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2025.SEP,12-AC.Update
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

2025.SEP,12-AC.Update

Currency in USD · Last updated Apr 3, 2026

Asset Allocation

8 positions 28.57%USD=X 7.63%CLS 5.80%38 positions 58.00%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
AJG
Arthur J. Gallagher & Co.		Financial Services
1.28%
AMZN
Amazon.com, Inc		Consumer Cyclical
1.50%
ATI
Allegheny Technologies Incorporated		Industrials
1.08%
AVDE
Avantis International Equity ETF		Foreign Large Cap Equities
2.43%
AVGO
Broadcom Inc.		Technology
3.53%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		Government Bonds
2.99%
BSX
Boston Scientific Corporation		Healthcare
1.38%
CCEP
Coca-Cola European Partners plc		Consumer Defensive
0.98%
CDNS
Cadence Design Systems, Inc.		Technology
1.20%
CLS
Celestica Inc.		Technology
5.80%
COR
Cencora Inc.		Healthcare
1.58%
DCI
Donaldson Company, Inc.		Industrials
1.52%
DOCS
Doximity, Inc.		Healthcare
1.29%
DUOL
Duolingo, Inc.		Technology
1.02%
FIX
Comfort Systems USA, Inc.		Industrials
1.91%
FLEX
Flex Ltd.		Technology
1.25%
FSLR
First Solar, Inc.		Technology
1.83%
GE
General Electric Company		Industrials
1.48%
GOOG
Alphabet Inc		Communication Services
2.23%
GS
The Goldman Sachs Group, Inc.		Financial Services
1.63%
HII
Huntington Ingalls Industries, Inc		Industrials
1.34%
HWM
Howmet Aerospace Inc.		Industrials
1.60%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF		Corporate Bonds
3.92%
IBDV
iShares iBonds Dec 2030 Term Corporate ETF		Corporate Bonds
3.94%
IBKR
Interactive Brokers Group, Inc.		Financial Services
1.35%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF		Government Bonds
3.60%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF		Government Bonds
4.22%
IBTL
iShares iBonds Dec 2031 Term Treasury ETF		Government Bonds
3.65%
ISRG
Intuitive Surgical, Inc.		Healthcare
1.11%
JPM
JPMorgan Chase & Co.		Financial Services
1.60%
LIF
Life360, Inc.		Technology
1.79%
LMT
Lockheed Martin Corporation		Industrials
1.26%
MCK
McKesson Corporation		Healthcare
1.50%
META
Meta Platforms, Inc.		Communication Services
1.74%
MGNI
Magnite, Inc.		Communication Services
0.88%
MSFT
Microsoft Corporation		Technology
1.65%
NFLX
Netflix, Inc.		Communication Services
1.35%
NVDA
NVIDIA Corporation		Technology
3.46%
PLTR
Palantir Technologies Inc.		Technology
1.70%
PULS
PGIM Ultra Short Bond ETF		Ultrashort Bond
4.49%
QBTS
D-Wave Quantum Inc		Technology
0.72%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF		Nontraditional Bonds
1.76%
RSG
Republic Services, Inc.		Industrials
1.19%
TDG
TransDigm Group Incorporated		Industrials
1.17%
USD=X
USD Cash
7.63%
WMB
The Williams Companies, Inc.		Energy
1.28%
WMT
Walmart Inc.		Consumer Defensive
1.08%
WRB
W. R. Berkley Corporation		Financial Services
1.11%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025.SEP,12-AC.Update, 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.

Loading graphics...

The earliest data available for this chart is Jun 6, 2024, corresponding to the inception date of LIF

