AMPT 7SM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
AMPT 7SM
Last updated Nov 13, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 7% |
ADBE Adobe Inc | Technology | 4% |
AMAT Applied Materials, Inc. | Technology | 2% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 4% |
CDNS Cadence Design Systems, Inc. | Technology | 2% |
COP ConocoPhillips Company | Energy | 4% |
COST Costco Wholesale Corporation | Consumer Defensive | 5% |
CSCO Cisco Systems, Inc. | Technology | 4% |
DELL Dell Technologies Inc. | Technology | 3% |
GOOGL Alphabet Inc. | Communication Services | 6% |
INTC Intel Corporation | Technology | 4% |
LLY Eli Lilly and Company | Healthcare | 5% |
LRCX Lam Research Corporation | Technology | 2% |
MMC Marsh & McLennan Companies, Inc. | Financial Services | 2% |
MRVL Marvell Technology Group Ltd. | Technology | 2% |
MSFT Microsoft Corporation | Technology | 7% |
MSI Motorola Solutions, Inc. | Technology | 3% |
NFLX Netflix, Inc. | Communication Services | 2% |
NVDA NVIDIA Corporation | Technology | 5% |
PGR The Progressive Corporation | Financial Services | 2% |
PWR | 2% | |
SYK | 2% | |
TMUS | 2% | |
UNH | 5% | |
USD=X | 1% | |
V | 2% | |
XOM | 5% | |
ZS | 4% | |
ZTS | 2% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT 7SM, 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
AMPT 7SM
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| AMPT 7SM | 28.83% | 2.62% | 12.22% | 34.34% | 28.89% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 17.04% | -2.95% | 18.46% | 20.21% | 27.31% | 24.38% |
MSFT Microsoft Corporation | 13.11% | 0.93% | 0.17% | 15.11% | 23.32% | 25.94% |
GOOGL Alphabet Inc. | 30.34% | 10.10% | 5.54% | 36.26% | 21.46% | 20.75% |
NVDA NVIDIA Corporation | 199.51% | 7.40% | 56.73% | 198.72% | 92.13% | 77.92% |
LLY Eli Lilly and Company | 41.16% | -11.90% | 4.19% | 34.71% | 48.47% | 30.91% |
MSI Motorola Solutions, Inc. | 60.11% | 5.17% | 36.94% | 61.02% | 25.90% | 24.69% |
COST Costco Wholesale Corporation | 42.08% | 4.93% | 18.79% | 62.35% | 26.30% | 23.65% |
XOM | 23.47% | -3.01% | 2.31% | 18.36% | 16.48% | N/A |
UNH | 18.13% | 1.53% | 19.69% | 15.46% | 18.99% | N/A |
CSCO Cisco Systems, Inc. | 19.99% | 8.18% | 20.12% | 14.01% | 8.46% | 11.83% |
ADBE Adobe Inc | -11.76% | 3.29% | 8.46% | -12.89% | 11.68% | 22.17% |
COP ConocoPhillips Company | -2.01% | 1.78% | -7.03% | -1.56% | 17.34% | 7.90% |
INTC Intel Corporation | -51.28% | 3.07% | -22.25% | -37.87% | -13.51% | -0.75% |
ZS | -5.65% | 6.25% | 15.41% | 11.73% | 34.14% | N/A |
NFLX Netflix, Inc. | 68.32% | 14.94% | 33.57% | 82.66% | 21.86% | 31.06% |
TMUS | 50.72% | 10.69% | 47.96% | 65.10% | 24.59% | N/A |
ZTS | -10.99% | -9.49% | 0.87% | 1.76% | 8.60% | N/A |
PGR The Progressive Corporation | 65.75% | 4.15% | 25.48% | 65.49% | 30.97% | 28.80% |
CDNS Cadence Design Systems, Inc. | 9.33% | 5.54% | 1.59% | 9.23% | 33.29% | 32.13% |
V | 19.92% | 10.60% | 10.71% | 26.44% | 11.87% | N/A |
DELL Dell Technologies Inc. | 81.15% | 6.70% | -7.86% | 87.55% | 37.52% | N/A |
