Candidate (4/29/25)

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	2.59%
AJG Arthur J. Gallagher & Co.	Financial Services	0.67%
AVGO Broadcom Inc.	Technology	1.03%
AXON Axon Enterprise, Inc.	Industrials	1.31%
AZO AutoZone, Inc.	Consumer Cyclical	1.05%
CBOE Cboe Global Markets, Inc.	Financial Services	6.68%
CME CME Group Inc.	Financial Services	3.91%
COR Cencora Inc.	Healthcare	4.29%
COST Costco Wholesale Corporation	Consumer Defensive	0.97%
CPRT Copart, Inc.	Industrials	1.61%
CRWD CrowdStrike Holdings, Inc.	Technology	0.32%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	2.02%
ED Consolidated Edison, Inc.	Utilities	2.88%
FSLR First Solar, Inc.	Technology	0.68%
GRMN Garmin Ltd.	Technology	1.61%
HWM Howmet Aerospace Inc.	Industrials	0.29%
JNPR Juniper Networks, Inc.	Technology	2.75%
KDP Keurig Dr Pepper Inc.	Consumer Defensive	4.24%
KR The Kroger Co.	Consumer Defensive	4.87%
LLY Eli Lilly and Company	Healthcare	5.45%
MCK McKesson Corporation	Healthcare	4.49%
MO Altria Group, Inc.	Consumer Defensive	2.77%
NEM Newmont Goldcorp Corporation	Basic Materials	1.55%
NFLX Netflix, Inc.	Communication Services	1.15%
NVDA NVIDIA Corporation	Technology	2.51%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	2.45%
PANW Palo Alto Networks, Inc.	Technology	0.72%
PGR The Progressive Corporation	Financial Services	5.49%
PLTR Palantir Technologies Inc.	Technology	0.73%
PM Philip Morris International Inc.	Consumer Defensive	5.14%
PWR Quanta Services, Inc.	Industrials	0.65%
RCL Royal Caribbean Cruises Ltd.	Consumer Cyclical	0.27%
RSG Republic Services, Inc.	Industrials	4.38%
SMCI Super Micro Computer, Inc.	Technology	0.68%
T AT&T Inc.	Communication Services	2.44%
TKO TKO Group Holdings Inc.	Communication Services	3.52%
TPL Texas Pacific Land Corporation	Energy	1.60%
TRGP Targa Resources Corp.	Energy	1.33%
TSLA Tesla, Inc.	Consumer Cyclical	0.19%
TTWO Take-Two Interactive Software, Inc.	Communication Services	2.44%
UBER Uber Technologies, Inc.	Technology	0.51%
VST Vistra Corp.	Utilities	0.97%
WMT Walmart Inc.	Consumer Defensive	3.24%
WRB W. R. Berkley Corporation	Financial Services	1.10%
WSM Williams-Sonoma, Inc.	Consumer Cyclical	0.46%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Candidate (4/29/25), 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 when any position deviates by more than 0.0% from its target allocation.

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

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.80%	4.83%	2.59%	5.27%	30.14%	19.29%	10.91%	12.94%
Portfolio Candidate (4/29/25)	0.12%	-2.95%	3.15%	3.43%	14.69%	—	—	—
Portfolio components:
CBOE Cboe Global Markets, Inc.	1.41%	4.53%	21.81%	26.83%	41.50%	32.25%	25.54%	18.38%
PGR The Progressive Corporation	2.36%	-1.65%	-5.97%	-5.46%	-22.39%	17.47%	17.91%	23.02%
LLY Eli Lilly and Company	-1.89%	-8.50%	-15.65%	9.84%	20.41%	35.16%	38.12%	30.34%
PM Philip Morris International Inc.	-1.43%	-9.26%	-1.13%	1.46%	1.67%	21.77%	16.49%	9.93%
KR The Kroger Co.	-0.83%	-10.55%	7.18%	-2.57%	-0.22%	15.13%	14.83%	8.27%
MCK McKesson Corporation	0.07%	-8.46%	5.35%	9.22%	25.11%	34.23%	35.67%	18.36%
RSG Republic Services, Inc.	-0.41%	-5.65%	0.08%	-4.04%	-12.99%	16.71%	16.59%	18.34%
COR Cencora Inc.	-0.73%	-8.18%	-5.81%	-0.30%	12.41%	24.95%	23.65%	17.13%
KDP Keurig Dr Pepper Inc.	-0.08%	-4.79%	-5.58%	-1.79%	-24.07%	-6.88%	-3.85%	-9.40%
CME CME Group Inc.	-0.04%	-5.39%	11.32%	13.89%	17.27%	21.06%	12.01%	16.94%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 13, 2023, Candidate (4/29/25)'s average daily return is +0.11%, while the average monthly return is +2.19%. At this rate, an investment would double in approximately 2.7 years.

