Magnum Experiment 99J
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Magnum Experiment 99J
Last updated Apr 15, 2025
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 99J, 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 99J
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
As of Apr 15, 2025, the Magnum Experiment 99J returned 3.70% Year-To-Date and 14.25% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| Magnum Experiment 99J | 3.70% | -2.07% | 0.14% | 15.11% | 16.72% | 14.25% |
| Portfolio components: | ||||||
AAPL Apple Inc | -19.04% | -5.14% | -12.25% | 15.25% | 24.08% | 22.00% |
ABBV AbbVie Inc. | 1.74% | -15.43% | -6.85% | 13.33% | 21.69% | 15.80% |
ACN Accenture plc | -16.86% | -8.65% | -19.78% | -6.49% | 13.03% | 14.00% |
AMZN Amazon.com, Inc. | -16.99% | -8.00% | -2.89% | -2.15% | 9.58% | 25.58% |
ASML ASML Holding N.V. | -2.71% | -5.76% | -22.51% | -29.45% | 20.14% | 22.99% |
AVGO Broadcom Inc. | -22.83% | -8.51% | -1.61% | 34.32% | 51.23% | 34.29% |
AXP American Express Company | -13.46% | -3.54% | -7.12% | 18.36% | 26.69% | 14.39% |
AZN AstraZeneca PLC | 5.25% | -12.36% | -11.70% | 0.66% | 9.72% | 10.06% |
BABA Alibaba Group Holding Limited | 34.41% | -19.23% | 5.71% | 61.23% | -10.99% | 3.59% |
BAC Bank of America Corporation | -16.04% | -10.32% | -11.46% | 4.99% | 13.38% | 11.31% |
BRK-A Berkshire Hathaway Inc | 16.58% | 2.92% | 15.88% | 30.54% | 22.90% | 14.10% |
BRK-B Berkshire Hathaway Inc. | 16.82% | 2.90% | 15.12% | 31.31% | 23.00% | 14.21% |
BX The Blackstone Group Inc. | -23.68% | -7.40% | -14.94% | 8.47% | 27.91% | 18.02% |
COST Costco Wholesale Corporation | 7.00% | 8.34% | 10.33% | 34.65% | 28.04% | 23.30% |
CRM salesforce.com, inc. | -23.74% | -8.75% | -12.48% | -13.01% | 10.52% | 14.60% |
CSCO Cisco Systems, Inc. | -1.71% | -4.47% | 7.22% | 21.95% | 10.02% | 10.91% |
CVX Chevron Corporation | -5.54% | -13.82% | -8.94% | -11.19% | 15.45% | 6.66% |
GOOG Alphabet Inc. | -15.12% | -3.67% | -2.71% | 1.91% | 20.83% | 20.08% |
GOOGL Alphabet Inc. | -15.87% | -3.88% | -3.35% | 1.33% | 20.57% | 19.67% |
HD | -7.59% | 1.68% | -13.01% | 6.77% | 15.24% | 14.99% |
IBM | 9.47% | -3.74% | 3.10% | 35.57% | 21.56% | 9.15% |
JNJ | 7.59% | -5.19% | -2.94% | 7.99% | 3.77% | 7.43% |
JPM | -0.97% | 1.60% | 7.18% | 31.39% | 24.40% | 17.31% |
KO | 17.23% | 4.76% | 4.55% | 28.03% | 12.18% | 9.48% |
LLY | -2.12% | -7.27% | -18.57% | 1.01% | 39.72% | 28.84% |
MA | -2.38% | -2.72% | 1.46% | 10.77% | 15.48% | 20.19% |
MCD | 9.66% | 5.42% | 3.22% | 21.09% | 14.85% | 15.70% |
META | -9.15% | -12.53% | -9.83% | 4.20% | 24.78% | 20.84% |
MRK | -19.73% | -15.56% | -26.62% | -35.17% | 3.35% | 7.09% |
MS | -12.63% | -5.40% | -1.40% | 30.80% | 27.35% | 14.64% |
MSFT | -7.81% | -0.19% | -7.10% | -7.38% | 18.76% | 26.93% |
NFLX | 4.48% | 1.45% | 30.61% | 49.52% | 16.93% | 27.63% |
NOW | -24.55% | -5.27% | -15.34% | 4.05% | 22.06% | 27.07% |
NVDA | -17.55% | -9.01% | -19.80% | 25.58% | 73.96% | 70.67% |
NVO | -21.97% | -12.99% | -43.96% | -45.89% | 19.15% | 11.45% |
NVS | 16.54% | 0.37% | -2.49% | 21.26% | 10.63% | 6.59% |
ORCL | -18.70% | -9.48% | -23.08% | 12.43% | 22.28% | 13.88% |
PEP | -2.64% | -1.24% | -15.21% | -9.80% | 4.70% | 7.48% |
PG | 1.50% | 0.69% | -0.78% | 11.57% | 9.59% | 10.52% |
SAP | 5.41% | -1.65% | 11.96% | 45.36% | 19.08% | 15.63% |
TM | -11.62% | -7.86% | -1.77% | -28.19% | 9.60% | 5.15% |
TMO | -13.56% | -13.93% | -25.46% | -20.27% | 6.91% | 13.39% |
TMUS | 19.38% | 2.60% | 22.49% | 66.41% | 24.96% | 23.76% |
TSLA | -37.51% | 0.95% | 15.14% | 47.53% | 39.10% | 33.83% |
TSM | -20.78% | -10.13% | -18.35% | 10.88% | 28.09% | 24.25% |
UNH | 16.55% | 20.14% | -2.24% | 35.80% | 17.58% | 19.19% |
