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Magnum Experiment 90G
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Magnum Experiment 90G

Last updated Apr 17, 2025

1/3/2022

Asset Allocation

BRK-B 16%UNH 5.92%MSFT 4.26%AAPL 3.76%AMZN 3.28%PG 3.27%JNJ 3.24%GOOGL 2.26%GOOG 2.25%VZ 2%PEP 1.99%META 1.87%KO 1.81%PFE 1.68%ABT 1.56%NVDA 1.41%PM 1.29%MCD 1.25%HD 1.23%TSLA 1.19%COST 1.18%NEE 1.13%DIS 1.04%MDT 1%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
3.76%
ABBV
AbbVie Inc.		Healthcare
0.65%
ABT
Abbott Laboratories		Healthcare
1.56%
ACN
Accenture plc		Technology
0.87%
ADBE
Adobe Inc		Technology
0.58%
ADI
Analog Devices, Inc.		Technology
0.27%
ADP
Automatic Data Processing, Inc.		Industrials
0.83%
AMAT
Applied Materials, Inc.		Technology
0.20%
AMD
Advanced Micro Devices, Inc.		Technology
0.14%
AMGN
Amgen Inc.		Healthcare
0.61%
AMT
American Tower Corporation		Real Estate
0.69%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3.28%
AVGO
Broadcom Inc.		Technology
0.39%
AXP
American Express Company		Financial Services
0.18%
BA
The Boeing Company		Industrials
0.17%
BAC
Bank of America Corporation		Financial Services
0.23%
BKNG
Booking Holdings Inc.		Consumer Cyclical
0.10%
BLK
BlackRock, Inc.		Financial Services
0.26%
BMY
Bristol-Myers Squibb Company		Healthcare
0.72%
BRK-B
16%
C
0.19%
CAT
0.28%
CCI
0.29%
CMCSA
0.63%
COP
0.40%
COST
1.18%
CRM
0.30%
CSCO
0.76%
CVS
0.66%
CVX
0.35%
DE
0.41%
DHR
0.48%
DIS
1.04%
EL
0.20%
ELV
0.41%
GE
0.23%
GILD
0.64%
GOOG
2.25%
GOOGL
2.26%
GS
0.21%
HD
1.23%
HON
0.43%
IBM
0.79%
INTC
0.35%
INTU
0.25%
ISRG
0.34%
JNJ
3.24%
JPM
0.48%
KO
1.81%
LIN
0.73%
LLY
0.65%
LMT
0.33%
LOW
0.39%
LRCX
0.14%
MA
0.58%
MCD
1.25%
MDLZ
0.56%
MDT
1%
META
1.87%
MMC
0.45%
MMM
0.88%
MO
0.45%
MRK
0.82%
MRNA
0.05%
MS
0.11%
MSFT
4.26%
MU
0.13%
NEE
1.13%
NFLX
0.20%
NKE
0.68%
NOW
0.20%
NVDA
1.41%
ORCL
0.66%
PEP
1.99%
PFE
1.68%
PG
3.27%
PLD
0.62%
PM
1.29%
PYPL
0.29%
QCOM
0.23%
RTX
0.41%
SBUX
0.61%
SCHW
0.31%
SPGI
0.38%
SYK
0.12%
T
0.75%
TGT
0.58%
TJX
0.10%
TMO
0.94%
TSLA
1.19%
TXN
0.43%
UNH
5.92%
UNP
0.32%
UPS
0.84%
V
0.82%
VZ
2%
WFC
0.38%
WMT
0.82%
XOM
0.82%
ZTS
0.42%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 90G, 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.

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
169.11%
100.36%
Magnum Experiment 90G
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.30%-7.04%-9.70%4.44%12.96%9.77%
Magnum Experiment 90G-1.66%-4.68%-3.24%13.24%17.36%N/A
Portfolio components:
AAPL
Apple Inc		-22.34%-9.22%-16.00%15.24%23.22%21.48%
ABBV
AbbVie Inc.		-1.58%-19.21%-8.17%9.47%20.42%15.41%
ABT
Abbott Laboratories		12.70%-0.65%8.19%17.90%7.54%12.71%
ACN
Accenture plc		-18.17%-11.99%-22.67%-7.53%11.94%13.81%
ADBE
Adobe Inc		-22.60%-13.81%-31.51%-27.72%0.00%16.79%
ADI
Analog Devices, Inc.		-16.83%-16.89%-22.00%-6.45%13.43%13.08%
ADP
Automatic Data Processing, Inc.		1.02%-0.82%2.25%23.04%18.35%15.94%
AMAT
Applied Materials, Inc.		-10.36%-6.44%-20.84%-29.98%23.49%22.66%
AMD
Advanced Micro Devices, Inc.		-26.91%-15.58%-43.45%-45.99%9.33%42.50%
AMGN
Amgen Inc.		9.32%-10.89%-10.70%9.64%7.03%8.72%
AMT
American Tower Corporation		19.84%3.34%-2.54%30.78%-0.36%11.13%
AMZN
Amazon.com, Inc.		-20.54%-10.94%-6.72%-4.90%8.01%25.02%
AVGO
Broadcom Inc.		-24.46%-9.95%-0.69%32.98%49.66%33.99%
AXP
American Express Company		-14.30%-4.02%-9.70%17.15%25.40%14.27%
BA
The Boeing Company		-11.60%-3.32%1.01%-8.26%0.32%1.75%
BAC
Bank of America Corporation		-14.53%-9.92%-11.74%10.30%12.71%11.50%
BKNG
Booking Holdings Inc.		-8.42%-0.49%5.08%32.04%25.65%14.51%
BLK
BlackRock, Inc.		-15.08%-9.63%-13.87%18.16%15.52%11.83%
BMY
Bristol-Myers Squibb Company		-10.81%-16.83%-5.48%7.31%-0.44%0.40%
BRK-B
13.94%-1.25%10.90%30.11%22.06%N/A
C
-11.17%-11.21%-1.81%12.67%10.62%N/A
CAT
-19.73%-15.32%-25.75%-18.16%22.50%N/A
CCI
13.42%-1.61%-9.58%14.61%-5.46%N/A
CMCSA
-9.04%-5.30%-19.20%-11.36%0.09%N/A
COP
-12.21%-13.08%-16.63%-31.63%24.10%N/A
COST
5.74%5.58%9.32%35.91%27.14%N/A
CRM
-25.15%-10.87%-13.87%-9.41%9.15%N/A
CSCO
-4.54%-7.81%0.24%19.86%8.89%N/A
CVS
54.65%2.85%7.96%3.83%4.85%N/A
CVX
-5.51%-14.72%-7.04%-9.64%14.20%N/A
DE
7.15%-5.88%11.33%16.83%28.52%N/A
DHR
-16.82%-10.18%-28.67%-20.29%7.01%N/A
DIS
-25.67%-16.70%-14.07%-26.66%-4.72%N/A
EL
-29.43%-23.56%-41.48%-60.67%-20.34%N/A
ELV
18.42%1.03%-11.73%-12.95%11.61%N/A
GE
11.53%-8.10%-3.05%19.23%41.15%N/A
GILD
14.34%-6.57%22.77%61.67%8.88%N/A
GOOG
-18.25%-6.65%-6.53%0.15%19.55%N/A
GOOGL
-18.91%-6.67%-6.95%-0.22%19.29%N/A
GS
-12.42%-9.48%-4.88%28.52%25.24%N/A
HD
-10.49%-2.30%-16.39%5.90%13.30%N/A
HON
-13.98%-8.15%-10.82%3.49%9.18%N/A
IBM
9.25%-5.69%3.59%34.20%21.24%N/A
INTC
-4.09%-25.15%-13.81%-46.41%-18.56%N/A
INTU
-6.11%-2.16%-3.17%-3.20%18.02%N/A
ISRG
-6.45%-0.11%2.45%28.98%22.80%N/A
JNJ
7.28%-5.48%-4.80%9.97%3.11%N/A
JPM
-3.13%-1.24%3.84%29.94%22.70%N/A
KO
15.98%2.22%3.10%27.15%11.74%N/A
LIN
7.36%-2.68%-6.85%1.76%20.67%N/A
LLY
-4.64%-10.90%-19.54%-0.95%37.93%N/A
LMT
-1.10%2.03%-21.08%7.77%6.36%N/A
LOW
-12.74%-5.07%-23.87%-4.38%19.35%N/A
LRCX
-9.54%-16.82%-11.60%-31.63%19.95%N/A
MA
-2.19%-3.34%0.18%12.32%15.28%N/A
MCD
7.24%1.69%-0.05%19.29%13.31%N/A
MDLZ
12.08%2.85%-6.16%3.58%6.97%N/A
MDT
4.35%-10.71%-6.57%7.88%-1.57%N/A
META
-14.13%-16.96%-12.77%0.88%23.08%N/A
MMC
9.68%-0.35%2.22%19.57%20.43%N/A
MMM
5.30%-11.72%0.22%51.94%6.15%N/A
MO
11.98%-0.58%19.01%52.64%16.06%N/A
MRK
-22.48%-19.34%-29.60%-37.05%2.29%N/A
MRNA
-39.42%-27.43%-56.16%-75.73%-11.71%N/A
MS
-13.64%-8.56%-8.43%25.02%26.63%N/A
MSFT
-11.66%-4.40%-10.34%-9.68%16.86%N/A
MU
-17.51%-32.67%-36.37%-42.80%9.22%N/A
NEE
-4.84%-6.17%-18.62%12.75%4.41%N/A
NFLX
7.89%1.22%36.98%55.72%17.91%N/A
NKE
-28.87%-27.34%-35.55%-41.58%-8.78%N/A
NOW
-22.98%-3.14%-11.14%9.63%22.28%N/A
NVDA
-22.18%-12.58%-23.00%19.57%70.65%N/A
ORCL
-21.65%-15.44%-25.29%8.79%20.74%N/A
PEP
-7.06%-7.43%-18.31%-13.58%3.35%N/A
PFE
-15.55%-15.39%-23.32%-8.83%-4.72%N/A
PG
-0.15%-1.99%-2.32%9.33%8.62%N/A
PLD
-4.27%-11.58%-19.62%-9.61%4.88%N/A
PM
34.52%3.97%35.41%87.36%21.82%N/A
PYPL
-29.42%-13.51%-25.46%-5.03%-11.68%N/A
QCOM
-11.16%-14.06%-20.00%-17.87%14.76%N/A
RTX
12.26%-2.12%3.47%30.98%17.31%N/A
SBUX
-11.02%-18.49%-14.41%-3.05%3.14%N/A
SCHW
2.62%-2.66%5.73%5.06%17.88%N/A
SPGI
-5.32%-4.77%-10.70%16.08%11.72%N/A
SYK
-3.49%-6.97%-3.61%3.62%14.10%N/A
T
21.48%1.78%27.41%76.72%9.59%N/A
TGT
-32.51%-14.39%-42.16%-42.91%-2.14%N/A
TJX
4.87%10.30%8.25%37.08%22.14%N/A
TMO
-15.97%-15.93%-26.04%-21.01%5.94%N/A
TSLA
-40.19%1.49%9.14%53.75%37.02%N/A
TXN
-21.27%-18.58%-25.95%-10.11%8.24%N/A
UNH
16.15%17.24%3.23%26.77%16.78%N/A
UNP
-4.49%-8.94%-11.71%-4.23%10.05%N/A
UPS
-24.23%-20.21%-28.80%-30.68%1.83%N/A
V
5.01%-0.96%15.65%23.02%15.21%N/A
VZ
12.82%1.51%2.75%17.10%-0.09%N/A
WFC
-8.46%-9.68%1.22%16.18%20.76%N/A
WMT
1.21%4.55%12.83%54.12%17.44%N/A
XOM
-2.28%-8.41%-12.16%-9.25%25.13%N/A
ZTS
-9.65%-11.15%-24.11%-3.07%3.12%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Magnum Experiment 90G, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.21%1.38%-2.21%-4.82%-1.66%
20242.51%3.78%2.66%-3.83%3.75%2.06%4.09%3.65%1.38%-1.97%4.95%-3.84%20.35%
20234.42%-2.52%4.84%3.08%-0.37%5.21%3.20%-1.04%-4.00%-1.28%7.53%2.39%22.86%
2022-3.05%-2.24%4.94%-6.97%-0.48%-6.73%7.76%-4.71%-8.05%7.60%6.20%-4.45%-11.46%
2021-1.25%1.73%5.68%5.71%1.50%1.68%2.90%2.78%-4.84%7.15%-0.83%6.27%31.62%
20200.93%-7.18%-8.12%11.68%3.49%1.08%6.85%9.08%-3.23%-3.20%10.73%3.31%25.61%
20195.69%1.80%3.01%3.44%-5.86%6.73%1.29%-0.63%1.20%3.66%4.07%3.73%31.31%
2018-3.72%-3.72%