Historically, 78% of months were positive and 22% were negative. The best month was Nov 2024 with a return of +8.8%, while the worst month was Mar 2026 at -6.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Candidate (4/29/25) closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +4.6%, while the worst single day was Apr 4, 2025 at -5.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.26%	7.08%	-6.38%	0.63%									3.15%
2025	5.27%	6.41%	0.85%	4.25%	0.97%	2.68%	-1.73%	1.41%	2.72%	-2.43%	4.28%	-1.54%	25.22%
2024	4.73%	6.44%	4.94%	-0.43%	3.45%	2.21%	2.95%	6.74%	0.74%	0.72%	8.77%	-5.28%	41.46%
2023									-2.40%	1.09%	6.94%	1.77%	7.40%

Benchmark Metrics

Candidate (4/29/25) has an annualized alpha of 20.12%, beta of 0.45, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since September 13, 2023.

This portfolio captured 84.41% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.36%) — a profile typical of hedging or uncorrelated assets.
Beta of 0.45 may look defensive, but with R² of 0.44 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.44 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 20.12%

Beta: 0.45

R²: 0.44

Upside Capture: 84.41%

Downside Capture: -14.36%

Expense Ratio

Candidate (4/29/25) 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.

Return for Risk

Risk / Return Rank

Candidate (4/29/25) ranks 15 for risk / return — in the bottom 15% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.56	2.30	-0.74
Sortino ratio Return per unit of downside risk	2.28	3.18	-0.90
Omega ratio Gain probability vs. loss probability	1.28	1.43	-0.15
Calmar ratio Return relative to maximum drawdown	2.02	3.40	-1.38
Martin ratio Return relative to average drawdown	7.60	15.35	-7.76
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CBOE Cboe Global Markets, Inc.	80	1.96	2.61	1.32	4.20	11.34
PGR The Progressive Corporation	7	-0.99	-1.31	0.85	-0.76	-1.19
LLY Eli Lilly and Company	47	0.50	0.95	1.13	0.81	1.94
PM Philip Morris International Inc.	33	0.07	0.25	1.03	0.28	0.57
KR The Kroger Co.	29	-0.01	0.19	1.02	-0.02	-0.04
MCK McKesson Corporation	61	0.90	1.57	1.21	1.84	4.57
RSG Republic Services, Inc.	11	-0.76	-0.94	0.88	-0.61	-1.03
COR Cencora Inc.	46	0.50	0.81	1.11	0.73	2.05
KDP Keurig Dr Pepper Inc.	6	-0.92	-1.16	0.84	-0.84	-1.35
CME CME Group Inc.	57	0.91	1.30	1.17	1.76	3.44

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.

Candidate (4/29/25) Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

1-Year: 1.56
All Time: 2.87

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 2.19 to 3.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Candidate (4/29/25) 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

Candidate (4/29/25) provided a 1.89% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.89%	1.57%	1.67%	2.13%	1.96%	2.30%	2.45%	2.45%	2.24%	1.82%	2.25%	2.11%
Portfolio components:
CBOE Cboe Global Markets, Inc.	0.91%	1.08%	1.21%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%
PGR The Progressive Corporation	6.91%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
LLY Eli Lilly and Company	0.69%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
PM Philip Morris International Inc.	3.66%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
KR The Kroger Co.	2.06%	2.14%	2.00%	2.41%	2.11%	1.72%	2.14%	2.07%	1.93%	1.79%	1.30%	0.94%
MCK McKesson Corporation	0.37%	0.37%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%
RSG Republic Services, Inc.	1.16%	1.12%	0.82%	1.25%	1.48%	1.27%	1.72%	1.74%	2.00%	1.97%	2.17%	2.64%
COR Cencora Inc.	0.72%	0.67%	0.93%	0.96%	1.13%	5.13%	6.74%	7.48%	2.07%	1.61%	1.77%	1.17%
KDP Keurig Dr Pepper Inc.	3.54%	3.28%	2.72%	2.45%	2.14%	1.83%	1.88%	2.07%	2.85%	2.39%	2.34%	2.06%
CME CME Group Inc.	3.77%	1.83%	4.48%	4.58%	5.05%	3.00%	3.24%	2.74%	2.42%	4.20%	4.90%	5.41%

