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Dream
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Risk-Adjusted Performance
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Dream

Currency in USD · Last updated May 20, 2025

Asset Allocation

MSFT 5%MELI 4%MSTR 4%META 4%CCEP.L 4%FTNT 3%PEN 3%STRL 3%ICE 3%AMZN 3%AAPL 3%V 3%LLY 3%SAP 3%GOOGL 3%NVDA 3%LMT 3%RHM.DE 2%TKO 2%TSLA 2%TDY 2%RTX 2%PLTR 2%BABA 2%AVGO 2%BN 2%MNDY 2%CICHF 2%SCHW 1%SFM 1%AMD 1%SMMT 1%DRS 1%CRSP 1%CVS 1%BYDDY 1%MP 1%ISRG 1%TPR 1%LEU 1%SPOT 1%ACHR 1%III.L 1%UL 1%RYCEY 1%VTR 1%ADMA 1%WMT 1%CHDN 1%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
3%
ACHR
Archer Aviation Inc.		Industrials
1%
ADMA
ADMA Biologics, Inc.		Healthcare
1%
AMD
Advanced Micro Devices, Inc.		Technology
1%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3%
AVGO
Broadcom Inc.		Technology
2%
BABA
Alibaba Group Holding Limited		Consumer Cyclical
2%
BN
Brookfield Corp		Financial Services
2%
BYDDY
BYD Company Limited ADR		Consumer Cyclical
1%
CCEP.L
Coca-Cola Europacific Partners plc		Consumer Defensive
4%
CHDN
Churchill Downs Incorporated		Consumer Cyclical
1%
CICHF
China Construction Bank Corporation		Financial Services
2%
CRSP
CRISPR Therapeutics AG		Healthcare
1%
CVS
CVS Health Corporation		Healthcare
1%
DRS
Leonardo DRS Inc. Common Stock		Industrials
1%
FTNT
Fortinet, Inc.		Technology
3%
GOOGL
Alphabet Inc Class A		Communication Services
3%
ICE
Intercontinental Exchange, Inc.		Financial Services
3%
III.L
3I Group plc		Financial Services
1%
ISRG
Intuitive Surgical, Inc.		Healthcare
1%
LEU
Centrus Energy Corp.		Energy
1%
LLY
Eli Lilly and Company		Healthcare
3%
LMT
Lockheed Martin Corporation		Industrials
3%
MELI
MercadoLibre, Inc.		Consumer Cyclical
4%
META
Meta Platforms, Inc.		Communication Services
4%
MNDY
monday.com Ltd.		Technology
2%
MP
MP Materials Corp.		Basic Materials
1%
MSFT
Microsoft Corporation		Technology
5%
MSTR
MicroStrategy Incorporated		Technology
4%
NVDA
NVIDIA Corporation		Technology
3%
PEN
Penumbra, Inc.		Healthcare
3%
PLTR
Palantir Technologies Inc.		Technology
2%
RHM.DE
Rheinmetall AG		Industrials
2%
RTX
Raytheon Technologies Corporation		Industrials
2%
RYCEY
Rolls-Royce Holdings plc		Industrials
1%
SAP
SAP SE		Technology
3%
SCHW
The Charles Schwab Corporation		Financial Services
1%
SFM
Sprouts Farmers Market, Inc.		Consumer Defensive
1%
SMMT
Summit Therapeutics Inc.		Healthcare
1%
SPOT
Spotify Technology S.A.		Communication Services
1%
STRL
Sterling Construction Company, Inc.		Industrials
3%
TDY
Teledyne Technologies Incorporated		Technology
2%
TKO
TKO Group Holdings Inc.		Communication Services
2%
TPR
Tapestry, Inc.		Consumer Cyclical
1%
TSLA
Tesla, Inc.		Consumer Cyclical
2%
UL
The Unilever Group		Consumer Defensive
1%
V
Visa Inc.		Financial Services
3%
VTR
Ventas, Inc.		Real Estate
1%
WMT
Walmart Inc.		Consumer Defensive
1%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Sep 12, 2023, corresponding to the inception date of TKO

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.39%12.89%1.19%12.45%14.95%10.86%
Dream20.64%15.13%20.84%519.20%N/AN/A
Portfolio components:
MSFT
Microsoft Corporation		9.28%25.00%11.02%10.04%20.87%27.42%
