SEI ETF Growth w/options

Asset Allocation

Position	Category/Sector	Target Weight
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	24%
SCHV Schwab U.S. Large-Cap Value ETF	Large Cap Value Equities	24%
IDEV iShares Core MSCI International Developed Markets ETF	Foreign Large Cap Equities	17.50%
BND Vanguard Total Bond Market ETF	Total Bond Market	12.25%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	6.75%
VBK Vanguard Small-Cap Growth ETF	Small Cap Growth Equities	4%
VBR Vanguard Small-Cap Value ETF	Small Cap Value Equities	4%
BNDX Vanguard Total International Bond ETF	Global Bonds	2.50%
SPHY SPDR Portfolio High Yield Bond ETF	High Yield Bonds	2%
VMRXX Vanguard Cash Reserves Federal Money Market Fund Admiral Shares	Money Market	1%
VWOB Vanguard Emerging Markets Government Bond ETF	Emerging Markets Bonds	1%
EMLC VanEck Vectors J.P. Morgan EM Local Currency Bond ETF	Emerging Markets Bonds	1%
SCHI Schwab 5-10 Year Corporate Bond ETF	Corporate Bonds	0%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	0%
BIV Vanguard Intermediate-Term Bond Index ETF	Intermediate Core Bond	0%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	Government Bonds	0%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	0%
PULS PGIM Ultra Short Bond ETF	Ultrashort Bond	0%
IGSB iShares Short-Term Corporate Bond ETF	Corporate Bonds	0%
SHV iShares 0-1 Year Treasury Bond ETF	Government Bonds, Ultrashort Bond	0%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	0%
JCPI JPMorgan Inflation Managed Bond ETF	Inflation-Protected Bonds	0%
DIVB iShares U.S. Dividend and Buyback ETF	Large Cap Blend Equities, Dividend	0%
BKIE BNY Mellon International Equity ETF	Foreign Large Cap Equities	0%
IVLU iShares MSCI Intl Value Factor ETF	Foreign Large Cap Equities	0%
VO Vanguard Mid-Cap ETF	Mid Cap Blend Equities	0%
IMCB iShares Morningstar Mid-Cap ETF	Mid Cap Blend Equities	0%
VOT Vanguard Mid-Cap Growth ETF	Mid Cap Growth Equities	0%
IWP iShares Russell Mid-Cap Growth ETF	Mid Cap Growth Equities	0%
IMCV iShares Morningstar Mid-Cap ETF	Mid Cap Value Equities	0%
JPUS JPMorgan Diversified Return US Equity ETF	Large Cap Blend Equities	0%
ISCB iShares Morningstar Small-Cap ETF	Small Cap Blend Equities	0%
VB Vanguard Small-Cap ETF	Small Cap Blend Equities	0%
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF	Volatility Hedged Equity	0%
EDIV SPDR S&P Emerging Markets Dividend ETF	Emerging Markets Equities, Dividend	0%
ONEV SPDR Russell 1000 Low Volatility Focus ETF	Volatility Hedged Equity	0%
AVDE Avantis International Equity ETF	Foreign Large Cap Equities	0%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SEI ETF Growth w/options, 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio SEI ETF Growth w/options	0.38%	-0.07%	8.25%	8.90%	21.11%	16.96%	—	—
Portfolio components:
AVDE Avantis International Equity ETF	0.36%	-1.91%	8.71%	11.46%	25.00%	19.31%	9.61%	—
BIV Vanguard Intermediate-Term Bond Index ETF	-0.05%	-0.94%	-0.67%	-0.33%	4.70%	4.27%	0.08%	1.83%
BKIE BNY Mellon International Equity ETF	0.63%	-0.95%	7.27%	9.96%	20.75%	16.78%	8.82%	—
BND Vanguard Total Bond Market ETF	-0.03%	-0.67%	-0.07%	0.23%	4.87%	3.89%	-0.05%	1.53%
BNDX Vanguard Total International Bond ETF	-0.12%	-0.16%	0.37%	0.55%	1.86%	4.01%	0.25%	1.65%
DIVB iShares U.S. Dividend and Buyback ETF	0.09%	5.36%	16.10%	16.58%	27.52%	21.21%	11.98%	—
EDIV SPDR S&P Emerging Markets Dividend ETF	-0.17%	-3.46%	4.31%	6.35%	11.64%	16.98%	10.20%	8.98%
EMLC VanEck Vectors J.P. Morgan EM Local Currency Bond ETF	-0.16%	-1.80%	-0.23%	1.29%	7.90%	6.04%	0.97%	1.99%
IDEV iShares Core MSCI International Developed Markets ETF	0.52%	-1.13%	7.53%	10.04%	20.84%	16.81%	8.22%	—
IEMG iShares Core MSCI Emerging Markets ETF	1.70%	-3.66%	18.97%	20.80%	40.80%	20.51%	6.57%	9.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2022, SEI ETF Growth w/options's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +8.1%, while the worst month was Sep 2022 at -8.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SEI ETF Growth w/options closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -4.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.54%	1.77%	-5.20%	7.38%	3.75%	-1.79%							8.25%
2025	2.79%	-0.21%	-3.03%	0.28%	4.60%	4.03%	0.84%	2.61%	2.66%	1.47%	0.42%	0.65%	18.25%
2024	0.02%	3.59%	2.93%	-3.50%	3.80%	1.42%	2.35%	2.07%	2.04%	-1.89%	4.27%	-3.08%	14.49%
2023	6.99%	-2.77%	2.74%	1.08%	-0.73%	5.06%	3.04%	-2.34%	-4.03%	-2.66%	8.09%	5.06%	20.27%
2022				-6.23%	0.27%	-7.17%	6.99%	-3.83%	-8.45%	5.31%	6.79%	-4.10%	-11.32%

