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DB 60Equity/40Bond
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 6.5%HYG 6.5%SEGA.L 5%IEAC.AS 5%JNKE.L 5%SHY 4%IEF 4%TLH 4%QQQ 11.5%SPY 10%XLK 5%DXJ 5%XLY 4%HEDJ 4%XLV 3%FXI 3%SMH 2.5%XHB 2.5%PSP 2.5%KCE 2%PKW 2%XLRE 3%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
DXJ
WisdomTree Japan Hedged Equity Fund
Japan Equities
5%
FXI
iShares China Large-Cap ETF
China Equities
3%
HEDJ
WisdomTree Europe Hedged Equity Fund
Europe Equities
4%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds
6.50%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
Corporate Bonds
5%
IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds
4%
JNKE.L
SPDR Bloomberg Euro High Yield Bond UCITS ETF
European High Yield Bonds
5%
KCE
SPDR S&P Capital Markets ETF
Financials Equities
2%
PKW
Invesco BuyBack Achievers™ ETF
Large Cap Blend Equities
2%
PSP
Invesco Global Listed Private Equity ETF
Global Equities
2.50%
QQQ
Invesco QQQ
Large Cap Blend Equities
11.50%
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
European Government Bonds
5%
SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds
4%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
2.50%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities
10%
TLH
iShares 10-20 Year Treasury Bond ETF
Government Bonds
4%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds
6.50%
XHB
SPDR S&P Homebuilders ETF
Building & Construction
2.50%
XLK
Technology Select Sector SPDR Fund
Technology Equities
5%
XLRE
Real Estate Select Sector SPDR Fund
REIT
3%
XLV
3%
XLY
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DB 60Equity/40Bond, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
11.30%
15.83%
DB 60Equity/40Bond
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
DB 60Equity/40Bond13.28%-0.62%11.30%29.63%11.46%N/A
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
-3.00%-3.63%3.73%8.15%29.68%17.11%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
1.43%-3.11%5.63%11.33%-1.07%0.93%
JNKE.L
SPDR Bloomberg Euro High Yield Bond UCITS ETF
2.57%-2.79%6.54%14.08%1.65%2.86%
SHY
iShares 1-3 Year Treasury Bond ETF
3.42%-0.71%3.59%5.62%1.15%1.20%
IEF
iShares 7-10 Year Treasury Bond ETF
0.84%-3.46%5.46%9.18%-1.45%0.93%
TLH
iShares 10-20 Year Treasury Bond ETF
-1.63%-5.56%6.41%13.90%-4.24%-0.04%
TLT
iShares 20+ Year Treasury Bond ETF
-4.13%-6.33%6.41%13.97%-5.80%-0.11%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
7.55%-0.59%7.39%16.71%3.39%3.80%
SPY
SPDR S&P 500 ETF
23.55%1.80%16.63%41.88%15.28%13.19%
QQQ
Invesco QQQ
22.66%2.76%18.15%44.21%20.70%18.30%
XLK
Technology Select Sector SPDR Fund
21.85%3.65%19.30%44.34%23.29%20.72%
XLY
12.70%-0.30%14.49%33.73%11.31%N/A
KCE
SPDR S&P Capital Markets ETF
33.53%7.19%27.46%67.98%21.35%13.18%
XLV
10.04%-3.02%6.56%21.74%10.99%N/A
XLRE
Real Estate Select Sector SPDR Fund
12.00%-1.08%23.14%39.74%5.55%N/A
SMH
VanEck Vectors Semiconductor ETF
46.92%3.71%20.01%87.35%34.23%29.33%
XHB
SPDR S&P Homebuilders ETF
20.99%-7.24%12.62%63.94%20.88%14.99%
PSP
Invesco Global Listed Private Equity ETF
17.94%-0.38%14.99%54.72%9.36%8.98%
PKW
Invesco BuyBack Achievers™ ETF
16.57%0.21%12.95%35.89%13.25%10.96%
HEDJ
WisdomTree Europe Hedged Equity Fund
5.64%-3.01%-2.75%19.82%8.19%8.51%
DXJ
WisdomTree Japan Hedged Equity Fund
24.76%4.67%0.87%31.08%18.44%11.52%
FXI
iShares China Large-Cap ETF
33.76%-0.40%26.10%27.10%-2.60%0.20%