MELI
MercadoLibre, Inc.		51.63%22.82%34.56%47.40%25.50%33.25%
FTNT
Fortinet, Inc.		10.87%8.97%14.01%70.52%29.18%29.56%
MSTR
MicroStrategy Incorporated		42.75%30.33%7.44%160.92%102.56%37.17%
META
Meta Platforms, Inc.		9.48%27.71%15.71%36.21%22.85%23.10%
RHM.DE
Rheinmetall AG		209.36%18.84%220.64%255.54%94.68%46.05%
CCEP.L
Coca-Cola Europacific Partners plc		15.54%-2.12%17.76%10,211.17%189.52%151.01%
PEN
Penumbra, Inc.		18.56%1.52%17.08%38.34%9.94%N/A
STRL
Sterling Construction Company, Inc.		10.41%32.59%0.12%44.33%84.97%48.03%
ICE
Intercontinental Exchange, Inc.		18.95%11.42%12.73%29.23%15.07%15.55%
AMZN
Amazon.com, Inc.		-6.03%19.44%2.21%11.62%10.54%25.43%
AAPL
Apple Inc		-16.43%6.13%-8.22%10.47%21.90%21.54%
V
Visa Inc.		16.80%11.80%18.25%32.30%14.48%18.94%
LLY
Eli Lilly and Company		-1.82%-9.92%4.23%-1.26%39.21%28.39%
TKO
TKO Group Holdings Inc.		15.71%9.90%31.54%56.08%N/AN/A
TSLA
Tesla, Inc.		-15.29%41.73%0.99%92.77%44.46%35.40%
SAP
SAP SE		22.40%17.07%30.29%56.30%22.31%16.67%
GOOGL
Alphabet Inc Class A		-11.92%10.17%-4.78%-4.96%18.89%19.69%
NVDA
NVIDIA Corporation		0.96%33.58%-3.25%46.64%72.26%74.94%
TDY
Teledyne Technologies Incorporated		7.09%7.54%6.69%22.29%8.34%17.03%
RTX
Raytheon Technologies Corporation		19.16%6.45%15.50%33.78%21.66%8.82%
PLTR
Palantir Technologies Inc.		67.04%34.71%106.22%480.56%N/AN/A
BABA
Alibaba Group Holding Limited		45.02%12.94%37.62%40.06%-10.33%3.03%
AVGO
Broadcom Inc.		-0.22%34.88%40.01%67.31%56.55%36.52%
BN
Brookfield Corp		3.53%19.46%6.15%34.36%21.03%13.59%
SCHW
The Charles Schwab Corporation		21.35%17.55%10.35%14.85%23.19%12.39%
SFM
Sprouts Farmers Market, Inc.		32.94%5.48%19.45%115.01%46.18%18.69%
MNDY
monday.com Ltd.		23.22%17.79%13.56%26.78%N/AN/A
CICHF
China Construction Bank Corporation		9.08%5.61%24.79%31.80%11.25%11.96%
AMD
Advanced Micro Devices, Inc.		-5.01%31.13%-17.41%-30.24%15.27%47.97%
SMMT
Summit Therapeutics Inc.		34.55%-2.44%26.50%440.77%46.57%7.94%
DRS
Leonardo DRS Inc. Common Stock		30.37%15.19%24.14%80.39%N/AN/A
CRSP
CRISPR Therapeutics AG		-1.73%2.41%-18.22%-31.20%-10.35%N/A
CVS
CVS Health Corporation		43.09%-5.74%14.60%13.87%3.09%-2.16%
BYDDY
BYD Company Limited ADR		63.66%21.08%61.15%96.95%57.44%23.52%
MP
MP Materials Corp.		36.22%-19.35%15.80%16.44%N/AN/A
ISRG
Intuitive Surgical, Inc.		7.60%16.34%5.64%40.82%24.99%26.15%
TPR
Tapestry, Inc.		26.63%29.43%47.10%99.84%47.37%11.53%
LEU
Centrus Energy Corp.		42.92%41.54%24.51%104.25%61.37%34.32%
SPOT
Spotify Technology S.A.		48.56%15.74%46.28%119.48%28.49%N/A
ACHR
Archer Aviation Inc.		16.82%57.54%158.28%207.84%N/AN/A
III.L
3I Group plc		20.41%-1.64%23.51%45.75%42.27%25.21%
UL
The Unilever Group		11.99%-1.36%9.67%17.83%7.69%6.93%
RYCEY
Rolls-Royce Holdings plc		55.43%14.23%60.02%109.60%51.01%6.17%
VTR
Ventas, Inc.		11.99%-3.59%4.07%38.06%19.07%5.57%
ADMA
ADMA Biologics, Inc.		17.73%-5.26%3.33%119.22%48.88%9.09%
LMT
Lockheed Martin Corporation		-1.93%1.94%-9.68%4.13%8.35%12.36%
WMT
Walmart Inc.		9.16%5.51%17.56%53.33%20.30%16.75%
CHDN
Churchill Downs Incorporated		-26.58%-3.28%-29.19%-26.41%10.59%17.51%
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.77%1.93%-3.91%7.39%7.42%20.64%