MMC Marsh & McLennan Companies, Inc. | 20.58% | -1.03% | 9.95% | 15.33% | 17.51% | 17.05% |
PWR | 51.81% | 5.24% | 20.94% | 79.24% | 48.89% | N/A |
SYK | 30.16% | 7.62% | 17.14% | 38.08% | 14.17% | N/A |
MRVL Marvell Technology Group Ltd. | 54.39% | 19.44% | 32.48% | 63.27% | 27.74% | 22.94% |
LRCX Lam Research Corporation | -2.67% | -11.67% | -19.73% | 10.00% | 22.41% | 27.13% |
AMAT Applied Materials, Inc. | 15.77% | -12.75% | -13.88% | 22.03% | 24.90% | 25.06% |
BRK-B Berkshire Hathaway Inc. | 30.74% | 1.37% | 12.97% | 31.63% | 15.68% | 12.38% |
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A |
Monthly Returns
The table below presents the monthly returns of AMPT 7SM, 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 | 3.63% | 5.61% | 2.90% | -3.82% | 5.78% | 5.34% | -1.57% | 3.24% | -0.66% | -0.57% | 28.83% | ||
| 2023 | 7.86% | -1.53% | 7.55% | 1.38% | 6.92% | 6.46% | 3.74% | 1.64% | -2.58% | -0.44% | 9.71% | 3.14% | 52.52% |
| 2022 | -5.84% | -0.84% | 5.42% | -10.38% | 0.73% | -7.25% | 10.11% | -4.99% | -8.59% | 9.52% | 6.17% | -7.26% | -15.01% |
| 2021 | 0.87% | 5.41% | 2.76% | 4.92% | 2.26% | 6.45% | 2.64% | 4.68% | -3.56% | 9.38% | 2.08% | 3.82% | 49.89% |
| 2020 | 2.32% | -6.55% | -6.22% | 12.96% | 7.77% | 4.24% | 4.08% | 7.97% | -3.36% | -4.12% | 12.70% | 5.63% | 41.05% |
| 2019 | 8.02% | 5.47% | 5.89% | 3.22% | -6.87% | 6.73% | 3.24% | -3.11% | 0.45% | 3.79% | 4.38% | 3.94% | 40.03% |
| 2018 | -4.14% | 1.76% | 4.56% | 1.36% | 3.35% | 6.50% | 0.37% | -6.65% | 1.73% | -8.82% | -1.09% |
Expense Ratio
AMPT 7SM has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AMPT 7SM is 35, 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.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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 | 0.83 | 1.35 | 1.17 | 1.12 | 2.60 |
MSFT Microsoft Corporation | 0.66 | 0.97 | 1.13 | 0.82 | 2.00 |
GOOGL Alphabet Inc. | 1.26 | 1.80 | 1.25 | 1.50 | 3.76 |
NVDA NVIDIA Corporation | 4.09 | 4.03 | 1.53 | 7.78 | 24.80 |
LLY Eli Lilly and Company | 1.27 | 1.89 | 1.26 | 1.93 | 6.52 |
MSI Motorola Solutions, Inc. | 3.33 | 4.77 | 1.67 | 9.58 | 26.21 |
COST Costco Wholesale Corporation | 3.24 | 3.91 | 1.59 | 6.05 | 15.62 |
XOM | 0.95 | 1.43 | 1.17 | 0.96 | 4.31 |
UNH | 0.58 | 0.95 | 1.14 | 0.70 | 1.82 |
CSCO Cisco Systems, Inc. | 1.44 | 2.15 | 1.29 | 1.07 | 4.04 |
ADBE Adobe Inc | -0.44 | -0.42 | 0.94 | -0.41 | -0.88 |
COP ConocoPhillips Company | -0.07 | 0.06 | 1.01 | -0.07 | -0.12 |
INTC Intel Corporation | -0.88 | -1.10 | 0.84 | -0.64 | -1.17 |
ZS | 0.20 | 0.52 | 1.08 | 0.14 | 0.34 |
NFLX Netflix, Inc. | 2.43 | 3.37 | 1.45 | 2.00 | 16.82 |
TMUS | 4.12 | 5.69 | 1.81 | 12.34 | 29.63 |
ZTS | -0.10 | 0.03 | 1.00 | -0.06 | -0.23 |
PGR The Progressive Corporation | 3.04 | 4.06 | 1.55 | 8.63 | 22.52 |
CDNS Cadence Design Systems, Inc. | 0.30 | 0.69 | 1.08 | 0.41 | 0.88 |
V | 1.39 | 1.90 | 1.27 | 1.83 | 4.59 |
DELL Dell Technologies Inc. | 1.48 | 2.29 | 1.30 | 1.70 | 3.85 |
MMC Marsh & McLennan Companies, Inc. | 0.95 | 1.28 | 1.19 | 1.68 | 4.77 |
