Magnum Experiment 99K
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Magnum Experiment 99K
Last updated Apr 18, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 0.61% |
CBOE Cboe Global Markets, Inc. | Financial Services | 7.06% |
CEG Constellation Energy Corp | Utilities | 0.20% |
CF CF Industries Holdings, Inc. | Basic Materials | 0.84% |
CLX The Clorox Company | Consumer Defensive | 1.87% |
CME CME Group Inc. | Financial Services | 14.70% |
EQT EQT Corporation | Energy | 4.40% |
ETR Entergy Corporation | Utilities | 7.51% |
FFIV F5 Networks, Inc. | Technology | 5.20% |
FOX Fox Corporation | Communication Services | 6.53% |
FTNT Fortinet, Inc. | Technology | 1.99% |
GE General Electric Company | Industrials | 2.45% |
GILD Gilead Sciences, Inc. | Healthcare | 3.73% |
JBL Jabil Inc. | Technology | 0.10% |
K Kellogg Company | Consumer Defensive | 16.97% |
LULU Lululemon Athletica Inc. | Consumer Cyclical | 2.95% |
LYV Live Nation Entertainment, Inc. | Communication Services | 0.61% |
MCK McKesson Corporation | Healthcare | 2.24% |
MSCI MSCI Inc. | Financial Services | 1.09% |
PM | 2.14% | |
RMD | 0.90% | |
SBUX | 0.22% | |
TPL | 0.56% | |
TPR | 4.32% | |
UAL | 5.27% | |
WAT | 1.58% | |
WMT | 3.96% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 99K, 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.
Magnum Experiment 99K
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Feb 2, 2022, corresponding to the inception date of CEG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Magnum Experiment 99K | 3.03% | -2.78% | 14.06% | 44.45% | N/A | N/A |
| Portfolio components: | ||||||
K Kellogg Company | 2.43% | 0.02% | 3.09% | 51.44% | 9.99% | 6.65% |
CME CME Group Inc. | 13.61% | -1.49% | 19.57% | 31.79% | 10.96% | 15.80% |
ETR Entergy Corporation | 10.63% | -0.25% | 25.62% | 67.26% | 14.81% | 12.33% |
CBOE Cboe Global Markets, Inc. | 11.43% | -1.18% | 4.20% | 24.16% | 18.09% | 15.78% |
FOX Fox Corporation | -2.06% | -8.01% | 14.67% | 61.20% | 12.87% | N/A |
UAL | -31.72% | -7.06% | -9.59% | 36.03% | N/A | N/A |
FFIV F5 Networks, Inc. | 2.84% | -2.35% | 19.18% | 42.64% | 15.86% | 8.23% |
EQT EQT Corporation | 10.89% | -3.01% | 38.56% | 43.79% | 32.21% | 1.50% |
TPR | -2.17% | -10.33% | 42.25% | 61.38% | N/A | N/A |
WMT | 3.46% | 9.21% | 15.82% | 58.05% | N/A | N/A |
GILD Gilead Sciences, Inc. | 13.97% | -5.16% | 21.52% | 62.06% | 8.80% | 3.90% |
LULU Lululemon Athletica Inc. | -34.34% | -22.28% | -11.50% | -27.19% | 2.14% | 14.29% |
MCK McKesson Corporation | 22.45% | 5.36% | 37.33% | 33.16% | 38.60% | 12.67% |
PM | 36.81% | 7.03% | 38.57% | 88.27% | N/A | N/A |
FTNT Fortinet, Inc. | 1.75% | -0.80% | 18.88% | 48.67% | 33.68% | 30.16% |
CLX The Clorox Company | -13.27% | -3.52% | -12.71% | 1.42% | -3.56% | 5.37% |
WAT | -13.47% | -16.00% | -7.57% | 5.53% | N/A | N/A |
MSCI MSCI Inc. | -8.57% | -3.84% | -9.20% | 8.13% | 12.62% | 25.96% |
RMD | -6.69% | -3.33% | -10.74% | 23.59% | N/A | N/A |
CF CF Industries Holdings, Inc. | -11.67% | -1.96% | -11.63% | -1.29% | 24.57% | 5.62% |
AVGO Broadcom Inc. | -26.02% | -9.10% | -5.27% | 34.94% | 48.99% | 33.58% |
