, Inc. | Consumer Cyclical | 0.14% |
ASML Holding N.V. | Technology | 0.13% |
Bank of America Corporation | Financial Services | -0.18% |
Comcast Corporation | Communication Services | -0.12% |
Costco Wholesale Corporation | Consumer Defensive | 92.37% |
salesforce.com, inc. | Technology | -0.17% |
Cisco Systems, Inc. | Technology | -0.12% |
Dell Technologies Inc. | Technology | -0.27% |
D.R. Horton, Inc. | Consumer Cyclical | -0.15% |
The Walt Disney Company | Communication Services | -0.16% |
Alphabet Inc. | Communication Services | 0.12% |
The Goldman Sachs Group, Inc. | Financial Services | -0.19% |
IDEX Corporation | Industrials | 1.65% |
JPMorgan Chase & Co. | Financial Services | 0.16% |
L'Oréal S.A. | Consumer Defensive | 1.29% |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 0.10% |
0.22% | ||
0.16% | ||
0.26% | ||
-0.19% | ||
-0.15% | ||
-0.16% | ||
-0.21% | ||
0.22% | ||
0.14% | ||
-0.22% | ||
-0.20% |
Transactions
Date | Type | Symbol | Quantity | Price |
---|---|---|---|---|
Aug 10, 2023 | Sell | SPY | 2 | 446.16 |
Aug 10, 2023 | Sell | WDC | 16 | 41.95 |
Aug 10, 2023 | Sell | D.R. Horton, Inc. | 5 | $123.85 |
Aug 10, 2023 | Sell | Dell Technologies Inc. | 12 | $57.20 |
Aug 10, 2023 | Sell | AbbVie Inc. | 4 | $150.37 |
Aug 10, 2023 | Sell | PM | 6 | 97.29 |
Aug 10, 2023 | Sell | UBER | 15 | 44.13 |
Aug 10, 2023 | Sell | ORCL | 6 | 113.73 |
Aug 10, 2023 | Sell | salesforce.com, inc. | 3 | $207.27 |
Aug 10, 2023 | Sell | RBLX | 20 | 30.42 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 20230810_2, 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
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
20230810_2 | 31.34% | -0.16% | 20.41% | 60.95% | N/A | N/A |
Portfolio components: | ||||||
23.55% | 1.80% | 16.63% | 41.88% | N/A | N/A | |
30.42% | -1.61% | -3.57% | 63.40% | N/A | N/A | |
D.R. Horton, Inc. | 10.74% | -12.10% | 17.87% | 65.17% | 27.54% | 23.46% |
Dell Technologies Inc. | 61.45% | 1.53% | -1.73% | 85.93% | 37.35% | N/A |
AbbVie Inc. | 26.73% | -1.96% | 18.50% | 38.41% | 24.25% | 16.31% |
45.25% | 9.08% | 41.96% | 54.98% | N/A | N/A | |
28.65% | 4.57% | 19.53% | 85.37% | N/A | N/A | |
66.51% | 3.01% | 53.24% | 72.70% | N/A | N/A | |
salesforce.com, inc. | 14.09% | 8.04% | 11.48% | 50.66% | 13.96% | 16.76% |
-6.80% | -3.55% | 19.83% | 34.25% | N/A | N/A | |
Adobe Inc | -18.64% | -5.84% | 4.87% | -7.89% | 11.84% | 21.40% |
Comcast Corporation | -1.18% | 1.79% | 12.13% | 7.13% | 1.24% | 6.57% |
Bank of America Corporation | 28.81% | 7.94% | 16.37% | 70.17% | 9.05% | 11.81% |
The Goldman Sachs Group, Inc. | 38.51% | 5.17% | 24.34% | 79.08% | 22.76% | 12.91% |
The Walt Disney Company | 6.96% | 0.12% | -13.08% | 20.09% | -5.60% | 1.43% |
Cisco Systems, Inc. | 13.80% | 5.82% | 20.45% | 11.48% | 6.51% | 12.05% |
Advanced Micro Devices, Inc. | 12.78% | 1.16% | 4.97% | 72.85% | 37.55% | 50.59% |
44.47% | -4.97% | 24.20% | 114.08% | N/A | N/A | |
15.50% | 0.92% | 11.35% | 29.02% | N/A | N/A | |
Costco Wholesale Corporation | 34.98% | 0.15% | 22.87% | 64.53% | 26.63% | 23.51% |