Monthly Returns

The table below presents the monthly returns of DB 60Equity/40Bond, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.03%3.25%2.21%-3.53%3.55%1.92%1.76%1.55%2.67%13.28%
202310.64%-2.44%4.10%0.78%0.27%4.86%2.32%-1.75%-4.06%-2.36%8.23%5.30%27.77%
2022-4.39%-2.90%-0.03%-7.68%0.18%-6.30%7.88%-4.72%-7.87%2.84%7.11%-4.09%-19.54%
20210.60%0.28%1.71%3.20%0.53%2.01%2.17%1.61%-3.42%4.06%-0.01%2.18%15.76%
20202.76%-3.60%-7.92%8.41%4.14%2.57%5.75%4.13%-1.99%-1.75%7.71%3.09%24.40%
20195.89%1.97%2.07%2.62%-3.97%5.16%0.59%0.22%0.93%2.06%1.73%2.21%23.34%
20183.77%-2.92%-0.91%-0.22%1.12%0.20%1.80%1.71%-0.16%-5.57%1.15%-4.20%-4.53%
20172.08%2.37%0.85%1.70%2.05%0.26%2.23%1.00%0.79%2.06%1.49%0.84%19.20%
2016-3.26%-0.47%5.32%-0.61%1.49%-0.12%3.96%0.76%0.39%-1.94%0.27%1.18%6.90%
20152.07%-0.21%-1.56%0.27%

Expense Ratio

DB 60Equity/40Bond features an expense ratio of 0.29%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for PSP: current value at 1.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.44%
Expense ratio chart for FXI: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for PKW: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for HEDJ: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for HYG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for JNKE.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for KCE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for XHB: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IEAC.AS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SHY: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IEF: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for TLH: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for XLRE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for SEGA.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DB 60Equity/40Bond is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DB 60Equity/40Bond is 4040
Combined Rank
The Sharpe Ratio Rank of DB 60Equity/40Bond is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of DB 60Equity/40Bond is 3939Sortino Ratio Rank
The Omega Ratio Rank of DB 60Equity/40Bond is 3535Omega Ratio Rank
The Calmar Ratio Rank of DB 60Equity/40Bond is 6060Calmar Ratio Rank
The Martin Ratio Rank of DB 60Equity/40Bond is 3838Martin 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.


DB 60Equity/40Bond
Sharpe ratio
The chart of Sharpe ratio for DB 60Equity/40Bond, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Sortino ratio
The chart of Sortino ratio for DB 60Equity/40Bond, currently valued at 3.74, compared to the broader market-2.000.002.004.006.003.74
Omega ratio
The chart of Omega ratio for DB 60Equity/40Bond, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.802.001.48
Calmar ratio
The chart of Calmar ratio for DB 60Equity/40Bond, currently valued at 3.41, compared to the broader market0.005.0010.003.41
Martin ratio
The chart of Martin ratio for DB 60Equity/40Bond, currently valued at 15.92, compared to the broader market0.0010.0020.0030.0040.0050.0060.0015.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
0.701.071.130.791.30
IEAC.AS
iShares Core € Corp Bond UCITS ETF
1.292.021.250.393.62
JNKE.L
SPDR Bloomberg Euro High Yield Bond UCITS ETF
1.512.401.280.695.47
SHY
iShares 1-3 Year Treasury Bond ETF
2.764.451.592.0616.46
IEF
iShares 7-10 Year Treasury Bond ETF
0.941.401.170.312.91
TLH
iShares 10-20 Year Treasury Bond ETF
0.761.141.130.242.15
TLT
iShares 20+ Year Treasury Bond ETF
0.570.901.100.181.42
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
2.804.411.562.0322.02
SPY
SPDR S&P 500 ETF
2.963.971.574.1619.08
QQQ
Invesco QQQ
2.072.751.382.599.46
XLK
Technology Select Sector SPDR Fund
1.632.171.302.037.07
XLY
1.411.971.251.046.57
KCE
SPDR S&P Capital Markets ETF
3.684.561.623.1425.66
XLV
1.672.311.311.758.14
XLRE
Real Estate Select Sector SPDR Fund
1.942.791.361.057.74
SMH
VanEck Vectors Semiconductor ETF
2.102.601.362.878.10
XHB
SPDR S&P Homebuilders ETF
2.032.881.354.2010.68
PSP
Invesco Global Listed Private Equity ETF
2.563.331.441.4017.04
PKW
Invesco BuyBack Achievers™ ETF
2.613.701.463.5612.27
HEDJ
WisdomTree Europe Hedged Equity Fund
1.271.781.231.363.82
DXJ
WisdomTree Japan Hedged Equity Fund
1.231.591.241.144.14
FXI
iShares China Large-Cap ETF
0.811.381.170.432.41

