All Stocks

Asset Allocation

Position	Category/Sector	Target Weight
AMAT Applied Materials, Inc.	Technology	2.78%
AMZN Amazon.com, Inc	Consumer Cyclical	2.78%
ASML ASML Holding N.V.	Technology	2.78%
AVGO Broadcom Inc.	Technology	2.78%
BE Bloom Energy Corporation	Industrials	2.78%
CAT Caterpillar Inc.	Industrials	2.78%
CCJ Cameco Corporation	Energy	2.78%
COST Costco Wholesale Corporation	Consumer Defensive	2.78%
CVCO Cavco Industries, Inc.	Consumer Cyclical	2.78%
CW Curtiss-Wright Corporation	Industrials	2.78%
EME EMCOR Group, Inc.	Industrials	2.78%
FIX Comfort Systems USA, Inc.	Industrials	2.78%
GE General Electric Company	Industrials	2.78%
GEV GE Vernova Inc.	Utilities	2.78%
GOOGL Alphabet Inc Class A	Communication Services	2.78%
GS The Goldman Sachs Group, Inc.	Financial Services	2.78%
HWM Howmet Aerospace Inc.	Industrials	2.78%
JPM JPMorgan Chase & Co.	Financial Services	2.78%
KLAC KLA Corporation	Technology	2.78%
LLY Eli Lilly and Company	Healthcare	2.78%
LRCX Lam Research Corporation	Technology	2.78%
MU Micron Technology, Inc.	Technology	2.78%
NVDA NVIDIA Corporation	Technology	2.78%
NVS Novartis AG	Healthcare	2.78%
OSIS OSI Systems, Inc.	Technology	2.78%
PLTR Palantir Technologies Inc.	Technology	2.78%
PM Philip Morris International Inc.	Consumer Defensive	2.78%
PWR Quanta Services, Inc.	Industrials	2.78%
SN SharkNinja Inc.	Consumer Cyclical	2.78%
SNDK Sandisk Corp	Technology	2.78%
STX Seagate Technology plc	Technology	2.78%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	2.78%
ULTA Ulta Beauty, Inc.	Consumer Cyclical	2.78%
WDC Western Digital Corporation	Technology	2.78%
WMT Walmart Inc.	Consumer Defensive	2.78%
XOM Exxon Mobil Corporation	Energy	2.78%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All Stocks, 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.

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The earliest data available for this chart is Feb 24, 2025, corresponding to the inception date of SNDK

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio All Stocks	-0.30%	-1.03%	19.64%	33.62%	126.48%	—	—	—
Portfolio components:
GOOGL Alphabet Inc Class A	-0.54%	-2.50%	-5.44%	20.55%	88.99%	41.91%	22.87%	22.80%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
PLTR Palantir Technologies Inc.	1.34%	0.84%	-16.48%	-20.63%	69.77%	160.69%	45.12%	—
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
KLAC KLA Corporation	-0.20%	5.24%	25.00%	33.54%	122.73%	57.51%	35.71%	37.81%
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.72%	-3.72%	11.88%	18.31%	101.39%	56.27%	24.16%	32.63%
GE General Electric Company	-3.94%	-15.73%	-8.59%	-5.86%	41.49%	54.57%	34.17%	7.77%
JPM JPMorgan Chase & Co.	-0.26%	-1.89%	-8.16%	-3.31%	22.30%	34.44%	16.83%	20.51%
GS The Goldman Sachs Group, Inc.	0.33%	0.05%	-1.30%	11.87%	56.44%	41.69%	24.33%	20.98%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 25, 2025, All Stocks's average daily return is +0.30%, while the average monthly return is +5.51%. At this rate, your investment would double in approximately 1.1 years.

Historically, 87% of months were positive and 13% were negative. The best month was Jan 2026 with a return of +18.0%, while the worst month was Mar 2025 at -7.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, All Stocks closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +11.4%, while the worst single day was Apr 3, 2025 at -8.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	18.00%	6.10%	-6.30%	1.99%									19.64%
2025		0.00%	-7.02%	4.07%	12.88%	11.50%	5.93%	3.59%	17.86%	10.80%	1.58%	1.63%	80.17%

Benchmark Metrics

All Stocks has an annualized alpha of 81.68%, beta of 1.41, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since February 25, 2025.