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 Candidate (4/29/25). 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 Candidate (4/29/25) was 8.05%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current Candidate (4/29/25) drawdown is 5.94%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-8.05%	Mar 3, 2026	19	Mar 27, 2026	—	—	—
-7.65%	Apr 3, 2025	4	Apr 8, 2025	11	Apr 24, 2025	15
-5.3%	Dec 2, 2024	14	Dec 19, 2024	26	Jan 30, 2025	40
-4.02%	Sep 21, 2023	9	Oct 3, 2023	9	Oct 16, 2023	18
-3.42%	Feb 20, 2025	16	Mar 13, 2025	12	Mar 31, 2025	28

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 45 assets, with an effective number of assets of 28.50, 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.

	Benchmark	JNPR	NEM	KDP	T	CBOE	CME	FSLR	TPL	MCK	ABBV	COR	KR	TKO	MO	PM	LLY	AZO	TRGP	PGR	WMT	TTWO	NFLX	DPZ	WRB	ED	WSM	ORLY	VST	UBER	TSLA	AJG	PANW	RSG	RCL	SMCI	COST	PLTR	AXON	CPRT	CRWD	HWM	NVDA	AVGO	PWR	GRMN	Portfolio
Benchmark	1.00	0.26	0.23	0.08	0.01	-0.13	-0.04	0.34	0.29	0.12	0.20	0.07	-0.07	0.31	0.00	0.08	0.34	0.19	0.27	0.08	0.23	0.40	0.45	0.31	0.13	-0.07	0.52	0.19	0.43	0.46	0.55	0.19	0.47	0.20	0.53	0.48	0.39	0.57	0.51	0.50	0.55	0.54	0.64	0.64	0.59	0.63	0.58
JNPR	0.26	1.00	0.07	0.06	0.07	0.02	-0.00	0.13	0.09	0.01	0.17	0.00	0.03	0.16	0.06	0.12	0.11	0.08	0.07	0.02	0.05	0.11	0.12	0.15	0.09	0.06	0.17	0.09	0.07	0.27	0.13	0.07	0.11	0.10	0.10	0.09	0.07	0.14	0.10	0.11	0.17	0.17	0.10	0.19	0.16	0.18	0.21
NEM	0.23	0.07	1.00	0.12	0.09	0.01	0.02	0.23	0.20	0.04	0.08	0.10	0.08	0.10	0.11	0.17	0.10	0.14	0.21	-0.02	0.14	0.21	0.11	0.15	-0.01	0.19	0.16	0.10	0.18	0.09	0.15	0.06	0.06	0.12	0.08	0.13	0.09	0.14	0.13	0.13	0.11	0.15	0.07	0.15	0.24	0.17	0.30
KDP	0.08	0.06	0.12	1.00	0.19	0.09	0.12	0.06	0.01	0.10	0.20	0.15	0.23	0.07	0.31	0.25	0.02	0.18	0.01	0.19	0.19	0.07	0.00	0.16	0.22	0.32	0.08	0.20	-0.10	-0.00	0.04	0.20	-0.05	0.24	0.10	-0.09	0.19	-0.06	-0.01	0.16	-0.12	0.04	-0.14	-0.09	0.01	0.21	0.31
T	0.01	0.07	0.09	0.19	1.00	0.17	0.17	0.04	0.03	0.11	0.24	0.19	0.31	0.09	0.33	0.31	-0.01	0.20	0.12	0.20	0.19	0.01	0.03	0.09	0.26	0.38	-0.01	0.20	-0.04	-0.05	-0.05	0.20	-0.04	0.25	0.02	-0.07	0.07	0.01	-0.06	0.08	-0.16	0.05	-0.18	-0.19	-0.10	0.04	0.28