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-4.18%-3.84%-1.98%21.98%16.86%10.37%12.29%
Portfolio
2025.SEP,12-AC.Update
0.00%-2.91%-2.65%-0.55%39.57%———
Portfolio components:
AJG
Arthur J. Gallagher & Co.		0.59%-3.24%-15.66%-29.51%-36.19%5.01%12.61%19.17%
AMZN
Amazon.com, Inc		-0.38%-3.25%-9.12%-4.44%17.58%27.00%5.83%21.61%
ATI
Allegheny Technologies Incorporated		-3.05%-9.39%27.77%80.40%199.98%55.06%46.14%25.59%
AVDE
Avantis International Equity ETF		-0.52%-3.28%4.22%8.51%35.40%17.80%10.09%—
AVGO
Broadcom Inc.		0.34%-0.73%-8.93%-6.67%105.89%72.07%48.84%38.50%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		0.02%0.30%0.90%1.83%4.00%4.71%3.28%2.13%
BSX
Boston Scientific Corporation		1.32%-13.00%-34.12%-35.45%-36.22%8.11%10.24%12.43%
CCEP
Coca-Cola European Partners plc		0.00%-11.53%1.96%7.04%5.68%19.14%16.00%8.92%
CDNS
Cadence Design Systems, Inc.		-0.52%-8.75%-10.83%-19.74%11.98%9.65%14.52%28.03%
CLS
Celestica Inc.		2.12%8.94%-0.26%26.18%326.13%185.72%102.26%39.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 7, 2024, 2025.SEP,12-AC.Update's average daily return is +0.08%, while the average monthly return is +2.34%. At this rate, your investment would double in approximately 2.5 years.

Historically, 78% of months were positive and 22% were negative. The best month was May 2025 with a return of +11.0%, while the worst month was Mar 2025 at -4.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 2025.SEP,12-AC.Update closed higher 40% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Jan 27, 2025 at -4.5%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.42%0.14%-4.08%0.92%-2.65%
20255.32%-1.86%-4.81%4.28%11.01%6.57%3.87%1.07%6.31%4.54%-0.77%-1.84%37.93%
20241.29%1.21%2.88%2.17%1.52%9.92%3.78%24.80%

Benchmark Metrics

2025.SEP,12-AC.Update has an annualized alpha of 21.08%, beta of 0.83, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 07, 2024.

  • This portfolio captured 152.95% of S&P 500 Index gains but only 20.44% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 21.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Alpha
21.08%
Beta
0.83
R²
0.75
Upside Capture
152.95%
Downside Capture
20.44%

Expense Ratio

2025.SEP,12-AC.Update has an expense ratio of 0.05%, 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.

RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
AVDE
Avantis International Equity ETF
PULS
PGIM Ultra Short Bond ETF
BIL
SPDR Barclays 1-3 Month T-Bill ETF
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
IBTL
iShares iBonds Dec 2031 Term Treasury ETF

Return for Risk

Risk / Return Rank

2025.SEP,12-AC.Update ranks 65 for risk / return — better than 65% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

2025.SEP,12-AC.Update Risk / Return Rank: 6565
Overall Rank
2025.SEP,12-AC.Update Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
2025.SEP,12-AC.Update Sortino Ratio Rank: 9797
Sortino Ratio Rank
2025.SEP,12-AC.Update Omega Ratio Rank: 9696
Omega Ratio Rank
2025.SEP,12-AC.Update Calmar Ratio Rank: 2020
Calmar Ratio Rank
2025.SEP,12-AC.Update Martin Ratio Rank: 1818
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

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.00

0.88

+2.12

Sortino ratio

Return per unit of downside risk

4.41

1.37

+3.04

Omega ratio

Gain probability vs. loss probability

1.58

1.21

+0.38

Calmar ratio

Return relative to maximum drawdown

1.22

1.39

-0.17

Martin ratio

Return relative to average drawdown

4.07

6.43

-2.36

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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AJG
Arthur J. Gallagher & Co.		4-1.27-1.730.77-0.88-1.62
AMZN
Amazon.com, Inc		460.200.551.070.421.00
ATI
Allegheny Technologies Incorporated		963.543.611.597.0617.06
AVDE
Avantis International Equity ETF		861.922.571.392.8711.22
AVGO
Broadcom Inc.		841.762.491.323.087.50
BIL
SPDR Barclays 1-3 Month T-Bill ETF		10019.57254.91180.89367.864,130.10
BSX
Boston Scientific Corporation		3-1.19-1.550.76-0.89-2.47
CCEP
Coca-Cola European Partners plc		490.380.651.090.501.11
CDNS
Cadence Design Systems, Inc.		440.130.491.060.270.60
CLS
Celestica Inc.		963.623.291.449.3424.62

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.