This portfolio captured 524.43% of S&P 500 Index gains but only 18.92% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 81.68% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 81.68%

Beta: 1.41

R²: 0.73

Upside Capture: 524.43%

Downside Capture: 18.92%

Expense Ratio

All Stocks has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

All Stocks ranks 99 for risk / return — in the top 99% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	4.17	0.88	+3.29
Sortino ratio Return per unit of downside risk	4.39	1.37	+3.02
Omega ratio Gain probability vs. loss probability	1.68	1.21	+0.47
Calmar ratio Return relative to maximum drawdown	9.10	1.39	+7.71
Martin ratio Return relative to average drawdown	37.73	6.43	+31.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
GOOGL Alphabet Inc Class A	94	2.91	3.87	1.48	4.37	16.63
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
PLTR Palantir Technologies Inc.	74	1.22	1.79	1.24	1.99	4.80
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
KLAC KLA Corporation	92	2.50	2.81	1.41	5.53	17.56
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
TSM Taiwan Semiconductor Manufacturing Company Limited	93	2.64	3.23	1.41	5.70	18.99
GE General Electric Company	75	1.27	1.73	1.25	1.86	6.67
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
GS The Goldman Sachs Group, Inc.	85	1.77	2.30	1.33	3.12	9.83

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.

All Stocks Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 4.17
All Time: 3.30

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 1.01 to 1.70, 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 All Stocks 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

All Stocks provided a 0.63% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.63%	0.66%	0.88%	1.09%	1.18%	0.99%	1.35%	1.44%	1.78%	1.51%	2.61%	1.68%
Portfolio components:
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
PLTR Palantir Technologies 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%
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%
KLAC KLA Corporation	0.50%	0.61%	0.96%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.98%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
GE General Electric Company	0.55%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
GS The Goldman Sachs Group, Inc.	1.80%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the All Stocks. 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 All Stocks was 19.30%, occurring on Apr 4, 2025. Recovery took 25 trading sessions.

The current All Stocks drawdown is 6.44%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.3%	Feb 27, 2025	27	Apr 4, 2025	25	May 12, 2025	52
-12.92%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-10.03%	Nov 11, 2025	8	Nov 20, 2025	13	Dec 10, 2025	21
-7.23%	Dec 12, 2025	4	Dec 17, 2025	10	Jan 2, 2026	14
-5.4%	Feb 4, 2026	2	Feb 5, 2026	4	Feb 11, 2026	6

