Brian's Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Brian's Portfolio
Asset Allocation
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brian's Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Brian's Portfolio
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 1, 2016, corresponding to the inception date of INSW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Brian's Portfolio | 16.31% | -3.06% | 1.06% | 16.94% | 18.85% | N/A |
| Portfolio components: | ||||||
ABR Arbor Realty Trust, Inc. | 2.49% | -5.10% | 3.52% | -1.28% | 9.84% | 18.30% |
O Realty Income Corporation | -3.24% | -7.59% | 2.04% | -1.91% | -0.75% | 5.77% |
OHI Omega Healthcare Investors, Inc. | 33.50% | -5.75% | 18.54% | 33.33% | 6.54% | 7.76% |
MO Altria Group, Inc. | 42.16% | -3.91% | 20.02% | 42.09% | 9.21% | 7.09% |
CNQ Canadian Natural Resources Limited | -5.45% | -13.33% | -12.11% | -5.04% | 19.34% | 11.56% |
ARLP Alliance Resource Partners, L.P. | 36.66% | -7.89% | 14.13% | 46.04% | 28.91% | 4.82% |
ENB Enbridge Inc. | 23.20% | -4.87% | 23.13% | 23.06% | 7.88% | 3.96% |
GAIN Gladstone Investment Corporation | 7.00% | 0.32% | 5.44% | 7.00% | 10.33% | 18.26% |
NRIM Northrim BanCorp, Inc. | 39.26% | -9.39% | 42.56% | 35.93% | 19.20% | 15.30% |
GLAD Gladstone Capital Corporation | 41.53% | 5.44% | 28.58% | 43.68% | 16.13% | 15.23% |
IWY iShares Russell Top 200 Growth ETF | 36.57% | 4.27% | 11.51% | 36.74% | 20.24% | 17.94% |
XLK | 23.23% | 1.06% | 3.67% | 23.50% | 21.49% | N/A |
USA | 20.99% | -3.20% | 8.96% | 20.99% | 11.15% | N/A |
TQQQ | 65.52% | 6.50% | 12.39% | 66.67% | 31.20% | N/A |
SOXL | -12.59% | -4.18% | -52.88% | -10.04% | 8.30% | N/A |
QQQX Nuveen Nasdaq 100 Dynamic Overwrite Fund | 22.64% | 4.68% | 12.32% | 24.85% | 9.41% | 10.59% |
MVO MV Oil Trust | -21.09% | -10.39% | -3.97% | -20.70% | 20.35% | 6.87% |
EPD Enterprise Products Partners L.P. | 26.49% | -4.20% | 12.45% | 27.80% | 9.83% | 5.82% |
ARCC Ares Capital Corporation | 16.99% | 0.34% | 8.72% | 18.58% | 12.98% | 13.47% |
MPW Medical Properties Trust, Inc. | -13.56% | -7.16% | -16.63% | -13.74% | -21.96% | -5.24% |
INSW International Seaways, Inc. | -19.31% | -18.61% | -42.02% | -23.94% | 10.34% | N/A |
RIO Rio Tinto Group | -15.60% | -6.28% | -9.12% | -14.88% | 8.50% | 10.76% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | -5.57% | -5.99% | -7.13% | -5.36% | 2.74% | 1.04% |
ASY.L Andrews Sykes Group plc | -15.94% | -3.75% | -9.50% | -15.75% | 2.50% | 11.89% |
SUN | -9.23% | -5.44% | -5.92% | -8.67% | 19.90% | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of Brian's Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.54% | 5.14% | 4.09% | -3.74% | 7.51% | 3.54% | -0.29% | 1.21% | 3.47% | -3.68% | 4.52% | 16.31% | |
| 2023 | 12.77% | -1.79% | 3.29% | -2.00% | 5.83% | 8.46% | 7.03% | -4.97% | -3.61% | -4.53% | 11.32% | 9.22% | 46.41% |
| 2022 | -4.56% | -1.61% | 4.34% | -9.20% | 2.43% | -12.01% | 15.34% | -5.75% | -13.37% | 9.03% | 9.11% | -8.99% | -18.25% |
| 2021 | 1.37% | 7.42% | 3.12% | 5.74% | 2.08% | 5.46% | 1.20% | 2.24% | -3.67% | 7.66% | 0.91% | 5.03% | 45.38% |