LYV Live Nation Entertainment, Inc. | -1.76% | 6.72% | 10.42% | 38.55% | 27.18% | 17.29% |
TPL | 17.55% | -3.36% | 22.08% | 126.30% | N/A | N/A |
SBUX | -10.20% | -17.07% | -13.46% | -3.05% | N/A | N/A |
CEG Constellation Energy Corp | -7.44% | -1.98% | -23.53% | 12.24% | N/A | N/A |
JBL Jabil Inc. | -6.11% | -0.43% | 7.36% | 4.42% | 40.00% | 20.29% |
GE General Electric Company | 9.20% | -9.46% | -5.29% | 17.56% | 40.52% | 4.97% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 99K, 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 | 6.32% | 3.48% | -2.90% | -3.54% | 3.03% | ||||||||
| 2024 | 0.20% | 4.24% | 1.66% | -1.70% | 2.18% | -2.05% | 2.98% | 11.86% | 4.77% | 4.78% | 9.27% | -0.60% | 43.50% |
| 2023 | 3.82% | 0.26% | 1.82% | 0.26% | -2.44% | 5.67% | 2.39% | -2.56% | -2.73% | -1.82% | 5.49% | 3.64% | 14.11% |
| 2022 | -0.68% | 3.98% | -1.97% | 0.03% | -5.54% | 5.72% | -0.87% | -7.78% | 8.62% | 4.75% | -5.04% | -0.10% |
Expense Ratio
Magnum Experiment 99K has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 99, Magnum Experiment 99K is among the top 1% 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.
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: 3.73
^GSPC: 0.24
Portfolio: 4.79
^GSPC: 0.47
Portfolio: 1.80
^GSPC: 1.07
Portfolio: 3.83
^GSPC: 0.24
Portfolio: 16.78
^GSPC: 1.08
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
K Kellogg Company | 2.32 | 6.60 | 2.03 | 2.99 | 18.38 |
CME CME Group Inc. | 1.91 | 2.53 | 1.33 | 2.24 | 7.88 |
ETR Entergy Corporation | 2.67 | 3.69 | 1.58 | 6.50 | 19.09 |
CBOE Cboe Global Markets, Inc. | 1.08 | 1.57 | 1.19 | 1.68 | 4.74 |
FOX Fox Corporation | 2.43 | 3.17 | 1.47 | 2.26 | 14.79 |
UAL | 1.03 | 1.84 | 1.24 | 1.21 | 3.65 |
FFIV F5 Networks, Inc. | 1.29 | 2.06 | 1.30 | 1.77 | 6.11 |
EQT EQT Corporation | 1.17 | 1.64 | 1.22 | 1.12 | 3.82 |
TPR | 1.45 | 2.27 | 1.28 | 1.89 | 6.44 |
WMT | 2.32 | 3.15 | 1.44 | 2.62 | 9.19 |
GILD Gilead Sciences, Inc. | 2.46 | 3.47 | 1.44 | 2.30 | 14.27 |
LULU Lululemon Athletica Inc. | -0.60 | -0.66 | 0.91 | -0.48 | -1.29 |
MCK McKesson Corporation | 1.20 | 1.61 | 1.27 | 1.36 | 3.36 |
PM | 3.63 | 4.80 | 1.73 | 8.25 | 25.12 |
FTNT Fortinet, Inc. | 1.17 | 2.14 | 1.30 | 1.58 | 6.25 |
CLX The Clorox Company | 0.06 | 0.23 | 1.03 | 0.05 | 0.16 |
WAT | 0.06 | 0.40 | 1.05 | 0.09 | 0.23 |
MSCI MSCI Inc. | 0.27 | 0.53 | 1.08 | 0.30 | 1.18 |
RMD | 0.43 | 0.88 | 1.13 | 0.50 | 2.05 |
CF CF Industries Holdings, Inc. | -0.04 | 0.16 | 1.02 | -0.03 | -0.12 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
LYV Live Nation Entertainment, Inc. | 1.23 | 1.78 | 1.25 | 1.26 | 4.44 |
TPL | 2.24 | 2.76 | 1.41 | 3.35 | 7.98 |
SBUX | -0.05 | 0.25 | 1.04 | -0.06 | -0.20 |
CEG Constellation Energy Corp | 0.17 | 0.74 | 1.10 | 0.23 | 0.60 |
JBL Jabil Inc. | 0.06 | 0.37 | 1.05 | 0.07 | 0.20 |
GE General Electric Company | 0.48 | 0.87 | 1.12 | 0.78 | 2.47 |
Magnum Experiment 99K
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Magnum Experiment 99K provided a 1.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 2.07% | 2.55% | 2.44% | 1.98% | 2.17% | 2.10% | 5.90% | 2.18% | 2.32% | 2.37% | 2.05% |
| Portfolio components: | ||||||||||||