20241.77%11.99%6.17%-4.44%8.95%2.49%2.88%5.77%6.39%332.05%3.56%-3.29%546.83%
2023-4.59%-0.72%9.93%7.83%12.29%

Expense Ratio

Dream 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 98, Dream is among the top 2% 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 Dream is 9898
Overall Rank
The Sharpe Ratio Rank of Dream is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of Dream is 100100
Sortino Ratio Rank
The Omega Ratio Rank of Dream is 100100
Omega Ratio Rank
The Calmar Ratio Rank of Dream is 100100
Calmar Ratio Rank
The Martin Ratio Rank of Dream is 100100
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		0.390.611.080.320.69
MELI
MercadoLibre, Inc.		1.171.841.252.365.94
FTNT
Fortinet, Inc.		1.642.811.392.719.90
MSTR
MicroStrategy Incorporated		1.592.341.272.926.01
META
Meta Platforms, Inc.		0.971.511.201.013.10
RHM.DE
Rheinmetall AG		5.255.281.7213.5632.03
CCEP.L
Coca-Cola Europacific Partners plc		1.15491.5861.971,161.713,231.49
PEN
Penumbra, Inc.		0.951.871.231.046.51
STRL
Sterling Construction Company, Inc.		0.701.331.190.992.33
ICE
Intercontinental Exchange, Inc.		1.552.181.342.206.28
AMZN
Amazon.com, Inc.		0.330.811.100.461.20
AAPL
Apple Inc		0.320.681.100.311.02
V
Visa Inc.		1.462.131.332.338.22
LLY
Eli Lilly and Company		-0.030.051.01-0.23-0.45
TKO
TKO Group Holdings Inc.		1.782.251.332.516.97
TSLA
Tesla, Inc.		1.262.041.251.693.72
SAP
SAP SE		1.912.651.342.8411.73
GOOGL
Alphabet Inc Class A		-0.160.021.00-0.15-0.31
NVDA
NVIDIA Corporation		0.771.021.130.741.82
TDY
Teledyne Technologies Incorporated		0.931.561.211.465.18
RTX
Raytheon Technologies Corporation		1.271.661.271.936.49
PLTR
Palantir Technologies Inc.		6.425.251.7212.3437.14
BABA
Alibaba Group Holding Limited		0.861.771.231.613.34
AVGO
Broadcom Inc.		1.051.801.241.604.40
BN
Brookfield Corp		0.981.451.201.204.02
SCHW
The Charles Schwab Corporation		0.491.321.201.182.69
SFM
Sprouts Farmers Market, Inc.		2.963.151.494.1512.19
MNDY
monday.com Ltd.		0.440.921.120.561.23
CICHF
China Construction Bank Corporation		0.561.231.212.235.88
AMD
Advanced Micro Devices, Inc.		-0.57-0.640.92-0.49-1.02
SMMT
Summit Therapeutics Inc.		1.425.371.7311.1018.92
DRS
Leonardo DRS Inc. Common Stock		1.892.361.343.329.38
CRSP
CRISPR Therapeutics AG		-0.55-0.550.94-0.46-0.98
CVS
CVS Health Corporation		0.360.991.120.421.42
BYDDY
BYD Company Limited ADR		2.072.921.384.359.69
MP
MP Materials Corp.		0.241.061.130.451.58
ISRG
Intuitive Surgical, Inc.		1.191.841.261.494.67
TPR
Tapestry, Inc.		2.363.271.423.159.38
LEU
Centrus Energy Corp.		1.031.971.241.823.70
SPOT
Spotify Technology S.A.		2.703.391.454.7117.20
ACHR
Archer Aviation Inc.		2.003.011.374.249.01
III.L
3I Group plc		1.582.211.302.5510.23
UL
The Unilever Group		0.931.431.201.152.37
RYCEY
Rolls-Royce Holdings plc		2.662.961.444.1318.21
VTR
Ventas, Inc.		1.652.531.363.078.02
ADMA
ADMA Biologics, Inc.		1.742.531.333.507.10
LMT
Lockheed Martin Corporation		0.170.371.060.130.24
WMT
Walmart Inc.		2.192.911.412.357.75
CHDN
Churchill Downs Incorporated		-0.89-1.110.84-0.65-1.63

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.

Dream Sharpe ratios as of May 20, 2025 (values are recalculated daily):

  • 1-Year: 1.62