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 36 assets, with an effective number of assets of 36.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	XOM	PM	NVS	COST	WMT	LLY	ULTA	CVCO	GOOGL	SNDK	OSIS	BE	PLTR	AMZN	JPM	CCJ	SN	STX	GE	GEV	HWM	AVGO	MU	WDC	NVDA	CW	GS	PWR	CAT	TSM	ASML	AMAT	KLAC	EME	LRCX	FIX	Portfolio
Benchmark	1.00	0.08	-0.00	0.24	0.22	0.18	0.33	0.37	0.44	0.60	0.43	0.58	0.45	0.58	0.67	0.63	0.49	0.60	0.48	0.56	0.52	0.53	0.59	0.55	0.51	0.65	0.55	0.74	0.58	0.68	0.66	0.64	0.63	0.65	0.62	0.67	0.65	0.82
XOM	0.08	1.00	0.15	-0.00	-0.00	0.07	-0.03	0.11	0.10	0.02	0.06	0.20	0.06	-0.03	-0.00	0.11	0.05	0.04	-0.01	-0.03	-0.03	-0.01	-0.05	0.05	-0.04	-0.01	-0.04	0.09	-0.00	0.15	0.03	0.02	0.04	0.04	0.02	-0.01	-0.02	0.04
PM	-0.00	0.15	1.00	0.22	0.30	0.32	0.11	-0.08	0.04	-0.07	-0.10	0.01	-0.06	-0.09	-0.10	-0.02	0.05	-0.02	0.01	0.06	0.02	0.08	-0.09	-0.07	-0.08	-0.14	0.01	0.01	-0.03	-0.08	-0.11	-0.11	-0.11	-0.10	-0.02	-0.13	-0.05	-0.06
NVS	0.24	-0.00	0.22	1.00	0.24	0.19	0.44	0.14	0.31	0.07	0.02	0.17	-0.01	-0.03	0.01	0.04	-0.00	0.15	0.10	0.09	0.03	0.06	-0.02	0.06	0.05	-0.06	0.02	0.11	0.07	0.20	0.10	0.21	0.17	0.15	0.04	0.16	0.03	0.13
COST	0.22	-0.00	0.30	0.24	1.00	0.61	0.19	0.21	0.28	-0.01	-0.04	0.13	-0.01	0.09	0.09	0.13	0.02	0.15	0.09	0.12	0.07	0.20	-0.04	-0.00	0.04	-0.09	0.12	0.12	0.06	0.11	0.06	0.07	0.02	0.02	0.07	0.04	0.06	0.12
WMT	0.18	0.07	0.32	0.19	0.61	1.00	0.21	0.23	0.21	0.04	0.04	0.12	0.03	0.05	0.02	0.18	0.12	0.23	0.18	0.20	0.16	0.23	-0.02	0.00	0.13	-0.06	0.13	0.15	0.12	0.19	0.03	0.11	0.02	0.04	0.14	0.03	0.12	0.17
LLY	0.33	-0.03	0.11	0.44	0.19	0.21	1.00	0.23	0.27	0.21	0.17	0.22	0.08	0.16	0.13	0.28	0.05	0.22	0.20	0.26	0.15	0.22	0.11	0.19	0.19	0.15	0.21	0.26	0.21	0.23	0.16	0.20	0.17	0.18	0.21	0.20	0.21	0.28
ULTA	0.37	0.11	-0.08	0.14	0.21	0.23	0.23	1.00	0.26	0.13	0.13	0.25	0.13	0.20	0.24	0.26	0.13	0.32	0.13	0.20	0.19	0.21	0.12	0.14	0.12	0.09	0.16	0.33	0.20	0.33	0.19	0.17	0.24	0.17	0.18	0.20	0.24	0.29
CVCO	0.44	0.10	0.04	0.31	0.28	0.21	0.27	0.26	1.00	0.25	0.17	0.42	0.11	0.18	0.27	0.24	0.17	0.48	0.16	0.25	0.10	0.31	0.08	0.18	0.20	0.09	0.20	0.29	0.22	0.41	0.23	0.25	0.28	0.25	0.31	0.28	0.31	0.35
GOOGL	0.60	0.02	-0.07	0.07	-0.01	0.04	0.21	0.13	0.25	1.00	0.32	0.30	0.26	0.36	0.54	0.36	0.34	0.31	0.35	0.35	0.26	0.28	0.43	0.42	0.38	0.43	0.31	0.43	0.33	0.42	0.49	0.45	0.44	0.48	0.37	0.50	0.41	0.51
SNDK	0.43	0.06	-0.10	0.02	-0.04	0.04	0.17	0.13	0.17	0.32	1.00	0.27	0.44	0.24	0.27	0.29	0.29	0.25	0.57	0.29	0.34	0.29	0.34	0.60	0.60	0.34	0.38	0.31	0.41	0.44	0.39	0.41	0.46	0.44	0.45	0.53	0.49	0.63
OSIS	0.58	0.20	0.01	0.17	0.13	0.12	0.22	0.25	0.42	0.30	0.27	1.00	0.31	0.37	0.34	0.43	0.30	0.42	0.26	0.33	0.31	0.40	0.28	0.30	0.29	0.30	0.43	0.45	0.42	0.47	0.39	0.36	0.40	0.40	0.50	0.42	0.47	0.54