Benchmark Metrics

SEI ETF Growth w/options has an annualized alpha of 1.16%, beta of 0.78, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since April 11, 2022.

This portfolio participated in 84.11% of S&P 500 Index downside but only 80.89% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 1.16%

Beta: 0.78

R²: 0.94

Upside Capture: 80.89%

Downside Capture: 84.11%

Expense Ratio

SEI ETF Growth w/options has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

EDIV

SPDR S&P Emerging Markets Dividend ETF

IVLU

iShares MSCI Intl Value Factor ETF

EMLC

VanEck Vectors J.P. Morgan EM Local Currency Bond ETF

DIVB

iShares U.S. Dividend and Buyback ETF

JCPI

JPMorgan Inflation Managed Bond ETF

IWP

iShares Russell Mid-Cap Growth ETF

AVDE

Avantis International Equity ETF

ONEV

SPDR Russell 1000 Low Volatility Focus ETF

JPUS

JPMorgan Diversified Return US Equity ETF

PULS

PGIM Ultra Short Bond ETF

Return for Risk

Risk / Return Rank

SEI ETF Growth w/options ranks 45 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for SEI ETF Growth w/options and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.97	1.94	+0.04
Sortino ratioReturn per unit of downside risk	2.74	2.63	+0.12
Omega ratioGain probability vs. loss probability	1.36	1.35	+0.01
Calmar ratioReturn relative to maximum drawdown	2.70	2.59	+0.11
Martin ratioReturn relative to average drawdown	11.87	11.84	+0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVDE Avantis International Equity ETF	54	1.71	2.38	1.31	2.19	8.59
BIV Vanguard Intermediate-Term Bond Index ETF	34	1.18	1.76	1.21	1.49	4.40
BKIE BNY Mellon International Equity ETF	44	1.41	2.01	1.25	1.83	7.03
BND Vanguard Total Bond Market ETF	40	1.32	1.96	1.23	1.83	5.43
BNDX Vanguard Total International Bond ETF	18	0.54	0.79	1.10	0.64	1.79
DIVB iShares U.S. Dividend and Buyback ETF	81	2.40	3.35	1.42	4.05	13.75
EDIV SPDR S&P Emerging Markets Dividend ETF	27	0.94	1.39	1.18	1.13	3.45
EMLC VanEck Vectors J.P. Morgan EM Local Currency Bond ETF	33	1.14	1.60	1.22	1.28	4.34
IDEV iShares Core MSCI International Developed Markets ETF	45	1.42	2.02	1.26	1.87	7.31
IEMG iShares Core MSCI Emerging Markets ETF	67	1.99	2.58	1.38	3.10	11.68