  • All Time: 1.08

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 0.56 to 1.06, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Dream compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Dream provided a 0.77% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.77%0.70%1.02%0.99%0.84%2.21%0.96%1.92%0.94%1.02%0.99%1.03%
Portfolio components:
MSFT
Microsoft Corporation		0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
MELI
MercadoLibre, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
FTNT
Fortinet, 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%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RHM.DE
Rheinmetall AG		0.46%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
CCEP.L
Coca-Cola Europacific Partners plc		0.03%0.03%2.97%3.14%2.85%2.01%2.64%3.00%2.91%1.31%0.00%0.00%
PEN
Penumbra, 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%
STRL
Sterling Construction Company, 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%
ICE
Intercontinental Exchange, Inc.		1.04%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%
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%
AAPL
Apple Inc		0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
V
Visa Inc.		0.62%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
LLY
Eli Lilly and Company		0.74%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
TKO
TKO Group Holdings Inc.		0.23%0.00%4.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, 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%
SAP
SAP SE		0.85%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%
GOOGL
Alphabet Inc Class A		0.48%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
TDY
Teledyne Technologies Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RTX
Raytheon Technologies Corporation		1.38%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%
PLTR
Palantir Technologies 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%
BABA
Alibaba Group Holding Limited		0.54%0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.		0.97%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
BN
Brookfield Corp		0.56%0.56%0.87%1.88%0.86%1.16%1.44%1.57%1.68%1.56%1.97%1.75%
SCHW
The Charles Schwab Corporation		1.17%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%
SFM
Sprouts Farmers Market, 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%
MNDY
monday.com Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CICHF
China Construction Bank Corporation		12.80%6.51%9.13%8.41%7.09%6.25%5.16%47.17%4.46%5.60%7.00%5.96%
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%
SMMT
Summit Therapeutics 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%
DRS
Leonardo DRS Inc. Common Stock		0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRSP
CRISPR Therapeutics AG		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CVS
CVS Health Corporation		4.24%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%
BYDDY
BYD Company Limited ADR		0.77%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%
MP
MP Materials Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
Intuitive Surgical, 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%
TPR