| 2020 | -1.46% | -10.82% | -27.89% | 20.99% | 7.55% | 5.49% | 6.68% | 9.04% | -7.05% | -2.00% | 20.75% | 7.10% | 19.22% |
| 2019 | 14.10% | 5.01% | 3.58% | 6.28% | -10.12% | 7.20% | 2.90% | -2.07% | 3.48% | 4.50% | 5.16% | 4.42% | 52.07% |
| 2018 | 4.07% | -3.77% | -0.90% | 0.00% | 9.16% | 0.31% | 3.81% | 5.04% | -0.78% | -7.95% | 0.57% | -9.44% | -1.42% |
| 2017 | 5.35% | 3.13% | 2.78% | 2.89% | 2.14% | -0.68% | 3.31% | 0.16% | 4.09% | 3.51% | 1.03% | 2.32% | 34.33% |
| 2016 | 6.62% | 6.62% |
Expense Ratio
Brian's Portfolio has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Brian's Portfolio is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 0.07 | 0.34 | 1.05 | 0.09 | 0.26 |
O Realty Income Corporation | -0.19 | -0.14 | 0.98 | -0.13 | -0.40 |
OHI Omega Healthcare Investors, Inc. | 1.79 | 2.62 | 1.34 | 2.17 | 11.18 |
MO Altria Group, Inc. | 2.37 | 3.52 | 1.47 | 2.25 | 12.70 |
CNQ Canadian Natural Resources Limited | -0.21 | -0.12 | 0.99 | -0.21 | -0.45 |
ARLP Alliance Resource Partners, L.P. | 1.54 | 2.05 | 1.29 | 1.96 | 7.02 |
ENB Enbridge Inc. | 1.62 | 2.35 | 1.28 | 1.07 | 6.98 |
GAIN Gladstone Investment Corporation | 0.38 | 0.63 | 1.08 | 0.55 | 1.35 |
NRIM Northrim BanCorp, Inc. | 0.97 | 1.66 | 1.20 | 1.66 | 4.32 |
GLAD Gladstone Capital Corporation | 2.33 | 2.85 | 1.42 | 3.48 | 9.48 |
IWY iShares Russell Top 200 Growth ETF | 2.06 | 2.67 | 1.38 | 2.64 | 9.96 |
XLK | 1.05 | 1.49 | 1.20 | 1.37 | 4.70 |
USA | 1.51 | 2.10 | 1.27 | 1.47 | 9.49 |
TQQQ | 1.23 | 1.72 | 1.23 | 1.39 | 5.21 |
SOXL | -0.12 | 0.53 | 1.07 | -0.20 | -0.35 |
QQQX Nuveen Nasdaq 100 Dynamic Overwrite Fund | 1.60 | 2.17 | 1.29 | 1.53 | 7.90 |
MVO MV Oil Trust | -0.68 | -0.81 | 0.90 | -0.57 | -1.26 |
EPD Enterprise Products Partners L.P. | 2.02 | 2.88 | 1.37 | 2.29 | 10.15 |
ARCC Ares Capital Corporation | 1.47 | 2.08 | 1.27 | 2.44 | 10.02 |
MPW Medical Properties Trust, Inc. | -0.19 | 0.21 | 1.03 | -0.16 | -0.61 |
INSW International Seaways, Inc. | -0.66 | -0.81 | 0.91 | -0.43 | -1.11 |
RIO Rio Tinto Group | -0.68 | -0.86 | 0.90 | -0.87 | -1.57 |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | -0.65 | -0.68 | 0.85 | -0.61 | -2.47 |
ASY.L Andrews Sykes Group plc | -0.88 | -1.13 | 0.84 | -0.70 | -1.70 |
SUN | -0.37 | -0.38 | 0.96 | -0.43 | -0.74 |
Brian's Portfolio
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Brian's Portfolio provided a 6.39% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.39% | 6.94% | 6.30% | 5.34% | 5.94% | 5.45% | 6.02% | 4.86% | 5.16% | 5.75% | 4.85% | 4.40% |
| Portfolio components: | ||||||||||||
ABR Arbor Realty Trust, Inc. | 12.50% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
O Realty Income Corporation | 5.93% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% | 5.84% |
OHI Omega Healthcare Investors, Inc. | 7.08% | 8.74% | 9.59% | 9.06% | 7.38% | 6.26% | 7.51% | 9.22% | 7.55% | 6.23% | 5.17% | 6.24% |
MO Altria Group, Inc. | 5.53% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
