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0-NVSek-Hdg-Tst
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

0-NVSek-Hdg-Tst

Last updated Jan 3, 2025

Asset Allocation

GLD 33.14%MSFT 5.22%GOOGL 3%AAPL 2.57%AVGO 2.08%GBTC 2%FI 1.63%ORCL 1.5%NVDA 1.38%ABBV 1.38%UNH 1.37%V 1.25%AMZN 1.22%PM 1.2%MRK 1.15%ADP 1.13%MCK 1.12%META 1.07%SHEL 1.05%JPM 1.03%INTU 1.02%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
2.57%
ABBV
AbbVie Inc.		Healthcare
1.38%
ACM
AECOM		Industrials
0.65%
ADBE
Adobe Inc		Technology
0.93%
ADI
Analog Devices, Inc.		Technology
0.40%
ADP
Automatic Data Processing, Inc.		Industrials
1.13%
ADRNY
Koninklijke Ahold Delhaize NV ADR		Consumer Defensive
0.43%
AEE
Ameren Corporation		Utilities
0.50%
AEP
American Electric Power Company, Inc.		Utilities
0.85%
AFG
American Financial Group, Inc.		Financial Services
0.33%
AMAT
Applied Materials, Inc.		Technology
0.38%
AMZN
Amazon.com, Inc.		Consumer Cyclical
1.22%
AVGO
Broadcom Inc.		Technology
2.08%
AZO
AutoZone, Inc.		Consumer Cyclical
0.93%
BAC
Bank of America Corporation		Financial Services
0.80%
BAH
Booz Allen Hamilton Holding Corporation		Industrials
0.32%
BKNG
Booking Holdings Inc.		Consumer Cyclical
0.62%
CBOE
Cboe Global Markets, Inc.		Financial Services
0.73%
CI
Cigna Corporation		Healthcare
0.63%
CL
Colgate-Palmolive Company		Consumer Defensive
0.35%
CMCSA
0.80%
CMPGY
0.87%
CRM
0.33%
DLB
0.47%
DOX
0.77%
EA
0.57%
EG
0.70%
ETN
0.45%
EXPGY
0.57%
FI
1.63%
FR
0.25%
G
0.70%
GBTC
2%
GEN
0.53%
GILD
0.82%
GLD
33.14%
GOOGL
3%
INTU
1.02%
JPM
1.03%
KO
0.88%
LDOS
0.35%
LHX
0.72%
LLY
0.58%
LMT
0.63%
LULU
0.73%
MA
0.77%
MCK
1.12%
MDT
0.53%
META
1.07%
MMC
0.88%
MRK
1.15%
MSCI
0.40%
MSFT
5.22%
MTB
0.40%
NICE
0.18%
NOW
0.78%
NTAP
0.50%
NVDA
1.38%
NYT
0.60%
ORCL
1.50%
ORLY
0.32%
PAYX
0.30%
PG
0.73%
PGR
0.52%
PM
1.20%
PSA
0.48%
QQQ
0.50%
RELX
0.55%
RGA
0.38%
SHEL
1.05%
SHW
0.70%
SPGI
0.27%
STN
0.42%
TMO
0.18%
TSM
0.30%
UNH
1.37%
V
1.25%
VRTX
0.53%
VZ
0.15%
WMT
0.55%
XOM
0.42%
YUM
0.58%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 0-NVSek-Hdg-Tst, 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.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
21.35%
6.74%
0-NVSek-Hdg-Tst
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.03%-2.37%6.74%26.74%12.96%11.51%
0-NVSek-Hdg-Tst4.14%-0.19%21.34%84.97%36.40%N/A
Portfolio components:
GLD
0.56%-0.48%10.21%28.61%10.81%N/A
MSFT
0.44%-3.22%-9.11%15.92%22.82%N/A
GOOGL
1.32%10.12%0.87%41.13%23.15%N/A
AAPL
Apple Inc		-2.82%0.14%7.76%34.44%27.60%26.30%
AVGO
Broadcom Inc.		0.31%36.71%37.34%124.67%53.62%41.19%
GBTC
5.40%-0.85%55.57%109.45%55.58%N/A
FI
1.53%-3.37%38.58%56.82%12.40%N/A
ORCL
-0.19%-11.62%15.42%64.10%27.34%N/A
NVDA
7.58%-0.45%14.83%201.08%89.92%N/A
ABBV
AbbVie Inc.		1.98%2.70%10.23%16.35%20.45%15.63%
UNH
1.41%-15.69%5.90%-4.47%13.80%N/A
V
-0.36%1.62%16.94%22.23%11.48%N/A
AMZN
Amazon.com, Inc.		2.19%2.76%12.10%55.07%19.08%31.33%
PM
1.39%-5.45%22.17%33.95%13.50%N/A
MRK
-0.34%-1.42%-20.44%-12.96%5.83%N/A
ADP
Automatic Data Processing, Inc.		-0.36%-3.39%25.10%27.58%13.82%15.98%
MCK
1.32%-5.65%-1.52%22.25%34.42%N/A
META
3.27%-1.41%12.18%74.85%23.85%N/A
SHEL
2.98%0.48%-10.14%1.23%5.61%N/A
JPM
1.49%-0.05%19.52%44.43%15.11%N/A
INTU
0.28%-3.73%-5.47%8.04%19.74%N/A
AZO
AutoZone, Inc.		2.09%2.47%16.12%27.82%22.48%18.36%
ADBE
Adobe Inc		-3.17%-19.74%-25.55%-24.07%5.36%19.87%
KO
-0.82%-0.74%-1.75%6.49%5.69%N/A
MMC