PWR | 2.52 | 3.30 | 1.45 | 5.15 | 14.90 |
SYK | 1.80 | 2.53 | 1.33 | 2.82 | 7.60 |
MRVL Marvell Technology Group Ltd. | 1.35 | 1.91 | 1.24 | 1.49 | 4.47 |
LRCX Lam Research Corporation | 0.16 | 0.50 | 1.07 | 0.19 | 0.38 |
AMAT Applied Materials, Inc. | 0.60 | 1.06 | 1.14 | 0.79 | 1.75 |
BRK-B Berkshire Hathaway Inc. | 2.00 | 2.85 | 1.37 | 3.77 | 9.83 |
USD=X | — | — | — | — | — |
AMPT 7SM
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
AMPT 7SM provided a 0.90% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.90% | 1.07% | 1.23% | 1.08% | 1.49% | 1.19% | 1.33% | 1.37% | 1.37% | 1.76% | 1.49% | 1.73% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
MSI Motorola Solutions, Inc. | 0.79% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
XOM | 2.37% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
UNH | 1.30% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
CSCO Cisco Systems, Inc. | 2.71% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
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% |
COP ConocoPhillips Company | 2.82% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
INTC Intel Corporation | 1.55% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
ZS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX Netflix, 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% |
TMUS | 1.09% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
ZTS | 0.99% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
CDNS Cadence Design Systems, 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% |
V | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
DELL Dell Technologies Inc. | 1.25% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MMC Marsh & McLennan Companies, Inc. | 1.35% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% | 1.85% | 1.99% |
PWR | 0.11% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYK | 0.83% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
MRVL Marvell Technology Group Ltd. | 0.26% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% |
LRCX Lam Research Corporation | 1.10% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
AMAT Applied Materials, Inc. | 0.77% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
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% |
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
AMPT 7SM
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the AMPT 7SM. 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 AMPT 7SM was 28.91%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 51 | Jun 2, 2020 | 74 |
| -22.65% | Dec 28, 2021 | 209 | Oct 14, 2022 | 154 | May 18, 2023 | 363 |
| -20.1% | Oct 4, 2018 | 58 | Dec 24, 2018 | 55 | Mar 11, 2019 | 113 |
| -11.54% | Jul 11, 2024 | 18 | Aug 5, 2024 | 50 | Oct 14, 2024 | 68 |
| -10.19% | Sep 3, 2020 | 42 | Oct 30, 2020 | 11 | Nov 16, 2020 | 53 |
Volatility
Volatility Chart
The current AMPT 7SM volatility is 4.33%, 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.
AMPT 7SM
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.