CNQ Canadian Natural Resources Limited | 5.22% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.19% | 3.22% | 2.60% | 1.62% |
ARLP Alliance Resource Partners, L.P. | 10.90% | 13.22% | 7.38% | 3.16% | 8.93% | 19.82% | 11.94% | 9.55% | 8.86% | 19.74% | 5.75% | 5.93% |
ENB Enbridge Inc. | 6.44% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
GAIN Gladstone Investment Corporation | 12.33% | 17.24% | 9.88% | 6.06% | 9.22% | 7.74% | 9.88% | 7.94% | 8.87% | 9.68% | 11.00% | 8.44% |
NRIM Northrim BanCorp, Inc. | 3.22% | 4.20% | 3.34% | 3.45% | 4.06% | 3.29% | 3.10% | 2.54% | 2.47% | 2.78% | 2.67% | 2.44% |
GLAD Gladstone Capital Corporation | 8.70% | 9.19% | 8.45% | 6.73% | 8.97% | 8.46% | 11.51% | 9.12% | 8.95% | 11.49% | 10.16% | 8.78% |
IWY iShares Russell Top 200 Growth ETF | 0.42% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
XLK | 0.48% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
USA | 10.20% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
TQQQ | 0.88% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
SOXL | 0.89% | 0.51% | 1.08% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
QQQX Nuveen Nasdaq 100 Dynamic Overwrite Fund | 6.89% | 7.26% | 9.65% | 5.86% | 6.00% | 6.49% | 8.40% | 5.95% | 7.54% | 7.23% | 7.07% | 6.79% |
MVO MV Oil Trust | 18.74% | 12.15% | 13.59% | 11.16% | 15.71% | 16.75% | 20.29% | 8.57% | 6.42% | 26.18% | 23.30% | 13.55% |
EPD Enterprise Products Partners L.P. | 6.71% | 7.51% | 7.79% | 8.20% | 9.09% | 6.24% | 6.98% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
ARCC Ares Capital Corporation | 8.98% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% | 8.84% |
MPW Medical Properties Trust, Inc. | 11.92% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% | 6.63% |
INSW International Seaways, Inc. | 17.74% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RIO Rio Tinto Group | 7.42% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 0.00% | 1.34% | 1.37% | 9.06% | 13.23% | 4.76% | 0.00% | 0.48% | 0.11% | 0.00% | 1.51% | 0.00% |
ASY.L Andrews Sykes Group plc | 5.22% | 12.03% | 6.26% | 4.73% | 7.47% | 3.84% | 4.95% | 4.29% | 5.50% | 7.50% | 7.74% | 5.55% |
SUN | 6.79% | 5.59% | 7.67% | 8.09% | 11.48% | 10.80% | 12.15% | 11.63% | 12.16% | 6.77% | 4.13% | 5.43% |
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.
Brian's Portfolio
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Brian's Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Brian's Portfolio was 50.30%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current Brian's Portfolio drawdown is 5.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 165 | Nov 11, 2020 | 188 |
| -26.04% | Jan 13, 2022 | 194 | Oct 12, 2022 | 168 | Jun 9, 2023 | 362 |
| -22.69% | Aug 30, 2018 | 83 | Dec 24, 2018 | 42 | Feb 22, 2019 | 125 |
| -13.49% | Aug 1, 2023 | 64 | Oct 27, 2023 | 32 | Dec 12, 2023 | 96 |
| -12.94% | Jan 24, 2018 | 12 | Feb 8, 2018 | 73 | May 23, 2018 | 85 |
Volatility
Volatility Chart
The current Brian's Portfolio volatility is 5.20%, 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.