-0.54%-8.04%-0.50%11.94%15.31%N/A
CMPGY
0.03%-5.35%21.87%25.08%7.65%N/A
AEP
American Electric Power Company, Inc.		-0.20%-4.36%6.75%14.88%3.40%8.07%
GILD
-1.04%0.64%39.51%12.62%11.52%N/A
BAC
Bank of America Corporation		1.96%-2.83%12.23%35.95%7.79%12.62%
CMCSA
0.37%-11.47%0.24%-9.58%-1.06%N/A
NOW
1.29%-4.39%33.14%59.82%29.88%N/A
MA
-0.99%0.04%16.32%24.92%12.30%N/A
DOX
-1.14%-3.06%8.46%-1.86%5.20%N/A
PG
-1.50%-5.70%1.14%13.85%8.81%N/A
CBOE
Cboe Global Markets, Inc.		-0.08%-7.93%15.76%13.85%11.65%13.01%
LULU
-1.11%10.49%26.85%-23.75%10.22%N/A
LHX
-0.25%-12.78%-5.48%3.14%1.97%N/A
SHW
-1.00%-14.16%14.25%14.74%13.36%N/A
EG
0.74%-3.60%1.68%1.32%8.09%N/A
G
1.35%-3.98%41.22%29.80%1.74%N/A
ACM
AECOM		1.12%-6.02%28.19%22.52%21.00%14.49%
CI
Cigna Corporation		1.65%-14.97%-11.33%-6.83%8.17%11.52%
LMT
-0.85%-6.89%5.49%7.99%5.90%N/A
BKNG
Booking Holdings Inc.		-1.30%-6.32%25.27%44.66%19.12%16.47%
NYT
1.61%-3.13%1.68%14.18%11.00%N/A
LLY
1.29%-5.77%-14.24%28.09%44.72%N/A
YUM
-0.54%-3.42%4.36%5.75%7.55%N/A
EA
-0.01%-12.62%6.06%8.15%6.92%N/A
EXPGY
0.47%-10.41%-8.62%12.47%6.54%N/A
RELX
0.02%-5.29%-1.21%17.68%15.26%N/A
WMT
0.48%-3.67%30.27%74.70%20.05%N/A
GEN
0.44%-13.25%12.64%25.64%15.56%N/A
VRTX
1.10%-12.26%-14.21%-2.17%13.33%N/A
MDT
1.34%-4.30%6.04%-0.26%-3.92%N/A
PGR
1.09%-6.96%15.29%49.55%29.62%N/A
AEE
Ameren Corporation		-0.33%-3.16%28.06%24.35%6.16%10.39%
NTAP
0.74%-9.38%-9.03%37.65%16.77%N/A
QQQ
1.44%-0.73%4.83%31.64%20.15%N/A
PSA
0.34%-9.36%5.58%4.08%11.71%N/A
DLB
0.12%-2.83%-1.24%-6.06%3.76%N/A
ETN
3.23%-9.26%8.61%47.91%31.97%N/A
ADRNY
Koninklijke Ahold Delhaize NV ADR		1.38%-4.20%9.59%16.01%9.61%10.39%
XOM
0.27%-5.62%-3.31%9.01%14.37%N/A
STN
0.94%-9.50%-6.47%1.38%24.13%N/A
ADI
Analog Devices, Inc.		1.37%-0.92%-5.93%17.74%14.84%17.46%
MTB
1.88%-9.60%32.61%45.16%5.97%N/A
MSCI
0.24%-2.35%22.12%8.71%19.34%N/A
AMAT
Applied Materials, Inc.		4.57%-6.13%-29.60%14.79%23.87%23.63%
RGA
2.36%-1.87%8.23%35.41%8.57%N/A
CL
Colgate-Palmolive Company		-0.84%-4.92%-6.17%14.69%8.32%5.33%
LDOS
2.14%-10.62%1.64%37.94%9.68%N/A
AFG
American Financial Group, Inc.		-1.41%-5.52%17.45%20.37%15.03%16.47%
CRM
-0.43%-9.40%27.03%33.24%15.06%N/A
ORLY
1.55%-3.11%17.28%28.68%22.42%N/A
BAH
Booz Allen Hamilton Holding Corporation		2.51%-8.68%-13.06%6.67%14.57%19.61%
PAYX
-0.39%-2.99%20.58%22.12%13.73%N/A
TSM
5.63%4.28%14.16%113.42%31.73%N/A
SPGI
0.31%-3.98%10.61%17.17%13.51%N/A
FR
0.18%-3.48%6.55%-0.39%6.45%N/A
NICE
-0.02%-11.74%-0.81%-12.59%1.45%N/A
TMO
2.27%0.67%-1.36%-0.72%10.79%N/A
VZ
0.68%-5.32%0.70%9.07%-2.57%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 0-NVSek-Hdg-Tst, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.66%19.78%9.08%-7.59%12.77%2.92%-1.81%-0.81%3.49%5.30%11.85%-1.51%77.99%
202312.91%0.27%13.48%1.57%4.86%10.63%3.85%0.74%-5.14%6.46%10.66%6.37%88.25%
2022-12.03%1.95%4.62%-12.57%-6.16%-15.06%10.43%-7.62%-9.44%6.32%3.54%-5.41%-37.09%
20211.55%9.47%7.49%0.76%-13.19%2.97%6.88%6.08%-6.88%21.39%0.03%-8.48%26.28%
20207.53%-4.90%-10.65%15.21%6.88%0.84%10.77%7.62%-6.41%3.68%15.91%13.33%72.38%
20196.01%3.87%3.56%7.24%5.38%13.87%-0.99%-2.67%-2.32%3.87%-0.11%0.22%43.61%
2018-6.82%2.88%-14.65%11.61%-4.68%-8.25%5.76%1.32%-2.64%-8.21%-4.11%-7.42%-32.12%
20173.52%3.33%1.20%2.57%16.84%-3.72%4.39%19.75%-7.32%6.86%18.91%10.88%103.90%
2016-2.00%3.48%4.47%1.34%1.07%4.78%2.72%-0.93%1.09%-1.10%-0.28%2.28%17.97%
20150.31%-1.85%0.25%-2.37%-1.20%7.05%-0.32%0.51%2.11%