2025.SEP,12-AC.Update Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 3.00
  • All Time: 2.04

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2025.SEP,12-AC.Update 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

2025.SEP,12-AC.Update provided a 1.74% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio1.74%1.74%2.14%1.81%1.31%0.92%0.95%1.17%0.89%0.66%1.35%0.72%
Portfolio components:
AJG
Arthur J. Gallagher & Co.		1.22%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
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%
ATI
Allegheny Technologies Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.51%5.51%
AVDE
Avantis International Equity ETF		2.67%2.66%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.		0.79%0.70%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		3.96%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
BSX
Boston Scientific Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCEP
Coca-Cola European Partners plc		2.52%2.57%2.77%2.95%3.07%2.90%2.01%2.71%2.73%2.97%3.65%2.27%
CDNS
Cadence Design Systems, 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%
CLS
Celestica 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%

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 2025.SEP,12-AC.Update. 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 2025.SEP,12-AC.Update was 15.30%, occurring on Apr 4, 2025. Recovery took 38 trading sessions.

The current 2025.SEP,12-AC.Update drawdown is 5.30%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.3%Feb 19, 202545Apr 4, 202538May 12, 202583
-8.7%Nov 4, 2025147Mar 30, 2026———
-5.96%Jul 17, 202420Aug 5, 202410Aug 15, 202430
-4.66%Aug 26, 202412Sep 6, 202413Sep 19, 202425
-4.61%Jan 24, 20254Jan 27, 20258Feb 4, 202512