K Kellogg Company | 2.76% | 2.79% | 3.99% | 3.28% | 3.59% | 3.66% | 3.27% | 3.86% | 3.12% | 2.77% | 2.74% | 2.90% |
CME CME Group Inc. | 4.00% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
ETR Entergy Corporation | 2.80% | 3.03% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% | 3.80% |
CBOE Cboe Global Markets, Inc. | 1.12% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% |
FOX Fox Corporation | 1.21% | 1.16% | 1.84% | 1.72% | 1.37% | 1.59% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UAL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FFIV F5 Networks, 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% |
EQT EQT Corporation | 1.26% | 1.39% | 1.58% | 1.66% | 0.00% | 0.24% | 1.10% | 83.70% | 0.00% | 0.00% | 0.00% | 0.00% |
TPR | 2.20% | 2.14% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% |
WMT | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
GILD Gilead Sciences, Inc. | 2.97% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
LULU Lululemon Athletica 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% |
MCK McKesson Corporation | 0.39% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
PM | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
FTNT Fortinet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CLX The Clorox Company | 3.48% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% |
WAT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSCI MSCI Inc. | 1.21% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
RMD | 0.97% | 0.88% | 1.07% | 0.83% | 0.62% | 0.73% | 0.98% | 1.26% | 1.61% | 2.03% | 2.16% | 1.89% |
CF CF Industries Holdings, Inc. | 2.67% | 2.34% | 2.01% | 1.76% | 1.70% | 3.10% | 2.51% | 2.76% | 2.82% | 3.81% | 2.94% | 1.83% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
LYV Live Nation Entertainment, 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% |
TPL | 1.20% | 1.58% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.22% | 0.23% |
SBUX | 2.90% | 2.54% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% |
CEG Constellation Energy Corp | 0.70% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JBL Jabil Inc. | 0.24% | 0.22% | 0.25% | 0.47% | 0.45% | 0.75% | 0.77% | 1.29% | 1.22% | 1.35% | 1.37% | 1.47% |
GE General Electric Company | 0.66% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% |
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.
Magnum Experiment 99K
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Magnum Experiment 99K. 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 Magnum Experiment 99K was 14.06%, occurring on Sep 30, 2022. Recovery took 176 trading sessions.
The current Magnum Experiment 99K drawdown is 7.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.06% | Apr 21, 2022 | 113 | Sep 30, 2022 | 176 | Jun 14, 2023 | 289 |
| -12.03% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -8.85% | Jul 27, 2023 | 66 | Oct 27, 2023 | 32 | Dec 13, 2023 | 98 |
| -6.02% | Feb 10, 2022 | 22 | Mar 14, 2022 | 8 | Mar 24, 2022 | 30 |
| -4.88% | May 21, 2024 | 32 | Jul 8, 2024 | 20 | Aug 5, 2024 | 52 |
Volatility
Volatility Chart
The current Magnum Experiment 99K volatility is 8.45%, 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.