Expense Ratio

0-NVSek-Hdg-Tst has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, 0-NVSek-Hdg-Tst is among the top 9% 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 0-NVSek-Hdg-Tst is 9191
Overall Rank
The Sharpe Ratio Rank of 0-NVSek-Hdg-Tst is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of 0-NVSek-Hdg-Tst is 9191
Sortino Ratio Rank
The Omega Ratio Rank of 0-NVSek-Hdg-Tst is 9191
Omega Ratio Rank
The Calmar Ratio Rank of 0-NVSek-Hdg-Tst is 8989
Calmar Ratio Rank
The Martin Ratio Rank of 0-NVSek-Hdg-Tst is 9191
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.

Sharpe ratio
The chart of Sharpe ratio for 0-NVSek-Hdg-Tst, currently valued at 3.12, compared to the broader market-1.000.001.002.003.004.005.003.122.08
The chart of Sortino ratio for 0-NVSek-Hdg-Tst, currently valued at 3.62, compared to the broader market0.002.004.003.622.78
The chart of Omega ratio for 0-NVSek-Hdg-Tst, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.471.38
The chart of Calmar ratio for 0-NVSek-Hdg-Tst, currently valued at 5.08, compared to the broader market0.002.004.006.008.0010.005.083.10
The chart of Martin ratio for 0-NVSek-Hdg-Tst, currently valued at 18.32, compared to the broader market0.0010.0020.0030.0040.0018.3213.27
0-NVSek-Hdg-Tst
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
1.912.531.333.549.88
MSFT
0.761.081.140.972.19
GOOGL
1.381.921.261.744.22
AAPL
Apple Inc		1.452.131.271.975.18
AVGO
Broadcom Inc.		2.283.111.394.8614.11
GBTC
2.062.611.313.107.67
FI
3.264.071.566.2015.11
ORCL
2.003.181.403.4312.03
NVDA
3.883.901.497.5323.10
ABBV
AbbVie Inc.		0.721.021.160.902.34
UNH
-0.14-0.011.00-0.18-0.45
V
1.361.851.261.854.69
AMZN
Amazon.com, Inc.		1.822.441.312.278.50
PM
1.722.661.352.989.16
MRK
-0.54-0.610.91-0.42-0.88
ADP
Automatic Data Processing, Inc.		1.852.581.342.569.97
MCK
0.801.161.200.872.19
META
2.092.971.414.1412.57
SHEL
0.020.141.020.020.06
JPM
1.932.661.394.4812.80
INTU
0.260.521.070.411.10
AZO
AutoZone, Inc.		1.311.931.231.774.29
ADBE
Adobe Inc		-0.68-0.760.89-0.66-1.30
KO
0.480.781.090.411.09
MMC
0.871.221.161.203.79
CMPGY
1.522.131.262.597.66
AEP
American Electric Power Company, Inc.		0.811.261.150.642.86
GILD
0.570.941.130.470.96
BAC
Bank of America Corporation		1.632.481.301.156.49
CMCSA
-0.46-0.490.94-0.31-0.88
NOW
1.742.301.332.839.39
MA
1.592.171.292.135.29
DOX
-0.060.031.00-0.05-0.13
PG
0.971.421.191.635.01
CBOE
Cboe Global Markets, Inc.		0.621.011.120.901.90
LULU
-0.62-0.700.91-0.44-0.71
LHX
0.110.281.030.090.34
SHW
0.681.081.140.861.97
EG
0.100.281.040.160.39
G
1.082.091.250.724.01
ACM
AECOM		1.011.581.191.393.76
CI
Cigna Corporation		-0.26-0.200.97-0.22-0.69
LMT
0.450.741.100.361.04
BKNG
Booking Holdings Inc.		1.732.101.332.287.02
NYT
0.600.901.130.551.95
LLY
0.921.461.191.143.08
YUM
0.340.591.070.471.13
EA
0.460.751.090.581.37
EXPGY
0.550.961.110.611.94
RELX
1.151.681.202.165.54
WMT
4.136.071.779.9341.54
GEN
0.831.371.200.763.49
VRTX
-0.040.111.02-0.04-0.11
MDT
0.040.171.020.020.10
PGR
2.393.411.434.5413.89
AEE
Ameren Corporation		1.462.211.260.906.85
NTAP
1.191.881.262.515.69
QQQ
1.732.291.312.288.17
PSA
0.130.351.040.100.44
DLB
-0.25-0.220.97-0.19-0.65
ETN
1.742.301.322.477.39
ADRNY
Koninklijke Ahold Delhaize NV ADR		1.021.531.190.824.60
XOM
0.420.721.080.431.49
STN
0.080.271.030.130.30
ADI
Analog Devices, Inc.		0.510.931.110.912.36
MTB
1.722.601.321.669.54
MSCI
0.390.711.100.330.97
AMAT
Applied Materials, Inc.		0.310.701.090.360.71
RGA
1.572.071.302.428.09
CL
Colgate-Palmolive Company		1.021.471.190.922.33
LDOS
1.491.931.361.334.35
AFG
American Financial Group, Inc.		1.181.751.211.594.80
CRM
0.921.331.221.062.46
ORLY
1.432.041.261.533.91
BAH
Booz Allen Hamilton Holding Corporation		0.190.501.070.200.62
PAYX
1.261.871.241.887.11
TSM
2.743.411.414.1815.22
SPGI
1.081.471.201.333.42
FR
0.020.171.020.010.05
NICE
-0.32-0.210.97-0.23-0.43
TMO
0.040.201.020.040.12
VZ
0.460.771.100.372.00

The current 0-NVSek-Hdg-Tst Sharpe ratio is 2.89. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.29 to 2.06, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 0-NVSek-Hdg-Tst with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
3.12
2.08
0-NVSek-Hdg-Tst
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

0-NVSek-Hdg-Tst provided a 0.91% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.91%0.93%0.96%1.03%0.96%1.34%1.05%1.15%1.03%1.37%1.24%1.26%
Portfolio components:
GLD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
0.73%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
GOOGL
0.31%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.41%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
AVGO
Broadcom Inc.		0.93%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
GBTC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%0.00%0.00%0.00%
FI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.06%5.08%7.87%7.61%
ORCL
0.96%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
NVDA
0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
ABBV
AbbVie Inc.		3.42%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
UNH
1.59%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
V
0.68%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
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%
PM
4.34%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
MRK
3.15%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
ADP
Automatic Data Processing, Inc.		1.97%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
MCK
0.46%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
META
0.33%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHEL
4.27%4.39%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%
JPM
1.46%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
INTU
0.59%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
AZO
AutoZone, 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%
ADBE
Adobe 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%
KO
3.14%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
MMC
1.44%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%
CMPGY
1.68%1.68%1.64%1.31%0.00%1.88%1.94%2.24%5.69%2.35%2.42%8.49%
AEP
American Electric Power Company, Inc.		3.88%3.87%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%
GILD
3.37%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%
BAC
Bank of America Corporation		2.23%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
CMCSA
2.47%3.25%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
0.51%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
DOX
2.28%2.25%1.98%2.17%1.92%1.85%1.58%1.71%1.34%1.34%1.25%1.33%
PG
2.40%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
CBOE
Cboe Global Markets, Inc.		1.21%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%
LULU
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LHX
2.21%2.21%2.17%2.15%1.91%1.80%1.45%1.86%1.55%2.01%2.23%2.48%
SHW
0.85%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%
EG
2.12%2.14%1.92%1.96%2.26%2.65%2.08%2.43%2.28%2.17%2.18%1.88%
G
1.40%1.42%1.59%1.08%0.81%0.95%0.81%1.11%0.76%0.00%0.00%0.00%
ACM
AECOM		0.85%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CI
Cigna Corporation		2.00%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%
LMT
2.65%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
BKNG
Booking Holdings Inc.		0.71%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NYT
0.74%0.96%0.86%1.05%0.56%0.44%0.59%0.72%0.86%1.20%1.19%1.21%
LLY
0.66%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
YUM
2.01%2.00%1.85%1.78%1.44%1.73%1.67%1.57%1.47%0.00%0.00%0.00%
EA
0.52%0.52%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
EXPGY
0.94%1.37%1.35%1.54%0.95%1.24%1.37%1.85%1.30%2.10%2.22%2.27%
RELX
1.67%1.67%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%
WMT
0.91%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
GEN
1.82%1.83%2.19%2.33%1.92%60.15%1.37%1.59%1.07%18.31%2.86%2.34%
VRTX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDT
3.45%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
PGR
0.47%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%
AEE
Ameren Corporation		3.02%3.01%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%
NTAP
1.32%1.76%2.27%3.33%2.13%2.90%2.83%2.01%1.41%2.10%2.60%1.52%
QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
PSA
3.99%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%
DLB
1.57%1.57%1.29%1.45%0.96%0.91%1.15%1.08%0.94%1.11%1.25%0.23%
ETN
1.10%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
ADRNY
Koninklijke Ahold Delhaize NV ADR		3.66%3.71%4.11%3.63%2.86%3.88%4.46%3.08%2.75%9.79%2.51%12.45%
XOM
3.56%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
STN
0.59%0.59%0.73%1.14%1.23%1.42%2.06%1.91%1.38%1.34%1.31%1.21%
ADI
Analog Devices, Inc.		1.71%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
MTB
2.79%2.85%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%2.23%
MSCI
1.06%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%
AMAT
Applied Materials, Inc.		0.89%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
RGA
1.59%1.63%2.04%2.15%2.61%2.42%1.59%1.57%1.17%1.24%1.64%1.44%
CL
Colgate-Palmolive Company		2.20%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%
LDOS
1.05%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%
AFG
American Financial Group, Inc.		6.99%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%
CRM
0.48%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORLY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BAH
Booz Allen Hamilton Holding Corporation		1.55%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%
PAYX
2.74%2.73%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%
TSM
1.12%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
SPGI
0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
FR
2.95%2.95%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%
NICE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.93%1.12%1.26%
TMO
0.29%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
VZ
6.64%6.68%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%

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.

