S managed account (1/11/2025)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
S managed account (1/11/2025)
Last updated Apr 26, 2025
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S managed account (1/11/2025), 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.
S managed account (1/11/2025)
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VIGI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -3.27% | -4.87% | 9.44% | 14.30% | 10.11% |
| S managed account (1/11/2025) | -2.68% | -1.80% | -2.42% | 10.54% | 15.98% | N/A |
| Portfolio components: | ||||||
VMATX | -2.50% | -1.11% | -1.95% | 1.24% | 0.62% | N/A |
VB Vanguard Small-Cap ETF | -10.25% | -5.60% | -8.46% | 1.18% | 13.09% | 7.36% |
QQQ Invesco QQQ | -7.43% | -2.44% | -4.30% | 12.01% | 17.83% | 16.64% |
NVDA NVIDIA Corporation | -17.33% | -2.42% | -21.56% | 34.39% | 72.31% | 70.63% |
SWVXX Schwab Value Advantage Money Fund | 1.03% | 0.33% | 2.00% | 4.64% | 2.54% | 1.74% |
VSS | 4.02% | 1.07% | 0.90% | 7.95% | 10.08% | N/A |
JPM JPMorgan Chase & Co. | 2.76% | -2.38% | 10.80% | 28.87% | 25.14% | 17.76% |
VWLUX | -2.36% | -1.29% | -1.94% | 1.36% | 1.06% | N/A |
VIGI Vanguard International Dividend Appreciation ETF | 6.87% | 1.52% | 0.94% | 10.40% | 9.92% | N/A |
XLY | -11.68% | -2.77% | -1.14% | 14.35% | 12.82% | N/A |
PIMIX PIMCO Income Fund Institutional Class | 2.62% | 0.14% | 3.45% | 9.32% | 4.87% | 4.34% |
MSFT Microsoft Corporation | -6.85% | 0.48% | -8.11% | -1.05% | 18.49% | 24.96% |
EFG iShares MSCI EAFE Growth ETF | 6.73% | 1.50% | 1.61% | 5.94% | 8.11% | 5.10% |
AAPL Apple Inc | -16.34% | -5.53% | -9.36% | 23.77% | 24.83% | 21.84% |
XLV | 0.74% | -4.62% | -6.31% | 0.26% | 8.25% | N/A |
VFH Vanguard Financials ETF | -2.03% | -4.73% | 2.58% | 18.48% | 19.43% | 11.17% |
XLE | -3.07% | -12.15% | -6.73% | -11.93% | 23.81% | N/A |
ABBNY ABB Ltd | -1.28% | -3.06% | -5.02% | 9.72% | 28.91% | 13.64% |
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 21.07% | 5.65% | 10.84% | 31.52% | 10.77% | 7.92% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -16.08% | -4.84% | -18.27% | 22.57% | 27.81% | 24.04% |
SCZ iShares MSCI EAFE Small-Cap ETF | 8.51% | 1.68% | 5.78% | 12.06% | 9.55% | 5.09% |
VEA Vanguard FTSE Developed Markets ETF | 10.15% | 1.27% | 5.84% | 11.52% | 11.87% | 5.34% |
MS Morgan Stanley | -7.11% | -5.07% | 0.71% | 29.50% | 28.98% | 15.21% |
ADM Archer-Daniels-Midland Company | -3.42% | 2.51% | -12.92% | -17.91% | 8.95% | 2.83% |
CWEN Clearway Energy, Inc. | 13.09% | -4.33% | 14.78% | 33.15% | 12.98% | N/A |
VISTX | 1.84% | 0.47% | 2.56% | 6.62% | 1.90% | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of S managed account (1/11/2025), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.89% | -0.66% | -3.36% | -0.50% | -2.68% | ||||||||
| 2024 | 0.90% | 4.60% | 3.58% | -2.69% | 4.98% | 2.26% | 1.93% | 1.60% | 1.23% | -0.60% | 4.14% | -2.52% | 20.81% |
| 2023 | 8.17% | -0.75% | 3.44% | 1.12% | 1.54% | 4.75% | 3.12% | -2.03% | -4.20% | -2.63% | 8.54% | 5.05% | 28.32% |
| 2022 | -4.52% | -1.59% | 1.03% | -8.00% | 1.20% | -7.60% | 7.56% | -4.17% | -7.88% | 5.28% | 7.81% | -4.23% | -15.73% |