V | 6.23% | 1.02% | 19.85% | 22.37% | 15.96% | 18.79% |
WFC | -9.72% | -10.94% | 2.60% | 14.46% | 20.36% | 4.52% |
WMT | 5.14% | 11.29% | 18.57% | 59.30% | 18.94% | 16.12% |
XOM | -3.03% | -7.61% | -15.24% | -11.21% | 26.57% | 6.31% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 99J, 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 | 4.34% | 4.20% | -1.80% | -2.87% | 3.70% | ||||||||
| 2024 | 4.23% | 4.65% | 2.27% | -3.13% | 2.92% | 1.59% | 2.91% | 5.85% | -0.04% | -2.15% | 2.88% | -3.25% | 19.84% |
| 2023 | 2.40% | -3.88% | 5.33% | 3.63% | -2.01% | 5.49% | 2.64% | -0.49% | -2.63% | -1.56% | 5.53% | 2.15% | 17.21% |
| 2022 | -0.34% | -2.05% | 5.24% | -2.92% | -1.02% | -4.50% | 4.60% | -4.68% | -6.42% | 8.67% | 7.64% | -3.12% | -0.32% |
| 2021 | -1.82% | 0.45% | 4.76% | 3.27% | 3.10% | 1.15% | 2.32% | 1.21% | -3.83% | 4.70% | -3.22% | 7.09% | 20.24% |
| 2020 | 0.57% | -7.16% | -6.51% | 9.14% | 1.90% | -0.35% | 5.53% | 6.98% | -1.41% | -4.37% | 9.08% | 3.54% | 16.30% |
| 2019 | 4.31% | 2.38% | 2.91% | 2.93% | -4.52% | 6.46% | 0.42% | 0.43% | 1.36% | 2.03% | 2.55% | 2.92% | 26.58% |
| 2018 | 5.50% | -5.58% | -1.59% | -0.69% | -0.54% | 1.03% | 5.77% | 2.56% | 1.77% | -2.53% | 4.55% | -7.03% | 2.31% |
| 2017 | 1.82% | 4.33% | 0.38% | 1.73% | 3.69% | 0.42% | 2.01% | 1.63% | 1.30% | 3.21% | 2.69% | 0.98% | 26.95% |
| 2016 | -2.02% | -1.40% | 5.65% | 0.51% | 1.86% | 1.93% | 3.25% | 0.17% | -0.40% | -2.47% | 0.92% | 2.31% | 10.48% |
| 2015 | -1.13% | 4.31% | -1.01% | 0.47% | 1.14% | -3.01% | 3.64% | -6.34% | -0.98% | 6.30% | 0.47% | 0.82% | 4.13% |
| 2014 | -1.35% | 1.23% | 4.22% | -1.93% | 2.07% |
Expense Ratio
Magnum Experiment 99J 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 90, Magnum Experiment 99J is among the top 10% 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: 1.23
^GSPC: 0.21
Portfolio: 1.70
^GSPC: 0.43
Portfolio: 1.26
^GSPC: 1.06
Portfolio: 1.41
^GSPC: 0.21
Portfolio: 6.75
^GSPC: 1.00
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.47 | 0.89 | 1.13 | 0.46 | 1.90 |
ABBV AbbVie Inc. | 0.50 | 0.79 | 1.12 | 0.68 | 1.72 |
ACN Accenture plc | -0.24 | -0.17 | 0.98 | -0.22 | -0.72 |
AMZN Amazon.com, Inc. | -0.07 | 0.14 | 1.02 | -0.07 | -0.22 |
ASML ASML Holding N.V. | -0.61 | -0.63 | 0.92 | -0.65 | -1.07 |
AVGO Broadcom Inc. | 0.55 | 1.23 | 1.16 | 0.83 | 2.53 |
AXP American Express Company | 0.58 | 1.02 | 1.14 | 0.64 | 2.40 |
AZN AstraZeneca PLC | 0.03 | 0.18 | 1.03 | 0.02 | 0.05 |
BABA Alibaba Group Holding Limited | 1.34 | 1.98 | 1.25 | 0.78 | 3.93 |
BAC Bank of America Corporation | 0.17 | 0.43 | 1.06 | 0.18 | 0.62 |
BRK-A Berkshire Hathaway Inc | 1.64 | 2.30 | 1.32 | 3.54 | 9.04 |
BRK-B Berkshire Hathaway Inc. | 1.69 | 2.36 | 1.34 | 3.56 | 9.23 |
BX The Blackstone Group Inc. | 0.23 | 0.58 | 1.07 | 0.22 | 0.67 |
COST Costco Wholesale Corporation | 1.61 | 2.17 | 1.29 | 2.00 | 6.29 |
CRM salesforce.com, inc. | -0.34 | -0.22 | 0.97 | -0.38 | -1.00 |
CSCO Cisco Systems, Inc. | 0.98 | 1.50 | 1.22 | 0.92 | 5.01 |
CVX Chevron Corporation | -0.45 | -0.45 | 0.94 | -0.53 | -1.50 |
GOOG Alphabet Inc. | 0.06 | 0.31 | 1.04 | 0.07 | 0.16 |
GOOGL Alphabet Inc. | 0.04 | 0.29 | 1.04 | 0.04 | 0.11 |
HD | 0.30 | 0.58 | 1.07 | 0.31 | 0.95 |
IBM | 1.29 | 1.91 | 1.28 | 2.11 | 6.11 |
JNJ | 0.42 | 0.69 | 1.09 | 0.45 | 1.31 |
JPM | 1.11 | 1.63 | 1.24 | 1.29 | 4.84 |
KO | 1.72 | 2.42 | 1.32 | 1.81 | 4.01 |
LLY | 0.03 | 0.27 | 1.03 | 0.04 | 0.09 |
MA | 0.52 | 0.84 | 1.12 | 0.64 | 2.85 |
MCD | 1.06 | 1.55 | 1.21 | 1.23 | 3.87 |
META | 0.11 | 0.42 | 1.06 | 0.13 | 0.46 |
MRK | -1.39 | -1.87 | 0.74 | -0.87 | -1.72 |
MS | 0.93 | 1.43 | 1.21 | 1.05 | 3.87 |
MSFT | -0.30 | -0.27 | 0.97 | -0.31 | -0.74 |
NFLX | 1.48 | 2.09 | 1.29 | 2.43 | 8.08 |
NOW | 0.10 | 0.42 | 1.06 | 0.11 | 0.32 |