-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.70%
-2.43%
0-NVSek-Hdg-Tst
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 0-NVSek-Hdg-Tst. 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 0-NVSek-Hdg-Tst was 48.43%, occurring on Oct 14, 2022. Recovery took 289 trading sessions.

The current 0-NVSek-Hdg-Tst drawdown is 2.57%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.43%Nov 10, 2021234Oct 14, 2022289Dec 8, 2023523
-48.28%Dec 19, 2017255Dec 24, 2018407Aug 6, 2020662
-20.9%Apr 14, 202168Jul 20, 202162Oct 15, 2021130
-17.17%Jun 20, 202432Aug 5, 202449Oct 14, 202481
-15.79%Feb 22, 20219Mar 4, 202127Apr 13, 202136

Volatility

Volatility Chart

The current 0-NVSek-Hdg-Tst volatility is 7.85%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.85%
4.36%
0-NVSek-Hdg-Tst
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
GLDGBTCADRNYCBOEAEPAEEPSAVZCMPGYSHELLLYWMTXOMMCKAZOCIGILDMRKPMVRTXABBVLMTNYTEGCLEAORLYLULUPGSTNUNHLHXPGRNICEBAHMTBGENTSMRGANVDAKOMETAAMZNEXPGYBKNGFRCMCSARELXNOWNTAPLDOSAFGYUMBACAVGOAMATCRMACMDLBMDTAAPLSHWTMOJPMORCLDOXGOOGLADIETNGADBEMSCIMMCINTUFIMSFTSPGIVPAYXADPMAQQQ
GLD1.000.090.09-0.040.120.110.110.050.080.12-0.000.030.05-0.02-0.02-0.010.010.010.090.01-0.020.02-0.01-0.010.060.03-0.020.000.070.09-0.020.03-0.040.020.01-0.120.040.04-0.080.010.070.040.020.110.010.10-0.000.100.03-0.00-0.01-0.070.01-0.120.020.010.040.020.020.040.010.010.05-0.100.020.040.030.01-0.010.030.030.04-0.010.01-0.000.000.02-0.01-0.00-0.02-0.010.03
GBTC0.091.000.060.040.040.040.050.060.100.140.070.080.100.060.060.050.070.070.070.070.040.070.120.090.030.140.050.150.050.110.070.080.060.190.080.110.150.170.120.220.030.160.190.170.180.110.130.140.180.150.090.120.100.140.170.170.190.160.170.100.170.090.160.140.120.120.180.170.130.160.190.170.130.210.150.200.150.150.140.120.150.23
ADRNY0.090.061.000.140.180.180.160.230.260.240.160.240.160.180.210.150.210.190.210.140.190.170.200.160.250.170.230.190.250.230.200.180.210.170.180.190.190.170.180.160.260.190.180.290.170.220.190.340.150.170.200.210.190.200.180.180.170.200.200.220.200.230.220.220.200.230.200.180.210.230.200.210.240.190.220.230.200.220.250.250.220.26
CBOE-0.040.040.141.000.190.200.200.160.150.120.170.200.170.200.210.190.190.210.160.160.140.210.170.260.240.150.230.150.240.170.230.220.260.180.210.230.180.090.240.120.270.150.140.190.170.210.200.220.150.150.250.280.230.230.140.150.180.210.190.230.160.230.210.260.200.230.190.160.180.250.180.280.330.230.270.220.330.270.300.310.270.22
AEP0.120.040.180.191.000.790.460.400.180.120.200.290.160.180.210.190.200.280.370.140.190.300.110.250.460.160.200.090.460.130.240.310.280.100.240.130.170.060.180.040.490.100.100.210.120.440.250.280.070.070.290.240.290.080.090.060.110.160.180.290.150.260.220.120.180.270.150.100.160.260.140.220.320.190.300.180.260.230.350.350.220.17
AEE0.110.040.180.200.791.000.460.400.160.120.220.300.170.190.230.210.200.270.350.150.210.320.130.270.440.150.220.100.450.160.260.320.310.130.270.150.190.070.210.060.470.100.100.210.130.460.250.280.090.120.320.280.290.110.100.060.130.180.210.320.160.270.230.160.220.270.160.120.180.290.150.250.330.210.320.190.270.250.370.370.240.18
PSA0.110.050.160.200.460.461.000.280.180.080.190.250.120.170.250.200.200.230.300.170.180.250.170.190.380.180.250.180.360.170.240.270.280.210.280.170.200.130.180.130.370.170.160.230.150.580.230.260.180.150.270.240.300.130.170.140.190.200.210.270.210.330.270.160.240.280.210.200.210.290.230.270.340.270.310.250.310.280.380.360.260.27
VZ0.050.060.230.160.400.400.281.000.210.230.250.300.280.250.270.250.270.350.380.180.270.280.180.280.380.160.270.120.410.180.280.260.310.120.250.300.200.110.300.080.440.110.110.220.170.330.370.240.090.200.300.310.270.290.130.120.130.260.210.310.170.290.260.310.240.300.170.170.240.280.130.200.350.200.320.200.250.260.340.330.250.21
CMPGY0.080.100.260.150.180.160.180.211.000.310.160.160.210.180.190.200.170.190.280.190.210.220.200.230.240.210.200.200.240.280.190.220.200.220.220.270.210.270.260.200.320.220.220.420.330.280.260.490.190.250.240.300.330.280.270.270.210.310.260.310.240.250.230.290.280.280.250.290.310.330.240.250.280.250.320.270.280.320.280.290.320.32
SHEL0.120.140.240.120.120.120.080.230.311.000.150.150.710.230.180.270.160.230.280.160.220.280.230.290.150.140.170.170.150.320.220.300.230.170.170.370.220.310.350.200.240.180.190.280.330.210.270.280.160.320.260.340.260.440.260.280.190.410.290.250.240.160.200.440.270.280.260.290.410.290.190.220.290.200.260.230.230.300.250.280.320.29
LLY-0.000.070.160.170.200.220.190.250.160.151.000.240.180.340.210.300.320.470.230.380.420.230.200.190.300.220.240.180.300.200.340.240.290.240.270.130.190.190.190.220.270.260.250.230.170.240.230.280.250.230.280.220.230.170.250.220.260.200.190.320.260.280.340.220.320.260.280.210.270.250.270.260.340.300.290.330.320.280.310.320.270.36
WMT0.030.080.240.200.290.300.250.300.160.150.241.000.190.270.290.210.260.270.280.210.240.270.210.230.380.230.350.240.430.180.270.260.300.200.250.180.210.180.220.210.370.210.260.210.200.280.280.270.170.210.260.260.280.210.210.220.200.210.240.290.260.310.290.240.300.280.260.230.270.250.240.280.340.280.310.300.310.270.350.320.270.33
XOM0.050.100.160.170.160.170.120.280.210.710.180.191.000.260.210.310.220.260.300.180.270.330.240.300.170.160.200.170.190.290.260.320.290.150.200.440.240.250.400.170.280.170.160.190.320.240.310.180.150.330.310.410.270.480.250.270.200.420.280.290.240.200.200.480.270.310.240.300.410.310.180.210.320.200.290.200.250.320.300.320.330.27
MCK-0.020.060.180.200.180.190.170.250.180.230.340.270.261.000.260.440.340.390.270.340.380.290.220.300.290.200.290.190.280.240.420.290.290.150.290.270.240.140.330.160.290.190.180.210.240.230.280.240.200.260.360.310.270.310.210.210.200.320.250.350.220.270.290.340.290.320.240.220.330.300.210.240.360.230.270.250.300.310.340.340.290.30