| 2021 | 0.80% | 2.39% | 1.46% | 3.76% | 1.74% | 2.47% | 0.67% | 2.51% | -2.99% | 5.11% | 0.76% | 1.31% | 21.68% |
| 2020 | -0.28% | -3.86% | -10.31% | 8.40% | 5.43% | 3.46% | 5.22% | 5.49% | -2.23% | -1.37% | 9.11% | 4.27% | 23.81% |
| 2019 | 5.34% | 2.45% | 2.11% | 3.55% | -5.65% | 5.69% | 0.96% | -1.05% | 1.77% | 3.44% | 2.84% | 3.51% | 27.37% |
| 2018 | 4.78% | -2.50% | -1.10% | 0.08% | 2.38% | -0.77% | 2.63% | 2.66% | -0.36% | -6.75% | -0.43% | -5.40% | -5.27% |
| 2017 | 2.38% | 1.72% | 1.20% | 1.04% | 3.17% | 0.67% | 2.28% | 0.89% | 1.63% | 3.11% | 0.98% | 0.99% | 21.97% |
| 2016 | 3.10% | 0.96% | 2.87% | -0.06% | 4.81% | 1.06% | 1.64% | -1.23% | 3.08% | 2.86% | 20.65% |
Expense Ratio
S managed account (1/11/2025) has an expense ratio of 0.12%, 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.
QQQ
Invesco QQQQQQ: 0.20%
VB: 0.05%
PIMIX: 0.62%
GLTR: 0.60%
EFG: 0.40%
VIGI: 0.15%
VFH: 0.10%
SCZ: 0.40%
VEA: 0.05%
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of S managed account (1/11/2025) is 63, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio: 0.72
^GSPC: 0.46
Portfolio: 1.08
^GSPC: 0.77
Portfolio: 1.15
^GSPC: 1.11
Portfolio: 0.71
^GSPC: 0.47
Portfolio: 2.98
^GSPC: 1.94
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VMATX | 0.20 | 0.30 | 1.05 | 0.16 | 0.67 |
VB Vanguard Small-Cap ETF | 0.03 | 0.20 | 1.03 | 0.03 | 0.09 |
QQQ Invesco QQQ | 0.41 | 0.74 | 1.10 | 0.45 | 1.55 |
NVDA NVIDIA Corporation | 0.45 | 1.00 | 1.13 | 0.72 | 1.88 |
SWVXX Schwab Value Advantage Money Fund | 3.56 | — | — | — | — |
VSS | 0.43 | 0.70 | 1.09 | 0.39 | 1.43 |
JPM JPMorgan Chase & Co. | 1.01 | 1.52 | 1.22 | 1.18 | 4.13 |
VWLUX | 0.23 | 0.33 | 1.06 | 0.20 | 0.77 |
VIGI Vanguard International Dividend Appreciation ETF | 0.65 | 1.01 | 1.14 | 0.68 | 1.94 |
XLY | 0.53 | 0.92 | 1.12 | 0.51 | 1.63 |
PIMIX PIMCO Income Fund Institutional Class | 2.18 | 3.34 | 1.45 | 3.18 | 9.56 |
MSFT Microsoft Corporation | -0.11 | 0.01 | 1.00 | -0.12 | -0.27 |
EFG iShares MSCI EAFE Growth ETF | 0.26 | 0.51 | 1.07 | 0.29 | 0.86 |
AAPL Apple Inc | 0.74 | 1.23 | 1.18 | 0.73 | 2.73 |
XLV | 0.02 | 0.12 | 1.02 | 0.02 | 0.04 |
VFH Vanguard Financials ETF | 0.89 | 1.33 | 1.20 | 1.08 | 4.17 |
XLE | -0.44 | -0.44 | 0.94 | -0.55 | -1.49 |
ABBNY ABB Ltd | 0.34 | 0.61 | 1.08 | 0.43 | 1.35 |
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 1.63 | 2.22 | 1.28 | 3.09 | 7.07 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.46 | 0.93 | 1.12 | 0.57 | 1.63 |
SCZ iShares MSCI EAFE Small-Cap ETF | 0.65 | 1.02 | 1.14 | 0.56 | 2.15 |
VEA Vanguard FTSE Developed Markets ETF | 0.62 | 0.99 | 1.13 | 0.80 | 2.38 |
MS Morgan Stanley | 0.87 | 1.36 | 1.20 | 1.00 | 3.34 |
ADM Archer-Daniels-Midland Company | -0.62 | -0.72 | 0.91 | -0.31 | -0.97 |
CWEN Clearway Energy, Inc. | 1.04 | 1.52 | 1.21 | 0.86 | 3.64 |
VISTX | 4.09 | 6.84 | 2.04 | 9.58 | 26.27 |
S managed account (1/11/2025)
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
S managed account (1/11/2025) provided a 2.16% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.16% | 2.09% | 2.06% | 1.95% | 1.82% | 1.71% | 2.15% | 2.24% | 1.95% | 2.08% | 2.13% | 2.06% |
| Portfolio components: | ||||||||||||