JPMorgan Chase & Co. | 34.17% | 6.54% | 17.61% | 66.08% | 15.62% | 17.17% |
L'Oréal S.A. | -21.78% | -15.39% | -17.95% | -6.76% | 7.05% | 11.08% |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -15.41% | -12.91% | -17.08% | -3.06% | 11.69% | 18.38% |
IDEX Corporation | -4.88% | -5.16% | -6.61% | 8.39% | 6.83% | 12.00% |
ASML Holding N.V. | -4.76% | -14.82% | -17.69% | 22.73% | 23.54% | 23.05% |
68.12% | 4.57% | 38.19% | 96.61% | N/A | N/A | |
4.44% | -0.36% | 41.60% | 31.50% | N/A | N/A | |
185.29% | 16.35% | 63.51% | 243.27% | N/A | N/A | |
Amazon.com, Inc. | 25.60% | 1.52% | 9.05% | 43.79% | 16.58% | 28.81% |
Alphabet Inc. | 21.77% | 3.49% | 4.50% | 36.67% | 22.08% | 19.66% |
Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
Monthly Returns
The table below presents the monthly returns of 20230810_2, 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 | 5.13% | 7.43% | -1.69% | -1.77% | 11.19% | 4.16% | -3.23% | 7.91% | -0.20% | 31.34% | |||
2023 | -38,181.37% | 2.11% | -2.35% | 7.94% | 13.90% | -46,781.52% |
Expense Ratio
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
The current rank of 20230810_2 is 42, 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.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
3.62 | 4.77 | 1.68 | 5.18 | 23.79 | |
2.01 | 2.60 | 1.34 | 2.52 | 6.89 | |
D.R. Horton, Inc. | 1.95 | 2.59 | 1.35 | 3.38 | 9.04 |
Dell Technologies Inc. | 1.52 | 2.32 | 1.31 | 1.72 | 4.03 |
AbbVie Inc. | 2.26 | 2.90 | 1.40 | 2.91 | 8.42 |
3.13 | 4.84 | 1.64 | 7.66 | 18.40 | |
2.44 | 3.51 | 1.42 | 3.27 | 8.41 | |
2.25 | 3.16 | 1.47 | 3.59 | 13.32 | |
salesforce.com, inc. | 1.54 | 1.89 | 1.34 | 1.69 | 3.99 |
0.82 | 1.26 | 1.19 | 1.07 | 2.35 | |
Adobe Inc | -0.13 | 0.05 | 1.01 | -0.15 | -0.27 |
Comcast Corporation | 0.44 | 0.75 | 1.09 | 0.46 | 0.80 |
Bank of America Corporation | 3.17 | 4.41 | 1.54 | 4.28 | 13.53 |
The Goldman Sachs Group, Inc. | 3.73 | 4.55 | 1.63 | 6.76 | 34.01 |
The Walt Disney Company | 0.85 | 1.35 | 1.19 | 0.74 | 1.40 |
Cisco Systems, Inc. | 0.57 | 0.86 | 1.13 | 0.57 | 1.53 |
Advanced Micro Devices, Inc. | 1.51 | 2.09 | 1.27 | 1.85 | 3.54 |
3.23 | 3.85 | 1.49 | 6.13 | 17.72 | |
1.69 | 2.26 | 1.29 | 2.06 | 5.37 | |
Costco Wholesale Corporation | 3.49 | 4.10 | 1.61 | 6.63 | 17.31 |
JPMorgan Chase & Co. | 3.49 | 3.93 | 1.63 | 6.46 | 20.78 |
L'Oréal S.A. | -0.21 | -0.13 | 0.98 | -0.22 | -0.53 |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.01 | 0.21 | 1.02 | -0.01 | -0.02 |
IDEX Corporation | 0.44 | 0.74 | 1.09 | 0.37 | 0.70 |
ASML Holding N.V. | 0.50 | 0.92 | 1.13 | 0.60 | 1.55 |
2.81 | 3.74 | 1.53 | 5.46 | 17.06 | |
0.43 | 1.06 | 1.13 | 0.52 | 1.10 | |
4.84 | 4.43 | 1.58 | 9.20 | 29.13 | |
Amazon.com, Inc. | 1.89 | 2.54 | 1.33 | 2.53 | 8.44 |
Alphabet Inc. | 1.51 | 2.05 | 1.28 | 1.77 | 4.55 |
Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 20230810_2. 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 20230810_2 was 63,300.07%, occurring on Sep 23, 2024. The portfolio has not yet recovered.