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 48 assets, with an effective number of assets of 33.31, 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.
BenchmarkUSD=XBILRISRCCEPLMTWMTPULSMCKCORAJGWRBRSGIBTLFSLRIBTHHIIIBTJWMBIBDTQBTSBSXIBDVNFLXMGNIDOCSDUOLGOOGTDGLIFJPMDCIMSFTMETAAMZNPLTRATICLSNVDAAVGOISRGGEHWMIBKRCDNSFLEXGSAVDEFIXPortfolio
Benchmark1.000.00-0.05-0.030.130.080.210.130.140.090.130.110.170.020.32-0.040.29-0.010.260.160.370.330.200.420.400.430.390.590.420.510.540.590.630.600.660.570.560.540.660.640.610.560.530.570.690.610.680.670.640.83
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
BIL-0.050.001.00-0.010.070.030.110.530.060.050.030.050.070.00-0.020.170.020.060.020.05-0.05-0.030.020.02-0.040.020.000.000.000.060.02-0.040.03-0.03-0.020.07-0.050.06-0.020.01-0.020.04-0.030.050.020.05-0.000.05-0.010.07
RISR-0.030.00-0.011.00-0.03-0.05-0.03-0.19-0.03-0.030.030.07-0.04-0.41-0.01-0.35-0.01-0.39-0.06-0.370.02-0.03-0.380.030.06-0.02-0.03-0.01-0.040.020.03-0.04-0.01-0.010.030.05-0.08-0.020.01-0.01-0.040.02-0.020.030.040.02-0.05-0.07-0.04-0.02
CCEP0.130.000.07-0.031.000.090.180.120.250.260.240.260.300.170.060.120.080.170.140.19-0.030.180.220.090.00-0.010.01-0.020.13-0.020.090.150.03-0.02-0.02-0.010.02-0.02-0.06-0.050.140.080.07-0.010.040.050.080.280.010.06
LMT0.080.000.03-0.050.091.000.140.080.210.230.220.250.260.11-0.060.090.470.110.070.120.090.040.14-0.11-0.10-0.020.00-0.040.230.020.060.20-0.07-0.11-0.09-0.010.11-0.07-0.08-0.01-0.020.200.220.05-0.090.030.080.100.110.06
WMT0.210.000.11-0.030.180.141.000.100.150.160.240.190.300.03-0.060.020.060.040.150.080.060.180.070.200.040.040.150.070.160.070.160.130.140.140.080.100.080.10-0.020.050.150.220.160.090.080.080.110.140.120.15
PULS0.130.000.53-0.190.120.080.101.000.070.130.040.050.080.400.070.480.100.440.030.420.010.040.420.060.020.04-0.000.080.070.160.040.090.070.030.070.050.110.120.030.070.050.110.09-0.000.090.090.060.230.090.19
MCK0.140.000.06-0.030.250.210.150.071.000.690.260.390.350.17-0.010.150.180.190.150.19-0.050.210.210.03-0.06-0.00-0.01-0.000.190.050.090.110.03-0.01-0.020.060.090.03-0.04-0.050.140.130.190.100.030.090.120.150.100.14
COR0.090.000.05-0.030.260.230.160.130.691.000.210.350.360.20-0.050.170.190.210.170.21-0.030.190.21-0.01-0.08-0.04-0.03-0.070.200.050.080.15-0.07-0.04-0.100.030.040.02-0.07-0.040.110.120.110.09-0.010.060.110.130.070.11
AJG0.130.000.030.030.240.220.240.040.260.211.000.490.410.10-0.080.090.230.090.190.120.060.270.150.080.050.090.14-0.080.240.110.190.120.060.04-0.020.100.10-0.06-0.10-0.040.170.170.140.06-0.00-0.050.150.180.060.09
WRB0.110.000.050.070.260.250.190.050.390.350.491.000.360.14-0.090.130.240.140.190.14-0.060.220.170.01-0.07-0.000.03-0.120.230.040.200.22-0.01-0.10-0.110.020.05-0.09-0.14-0.080.060.130.160.04-0.05-0.030.150.160.000.06
RSG0.170.000.07-0.040.300.260.300.080.350.360.410.361.000.21-0.130.170.130.200.170.23-0.070.200.250.120.040.060.15-0.040.280.050.080.120.100.05-0.030.040.00-0.09-0.06-0.040.210.100.170.030.07-0.060.100.160.060.07
IBTL0.020.000.00-0.410.170.110.030.400.170.200.100.140.211.00-0.020.790.030.950.010.81-0.060.100.87-0.01-0.03-0.01-0.06-0.030.020.01-0.110.08-0.04-0.05-0.05-0.050.03-0.06-0.11-0.050.04-0.060.01-0.15-0.01-0.06-0.010.18-0.020.02
FSLR0.320.00-0.02-0.010.06-0.06-0.060.07-0.01-0.05-0.08-0.09-0.13-0.021.00-0.040.10-0.020.130.040.180.040.070.040.140.140.140.200.070.210.160.240.120.200.180.180.250.280.210.250.190.160.150.170.250.360.220.290.290.36
IBTH-0.040.000.17-0.350.120.090.020.480.150.170.090.130.170.79-0.041.000.020.85-0.030.76-0.080.060.75-0.00-0.09-0.04-0.07-0.02-0.020.02-0.110.02-0.06-0.09-0.07-0.07-0.02-0.06-0.11-0.06-0.06-0.05-0.04-0.20-0.05-0.11-0.030.19-0.040.01