| USD=X | COP | LLY | XOM | PGR | UNH | ZS | TMUS | NFLX | PWR | DELL | COST | ZTS | SYK | MMC | MSI | BRK-B | INTC | MRVL | V | NVDA | CSCO | AAPL | GOOGL | LRCX | AMAT | ADBE | CDNS | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| COP | 0.00 | 1.00 | 0.13 | 0.80 | 0.26 | 0.24 | 0.09 | 0.19 | 0.12 | 0.39 | 0.31 | 0.12 | 0.16 | 0.22 | 0.26 | 0.24 | 0.44 | 0.28 | 0.24 | 0.29 | 0.18 | 0.33 | 0.21 | 0.24 | 0.25 | 0.26 | 0.18 | 0.16 | 0.18 |
| LLY | 0.00 | 0.13 | 1.00 | 0.16 | 0.28 | 0.33 | 0.17 | 0.28 | 0.21 | 0.21 | 0.20 | 0.30 | 0.38 | 0.32 | 0.33 | 0.28 | 0.28 | 0.19 | 0.17 | 0.26 | 0.23 | 0.29 | 0.27 | 0.25 | 0.20 | 0.21 | 0.25 | 0.28 | 0.32 |
| XOM | 0.00 | 0.80 | 0.16 | 1.00 | 0.27 | 0.25 | 0.07 | 0.20 | 0.12 | 0.40 | 0.30 | 0.16 | 0.18 | 0.24 | 0.28 | 0.26 | 0.49 | 0.28 | 0.23 | 0.31 | 0.17 | 0.35 | 0.22 | 0.24 | 0.26 | 0.27 | 0.15 | 0.15 | 0.16 |
| PGR | 0.00 | 0.26 | 0.28 | 0.27 | 1.00 | 0.33 | 0.12 | 0.30 | 0.18 | 0.31 | 0.26 | 0.30 | 0.31 | 0.34 | 0.48 | 0.38 | 0.49 | 0.23 | 0.17 | 0.38 | 0.18 | 0.36 | 0.24 | 0.23 | 0.21 | 0.21 | 0.25 | 0.24 | 0.27 |
| UNH | 0.00 | 0.24 | 0.33 | 0.25 | 0.33 | 1.00 | 0.14 | 0.32 | 0.20 | 0.27 | 0.21 | 0.31 | 0.39 | 0.36 | 0.42 | 0.35 | 0.42 | 0.23 | 0.19 | 0.35 | 0.20 | 0.37 | 0.30 | 0.29 | 0.21 | 0.22 | 0.26 | 0.25 | 0.32 |
| ZS | 0.00 | 0.09 | 0.17 | 0.07 | 0.12 | 0.14 | 1.00 | 0.25 | 0.44 | 0.25 | 0.30 | 0.34 | 0.35 | 0.29 | 0.26 | 0.31 | 0.18 | 0.33 | 0.45 | 0.33 | 0.48 | 0.34 | 0.42 | 0.44 | 0.38 | 0.38 | 0.57 | 0.56 | 0.50 |
| TMUS | 0.00 | 0.19 | 0.28 | 0.20 | 0.30 | 0.32 | 0.25 | 1.00 | 0.32 | 0.30 | 0.29 | 0.36 | 0.36 | 0.39 | 0.36 | 0.39 | 0.38 | 0.30 | 0.30 | 0.41 | 0.33 | 0.40 | 0.35 | 0.36 | 0.30 | 0.31 | 0.37 | 0.37 | 0.40 |
| NFLX | 0.00 | 0.12 | 0.21 | 0.12 | 0.18 | 0.20 | 0.44 | 0.32 | 1.00 | 0.26 | 0.31 | 0.37 | 0.34 | 0.33 | 0.28 | 0.32 | 0.26 | 0.42 | 0.43 | 0.39 | 0.52 | 0.36 | 0.50 | 0.50 | 0.40 | 0.42 | 0.57 | 0.51 | 0.54 |
| PWR | 0.00 | 0.39 | 0.21 | 0.40 | 0.31 | 0.27 | 0.25 | 0.30 | 0.26 | 1.00 | 0.44 | 0.33 | 0.35 | 0.39 | 0.41 | 0.41 | 0.49 | 0.41 | 0.43 | 0.39 | 0.41 | 0.42 | 0.38 | 0.34 | 0.47 | 0.47 | 0.33 | 0.42 | 0.36 |