Tapestry, Inc.		1.70%2.14%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%
LEU
Centrus Energy Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPOT
Spotify Technology S.A.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACHR
Archer Aviation 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%
III.L
3I Group plc		1.62%1.82%2.32%3.76%2.78%3.02%3.42%2.97%2.03%1.90%1.68%1.80%
UL
The Unilever Group		3.10%3.29%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%
RYCEY
Rolls-Royce Holdings plc		0.69%0.00%0.00%0.00%0.00%128.87%1.68%1.50%1.29%1.96%4.08%2.74%
VTR
Ventas, Inc.		2.79%3.06%3.61%4.00%3.52%4.37%5.49%5.40%5.19%4.74%5.04%4.15%
ADMA
ADMA Biologics, 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%
LMT
Lockheed Martin Corporation		2.73%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
WMT
Walmart Inc.		0.90%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
CHDN
Churchill Downs Incorporated		0.42%0.31%0.28%0.34%0.28%0.32%0.42%0.67%0.65%0.88%0.81%1.05%

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 Dream. 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 Dream was 16.37%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.37%Feb 19, 202535Apr 8, 202517May 2, 202552
-8.54%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-7.31%Mar 28, 202416Apr 19, 202416May 13, 202432
-7.18%Sep 15, 202331Oct 27, 202311Nov 13, 202342
-5.92%Nov 29, 202415Dec 19, 202421Jan 21, 202536

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 49 assets, with an effective number of assets of 38.17, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCCICHFCCEP.LLMTRHM.DECVSULBYDDYRTXVTRWMTSMMTIII.LTKOBABALLYSFMPENLEUMPAAPLMSTRVSPOTADMARYCEYICECHDNMELICRSPTPRFTNTSCHWGOOGLTSLAACHRDRSMNDYNVDATDYMETAMSFTAMDSTRLSAPAVGOPLTRAMZNISRGBNPortfolio
^GSPC1.000.070.000.060.160.190.160.200.270.300.330.320.310.350.320.410.340.370.350.360.560.400.480.420.410.450.460.500.500.480.470.500.490.610.570.480.510.540.660.540.620.710.640.560.600.690.610.680.670.700.78
CICHF0.071.000.010.02-0.000.030.030.08-0.04-0.040.040.030.08-0.010.110.00-0.01-0.020.030.110.07-0.020.020.00-0.02-0.01-0.02-0.02-0.020.050.11-0.00-0.010.040.040.11-0.030.070.000.04-0.010.03-0.01-0.030.050.02-0.00-0.010.020.090.06
CCEP.L0.000.011.000.050.130.110.210.040.040.130.040.070.20-0.010.07-0.070.050.07-0.090.07-0.030.030.06-0.07-0.02-0.010.12-0.010.060.090.13-0.040.06-0.09-0.010.060.010.00-0.090.07-0.15-0.08-0.080.030.06-0.04-0.01-0.12-0.080.090.21
LMT0.060.020.051.000.080.260.27-0.020.450.200.15-0.01-0.00-0.03-0.020.050.10-0.010.050.09-0.03-0.020.23-0.09-0.030.140.250.100.00-0.04-0.02-0.010.11-0.07-0.040.010.23-0.07-0.180.22-0.15-0.10-0.110.060.02-0.09-0.05-0.090.060.100.02
RHM.DE0.16-0.000.130.081.000.050.030.090.170.130.040.070.260.070.070.110.100.030.050.07-0.040.100.150.120.050.330.180.080.050.050.100.040.08-0.020.090.070.200.040.110.130.070.060.060.160.200.110.130.010.080.190.16
CVS0.190.030.110.260.051.000.150.110.190.170.130.120.100.060.150.090.100.120.100.230.120.110.210.010.080.080.180.190.020.180.21-0.020.200.050.100.140.130.08-0.020.17-0.030.000.060.090.030.020.040.000.030.160.18