Sharpe Ratio

The current DB 60Equity/40Bond Sharpe ratio is 2.58. 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 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of DB 60Equity/40Bond with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.58
3.43
DB 60Equity/40Bond
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DB 60Equity/40Bond provided a 11.68% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
DB 60Equity/40Bond11.68%7.23%3.36%2.84%4.04%2.17%2.31%2.17%2.18%2.66%2.82%2.40%
SEGA.L
iShares Core Euro Government Bond UCITS ETF (Dist)
182.41%97.13%26.13%24.90%45.31%0.68%0.65%0.69%0.86%0.60%1.74%0.00%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
3.42%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%2.22%2.62%
JNKE.L
SPDR Bloomberg Euro High Yield Bond UCITS ETF
5.92%4.95%3.47%2.91%3.14%3.08%2.87%3.57%3.58%3.92%4.54%5.38%
SHY
iShares 1-3 Year Treasury Bond ETF
3.78%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%0.36%0.26%
IEF
iShares 7-10 Year Treasury Bond ETF
3.42%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%
TLH
iShares 10-20 Year Treasury Bond ETF
4.10%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%2.12%2.41%
TLT
iShares 20+ Year Treasury Bond ETF
3.97%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
6.35%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%6.10%
SPY
SPDR S&P 500 ETF
1.20%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
XLK
Technology Select Sector SPDR Fund
0.67%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XLY
0.75%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%1.16%
KCE
SPDR S&P Capital Markets ETF
1.67%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%1.59%1.73%
XLV
1.53%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
XLRE
Real Estate Select Sector SPDR Fund
3.16%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.41%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
XHB
SPDR S&P Homebuilders ETF
0.55%0.77%1.06%0.51%0.73%0.89%1.25%0.72%0.67%0.50%0.78%0.29%
PSP
Invesco Global Listed Private Equity ETF
7.78%3.96%2.88%10.34%4.66%5.87%6.81%10.18%4.12%6.23%4.94%13.48%
PKW
Invesco BuyBack Achievers™ ETF
1.00%1.17%1.22%0.72%1.48%1.30%1.30%0.65%1.59%1.14%1.03%0.62%
HEDJ
WisdomTree Europe Hedged Equity Fund
2.97%3.31%2.83%2.08%2.65%1.82%2.73%2.27%2.97%9.44%5.83%1.85%
DXJ
WisdomTree Japan Hedged Equity Fund
2.36%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
FXI
iShares China Large-Cap ETF
2.16%3.17%2.60%1.59%2.18%2.72%2.68%2.30%2.68%2.89%2.50%2.63%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.80%
-0.54%
DB 60Equity/40Bond
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DB 60Equity/40Bond. 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 DB 60Equity/40Bond was 25.24%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.