CBOE	-0.13	0.02	0.01	0.09	0.17	1.00	0.47	-0.07	-0.08	0.20	0.11	0.20	0.23	0.03	0.19	0.19	-0.00	0.12	-0.02	0.27	0.12	-0.04	-0.02	0.04	0.26	0.28	-0.15	0.16	-0.13	-0.08	-0.14	0.23	-0.04	0.17	-0.09	-0.19	0.09	-0.13	-0.08	-0.04	-0.13	-0.04	-0.21	-0.21	-0.13	-0.04	0.27
CME	-0.04	-0.00	0.02	0.12	0.17	0.47	1.00	-0.07	-0.03	0.23	0.15	0.25	0.24	0.01	0.27	0.26	0.07	0.21	0.07	0.30	0.17	-0.03	0.05	0.05	0.32	0.29	-0.08	0.25	-0.07	-0.04	-0.11	0.29	0.01	0.32	-0.05	-0.17	0.15	0.02	0.01	0.00	-0.07	0.03	-0.15	-0.13	-0.01	0.04	0.34
FSLR	0.34	0.13	0.23	0.06	0.04	-0.07	-0.07	1.00	0.21	-0.03	0.02	-0.05	-0.08	0.16	0.01	0.04	0.06	-0.01	0.17	-0.11	-0.00	0.15	0.10	0.11	-0.06	-0.04	0.29	-0.06	0.24	0.22	0.25	-0.06	0.09	-0.09	0.22	0.27	0.06	0.24	0.22	0.11	0.12	0.20	0.21	0.24	0.38	0.27	0.19
TPL	0.29	0.09	0.20	0.01	0.03	-0.08	-0.03	0.21	1.00	0.07	0.08	0.05	-0.00	0.16	-0.01	0.02	0.06	0.06	0.48	0.07	0.06	0.08	0.08	0.16	0.10	-0.00	0.24	0.07	0.26	0.17	0.17	0.07	0.12	0.11	0.20	0.23	0.06	0.22	0.24	0.18	0.21	0.26	0.15	0.18	0.31	0.27	0.31
MCK	0.12	0.01	0.04	0.10	0.11	0.20	0.23	-0.03	0.07	1.00	0.24	0.72	0.16	0.04	0.19	0.20	0.18	0.19	0.10	0.29	0.19	0.05	0.05	0.15	0.36	0.24	-0.01	0.27	0.03	0.00	-0.07	0.26	0.05	0.33	-0.02	-0.07	0.20	-0.03	0.03	0.15	0.02	0.17	-0.02	-0.03	0.08	0.05	0.45
ABBV	0.20	0.17	0.08	0.20	0.24	0.11	0.15	0.02	0.08	0.24	1.00	0.25	0.10	0.06	0.26	0.22	0.31	0.24	0.15	0.19	0.17	0.03	-0.01	0.16	0.25	0.28	0.17	0.26	-0.04	0.12	-0.01	0.26	0.06	0.23	0.12	0.03	0.14	0.05	0.03	0.15	-0.01	0.09	-0.02	-0.01	0.06	0.20	0.39
COR	0.07	0.00	0.10	0.15	0.19	0.20	0.25	-0.05	0.05	0.72	0.25	1.00	0.18	0.03	0.19	0.22	0.19	0.22	0.08	0.25	0.17	0.06	0.00	0.16	0.29	0.31	0.01	0.28	-0.01	-0.07	-0.09	0.21	0.01	0.34	-0.02	-0.11	0.14	-0.04	-0.01	0.10	-0.05	0.11	-0.07	-0.05	0.08	0.08	0.44
KR	-0.07	0.03	0.08	0.23	0.31	0.23	0.24	-0.08	-0.00	0.16	0.10	0.18	1.00	-0.01	0.34	0.26	-0.03	0.22	0.06	0.23	0.31	-0.08	-0.02	0.20	0.26	0.34	-0.08	0.26	-0.06	-0.09	-0.15	0.22	-0.03	0.30	-0.08	-0.16	0.30	-0.06	-0.07	0.04	-0.11	0.01	-0.21	-0.16	-0.05	-0.06	0.36