UL0.160.030.210.270.030.151.000.060.160.320.230.130.190.020.090.120.110.140.100.170.080.050.23-0.030.130.170.330.130.070.170.20-0.050.12-0.050.030.140.15-0.06-0.080.23-0.04-0.01-0.020.060.19-0.04-0.04-0.070.130.220.07
BYDDY0.200.080.04-0.020.090.110.061.000.050.060.080.220.040.100.590.100.020.090.170.260.180.140.110.090.100.050.090.190.150.270.180.100.100.200.190.240.180.130.170.130.110.100.190.200.130.150.220.140.120.220.25
RTX0.27-0.040.040.450.170.190.160.051.000.250.180.070.070.160.060.170.210.150.150.140.060.060.270.090.140.220.250.220.140.120.150.140.300.080.120.150.390.070.010.360.000.060.070.180.170.080.100.080.200.300.22
VTR0.30-0.040.130.200.130.170.320.060.251.000.250.160.060.110.130.230.190.190.090.200.150.080.290.060.160.160.400.210.190.200.240.170.260.060.180.200.280.07-0.030.300.060.070.090.120.200.040.180.050.230.360.24
WMT0.330.040.040.150.040.130.230.080.180.251.000.190.020.090.110.260.340.180.150.120.180.150.300.190.200.150.220.130.110.140.180.190.140.180.240.150.180.180.100.220.240.230.070.160.220.130.200.250.320.220.29
SMMT0.320.030.07-0.010.070.120.130.220.070.160.191.000.120.060.180.220.210.160.160.170.140.110.180.150.310.150.210.200.180.340.240.170.240.220.220.240.200.140.200.220.140.230.200.250.170.220.200.270.240.310.36
III.L0.310.080.20-0.000.260.100.190.040.070.060.020.121.000.090.140.110.180.160.180.290.090.240.190.170.160.430.260.130.240.200.240.180.200.110.180.290.230.240.200.160.180.140.210.290.330.250.220.130.230.400.37
TKO0.35-0.01-0.01-0.030.070.060.020.100.160.110.090.060.091.000.210.090.160.260.220.150.200.140.240.240.250.120.180.240.230.130.240.280.270.230.220.250.210.300.230.300.290.210.240.230.220.230.280.270.280.310.34
BABA0.320.110.07-0.020.070.150.090.590.060.130.110.180.140.211.000.090.070.110.260.310.260.200.170.130.130.100.150.240.220.300.260.180.160.250.240.300.160.150.220.220.220.170.280.190.210.220.220.230.180.320.35
LLY0.410.00-0.070.050.110.090.120.100.170.230.260.220.110.090.091.000.140.140.060.080.220.130.200.310.260.270.220.110.250.170.160.280.180.190.140.100.190.240.320.250.350.270.210.250.380.290.260.290.350.230.35
SFM0.34-0.010.050.100.100.100.110.020.210.190.340.210.180.160.070.141.000.180.270.170.090.300.210.280.310.170.210.200.250.170.290.230.270.160.230.250.320.270.230.290.250.170.230.340.230.220.270.220.300.310.37
PEN0.37-0.020.07-0.010.030.120.140.090.150.190.180.160.160.260.110.140.181.000.200.230.170.170.180.210.250.190.240.210.230.270.290.290.270.200.270.240.280.310.160.340.220.230.250.260.280.180.240.240.420.350.36
LEU0.350.03-0.090.050.050.100.100.170.150.090.150.160.180.220.260.060.270.201.000.320.100.300.170.230.250.290.170.240.250.270.240.240.220.210.240.370.250.220.260.280.240.180.300.320.210.300.230.270.280.300.38
MP0.360.110.070.090.070.230.170.260.140.200.120.170.290.150.310.080.170.230.321.000.090.280.150.130.280.210.230.220.200.340.340.200.300.190.310.420.220.230.120.310.220.130.250.220.250.210.300.220.190.420.40
AAPL0.560.07-0.03-0.03-0.040.120.080.180.060.150.180.140.090.200.260.220.090.170.100.091.000.170.260.210.170.150.190.290.290.270.210.270.170.450.410.230.140.260.310.220.350.470.340.180.370.360.340.440.360.310.40