VMATX | 3.58% | 3.40% | 3.07% | 2.69% | 2.26% | 2.47% | 2.81% | 3.07% | 2.92% | 3.06% | 3.06% | 3.16% |
VB Vanguard Small-Cap ETF | 1.57% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
QQQ Invesco QQQ | 0.63% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
NVDA NVIDIA Corporation | 0.04% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
SWVXX Schwab Value Advantage Money Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSS | 3.31% | 3.44% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% |
JPM JPMorgan Chase & Co. | 2.07% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
VWLUX | 3.65% | 3.48% | 3.17% | 2.99% | 2.63% | 2.85% | 3.23% | 3.54% | 3.55% | 3.75% | 3.73% | 3.88% |
VIGI Vanguard International Dividend Appreciation ETF | 1.92% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% |
XLY | 0.90% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
PIMIX PIMCO Income Fund Institutional Class | 6.21% | 6.27% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% |
MSFT Microsoft Corporation | 0.81% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
EFG iShares MSCI EAFE Growth ETF | 1.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% |
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% |
XLV | 1.69% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% | 1.35% |
VFH Vanguard Financials ETF | 1.89% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% |
XLE | 3.47% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
ABBNY ABB Ltd | 1.89% | 1.85% | 2.07% | 2.79% | 2.31% | 2.79% | 3.34% | 4.38% | 2.84% | 3.65% | 4.40% | 3.73% |
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.50% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.23% | 3.50% | 2.96% | 1.99% | 2.96% | 1.52% | 3.52% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% |
VEA Vanguard FTSE Developed Markets ETF | 2.98% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
MS Morgan Stanley | 3.12% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
ADM Archer-Daniels-Midland Company | 4.17% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
CWEN Clearway Energy, Inc. | 5.81% | 6.36% | 5.62% | 4.48% | 3.69% | 3.29% | 4.01% | 7.29% | 5.81% | 5.98% | 4.23% | 0.00% |
VISTX | 4.63% | 4.67% | 3.91% | 1.75% | 1.07% | 1.98% | 2.71% | 2.33% | 1.78% | 1.43% | 0.33% | 0.00% |
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.
S managed account (1/11/2025)
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the S managed account (1/11/2025). 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 S managed account (1/11/2025) was 26.71%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current S managed account (1/11/2025) drawdown is 6.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -23.25% | Jan 5, 2022 | 196 | Oct 14, 2022 | 186 | Jul 12, 2023 | 382 |
| -15.84% | Aug 30, 2018 | 80 | Dec 24, 2018 | 129 | Jul 1, 2019 | 209 |
| -13.75% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -9.59% | Jul 20, 2023 | 72 | Oct 27, 2023 | 30 | Dec 8, 2023 | 102 |
Volatility
Volatility Chart
The current S managed account (1/11/2025) volatility is 9.17%, 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.