TKO	0.31	0.16	0.10	0.07	0.09	0.03	0.01	0.16	0.16	0.04	0.06	0.03	-0.01	1.00	0.03	0.10	0.09	0.04	0.20	0.03	0.10	0.29	0.28	0.19	0.09	-0.01	0.20	0.08	0.22	0.23	0.19	0.15	0.18	0.07	0.27	0.14	0.11	0.22	0.25	0.22	0.22	0.31	0.18	0.19	0.26	0.25	0.35
MO	0.00	0.06	0.11	0.31	0.33	0.19	0.27	0.01	-0.01	0.19	0.26	0.19	0.34	0.03	1.00	0.62	0.01	0.24	0.09	0.26	0.25	-0.00	-0.02	0.13	0.31	0.43	0.02	0.27	-0.05	-0.08	-0.04	0.24	-0.07	0.32	0.00	-0.14	0.19	-0.02	-0.09	0.10	-0.12	-0.01	-0.21	-0.16	-0.03	0.05	0.35
PM	0.08	0.12	0.17	0.25	0.31	0.19	0.26	0.04	0.02	0.20	0.22	0.22	0.26	0.10	0.62	1.00	0.10	0.21	0.10	0.26	0.25	0.06	0.05	0.18	0.29	0.35	0.01	0.26	0.00	-0.02	-0.03	0.25	-0.00	0.32	0.09	-0.10	0.22	-0.02	0.02	0.13	-0.03	0.10	-0.13	-0.08	0.01	0.09	0.43
LLY	0.34	0.11	0.10	0.02	-0.01	-0.00	0.07	0.06	0.06	0.18	0.31	0.19	-0.03	0.09	0.01	0.10	1.00	0.15	0.13	0.14	0.20	0.12	0.14	0.19	0.12	0.03	0.19	0.16	0.14	0.21	0.13	0.21	0.25	0.19	0.25	0.21	0.26	0.18	0.13	0.22	0.23	0.21	0.24	0.20	0.24	0.19	0.46
AZO	0.19	0.08	0.14	0.18	0.20	0.12	0.21	-0.01	0.06	0.19	0.24	0.22	0.22	0.04	0.24	0.21	0.15	1.00	0.02	0.24	0.25	0.12	0.06	0.24	0.26	0.24	0.08	0.75	-0.00	0.07	0.03	0.26	0.08	0.37	0.12	-0.03	0.28	0.01	0.10	0.24	0.04	0.18	-0.00	0.03	0.05	0.22	0.39
TRGP	0.27	0.07	0.21	0.01	0.12	-0.02	0.07	0.17	0.48	0.10	0.15	0.08	0.06	0.20	0.09	0.10	0.13	0.02	1.00	0.13	0.16	0.14	0.14	0.13	0.18	0.10	0.17	0.07	0.33	0.12	0.17	0.09	0.16	0.20	0.21	0.20	0.12	0.26	0.22	0.20	0.23	0.28	0.18	0.14	0.32	0.22	0.36
PGR	0.08	0.02	-0.02	0.19	0.20	0.27	0.30	-0.11	0.07	0.29	0.19	0.25	0.23	0.03	0.26	0.26	0.14	0.24	0.13	1.00	0.23	0.01	0.10	0.11	0.58	0.28	-0.06	0.33	0.03	-0.02	-0.09	0.51	0.06	0.39	0.06	-0.10	0.25	-0.02	0.05	0.23	0.03	0.14	-0.09	-0.06	0.02	0.13	0.45
WMT	0.23	0.05	0.14	0.19	0.19	0.12	0.17	-0.00	0.06	0.19	0.17	0.17	0.31	0.10	0.25	0.25	0.20	0.25	0.16	0.23	1.00	0.10	0.18	0.22	0.20	0.21	0.13	0.31	0.11	0.10	0.15	0.25	0.15	0.31	0.15	0.04	0.56	0.10	0.10	0.19	0.06	0.18	0.01	0.04	0.10	0.18	0.46
TTWO	0.40	0.11	0.21	0.07	0.01	-0.04	-0.03	0.15	0.08	0.05	0.03	0.06	-0.08	0.29	-0.00	0.06	0.12	0.12	0.14	0.01	0.10	1.00	0.33	0.20	0.02	-0.09	0.19	0.12	0.18	0.29	0.28	0.10	0.35	0.12	0.29	0.23	0.16	0.32	0.34	0.32	0.36	0.24	0.28	0.29	0.28	0.30	0.33