NVDA | 0.42 | 0.98 | 1.12 | 0.69 | 1.95 |
NVO | -1.13 | -1.63 | 0.79 | -0.80 | -1.63 |
NVS | 1.10 | 1.54 | 1.22 | 1.07 | 2.32 |
ORCL | 0.30 | 0.73 | 1.10 | 0.35 | 1.14 |
PEP | -0.51 | -0.60 | 0.93 | -0.41 | -0.90 |
PG | 0.64 | 0.94 | 1.13 | 0.98 | 2.55 |
SAP | 1.62 | 2.32 | 1.30 | 2.37 | 10.56 |
TM | -0.94 | -1.34 | 0.85 | -0.78 | -1.27 |
TMO | -0.81 | -1.09 | 0.87 | -0.55 | -1.77 |
TMUS | 2.89 | 3.45 | 1.54 | 4.60 | 14.35 |
TSLA | 0.64 | 1.46 | 1.17 | 0.73 | 2.24 |
TSM | 0.24 | 0.65 | 1.08 | 0.30 | 0.92 |
UNH | 1.20 | 1.67 | 1.24 | 1.38 | 3.32 |
V | 1.04 | 1.49 | 1.22 | 1.49 | 5.39 |
WFC | 0.43 | 0.83 | 1.11 | 0.58 | 1.73 |
WMT | 2.42 | 3.29 | 1.46 | 2.70 | 9.62 |
XOM | -0.48 | -0.51 | 0.93 | -0.59 | -1.43 |
Magnum Experiment 99J
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Magnum Experiment 99J provided a 1.91% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.91% | 1.98% | 1.97% | 1.90% | 1.86% | 2.10% | 1.98% | 2.23% | 2.10% | 2.28% | 2.27% | 2.00% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.49% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
ABBV AbbVie Inc. | 3.56% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
ACN Accenture plc | 1.98% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% |
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% |
ASML ASML Holding N.V. | 1.00% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
AVGO Broadcom Inc. | 1.25% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
AXP American Express Company | 1.14% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
AZN AstraZeneca PLC | 2.25% | 2.27% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% |
BABA Alibaba Group Holding Limited | 0.58% | 0.78% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAC Bank of America Corporation | 2.78% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
BRK-A Berkshire Hathaway 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% |
BRK-B Berkshire Hathaway 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% |
BX The Blackstone Group Inc. | 3.03% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
CRM salesforce.com, inc. | 0.63% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 2.80% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
CVX Chevron Corporation | 4.88% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
GOOG Alphabet Inc. | 0.50% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. | 0.50% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD | 2.53% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
IBM | 2.79% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
JNJ | 3.21% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
JPM | 2.15% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
KO | 2.71% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LLY | 0.72% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
MA | 0.55% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
MCD | 2.18% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
META | 0.38% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK | 3.99% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
MS | 3.32% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
MSFT | 0.81% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
NVDA | 0.04% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
NVO | 2.44% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
NVS | 3.54% | 3.88% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% |
ORCL | 1.26% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
PEP | 3.71% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
PG | 2.38% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
SAP | 0.92% | 0.97% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.39% |