AZO-0.020.060.210.210.210.230.250.270.190.180.210.290.210.261.000.250.240.250.250.190.240.260.220.270.280.170.750.280.290.230.310.260.280.210.270.260.230.190.270.200.280.200.200.250.220.270.280.270.200.250.280.310.350.270.240.240.200.300.260.270.250.350.270.300.300.330.230.260.330.320.240.300.380.260.330.270.320.310.380.380.310.31
CI-0.010.050.150.190.190.210.200.250.200.270.300.210.310.440.251.000.290.330.280.300.350.310.200.290.230.190.250.190.230.220.600.300.290.160.260.340.260.190.330.180.280.190.160.180.250.270.290.210.180.260.320.360.300.360.230.240.190.330.270.360.230.280.280.380.270.310.240.260.340.300.210.230.340.210.300.240.310.310.330.340.300.28
GILD0.010.070.210.190.200.200.200.270.170.160.320.260.220.340.240.291.000.410.270.450.430.270.220.240.270.270.260.220.290.210.310.260.270.180.250.260.270.200.240.190.300.240.240.230.250.240.330.230.240.250.290.260.260.280.250.230.240.260.270.370.270.320.380.300.290.320.280.290.280.300.280.270.330.280.290.290.300.300.340.350.290.37
MRK0.010.070.190.210.280.270.230.350.190.230.470.270.260.390.250.330.411.000.310.400.440.290.190.260.370.200.270.180.380.200.370.290.350.170.300.200.240.110.270.110.380.180.160.260.200.290.280.280.200.210.340.280.290.240.170.140.200.220.220.380.220.300.400.280.290.320.230.170.270.310.210.270.380.260.330.270.340.330.360.360.310.28
PM0.090.070.210.160.370.350.300.380.280.280.230.280.300.270.250.280.270.311.000.190.310.320.220.290.460.210.250.140.450.220.280.280.300.150.230.300.250.190.290.130.530.190.160.260.270.350.340.310.150.230.280.340.320.280.190.210.180.260.260.370.240.290.270.320.280.340.240.220.300.310.210.240.340.220.340.240.280.300.340.340.290.28
VRTX0.010.070.140.160.140.150.170.180.190.160.380.210.180.340.190.300.450.400.191.000.420.210.240.180.230.290.210.240.240.200.340.240.260.270.270.170.290.260.210.290.200.340.320.240.260.220.290.250.350.280.270.220.260.220.310.300.320.240.300.340.320.300.410.230.280.300.350.310.260.280.370.350.310.350.320.380.350.360.300.320.350.45
ABBV-0.020.040.190.140.190.210.180.270.210.220.420.240.270.380.240.350.430.440.310.421.000.280.210.260.310.250.250.190.320.220.380.260.310.210.240.240.250.180.270.190.320.210.210.240.220.280.290.280.250.240.280.290.260.270.230.240.250.270.260.420.250.320.390.310.270.320.290.250.300.290.260.300.360.280.320.280.290.330.350.340.330.34
LMT0.020.070.170.210.300.320.250.280.220.280.230.270.330.290.260.310.270.290.320.210.281.000.190.320.320.210.260.160.320.220.320.640.390.150.400.300.230.160.340.150.400.150.140.220.230.290.290.260.170.230.490.380.320.290.180.180.200.340.250.310.230.310.270.340.270.350.210.210.350.320.230.230.400.230.340.240.300.360.380.410.360.26
NYT-0.010.120.200.170.110.130.170.180.200.230.200.210.240.220.220.200.220.190.220.240.210.191.000.230.180.280.260.350.190.310.230.250.230.310.270.300.290.280.300.320.190.320.300.280.300.300.360.250.330.360.320.300.280.350.320.350.330.370.370.280.330.330.320.350.310.310.330.370.370.320.340.360.310.340.350.340.340.330.340.320.340.43
EG-0.010.090.160.260.250.270.190.280.230.290.190.230.300.300.270.290.240.260.290.180.260.320.231.000.260.190.280.200.270.250.260.310.460.170.280.430.220.180.550.180.340.190.160.240.310.310.340.260.150.290.360.590.320.420.220.230.220.360.280.330.230.280.230.460.300.360.230.260.380.330.200.270.460.240.350.240.300.340.370.370.340.28
CL0.060.030.250.240.460.440.380.380.240.150.300.380.170.290.280.230.270.370.460.230.310.320.180.261.000.240.300.190.740.220.320.310.380.180.310.170.220.120.250.120.600.180.170.280.190.390.300.360.160.180.340.290.370.180.170.160.200.240.250.360.230.360.340.230.300.340.230.180.270.320.230.280.430.260.370.290.350.340.400.410.330.28
EA0.030.140.170.150.160.150.180.160.210.140.220.230.160.200.170.190.270.200.210.290.250.210.280.190.241.000.200.290.230.230.250.240.240.340.280.160.340.330.200.380.230.420.430.300.310.260.300.300.440.290.290.190.280.210.370.370.420.240.350.300.400.310.370.220.360.320.420.370.250.340.480.410.310.410.370.460.400.400.340.350.420.53
ORLY-0.020.050.230.230.200.220.250.270.200.170.240.350.200.290.750.250.260.270.250.210.250.260.260.280.300.201.000.310.320.250.310.270.290.240.290.280.240.210.300.230.310.250.260.280.260.300.300.290.240.280.310.330.360.270.260.270.250.320.300.270.280.370.270.310.330.360.280.270.320.340.290.330.390.320.370.340.350.350.410.400.340.36
LULU0.000.150.190.150.090.100.180.120.200.170.180.240.170.190.280.190.220.180.140.240.190.160.350.200.190.290.311.000.190.280.210.220.220.390.240.220.290.340.220.390.200.380.400.330.330.300.310.310.410.320.240.250.340.270.370.380.430.360.400.270.390.360.350.280.340.320.380.370.340.350.450.430.310.460.360.420.390.400.350.350.400.52
PG0.070.050.250.240.460.450.360.410.240.150.300.430.190.280.290.230.290.380.450.240.320.320.190.270.740.230.320.191.000.210.330.280.370.180.290.170.230.150.240.140.610.190.200.280.210.380.300.370.160.190.290.290.360.200.190.200.210.220.240.360.270.360.330.240.310.310.250.220.280.290.250.280.420.270.350.320.360.350.410.410.340.30
STN0.090.110.230.170.130.160.170.180.280.320.200.180.290.240.230.220.210.200.220.200.220.220.310.250.220.230.250.280.211.000.240.260.230.290.270.310.300.320.290.310.270.310.310.370.330.310.290.370.320.360.300.320.310.330.330.340.330.430.350.300.350.340.290.360.350.340.330.360.430.350.340.360.340.360.330.370.390.340.340.360.350.44
UNH-0.020.070.200.230.240.260.240.280.190.220.340.270.260.420.310.600.310.370.280.340.380.320.230.260.320.250.310.210.330.241.000.300.340.240.290.290.270.200.300.220.340.220.230.240.260.300.290.270.250.250.330.330.330.330.240.250.250.300.300.390.310.340.380.360.310.340.310.290.320.340.280.320.400.290.360.320.390.370.390.400.360.35