Brian's Portfolio
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ASY.L | MVO | CSQAX | INSW | MO | ARLP | NRIM | OHI | O | SUN | MPW | RIO | GLAD | GAIN | CNQ | ABR | EPD | ENB | ARCC | SOXL | QQQX | XLK | TQQQ | IWY | USA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ASY.L | 1.00 | 0.08 | 0.03 | 0.07 | 0.10 | 0.09 | 0.07 | 0.10 | 0.10 | 0.10 | 0.12 | 0.21 | 0.12 | 0.11 | 0.15 | 0.11 | 0.12 | 0.18 | 0.12 | 0.13 | 0.15 | 0.14 | 0.15 | 0.15 | 0.16 |
| MVO | 0.08 | 1.00 | 0.08 | 0.22 | 0.10 | 0.25 | 0.16 | 0.10 | 0.10 | 0.19 | 0.08 | 0.21 | 0.17 | 0.15 | 0.36 | 0.19 | 0.33 | 0.25 | 0.18 | 0.11 | 0.13 | 0.11 | 0.10 | 0.11 | 0.18 |
| CSQAX | 0.03 | 0.08 | 1.00 | 0.15 | 0.12 | 0.14 | 0.13 | 0.12 | 0.10 | 0.18 | 0.10 | 0.19 | 0.15 | 0.14 | 0.15 | 0.14 | 0.20 | 0.16 | 0.19 | 0.23 | 0.24 | 0.25 | 0.26 | 0.26 | 0.25 |
| INSW | 0.07 | 0.22 | 0.15 | 1.00 | 0.16 | 0.29 | 0.23 | 0.13 | 0.06 | 0.23 | 0.13 | 0.26 | 0.17 | 0.20 | 0.35 | 0.19 | 0.29 | 0.26 | 0.22 | 0.18 | 0.14 | 0.15 | 0.16 | 0.15 | 0.23 |
| MO | 0.10 | 0.10 | 0.12 | 0.16 | 1.00 | 0.21 | 0.24 | 0.28 | 0.33 | 0.20 | 0.31 | 0.22 | 0.23 | 0.23 | 0.22 | 0.26 | 0.27 | 0.31 | 0.27 | 0.13 | 0.16 | 0.17 | 0.16 | 0.20 | 0.28 |
| ARLP | 0.09 | 0.25 | 0.14 | 0.29 | 0.21 | 1.00 | 0.25 | 0.15 | 0.13 | 0.30 | 0.15 | 0.30 | 0.23 | 0.22 | 0.37 | 0.22 | 0.38 | 0.32 | 0.26 | 0.20 | 0.17 | 0.19 | 0.19 | 0.19 | 0.27 |
| NRIM | 0.07 | 0.16 | 0.13 | 0.23 | 0.24 | 0.25 | 1.00 | 0.22 | 0.19 | 0.22 | 0.26 | 0.25 | 0.32 | 0.30 | 0.26 | 0.35 | 0.26 | 0.26 | 0.34 | 0.28 | 0.25 | 0.25 | 0.25 | 0.24 | 0.36 |
| OHI | 0.10 | 0.10 | 0.12 | 0.13 | 0.28 | 0.15 | 0.22 | 1.00 | 0.60 | 0.19 | 0.55 | 0.16 | 0.28 | 0.26 | 0.17 | 0.36 | 0.24 | 0.31 | 0.32 | 0.18 | 0.24 | 0.23 | 0.24 | 0.26 | 0.31 |
| O | 0.10 | 0.10 | 0.10 | 0.06 | 0.33 | 0.13 | 0.19 | 0.60 | 1.00 | 0.20 | 0.59 | 0.17 | 0.32 | 0.29 | 0.14 | 0.37 | 0.23 | 0.34 | 0.33 | 0.19 | 0.26 | 0.26 | 0.26 | 0.29 | 0.33 |
| SUN | 0.10 | 0.19 | 0.18 | 0.23 | 0.20 | 0.30 | 0.22 | 0.19 | 0.20 | 1.00 | 0.21 | 0.28 | 0.28 | 0.27 | 0.37 | 0.28 | 0.46 | 0.39 | 0.31 | 0.23 | 0.24 | 0.24 | 0.24 | 0.25 | 0.33 |
| MPW | 0.12 | 0.08 | 0.10 | 0.13 | 0.31 | 0.15 | 0.26 | 0.55 | 0.59 | 0.21 | 1.00 | 0.21 | 0.30 | 0.29 | 0.18 | 0.40 | 0.25 | 0.33 | 0.33 | 0.25 | 0.29 | 0.28 | 0.29 | 0.30 | 0.36 |
| RIO | 0.21 | 0.21 | 0.19 | 0.26 | 0.22 | 0.30 | 0.25 | 0.16 | 0.17 | 0.28 | 0.21 | 1.00 | 0.26 | 0.28 | 0.45 | 0.27 | 0.36 | 0.40 | 0.34 | 0.41 | 0.34 | 0.39 | 0.39 | 0.38 | 0.40 |