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SEI ETF Growth w/options Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.97
All Time: 0.82

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of SEI ETF Growth w/options compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

SEI ETF Growth w/options provided a 2.22% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.22%	2.34%	2.40%	2.33%	2.05%	1.94%	1.94%	2.44%	2.51%	1.90%	1.69%	1.78%
Portfolio components:
AVDE Avantis International Equity ETF	2.56%	2.66%	3.29%	3.01%	2.79%	2.46%	1.63%	0.29%	0.00%	0.00%	0.00%	0.00%
BIV Vanguard Intermediate-Term Bond Index ETF	4.24%	4.01%	3.79%	3.09%	2.41%	3.42%	2.95%	2.75%	2.88%	2.69%	3.01%	3.02%
BKIE BNY Mellon International Equity ETF	3.30%	3.12%	3.31%	2.88%	2.97%	2.58%	1.49%	0.00%	0.00%	0.00%	0.00%	0.00%
BND Vanguard Total Bond Market ETF	3.98%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BNDX Vanguard Total International Bond ETF	4.50%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
DIVB iShares U.S. Dividend and Buyback ETF	2.21%	2.50%	2.61%	3.18%	2.02%	1.63%	2.08%	2.07%	2.52%	0.37%	0.00%	0.00%
EDIV SPDR S&P Emerging Markets Dividend ETF	4.59%	4.69%	3.94%	4.26%	4.94%	3.84%	3.52%	3.83%	3.41%	2.99%	4.94%	5.33%
EMLC VanEck Vectors J.P. Morgan EM Local Currency Bond ETF	6.26%	5.91%	6.55%	5.97%	5.54%	5.25%	4.90%	6.25%	6.50%	5.34%	5.32%	6.25%
IDEV iShares Core MSCI International Developed Markets ETF	3.17%	3.40%	3.30%	3.07%	2.69%	3.05%	2.00%	3.18%	3.16%	1.54%	0.00%	0.00%
IEMG iShares Core MSCI Emerging Markets ETF	2.31%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the SEI ETF Growth w/options. 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 SEI ETF Growth w/options was 18.11%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.

The current SEI ETF Growth w/options drawdown is 2.37%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-18.11%Oct 2022	6mo 6d	8mo 4d	1y 2moApr 2022 - Jun 2023
2025 selloff2025	-13.69%Apr 2025	1mo 18d	1mo 8d	2mo 26dFeb 2025 - May 2025
2023 pullback2023	-9.94%Oct 2023	2mo 27d	1mo 16d	4mo 13dAug 2023 - Dec 2023
2026 pullback2026	-7.85%Mar 2026	1mo 2d	16d	1mo 18dFeb 2026 - Apr 2026
2024 pullback2024	-6.19%Aug 2024	19d	16d	1mo 5dJul 2024 - Aug 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 37 assets, with an effective number of assets of 5.89, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.17	1.18	1.15

The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

SEI ETF Growth w/options correlation to the S&P 500 Index

SEI ETF Growth w/options has a 0.95 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Apr 11, 2022	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHG has the highest benchmark correlation at 0.94, while VMRXX has the lowest at 0.03.