The current 20230810_2 drawdown is 61,410.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-63300.07% | Aug 10, 2023 | 282 | Sep 23, 2024 | — | — | — |
Volatility
Volatility Chart
The current 20230810_2 volatility is 3.98%, 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.
Diversification
Asset Correlations Table
ABBV | PM | CMCSA | DIS | JPM | BAC | RBLX | TSLA | DELL | LRLCY | COST | AAPL | CSCO | GOOGL | LVMUY | DHI | IEX | WDC | NVDA | UBER | ADBE | GS | TOL | ORCL | AMD | META | CRM | MSFT | AMZN | ASML | SPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV | 1.00 | 0.24 | 0.19 | 0.08 | 0.25 | 0.28 | 0.12 | -0.03 | -0.04 | 0.18 | 0.14 | 0.03 | 0.17 | -0.01 | 0.15 | 0.22 | 0.30 | 0.01 | -0.02 | 0.14 | 0.12 | 0.29 | 0.18 | 0.06 | 0.03 | 0.04 | 0.19 | 0.00 | 0.03 | 0.06 | 0.23 |
PM | 0.24 | 1.00 | 0.26 | 0.24 | 0.27 | 0.32 | 0.13 | 0.10 | -0.09 | 0.34 | 0.19 | 0.09 | 0.29 | 0.08 | 0.26 | 0.18 | 0.21 | -0.00 | -0.10 | 0.09 | 0.13 | 0.35 | 0.17 | 0.12 | 0.06 | 0.08 | 0.11 | 0.05 | 0.08 | 0.02 | 0.27 |
CMCSA | 0.19 | 0.26 | 1.00 | 0.34 | 0.35 | 0.33 | 0.11 | 0.23 | 0.05 | 0.27 | 0.13 | 0.19 | 0.45 | 0.25 | 0.31 | 0.36 | 0.36 | 0.08 | 0.06 | 0.16 | 0.20 | 0.34 | 0.36 | 0.16 | 0.17 | 0.11 | 0.26 | 0.07 | 0.20 | 0.16 | 0.36 |
DIS | 0.08 | 0.24 | 0.34 | 1.00 | 0.30 | 0.35 | 0.20 | 0.25 | 0.14 | 0.30 | 0.15 | 0.16 | 0.35 | 0.19 | 0.36 | 0.25 | 0.31 | 0.22 | 0.14 | 0.28 | 0.17 | 0.36 | 0.26 | 0.24 | 0.16 | 0.20 | 0.25 | 0.23 | 0.19 | 0.25 | 0.42 |
JPM | 0.25 | 0.27 | 0.35 | 0.30 | 1.00 | 0.70 | 0.12 | 0.20 | 0.18 | 0.23 | 0.24 | 0.16 | 0.31 | 0.10 | 0.29 | 0.26 | 0.39 | 0.21 | 0.12 | 0.20 | 0.13 | 0.65 | 0.32 | 0.16 | 0.21 | 0.18 | 0.21 | 0.15 | 0.16 | 0.19 | 0.45 |
BAC | 0.28 | 0.32 | 0.33 | 0.35 | 0.70 | 1.00 | 0.18 | 0.19 | 0.15 | 0.25 | 0.21 | 0.13 | 0.29 | 0.11 | 0.31 | 0.34 | 0.44 | 0.21 | 0.06 | 0.23 | 0.09 | 0.69 | 0.36 | 0.18 | 0.16 | 0.16 | 0.17 | 0.12 | 0.11 | 0.20 | 0.45 |