| GLAD | 0.12 | 0.17 | 0.15 | 0.17 | 0.23 | 0.23 | 0.32 | 0.28 | 0.32 | 0.28 | 0.30 | 0.26 | 1.00 | 0.56 | 0.29 | 0.39 | 0.33 | 0.33 | 0.52 | 0.31 | 0.33 | 0.32 | 0.31 | 0.33 | 0.40 |
| GAIN | 0.11 | 0.15 | 0.14 | 0.20 | 0.23 | 0.22 | 0.30 | 0.26 | 0.29 | 0.27 | 0.29 | 0.28 | 0.56 | 1.00 | 0.28 | 0.38 | 0.30 | 0.32 | 0.50 | 0.32 | 0.36 | 0.34 | 0.35 | 0.36 | 0.42 |
| CNQ | 0.15 | 0.36 | 0.15 | 0.35 | 0.22 | 0.37 | 0.26 | 0.17 | 0.14 | 0.37 | 0.18 | 0.45 | 0.29 | 0.28 | 1.00 | 0.32 | 0.52 | 0.55 | 0.33 | 0.30 | 0.27 | 0.29 | 0.29 | 0.29 | 0.39 |
| ABR | 0.11 | 0.19 | 0.14 | 0.19 | 0.26 | 0.22 | 0.35 | 0.36 | 0.37 | 0.28 | 0.40 | 0.27 | 0.39 | 0.38 | 0.32 | 1.00 | 0.33 | 0.36 | 0.45 | 0.33 | 0.34 | 0.33 | 0.35 | 0.35 | 0.40 |
| EPD | 0.12 | 0.33 | 0.20 | 0.29 | 0.27 | 0.38 | 0.26 | 0.24 | 0.23 | 0.46 | 0.25 | 0.36 | 0.33 | 0.30 | 0.52 | 0.33 | 1.00 | 0.53 | 0.36 | 0.29 | 0.30 | 0.30 | 0.30 | 0.30 | 0.39 |
| ENB | 0.18 | 0.25 | 0.16 | 0.26 | 0.31 | 0.32 | 0.26 | 0.31 | 0.34 | 0.39 | 0.33 | 0.40 | 0.33 | 0.32 | 0.55 | 0.36 | 0.53 | 1.00 | 0.38 | 0.28 | 0.35 | 0.33 | 0.33 | 0.34 | 0.42 |
| ARCC | 0.12 | 0.18 | 0.19 | 0.22 | 0.27 | 0.26 | 0.34 | 0.32 | 0.33 | 0.31 | 0.33 | 0.34 | 0.52 | 0.50 | 0.33 | 0.45 | 0.36 | 0.38 | 1.00 | 0.36 | 0.39 | 0.39 | 0.39 | 0.41 | 0.45 |
| SOXL | 0.13 | 0.11 | 0.23 | 0.18 | 0.13 | 0.20 | 0.28 | 0.18 | 0.19 | 0.23 | 0.25 | 0.41 | 0.31 | 0.32 | 0.30 | 0.33 | 0.29 | 0.28 | 0.36 | 1.00 | 0.68 | 0.86 | 0.84 | 0.79 | 0.61 |
| QQQX | 0.15 | 0.13 | 0.24 | 0.14 | 0.16 | 0.17 | 0.25 | 0.24 | 0.26 | 0.24 | 0.29 | 0.34 | 0.33 | 0.36 | 0.27 | 0.34 | 0.30 | 0.35 | 0.39 | 0.68 | 1.00 | 0.76 | 0.78 | 0.78 | 0.64 |
| XLK | 0.14 | 0.11 | 0.25 | 0.15 | 0.17 | 0.19 | 0.25 | 0.23 | 0.26 | 0.24 | 0.28 | 0.39 | 0.32 | 0.34 | 0.29 | 0.33 | 0.30 | 0.33 | 0.39 | 0.86 | 0.76 | 1.00 | 0.96 | 0.96 | 0.67 |
| TQQQ | 0.15 | 0.10 | 0.26 | 0.16 | 0.16 | 0.19 | 0.25 | 0.24 | 0.26 | 0.24 | 0.29 | 0.39 | 0.31 | 0.35 | 0.29 | 0.35 | 0.30 | 0.33 | 0.39 | 0.84 | 0.78 | 0.96 | 1.00 | 0.98 | 0.68 |
| IWY | 0.15 | 0.11 | 0.26 | 0.15 | 0.20 | 0.19 | 0.24 | 0.26 | 0.29 | 0.25 | 0.30 | 0.38 | 0.33 | 0.36 | 0.29 | 0.35 | 0.30 | 0.34 | 0.41 | 0.79 | 0.78 | 0.96 | 0.98 | 1.00 | 0.69 |
| USA | 0.16 | 0.18 | 0.25 | 0.23 | 0.28 | 0.27 | 0.36 | 0.31 | 0.33 | 0.33 | 0.36 | 0.40 | 0.40 | 0.42 | 0.39 | 0.40 | 0.39 | 0.42 | 0.45 | 0.61 | 0.64 | 0.67 | 0.68 | 0.69 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 2, 2016