TM | 1.51% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% |
TMO | 0.36% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
TMUS | 1.17% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM | 1.58% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
UNH | 1.43% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
V | 0.66% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
WFC | 2.46% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% |
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% |
XOM | 3.75% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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 99J
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Magnum Experiment 99J. 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 99J was 25.99%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Magnum Experiment 99J drawdown is 4.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.99% | Feb 13, 2020 | 27 | Mar 23, 2020 | 95 | Aug 6, 2020 | 122 |
| -15.87% | Apr 11, 2022 | 120 | Sep 30, 2022 | 128 | Apr 5, 2023 | 248 |
| -12.4% | Dec 4, 2018 | 14 | Dec 24, 2018 | 53 | Mar 13, 2019 | 67 |
| -11.63% | Jan 29, 2018 | 39 | Mar 23, 2018 | 125 | Sep 20, 2018 | 164 |
| -11.15% | Jul 21, 2015 | 26 | Aug 25, 2015 | 79 | Dec 16, 2015 | 105 |
Volatility
Volatility Chart
The current Magnum Experiment 99J volatility is 8.78%, 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 99J
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.
| TSLA | NVO | AZN | WMT | MRK | LLY | BABA | XOM | ABBV | PG | CVX | TMUS | UNH | JNJ | PEP | KO | NFLX | NVS | MCD | TM | COST | TSM | WFC | NVDA | META | NOW | BAC | BX | HD | AMZN | IBM | AVGO | CRM | TMO | SAP | ORCL | AAPL | JPM | ASML | MS | AXP | GOOGL | GOOG | BRK-A | CSCO | BRK-B | V | ACN | MSFT | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.17 | 0.15 | 0.18 | 0.07 | 0.13 | 0.31 | 0.13 | 0.14 | 0.10 | 0.15 | 0.21 | 0.15 | 0.09 | 0.14 | 0.13 | 0.39 | 0.16 | 0.17 | 0.25 | 0.28 | 0.37 | 0.24 | 0.42 | 0.36 | 0.37 | 0.26 | 0.33 | 0.26 | 0.42 | 0.23 | 0.40 | 0.40 | 0.28 | 0.32 | 0.29 | 0.41 | 0.25 | 0.37 | 0.28 | 0.31 | 0.38 | 0.38 | 0.22 | 0.28 | 0.23 | 0.30 | 0.31 | 0.40 | 0.32 |
| NVO | 0.17 | 1.00 | 0.46 | 0.21 | 0.35 | 0.43 | 0.20 | 0.11 | 0.31 | 0.24 | 0.13 | 0.24 | 0.25 | 0.30 | 0.24 | 0.21 | 0.23 | 0.44 | 0.23 | 0.27 | 0.25 | 0.24 | 0.17 | 0.26 | 0.29 | 0.31 | 0.16 | 0.26 | 0.24 | 0.26 | 0.20 | 0.27 | 0.29 | 0.38 | 0.36 | 0.30 | 0.25 | 0.19 | 0.33 | 0.21 | 0.24 | 0.30 | 0.30 | 0.21 | 0.26 | 0.23 | 0.31 | 0.31 | 0.34 | 0.31 |
| AZN | 0.15 | 0.46 | 1.00 | 0.20 | 0.41 | 0.38 | 0.22 | 0.16 | 0.37 | 0.30 | 0.19 | 0.26 | 0.26 | 0.37 | 0.29 | 0.28 | 0.21 | 0.55 | 0.28 | 0.27 | 0.22 | 0.22 | 0.19 | 0.20 | 0.25 | 0.24 | 0.19 | 0.23 | 0.23 | 0.21 | 0.23 | 0.20 | 0.24 | 0.38 | 0.35 | 0.24 | 0.25 | 0.21 | 0.29 | 0.22 | 0.23 | 0.26 | 0.25 | 0.26 | 0.29 | 0.27 | 0.30 | 0.28 | 0.29 | 0.29 |
| WMT | 0.18 | 0.21 | 0.20 | 1.00 | 0.27 | 0.26 | 0.14 | 0.19 | 0.24 | 0.43 | 0.19 | 0.27 | 0.28 | 0.33 | 0.43 | 0.37 | 0.21 | 0.26 | 0.34 | 0.22 | 0.57 | 0.19 | 0.21 | 0.21 | 0.22 | 0.18 | 0.22 | 0.21 | 0.41 | 0.27 | 0.31 | 0.22 | 0.21 | 0.29 | 0.26 | 0.31 | 0.27 | 0.25 | 0.23 | 0.23 | 0.26 | 0.27 | 0.27 | 0.36 | 0.33 | 0.37 | 0.29 | 0.34 | 0.31 | 0.29 |
| MRK | 0.07 | 0.35 | 0.41 | 0.27 | 1.00 | 0.47 | 0.12 | 0.27 | 0.45 | 0.39 | 0.27 | 0.25 | 0.37 | 0.53 | 0.39 | 0.37 | 0.14 | 0.48 | 0.33 | 0.23 | 0.25 | 0.11 | 0.22 | 0.10 | 0.18 | 0.19 | 0.24 | 0.21 | 0.25 | 0.15 | 0.33 | 0.16 | 0.19 | 0.41 | 0.24 | 0.28 | 0.22 | 0.28 | 0.18 | 0.25 | 0.25 | 0.22 | 0.22 | 0.36 | 0.31 | 0.38 | 0.32 | 0.30 | 0.27 | 0.31 |