MSTR0.40-0.020.03-0.020.100.110.050.140.060.080.150.110.240.140.200.130.300.170.300.280.171.000.110.260.320.250.180.240.230.330.270.230.260.290.340.420.310.250.320.180.290.270.360.360.310.260.360.300.330.330.56
V0.480.020.060.230.150.210.230.110.270.290.300.180.190.240.170.200.210.180.170.150.260.111.000.190.180.260.450.290.280.230.220.270.300.250.250.250.270.160.150.330.240.280.250.290.300.220.320.260.350.410.36
SPOT0.420.00-0.07-0.090.120.01-0.030.090.090.060.190.150.170.240.130.310.280.210.230.130.210.260.191.000.250.250.200.190.310.160.170.360.180.360.230.190.250.400.430.280.440.410.350.300.380.390.370.470.430.270.43
ADMA0.41-0.02-0.02-0.030.050.080.130.100.140.160.200.310.160.250.130.260.310.250.250.280.170.320.180.251.000.230.280.280.240.390.230.270.330.250.250.300.400.310.300.310.320.270.310.360.270.260.360.330.360.320.43
RYCEY0.45-0.01-0.010.140.330.080.170.050.220.160.150.150.430.120.100.270.170.190.290.210.150.250.260.250.231.000.290.230.270.250.240.240.250.220.200.250.330.270.320.310.320.290.290.380.440.370.320.270.370.430.44
ICE0.46-0.020.120.250.180.180.330.090.250.400.220.210.260.180.150.220.210.240.170.230.190.180.450.200.280.291.000.280.280.240.270.230.410.200.190.290.350.250.140.410.250.280.230.300.330.190.290.200.300.440.39
CHDN0.50-0.02-0.010.100.080.190.130.190.220.210.130.200.130.240.240.110.200.210.240.220.290.240.290.190.280.230.281.000.250.270.310.240.340.260.350.320.350.310.250.440.280.320.320.410.340.310.280.350.330.420.43
MELI0.50-0.020.060.000.050.020.070.150.140.190.110.180.240.230.220.250.250.230.250.200.290.230.280.310.240.270.280.251.000.240.210.310.300.340.300.270.300.380.370.270.330.350.420.340.320.320.350.390.400.390.52
CRSP0.480.050.09-0.040.050.180.170.270.120.200.140.340.200.130.300.170.170.270.270.340.270.330.230.160.390.250.240.270.241.000.360.220.310.280.350.460.310.290.290.300.230.270.300.280.280.310.380.320.300.430.45
TPR0.470.110.13-0.020.100.210.200.180.150.240.180.240.240.240.260.160.290.290.240.340.210.270.220.170.230.240.270.310.210.361.000.230.410.190.330.430.280.290.240.360.240.230.300.270.330.310.340.260.280.550.45
FTNT0.50-0.00-0.04-0.010.04-0.02-0.050.100.140.170.190.170.180.280.180.280.230.290.240.200.270.230.270.360.270.240.230.240.310.220.231.000.350.330.300.310.280.410.380.350.360.370.350.390.380.390.420.410.440.360.46
SCHW0.49-0.010.060.110.080.200.120.100.300.260.140.240.200.270.160.180.270.270.220.300.170.260.300.180.330.250.410.340.300.310.410.351.000.210.300.380.340.290.220.450.260.290.310.370.330.270.380.290.320.510.47
GOOGL0.610.04-0.09-0.07-0.020.05-0.050.200.080.060.180.220.110.230.250.190.160.200.210.190.450.290.250.360.250.220.200.260.340.280.190.330.211.000.410.280.210.340.440.190.560.640.480.300.360.440.360.630.420.380.46
TSLA0.570.04-0.01-0.040.090.100.030.190.120.180.240.220.180.220.240.140.230.270.240.310.410.340.250.230.250.200.190.350.300.350.330.300.300.411.000.380.280.370.350.290.360.410.400.330.290.440.480.440.360.410.51
ACHR0.480.110.060.010.070.140.140.240.150.200.150.240.290.250.300.100.250.240.370.420.230.420.250.190.300.250.290.320.270.460.430.310.380.280.381.000.340.320.250.340.230.250.320.320.310.290.450.300.330.510.52