Expense Ratio

Magnum Experiment 90G has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, Magnum Experiment 90G is among the top 15% 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.

The Risk-Adjusted Performance Rank of Magnum Experiment 90G is 8585
Overall Rank
The Sharpe Ratio Rank of Magnum Experiment 90G is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnum Experiment 90G is 8181
Sortino Ratio Rank
The Omega Ratio Rank of Magnum Experiment 90G is 8585
Omega Ratio Rank
The Calmar Ratio Rank of Magnum Experiment 90G is 8686
Calmar Ratio Rank
The Martin Ratio Rank of Magnum Experiment 90G is 8888
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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.93, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.93
^GSPC: 0.22
The chart of Sortino ratio for Portfolio, currently valued at 1.38, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.38
^GSPC: 0.44
The chart of Omega ratio for Portfolio, currently valued at 1.21, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.21
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 1.18, compared to the broader market0.001.002.003.004.005.00
Portfolio: 1.18
^GSPC: 0.22
The chart of Martin ratio for Portfolio, currently valued at 6.11, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 6.11
^GSPC: 1.02
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.400.801.110.391.59
ABBV
AbbVie Inc.		0.380.641.100.501.28
ABT
Abbott Laboratories		0.891.381.180.714.16
ACN
Accenture plc		-0.28-0.220.97-0.25-0.80
ADBE
Adobe Inc		-0.73-0.850.87-0.53-1.47
ADI
Analog Devices, Inc.		-0.140.091.01-0.19-0.59
ADP
Automatic Data Processing, Inc.		1.231.731.241.826.89
AMAT
Applied Materials, Inc.		-0.60-0.630.92-0.58-1.08
AMD
Advanced Micro Devices, Inc.		-0.84-1.180.86-0.71-1.66
AMGN
Amgen Inc.		0.350.691.090.430.99
AMT
American Tower Corporation		0.981.471.190.682.15
AMZN
Amazon.com, Inc.		-0.150.011.00-0.17-0.51
AVGO
Broadcom Inc.		0.551.241.160.852.55
AXP
American Express Company		0.540.961.130.602.20
BA
The Boeing Company		-0.170.031.00-0.10-0.51
BAC
Bank of America Corporation		0.220.501.070.230.78
BKNG
Booking Holdings Inc.		1.091.581.221.474.14
BLK
BlackRock, Inc.		0.641.021.140.682.54
BMY
Bristol-Myers Squibb Company		0.220.561.070.140.81
BRK-B
1.562.191.313.308.53
C
0.290.611.090.311.07
CAT
-0.62-0.740.91-0.56-1.71
CCI
0.490.871.110.240.95
CMCSA
-0.42-0.390.94-0.30-1.02
COP
-1.01-1.360.81-0.88-1.80
COST
1.652.221.302.056.40
CRM
-0.21-0.031.00-0.23-0.60
CSCO
0.851.321.190.804.27
CVS
0.100.431.060.070.24
CVX
-0.42-0.400.94-0.48-1.38
DE
0.581.091.130.772.25
DHR
-0.69-0.850.88-0.50-1.33
DIS
-0.89-1.170.83-0.44-1.74
EL
-1.20-1.920.73-0.71-1.46
ELV
-0.44-0.440.94-0.34-0.59
GE
0.621.031.151.013.23
GILD
2.443.451.432.2814.27
GOOG
-0.000.221.03-0.00-0.01
GOOGL
-0.020.201.02-0.02-0.04
GS
0.811.331.190.883.44
HD
0.220.471.050.230.68
HON
0.070.261.040.080.25
IBM
1.301.931.282.146.17
INTC
-0.75-0.950.88-0.66-1.36
INTU
-0.100.091.01-0.14-0.33
ISRG
0.881.501.211.134.15
JNJ
0.400.661.090.431.25
JPM
1.001.511.221.174.33
KO
1.652.341.301.743.85
LIN
0.110.271.040.130.34
LLY
-0.040.171.02-0.06-0.12
LMT
0.360.601.090.260.55
LOW
-0.21-0.140.98-0.20-0.56
LRCX
-0.59-0.610.92-0.65-1.13
MA
0.600.931.130.743.22
MCD
0.951.411.191.103.47
MDLZ
0.180.411.050.150.32
MDT
0.310.551.070.171.14
META
0.020.291.040.020.08
MMC
1.181.591.221.784.90
MMM
1.502.701.371.3010.69
MO
2.813.901.523.5712.13
MRK
-1.48-2.030.72-0.91-1.83
MRNA
-1.10-2.210.74-0.80-1.25
MS
0.841.331.200.963.48
MSFT
-0.39-0.390.95-0.40-0.94
MU
-0.68-0.770.91-0.74-1.32
NEE
0.390.691.090.360.98
NFLX
1.742.361.322.869.53
NKE
-1.05-1.390.78-0.60-2.05
NOW
0.270.651.090.290.87
NVDA
0.350.901.110.581.62
ORCL
0.230.631.090.270.85
PEP
-0.68-0.850.90-0.55-1.21
PFE
-0.40-0.420.95-0.16-0.81
PG
0.540.811.110.822.12
PLD
-0.35-0.300.96-0.24-0.98
PM
3.584.751.738.1324.76
PYPL
-0.140.061.01-0.06-0.41
QCOM
-0.43-0.350.95-0.42-0.76
RTX
1.401.971.292.377.52
SBUX
-0.060.231.03-0.07-0.26
SCHW
0.260.571.080.240.71
SPGI
0.751.121.160.823.26
SYK
0.140.351.040.210.69
T
3.353.991.592.7427.88
TGT
-1.09-1.500.78-0.68-2.37
TJX
2.012.971.373.4111.13
TMO
-0.85-1.170.86-0.59-1.85
TSLA
0.671.491.170.762.31
TXN
-0.25-0.110.99-0.28-0.86
UNH
1.121.591.231.293.09
UNP
-0.23-0.180.98-0.28-0.81
UPS
-1.01-1.260.81-0.58-2.16
V
1.081.531.231.545.51
VZ
0.711.031.150.682.99
WFC
0.450.851.120.611.79
WMT
2.183.001.412.468.66
XOM
-0.43-0.440.94-0.53-1.26
ZTS
-0.040.131.02-0.02-0.09