| DELL | 0.00 | 0.31 | 0.20 | 0.30 | 0.26 | 0.21 | 0.30 | 0.29 | 0.31 | 0.44 | 1.00 | 0.32 | 0.30 | 0.38 | 0.33 | 0.37 | 0.40 | 0.47 | 0.48 | 0.41 | 0.48 | 0.48 | 0.40 | 0.40 | 0.50 | 0.51 | 0.42 | 0.46 | 0.45 |
| COST | 0.00 | 0.12 | 0.30 | 0.16 | 0.30 | 0.31 | 0.34 | 0.36 | 0.37 | 0.33 | 0.32 | 1.00 | 0.43 | 0.39 | 0.44 | 0.43 | 0.37 | 0.38 | 0.39 | 0.42 | 0.44 | 0.43 | 0.46 | 0.43 | 0.42 | 0.42 | 0.47 | 0.48 | 0.51 |
| ZTS | 0.00 | 0.16 | 0.38 | 0.18 | 0.31 | 0.39 | 0.35 | 0.36 | 0.34 | 0.35 | 0.30 | 0.43 | 1.00 | 0.51 | 0.51 | 0.45 | 0.40 | 0.37 | 0.37 | 0.47 | 0.38 | 0.42 | 0.46 | 0.44 | 0.39 | 0.39 | 0.48 | 0.48 | 0.49 |
| SYK | 0.00 | 0.22 | 0.32 | 0.24 | 0.34 | 0.36 | 0.29 | 0.39 | 0.33 | 0.39 | 0.38 | 0.39 | 0.51 | 1.00 | 0.50 | 0.47 | 0.47 | 0.41 | 0.35 | 0.54 | 0.37 | 0.46 | 0.41 | 0.43 | 0.38 | 0.38 | 0.46 | 0.48 | 0.49 |
| MMC | 0.00 | 0.26 | 0.33 | 0.28 | 0.48 | 0.42 | 0.26 | 0.36 | 0.28 | 0.41 | 0.33 | 0.44 | 0.51 | 0.50 | 1.00 | 0.53 | 0.58 | 0.36 | 0.32 | 0.52 | 0.31 | 0.48 | 0.40 | 0.40 | 0.35 | 0.34 | 0.42 | 0.44 | 0.45 |
| MSI | 0.00 | 0.24 | 0.28 | 0.26 | 0.38 | 0.35 | 0.31 | 0.39 | 0.32 | 0.41 | 0.37 | 0.43 | 0.45 | 0.47 | 0.53 | 1.00 | 0.46 | 0.36 | 0.37 | 0.50 | 0.37 | 0.54 | 0.43 | 0.42 | 0.38 | 0.38 | 0.43 | 0.47 | 0.47 |
| BRK-B | 0.00 | 0.44 | 0.28 | 0.49 | 0.49 | 0.42 | 0.18 | 0.38 | 0.26 | 0.49 | 0.40 | 0.37 | 0.40 | 0.47 | 0.58 | 0.46 | 1.00 | 0.41 | 0.35 | 0.53 | 0.32 | 0.52 | 0.41 | 0.42 | 0.39 | 0.39 | 0.34 | 0.33 | 0.41 |
| INTC | 0.00 | 0.28 | 0.19 | 0.28 | 0.23 | 0.23 | 0.33 | 0.30 | 0.42 | 0.41 | 0.47 | 0.38 | 0.37 | 0.41 | 0.36 | 0.36 | 0.41 | 1.00 | 0.60 | 0.42 | 0.57 | 0.52 | 0.51 | 0.50 | 0.62 | 0.64 | 0.49 | 0.53 | 0.53 |
| MRVL | 0.00 | 0.24 | 0.17 | 0.23 | 0.17 | 0.19 | 0.45 | 0.30 | 0.43 | 0.43 | 0.48 | 0.39 | 0.37 | 0.35 | 0.32 | 0.37 | 0.35 | 0.60 | 1.00 | 0.42 | 0.70 | 0.49 | 0.53 | 0.51 | 0.69 | 0.69 | 0.55 | 0.59 | 0.56 |