RBLX | 0.12 | 0.13 | 0.11 | 0.20 | 0.12 | 0.18 | 1.00 | 0.33 | 0.19 | 0.25 | 0.26 | 0.31 | 0.21 | 0.22 | 0.29 | 0.24 | 0.26 | 0.28 | 0.30 | 0.35 | 0.27 | 0.24 | 0.26 | 0.31 | 0.32 | 0.29 | 0.35 | 0.33 | 0.34 | 0.38 | 0.47 |
TSLA | -0.03 | 0.10 | 0.23 | 0.25 | 0.20 | 0.19 | 0.33 | 1.00 | 0.27 | 0.19 | 0.29 | 0.40 | 0.17 | 0.29 | 0.29 | 0.25 | 0.27 | 0.24 | 0.30 | 0.24 | 0.32 | 0.25 | 0.31 | 0.32 | 0.33 | 0.30 | 0.27 | 0.34 | 0.36 | 0.35 | 0.51 |
DELL | -0.04 | -0.09 | 0.05 | 0.14 | 0.18 | 0.15 | 0.19 | 0.27 | 1.00 | 0.12 | 0.26 | 0.19 | 0.22 | 0.23 | 0.19 | 0.22 | 0.23 | 0.53 | 0.52 | 0.26 | 0.32 | 0.21 | 0.26 | 0.39 | 0.43 | 0.38 | 0.35 | 0.40 | 0.39 | 0.48 | 0.49 |
LRLCY | 0.18 | 0.34 | 0.27 | 0.30 | 0.23 | 0.25 | 0.25 | 0.19 | 0.12 | 1.00 | 0.18 | 0.28 | 0.28 | 0.20 | 0.64 | 0.29 | 0.35 | 0.23 | 0.18 | 0.32 | 0.19 | 0.34 | 0.29 | 0.28 | 0.27 | 0.26 | 0.25 | 0.26 | 0.26 | 0.39 | 0.44 |
COST | 0.14 | 0.19 | 0.13 | 0.15 | 0.24 | 0.21 | 0.26 | 0.29 | 0.26 | 0.18 | 1.00 | 0.28 | 0.19 | 0.29 | 0.17 | 0.22 | 0.18 | 0.27 | 0.37 | 0.32 | 0.38 | 0.25 | 0.25 | 0.34 | 0.32 | 0.45 | 0.30 | 0.43 | 0.42 | 0.35 | 0.54 |
AAPL | 0.03 | 0.09 | 0.19 | 0.16 | 0.16 | 0.13 | 0.31 | 0.40 | 0.19 | 0.28 | 0.28 | 1.00 | 0.25 | 0.47 | 0.24 | 0.24 | 0.18 | 0.29 | 0.32 | 0.28 | 0.36 | 0.23 | 0.24 | 0.37 | 0.31 | 0.34 | 0.31 | 0.47 | 0.44 | 0.36 | 0.58 |
CSCO | 0.17 | 0.29 | 0.45 | 0.35 | 0.31 | 0.29 | 0.21 | 0.17 | 0.22 | 0.28 | 0.19 | 0.25 | 1.00 | 0.32 | 0.28 | 0.23 | 0.43 | 0.24 | 0.18 | 0.28 | 0.36 | 0.30 | 0.25 | 0.30 | 0.29 | 0.20 | 0.42 | 0.29 | 0.34 | 0.28 | 0.48 |
GOOGL | -0.01 | 0.08 | 0.25 | 0.19 | 0.10 | 0.11 | 0.22 | 0.29 | 0.23 | 0.20 | 0.29 | 0.47 | 0.32 | 1.00 | 0.26 | 0.21 | 0.22 | 0.33 | 0.37 | 0.33 | 0.47 | 0.15 | 0.22 | 0.39 | 0.40 | 0.53 | 0.40 | 0.62 | 0.58 | 0.34 | 0.57 |