The current Magnum Experiment 90G Sharpe ratio is 0.93. 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 0.20 to 0.76, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Magnum Experiment 90G 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.93
0.22
Magnum Experiment 90G
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magnum Experiment 90G provided a 1.79% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.79%1.73%1.73%1.59%1.37%1.59%1.53%1.76%1.58%1.85%1.75%1.55%
Portfolio components:
AAPL
Apple Inc		0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
ABBV
AbbVie Inc.		3.72%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
ABT
Abbott Laboratories		1.81%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
ACN
Accenture plc		2.01%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%
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%
ADI
Analog Devices, Inc.		2.13%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
ADP
Automatic Data Processing, Inc.		2.00%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
AMAT
Applied Materials, Inc.		1.10%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
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%
AMGN
Amgen Inc.		3.23%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
AMT
American Tower Corporation		3.01%3.53%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%
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%
AVGO
Broadcom Inc.		1.28%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
AXP
American Express Company		1.15%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
BA
The Boeing Company		0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%
BAC
Bank of America Corporation		2.73%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
BKNG
Booking Holdings Inc.		0.79%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLK
BlackRock, Inc.		2.37%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
BMY
Bristol-Myers Squibb Company		4.94%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%
BRK-B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C
3.56%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%
CAT
1.91%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
CCI
6.18%6.90%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%
CMCSA
3.76%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%
COP
3.15%2.54%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%
COST
0.48%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
CRM
0.65%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
2.89%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
CVS
3.88%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%
CVX
4.88%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
DE
1.37%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%
DHR
0.59%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%
DIS
1.15%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%
EL
3.84%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%
ELV
1.52%1.77%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%
GE
0.65%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
GILD
2.96%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%
GOOG
0.51%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GS
2.35%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%
HD
2.62%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
HON
2.29%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
IBM
2.80%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
INTC
1.30%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%
INTU
0.68%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
ISRG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
3.22%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
JPM
2.20%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
KO
2.74%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
LIN
1.27%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
LLY
0.73%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
LMT
2.70%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
LOW
2.12%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
LRCX
1.37%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%
MA
0.55%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
MCD
2.23%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
MDLZ
2.76%3.00%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%
MDT
3.39%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
META
0.40%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMC
1.41%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%
MMM
2.09%2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%
MO
7.02%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
MRK
4.13%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
MRNA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MS
3.36%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%
MSFT
0.85%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
MU
0.66%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEE
3.12%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
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%
NKE
2.88%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%
NOW
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
0.04%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
ORCL
1.31%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
PEP
3.87%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
PFE
7.67%6.33%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%
PG
2.42%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
PLD
3.88%3.63%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%
PM
3.33%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
PYPL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCOM
2.50%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
RTX
1.95%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%
SBUX
2.92%2.54%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%
SCHW
1.35%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%
SPGI
0.78%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
SYK
0.95%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%
T
4.11%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%
TGT
4.93%3.28%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%
TJX
1.19%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%
TMO
0.37%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
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%
TXN
3.63%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
UNH
1.44%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
UNP
2.46%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%
UPS
6.93%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%
V
0.67%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
VZ
6.19%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
WFC
2.42%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%
WMT
0.94%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
XOM
3.72%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
ZTS
1.22%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%

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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.92%
-14.13%
Magnum Experiment 90G
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Magnum Experiment 90G. 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 Magnum Experiment 90G was 29.89%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Magnum Experiment 90G drawdown is 6.92%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.89%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-20.08%Mar 30, 2022136Oct 12, 2022169Jun 15, 2023305
-11.15%Dec 14, 20187Dec 24, 201825Jan 31, 201932
-11.1%Mar 3, 202527Apr 8, 2025———
-8.67%Jan 5, 202243Mar 8, 202215Mar 29, 202258