Magnum Experiment 99K
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.
| CF | CBOE | K | MCK | CME | CLX | TPL | EQT | GILD | CEG | PM | WMT | ETR | UAL | AVGO | RMD | FOX | GE | LULU | FTNT | WAT | LYV | SBUX | TPR | JBL | MSCI | FFIV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CF | 1.00 | 0.08 | 0.12 | 0.13 | 0.05 | 0.04 | 0.35 | 0.35 | 0.09 | 0.15 | 0.13 | 0.10 | 0.16 | 0.13 | 0.08 | 0.11 | 0.22 | 0.12 | 0.14 | 0.11 | 0.19 | 0.15 | 0.13 | 0.19 | 0.20 | 0.13 | 0.19 |
| CBOE | 0.08 | 1.00 | 0.21 | 0.22 | 0.41 | 0.20 | 0.08 | 0.09 | 0.24 | 0.09 | 0.18 | 0.19 | 0.21 | 0.06 | 0.01 | 0.19 | 0.11 | 0.10 | 0.14 | 0.13 | 0.14 | 0.17 | 0.20 | 0.08 | 0.05 | 0.23 | 0.12 |
| K | 0.12 | 0.21 | 1.00 | 0.20 | 0.16 | 0.43 | 0.07 | 0.10 | 0.27 | 0.08 | 0.37 | 0.28 | 0.41 | 0.10 | 0.00 | 0.15 | 0.14 | 0.06 | 0.10 | 0.02 | 0.16 | 0.04 | 0.16 | 0.10 | 0.05 | 0.09 | 0.11 |
| MCK | 0.13 | 0.22 | 0.20 | 1.00 | 0.23 | 0.21 | 0.13 | 0.13 | 0.21 | 0.16 | 0.22 | 0.26 | 0.23 | 0.05 | 0.04 | 0.20 | 0.15 | 0.16 | 0.10 | 0.15 | 0.16 | 0.07 | 0.17 | -0.01 | 0.12 | 0.16 | 0.12 |
| CME | 0.05 | 0.41 | 0.16 | 0.23 | 1.00 | 0.19 | 0.05 | 0.12 | 0.16 | 0.12 | 0.22 | 0.26 | 0.31 | 0.10 | 0.07 | 0.20 | 0.18 | 0.14 | 0.13 | 0.18 | 0.15 | 0.16 | 0.21 | 0.10 | 0.07 | 0.30 | 0.17 |
| CLX | 0.04 | 0.20 | 0.43 | 0.21 | 0.19 | 1.00 | 0.04 | 0.01 | 0.32 | 0.08 | 0.34 | 0.34 | 0.31 | 0.15 | 0.06 | 0.25 | 0.15 | 0.15 | 0.17 | 0.12 | 0.24 | 0.12 | 0.27 | 0.19 | 0.09 | 0.24 | 0.18 |
| TPL | 0.35 | 0.08 | 0.07 | 0.13 | 0.05 | 0.04 | 1.00 | 0.46 | 0.15 | 0.33 | 0.13 | 0.13 | 0.19 | 0.18 | 0.23 | 0.20 | 0.25 | 0.28 | 0.20 | 0.18 | 0.23 | 0.23 | 0.16 | 0.24 | 0.31 | 0.18 | 0.26 |
| EQT | 0.35 | 0.09 | 0.10 | 0.13 | 0.12 | 0.01 | 0.46 | 1.00 | 0.10 | 0.35 | 0.16 | 0.11 | 0.26 | 0.23 | 0.24 | 0.22 | 0.28 | 0.21 | 0.18 | 0.21 | 0.20 | 0.21 | 0.14 | 0.31 | 0.31 | 0.21 | 0.30 |