0.03

0.05

0.11

0.13

0.16

0.22

0.22

0.23

0.23

0.30

0.31

0.33

0.34

0.45

0.53

0.54

0.67

0.67

0.68

0.71

0.74

0.75

0.77

0.77

0.78

0.79

0.81

0.81

0.82

0.83

0.85

0.86

0.88

0.89

0.90

0.94

Portfolio Correlations

Correlation vs. SEI ETF Growth w/options. VO has the highest portfolio correlation at 0.93, while VMRXX has the lowest at 0.02.

0.02

0.08

0.16

0.23

0.24

0.30

0.31

0.33

0.33

0.40

0.41

0.44

0.44

0.58

0.63

0.63

0.74

0.77

0.78

0.79

0.83

0.84

0.84

0.86

0.86

0.86

0.87

0.87

0.88

0.88

0.89

0.90

0.91

VBK

0.91

VOT

0.92

IMCB

0.92

0.93

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VMRXX	SHV	PULS	VTIP	SCHR	JCPI	BNDX	EDIV	BIV	BND	VCSH	IGSB	EMLC	IEMG	SCHI	VCIT	SCHG	SMLV	IVLU	VWOB	DIVB	IWP	ONEV	VOT	IMCV	AVDE	BKIE	VBK	SCHV	VBR	JPUS	SPHY	IDEV	ISCB	VB	IMCB	VO
VMRXX	1.00	0.04	0.09	0.08	0.07	0.06	0.08	-0.09	0.06	0.05	0.07	0.07	-0.03	-0.05	0.04	0.05	0.01	0.01	-0.04	0.02	0.07	0.02	0.05	0.03	0.05	-0.02	-0.00	0.01	0.05	0.02	0.05	0.01	-0.02	0.01	0.01	0.05	0.04
SHV	0.04	1.00	0.34	0.28	0.33	0.24	0.27	0.09	0.31	0.30	0.36	0.35	0.19	0.08	0.28	0.29	0.05	0.03	0.08	0.23	0.02	0.04	0.06	0.04	0.03	0.08	0.09	0.04	0.03	0.02	0.05	0.15	0.09	0.02	0.03	0.04	0.05
PULS	0.09	0.34	1.00	0.40	0.44	0.33	0.35	0.16	0.42	0.42	0.46	0.47	0.31	0.13	0.40	0.40	0.09	0.10	0.15	0.36	0.10	0.11	0.11	0.11	0.11	0.17	0.16	0.12	0.11	0.12	0.12	0.25	0.16	0.11	0.12	0.11	0.12
VTIP	0.08	0.28	0.40	1.00	0.72	0.79	0.54	0.16	0.70	0.68	0.71	0.71	0.42	0.16	0.67	0.67	0.13	0.15	0.21	0.54	0.17	0.15	0.19	0.16	0.19	0.25	0.24	0.17	0.19	0.17	0.20	0.41	0.24	0.17	0.17	0.18	0.19
SCHR	0.07	0.33	0.44	0.72	1.00	0.73	0.81	0.14	0.97	0.96	0.90	0.89	0.47	0.14	0.91	0.91	0.10	0.14	0.19	0.69	0.13	0.14	0.18	0.15	0.15	0.23	0.24	0.16	0.15	0.14	0.17	0.47	0.25	0.15	0.15	0.16	0.17
JCPI	0.06	0.24	0.33	0.79	0.73	1.00	0.59	0.20	0.74	0.72	0.71	0.70	0.41	0.21	0.72	0.72	0.19	0.22	0.27	0.59	0.23	0.21	0.26	0.22	0.24	0.31	0.31	0.22	0.25	0.23	0.26	0.43	0.31	0.23	0.23	0.25	0.25