LHX0.030.080.180.220.310.320.270.260.220.300.240.260.320.290.260.300.260.290.280.240.260.640.250.310.310.240.270.220.280.260.301.000.370.220.450.350.300.190.360.190.360.160.170.280.260.320.310.290.230.270.520.390.340.340.250.240.250.390.280.350.230.350.300.370.300.380.230.280.380.350.260.290.390.320.360.260.380.350.390.420.360.31
PGR-0.040.060.210.260.280.310.280.310.200.230.290.300.290.290.280.290.270.350.300.260.310.390.230.460.380.240.290.220.370.230.340.371.000.190.350.370.240.180.430.190.380.210.200.230.230.310.310.260.230.290.380.480.310.360.230.230.250.340.250.330.250.340.320.430.330.340.250.240.350.350.270.340.500.310.390.300.360.380.410.420.380.32
NICE0.020.190.170.180.100.130.210.120.220.170.240.200.150.150.210.160.180.170.150.270.210.150.310.170.180.340.240.390.180.290.240.220.191.000.260.210.340.380.200.440.190.400.450.390.340.290.290.360.500.350.270.220.340.270.410.420.510.310.400.290.430.380.370.270.360.360.450.420.320.410.520.480.320.520.390.490.450.400.380.370.410.57
BAH0.010.080.180.210.240.270.280.250.220.170.270.250.200.290.270.260.250.300.230.270.240.400.270.280.310.280.290.240.290.270.290.450.350.261.000.280.320.220.320.280.300.260.240.290.250.350.310.320.310.320.640.340.300.270.270.280.310.370.320.330.290.350.310.300.350.390.290.310.340.400.330.360.400.360.420.350.410.370.450.460.390.39
MTB-0.120.110.190.230.130.150.170.300.270.370.130.180.440.270.260.340.260.200.300.170.240.300.300.430.170.160.280.220.170.310.290.350.370.210.281.000.280.300.580.230.280.210.190.260.380.300.390.240.200.400.380.600.310.780.290.330.230.510.340.340.250.330.280.750.320.380.250.370.490.390.200.290.400.280.370.240.320.360.410.400.380.34
GEN0.040.150.190.180.170.190.200.200.210.220.190.210.240.240.230.260.270.240.250.290.250.230.290.220.220.340.240.290.230.300.270.300.240.340.320.281.000.320.270.350.230.360.370.320.340.320.330.310.400.380.340.270.300.330.380.370.400.350.380.330.380.340.370.320.430.400.380.400.370.370.450.410.350.420.380.440.410.380.390.390.400.50
TSM0.040.170.170.090.060.070.130.110.270.310.190.180.250.140.190.190.200.110.190.260.180.160.280.180.120.330.210.340.150.320.200.190.180.380.220.300.321.000.280.610.170.430.450.390.430.280.280.340.430.460.240.250.320.350.610.650.440.360.420.280.500.320.400.360.410.330.470.610.430.330.480.400.320.470.340.510.400.420.340.330.430.65
RGA-0.080.120.180.240.180.210.180.300.260.350.190.220.400.330.270.330.240.270.290.210.270.340.300.550.250.200.300.220.240.290.300.360.430.200.320.580.270.281.000.220.330.230.190.260.370.320.370.280.220.380.410.630.330.600.290.320.250.490.360.350.260.330.270.620.330.410.260.330.480.410.230.310.470.280.410.260.350.390.400.410.410.34
NVDA0.010.220.160.120.040.060.130.080.200.200.220.210.170.160.200.180.190.110.130.290.190.150.320.180.120.380.230.390.140.310.220.190.190.440.280.230.350.610.221.000.130.510.550.350.410.260.290.310.550.470.250.210.290.300.610.650.530.340.420.270.530.350.390.310.430.320.530.600.410.310.580.470.300.550.370.600.440.430.340.350.450.73
KO0.070.030.260.270.490.470.370.440.320.240.270.370.280.290.280.280.300.380.530.200.320.400.190.340.600.230.310.200.610.270.340.360.380.190.300.280.230.170.330.131.000.190.190.330.300.430.370.410.180.230.360.390.400.270.210.190.230.310.290.430.270.370.330.320.310.390.290.240.330.390.260.320.460.290.420.320.380.400.460.470.400.31
META0.040.160.190.150.100.100.170.110.220.180.260.210.170.190.200.190.240.180.190.340.210.150.320.190.180.420.250.380.190.310.220.160.210.400.260.210.360.430.230.510.191.000.620.340.440.280.350.350.510.390.250.200.300.300.470.470.520.300.410.320.520.350.360.300.420.330.670.450.350.350.580.460.330.500.410.600.440.480.370.350.480.71
AMZN0.020.190.180.140.100.100.160.110.220.190.250.260.160.180.200.160.240.160.160.320.210.140.300.160.170.430.260.400.200.310.230.170.200.450.240.190.370.450.190.550.190.621.000.340.450.290.330.340.570.380.220.200.310.280.480.470.580.270.410.310.570.350.390.290.440.320.670.450.330.340.620.470.310.560.380.670.440.480.360.350.490.77
EXPGY0.110.170.290.190.210.210.230.220.420.280.230.210.190.210.250.180.230.260.260.240.240.220.280.240.280.300.280.330.280.370.240.280.230.390.290.260.320.390.260.350.330.340.341.000.350.360.290.650.380.310.310.290.390.300.390.380.380.350.360.360.370.400.420.300.380.380.370.390.390.400.420.460.390.440.410.450.480.440.420.410.440.50
BKNG0.010.180.170.170.120.130.150.170.330.330.170.200.320.240.220.250.250.200.270.260.220.230.300.310.190.310.260.330.210.330.260.260.230.340.250.380.340.430.370.410.300.440.450.351.000.290.380.340.390.410.300.360.390.420.430.430.420.410.420.370.390.340.320.440.390.360.480.440.450.400.410.400.350.450.430.430.400.480.410.400.500.56
FR0.100.110.220.210.440.460.580.330.280.210.240.280.240.230.270.270.240.290.350.220.280.290.300.310.390.260.300.300.380.310.300.320.310.290.350.300.320.280.320.260.430.280.290.360.291.000.360.380.310.300.380.370.380.290.300.300.330.380.380.400.330.430.370.310.340.390.330.350.370.440.340.400.420.390.440.370.430.430.470.440.420.42
CMCSA-0.000.130.190.200.250.250.230.370.260.270.230.280.310.280.280.290.330.280.340.290.290.290.360.340.300.300.300.310.300.290.290.310.310.290.310.390.330.280.370.290.370.350.330.290.380.361.000.300.310.360.360.400.370.400.330.350.350.360.400.420.370.370.320.440.350.400.380.400.380.400.360.370.400.400.440.390.400.420.480.460.430.48
RELX0.100.140.340.220.280.280.260.240.490.280.280.270.180.240.270.210.230.280.310.250.280.260.250.260.360.300.290.310.370.370.270.290.260.360.320.240.310.340.280.310.410.350.340.650.340.380.301.000.370.280.320.310.390.270.340.340.380.340.330.380.380.380.390.300.380.380.390.360.370.410.420.440.420.430.420.450.460.430.440.430.440.48