LVMUY | 0.15 | 0.26 | 0.31 | 0.36 | 0.29 | 0.31 | 0.29 | 0.29 | 0.19 | 0.64 | 0.17 | 0.24 | 0.28 | 0.26 | 1.00 | 0.34 | 0.38 | 0.28 | 0.24 | 0.27 | 0.18 | 0.39 | 0.36 | 0.33 | 0.29 | 0.26 | 0.34 | 0.28 | 0.25 | 0.44 | 0.48 |
DHI | 0.22 | 0.18 | 0.36 | 0.25 | 0.26 | 0.34 | 0.24 | 0.25 | 0.22 | 0.29 | 0.22 | 0.24 | 0.23 | 0.21 | 0.34 | 1.00 | 0.48 | 0.31 | 0.23 | 0.31 | 0.21 | 0.46 | 0.89 | 0.27 | 0.29 | 0.31 | 0.30 | 0.24 | 0.25 | 0.37 | 0.52 |
IEX | 0.30 | 0.21 | 0.36 | 0.31 | 0.39 | 0.44 | 0.26 | 0.27 | 0.23 | 0.35 | 0.18 | 0.18 | 0.43 | 0.22 | 0.38 | 0.48 | 1.00 | 0.25 | 0.12 | 0.35 | 0.24 | 0.47 | 0.54 | 0.24 | 0.26 | 0.20 | 0.34 | 0.20 | 0.25 | 0.41 | 0.55 |
WDC | 0.01 | -0.00 | 0.08 | 0.22 | 0.21 | 0.21 | 0.28 | 0.24 | 0.53 | 0.23 | 0.27 | 0.29 | 0.24 | 0.33 | 0.28 | 0.31 | 0.25 | 1.00 | 0.53 | 0.37 | 0.32 | 0.32 | 0.37 | 0.40 | 0.48 | 0.41 | 0.33 | 0.44 | 0.38 | 0.54 | 0.57 |
NVDA | -0.02 | -0.10 | 0.06 | 0.14 | 0.12 | 0.06 | 0.30 | 0.30 | 0.52 | 0.18 | 0.37 | 0.32 | 0.18 | 0.37 | 0.24 | 0.23 | 0.12 | 0.53 | 1.00 | 0.39 | 0.43 | 0.19 | 0.29 | 0.45 | 0.57 | 0.49 | 0.39 | 0.50 | 0.47 | 0.59 | 0.61 |
UBER | 0.14 | 0.09 | 0.16 | 0.28 | 0.20 | 0.23 | 0.35 | 0.24 | 0.26 | 0.32 | 0.32 | 0.28 | 0.28 | 0.33 | 0.27 | 0.31 | 0.35 | 0.37 | 0.39 | 1.00 | 0.38 | 0.31 | 0.34 | 0.33 | 0.42 | 0.43 | 0.42 | 0.41 | 0.47 | 0.43 | 0.53 |
ADBE | 0.12 | 0.13 | 0.20 | 0.17 | 0.13 | 0.09 | 0.27 | 0.32 | 0.32 | 0.19 | 0.38 | 0.36 | 0.36 | 0.47 | 0.18 | 0.21 | 0.24 | 0.32 | 0.43 | 0.38 | 1.00 | 0.19 | 0.22 | 0.49 | 0.45 | 0.45 | 0.56 | 0.57 | 0.56 | 0.42 | 0.56 |
GS | 0.29 | 0.35 | 0.34 | 0.36 | 0.65 | 0.69 | 0.24 | 0.25 | 0.21 | 0.34 | 0.25 | 0.23 | 0.30 | 0.15 | 0.39 | 0.46 | 0.47 | 0.32 | 0.19 | 0.31 | 0.19 | 1.00 | 0.49 | 0.28 | 0.23 | 0.21 | 0.27 | 0.21 | 0.24 | 0.31 | 0.57 |
TOL | 0.18 | 0.17 | 0.36 | 0.26 | 0.32 | 0.36 | 0.26 | 0.31 | 0.26 | 0.29 | 0.25 | 0.24 | 0.25 | 0.22 | 0.36 | 0.89 | 0.54 | 0.37 | 0.29 | 0.34 | 0.22 | 0.49 | 1.00 | 0.28 | 0.31 | 0.31 | 0.31 | 0.26 | 0.29 | 0.44 | 0.57 |