S managed account (1/11/2025)
Benchmark (^GSPC)
Portfolio components
Diversification
Diversification Metrics
Number of Effective Assets
Effective Assets: 16.99
The portfolio contains 26 assets, with an effective number of assets of 16.99, 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.
| ^GSPC | SWVXX | VISTX | VWLUX | VMATX | GLTR | PIMIX | CWEN | ADM | XLE | NVDA | TSM | AAPL | XLV | MSFT | JPM | ABBNY | MS | VFH | XLY | QQQ | VB | SCZ | VIGI | EFG | VSS | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | -0.02 | -0.02 | -0.02 | 0.15 | 0.30 | 0.39 | 0.44 | 0.49 | 0.64 | 0.60 | 0.69 | 0.70 | 0.75 | 0.62 | 0.59 | 0.65 | 0.75 | 0.86 | 0.90 | 0.86 | 0.75 | 0.77 | 0.79 | 0.77 | 0.80 | 0.94 |
| SWVXX | 0.03 | 1.00 | 0.03 | 0.02 | 0.03 | 0.02 | 0.02 | 0.01 | 0.01 | -0.00 | -0.00 | -0.01 | 0.01 | 0.04 | 0.01 | 0.05 | -0.00 | 0.05 | 0.04 | 0.02 | 0.02 | 0.03 | 0.00 | 0.00 | 0.00 | 0.01 | 0.01 | 0.02 |
| VISTX | -0.02 | 0.03 | 1.00 | 0.41 | 0.42 | 0.27 | 0.52 | 0.11 | -0.04 | -0.11 | -0.03 | -0.05 | 0.01 | 0.01 | -0.01 | -0.15 | -0.00 | -0.13 | -0.11 | 0.00 | 0.00 | -0.02 | 0.07 | 0.08 | 0.07 | 0.07 | 0.04 | 0.01 |
| VWLUX | -0.02 | 0.02 | 0.41 | 1.00 | 0.92 | 0.15 | 0.42 | 0.08 | -0.09 | -0.12 | 0.03 | -0.02 | 0.01 | -0.00 | 0.01 | -0.18 | -0.01 | -0.14 | -0.13 | 0.00 | 0.02 | -0.03 | 0.03 | 0.05 | 0.04 | 0.03 | -0.00 | 0.03 |
| VMATX | -0.02 | 0.03 | 0.42 | 0.92 | 1.00 | 0.17 | 0.41 | 0.08 | -0.09 | -0.12 | 0.03 | -0.01 | 0.02 | -0.01 | 0.01 | -0.19 | -0.01 | -0.15 | -0.14 | 0.00 | 0.02 | -0.03 | 0.01 | 0.04 | 0.04 | 0.02 | -0.01 | 0.03 |
| GLTR | 0.15 | 0.02 | 0.27 | 0.15 | 0.17 | 1.00 | 0.27 | 0.15 | 0.10 | 0.17 | 0.08 | 0.15 | 0.09 | 0.11 | 0.10 | 0.02 | 0.23 | 0.04 | 0.05 | 0.13 | 0.14 | 0.16 | 0.32 | 0.32 | 0.29 | 0.38 | 0.32 | 0.23 |
| PIMIX | 0.30 | 0.02 | 0.52 | 0.42 | 0.41 | 0.27 | 1.00 | 0.27 | 0.15 | 0.13 | 0.17 | 0.19 | 0.23 | 0.24 | 0.20 | 0.13 | 0.26 | 0.18 | 0.20 | 0.30 | 0.27 | 0.31 | 0.40 | 0.39 | 0.38 | 0.41 | 0.38 | 0.35 |
| CWEN | 0.39 | 0.01 | 0.11 | 0.08 | 0.08 | 0.15 | 0.27 | 1.00 | 0.29 | 0.27 | 0.21 | 0.23 | 0.22 | 0.33 | 0.26 | 0.24 | 0.28 | 0.28 | 0.34 | 0.36 | 0.31 | 0.46 | 0.38 | 0.37 | 0.37 | 0.40 | 0.39 | 0.40 |