NFLX	0.45	0.12	0.11	0.00	0.03	-0.02	0.05	0.10	0.08	0.05	-0.01	0.00	-0.02	0.28	-0.02	0.05	0.14	0.06	0.14	0.10	0.18	0.33	1.00	0.11	0.01	-0.14	0.16	0.09	0.25	0.30	0.28	0.09	0.33	0.12	0.25	0.29	0.29	0.35	0.35	0.30	0.37	0.32	0.37	0.37	0.25	0.23	0.36
DPZ	0.31	0.15	0.15	0.16	0.09	0.04	0.05	0.11	0.16	0.15	0.16	0.16	0.20	0.19	0.13	0.18	0.19	0.24	0.13	0.11	0.22	0.20	0.11	1.00	0.16	0.11	0.22	0.24	0.12	0.25	0.15	0.19	0.15	0.23	0.27	0.13	0.27	0.14	0.22	0.29	0.20	0.21	0.13	0.11	0.19	0.28	0.43
WRB	0.13	0.09	-0.01	0.22	0.26	0.26	0.32	-0.06	0.10	0.36	0.25	0.29	0.26	0.09	0.31	0.29	0.12	0.26	0.18	0.58	0.20	0.02	0.01	0.16	1.00	0.39	0.01	0.33	0.00	0.01	-0.06	0.53	0.04	0.37	0.14	-0.13	0.24	0.02	0.07	0.22	0.02	0.17	-0.10	-0.08	0.05	0.18	0.44
ED	-0.07	0.06	0.19	0.32	0.38	0.28	0.29	-0.04	-0.00	0.24	0.28	0.31	0.34	-0.01	0.43	0.35	0.03	0.24	0.10	0.28	0.21	-0.09	-0.14	0.11	0.39	1.00	-0.05	0.27	-0.08	-0.09	-0.14	0.30	-0.12	0.39	-0.08	-0.17	0.13	-0.16	-0.13	0.07	-0.24	-0.03	-0.29	-0.28	-0.07	0.03	0.31
WSM	0.52	0.17	0.16	0.08	-0.01	-0.15	-0.08	0.29	0.24	-0.01	0.17	0.01	-0.08	0.20	0.02	0.01	0.19	0.08	0.17	-0.06	0.13	0.19	0.16	0.22	0.01	-0.05	1.00	0.06	0.29	0.27	0.25	0.07	0.20	0.03	0.37	0.32	0.18	0.27	0.28	0.35	0.21	0.30	0.29	0.31	0.39	0.40	0.32
ORLY	0.19	0.09	0.10	0.20	0.20	0.16	0.25	-0.06	0.07	0.27	0.26	0.28	0.26	0.08	0.27	0.26	0.16	0.75	0.07	0.33	0.31	0.12	0.09	0.24	0.33	0.27	0.06	1.00	-0.02	0.09	-0.01	0.34	0.13	0.44	0.10	-0.09	0.30	0.01	0.09	0.30	0.09	0.16	-0.05	-0.01	0.03	0.22	0.44
VST	0.43	0.07	0.18	-0.10	-0.04	-0.13	-0.07	0.24	0.26	0.03	-0.04	-0.01	-0.06	0.22	-0.05	0.00	0.14	-0.00	0.33	0.03	0.11	0.18	0.25	0.12	0.00	-0.08	0.29	-0.02	1.00	0.20	0.25	0.03	0.22	0.03	0.26	0.36	0.17	0.33	0.42	0.19	0.41	0.46	0.42	0.39	0.53	0.22	0.30
UBER	0.46	0.27	0.09	-0.00	-0.05	-0.08	-0.04	0.22	0.17	0.00	0.12	-0.07	-0.09	0.23	-0.08	-0.02	0.21	0.07	0.12	-0.02	0.10	0.29	0.30	0.25	0.01	-0.09	0.27	0.09	0.20	1.00	0.22	0.13	0.29	0.07	0.33	0.34	0.20	0.37	0.34	0.30	0.37	0.24	0.32	0.29	0.33	0.30	0.29
TSLA	0.55	0.13	0.15	0.04	-0.05	-0.14	-0.11	0.25	0.17	-0.07	-0.01	-0.09	-0.15	0.19	-0.04	-0.03	0.13	0.03	0.17	-0.09	0.15	0.28	0.28	0.15	-0.06	-0.14	0.25	-0.01	0.25	0.22	1.00	-0.03	0.28	0.03	0.30	0.33	0.19	0.44	0.30	0.24	0.34	0.31	0.35	0.38	0.32	0.37	0.21