HII0.290.000.02-0.010.080.470.060.100.180.190.230.240.130.030.100.021.000.020.120.060.200.080.10-0.080.060.090.100.090.330.140.290.390.10-0.050.030.150.300.120.030.050.080.270.320.220.150.240.310.260.250.28
IBTJ-0.010.000.06-0.390.170.110.040.440.190.210.090.140.200.95-0.020.850.021.00-0.020.84-0.070.080.87-0.01-0.07-0.03-0.07-0.03-0.00-0.01-0.110.06-0.05-0.08-0.07-0.08-0.01-0.09-0.14-0.07-0.01-0.08-0.03-0.19-0.04-0.10-0.020.19-0.06-0.01
WMB0.260.000.02-0.060.140.070.150.030.150.170.190.190.170.010.13-0.030.12-0.021.000.060.140.280.080.140.140.160.230.080.220.170.240.150.070.130.050.170.200.180.190.090.210.240.270.330.140.190.270.240.330.28
IBDT0.160.000.05-0.370.190.120.080.420.190.210.120.140.230.810.040.760.060.840.061.000.020.100.910.030.050.060.000.070.080.08-0.000.150.050.040.030.040.080.02-0.010.070.09-0.000.07-0.070.070.030.110.290.080.13
QBTS0.370.00-0.050.02-0.030.090.060.01-0.05-0.030.06-0.06-0.07-0.060.18-0.080.20-0.070.140.021.000.070.010.150.260.200.270.230.100.250.200.220.270.220.220.330.250.280.230.310.240.260.220.320.240.320.250.230.260.43
BSX0.330.00-0.03-0.030.180.040.180.040.210.190.270.220.200.100.040.060.080.080.280.100.071.000.140.330.170.260.190.180.240.220.190.130.180.250.180.160.190.170.120.160.400.260.260.250.220.140.210.200.170.29
IBDV0.200.000.02-0.380.220.140.070.420.210.210.150.170.250.870.070.750.100.870.080.910.010.141.000.060.020.070.040.070.090.08-0.000.190.050.040.050.040.140.04-0.000.100.130.020.12-0.040.110.060.120.340.100.18
NFLX0.420.000.020.030.09-0.110.200.060.03-0.010.080.010.12-0.010.04-0.00-0.08-0.010.140.030.150.330.061.000.310.230.290.180.150.250.190.060.400.310.360.340.180.240.310.290.340.290.270.260.360.150.250.200.210.37
MGNI0.400.00-0.040.060.00-0.100.040.02-0.06-0.080.05-0.070.04-0.030.14-0.090.06-0.070.140.050.260.170.020.311.000.310.360.250.130.290.220.140.320.320.310.300.220.190.250.240.330.250.210.310.320.280.360.230.250.38
DOCS0.430.000.02-0.02-0.01-0.020.040.04-0.00-0.040.09-0.000.06-0.010.14-0.040.09-0.030.160.060.200.260.070.230.311.000.310.320.200.330.300.220.290.360.340.340.170.230.230.230.360.180.210.340.330.250.350.240.280.40
DUOL0.390.000.00-0.030.010.000.15-0.00-0.01-0.030.140.030.15-0.060.14-0.070.10-0.070.230.000.270.190.040.290.360.311.000.160.250.310.200.160.340.270.300.350.260.230.260.250.320.260.320.360.350.260.300.200.280.41
GOOG0.590.000.00-0.01-0.02-0.040.070.08-0.00-0.07-0.08-0.12-0.04-0.030.20-0.020.09-0.030.080.070.230.180.070.180.250.320.161.000.140.290.210.250.400.470.520.290.260.300.340.370.320.270.210.340.410.340.320.330.320.43
TDG0.420.000.00-0.040.130.230.160.070.190.200.240.230.280.020.07-0.020.33-0.000.220.080.100.240.090.150.130.200.250.141.000.250.280.330.220.210.170.220.360.140.180.230.300.460.480.210.290.220.350.280.390.37
LIF0.510.000.060.02-0.020.020.070.160.050.050.110.040.050.010.210.020.14-0.010.170.080.250.220.080.250.290.330.310.290.251.000.220.310.300.300.320.350.350.310.370.330.370.260.300.360.380.360.360.370.370.50
JPM0.540.000.020.030.090.060.160.040.090.080.190.200.08-0.110.16-0.110.29-0.110.24-0.000.200.19-0.000.190.220.300.200.210.280.221.000.360.260.240.260.330.310.290.220.250.280.380.340.470.260.340.660.350.330.43
DCI0.590.00-0.04-0.040.150.200.130.090.110.150.120.220.120.080.240.020.390.060.150.150.220.130.190.060.140.220.160.250.330.310.361.000.210.170.250.230.410.250.260.260.330.330.380.300.370.430.410.490.440.44
MSFT0.630.000.03-0.010.03-0.070.140.070.03-0.070.06-0.010.10-0.040.12-0.060.10-0.050.070.050.270.180.050.400.320.290.340.400.220.300.260.211.000.490.520.400.280.320.470.500.400.310.260.280.540.310.340.310.330.49