Volatility

Volatility Chart

The current Magnum Experiment 90G volatility is 10.31%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.31%
13.66%
Magnum Experiment 90G
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.
MRNAMRKLLYVZTSLALMTBMYCOPMOGILDWMTPFENEEABBVXOMUNHCCINFLXELVAMTTJNJPMCVSPGCVXBAAMGNTGTGEMDLZPEPAMDMCDMETAKONVDAMUAMZNNOWSCHWDECOSTBKNGWFCRTXCRMORCLABTDHRINTCPYPLTMOPLDTJXELCMCSADISAVGOZTSLRCXUPSMDTNKEIBMQCOMADBEMMMCATAMATGOOGLGOOGLOWAAPLBACSBUXCUNPHDJPMSYKMMCMSFTLININTUISRGGSSPGIMSADICSCOAXPVADPTXNHONMABRK-BACNBLK
MRNA1.000.110.150.100.210.040.140.030.090.250.150.290.180.140.040.060.160.220.080.160.110.160.080.120.120.060.170.230.230.100.150.140.280.100.230.070.270.230.210.270.160.160.190.120.130.130.240.190.280.300.230.270.300.210.150.200.200.170.210.250.250.210.150.230.130.250.250.190.130.240.220.220.240.230.150.180.170.130.220.140.150.160.260.200.270.270.200.230.200.300.240.150.180.170.280.170.170.120.230.25
MRK0.111.000.430.330.010.270.480.190.310.390.230.480.260.440.220.340.280.090.370.290.280.500.300.310.400.230.100.460.180.140.370.380.070.310.130.370.050.060.100.130.170.210.190.130.160.250.140.220.400.330.120.130.360.280.190.210.230.140.090.420.080.210.360.200.280.090.140.210.200.080.160.160.190.180.190.240.160.240.210.210.300.350.200.300.200.250.180.290.170.130.250.190.290.320.170.280.270.330.250.23
LLY0.150.431.000.200.120.190.340.130.180.270.260.360.240.390.140.310.220.220.300.230.170.390.210.260.300.150.110.400.180.200.260.300.210.210.260.260.230.170.240.260.150.150.310.150.130.210.260.320.340.300.170.210.290.290.220.200.190.170.250.370.210.190.280.180.270.190.260.190.180.220.250.250.230.270.130.240.160.190.260.180.330.330.320.270.300.340.200.320.160.210.300.210.270.320.230.240.260.270.280.23
VZ0.100.330.201.000.030.310.320.200.390.310.270.330.360.300.260.280.380.070.300.350.660.400.370.330.430.270.150.340.250.190.420.400.050.320.090.440.040.070.080.070.220.290.210.150.270.290.130.190.320.270.190.130.250.290.250.230.360.270.090.270.070.290.350.240.380.110.110.330.290.080.130.130.280.160.300.260.270.330.300.300.290.340.140.300.150.170.260.230.250.150.320.260.270.330.200.320.260.390.260.27
TSLA0.210.010.120.031.000.060.070.120.090.150.170.110.160.100.100.120.180.420.090.170.110.050.100.130.070.120.310.150.240.240.130.120.430.160.370.110.450.350.440.400.260.220.330.320.250.190.420.290.200.280.390.430.280.250.280.270.260.330.440.250.420.240.210.300.200.420.420.190.240.420.410.410.270.460.270.290.290.200.270.260.270.210.430.240.440.380.320.330.300.430.280.330.310.260.420.240.320.230.310.37
LMT0.040.270.190.310.061.000.320.340.350.260.260.260.300.270.350.310.260.040.330.270.320.340.330.340.350.360.300.280.240.280.350.400.060.360.090.440.060.110.070.100.270.370.240.200.280.590.140.220.260.200.170.150.220.270.290.220.270.230.140.260.140.280.320.230.350.130.160.330.330.130.130.130.250.180.270.270.260.350.280.320.290.390.160.320.170.200.270.270.270.170.290.320.320.400.200.460.320.440.270.31
BMY0.140.480.340.320.070.321.000.220.340.420.250.460.270.490.240.330.280.100.340.280.320.480.340.390.340.270.140.450.250.180.340.350.100.280.130.370.070.120.110.120.220.260.190.190.250.290.160.190.370.320.180.190.330.280.230.250.290.220.130.370.120.270.380.230.310.150.150.280.260.140.190.180.240.190.260.250.250.300.260.260.300.330.170.300.170.220.240.250.270.200.320.250.290.340.230.340.270.350.280.28
COP0.030.190.130.200.120.340.221.000.320.160.110.200.130.250.810.230.090.100.280.080.280.170.240.310.090.810.330.200.230.410.150.130.170.170.150.210.180.270.140.130.400.440.100.320.450.460.190.210.110.130.270.200.140.180.280.230.280.310.240.150.250.280.240.250.350.240.170.350.540.270.220.230.230.200.490.230.490.410.210.460.210.260.160.280.180.200.440.210.450.270.320.430.280.290.290.390.290.450.240.33
MO0.090.310.180.390.090.350.340.321.000.310.240.290.310.340.360.280.290.070.330.270.410.380.610.370.400.340.210.340.250.270.410.410.020.320.090.460.040.120.080.060.280.330.220.250.320.360.100.220.270.190.180.150.180.290.320.290.330.280.140.250.120.310.340.270.360.150.110.380.350.130.130.130.310.180.350.290.330.370.280.360.290.320.140.310.140.180.310.200.330.170.320.320.270.340.210.400.280.430.260.30
GILD0.250.390.270.310.150.260.420.160.311.000.270.400.240.420.210.270.270.170.300.260.320.440.320.330.340.210.150.520.240.180.390.390.160.300.190.340.130.180.190.170.220.250.260.200.240.250.200.230.400.320.250.220.340.280.250.240.320.200.210.310.180.270.340.260.340.200.230.320.250.180.220.220.270.260.250.260.230.250.280.260.290.330.240.300.230.280.250.260.260.260.360.250.270.350.300.310.250.330.290.31
WMT0.150.230.260.270.170.260.250.110.240.271.000.230.290.240.160.270.270.230.250.280.260.310.280.290.440.180.170.270.410.200.400.440.200.330.240.370.220.170.290.210.200.250.590.200.190.270.230.300.300.270.230.240.280.310.340.240.280.240.220.300.210.320.290.270.310.200.250.290.220.220.270.280.340.290.220.300.210.280.410.240.310.360.320.310.300.310.240.320.220.230.340.240.300.330.250.300.300.360.320.33
PFE0.290.480.360.330.110.260.460.200.290.400.231.000.300.440.220.320.330.130.350.330.320.480.300.390.320.240.170.440.240.160.330.350.160.260.150.350.130.120.150.190.220.260.230.140.240.260.180.260.400.420.220.200.420.350.200.240.270.200.180.390.150.310.360.240.340.180.200.320.260.170.210.210.250.230.260.250.260.290.280.270.290.320.240.320.230.270.260.310.270.240.350.230.280.330.260.310.260.360.300.32
NEE0.180.260.240.360.160.300.270.130.310.240.290.301.000.230.170.260.520.160.220.530.300.360.320.220.470.190.180.280.270.150.440.470.160.370.190.470.150.120.210.230.190.240.310.190.170.270.230.190.390.360.220.280.340.490.240.320.290.270.180.380.160.310.380.300.230.180.250.270.170.160.250.250.340.280.180.340.180.330.350.190.370.380.290.350.300.330.210.380.210.220.300.230.300.390.270.330.310.320.340.33
ABBV0.140.440.390.300.100.270.490.250.340.420.240.440.231.000.270.340.250.120.370.260.300.450.350.390.360.280.150.490.240.210.350.370.130.290.160.370.140.160.140.200.240.280.220.180.270.310.210.220.410.340.220.200.340.290.260.220.300.200.200.340.170.320.400.250.330.200.220.290.290.210.220.210.280.220.270.260.280.310.300.300.380.370.230.320.240.310.260.270.270.240.330.260.320.350.250.320.310.370.290.30
XOM0.040.220.140.260.100.350.240.810.360.210.160.220.170.271.000.240.110.090.300.090.350.210.310.330.130.860.330.220.250.410.190.190.150.220.140.260.150.270.130.120.420.480.140.340.450.470.170.210.140.150.280.200.140.200.310.280.310.340.230.190.250.320.280.290.400.270.140.360.560.270.210.220.280.210.510.240.510.410.250.480.230.280.140.330.180.210.470.210.480.290.340.450.310.320.300.420.320.490.260.36
UNH0.060.340.310.280.120.310.330.230.280.270.270.320.260.340.241.000.280.160.740.270.260.400.280.520.360.280.170.340.230.180.330.360.170.320.170.340.170.170.170.190.270.290.290.210.260.310.200.250.350.320.190.180.320.290.320.240.270.230.200.360.180.290.350.240.300.200.230.270.260.200.260.260.300.260.290.280.260.350.310.310.330.400.280.340.270.310.280.360.290.250.340.300.330.380.260.340.320.390.330.33
CCI0.160.280.220.380.180.260.280.090.290.270.270.330.520.250.110.281.000.180.280.820.320.380.320.230.410.130.160.350.280.120.450.440.170.370.210.430.170.120.210.270.170.200.310.150.170.230.250.210.420.380.220.280.390.610.230.300.320.240.180.450.180.350.390.260.230.180.260.280.170.170.230.230.340.290.200.350.180.300.370.190.370.380.280.310.320.320.200.440.220.220.310.230.300.400.270.290.300.290.360.33
NFLX0.220.090.220.070.420.040.100.100.070.170.230.130.160.120.090.160.181.000.130.200.120.110.120.090.160.110.250.220.250.220.190.170.480.170.550.090.520.380.580.560.230.180.380.330.170.160.520.390.270.320.400.490.320.260.280.300.310.380.440.310.410.250.210.330.210.440.560.220.220.410.490.490.300.490.210.310.240.200.320.210.310.280.540.290.520.450.280.370.280.400.340.290.370.290.410.230.380.240.410.38
ELV0.080.370.300.300.090.330.340.280.330.300.250.350.220.370.300.740.280.131.000.240.280.380.300.520.330.320.180.350.260.260.330.350.150.320.160.360.140.190.150.180.300.310.270.240.300.350.190.280.340.300.190.150.310.290.340.250.290.240.160.340.190.320.360.240.340.180.210.290.320.200.220.230.280.220.320.290.300.330.290.330.350.420.240.370.250.300.310.320.310.240.340.340.330.380.250.370.320.410.300.33