| V | 0.00 | 0.29 | 0.26 | 0.31 | 0.38 | 0.35 | 0.33 | 0.41 | 0.39 | 0.39 | 0.41 | 0.42 | 0.47 | 0.54 | 0.52 | 0.50 | 0.53 | 0.42 | 0.42 | 1.00 | 0.45 | 0.51 | 0.50 | 0.54 | 0.45 | 0.45 | 0.58 | 0.52 | 0.59 |
| NVDA | 0.00 | 0.18 | 0.23 | 0.17 | 0.18 | 0.20 | 0.48 | 0.33 | 0.52 | 0.41 | 0.48 | 0.44 | 0.38 | 0.37 | 0.31 | 0.37 | 0.32 | 0.57 | 0.70 | 0.45 | 1.00 | 0.45 | 0.58 | 0.57 | 0.67 | 0.68 | 0.63 | 0.66 | 0.64 |
| CSCO | 0.00 | 0.33 | 0.29 | 0.35 | 0.36 | 0.37 | 0.34 | 0.40 | 0.36 | 0.42 | 0.48 | 0.43 | 0.42 | 0.46 | 0.48 | 0.54 | 0.52 | 0.52 | 0.49 | 0.51 | 0.45 | 1.00 | 0.52 | 0.50 | 0.46 | 0.47 | 0.51 | 0.50 | 0.54 |
| AAPL | 0.00 | 0.21 | 0.27 | 0.22 | 0.24 | 0.30 | 0.42 | 0.35 | 0.50 | 0.38 | 0.40 | 0.46 | 0.46 | 0.41 | 0.40 | 0.43 | 0.41 | 0.51 | 0.53 | 0.50 | 0.58 | 0.52 | 1.00 | 0.63 | 0.54 | 0.54 | 0.59 | 0.59 | 0.68 |
| GOOGL | 0.00 | 0.24 | 0.25 | 0.24 | 0.23 | 0.29 | 0.44 | 0.36 | 0.50 | 0.34 | 0.40 | 0.43 | 0.44 | 0.43 | 0.40 | 0.42 | 0.42 | 0.50 | 0.51 | 0.54 | 0.57 | 0.50 | 0.63 | 1.00 | 0.52 | 0.53 | 0.64 | 0.58 | 0.73 |
| LRCX | 0.00 | 0.25 | 0.20 | 0.26 | 0.21 | 0.21 | 0.38 | 0.30 | 0.40 | 0.47 | 0.50 | 0.42 | 0.39 | 0.38 | 0.35 | 0.38 | 0.39 | 0.62 | 0.69 | 0.45 | 0.67 | 0.46 | 0.54 | 0.52 | 1.00 | 0.91 | 0.54 | 0.63 | 0.57 |
| AMAT | 0.00 | 0.26 | 0.21 | 0.27 | 0.21 | 0.22 | 0.38 | 0.31 | 0.42 | 0.47 | 0.51 | 0.42 | 0.39 | 0.38 | 0.34 | 0.38 | 0.39 | 0.64 | 0.69 | 0.45 | 0.68 | 0.47 | 0.54 | 0.53 | 0.91 | 1.00 | 0.54 | 0.63 | 0.58 |
| ADBE | 0.00 | 0.18 | 0.25 | 0.15 | 0.25 | 0.26 | 0.57 | 0.37 | 0.57 | 0.33 | 0.42 | 0.47 | 0.48 | 0.46 | 0.42 | 0.43 | 0.34 | 0.49 | 0.55 | 0.58 | 0.63 | 0.51 | 0.59 | 0.64 | 0.54 | 0.54 | 1.00 | 0.71 | 0.74 |
| CDNS | 0.00 | 0.16 | 0.28 | 0.15 | 0.24 | 0.25 | 0.56 | 0.37 | 0.51 | 0.42 | 0.46 | 0.48 | 0.48 | 0.48 | 0.44 | 0.47 | 0.33 | 0.53 | 0.59 | 0.52 | 0.66 | 0.50 | 0.59 | 0.58 | 0.63 | 0.63 | 0.71 | 1.00 | 0.70 |
| MSFT | 0.00 | 0.18 | 0.32 | 0.16 | 0.27 | 0.32 | 0.50 | 0.40 | 0.54 | 0.36 | 0.45 | 0.51 | 0.49 | 0.49 | 0.45 | 0.47 | 0.41 | 0.53 | 0.56 | 0.59 | 0.64 | 0.54 | 0.68 | 0.73 | 0.57 | 0.58 | 0.74 | 0.70 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 19, 2018