META0.600.00-0.03-0.01-0.02-0.110.140.03-0.01-0.040.04-0.100.05-0.050.20-0.09-0.05-0.080.130.040.220.250.040.310.320.360.270.470.210.300.240.170.491.000.580.400.320.300.420.420.460.370.270.370.440.290.310.350.330.47
AMZN0.660.00-0.020.03-0.02-0.090.080.07-0.02-0.10-0.02-0.11-0.03-0.050.18-0.070.03-0.070.050.030.220.180.050.360.310.340.300.520.170.320.260.250.520.581.000.410.350.320.430.400.380.300.310.360.460.300.320.330.350.47
PLTR0.570.000.070.05-0.01-0.010.100.050.060.030.100.020.04-0.050.18-0.070.15-0.080.170.040.330.160.040.340.300.340.350.290.220.350.330.230.400.400.411.000.370.470.420.420.350.370.330.430.450.450.430.320.400.59
ATI0.560.00-0.05-0.080.020.110.080.110.090.040.100.050.000.030.25-0.020.30-0.010.200.080.250.190.140.180.220.170.260.260.360.350.310.410.280.320.350.371.000.420.350.350.340.510.610.340.350.440.400.390.550.56
CLS0.540.000.06-0.02-0.02-0.070.100.120.030.02-0.06-0.09-0.09-0.060.28-0.060.12-0.090.180.020.280.170.040.240.190.230.230.300.140.310.290.250.320.300.320.470.421.000.480.580.320.360.360.410.440.660.410.350.560.77
NVDA0.660.00-0.020.01-0.06-0.08-0.020.03-0.04-0.07-0.10-0.14-0.06-0.110.21-0.110.03-0.140.19-0.010.230.12-0.000.310.250.230.260.340.180.370.220.260.470.420.430.420.350.481.000.570.380.350.340.430.480.470.350.340.480.60
AVGO0.640.000.01-0.01-0.05-0.010.050.07-0.05-0.04-0.04-0.08-0.04-0.050.25-0.060.05-0.070.090.070.310.160.100.290.240.230.250.370.230.330.250.260.500.420.400.420.350.580.571.000.350.420.370.370.450.500.350.330.480.66
ISRG0.610.00-0.02-0.040.14-0.020.150.050.140.110.170.060.210.040.19-0.060.08-0.010.210.090.240.400.130.340.330.360.320.320.300.370.280.330.400.460.380.350.340.320.380.351.000.340.360.370.540.350.370.370.390.53
GE0.560.000.040.020.080.200.220.110.130.120.170.130.10-0.060.16-0.050.27-0.080.24-0.000.260.260.020.290.250.180.260.270.460.260.380.330.310.370.300.370.510.360.350.420.341.000.650.430.330.390.430.300.510.54
HWM0.530.00-0.03-0.020.070.220.160.090.190.110.140.160.170.010.15-0.040.32-0.030.270.070.220.260.120.270.210.210.320.210.480.300.340.380.260.270.310.330.610.360.340.370.360.651.000.390.320.410.410.320.550.55
IBKR0.570.000.050.03-0.010.050.09-0.000.100.090.060.040.03-0.150.17-0.200.22-0.190.33-0.070.320.25-0.040.260.310.340.360.340.210.360.470.300.280.370.360.430.340.410.430.370.370.430.391.000.400.450.530.370.490.60
CDNS0.690.000.020.040.04-0.090.080.090.03-0.01-0.00-0.050.07-0.010.25-0.050.15-0.040.140.070.240.220.110.360.320.330.350.410.290.380.260.370.540.440.460.450.350.440.480.450.540.330.320.401.000.480.420.430.430.61
FLEX0.610.000.050.020.050.030.080.090.090.06-0.05-0.03-0.06-0.060.36-0.110.24-0.100.190.030.320.140.060.150.280.250.260.340.220.360.340.430.310.290.300.450.440.660.470.500.350.390.410.450.481.000.500.420.600.70
GS0.680.00-0.00-0.050.080.080.110.060.120.110.150.150.10-0.010.22-0.030.31-0.020.270.110.250.210.120.250.360.350.300.320.350.360.660.410.340.310.320.430.400.410.350.350.370.430.410.530.420.501.000.480.470.59
AVDE0.670.000.05-0.070.280.100.140.230.150.130.180.160.160.180.290.190.260.190.240.290.230.200.340.200.230.240.200.330.280.370.350.490.310.350.330.320.390.350.340.330.370.300.320.370.430.420.481.000.410.54
FIX0.640.00-0.01-0.040.010.110.120.090.100.070.060.000.06-0.020.29-0.040.25-0.060.330.080.260.170.100.210.250.280.280.320.390.370.330.440.330.330.350.400.550.560.480.480.390.510.550.490.430.600.470.411.000.70
Portfolio0.830.000.07-0.020.060.060.150.190.140.110.090.060.070.020.360.010.28-0.010.280.130.430.290.180.370.380.400.410.430.370.500.430.440.490.470.470.590.560.770.600.660.530.540.550.600.610.700.590.540.701.00
The correlation results are calculated based on daily price changes starting from Jun 7, 2024