AMT0.160.290.230.350.170.270.280.080.270.260.280.330.530.260.090.270.820.200.241.000.300.380.310.220.420.110.160.350.290.110.440.440.190.390.220.430.180.120.240.300.160.190.330.160.150.230.280.240.430.410.210.290.410.610.230.310.300.250.180.460.190.340.400.290.240.190.310.280.170.170.250.250.330.300.190.380.180.320.380.190.380.400.320.330.350.340.210.450.220.230.320.220.330.390.280.290.320.280.400.34
T0.110.280.170.660.110.320.320.280.410.320.260.320.300.300.350.260.320.120.280.301.000.350.420.380.340.340.260.320.280.330.370.330.100.330.140.420.070.160.120.110.340.360.200.270.380.410.170.260.290.240.240.170.230.300.300.260.440.380.130.260.160.320.370.300.460.170.130.390.360.160.180.180.300.200.440.290.410.350.310.430.310.350.140.320.170.210.390.260.380.230.350.380.330.340.240.410.330.470.300.35
JNJ0.160.500.390.400.050.340.480.170.380.440.310.480.360.450.210.400.380.110.380.380.351.000.380.400.490.230.150.500.260.150.450.500.100.350.120.470.060.110.120.110.190.270.280.130.220.280.150.240.500.370.220.160.370.360.250.280.330.210.120.410.130.330.460.260.350.160.180.350.260.140.200.200.290.240.240.300.210.360.310.260.380.410.220.370.220.290.250.320.240.210.370.240.330.390.250.360.310.430.330.32
PM0.080.300.210.370.100.330.340.240.610.320.280.300.320.350.310.280.320.120.300.310.420.381.000.310.410.300.240.330.250.250.450.450.090.380.170.510.110.170.120.130.300.300.260.270.350.350.160.250.330.270.220.190.240.330.340.330.360.320.170.320.180.310.410.290.380.190.190.400.320.190.200.200.300.230.360.340.350.350.290.350.350.350.190.350.210.250.330.270.360.230.330.340.320.350.270.390.320.420.320.34
CVS0.120.310.260.330.130.340.390.310.370.330.290.390.220.390.330.520.230.090.520.220.380.400.311.000.290.360.250.350.330.310.320.330.150.280.130.340.150.210.120.130.360.360.230.240.400.400.160.270.310.290.220.170.280.300.330.270.340.290.190.280.180.370.370.250.400.220.150.400.360.200.200.200.340.220.430.290.400.370.360.410.320.360.190.340.190.230.380.280.390.270.370.380.300.370.270.400.280.480.300.36
PG0.120.400.300.430.070.350.340.090.400.340.440.320.470.360.130.360.410.160.330.420.340.490.410.291.000.140.130.380.270.150.630.670.100.440.170.620.100.110.190.150.180.220.390.190.170.280.200.270.450.350.230.210.350.410.280.380.290.220.160.400.160.340.400.310.340.170.250.340.190.160.230.220.320.270.200.340.180.340.360.230.380.450.310.410.260.330.190.370.190.210.360.230.370.430.260.370.370.380.380.30
CVX0.060.230.150.270.120.360.270.810.340.210.180.240.190.280.860.280.130.110.320.110.340.230.300.360.141.000.340.240.270.400.200.190.190.240.160.270.190.290.150.140.420.490.170.350.460.480.180.240.180.180.310.210.180.230.320.280.320.340.270.220.270.320.300.290.410.280.180.390.570.300.250.250.290.230.510.250.500.440.280.500.270.300.180.350.210.240.470.240.490.330.360.460.330.340.330.440.330.500.300.38
BA0.170.100.110.150.310.300.140.330.210.150.170.170.180.150.330.170.160.250.180.160.260.150.240.250.130.341.000.150.280.490.180.150.270.280.310.230.280.360.300.260.430.430.240.400.460.510.300.280.220.220.360.320.200.270.400.350.320.420.340.230.350.310.290.340.350.340.260.360.430.360.300.300.300.320.460.360.480.350.290.470.310.300.280.350.290.320.480.290.450.360.320.500.330.350.360.480.370.420.340.42
AMGN0.230.460.400.340.150.280.450.200.340.520.270.440.280.490.220.340.350.220.350.350.320.500.330.350.380.240.151.000.260.210.410.440.200.320.240.350.190.220.230.230.250.260.310.220.240.280.240.280.430.380.320.280.380.350.250.270.380.230.240.390.240.330.380.250.380.260.280.360.300.250.260.260.310.300.260.290.270.330.320.280.360.350.300.340.310.360.270.330.270.310.390.270.330.390.340.370.300.360.340.36
TGT0.230.180.180.250.240.240.250.230.250.240.410.240.270.240.250.230.280.250.260.290.280.260.250.330.270.270.280.261.000.270.280.300.310.290.270.280.300.300.320.280.350.370.420.270.350.310.300.330.310.350.330.360.350.370.420.390.360.350.300.360.340.430.310.460.330.330.320.390.350.350.310.310.500.320.400.370.380.380.530.370.300.330.290.340.360.300.400.350.390.360.370.360.320.360.390.390.330.390.380.43
GE0.100.140.200.190.240.280.180.410.270.180.200.160.150.210.410.180.120.220.260.110.330.150.250.310.150.400.490.210.271.000.190.140.270.240.300.260.320.400.270.260.480.450.250.470.510.510.290.370.210.220.360.260.210.270.420.310.310.410.370.220.390.350.300.330.450.350.250.480.560.390.300.300.340.300.530.330.550.420.300.550.340.350.270.390.290.330.540.330.530.410.360.540.360.370.380.520.380.490.360.48
MDLZ0.150.370.260.420.130.350.340.150.410.390.400.330.440.350.190.330.450.190.330.440.370.450.450.320.630.200.180.410.280.191.000.710.150.480.220.650.130.150.200.200.220.250.380.240.240.320.240.270.440.350.240.270.350.450.320.360.410.270.200.410.190.350.440.330.340.210.280.340.230.190.270.270.340.300.260.410.250.360.360.270.400.460.310.400.320.340.260.400.270.250.370.290.390.450.280.410.390.430.380.36
PEP0.140.380.300.400.120.400.350.130.410.390.440.350.470.370.190.360.440.170.350.440.330.500.450.330.670.190.150.440.300.140.711.000.130.490.190.710.130.140.220.200.200.240.410.210.180.330.250.290.450.370.250.260.360.440.310.360.400.260.200.420.190.340.430.310.320.210.300.340.200.180.270.270.370.330.190.420.190.330.390.220.400.490.340.420.330.340.210.410.220.260.390.250.390.490.290.400.380.400.390.35
AMD0.280.070.210.050.430.060.100.170.020.160.200.160.160.130.150.170.170.480.150.190.100.100.090.150.100.190.270.200.310.270.150.131.000.210.510.090.730.580.560.530.280.270.390.370.240.200.510.410.280.350.540.480.360.310.290.360.310.340.600.330.650.330.220.370.300.620.570.270.300.650.540.530.340.510.280.350.320.260.360.270.330.300.580.350.540.480.350.420.360.620.420.350.400.310.610.300.410.280.420.42
MCD0.100.310.210.320.160.360.280.170.320.300.330.260.370.290.220.320.370.170.320.390.330.350.380.280.440.240.280.320.290.240.480.490.211.000.270.520.200.200.250.220.270.300.370.300.290.360.280.320.400.350.270.280.340.410.420.370.400.360.270.390.220.350.410.390.360.260.300.340.290.220.290.290.390.330.300.530.300.390.410.340.440.480.340.390.330.340.320.420.320.290.420.360.440.450.340.450.430.450.410.40
META0.230.130.260.090.370.090.130.150.090.190.240.150.190.160.140.170.210.550.160.220.140.120.170.130.170.160.310.240.270.300.220.190.510.271.000.160.570.460.630.550.250.220.420.420.250.200.540.430.310.340.440.540.350.300.350.370.370.410.520.380.500.310.290.360.270.500.600.290.270.500.660.660.360.540.300.380.320.250.370.300.390.320.630.360.540.510.340.450.340.480.400.370.450.340.480.330.450.300.470.44
KO0.070.370.260.440.110.440.370.210.460.340.370.350.470.370.260.340.430.090.360.430.420.470.510.340.620.270.230.350.280.260.650.710.090.520.161.000.090.130.160.160.270.330.370.300.300.410.220.260.420.320.230.200.330.430.360.380.400.310.190.400.160.350.480.350.400.180.250.390.300.160.260.260.330.280.300.430.300.430.350.340.440.480.290.470.270.330.290.400.290.240.390.350.440.500.280.460.440.500.400.37
NVDA0.270.050.230.040.450.060.070.180.040.130.220.130.150.140.150.170.170.520.140.180.070.060.110.150.100.190.280.190.300.320.130.130.730.200.570.091.000.630.600.590.300.280.440.430.260.210.560.470.300.360.540.510.390.290.320.350.300.350.680.340.680.350.230.360.290.650.610.270.330.680.570.560.370.560.300.350.350.280.390.310.360.280.650.360.580.540.390.450.410.620.430.380.410.330.620.310.430.300.470.48
MU0.230.060.170.070.350.110.120.270.120.180.170.120.120.160.270.170.120.380.190.120.160.110.170.210.110.290.360.220.300.400.150.140.580.200.460.130.631.000.460.430.390.340.350.420.390.300.400.420.260.320.600.410.330.260.340.360.330.380.660.290.750.370.270.400.380.660.450.370.420.730.470.470.370.450.420.350.450.330.370.400.340.280.480.370.460.450.460.340.460.650.430.450.400.330.660.400.410.360.410.46
AMZN0.210.100.240.080.440.070.110.140.080.190.290.150.210.140.130.170.210.580.150.240.120.120.120.120.190.150.300.230.320.270.200.220.560.250.630.160.600.461.000.620.260.230.470.430.230.200.600.450.310.350.450.560.380.330.340.390.350.410.540.370.510.340.260.410.280.530.640.280.280.510.680.680.370.600.270.390.300.260.400.290.380.300.700.330.600.520.350.440.340.490.430.370.430.340.490.310.450.310.490.46
NOW0.270.130.260.070.400.100.120.130.060.170.210.190.230.200.120.190.270.560.180.300.110.110.130.130.150.140.260.230.280.260.200.200.530.220.550.160.590.430.621.000.280.230.410.380.200.220.710.480.380.450.410.590.470.360.330.390.340.390.530.410.510.310.310.390.280.510.710.230.250.510.550.550.400.530.220.380.270.280.400.230.420.350.670.380.680.580.300.540.320.500.440.360.480.420.490.310.500.260.560.45