| GILD | 0.09 | 0.24 | 0.27 | 0.21 | 0.16 | 0.32 | 0.15 | 0.10 | 1.00 | 0.08 | 0.34 | 0.28 | 0.32 | 0.20 | 0.15 | 0.27 | 0.31 | 0.16 | 0.23 | 0.19 | 0.30 | 0.24 | 0.30 | 0.22 | 0.16 | 0.30 | 0.22 |
| CEG | 0.15 | 0.09 | 0.08 | 0.16 | 0.12 | 0.08 | 0.33 | 0.35 | 0.08 | 1.00 | 0.12 | 0.25 | 0.33 | 0.23 | 0.41 | 0.25 | 0.20 | 0.39 | 0.21 | 0.32 | 0.22 | 0.28 | 0.22 | 0.25 | 0.40 | 0.27 | 0.37 |
| PM | 0.13 | 0.18 | 0.37 | 0.22 | 0.22 | 0.34 | 0.13 | 0.16 | 0.34 | 0.12 | 1.00 | 0.32 | 0.40 | 0.22 | 0.10 | 0.28 | 0.36 | 0.21 | 0.16 | 0.17 | 0.27 | 0.21 | 0.33 | 0.30 | 0.18 | 0.32 | 0.24 |
| WMT | 0.10 | 0.19 | 0.28 | 0.26 | 0.26 | 0.34 | 0.13 | 0.11 | 0.28 | 0.25 | 0.32 | 1.00 | 0.36 | 0.20 | 0.21 | 0.33 | 0.23 | 0.27 | 0.26 | 0.25 | 0.27 | 0.20 | 0.32 | 0.22 | 0.20 | 0.35 | 0.29 |
| ETR | 0.16 | 0.21 | 0.41 | 0.23 | 0.31 | 0.31 | 0.19 | 0.26 | 0.32 | 0.33 | 0.40 | 0.36 | 1.00 | 0.20 | 0.10 | 0.24 | 0.30 | 0.20 | 0.13 | 0.16 | 0.26 | 0.20 | 0.28 | 0.21 | 0.18 | 0.29 | 0.25 |
| UAL | 0.13 | 0.06 | 0.10 | 0.05 | 0.10 | 0.15 | 0.18 | 0.23 | 0.20 | 0.23 | 0.22 | 0.20 | 0.20 | 1.00 | 0.37 | 0.24 | 0.43 | 0.44 | 0.42 | 0.35 | 0.33 | 0.45 | 0.36 | 0.50 | 0.47 | 0.37 | 0.43 |
| AVGO | 0.08 | 0.01 | 0.00 | 0.04 | 0.07 | 0.06 | 0.23 | 0.24 | 0.15 | 0.41 | 0.10 | 0.21 | 0.10 | 0.37 | 1.00 | 0.32 | 0.26 | 0.46 | 0.44 | 0.50 | 0.33 | 0.44 | 0.34 | 0.44 | 0.61 | 0.46 | 0.62 |
| RMD | 0.11 | 0.19 | 0.15 | 0.20 | 0.20 | 0.25 | 0.20 | 0.22 | 0.27 | 0.25 | 0.28 | 0.33 | 0.24 | 0.24 | 0.32 | 1.00 | 0.27 | 0.31 | 0.33 | 0.41 | 0.48 | 0.36 | 0.38 | 0.30 | 0.31 | 0.46 | 0.43 |
| FOX | 0.22 | 0.11 | 0.14 | 0.15 | 0.18 | 0.15 | 0.25 | 0.28 | 0.31 | 0.20 | 0.36 | 0.23 | 0.30 | 0.43 | 0.26 | 0.27 | 1.00 | 0.34 | 0.29 | 0.34 | 0.35 | 0.43 | 0.37 | 0.44 | 0.41 | 0.38 | 0.38 |
| GE | 0.12 | 0.10 | 0.06 | 0.16 | 0.14 | 0.15 | 0.28 | 0.21 | 0.16 | 0.39 | 0.21 | 0.27 | 0.20 | 0.44 | 0.46 | 0.31 | 0.34 | 1.00 | 0.34 | 0.35 | 0.36 | 0.43 | 0.34 | 0.43 | 0.47 | 0.43 | 0.46 |