| ADM | 0.44 | 0.01 | -0.04 | -0.09 | -0.09 | 0.10 | 0.15 | 0.29 | 1.00 | 0.51 | 0.15 | 0.20 | 0.23 | 0.38 | 0.21 | 0.45 | 0.34 | 0.43 | 0.52 | 0.35 | 0.27 | 0.48 | 0.41 | 0.39 | 0.36 | 0.42 | 0.44 | 0.42 |
| XLE | 0.49 | -0.00 | -0.11 | -0.12 | -0.12 | 0.17 | 0.13 | 0.27 | 0.51 | 1.00 | 0.21 | 0.28 | 0.25 | 0.33 | 0.21 | 0.52 | 0.40 | 0.52 | 0.58 | 0.37 | 0.30 | 0.58 | 0.47 | 0.44 | 0.40 | 0.52 | 0.52 | 0.51 |
| NVDA | 0.64 | -0.00 | -0.03 | 0.03 | 0.03 | 0.08 | 0.17 | 0.21 | 0.15 | 0.21 | 1.00 | 0.62 | 0.53 | 0.35 | 0.60 | 0.30 | 0.37 | 0.38 | 0.37 | 0.57 | 0.75 | 0.51 | 0.47 | 0.48 | 0.52 | 0.49 | 0.49 | 0.74 |
| TSM | 0.60 | -0.01 | -0.05 | -0.02 | -0.01 | 0.15 | 0.19 | 0.23 | 0.20 | 0.28 | 0.62 | 1.00 | 0.50 | 0.33 | 0.52 | 0.34 | 0.43 | 0.42 | 0.41 | 0.54 | 0.65 | 0.52 | 0.55 | 0.57 | 0.58 | 0.59 | 0.57 | 0.69 |
| AAPL | 0.69 | 0.01 | 0.01 | 0.01 | 0.02 | 0.09 | 0.23 | 0.22 | 0.23 | 0.25 | 0.53 | 0.50 | 1.00 | 0.44 | 0.64 | 0.33 | 0.39 | 0.38 | 0.40 | 0.61 | 0.77 | 0.52 | 0.50 | 0.53 | 0.55 | 0.52 | 0.53 | 0.67 |
| XLV | 0.70 | 0.04 | 0.01 | -0.00 | -0.01 | 0.11 | 0.24 | 0.33 | 0.38 | 0.33 | 0.35 | 0.33 | 0.44 | 1.00 | 0.50 | 0.43 | 0.42 | 0.44 | 0.53 | 0.52 | 0.58 | 0.59 | 0.55 | 0.61 | 0.60 | 0.54 | 0.59 | 0.61 |
| MSFT | 0.75 | 0.01 | -0.01 | 0.01 | 0.01 | 0.10 | 0.20 | 0.26 | 0.21 | 0.21 | 0.60 | 0.52 | 0.64 | 0.50 | 1.00 | 0.33 | 0.41 | 0.38 | 0.41 | 0.65 | 0.84 | 0.53 | 0.51 | 0.57 | 0.60 | 0.53 | 0.55 | 0.71 |
| JPM | 0.62 | 0.05 | -0.15 | -0.18 | -0.19 | 0.02 | 0.13 | 0.24 | 0.45 | 0.52 | 0.30 | 0.34 | 0.33 | 0.43 | 0.33 | 1.00 | 0.46 | 0.78 | 0.89 | 0.51 | 0.42 | 0.63 | 0.50 | 0.47 | 0.47 | 0.51 | 0.55 | 0.62 |
| ABBNY | 0.59 | -0.00 | -0.00 | -0.01 | -0.01 | 0.23 | 0.26 | 0.28 | 0.34 | 0.40 | 0.37 | 0.43 | 0.39 | 0.42 | 0.41 | 0.46 | 1.00 | 0.50 | 0.53 | 0.52 | 0.50 | 0.58 | 0.69 | 0.67 | 0.70 | 0.68 | 0.72 | 0.65 |
| MS | 0.65 | 0.05 | -0.13 | -0.14 | -0.15 | 0.04 | 0.18 | 0.28 | 0.43 | 0.52 | 0.38 | 0.42 | 0.38 | 0.44 | 0.38 | 0.78 | 0.50 | 1.00 | 0.84 | 0.55 | 0.50 | 0.68 | 0.56 | 0.53 | 0.54 | 0.57 | 0.61 | 0.68 |