SCHW0.160.170.150.220.260.270.220.400.280.220.200.220.190.240.420.270.170.230.300.160.340.190.300.360.180.420.430.250.350.480.220.200.280.270.250.270.300.390.260.281.000.480.260.420.650.480.300.350.250.290.360.310.280.290.430.360.370.430.360.250.390.410.330.370.440.360.260.450.530.390.300.310.360.290.700.310.630.470.370.660.340.350.300.400.340.350.640.330.670.420.390.580.400.410.430.490.420.580.390.57
DE0.160.210.150.290.220.370.260.440.330.250.250.260.240.280.480.290.200.180.310.190.360.270.300.360.220.490.430.260.370.450.250.240.270.300.220.330.280.340.230.230.481.000.250.370.470.500.250.320.280.310.330.310.290.340.410.400.370.400.340.290.350.430.360.400.430.360.240.470.710.350.270.270.440.320.520.350.510.540.430.530.340.350.250.430.280.320.540.340.540.430.420.500.390.390.430.550.390.540.390.50
COST0.190.190.310.210.330.240.190.100.220.260.590.230.310.220.140.290.310.380.270.330.200.280.260.230.390.170.240.310.420.250.380.410.390.370.420.370.440.350.470.410.260.251.000.290.220.290.410.410.380.400.370.380.400.420.420.350.330.300.440.420.430.370.320.390.340.420.480.310.270.430.440.450.430.480.250.400.250.330.500.270.400.440.520.410.490.510.310.480.300.430.440.340.430.470.460.380.430.370.480.44
BKNG0.120.130.150.150.320.200.190.320.250.200.200.140.190.180.340.210.150.330.240.160.270.130.270.240.190.350.400.220.270.470.240.210.370.300.420.300.430.420.430.380.420.370.291.000.440.370.420.390.240.250.380.400.260.280.470.440.410.530.450.310.440.330.350.410.390.430.390.360.480.450.460.460.340.400.470.470.480.400.330.480.420.350.420.430.460.440.500.390.500.480.390.550.480.400.450.450.520.450.440.48
WFC0.130.160.130.270.250.280.250.450.320.240.190.240.170.270.450.260.170.170.300.150.380.220.350.400.170.460.460.240.350.510.240.180.240.290.250.300.260.390.230.200.650.470.220.441.000.500.260.330.240.260.340.300.240.290.430.340.400.430.320.210.340.400.370.360.430.350.210.490.520.360.300.300.370.270.820.350.770.470.370.790.340.360.270.390.310.290.720.320.720.390.380.670.390.400.380.520.390.630.370.55
RTX0.130.250.210.290.190.590.290.460.360.250.270.260.270.310.470.310.230.160.350.230.410.280.350.400.280.480.510.280.310.510.320.330.200.360.200.410.210.300.200.220.480.500.290.370.501.000.260.340.270.260.310.270.260.310.430.330.390.410.300.290.310.370.380.380.460.290.250.460.530.330.280.280.340.280.510.380.510.470.360.550.390.440.270.420.290.330.500.370.510.350.410.560.420.490.350.590.440.590.400.48
CRM0.240.140.260.130.420.140.160.190.100.200.230.180.230.210.170.200.250.520.190.280.170.150.160.160.200.180.300.240.300.290.240.250.510.280.540.220.560.400.600.710.300.250.410.420.260.261.000.470.390.420.420.580.430.360.330.390.370.410.510.400.480.330.340.400.290.490.690.270.280.490.550.550.380.510.280.400.310.310.380.290.430.390.640.370.670.550.360.510.360.490.450.400.490.420.480.330.510.330.550.49
ORCL0.190.220.320.190.290.220.190.210.220.230.300.260.190.220.210.250.210.390.280.240.260.240.250.270.270.240.280.280.330.370.270.290.410.320.430.260.470.420.450.480.350.320.410.390.330.340.471.000.330.360.410.380.380.360.380.350.340.380.480.350.440.420.340.380.470.440.510.370.370.430.460.460.380.450.360.390.370.350.400.380.420.420.560.410.510.480.430.470.410.440.500.430.450.440.450.420.470.430.520.46
ABT0.280.400.340.320.200.260.370.110.270.400.300.400.390.410.140.350.420.270.340.430.290.500.330.310.450.180.220.430.310.210.440.450.280.400.310.420.300.260.310.380.250.280.380.240.240.270.390.331.000.570.340.390.610.470.300.370.330.290.320.540.300.410.570.370.340.330.410.350.250.310.340.340.380.360.280.410.260.370.390.300.570.500.420.440.430.560.290.480.320.400.450.330.460.490.400.410.450.400.480.43
DHR0.300.330.300.270.280.200.320.130.190.320.270.420.360.340.150.320.380.320.300.410.240.370.270.290.350.180.220.380.350.220.350.370.350.350.340.320.360.320.350.450.290.310.400.250.260.260.420.360.571.000.350.440.790.480.300.390.310.340.380.570.380.420.450.410.300.390.450.360.310.380.390.390.420.420.290.390.300.380.440.280.490.450.470.440.490.530.340.530.350.450.420.330.400.470.470.390.420.380.500.49
INTC0.230.120.170.190.390.170.180.270.180.250.230.220.220.220.280.190.220.400.190.210.240.220.220.220.230.310.360.320.330.360.240.250.540.270.440.230.540.600.450.410.360.330.370.380.340.310.420.410.340.351.000.430.360.320.350.390.400.390.570.340.610.390.330.400.410.620.470.390.400.630.460.460.390.490.380.350.410.370.390.390.390.350.510.400.490.450.410.400.420.640.490.420.410.400.660.440.430.390.450.48
PYPL0.270.130.210.130.430.150.190.200.150.220.240.200.280.200.200.180.280.490.150.290.170.160.190.170.210.210.320.280.360.260.270.260.480.280.540.200.510.410.560.590.310.310.380.400.300.270.580.380.390.440.431.000.450.400.340.460.390.460.460.410.470.370.370.440.280.490.590.330.320.470.530.520.450.510.360.460.370.340.440.340.400.370.560.370.600.530.410.480.420.500.420.440.520.430.510.350.540.370.510.52
TMO0.300.360.290.250.280.220.330.140.180.340.280.420.340.340.140.320.390.320.310.410.230.370.240.280.350.180.200.380.350.210.350.360.360.340.350.330.390.330.380.470.280.290.400.260.240.260.430.380.610.790.360.451.000.460.270.410.300.320.390.560.390.410.440.410.310.400.480.370.310.390.400.400.400.430.280.390.300.390.430.290.480.460.480.450.500.540.330.510.340.460.450.350.430.460.480.390.440.380.510.48
PLD0.210.280.290.290.250.270.280.180.290.280.310.350.490.290.200.290.610.260.290.610.300.360.330.300.410.230.270.350.370.270.450.440.310.410.300.430.290.260.330.360.290.340.420.280.290.310.360.360.470.480.320.400.461.000.350.420.380.350.330.510.320.460.420.410.350.330.390.390.330.320.350.350.460.390.330.450.320.460.510.340.450.490.400.420.440.430.370.520.360.380.400.390.440.480.420.420.440.410.490.48
TJX0.150.190.220.250.280.290.230.280.320.250.340.200.240.260.310.320.230.280.340.230.300.250.340.330.280.320.400.250.420.420.320.310.290.420.350.360.320.340.340.330.430.410.420.470.430.430.330.380.300.300.350.340.270.351.000.440.380.480.370.350.350.370.380.490.410.360.350.410.430.370.380.380.520.370.460.490.440.450.520.480.440.440.370.450.400.420.480.410.480.390.440.500.470.470.400.510.490.490.460.50
EL0.200.210.200.230.270.220.250.230.290.240.240.240.320.220.280.240.300.300.250.310.260.280.330.270.380.280.350.270.390.310.360.360.360.370.370.380.350.360.390.390.360.400.350.440.340.330.390.350.370.390.390.460.410.420.441.000.380.440.390.450.420.440.390.540.350.440.420.420.410.410.420.420.440.430.370.500.380.430.440.390.410.400.430.450.460.430.410.440.430.460.420.450.480.460.460.450.490.410.500.50
CMCSA0.200.230.190.360.260.270.290.280.330.320.280.270.290.300.310.270.320.310.290.300.440.330.360.340.290.320.320.380.360.310.410.400.310.400.370.400.300.330.350.340.370.370.330.410.400.390.370.340.330.310.400.390.300.380.380.381.000.510.350.370.360.440.450.400.410.380.380.440.410.360.400.400.410.390.430.470.450.420.430.450.420.390.380.420.400.390.450.410.450.440.480.470.450.450.450.490.460.500.460.47
DIS0.170.140.170.270.330.230.220.310.280.200.240.200.270.200.340.230.240.380.240.250.380.210.320.290.220.340.420.230.350.410.270.260.340.360.410.310.350.380.410.390.430.400.300.530.430.410.410.380.290.340.390.460.320.350.480.440.511.000.370.360.390.390.420.480.390.420.390.410.440.400.430.440.400.390.500.500.520.420.420.490.430.380.420.410.440.420.520.400.510.430.450.560.500.430.430.480.520.490.490.51
AVGO0.210.090.250.090.440.140.130.240.140.210.220.180.180.200.230.200.180.440.160.180.130.120.170.190.160.270.340.240.300.370.200.200.600.270.520.190.680.660.540.530.360.340.440.450.320.300.510.480.320.380.570.460.390.330.370.390.350.371.000.370.710.370.280.400.400.690.570.360.420.720.520.520.410.550.350.380.390.370.410.380.390.340.600.400.550.540.430.440.450.700.510.430.430.410.690.410.460.360.510.50
ZTS0.250.420.370.270.250.260.370.150.250.310.300.390.380.340.190.360.450.310.340.460.260.410.320.280.400.220.230.390.360.220.410.420.330.390.380.400.340.290.370.410.250.290.420.310.210.290.400.350.540.570.340.410.560.510.350.450.370.360.371.000.360.420.490.460.330.360.460.340.280.370.410.410.430.450.250.460.250.400.470.270.500.520.460.450.500.510.300.550.320.430.400.320.470.490.450.400.480.400.510.44