The current DB 60Equity/40Bond drawdown is 0.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.24%Dec 28, 2021208Oct 14, 2022301Dec 13, 2023509
-21.06%Feb 20, 202020Mar 18, 202056Jun 5, 202076
-12.19%Aug 30, 201883Dec 24, 201861Mar 21, 2019144
-9.27%Nov 4, 201570Feb 11, 201646Apr 18, 2016116
-7.01%Jan 29, 20189Feb 8, 2018143Aug 29, 2018152

Volatility

Volatility Chart

The current DB 60Equity/40Bond volatility is 1.92%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.92%
2.71%
DB 60Equity/40Bond
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.

SHYSEGA.LTLTTLHIEFIEAC.ASJNKE.LXLREFXIXLVDXJXHBSMHHYGHEDJXLKXLYQQQKCEPSPPKWSPY
SHY1.000.410.620.680.790.350.160.15-0.08-0.04-0.250.02-0.080.14-0.15-0.06-0.05-0.05-0.14-0.03-0.12-0.08
SEGA.L0.411.000.380.410.440.800.630.200.110.11-0.060.180.140.270.040.140.140.150.070.260.100.14
TLT0.620.381.000.980.920.260.070.11-0.13-0.08-0.31-0.03-0.130.07-0.19-0.10-0.10-0.09-0.21-0.10-0.22-0.15
TLH0.680.410.981.000.960.290.090.12-0.12-0.08-0.32-0.03-0.130.08-0.19-0.10-0.10-0.09-0.21-0.10-0.22-0.15
IEF0.790.440.920.961.000.340.130.14-0.12-0.08-0.33-0.02-0.130.10-0.20-0.10-0.10-0.08-0.21-0.09-0.21-0.14
IEAC.AS0.350.800.260.290.341.000.850.230.190.16-0.010.220.170.320.100.170.190.180.150.360.160.20
JNKE.L0.160.630.070.090.130.851.000.250.290.230.150.290.260.400.260.250.290.260.280.490.290.31
XLRE0.150.200.110.120.140.230.251.000.280.500.320.520.340.510.440.450.490.450.470.490.520.57
FXI-0.080.11-0.13-0.12-0.120.190.290.281.000.360.450.380.500.470.520.500.500.530.480.550.490.54
XLV-0.040.11-0.08-0.08-0.080.160.230.500.361.000.460.500.450.530.560.580.540.610.550.540.640.72
DXJ-0.25-0.06-0.31-0.32-0.33-0.010.150.320.450.461.000.500.530.480.680.550.560.550.620.580.640.65
XHB0.020.18-0.03-0.03-0.020.220.290.520.380.500.501.000.570.600.600.590.730.610.720.680.770.73
SMH-0.080.14-0.13-0.13-0.130.170.260.340.500.450.530.571.000.580.620.860.680.830.610.630.630.76
HYG0.140.270.070.080.100.320.400.510.470.530.480.600.581.000.610.640.650.650.640.680.660.73
HEDJ-0.150.04-0.19-0.19-0.200.100.260.440.520.560.680.600.620.611.000.660.660.660.700.740.720.76
XLK-0.060.14-0.10-0.10-0.100.170.250.450.500.580.550.590.860.640.661.000.770.960.640.670.670.89
XLY-0.050.14-0.10-0.10-0.100.190.290.490.500.540.560.730.680.650.660.771.000.830.710.710.750.86
QQQ-0.050.15-0.09-0.09-0.080.180.260.450.530.610.550.610.830.650.660.960.831.000.640.680.680.90
KCE-0.140.07-0.21-0.21-0.210.150.280.470.480.550.620.720.610.640.700.640.710.641.000.760.860.80
PSP-0.030.26-0.10-0.10-0.090.360.490.490.550.540.580.680.630.680.740.670.710.680.761.000.750.78
PKW-0.120.10-0.22-0.22-0.210.160.290.520.490.640.640.770.630.660.720.670.750.680.860.751.000.86
SPY-0.080.14-0.15-0.15-0.140.200.310.570.540.720.650.730.760.730.760.890.860.900.800.780.861.00
The correlation results are calculated based on daily price changes starting from Oct 9, 2015