AJG	0.19	0.07	0.06	0.20	0.20	0.23	0.29	-0.06	0.07	0.26	0.26	0.21	0.22	0.15	0.24	0.25	0.21	0.26	0.09	0.51	0.25	0.10	0.09	0.19	0.53	0.30	0.07	0.34	0.03	0.13	-0.03	1.00	0.14	0.41	0.16	-0.03	0.27	0.11	0.17	0.32	0.07	0.20	-0.07	-0.03	0.09	0.26	0.48
PANW	0.47	0.11	0.06	-0.05	-0.04	-0.04	0.01	0.09	0.12	0.05	0.06	0.01	-0.03	0.18	-0.07	-0.00	0.25	0.08	0.16	0.06	0.15	0.35	0.33	0.15	0.04	-0.12	0.20	0.13	0.22	0.29	0.28	0.14	1.00	0.18	0.27	0.27	0.26	0.44	0.41	0.36	0.66	0.25	0.35	0.40	0.33	0.30	0.35
RSG	0.20	0.10	0.12	0.24	0.25	0.17	0.32	-0.09	0.11	0.33	0.23	0.34	0.30	0.07	0.32	0.32	0.19	0.37	0.20	0.39	0.31	0.12	0.12	0.23	0.37	0.39	0.03	0.44	0.03	0.07	0.03	0.41	0.18	1.00	0.13	-0.07	0.37	0.03	0.15	0.31	0.08	0.19	-0.03	-0.02	0.11	0.20	0.55
RCL	0.53	0.10	0.08	0.10	0.02	-0.09	-0.05	0.22	0.20	-0.02	0.12	-0.02	-0.08	0.27	0.00	0.09	0.25	0.12	0.21	0.06	0.15	0.29	0.25	0.27	0.14	-0.08	0.37	0.10	0.26	0.33	0.30	0.16	0.27	0.13	1.00	0.28	0.23	0.30	0.38	0.35	0.30	0.39	0.33	0.29	0.39	0.45	0.35
SMCI	0.48	0.09	0.13	-0.09	-0.07	-0.19	-0.17	0.27	0.23	-0.07	0.03	-0.11	-0.16	0.14	-0.14	-0.10	0.21	-0.03	0.20	-0.10	0.04	0.23	0.29	0.13	-0.13	-0.17	0.32	-0.09	0.36	0.34	0.33	-0.03	0.27	-0.07	0.28	1.00	0.13	0.40	0.30	0.25	0.37	0.28	0.54	0.49	0.41	0.28	0.25
COST	0.39	0.07	0.09	0.19	0.07	0.09	0.15	0.06	0.06	0.20	0.14	0.14	0.30	0.11	0.19	0.22	0.26	0.28	0.12	0.25	0.56	0.16	0.29	0.27	0.24	0.13	0.18	0.30	0.17	0.20	0.19	0.27	0.26	0.37	0.23	0.13	1.00	0.21	0.23	0.32	0.23	0.26	0.17	0.22	0.18	0.25	0.52
PLTR	0.57	0.14	0.14	-0.06	0.01	-0.13	0.02	0.24	0.22	-0.03	0.05	-0.04	-0.06	0.22	-0.02	-0.02	0.18	0.01	0.26	-0.02	0.10	0.32	0.35	0.14	0.02	-0.16	0.27	0.01	0.33	0.37	0.44	0.11	0.44	0.03	0.30	0.40	0.21	1.00	0.54	0.34	0.52	0.34	0.43	0.46	0.42	0.35	0.35
AXON	0.51	0.10	0.13	-0.01	-0.06	-0.08	0.01	0.22	0.24	0.03	0.03	-0.01	-0.07	0.25	-0.09	0.02	0.13	0.10	0.22	0.05	0.10	0.34	0.35	0.22	0.07	-0.13	0.28	0.09	0.42	0.34	0.30	0.17	0.41	0.15	0.38	0.30	0.23	0.54	1.00	0.33	0.51	0.46	0.39	0.42	0.46	0.40	0.38