LRCX0.250.080.210.070.420.140.120.250.120.180.210.150.160.170.250.180.180.410.190.190.160.130.180.180.160.270.350.240.340.390.190.190.650.220.500.160.680.750.510.510.390.350.430.440.340.310.480.440.300.380.610.470.390.320.350.420.360.390.710.361.000.390.270.420.390.710.540.350.430.920.530.520.400.530.380.390.430.360.420.400.380.330.580.420.550.520.460.440.470.750.460.460.440.400.740.420.460.370.480.52
UPS0.210.210.190.290.240.280.270.280.310.270.320.310.310.320.320.290.350.250.320.340.320.330.310.370.340.320.310.330.430.350.350.340.330.350.310.350.350.370.340.310.410.430.370.330.400.370.330.420.410.420.390.370.410.460.370.440.440.390.370.420.391.000.400.460.400.410.380.510.470.380.340.340.470.420.450.400.440.540.500.440.380.430.380.430.400.380.470.410.470.450.460.430.410.440.470.510.430.510.450.52
MDT0.150.360.280.350.210.320.380.240.340.340.290.360.380.400.280.350.390.210.360.400.370.460.410.370.400.300.290.380.310.300.440.430.220.410.290.480.230.270.260.310.330.360.320.350.370.380.340.340.570.450.330.370.440.420.380.390.450.420.280.490.270.401.000.370.400.300.350.440.370.290.340.340.370.330.410.480.380.440.390.410.670.480.350.470.380.520.400.470.420.390.430.450.480.500.400.480.500.500.470.45
NKE0.230.200.180.240.300.230.230.250.270.260.270.240.300.250.290.240.260.330.240.290.300.260.290.250.310.290.340.250.460.330.330.310.370.390.360.350.360.400.410.390.370.400.390.410.360.380.400.380.370.410.400.440.410.410.490.540.400.480.400.460.420.460.371.000.360.430.450.410.410.420.430.430.480.460.390.560.420.460.500.420.400.420.440.440.470.420.440.430.460.470.450.450.480.450.480.490.500.440.510.52
IBM0.130.280.270.380.200.350.310.350.360.340.310.340.230.330.400.300.230.210.340.240.460.350.380.400.340.410.350.380.330.450.340.320.300.360.270.400.290.380.280.280.440.430.340.390.430.460.290.470.340.300.410.280.310.350.410.350.410.390.400.330.390.400.400.361.000.380.340.530.510.400.350.350.390.360.500.380.490.470.410.510.410.420.360.450.350.370.500.400.510.440.540.510.460.500.450.520.450.520.540.48
QCOM0.250.090.190.110.420.130.150.240.150.200.200.180.180.200.270.200.180.440.180.190.170.160.190.220.170.280.340.260.330.350.210.210.620.260.500.180.650.660.530.510.360.360.420.430.350.290.490.440.330.390.620.490.400.330.360.440.380.420.690.360.710.410.300.430.381.000.540.360.440.720.540.540.420.590.390.400.420.360.430.380.380.330.590.410.540.490.450.430.460.730.470.450.450.390.730.430.460.370.470.52
ADBE0.250.140.260.110.420.160.150.170.110.230.250.200.250.220.140.230.260.560.210.310.130.180.190.150.250.180.260.280.320.250.280.300.570.300.600.250.610.450.640.710.260.240.480.390.210.250.690.510.410.450.470.590.480.390.350.420.380.390.570.460.540.380.350.450.340.541.000.280.280.540.630.620.410.590.240.430.270.330.420.260.450.420.720.420.710.580.320.570.320.550.500.360.550.470.550.360.540.340.610.49
MMM0.190.210.190.330.190.330.280.350.380.320.290.320.270.290.360.270.280.220.290.280.390.350.400.400.340.390.360.360.390.480.340.340.270.340.290.390.270.370.280.230.450.470.310.360.490.460.270.370.350.360.390.330.370.390.410.420.440.410.360.340.350.510.440.410.530.360.281.000.570.360.340.340.470.350.520.380.520.530.480.540.380.410.330.480.320.360.540.410.540.440.480.500.410.450.450.610.400.530.450.53
CAT0.130.200.180.290.240.330.260.540.350.250.220.260.170.290.560.260.170.220.320.170.360.260.320.360.190.570.430.300.350.560.230.200.300.290.270.300.330.420.280.250.530.710.270.480.520.530.280.370.250.310.400.320.310.330.430.410.410.440.420.280.430.470.370.410.510.440.280.571.000.440.340.340.430.320.600.350.610.570.420.620.370.350.300.470.320.350.620.360.610.490.450.590.410.400.480.600.430.590.410.56
AMAT0.240.080.220.080.420.130.140.270.130.180.220.170.160.210.270.200.170.410.200.170.160.140.190.200.160.300.360.250.350.390.190.180.650.220.500.160.680.730.510.510.390.350.430.450.360.330.490.430.310.380.630.470.390.320.370.410.360.400.720.370.920.380.290.420.400.720.540.360.441.000.530.520.420.530.390.400.430.370.440.400.390.330.590.450.550.530.460.430.480.760.470.470.450.400.750.420.470.380.490.52
GOOGL0.220.160.250.130.410.130.190.220.130.220.270.210.250.220.210.260.230.490.220.250.180.200.200.200.230.250.300.260.310.300.270.270.540.290.660.260.570.470.680.550.300.270.440.460.300.280.550.460.340.390.460.530.400.350.380.420.400.430.520.410.530.340.340.430.350.540.630.340.340.531.000.990.370.620.330.410.360.340.390.340.420.380.730.410.600.540.400.480.400.530.490.430.510.440.530.400.510.400.550.51
GOOG0.220.160.250.130.410.130.180.230.130.220.280.210.250.210.220.260.230.490.230.250.180.200.200.200.220.250.300.260.310.300.270.270.530.290.660.260.560.470.680.550.310.270.450.460.300.280.550.460.340.390.460.520.400.350.380.420.400.440.520.410.520.340.340.430.350.540.620.340.340.520.991.000.370.620.340.410.370.340.390.340.420.380.720.410.600.540.400.490.410.530.490.440.510.430.530.400.520.400.550.51
LOW0.240.190.230.280.270.250.240.230.310.270.340.250.340.280.280.300.340.300.280.330.300.290.300.340.320.290.300.310.500.340.340.370.340.390.360.330.370.370.370.400.360.440.430.340.370.340.380.380.380.420.390.450.400.460.520.440.410.400.410.430.400.470.370.480.390.420.410.470.430.420.370.371.000.420.410.440.410.480.830.400.410.410.420.460.450.410.460.490.450.450.450.430.440.460.470.480.440.450.490.53
AAPL0.230.180.270.160.460.180.190.200.180.260.290.230.280.220.210.260.290.490.220.300.200.240.230.220.270.230.320.300.320.300.300.330.510.330.540.280.560.450.600.530.290.320.480.400.270.280.510.450.360.420.490.510.430.390.370.430.390.390.550.450.530.420.330.460.360.590.590.350.320.530.620.620.421.000.310.430.330.370.440.330.400.400.680.410.570.530.390.490.400.550.500.390.490.450.570.400.490.410.510.50
BAC0.150.190.130.300.270.270.260.490.350.250.220.260.180.270.510.290.200.210.320.190.440.240.360.430.200.510.460.260.400.530.260.190.280.300.300.300.300.420.270.220.700.520.250.470.820.510.280.360.280.290.380.360.280.330.460.370.430.500.350.250.380.450.410.390.500.390.240.520.600.390.330.340.410.311.000.390.840.530.400.850.360.390.290.420.340.330.780.360.780.440.430.700.430.430.430.560.430.680.410.61
SBUX0.180.240.240.260.290.270.250.230.290.260.300.250.340.260.240.280.350.310.290.380.290.300.340.290.340.250.360.290.370.330.410.420.350.530.380.430.350.350.390.380.310.350.400.470.350.380.400.390.410.390.350.460.390.450.490.500.470.500.380.460.390.400.480.560.380.400.430.380.350.400.410.410.440.430.391.000.380.420.460.420.500.480.440.470.470.480.430.480.430.450.460.470.520.500.470.480.540.470.500.48
C0.170.160.160.270.290.260.250.490.330.230.210.260.180.280.510.260.180.240.300.180.410.210.350.400.180.500.480.270.380.550.250.190.320.300.320.300.350.450.300.270.630.510.250.480.770.510.310.370.260.300.410.370.300.320.440.380.450.520.390.250.430.440.380.420.490.420.270.520.610.430.360.370.410.330.840.381.000.510.400.810.370.370.320.430.360.350.780.380.780.470.430.690.440.420.460.550.450.650.410.61
UNP0.130.240.190.330.200.350.300.410.370.250.280.290.330.310.410.350.300.200.330.320.350.360.350.370.340.440.350.330.380.420.360.330.260.390.250.430.280.330.260.280.470.540.330.400.470.470.310.350.370.380.370.340.390.460.450.430.420.420.370.400.360.540.440.460.470.360.330.530.570.370.340.340.480.370.530.420.511.000.480.550.440.460.360.480.360.390.530.470.540.440.470.520.480.500.460.600.500.590.490.58
HD0.220.210.260.300.270.280.260.210.280.280.410.280.350.300.250.310.370.320.290.380.310.310.290.360.360.280.290.320.530.300.360.390.360.410.370.350.390.370.400.400.370.430.500.330.370.360.380.400.390.440.390.440.430.510.520.440.430.420.410.470.420.500.390.500.410.430.420.480.420.440.390.390.830.440.400.460.400.481.000.410.440.460.460.470.480.430.460.510.450.460.480.440.470.530.500.480.470.470.520.55
JPM0.140.210.180.300.260.320.260.460.360.260.240.270.190.300.480.310.190.210.330.190.430.260.350.410.230.500.470.280.370.550.270.220.270.340.300.340.310.400.290.230.660.530.270.480.790.550.290.380.300.280.390.340.290.340.480.390.450.490.380.270.400.440.410.420.510.380.260.540.620.400.340.340.400.330.850.420.810.550.411.000.400.450.310.470.330.350.780.390.770.440.450.720.470.450.440.590.470.710.420.63