BNDX	0.08	0.27	0.35	0.54	0.81	0.59	1.00	0.19	0.82	0.82	0.74	0.74	0.42	0.19	0.80	0.80	0.19	0.22	0.22	0.67	0.20	0.22	0.24	0.23	0.21	0.27	0.28	0.22	0.22	0.21	0.23	0.46	0.29	0.22	0.22	0.23	0.24
EDIV	-0.09	0.09	0.16	0.16	0.14	0.20	0.19	1.00	0.20	0.20	0.27	0.28	0.58	0.79	0.27	0.28	0.48	0.42	0.66	0.42	0.49	0.50	0.47	0.51	0.51	0.69	0.68	0.51	0.51	0.50	0.50	0.48	0.69	0.51	0.52	0.53	0.53
BIV	0.06	0.31	0.42	0.70	0.97	0.74	0.82	0.20	1.00	0.98	0.92	0.92	0.51	0.21	0.96	0.96	0.19	0.21	0.27	0.76	0.21	0.23	0.26	0.25	0.23	0.31	0.32	0.25	0.23	0.22	0.25	0.55	0.32	0.24	0.24	0.25	0.26
BND	0.05	0.30	0.42	0.68	0.96	0.72	0.82	0.20	0.98	1.00	0.90	0.90	0.51	0.21	0.96	0.96	0.20	0.22	0.27	0.77	0.21	0.24	0.27	0.25	0.24	0.31	0.32	0.26	0.24	0.23	0.26	0.55	0.33	0.25	0.25	0.26	0.26
VCSH	0.07	0.36	0.46	0.71	0.90	0.71	0.74	0.27	0.92	0.90	1.00	0.98	0.56	0.28	0.92	0.93	0.27	0.28	0.35	0.75	0.28	0.31	0.33	0.32	0.30	0.39	0.40	0.32	0.31	0.30	0.32	0.62	0.41	0.31	0.31	0.32	0.33
IGSB	0.07	0.35	0.47	0.71	0.89	0.70	0.74	0.28	0.92	0.90	0.98	1.00	0.55	0.28	0.92	0.93	0.28	0.28	0.35	0.76	0.29	0.31	0.33	0.33	0.30	0.39	0.40	0.32	0.31	0.30	0.32	0.62	0.40	0.31	0.31	0.33	0.33
EMLC	-0.03	0.19	0.31	0.42	0.47	0.41	0.42	0.58	0.51	0.51	0.56	0.55	1.00	0.63	0.56	0.56	0.39	0.39	0.64	0.65	0.41	0.42	0.42	0.43	0.44	0.68	0.67	0.45	0.44	0.45	0.45	0.58	0.67	0.46	0.46	0.46	0.46
IEMG	-0.05	0.08	0.13	0.16	0.14	0.21	0.19	0.79	0.21	0.21	0.28	0.28	0.63	1.00	0.29	0.29	0.63	0.48	0.72	0.47	0.57	0.63	0.53	0.65	0.58	0.78	0.78	0.65	0.59	0.59	0.58	0.56	0.78	0.63	0.64	0.64	0.64
SCHI	0.04	0.28	0.40	0.67	0.91	0.72	0.80	0.27	0.96	0.96	0.92	0.92	0.56	0.29	1.00	0.99	0.30	0.31	0.36	0.81	0.32	0.34	0.36	0.35	0.34	0.40	0.41	0.35	0.34	0.33	0.36	0.65	0.42	0.35	0.35	0.36	0.37
VCIT	0.05	0.29	0.40	0.67	0.91	0.72	0.80	0.28	0.96	0.96	0.93	0.93	0.56	0.29	0.99	1.00	0.30	0.31	0.37	0.81	0.32	0.35	0.36	0.36	0.34	0.41	0.42	0.36	0.34	0.33	0.36	0.65	0.43	0.35	0.35	0.36	0.37
SCHG	0.01	0.05	0.09	0.13	0.10	0.19	0.19	0.48	0.19	0.20	0.27	0.28	0.39	0.63	0.30	0.30	1.00	0.53	0.55	0.49	0.63	0.84	0.59	0.84	0.59	0.63	0.66	0.79	0.63	0.63	0.62	0.65	0.67	0.71	0.72	0.74	0.75