| LLY | 0.13 | 0.43 | 0.38 | 0.26 | 0.47 | 1.00 | 0.13 | 0.19 | 0.42 | 0.31 | 0.19 | 0.26 | 0.34 | 0.44 | 0.29 | 0.27 | 0.22 | 0.40 | 0.24 | 0.24 | 0.30 | 0.19 | 0.19 | 0.23 | 0.27 | 0.25 | 0.18 | 0.22 | 0.27 | 0.25 | 0.29 | 0.25 | 0.26 | 0.35 | 0.29 | 0.33 | 0.26 | 0.24 | 0.24 | 0.21 | 0.24 | 0.28 | 0.27 | 0.30 | 0.31 | 0.31 | 0.29 | 0.30 | 0.33 | 0.29 |
| BABA | 0.31 | 0.20 | 0.22 | 0.14 | 0.12 | 0.13 | 1.00 | 0.22 | 0.19 | 0.11 | 0.23 | 0.24 | 0.17 | 0.16 | 0.14 | 0.14 | 0.37 | 0.21 | 0.18 | 0.30 | 0.20 | 0.39 | 0.23 | 0.38 | 0.40 | 0.35 | 0.28 | 0.31 | 0.24 | 0.41 | 0.25 | 0.35 | 0.37 | 0.33 | 0.35 | 0.31 | 0.37 | 0.27 | 0.40 | 0.32 | 0.27 | 0.41 | 0.41 | 0.27 | 0.31 | 0.28 | 0.36 | 0.32 | 0.38 | 0.38 |
| XOM | 0.13 | 0.11 | 0.16 | 0.19 | 0.27 | 0.19 | 0.22 | 1.00 | 0.28 | 0.20 | 0.83 | 0.20 | 0.26 | 0.26 | 0.22 | 0.28 | 0.13 | 0.24 | 0.24 | 0.33 | 0.19 | 0.25 | 0.44 | 0.18 | 0.17 | 0.15 | 0.48 | 0.31 | 0.28 | 0.17 | 0.41 | 0.24 | 0.21 | 0.22 | 0.23 | 0.28 | 0.25 | 0.48 | 0.25 | 0.47 | 0.42 | 0.24 | 0.25 | 0.48 | 0.37 | 0.50 | 0.33 | 0.30 | 0.21 | 0.34 |
| ABBV | 0.14 | 0.31 | 0.37 | 0.24 | 0.45 | 0.42 | 0.19 | 0.28 | 1.00 | 0.33 | 0.27 | 0.27 | 0.37 | 0.46 | 0.33 | 0.32 | 0.18 | 0.42 | 0.29 | 0.22 | 0.24 | 0.17 | 0.28 | 0.19 | 0.21 | 0.25 | 0.27 | 0.25 | 0.31 | 0.20 | 0.34 | 0.23 | 0.25 | 0.40 | 0.28 | 0.28 | 0.25 | 0.32 | 0.25 | 0.28 | 0.28 | 0.28 | 0.27 | 0.36 | 0.34 | 0.37 | 0.34 | 0.32 | 0.28 | 0.34 |
| PG | 0.10 | 0.24 | 0.30 | 0.43 | 0.39 | 0.31 | 0.11 | 0.20 | 0.33 | 1.00 | 0.20 | 0.28 | 0.34 | 0.48 | 0.65 | 0.61 | 0.16 | 0.36 | 0.42 | 0.23 | 0.39 | 0.14 | 0.21 | 0.14 | 0.19 | 0.16 | 0.20 | 0.21 | 0.36 | 0.20 | 0.36 | 0.18 | 0.21 | 0.34 | 0.29 | 0.31 | 0.27 | 0.25 | 0.23 | 0.21 | 0.26 | 0.25 | 0.24 | 0.38 | 0.36 | 0.40 | 0.36 | 0.37 | 0.32 | 0.36 |
| CVX | 0.15 | 0.13 | 0.19 | 0.19 | 0.27 | 0.19 | 0.23 | 0.83 | 0.27 | 0.20 | 1.00 | 0.22 | 0.28 | 0.26 | 0.21 | 0.28 | 0.14 | 0.25 | 0.25 | 0.33 | 0.21 | 0.27 | 0.44 | 0.21 | 0.18 | 0.16 | 0.48 | 0.34 | 0.29 | 0.18 | 0.42 | 0.27 | 0.21 | 0.24 | 0.26 | 0.29 | 0.25 | 0.49 | 0.28 | 0.47 | 0.43 | 0.25 | 0.26 | 0.47 | 0.38 | 0.49 | 0.34 | 0.33 | 0.26 | 0.34 |
| TMUS | 0.21 | 0.24 | 0.26 | 0.27 | 0.25 | 0.26 | 0.24 | 0.20 | 0.27 | 0.28 | 0.22 | 1.00 | 0.30 | 0.28 | 0.35 | 0.31 | 0.29 | 0.30 | 0.31 | 0.26 | 0.32 | 0.23 | 0.26 | 0.31 | 0.30 | 0.35 | 0.28 | 0.31 | 0.34 | 0.34 | 0.29 | 0.30 | 0.35 | 0.32 | 0.31 | 0.31 | 0.32 | 0.29 | 0.30 | 0.28 | 0.31 | 0.34 | 0.34 | 0.34 | 0.37 | 0.36 | 0.39 | 0.34 | 0.37 | 0.38 |
| UNH | 0.15 | 0.25 | 0.26 | 0.28 | 0.37 | 0.34 | 0.17 | 0.26 | 0.37 | 0.34 | 0.28 | 0.30 | 1.00 | 0.41 | 0.35 | 0.34 | 0.22 | 0.35 | 0.33 | 0.27 | 0.31 | 0.20 | 0.30 | 0.22 | 0.22 | 0.24 | 0.33 | 0.28 | 0.35 | 0.23 | 0.32 | 0.25 | 0.25 | 0.39 | 0.25 | 0.30 | 0.30 | 0.36 | 0.25 | 0.34 | 0.35 | 0.31 | 0.31 | 0.41 | 0.36 | 0.43 | 0.37 | 0.37 | 0.32 | 0.36 |
| JNJ | 0.09 | 0.30 | 0.37 | 0.33 | 0.53 | 0.44 | 0.16 | 0.26 | 0.46 | 0.48 | 0.26 | 0.28 | 0.41 | 1.00 | 0.48 | 0.46 | 0.16 | 0.46 | 0.38 | 0.26 | 0.31 | 0.15 | 0.27 | 0.12 | 0.17 | 0.17 | 0.26 | 0.22 | 0.33 | 0.18 | 0.38 | 0.18 | 0.20 | 0.43 | 0.28 | 0.30 | 0.25 | 0.31 | 0.23 | 0.28 | 0.29 | 0.26 | 0.26 | 0.44 | 0.39 | 0.46 | 0.37 | 0.38 | 0.28 | 0.36 |
| PEP | 0.14 | 0.24 | 0.29 | 0.43 | 0.39 | 0.29 | 0.14 | 0.22 | 0.33 | 0.65 | 0.21 | 0.35 | 0.35 | 0.48 | 1.00 | 0.71 | 0.16 | 0.38 | 0.47 | 0.25 | 0.41 | 0.17 | 0.21 | 0.16 | 0.21 | 0.20 | 0.19 | 0.23 | 0.39 | 0.22 | 0.34 | 0.22 | 0.25 | 0.36 | 0.31 | 0.32 | 0.31 | 0.24 | 0.25 | 0.22 | 0.26 | 0.28 | 0.28 | 0.39 | 0.38 | 0.41 | 0.38 | 0.40 | 0.35 | 0.37 |
| KO | 0.13 | 0.21 | 0.28 | 0.37 | 0.37 | 0.27 | 0.14 | 0.28 | 0.32 | 0.61 | 0.28 | 0.31 | 0.34 | 0.46 | 0.71 | 1.00 | 0.12 | 0.37 | 0.48 | 0.28 | 0.37 | 0.15 | 0.29 | 0.12 | 0.18 | 0.17 | 0.27 | 0.26 | 0.35 | 0.18 | 0.38 | 0.20 | 0.22 | 0.33 | 0.31 | 0.30 | 0.27 | 0.32 | 0.22 | 0.27 | 0.34 | 0.27 | 0.27 | 0.45 | 0.37 | 0.47 | 0.40 | 0.40 | 0.31 | 0.40 |