SYK0.150.300.330.290.270.290.300.210.290.290.310.290.370.380.230.330.370.310.350.380.310.380.350.320.380.270.310.360.300.340.400.400.330.440.390.440.360.340.380.420.340.340.400.420.340.390.430.420.570.490.390.400.480.450.440.410.420.430.390.500.380.380.670.400.410.380.450.380.370.390.420.420.410.400.360.500.370.440.440.401.000.500.470.500.510.650.420.540.410.450.450.480.540.520.460.480.550.480.560.49
MMC0.160.350.330.340.210.390.330.260.320.330.360.320.380.370.280.400.380.280.420.400.350.410.350.360.450.300.300.350.330.350.460.490.300.480.320.480.280.280.300.350.350.350.440.350.360.440.390.420.500.450.350.370.460.490.440.400.390.380.340.520.330.430.480.420.420.330.420.410.350.330.380.380.410.400.390.480.370.460.460.450.501.000.430.550.460.460.420.560.420.400.480.460.530.600.410.530.540.580.550.52
MSFT0.260.200.320.140.430.160.170.160.140.240.320.240.290.230.140.280.280.540.240.320.140.220.190.190.310.180.280.300.290.270.310.340.580.340.630.290.650.480.700.670.300.250.520.420.270.270.640.560.420.470.510.560.480.400.370.430.380.420.600.460.580.380.350.440.360.590.720.330.300.590.730.720.420.680.290.440.320.360.460.310.470.431.000.450.690.620.370.570.390.570.520.400.550.500.580.400.560.380.610.53
LIN0.200.300.270.300.240.320.300.280.310.300.310.320.350.320.330.340.310.290.370.330.320.370.350.340.410.350.350.340.340.390.400.420.350.390.360.470.360.370.330.380.400.430.410.430.390.420.370.410.440.440.400.370.450.420.450.450.420.410.400.450.420.430.470.440.450.410.420.480.470.450.410.410.460.410.420.470.430.480.470.470.500.550.451.000.470.480.460.500.480.480.500.490.520.540.480.560.530.530.560.54
INTU0.270.200.300.150.440.170.170.180.140.230.300.230.300.240.180.270.320.520.250.350.170.220.210.190.260.210.290.310.360.290.320.330.540.330.540.270.580.460.600.680.340.280.490.460.310.290.670.510.430.490.490.600.500.440.400.460.400.440.550.500.550.400.380.470.350.540.710.320.320.550.600.600.450.570.340.470.360.360.480.330.510.460.690.471.000.620.400.610.430.580.500.450.550.560.560.400.590.380.630.55
ISRG0.270.250.340.170.380.200.220.200.180.280.310.270.330.310.210.310.320.450.300.340.210.290.250.230.330.240.320.360.300.330.340.340.480.340.510.330.540.450.520.580.350.320.510.440.290.330.550.480.560.530.450.530.540.430.420.430.390.420.540.510.520.380.520.420.370.490.580.360.350.530.540.540.410.530.330.480.350.390.430.350.650.460.620.480.621.000.400.570.410.560.500.430.530.500.540.450.560.420.580.53
GS0.200.180.200.260.320.270.240.440.310.250.240.260.210.260.470.280.200.280.310.210.390.250.330.380.190.470.480.270.400.540.260.210.350.320.340.290.390.460.350.300.640.540.310.500.720.500.360.430.290.340.410.410.330.370.480.410.450.520.430.300.460.470.400.440.500.450.320.540.620.460.400.400.460.390.780.430.780.530.460.780.420.420.370.460.400.401.000.440.850.490.450.690.470.450.490.560.490.650.460.65
SPGI0.230.290.320.230.330.270.250.210.200.260.320.310.380.270.210.360.440.370.320.450.260.320.270.280.370.240.290.330.350.330.400.410.420.420.450.400.450.340.440.540.330.340.480.390.320.370.510.470.480.530.400.480.510.520.410.440.410.400.440.550.440.410.470.430.400.430.570.410.360.430.480.490.490.490.360.480.380.470.510.390.540.560.570.500.610.570.441.000.430.490.460.470.580.570.490.480.590.480.620.59
MS0.200.170.160.250.300.270.270.450.330.260.220.270.210.270.480.290.220.280.310.220.380.240.360.390.190.490.450.270.390.530.270.220.360.320.340.290.410.460.340.320.670.540.300.500.720.510.360.410.320.350.420.420.340.360.480.430.450.510.450.320.470.470.420.460.510.460.320.540.610.480.400.410.450.400.780.430.780.540.450.770.410.420.390.480.430.410.850.431.000.510.460.680.480.460.510.570.490.640.480.68
ADI0.300.130.210.150.430.170.200.270.170.260.230.240.220.240.290.250.220.400.240.230.230.210.230.270.210.330.360.310.360.410.250.260.620.290.480.240.620.650.490.500.420.430.430.480.390.350.490.440.400.450.640.500.460.380.390.460.440.430.700.430.750.450.390.470.440.730.550.440.490.760.530.530.450.550.440.450.470.440.460.440.450.400.570.480.580.560.490.490.511.000.540.500.490.470.860.490.510.440.560.57
CSCO0.240.250.300.320.280.290.320.320.320.360.340.350.300.330.340.340.310.340.340.320.350.370.330.370.360.360.320.390.370.360.370.390.420.420.400.390.430.430.430.440.390.420.440.390.380.410.450.500.450.420.490.420.450.400.440.420.480.450.510.400.460.460.430.450.540.470.500.480.450.470.490.490.450.500.430.460.430.470.480.450.450.480.520.500.500.500.450.460.460.541.000.470.500.550.550.530.500.510.580.53
AXP0.150.190.210.260.330.320.250.430.320.250.240.230.230.260.450.300.230.290.340.220.380.240.340.380.230.460.500.270.360.540.290.250.350.360.370.350.380.450.370.360.580.500.340.550.670.560.400.430.330.330.420.440.350.390.500.450.470.560.430.320.460.430.450.450.510.450.360.500.590.470.430.440.430.390.700.470.690.520.440.720.480.460.400.490.450.430.690.470.680.500.471.000.580.500.490.590.590.660.500.62
V0.180.290.270.270.310.320.290.280.270.270.300.280.300.320.310.330.300.370.330.330.330.330.320.300.370.330.330.330.320.360.390.390.400.440.450.440.410.400.430.480.400.390.430.480.390.420.490.450.460.400.410.520.430.440.470.480.450.500.430.470.440.410.480.480.460.450.550.410.410.450.510.510.440.490.430.520.440.480.470.470.540.530.550.520.550.530.470.580.480.490.500.581.000.580.500.500.870.540.600.55
ADP0.170.320.320.330.260.400.340.290.340.350.330.330.390.350.320.380.400.290.380.390.340.390.350.370.430.340.350.390.360.370.450.490.310.450.340.500.330.330.340.420.410.390.470.400.400.490.420.440.490.470.400.430.460.480.470.460.450.430.410.490.400.440.500.450.500.390.470.450.400.400.440.430.460.450.430.500.420.500.530.450.520.600.500.540.560.500.450.570.460.470.550.500.581.000.500.580.590.550.620.53
TXN0.280.170.230.200.420.200.230.290.210.300.250.260.270.250.300.260.270.410.250.280.240.250.270.270.260.330.360.340.390.380.280.290.610.340.480.280.620.660.490.490.430.430.460.450.380.350.480.450.400.470.660.510.480.420.400.460.450.430.690.450.740.470.400.480.450.730.550.450.480.750.530.530.470.570.430.470.460.460.500.440.460.410.580.480.560.540.490.490.510.860.550.490.500.501.000.500.520.460.560.58
HON0.170.280.240.320.240.460.340.390.400.310.300.310.330.320.420.340.290.230.370.290.410.360.390.400.370.440.480.370.390.520.410.400.300.450.330.460.310.400.310.310.490.550.380.450.520.590.330.420.410.390.440.350.390.420.510.450.490.480.410.400.420.510.480.490.520.430.360.610.600.420.400.400.480.400.560.480.550.600.480.590.480.530.400.560.400.450.560.480.570.490.530.590.500.580.501.000.520.630.530.59
MA0.170.270.260.260.320.320.270.290.280.250.300.260.310.310.320.320.300.380.320.320.330.310.320.280.370.330.370.300.330.380.390.380.410.430.450.440.430.410.450.500.420.390.430.520.390.440.510.470.450.420.430.540.440.440.490.490.460.520.460.480.460.430.500.500.450.460.540.400.430.470.510.520.440.490.430.540.450.500.470.470.550.540.560.530.590.560.490.590.490.510.500.590.870.590.520.521.000.550.610.57
BRK-B0.120.330.270.390.230.440.350.450.430.330.360.360.320.370.490.390.290.240.410.280.470.430.420.480.380.500.420.360.390.490.430.400.280.450.300.500.300.360.310.260.580.540.370.450.630.590.330.430.400.380.390.370.380.410.490.410.500.490.360.400.370.510.500.440.520.370.340.530.590.380.400.400.450.410.680.470.650.590.470.710.480.580.380.530.380.420.650.480.640.440.510.660.540.550.460.630.551.000.510.63
ACN0.230.250.280.260.310.270.280.240.260.290.320.300.340.290.260.330.360.410.300.400.300.330.320.300.380.300.340.340.380.360.380.390.420.410.470.400.470.410.490.560.390.390.480.440.370.400.550.520.480.500.450.510.510.490.460.500.460.490.510.510.480.450.470.510.540.470.610.450.410.490.550.550.490.510.410.500.410.490.520.420.560.550.610.560.630.580.460.620.480.560.580.500.600.620.560.530.610.511.000.59
BLK0.250.230.230.270.370.310.280.330.300.310.330.320.330.300.360.330.330.380.330.340.350.320.340.360.300.380.420.360.430.480.360.350.420.400.440.370.480.460.460.450.570.500.440.480.550.480.490.460.430.490.480.520.480.480.500.500.470.510.500.440.520.520.450.520.480.520.490.530.560.520.510.510.530.500.610.480.610.580.550.630.490.520.530.540.550.530.650.590.680.570.530.620.550.530.580.590.570.630.591.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2018
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

AlphaBeta

Lazy PortfoliosUser Portfolios

ETF ScreenerFund ScreenerStock Screener

Discussions
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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