ORCL | 0.06 | 0.12 | 0.16 | 0.24 | 0.16 | 0.18 | 0.31 | 0.32 | 0.39 | 0.28 | 0.34 | 0.37 | 0.30 | 0.39 | 0.33 | 0.27 | 0.24 | 0.40 | 0.45 | 0.33 | 0.49 | 0.28 | 0.28 | 1.00 | 0.45 | 0.46 | 0.44 | 0.56 | 0.47 | 0.47 | 0.60 |
AMD | 0.03 | 0.06 | 0.17 | 0.16 | 0.21 | 0.16 | 0.32 | 0.33 | 0.43 | 0.27 | 0.32 | 0.31 | 0.29 | 0.40 | 0.29 | 0.29 | 0.26 | 0.48 | 0.57 | 0.42 | 0.45 | 0.23 | 0.31 | 0.45 | 1.00 | 0.48 | 0.42 | 0.47 | 0.48 | 0.59 | 0.60 |
META | 0.04 | 0.08 | 0.11 | 0.20 | 0.18 | 0.16 | 0.29 | 0.30 | 0.38 | 0.26 | 0.45 | 0.34 | 0.20 | 0.53 | 0.26 | 0.31 | 0.20 | 0.41 | 0.49 | 0.43 | 0.45 | 0.21 | 0.31 | 0.46 | 0.48 | 1.00 | 0.42 | 0.64 | 0.61 | 0.46 | 0.63 |
CRM | 0.19 | 0.11 | 0.26 | 0.25 | 0.21 | 0.17 | 0.35 | 0.27 | 0.35 | 0.25 | 0.30 | 0.31 | 0.42 | 0.40 | 0.34 | 0.30 | 0.34 | 0.33 | 0.39 | 0.42 | 0.56 | 0.27 | 0.31 | 0.44 | 0.42 | 0.42 | 1.00 | 0.43 | 0.51 | 0.46 | 0.58 |
MSFT | 0.00 | 0.05 | 0.07 | 0.23 | 0.15 | 0.12 | 0.33 | 0.34 | 0.40 | 0.26 | 0.43 | 0.47 | 0.29 | 0.62 | 0.28 | 0.24 | 0.20 | 0.44 | 0.50 | 0.41 | 0.57 | 0.21 | 0.26 | 0.56 | 0.47 | 0.64 | 0.43 | 1.00 | 0.67 | 0.52 | 0.69 |
AMZN | 0.03 | 0.08 | 0.20 | 0.19 | 0.16 | 0.11 | 0.34 | 0.36 | 0.39 | 0.26 | 0.42 | 0.44 | 0.34 | 0.58 | 0.25 | 0.25 | 0.25 | 0.38 | 0.47 | 0.47 | 0.56 | 0.24 | 0.29 | 0.47 | 0.48 | 0.61 | 0.51 | 0.67 | 1.00 | 0.49 | 0.66 |
ASML | 0.06 | 0.02 | 0.16 | 0.25 | 0.19 | 0.20 | 0.38 | 0.35 | 0.48 | 0.39 | 0.35 | 0.36 | 0.28 | 0.34 | 0.44 | 0.37 | 0.41 | 0.54 | 0.59 | 0.43 | 0.42 | 0.31 | 0.44 | 0.47 | 0.59 | 0.46 | 0.46 | 0.52 | 0.49 | 1.00 | 0.69 |
SPY | 0.23 | 0.27 | 0.36 | 0.42 | 0.45 | 0.45 | 0.47 | 0.51 | 0.49 | 0.44 | 0.54 | 0.58 | 0.48 | 0.57 | 0.48 | 0.52 | 0.55 | 0.57 | 0.61 | 0.53 | 0.56 | 0.57 | 0.57 | 0.60 | 0.60 | 0.63 | 0.58 | 0.69 | 0.66 | 0.69 | 1.00 |