DRS0.51-0.030.010.230.200.130.150.180.390.280.180.200.230.210.160.190.320.280.250.220.140.310.270.250.400.330.350.350.300.310.280.280.340.210.280.341.000.330.300.450.210.270.260.500.320.370.360.270.440.450.49
MNDY0.540.070.00-0.070.040.08-0.060.130.070.070.180.140.240.300.150.240.270.310.220.230.260.250.160.400.310.270.250.310.380.290.290.410.290.340.370.320.331.000.450.330.380.460.390.400.420.450.500.470.410.360.55
NVDA0.660.00-0.09-0.180.11-0.02-0.080.170.01-0.030.100.200.200.230.220.320.230.160.260.120.310.320.150.430.300.320.140.250.370.290.240.380.220.440.350.250.300.451.000.240.530.560.590.480.410.680.450.540.480.370.57
TDY0.540.040.070.220.130.170.230.130.360.300.220.220.160.300.220.250.290.340.280.310.220.180.330.280.310.310.410.440.270.300.360.350.450.190.290.340.450.330.241.000.220.280.340.410.380.310.350.280.440.530.49
META0.62-0.01-0.15-0.150.07-0.03-0.040.110.000.060.240.140.180.290.220.350.250.220.240.220.350.290.240.440.320.320.250.280.330.230.240.360.260.560.360.230.210.380.530.221.000.620.490.400.450.550.480.650.530.400.51
MSFT0.710.03-0.08-0.100.060.00-0.010.100.060.070.230.230.140.210.170.270.170.230.180.130.470.270.280.410.270.290.280.320.350.270.230.370.290.640.410.250.270.460.560.280.621.000.490.360.490.580.440.710.520.360.54
AMD0.64-0.01-0.08-0.110.060.06-0.020.190.070.090.070.200.210.240.280.210.230.250.300.250.340.360.250.350.310.290.230.320.420.300.300.350.310.480.400.320.260.390.590.340.490.491.000.390.440.570.450.490.500.400.57
STRL0.56-0.030.030.060.160.090.060.200.180.120.160.250.290.230.190.250.340.260.320.220.180.360.290.300.360.380.300.410.340.280.270.390.370.300.330.320.500.400.480.410.400.360.391.000.380.500.420.390.470.480.59
SAP0.600.050.060.020.200.030.190.130.170.200.220.170.330.220.210.380.230.280.210.250.370.310.300.380.270.440.330.340.320.280.330.380.330.360.290.310.320.420.410.380.450.490.440.381.000.400.370.450.470.440.55
AVGO0.690.02-0.04-0.090.110.02-0.040.150.080.040.130.220.250.230.220.290.220.180.300.210.360.260.220.390.260.370.190.310.320.310.310.390.270.440.440.290.370.450.680.310.550.580.570.500.401.000.520.560.470.420.58
PLTR0.61-0.00-0.01-0.050.130.04-0.040.220.100.180.200.200.220.280.220.260.270.240.230.300.340.360.320.370.360.320.290.280.350.380.340.420.380.360.480.450.360.500.450.350.480.440.450.420.370.521.000.480.420.470.63
AMZN0.68-0.01-0.12-0.090.010.00-0.070.140.080.050.250.270.130.270.230.290.220.240.270.220.440.300.260.470.330.270.200.350.390.320.260.410.290.630.440.300.270.470.540.280.650.710.490.390.450.560.481.000.510.370.56
ISRG0.670.02-0.080.060.080.030.130.120.200.230.320.240.230.280.180.350.300.420.280.190.360.330.350.430.360.370.300.330.400.300.280.440.320.420.360.330.440.410.480.440.530.520.500.470.470.470.420.511.000.460.58
BN0.700.090.090.100.190.160.220.220.300.360.220.310.400.310.320.230.310.350.300.420.310.330.410.270.320.430.440.420.390.430.550.360.510.380.410.510.450.360.370.530.400.360.400.480.440.420.470.370.461.000.64
Portfolio0.780.060.210.020.160.180.070.250.220.240.290.360.370.340.350.350.370.360.380.400.400.560.360.430.430.440.390.430.520.450.450.460.470.460.510.520.490.550.570.490.510.540.570.590.550.580.630.560.580.641.00
The correlation results are calculated based on daily price changes starting from Sep 13, 2023