| NFLX | 0.39 | 0.23 | 0.21 | 0.21 | 0.14 | 0.22 | 0.37 | 0.13 | 0.18 | 0.16 | 0.14 | 0.29 | 0.22 | 0.16 | 0.16 | 0.12 | 1.00 | 0.20 | 0.19 | 0.26 | 0.33 | 0.38 | 0.20 | 0.47 | 0.51 | 0.50 | 0.25 | 0.34 | 0.31 | 0.55 | 0.24 | 0.41 | 0.48 | 0.34 | 0.38 | 0.37 | 0.44 | 0.26 | 0.43 | 0.29 | 0.30 | 0.48 | 0.48 | 0.25 | 0.35 | 0.26 | 0.39 | 0.39 | 0.50 | 0.40 |
| NVS | 0.16 | 0.44 | 0.55 | 0.26 | 0.48 | 0.40 | 0.21 | 0.24 | 0.42 | 0.36 | 0.25 | 0.30 | 0.35 | 0.46 | 0.38 | 0.37 | 0.20 | 1.00 | 0.34 | 0.33 | 0.28 | 0.24 | 0.24 | 0.21 | 0.25 | 0.26 | 0.24 | 0.27 | 0.30 | 0.23 | 0.33 | 0.25 | 0.26 | 0.41 | 0.42 | 0.31 | 0.29 | 0.29 | 0.32 | 0.29 | 0.31 | 0.27 | 0.27 | 0.35 | 0.37 | 0.36 | 0.38 | 0.34 | 0.32 | 0.37 |
| MCD | 0.17 | 0.23 | 0.28 | 0.34 | 0.33 | 0.24 | 0.18 | 0.24 | 0.29 | 0.42 | 0.25 | 0.31 | 0.33 | 0.38 | 0.47 | 0.48 | 0.19 | 0.34 | 1.00 | 0.31 | 0.36 | 0.22 | 0.30 | 0.22 | 0.28 | 0.24 | 0.30 | 0.28 | 0.41 | 0.28 | 0.35 | 0.29 | 0.29 | 0.36 | 0.33 | 0.34 | 0.32 | 0.35 | 0.29 | 0.32 | 0.35 | 0.32 | 0.32 | 0.42 | 0.39 | 0.44 | 0.43 | 0.40 | 0.36 | 0.43 |
| TM | 0.25 | 0.27 | 0.27 | 0.22 | 0.23 | 0.24 | 0.30 | 0.33 | 0.22 | 0.23 | 0.33 | 0.26 | 0.27 | 0.26 | 0.25 | 0.28 | 0.26 | 0.33 | 0.31 | 1.00 | 0.29 | 0.40 | 0.39 | 0.34 | 0.33 | 0.31 | 0.43 | 0.39 | 0.37 | 0.33 | 0.40 | 0.39 | 0.34 | 0.34 | 0.41 | 0.38 | 0.36 | 0.43 | 0.43 | 0.44 | 0.43 | 0.38 | 0.39 | 0.41 | 0.40 | 0.43 | 0.42 | 0.42 | 0.38 | 0.42 |
| COST | 0.28 | 0.25 | 0.22 | 0.57 | 0.25 | 0.30 | 0.20 | 0.19 | 0.24 | 0.39 | 0.21 | 0.32 | 0.31 | 0.31 | 0.41 | 0.37 | 0.33 | 0.28 | 0.36 | 0.29 | 1.00 | 0.33 | 0.26 | 0.37 | 0.36 | 0.35 | 0.26 | 0.35 | 0.50 | 0.41 | 0.35 | 0.37 | 0.36 | 0.39 | 0.36 | 0.38 | 0.43 | 0.29 | 0.37 | 0.30 | 0.33 | 0.42 | 0.41 | 0.38 | 0.42 | 0.40 | 0.41 | 0.45 | 0.48 | 0.41 |
| TSM | 0.37 | 0.24 | 0.22 | 0.19 | 0.11 | 0.19 | 0.39 | 0.25 | 0.17 | 0.14 | 0.27 | 0.23 | 0.20 | 0.15 | 0.17 | 0.15 | 0.38 | 0.24 | 0.22 | 0.40 | 0.33 | 1.00 | 0.32 | 0.60 | 0.43 | 0.43 | 0.35 | 0.39 | 0.34 | 0.45 | 0.37 | 0.60 | 0.44 | 0.39 | 0.47 | 0.42 | 0.48 | 0.35 | 0.65 | 0.42 | 0.39 | 0.47 | 0.47 | 0.32 | 0.41 | 0.33 | 0.40 | 0.41 | 0.51 | 0.42 |
| WFC | 0.24 | 0.17 | 0.19 | 0.21 | 0.22 | 0.19 | 0.23 | 0.44 | 0.28 | 0.21 | 0.44 | 0.26 | 0.30 | 0.27 | 0.21 | 0.29 | 0.20 | 0.24 | 0.30 | 0.39 | 0.26 | 0.32 | 1.00 | 0.27 | 0.26 | 0.23 | 0.80 | 0.46 | 0.38 | 0.25 | 0.43 | 0.33 | 0.30 | 0.31 | 0.31 | 0.36 | 0.30 | 0.79 | 0.33 | 0.72 | 0.64 | 0.32 | 0.32 | 0.61 | 0.40 | 0.64 | 0.41 | 0.40 | 0.32 | 0.42 |
| NVDA | 0.42 | 0.26 | 0.20 | 0.21 | 0.10 | 0.23 | 0.38 | 0.18 | 0.19 | 0.14 | 0.21 | 0.31 | 0.22 | 0.12 | 0.16 | 0.12 | 0.47 | 0.21 | 0.22 | 0.34 | 0.37 | 0.60 | 0.27 | 1.00 | 0.51 | 0.55 | 0.31 | 0.42 | 0.36 | 0.54 | 0.31 | 0.62 | 0.53 | 0.39 | 0.45 | 0.45 | 0.52 | 0.33 | 0.63 | 0.39 | 0.37 | 0.53 | 0.53 | 0.30 | 0.44 | 0.31 | 0.42 | 0.46 | 0.60 | 0.45 |
| META | 0.36 | 0.29 | 0.25 | 0.22 | 0.18 | 0.27 | 0.40 | 0.17 | 0.21 | 0.19 | 0.18 | 0.30 | 0.22 | 0.17 | 0.21 | 0.18 | 0.51 | 0.25 | 0.28 | 0.33 | 0.36 | 0.43 | 0.26 | 0.51 | 1.00 | 0.52 | 0.31 | 0.40 | 0.35 | 0.61 | 0.29 | 0.48 | 0.52 | 0.36 | 0.46 | 0.42 | 0.51 | 0.31 | 0.48 | 0.34 | 0.37 | 0.65 | 0.65 | 0.30 | 0.39 | 0.31 | 0.47 | 0.44 | 0.59 | 0.47 |
| NOW | 0.37 | 0.31 | 0.24 | 0.18 | 0.19 | 0.25 | 0.35 | 0.15 | 0.25 | 0.16 | 0.16 | 0.35 | 0.24 | 0.17 | 0.20 | 0.17 | 0.50 | 0.26 | 0.24 | 0.31 | 0.35 | 0.43 | 0.23 | 0.55 | 0.52 | 1.00 | 0.26 | 0.45 | 0.38 | 0.57 | 0.30 | 0.49 | 0.69 | 0.46 | 0.49 | 0.47 | 0.48 | 0.27 | 0.50 | 0.34 | 0.37 | 0.52 | 0.52 | 0.27 | 0.44 | 0.28 | 0.50 | 0.52 | 0.61 | 0.52 |