NOW0.030.180.150.150.070.090.180.090.190.160.250.170.150.200.200.180.240.200.150.350.250.170.330.150.160.440.240.410.160.320.250.230.230.500.310.200.400.430.220.550.180.510.570.380.390.310.310.371.000.410.280.210.330.250.480.480.690.320.420.340.500.390.470.250.470.360.530.480.340.390.670.550.350.630.420.620.520.510.420.420.520.68
NTAP-0.000.150.170.150.070.120.150.200.250.320.230.210.330.260.250.260.250.210.230.280.240.230.360.290.180.290.280.320.190.360.250.270.290.350.320.400.380.460.380.470.230.390.380.310.410.300.360.280.411.000.360.360.320.450.480.540.410.470.450.340.440.370.360.450.470.410.420.530.500.410.430.410.380.440.380.460.430.420.440.420.450.57
LDOS-0.010.090.200.250.290.320.270.300.240.260.280.260.310.360.280.320.290.340.280.270.280.490.320.360.340.290.310.240.290.300.330.520.380.270.640.380.340.240.410.250.360.250.220.310.300.380.360.320.280.361.000.430.370.380.280.310.290.440.350.380.290.380.360.400.370.440.300.340.420.460.310.360.450.360.460.350.420.420.480.490.420.39
AFG-0.070.120.210.280.240.280.240.310.300.340.220.260.410.310.310.360.260.280.340.220.290.380.300.590.290.190.330.250.290.320.330.390.480.220.340.600.270.250.630.210.390.200.200.290.360.370.400.310.210.360.431.000.390.590.280.310.250.490.360.370.280.370.310.610.320.440.270.350.510.440.240.330.520.290.420.280.380.390.470.460.400.35
YUM0.010.100.190.230.290.290.300.270.330.260.230.280.270.270.350.300.260.290.320.260.260.320.280.320.370.280.360.340.360.310.330.340.310.340.300.310.300.320.330.290.400.300.310.390.390.380.370.390.330.320.370.391.000.330.330.350.340.390.380.410.330.410.370.380.370.390.350.370.410.430.350.400.450.400.420.390.460.470.440.440.470.44
BAC-0.120.140.200.230.080.110.130.290.280.440.170.210.480.310.270.360.280.240.280.220.270.290.350.420.180.210.270.270.200.330.330.340.360.270.270.780.330.350.600.300.270.300.280.300.420.290.400.270.250.450.380.590.331.000.360.390.300.530.390.380.330.350.320.870.380.390.340.430.530.410.280.350.430.340.400.330.410.440.420.410.440.43
AVGO0.020.170.180.140.090.100.170.130.270.260.250.210.250.210.240.230.250.170.190.310.230.180.320.220.170.370.260.370.190.330.240.250.230.410.270.290.380.610.290.610.210.470.480.390.430.300.330.340.480.480.280.280.330.361.000.670.470.400.450.320.560.390.400.380.450.370.490.680.460.370.520.460.360.510.390.560.440.440.400.410.460.72
AMAT0.010.170.180.150.060.060.140.120.270.280.220.220.270.210.240.240.230.140.210.300.240.180.350.230.160.370.270.380.200.340.250.240.230.420.280.330.370.650.320.650.190.470.470.380.430.300.350.340.480.540.310.310.350.390.671.000.480.420.480.330.520.380.410.410.430.370.510.720.500.380.520.450.340.520.400.560.440.460.410.410.480.70
CRM0.040.190.170.180.110.130.190.130.210.190.260.200.200.200.200.190.240.200.180.320.250.200.330.220.200.420.250.430.210.330.250.250.250.510.310.230.400.440.250.530.230.520.580.380.420.330.350.380.690.410.290.250.340.300.470.481.000.330.450.360.500.380.440.310.470.390.550.470.350.420.680.540.390.650.450.620.520.520.430.430.540.69
ACM0.020.160.200.210.160.180.200.260.310.410.200.210.420.320.300.330.260.220.260.240.270.340.370.360.240.240.320.360.220.430.300.390.340.310.370.510.350.360.490.340.310.300.270.350.410.380.360.340.320.470.440.490.390.530.400.420.331.000.450.370.330.410.370.540.360.420.330.460.600.470.330.380.440.370.420.360.420.420.430.440.440.46
DLB0.020.170.200.190.180.210.210.210.260.290.190.240.280.250.260.270.270.220.260.300.260.250.370.280.250.350.300.400.240.350.300.280.250.400.320.340.380.420.360.420.290.410.410.360.420.380.400.330.420.450.350.360.380.390.450.480.450.451.000.370.460.420.400.400.420.450.440.510.470.450.470.460.400.470.440.460.450.460.440.440.480.57
MDT0.040.100.220.230.290.320.270.310.310.250.320.290.290.350.270.360.370.380.370.340.420.310.280.330.360.300.270.270.360.300.390.350.330.290.330.340.330.280.350.270.430.320.310.360.370.400.420.380.340.340.380.370.410.380.320.330.360.370.371.000.340.410.490.400.370.400.390.380.400.440.380.410.450.400.480.400.470.480.490.480.500.47
AAPL0.010.170.200.160.150.160.210.170.240.240.260.260.240.220.250.230.270.220.240.320.250.230.330.230.230.400.280.390.270.350.310.230.250.430.290.250.380.500.260.530.270.520.570.370.390.330.370.380.500.440.290.280.330.330.560.520.500.330.460.341.000.390.440.360.460.350.600.540.400.380.550.500.380.530.390.640.480.490.400.420.510.77
SHW0.010.090.230.230.260.270.330.290.250.160.280.310.200.270.350.280.320.300.290.300.320.310.330.280.360.310.370.360.360.340.340.350.340.380.350.330.340.320.330.350.370.350.350.400.340.430.370.380.390.370.380.370.410.350.390.380.380.410.420.410.391.000.470.360.400.390.370.420.480.430.410.470.460.450.430.440.530.450.480.480.450.51
TMO0.050.160.220.210.220.230.270.260.230.200.340.290.200.290.270.280.380.400.270.410.390.270.320.230.340.370.270.350.330.290.380.300.320.370.310.280.370.400.270.390.330.360.390.420.320.370.320.390.470.360.360.310.370.320.400.410.440.370.400.490.440.471.000.340.420.390.440.450.430.410.490.520.460.490.440.500.520.470.470.470.480.57
JPM-0.100.140.220.260.120.160.160.310.290.440.220.240.480.340.300.380.300.280.320.230.310.340.350.460.230.220.310.280.240.360.360.370.430.270.300.750.320.360.620.310.320.300.290.300.440.310.440.300.250.450.400.610.380.870.380.410.310.540.400.400.360.360.341.000.410.400.360.440.570.420.290.380.490.350.420.360.430.470.450.450.480.45
ORCL0.020.120.200.200.180.220.240.240.280.270.320.300.270.290.300.270.290.290.280.280.270.270.310.300.300.360.330.340.310.350.310.300.330.360.350.320.430.410.330.430.310.420.440.380.390.340.350.380.470.470.370.320.370.380.450.430.470.360.420.370.460.400.420.411.000.430.470.440.470.420.520.470.460.500.440.570.500.480.470.470.500.60
DOX0.040.120.230.230.270.270.280.300.280.280.260.280.310.320.330.310.320.320.340.300.320.350.310.360.340.320.360.320.310.340.340.380.340.360.390.380.400.330.410.320.390.330.320.380.360.390.400.380.360.410.440.440.390.390.370.370.390.420.450.400.350.390.390.400.431.000.380.410.430.530.410.400.470.440.510.440.460.460.510.510.470.48