BE	0.45	0.06	-0.06	-0.01	-0.01	0.03	0.08	0.13	0.11	0.26	0.44	0.31	1.00	0.39	0.33	0.30	0.48	0.27	0.41	0.35	0.45	0.34	0.43	0.44	0.46	0.46	0.48	0.37	0.47	0.47	0.40	0.41	0.45	0.44	0.51	0.43	0.53	0.67
PLTR	0.58	-0.03	-0.09	-0.03	0.09	0.05	0.16	0.20	0.18	0.36	0.24	0.37	0.39	1.00	0.45	0.37	0.42	0.35	0.27	0.41	0.46	0.39	0.47	0.35	0.37	0.50	0.46	0.47	0.43	0.35	0.43	0.40	0.39	0.43	0.46	0.40	0.46	0.57
AMZN	0.67	-0.00	-0.10	0.01	0.09	0.02	0.13	0.24	0.27	0.54	0.27	0.34	0.33	0.45	1.00	0.39	0.37	0.39	0.32	0.35	0.36	0.35	0.44	0.43	0.38	0.51	0.32	0.44	0.34	0.35	0.48	0.45	0.45	0.42	0.38	0.46	0.45	0.55
JPM	0.63	0.11	-0.02	0.04	0.13	0.18	0.28	0.26	0.24	0.36	0.29	0.43	0.30	0.37	0.39	1.00	0.35	0.45	0.33	0.46	0.37	0.38	0.37	0.26	0.32	0.35	0.42	0.74	0.37	0.48	0.36	0.40	0.38	0.42	0.45	0.40	0.42	0.55
CCJ	0.49	0.05	0.05	-0.00	0.02	0.12	0.05	0.13	0.17	0.34	0.29	0.30	0.48	0.42	0.37	0.35	1.00	0.36	0.36	0.43	0.54	0.47	0.47	0.35	0.36	0.49	0.56	0.49	0.54	0.45	0.47	0.43	0.40	0.42	0.51	0.41	0.55	0.60
SN	0.60	0.04	-0.02	0.15	0.15	0.23	0.22	0.32	0.48	0.31	0.25	0.42	0.27	0.35	0.39	0.45	0.36	1.00	0.37	0.38	0.39	0.41	0.39	0.37	0.40	0.39	0.37	0.54	0.44	0.56	0.46	0.49	0.42	0.44	0.48	0.47	0.50	0.58
STX	0.48	-0.01	0.01	0.10	0.09	0.18	0.20	0.13	0.16	0.35	0.57	0.26	0.41	0.27	0.32	0.33	0.36	0.37	1.00	0.34	0.39	0.34	0.42	0.58	0.87	0.37	0.41	0.43	0.43	0.50	0.47	0.55	0.54	0.56	0.45	0.61	0.49	0.70
GE	0.56	-0.03	0.06	0.09	0.12	0.20	0.26	0.20	0.25	0.35	0.29	0.33	0.35	0.41	0.35	0.46	0.43	0.38	0.34	1.00	0.55	0.72	0.45	0.38	0.37	0.45	0.62	0.48	0.53	0.45	0.41	0.45	0.39	0.48	0.59	0.44	0.59	0.59
GEV	0.52	-0.03	0.02	0.03	0.07	0.16	0.15	0.19	0.10	0.26	0.34	0.31	0.45	0.46	0.36	0.37	0.54	0.39	0.39	0.55	1.00	0.57	0.56	0.39	0.46	0.55	0.58	0.45	0.65	0.44	0.51	0.42	0.47	0.46	0.64	0.45	0.71	0.67
HWM	0.53	-0.01	0.08	0.06	0.20	0.23	0.22	0.21	0.31	0.28	0.29	0.40	0.34	0.39	0.35	0.38	0.47	0.41	0.34	0.72	0.57	1.00	0.44	0.37	0.41	0.44	0.71	0.44	0.64	0.45	0.45	0.40	0.38	0.45	0.65	0.43	0.67	0.62
AVGO	0.59	-0.05	-0.09	-0.02	-0.04	-0.02	0.11	0.12	0.08	0.43	0.34	0.28	0.43	0.47	0.44	0.37	0.47	0.39	0.42	0.45	0.56	0.44	1.00	0.51	0.50	0.66	0.48	0.45	0.58	0.42	0.64	0.56	0.53	0.57	0.55	0.56	0.59	0.65
MU	0.55	0.05	-0.07	0.06	-0.00	0.00	0.19	0.14	0.18	0.42	0.60	0.30	0.44	0.35	0.43	0.26	0.35	0.37	0.58	0.38	0.39	0.37	0.51	1.00	0.63	0.56	0.43	0.40	0.48	0.44	0.63	0.64	0.67	0.65	0.49	0.73	0.54	0.72
WDC	0.51	-0.04	-0.08	0.05	0.04	0.13	0.19	0.12	0.20	0.38	0.60	0.29	0.46	0.37	0.38	0.32	0.36	0.40	0.87	0.37	0.46	0.41	0.50	0.63	1.00	0.46	0.45	0.42	0.47	0.51	0.51	0.55	0.56	0.56	0.54	0.60	0.58	0.75