| LULU | 0.14 | 0.14 | 0.10 | 0.10 | 0.13 | 0.17 | 0.20 | 0.18 | 0.23 | 0.21 | 0.16 | 0.26 | 0.13 | 0.42 | 0.44 | 0.33 | 0.29 | 0.34 | 1.00 | 0.43 | 0.42 | 0.43 | 0.52 | 0.52 | 0.44 | 0.46 | 0.48 |
| FTNT | 0.11 | 0.13 | 0.02 | 0.15 | 0.18 | 0.12 | 0.18 | 0.21 | 0.19 | 0.32 | 0.17 | 0.25 | 0.16 | 0.35 | 0.50 | 0.41 | 0.34 | 0.35 | 0.43 | 1.00 | 0.36 | 0.47 | 0.39 | 0.37 | 0.46 | 0.56 | 0.57 |
| WAT | 0.19 | 0.14 | 0.16 | 0.16 | 0.15 | 0.24 | 0.23 | 0.20 | 0.30 | 0.22 | 0.27 | 0.27 | 0.26 | 0.33 | 0.33 | 0.48 | 0.35 | 0.36 | 0.42 | 0.36 | 1.00 | 0.36 | 0.39 | 0.39 | 0.41 | 0.50 | 0.49 |
| LYV | 0.15 | 0.17 | 0.04 | 0.07 | 0.16 | 0.12 | 0.23 | 0.21 | 0.24 | 0.28 | 0.21 | 0.20 | 0.20 | 0.45 | 0.44 | 0.36 | 0.43 | 0.43 | 0.43 | 0.47 | 0.36 | 1.00 | 0.42 | 0.47 | 0.46 | 0.48 | 0.50 |
| SBUX | 0.13 | 0.20 | 0.16 | 0.17 | 0.21 | 0.27 | 0.16 | 0.14 | 0.30 | 0.22 | 0.33 | 0.32 | 0.28 | 0.36 | 0.34 | 0.38 | 0.37 | 0.34 | 0.52 | 0.39 | 0.39 | 0.42 | 1.00 | 0.43 | 0.38 | 0.49 | 0.43 |
| TPR | 0.19 | 0.08 | 0.10 | -0.01 | 0.10 | 0.19 | 0.24 | 0.31 | 0.22 | 0.25 | 0.30 | 0.22 | 0.21 | 0.50 | 0.44 | 0.30 | 0.44 | 0.43 | 0.52 | 0.37 | 0.39 | 0.47 | 0.43 | 1.00 | 0.53 | 0.41 | 0.50 |
| JBL | 0.20 | 0.05 | 0.05 | 0.12 | 0.07 | 0.09 | 0.31 | 0.31 | 0.16 | 0.40 | 0.18 | 0.20 | 0.18 | 0.47 | 0.61 | 0.31 | 0.41 | 0.47 | 0.44 | 0.46 | 0.41 | 0.46 | 0.38 | 0.53 | 1.00 | 0.44 | 0.61 |
| MSCI | 0.13 | 0.23 | 0.09 | 0.16 | 0.30 | 0.24 | 0.18 | 0.21 | 0.30 | 0.27 | 0.32 | 0.35 | 0.29 | 0.37 | 0.46 | 0.46 | 0.38 | 0.43 | 0.46 | 0.56 | 0.50 | 0.48 | 0.49 | 0.41 | 0.44 | 1.00 | 0.56 |
| FFIV | 0.19 | 0.12 | 0.11 | 0.12 | 0.17 | 0.18 | 0.26 | 0.30 | 0.22 | 0.37 | 0.24 | 0.29 | 0.25 | 0.43 | 0.62 | 0.43 | 0.38 | 0.46 | 0.48 | 0.57 | 0.49 | 0.50 | 0.43 | 0.50 | 0.61 | 0.56 | 1.00 |
The correlation results are calculated based on daily price changes starting from Feb 3, 2022