| VFH | 0.75 | 0.04 | -0.11 | -0.13 | -0.14 | 0.05 | 0.20 | 0.34 | 0.52 | 0.58 | 0.37 | 0.41 | 0.40 | 0.53 | 0.41 | 0.89 | 0.53 | 0.84 | 1.00 | 0.63 | 0.54 | 0.80 | 0.63 | 0.59 | 0.59 | 0.63 | 0.68 | 0.73 |
| XLY | 0.86 | 0.02 | 0.00 | 0.00 | 0.00 | 0.13 | 0.30 | 0.36 | 0.35 | 0.37 | 0.57 | 0.54 | 0.61 | 0.52 | 0.65 | 0.51 | 0.52 | 0.55 | 0.63 | 1.00 | 0.83 | 0.79 | 0.68 | 0.68 | 0.70 | 0.69 | 0.70 | 0.83 |
| QQQ | 0.90 | 0.02 | 0.00 | 0.02 | 0.02 | 0.14 | 0.27 | 0.31 | 0.27 | 0.30 | 0.75 | 0.65 | 0.77 | 0.58 | 0.84 | 0.42 | 0.50 | 0.50 | 0.54 | 0.83 | 1.00 | 0.72 | 0.67 | 0.70 | 0.73 | 0.68 | 0.69 | 0.88 |
| VB | 0.86 | 0.03 | -0.02 | -0.03 | -0.03 | 0.16 | 0.31 | 0.46 | 0.48 | 0.58 | 0.51 | 0.52 | 0.52 | 0.59 | 0.53 | 0.63 | 0.58 | 0.68 | 0.80 | 0.79 | 0.72 | 1.00 | 0.74 | 0.72 | 0.73 | 0.76 | 0.77 | 0.87 |
| SCZ | 0.75 | 0.00 | 0.07 | 0.03 | 0.01 | 0.32 | 0.40 | 0.38 | 0.41 | 0.47 | 0.47 | 0.55 | 0.50 | 0.55 | 0.51 | 0.50 | 0.69 | 0.56 | 0.63 | 0.68 | 0.67 | 0.74 | 1.00 | 0.89 | 0.92 | 0.95 | 0.95 | 0.82 |
| VIGI | 0.77 | 0.00 | 0.08 | 0.05 | 0.04 | 0.32 | 0.39 | 0.37 | 0.39 | 0.44 | 0.48 | 0.57 | 0.53 | 0.61 | 0.57 | 0.47 | 0.67 | 0.53 | 0.59 | 0.68 | 0.70 | 0.72 | 0.89 | 1.00 | 0.94 | 0.90 | 0.93 | 0.82 |
| EFG | 0.79 | 0.00 | 0.07 | 0.04 | 0.04 | 0.29 | 0.38 | 0.37 | 0.36 | 0.40 | 0.52 | 0.58 | 0.55 | 0.60 | 0.60 | 0.47 | 0.70 | 0.54 | 0.59 | 0.70 | 0.73 | 0.73 | 0.92 | 0.94 | 1.00 | 0.90 | 0.95 | 0.84 |
| VSS | 0.77 | 0.01 | 0.07 | 0.03 | 0.02 | 0.38 | 0.41 | 0.40 | 0.42 | 0.52 | 0.49 | 0.59 | 0.52 | 0.54 | 0.53 | 0.51 | 0.68 | 0.57 | 0.63 | 0.69 | 0.68 | 0.76 | 0.95 | 0.90 | 0.90 | 1.00 | 0.95 | 0.84 |
| VEA | 0.80 | 0.01 | 0.04 | -0.00 | -0.01 | 0.32 | 0.38 | 0.39 | 0.44 | 0.52 | 0.49 | 0.57 | 0.53 | 0.59 | 0.55 | 0.55 | 0.72 | 0.61 | 0.68 | 0.70 | 0.69 | 0.77 | 0.95 | 0.93 | 0.95 | 0.95 | 1.00 | 0.85 |
| Portfolio | 0.94 | 0.02 | 0.01 | 0.03 | 0.03 | 0.23 | 0.35 | 0.40 | 0.42 | 0.51 | 0.74 | 0.69 | 0.67 | 0.61 | 0.71 | 0.62 | 0.65 | 0.68 | 0.73 | 0.83 | 0.88 | 0.87 | 0.82 | 0.82 | 0.84 | 0.84 | 0.85 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 3, 2016