SMLV	0.01	0.03	0.10	0.15	0.14	0.22	0.22	0.42	0.21	0.22	0.28	0.28	0.39	0.48	0.31	0.31	0.53	1.00	0.64	0.46	0.81	0.70	0.85	0.70	0.85	0.65	0.64	0.77	0.83	0.91	0.83	0.61	0.66	0.88	0.87	0.82	0.81
IVLU	-0.04	0.08	0.15	0.21	0.19	0.27	0.22	0.66	0.27	0.27	0.35	0.35	0.64	0.72	0.36	0.37	0.55	0.64	1.00	0.54	0.70	0.62	0.68	0.63	0.71	0.96	0.94	0.65	0.72	0.71	0.71	0.62	0.95	0.69	0.70	0.71	0.70
VWOB	0.02	0.23	0.36	0.54	0.69	0.59	0.67	0.42	0.76	0.77	0.75	0.76	0.65	0.47	0.81	0.81	0.49	0.46	0.54	1.00	0.49	0.53	0.52	0.55	0.52	0.59	0.59	0.54	0.52	0.52	0.53	0.76	0.60	0.53	0.54	0.56	0.56
DIVB	0.07	0.02	0.10	0.17	0.13	0.23	0.20	0.49	0.21	0.21	0.28	0.29	0.41	0.57	0.32	0.32	0.63	0.81	0.70	0.49	1.00	0.77	0.93	0.79	0.94	0.72	0.72	0.79	0.96	0.90	0.94	0.65	0.73	0.86	0.87	0.91	0.91
IWP	0.02	0.04	0.11	0.15	0.14	0.21	0.22	0.50	0.23	0.24	0.31	0.31	0.42	0.63	0.34	0.35	0.84	0.70	0.62	0.53	0.77	1.00	0.78	0.98	0.78	0.70	0.71	0.95	0.79	0.82	0.79	0.71	0.72	0.89	0.91	0.92	0.93
ONEV	0.05	0.06	0.11	0.19	0.18	0.26	0.24	0.47	0.26	0.27	0.33	0.33	0.42	0.53	0.36	0.36	0.59	0.85	0.68	0.52	0.93	0.78	1.00	0.80	0.95	0.72	0.72	0.81	0.94	0.93	0.97	0.66	0.73	0.88	0.90	0.93	0.92
VOT	0.03	0.04	0.11	0.16	0.15	0.22	0.23	0.51	0.25	0.25	0.32	0.33	0.43	0.65	0.35	0.36	0.84	0.70	0.63	0.55	0.79	0.98	0.80	1.00	0.80	0.72	0.73	0.94	0.81	0.83	0.81	0.72	0.74	0.89	0.91	0.93	0.95
IMCV	0.05	0.03	0.11	0.19	0.15	0.24	0.21	0.51	0.23	0.24	0.30	0.30	0.44	0.58	0.34	0.34	0.59	0.85	0.71	0.52	0.94	0.78	0.95	0.80	1.00	0.74	0.73	0.82	0.96	0.95	0.96	0.67	0.74	0.90	0.91	0.95	0.94
AVDE	-0.02	0.08	0.17	0.25	0.23	0.31	0.27	0.69	0.31	0.31	0.39	0.39	0.68	0.78	0.40	0.41	0.63	0.65	0.96	0.59	0.72	0.70	0.72	0.72	0.74	1.00	0.98	0.73	0.75	0.75	0.75	0.67	0.99	0.74	0.76	0.77	0.77
BKIE	-0.00	0.09	0.16	0.24	0.24	0.31	0.28	0.68	0.32	0.32	0.40	0.40	0.67	0.78	0.41	0.42	0.66	0.64	0.94	0.59	0.72	0.71	0.72	0.73	0.73	0.98	1.00	0.73	0.75	0.73	0.75	0.68	0.99	0.74	0.75	0.77	0.77