| BAC | 0.26 | 0.16 | 0.19 | 0.22 | 0.24 | 0.18 | 0.28 | 0.48 | 0.27 | 0.20 | 0.48 | 0.28 | 0.33 | 0.26 | 0.19 | 0.27 | 0.25 | 0.24 | 0.30 | 0.43 | 0.26 | 0.35 | 0.80 | 0.31 | 0.31 | 0.26 | 1.00 | 0.48 | 0.40 | 0.29 | 0.47 | 0.36 | 0.31 | 0.33 | 0.33 | 0.38 | 0.33 | 0.86 | 0.35 | 0.80 | 0.67 | 0.35 | 0.35 | 0.65 | 0.44 | 0.68 | 0.44 | 0.41 | 0.33 | 0.45 |
| BX | 0.33 | 0.26 | 0.23 | 0.21 | 0.21 | 0.22 | 0.31 | 0.31 | 0.25 | 0.21 | 0.34 | 0.31 | 0.28 | 0.22 | 0.23 | 0.26 | 0.34 | 0.27 | 0.28 | 0.39 | 0.35 | 0.39 | 0.46 | 0.42 | 0.40 | 0.45 | 0.48 | 1.00 | 0.44 | 0.41 | 0.38 | 0.44 | 0.44 | 0.40 | 0.42 | 0.42 | 0.41 | 0.48 | 0.47 | 0.55 | 0.52 | 0.43 | 0.44 | 0.45 | 0.44 | 0.46 | 0.46 | 0.47 | 0.46 | 0.47 |
| HD | 0.26 | 0.24 | 0.23 | 0.41 | 0.25 | 0.27 | 0.24 | 0.28 | 0.31 | 0.36 | 0.29 | 0.34 | 0.35 | 0.33 | 0.39 | 0.35 | 0.31 | 0.30 | 0.41 | 0.37 | 0.50 | 0.34 | 0.38 | 0.36 | 0.35 | 0.38 | 0.40 | 0.44 | 1.00 | 0.39 | 0.41 | 0.38 | 0.39 | 0.44 | 0.40 | 0.41 | 0.39 | 0.42 | 0.42 | 0.44 | 0.44 | 0.39 | 0.39 | 0.46 | 0.46 | 0.48 | 0.47 | 0.51 | 0.45 | 0.47 |
| AMZN | 0.42 | 0.26 | 0.21 | 0.27 | 0.15 | 0.25 | 0.41 | 0.17 | 0.20 | 0.20 | 0.18 | 0.34 | 0.23 | 0.18 | 0.22 | 0.18 | 0.55 | 0.23 | 0.28 | 0.33 | 0.41 | 0.45 | 0.25 | 0.54 | 0.61 | 0.57 | 0.29 | 0.41 | 0.39 | 1.00 | 0.30 | 0.48 | 0.58 | 0.40 | 0.48 | 0.43 | 0.56 | 0.31 | 0.49 | 0.34 | 0.36 | 0.68 | 0.67 | 0.31 | 0.43 | 0.32 | 0.48 | 0.47 | 0.66 | 0.49 |
| IBM | 0.23 | 0.20 | 0.23 | 0.31 | 0.33 | 0.29 | 0.25 | 0.41 | 0.34 | 0.36 | 0.42 | 0.29 | 0.32 | 0.38 | 0.34 | 0.38 | 0.24 | 0.33 | 0.35 | 0.40 | 0.35 | 0.37 | 0.43 | 0.31 | 0.29 | 0.30 | 0.47 | 0.38 | 0.41 | 0.30 | 1.00 | 0.39 | 0.33 | 0.36 | 0.42 | 0.50 | 0.37 | 0.50 | 0.39 | 0.49 | 0.50 | 0.38 | 0.38 | 0.50 | 0.54 | 0.53 | 0.47 | 0.55 | 0.41 | 0.47 |
| AVGO | 0.40 | 0.27 | 0.20 | 0.22 | 0.16 | 0.25 | 0.35 | 0.24 | 0.23 | 0.18 | 0.27 | 0.30 | 0.25 | 0.18 | 0.22 | 0.20 | 0.41 | 0.25 | 0.29 | 0.39 | 0.37 | 0.60 | 0.33 | 0.62 | 0.48 | 0.49 | 0.36 | 0.44 | 0.38 | 0.48 | 0.39 | 1.00 | 0.48 | 0.40 | 0.46 | 0.45 | 0.55 | 0.38 | 0.64 | 0.43 | 0.41 | 0.49 | 0.49 | 0.35 | 0.49 | 0.37 | 0.43 | 0.49 | 0.55 | 0.45 |
| CRM | 0.40 | 0.29 | 0.24 | 0.21 | 0.19 | 0.26 | 0.37 | 0.21 | 0.25 | 0.21 | 0.21 | 0.35 | 0.25 | 0.20 | 0.25 | 0.22 | 0.48 | 0.26 | 0.29 | 0.34 | 0.36 | 0.44 | 0.30 | 0.53 | 0.52 | 0.69 | 0.31 | 0.44 | 0.39 | 0.58 | 0.33 | 0.48 | 1.00 | 0.44 | 0.50 | 0.47 | 0.49 | 0.33 | 0.49 | 0.38 | 0.40 | 0.54 | 0.54 | 0.34 | 0.47 | 0.35 | 0.52 | 0.53 | 0.62 | 0.54 |
| TMO | 0.28 | 0.38 | 0.38 | 0.29 | 0.41 | 0.35 | 0.33 | 0.22 | 0.40 | 0.34 | 0.24 | 0.32 | 0.39 | 0.43 | 0.36 | 0.33 | 0.34 | 0.41 | 0.36 | 0.34 | 0.39 | 0.39 | 0.31 | 0.39 | 0.36 | 0.46 | 0.33 | 0.40 | 0.44 | 0.40 | 0.36 | 0.40 | 0.44 | 1.00 | 0.42 | 0.42 | 0.43 | 0.36 | 0.47 | 0.39 | 0.39 | 0.43 | 0.43 | 0.41 | 0.47 | 0.43 | 0.47 | 0.53 | 0.49 | 0.48 |
| SAP | 0.32 | 0.36 | 0.35 | 0.26 | 0.24 | 0.29 | 0.35 | 0.23 | 0.28 | 0.29 | 0.26 | 0.31 | 0.25 | 0.28 | 0.31 | 0.31 | 0.38 | 0.42 | 0.33 | 0.41 | 0.36 | 0.47 | 0.31 | 0.45 | 0.46 | 0.49 | 0.33 | 0.42 | 0.40 | 0.48 | 0.42 | 0.46 | 0.50 | 0.42 | 1.00 | 0.49 | 0.47 | 0.35 | 0.60 | 0.40 | 0.42 | 0.49 | 0.49 | 0.38 | 0.46 | 0.39 | 0.49 | 0.53 | 0.55 | 0.51 |
| ORCL | 0.29 | 0.30 | 0.24 | 0.31 | 0.28 | 0.33 | 0.31 | 0.28 | 0.28 | 0.31 | 0.29 | 0.31 | 0.30 | 0.30 | 0.32 | 0.30 | 0.37 | 0.31 | 0.34 | 0.38 | 0.38 | 0.42 | 0.36 | 0.45 | 0.42 | 0.47 | 0.38 | 0.42 | 0.41 | 0.43 | 0.50 | 0.45 | 0.47 | 0.42 | 0.49 | 1.00 | 0.45 | 0.42 | 0.45 | 0.43 | 0.44 | 0.47 | 0.47 | 0.45 | 0.52 | 0.47 | 0.48 | 0.54 | 0.57 | 0.50 |