NVDA	0.65	-0.01	-0.14	-0.06	-0.09	-0.06	0.15	0.09	0.09	0.43	0.34	0.30	0.46	0.50	0.51	0.35	0.49	0.39	0.37	0.45	0.55	0.44	0.66	0.56	0.46	1.00	0.48	0.46	0.52	0.42	0.67	0.61	0.58	0.59	0.55	0.58	0.60	0.65
CW	0.55	-0.04	0.01	0.02	0.12	0.13	0.21	0.16	0.20	0.31	0.38	0.43	0.48	0.46	0.32	0.42	0.56	0.37	0.41	0.62	0.58	0.71	0.48	0.43	0.45	0.48	1.00	0.50	0.66	0.52	0.46	0.43	0.46	0.52	0.67	0.48	0.70	0.70
GS	0.74	0.09	0.01	0.11	0.12	0.15	0.26	0.33	0.29	0.43	0.31	0.45	0.37	0.47	0.44	0.74	0.49	0.54	0.43	0.48	0.45	0.44	0.45	0.40	0.42	0.46	0.50	1.00	0.46	0.58	0.54	0.53	0.49	0.54	0.54	0.53	0.53	0.67
PWR	0.58	-0.00	-0.03	0.07	0.06	0.12	0.21	0.20	0.22	0.33	0.41	0.42	0.47	0.43	0.34	0.37	0.54	0.44	0.43	0.53	0.65	0.64	0.58	0.48	0.47	0.52	0.66	0.46	1.00	0.56	0.58	0.47	0.54	0.56	0.81	0.53	0.83	0.73
CAT	0.68	0.15	-0.08	0.20	0.11	0.19	0.23	0.33	0.41	0.42	0.44	0.47	0.47	0.35	0.35	0.48	0.45	0.56	0.50	0.45	0.44	0.45	0.42	0.44	0.51	0.42	0.52	0.58	0.56	1.00	0.56	0.56	0.59	0.57	0.60	0.58	0.60	0.73
TSM	0.66	0.03	-0.11	0.10	0.06	0.03	0.16	0.19	0.23	0.49	0.39	0.39	0.40	0.43	0.48	0.36	0.47	0.46	0.47	0.41	0.51	0.45	0.64	0.63	0.51	0.67	0.46	0.54	0.58	0.56	1.00	0.68	0.69	0.69	0.56	0.71	0.63	0.72
ASML	0.64	0.02	-0.11	0.21	0.07	0.11	0.20	0.17	0.25	0.45	0.41	0.36	0.41	0.40	0.45	0.40	0.43	0.49	0.55	0.45	0.42	0.40	0.56	0.64	0.55	0.61	0.43	0.53	0.47	0.56	0.68	1.00	0.80	0.81	0.50	0.82	0.53	0.72
AMAT	0.63	0.04	-0.11	0.17	0.02	0.02	0.17	0.24	0.28	0.44	0.46	0.40	0.45	0.39	0.45	0.38	0.40	0.42	0.54	0.39	0.47	0.38	0.53	0.67	0.56	0.58	0.46	0.49	0.54	0.59	0.69	0.80	1.00	0.86	0.57	0.86	0.61	0.77
KLAC	0.65	0.04	-0.10	0.15	0.02	0.04	0.18	0.17	0.25	0.48	0.44	0.40	0.44	0.43	0.42	0.42	0.42	0.44	0.56	0.48	0.46	0.45	0.57	0.65	0.56	0.59	0.52	0.54	0.56	0.57	0.69	0.81	0.86	1.00	0.58	0.88	0.61	0.77
EME	0.62	0.02	-0.02	0.04	0.07	0.14	0.21	0.18	0.31	0.37	0.45	0.50	0.51	0.46	0.38	0.45	0.51	0.48	0.45	0.59	0.64	0.65	0.55	0.49	0.54	0.55	0.67	0.54	0.81	0.60	0.56	0.50	0.57	0.58	1.00	0.57	0.87	0.78
LRCX	0.67	-0.01	-0.13	0.16	0.04	0.03	0.20	0.20	0.28	0.50	0.53	0.42	0.43	0.40	0.46	0.40	0.41	0.47	0.61	0.44	0.45	0.43	0.56	0.73	0.60	0.58	0.48	0.53	0.53	0.58	0.71	0.82	0.86	0.88	0.57	1.00	0.61	0.79
FIX	0.65	-0.02	-0.05	0.03	0.06	0.12	0.21	0.24	0.31	0.41	0.49	0.47	0.53	0.46	0.45	0.42	0.55	0.50	0.49	0.59	0.71	0.67	0.59	0.54	0.58	0.60	0.70	0.53	0.83	0.60	0.63	0.53	0.61	0.61	0.87	0.61	1.00	0.83
Portfolio	0.82	0.04	-0.06	0.13	0.12	0.17	0.28	0.29	0.35	0.51	0.63	0.54	0.67	0.57	0.55	0.55	0.60	0.58	0.70	0.59	0.67	0.62	0.65	0.72	0.75	0.65	0.70	0.67	0.73	0.73	0.72	0.72	0.77	0.77	0.78	0.79	0.83	1.00

The correlation results are calculated based on daily price changes starting from Feb 25, 2025

All Stocks

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table