VBK	0.01	0.04	0.12	0.17	0.16	0.22	0.22	0.51	0.25	0.26	0.32	0.32	0.45	0.65	0.35	0.36	0.79	0.77	0.65	0.54	0.79	0.95	0.81	0.94	0.82	0.73	0.73	1.00	0.82	0.88	0.82	0.72	0.74	0.95	0.97	0.93	0.93
SCHV	0.05	0.03	0.11	0.19	0.15	0.25	0.22	0.51	0.23	0.24	0.31	0.31	0.44	0.59	0.34	0.34	0.63	0.83	0.72	0.52	0.96	0.79	0.94	0.81	0.96	0.75	0.75	0.82	1.00	0.92	0.97	0.68	0.76	0.88	0.90	0.94	0.93
VBR	0.02	0.02	0.12	0.17	0.14	0.23	0.21	0.50	0.22	0.23	0.30	0.30	0.45	0.59	0.33	0.33	0.63	0.91	0.71	0.52	0.90	0.82	0.93	0.83	0.95	0.75	0.73	0.88	0.92	1.00	0.94	0.69	0.75	0.97	0.97	0.95	0.93
JPUS	0.05	0.05	0.12	0.20	0.17	0.26	0.23	0.50	0.25	0.26	0.32	0.32	0.45	0.58	0.36	0.36	0.62	0.83	0.71	0.53	0.94	0.79	0.97	0.81	0.96	0.75	0.75	0.82	0.97	0.94	1.00	0.68	0.76	0.89	0.90	0.94	0.93
SPHY	0.01	0.15	0.25	0.41	0.47	0.43	0.46	0.48	0.55	0.55	0.62	0.62	0.58	0.56	0.65	0.65	0.65	0.61	0.62	0.76	0.65	0.71	0.66	0.72	0.67	0.67	0.68	0.72	0.68	0.69	0.68	1.00	0.69	0.72	0.72	0.73	0.73
IDEV	-0.02	0.09	0.16	0.24	0.25	0.31	0.29	0.69	0.32	0.33	0.41	0.40	0.67	0.78	0.42	0.43	0.67	0.66	0.95	0.60	0.73	0.72	0.73	0.74	0.74	0.99	0.99	0.74	0.76	0.75	0.76	0.69	1.00	0.75	0.77	0.78	0.78
ISCB	0.01	0.02	0.11	0.17	0.15	0.23	0.22	0.51	0.24	0.25	0.31	0.31	0.46	0.63	0.35	0.35	0.71	0.88	0.69	0.53	0.86	0.89	0.88	0.89	0.90	0.74	0.74	0.95	0.88	0.97	0.89	0.72	0.75	1.00	0.99	0.95	0.94
VB	0.01	0.03	0.12	0.17	0.15	0.23	0.22	0.52	0.24	0.25	0.31	0.31	0.46	0.64	0.35	0.35	0.72	0.87	0.70	0.54	0.87	0.91	0.90	0.91	0.91	0.76	0.75	0.97	0.90	0.97	0.90	0.72	0.77	0.99	1.00	0.97	0.96
IMCB	0.05	0.04	0.11	0.18	0.16	0.25	0.23	0.53	0.25	0.26	0.32	0.33	0.46	0.64	0.36	0.36	0.74	0.82	0.71	0.56	0.91	0.92	0.93	0.93	0.95	0.77	0.77	0.93	0.94	0.95	0.94	0.73	0.78	0.95	0.97	1.00	0.99
VO	0.04	0.05	0.12	0.19	0.17	0.25	0.24	0.53	0.26	0.26	0.33	0.33	0.46	0.64	0.37	0.37	0.75	0.81	0.70	0.56	0.91	0.93	0.92	0.95	0.94	0.77	0.77	0.93	0.93	0.93	0.93	0.73	0.78	0.94	0.96	0.99	1.00

The correlation results are calculated based on daily price changes starting from Apr 11, 2022

Diversification Analysis

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