GOOGL0.030.180.200.190.150.160.210.170.250.260.280.260.240.240.230.240.280.230.240.350.290.210.330.230.230.420.280.380.250.330.310.230.250.450.290.250.380.470.260.530.290.670.670.370.480.330.380.390.530.420.300.270.350.340.490.510.550.330.440.390.600.370.440.360.470.381.000.500.380.400.630.500.390.580.440.710.490.550.450.450.550.78
ADI0.010.170.180.160.100.120.200.170.290.290.210.230.300.220.260.260.290.170.220.310.250.210.370.260.180.370.270.370.220.360.290.280.240.420.310.370.400.610.330.600.240.450.450.390.440.350.400.360.480.530.340.350.370.430.680.720.470.460.510.380.540.420.450.440.440.410.501.000.510.430.530.460.400.550.440.550.480.490.460.460.510.70
ETN-0.010.130.210.180.160.180.210.240.310.410.270.270.410.330.330.340.280.270.300.260.300.350.370.380.270.250.320.340.280.430.320.380.350.320.340.490.370.430.480.410.330.350.330.390.450.370.380.370.340.500.420.510.410.530.460.500.350.600.470.400.400.480.430.570.470.430.380.511.000.440.370.410.480.400.440.430.460.460.490.480.480.53
G0.030.160.230.250.260.290.290.280.330.290.250.250.310.300.320.300.300.310.310.280.290.320.320.330.320.340.340.350.290.350.340.350.350.410.400.390.370.330.410.310.390.350.340.400.400.440.400.410.390.410.460.440.430.410.370.380.420.470.450.440.380.430.410.420.420.530.400.430.441.000.450.470.480.480.540.430.510.500.540.540.520.50
ADBE0.030.190.200.180.140.150.230.130.240.190.270.240.180.210.240.210.280.210.210.370.260.230.340.200.230.480.290.450.250.340.280.260.270.520.330.200.450.480.230.580.260.580.620.420.410.340.360.420.670.430.310.240.350.280.520.520.680.330.470.380.550.410.490.290.520.410.630.530.370.451.000.590.420.690.490.720.560.590.480.490.580.76
MSCI0.040.170.210.280.220.250.270.200.250.220.260.280.210.240.300.230.270.270.240.350.300.230.360.270.280.410.330.430.280.360.320.290.340.480.360.290.410.400.310.470.320.460.470.460.400.400.370.440.550.410.360.330.400.350.460.450.540.380.460.410.500.470.520.380.470.400.500.460.410.470.591.000.510.590.500.570.660.550.510.510.570.64
MMC-0.010.130.240.330.320.330.340.350.280.290.340.340.320.360.380.340.330.380.340.310.360.400.310.460.430.310.390.310.420.340.400.390.500.320.400.400.350.320.470.300.460.330.310.390.350.420.400.420.350.380.450.520.450.430.360.340.390.440.400.450.380.460.460.490.460.470.390.400.480.480.420.511.000.460.500.460.570.520.550.570.530.49
INTU0.010.210.190.230.190.210.270.200.250.200.300.280.200.230.260.210.280.260.220.350.280.230.340.240.260.410.320.460.270.360.290.320.310.520.360.280.420.470.280.550.290.500.560.440.450.390.400.430.630.440.360.290.400.340.510.520.650.370.470.400.530.450.490.350.500.440.580.550.400.480.690.590.461.000.540.670.580.570.570.560.590.73
FI-0.000.150.220.270.300.320.310.320.320.260.290.310.290.270.330.300.290.330.340.320.320.340.350.350.370.370.370.360.350.330.360.360.390.390.420.370.380.340.410.370.420.410.380.410.430.440.440.420.420.380.460.420.420.400.390.400.450.420.440.480.390.430.440.420.440.510.440.440.440.540.490.500.500.541.000.500.530.610.580.600.640.56
MSFT0.000.200.230.220.180.190.250.200.270.230.330.300.200.250.270.240.290.270.240.380.280.240.340.240.290.460.340.420.320.370.320.260.300.490.350.240.440.510.260.600.320.600.670.450.430.370.390.450.620.460.350.280.390.330.560.560.620.360.460.400.640.440.500.360.570.440.710.550.430.430.720.570.460.670.501.000.570.590.520.530.600.84
SPGI0.020.150.200.330.260.270.310.250.280.230.320.310.250.300.320.310.300.340.280.350.290.300.340.300.350.400.350.390.360.390.390.380.360.450.410.320.410.400.350.440.380.440.440.480.400.430.400.460.520.430.420.380.460.410.440.440.520.420.450.470.480.530.520.430.500.460.490.480.460.510.560.660.570.580.530.571.000.590.540.560.600.62
V-0.010.150.220.270.230.250.280.260.320.300.280.270.320.310.310.310.300.330.300.360.330.360.330.340.340.400.350.400.350.340.370.350.380.400.370.360.380.420.390.430.400.480.480.440.480.430.420.430.510.420.420.390.470.440.440.460.520.420.460.480.490.450.470.470.480.460.550.490.460.500.590.550.520.570.610.590.591.000.540.550.860.64
PAYX-0.000.140.250.300.350.370.380.340.280.250.310.350.300.340.380.330.340.360.340.300.350.380.340.370.400.340.410.350.410.340.390.390.410.380.450.410.390.340.400.340.460.370.360.420.410.470.480.440.420.440.480.470.440.420.400.410.430.430.440.490.400.480.470.450.470.510.450.460.490.540.480.510.550.570.580.520.540.541.000.790.560.56
ADP-0.020.120.250.310.350.370.360.330.290.280.320.320.320.340.380.340.350.360.340.320.340.410.320.370.410.350.400.350.410.360.400.420.420.370.460.400.390.330.410.350.470.350.350.410.400.440.460.430.420.420.490.460.440.410.410.410.430.440.440.480.420.480.470.450.470.510.450.460.480.540.490.510.570.560.600.530.560.550.791.000.580.56
MA-0.010.150.220.270.220.240.260.250.320.320.270.270.330.290.310.300.290.310.290.350.330.360.340.340.330.420.340.400.340.350.360.360.380.410.390.380.400.430.410.450.400.480.490.440.500.420.430.440.520.450.420.400.470.440.460.480.540.440.480.500.510.450.480.480.500.470.550.510.480.520.580.570.530.590.640.600.600.860.560.581.000.66
QQQ0.030.230.260.220.170.180.270.210.320.290.360.330.270.300.310.280.370.280.280.450.340.260.430.280.280.530.360.520.300.440.350.310.320.570.390.340.500.650.340.730.310.710.770.500.560.420.480.480.680.570.390.350.440.430.720.700.690.460.570.470.770.510.570.450.600.480.780.700.530.500.760.640.490.730.560.840.620.640.560.560.661.00
The correlation results are calculated based on daily price changes starting from May 5, 2015
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

AlphaBeta

Lazy PortfoliosUser Portfolios

ETF ScreenerFund ScreenerStock Screener

Discussions
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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