CPRT	0.50	0.11	0.13	0.16	0.08	-0.04	0.00	0.11	0.18	0.15	0.15	0.10	0.04	0.22	0.10	0.13	0.22	0.24	0.20	0.23	0.19	0.32	0.30	0.29	0.22	0.07	0.35	0.30	0.19	0.30	0.24	0.32	0.36	0.31	0.35	0.25	0.32	0.34	0.33	1.00	0.35	0.27	0.23	0.28	0.29	0.42	0.48
CRWD	0.55	0.17	0.11	-0.12	-0.16	-0.13	-0.07	0.12	0.21	0.02	-0.01	-0.05	-0.11	0.22	-0.12	-0.03	0.23	0.04	0.23	0.03	0.06	0.36	0.37	0.20	0.02	-0.24	0.21	0.09	0.41	0.37	0.34	0.07	0.66	0.08	0.30	0.37	0.23	0.52	0.51	0.35	1.00	0.32	0.47	0.51	0.41	0.29	0.34
HWM	0.54	0.17	0.15	0.04	0.05	-0.04	0.03	0.20	0.26	0.17	0.09	0.11	0.01	0.31	-0.01	0.10	0.21	0.18	0.28	0.14	0.18	0.24	0.32	0.21	0.17	-0.03	0.30	0.16	0.46	0.24	0.31	0.20	0.25	0.19	0.39	0.28	0.26	0.34	0.46	0.27	0.32	1.00	0.39	0.38	0.55	0.39	0.46
NVDA	0.64	0.10	0.07	-0.14	-0.18	-0.21	-0.15	0.21	0.15	-0.02	-0.02	-0.07	-0.21	0.18	-0.21	-0.13	0.24	-0.00	0.18	-0.09	0.01	0.28	0.37	0.13	-0.10	-0.29	0.29	-0.05	0.42	0.32	0.35	-0.07	0.35	-0.03	0.33	0.54	0.17	0.43	0.39	0.23	0.47	0.39	1.00	0.64	0.46	0.29	0.27
AVGO	0.64	0.19	0.15	-0.09	-0.19	-0.21	-0.13	0.24	0.18	-0.03	-0.01	-0.05	-0.16	0.19	-0.16	-0.08	0.20	0.03	0.14	-0.06	0.04	0.29	0.37	0.11	-0.08	-0.28	0.31	-0.01	0.39	0.29	0.38	-0.03	0.40	-0.02	0.29	0.49	0.22	0.46	0.42	0.28	0.51	0.38	0.64	1.00	0.51	0.30	0.28
PWR	0.59	0.16	0.24	0.01	-0.10	-0.13	-0.01	0.38	0.31	0.08	0.06	0.08	-0.05	0.26	-0.03	0.01	0.24	0.05	0.32	0.02	0.10	0.28	0.25	0.19	0.05	-0.07	0.39	0.03	0.53	0.33	0.32	0.09	0.33	0.11	0.39	0.41	0.18	0.42	0.46	0.29	0.41	0.55	0.46	0.51	1.00	0.40	0.42
GRMN	0.63	0.18	0.17	0.21	0.04	-0.04	0.04	0.27	0.27	0.05	0.20	0.08	-0.06	0.25	0.05	0.09	0.19	0.22	0.22	0.13	0.18	0.30	0.23	0.28	0.18	0.03	0.40	0.22	0.22	0.30	0.37	0.26	0.30	0.20	0.45	0.28	0.25	0.35	0.40	0.42	0.29	0.39	0.29	0.30	0.40	1.00	0.44
Portfolio	0.58	0.21	0.30	0.31	0.28	0.27	0.34	0.19	0.31	0.45	0.39	0.44	0.36	0.35	0.35	0.43	0.46	0.39	0.36	0.45	0.46	0.33	0.36	0.43	0.44	0.31	0.32	0.44	0.30	0.29	0.21	0.48	0.35	0.55	0.35	0.25	0.52	0.35	0.38	0.48	0.34	0.46	0.27	0.28	0.42	0.44	1.00

The correlation results are calculated based on daily price changes starting from Sep 13, 2023

Candidate (4/29/25)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table