| AAPL | 0.41 | 0.25 | 0.25 | 0.27 | 0.22 | 0.26 | 0.37 | 0.25 | 0.25 | 0.27 | 0.25 | 0.32 | 0.30 | 0.25 | 0.31 | 0.27 | 0.44 | 0.29 | 0.32 | 0.36 | 0.43 | 0.48 | 0.30 | 0.52 | 0.51 | 0.48 | 0.33 | 0.41 | 0.39 | 0.56 | 0.37 | 0.55 | 0.49 | 0.43 | 0.47 | 0.45 | 1.00 | 0.36 | 0.52 | 0.39 | 0.39 | 0.58 | 0.58 | 0.39 | 0.50 | 0.41 | 0.48 | 0.48 | 0.63 | 0.50 |
| JPM | 0.25 | 0.19 | 0.21 | 0.25 | 0.28 | 0.24 | 0.27 | 0.48 | 0.32 | 0.25 | 0.49 | 0.29 | 0.36 | 0.31 | 0.24 | 0.32 | 0.26 | 0.29 | 0.35 | 0.43 | 0.29 | 0.35 | 0.79 | 0.33 | 0.31 | 0.27 | 0.86 | 0.48 | 0.42 | 0.31 | 0.50 | 0.38 | 0.33 | 0.36 | 0.35 | 0.42 | 0.36 | 1.00 | 0.37 | 0.79 | 0.70 | 0.36 | 0.37 | 0.69 | 0.48 | 0.72 | 0.48 | 0.45 | 0.37 | 0.49 |
| ASML | 0.37 | 0.33 | 0.29 | 0.23 | 0.18 | 0.24 | 0.40 | 0.25 | 0.25 | 0.23 | 0.28 | 0.30 | 0.25 | 0.23 | 0.25 | 0.22 | 0.43 | 0.32 | 0.29 | 0.43 | 0.37 | 0.65 | 0.33 | 0.63 | 0.48 | 0.50 | 0.35 | 0.47 | 0.42 | 0.49 | 0.39 | 0.64 | 0.49 | 0.47 | 0.60 | 0.45 | 0.52 | 0.37 | 1.00 | 0.44 | 0.43 | 0.52 | 0.52 | 0.37 | 0.48 | 0.39 | 0.48 | 0.52 | 0.58 | 0.50 |
| MS | 0.28 | 0.21 | 0.22 | 0.23 | 0.25 | 0.21 | 0.32 | 0.47 | 0.28 | 0.21 | 0.47 | 0.28 | 0.34 | 0.28 | 0.22 | 0.27 | 0.29 | 0.29 | 0.32 | 0.44 | 0.30 | 0.42 | 0.72 | 0.39 | 0.34 | 0.34 | 0.80 | 0.55 | 0.44 | 0.34 | 0.49 | 0.43 | 0.38 | 0.39 | 0.40 | 0.43 | 0.39 | 0.79 | 0.44 | 1.00 | 0.67 | 0.40 | 0.41 | 0.64 | 0.47 | 0.66 | 0.48 | 0.48 | 0.41 | 0.50 |
| AXP | 0.31 | 0.24 | 0.23 | 0.26 | 0.25 | 0.24 | 0.27 | 0.42 | 0.28 | 0.26 | 0.43 | 0.31 | 0.35 | 0.29 | 0.26 | 0.34 | 0.30 | 0.31 | 0.35 | 0.43 | 0.33 | 0.39 | 0.64 | 0.37 | 0.37 | 0.37 | 0.67 | 0.52 | 0.44 | 0.36 | 0.50 | 0.41 | 0.40 | 0.39 | 0.42 | 0.44 | 0.39 | 0.70 | 0.43 | 0.67 | 1.00 | 0.42 | 0.42 | 0.62 | 0.47 | 0.64 | 0.56 | 0.48 | 0.42 | 0.57 |
| GOOGL | 0.38 | 0.30 | 0.26 | 0.27 | 0.22 | 0.28 | 0.41 | 0.24 | 0.28 | 0.25 | 0.25 | 0.34 | 0.31 | 0.26 | 0.28 | 0.27 | 0.48 | 0.27 | 0.32 | 0.38 | 0.42 | 0.47 | 0.32 | 0.53 | 0.65 | 0.52 | 0.35 | 0.43 | 0.39 | 0.68 | 0.38 | 0.49 | 0.54 | 0.43 | 0.49 | 0.47 | 0.58 | 0.36 | 0.52 | 0.40 | 0.42 | 1.00 | 0.99 | 0.39 | 0.48 | 0.40 | 0.53 | 0.53 | 0.69 | 0.54 |
| GOOG | 0.38 | 0.30 | 0.25 | 0.27 | 0.22 | 0.27 | 0.41 | 0.25 | 0.27 | 0.24 | 0.26 | 0.34 | 0.31 | 0.26 | 0.28 | 0.27 | 0.48 | 0.27 | 0.32 | 0.39 | 0.41 | 0.47 | 0.32 | 0.53 | 0.65 | 0.52 | 0.35 | 0.44 | 0.39 | 0.67 | 0.38 | 0.49 | 0.54 | 0.43 | 0.49 | 0.47 | 0.58 | 0.37 | 0.52 | 0.41 | 0.42 | 0.99 | 1.00 | 0.39 | 0.48 | 0.41 | 0.53 | 0.53 | 0.69 | 0.54 |
| BRK-A | 0.22 | 0.21 | 0.26 | 0.36 | 0.36 | 0.30 | 0.27 | 0.48 | 0.36 | 0.38 | 0.47 | 0.34 | 0.41 | 0.44 | 0.39 | 0.45 | 0.25 | 0.35 | 0.42 | 0.41 | 0.38 | 0.32 | 0.61 | 0.30 | 0.30 | 0.27 | 0.65 | 0.45 | 0.46 | 0.31 | 0.50 | 0.35 | 0.34 | 0.41 | 0.38 | 0.45 | 0.39 | 0.69 | 0.37 | 0.64 | 0.62 | 0.39 | 0.39 | 1.00 | 0.50 | 0.97 | 0.51 | 0.51 | 0.41 | 0.53 |
| CSCO | 0.28 | 0.26 | 0.29 | 0.33 | 0.31 | 0.31 | 0.31 | 0.37 | 0.34 | 0.36 | 0.38 | 0.37 | 0.36 | 0.39 | 0.38 | 0.37 | 0.35 | 0.37 | 0.39 | 0.40 | 0.42 | 0.41 | 0.40 | 0.44 | 0.39 | 0.44 | 0.44 | 0.44 | 0.46 | 0.43 | 0.54 | 0.49 | 0.47 | 0.47 | 0.46 | 0.52 | 0.50 | 0.48 | 0.48 | 0.47 | 0.47 | 0.48 | 0.48 | 0.50 | 1.00 | 0.53 | 0.52 | 0.58 | 0.55 | 0.52 |
| BRK-B | 0.23 | 0.23 | 0.27 | 0.37 | 0.38 | 0.31 | 0.28 | 0.50 | 0.37 | 0.40 | 0.49 | 0.36 | 0.43 | 0.46 | 0.41 | 0.47 | 0.26 | 0.36 | 0.44 | 0.43 | 0.40 | 0.33 | 0.64 | 0.31 | 0.31 | 0.28 | 0.68 | 0.46 | 0.48 | 0.32 | 0.53 | 0.37 | 0.35 | 0.43 | 0.39 | 0.47 | 0.41 | 0.72 | 0.39 | 0.66 | 0.64 | 0.40 | 0.41 | 0.97 | 0.53 | 1.00 | 0.53 | 0.52 | 0.43 | 0.55 |
| V | 0.30 | 0.31 | 0.30 | 0.29 | 0.32 | 0.29 | 0.36 | 0.33 | 0.34 | 0.36 | 0.34 | 0.39 | 0.37 | 0.37 | 0.38 | 0.40 | 0.39 | 0.38 | 0.43 | 0.42 | 0.41 | 0.40 | 0.41 | 0.42 | 0.47 | 0.50 | 0.44 | 0.46 | 0.47 | 0.48 | 0.47 | 0.43 | 0.52 | 0.47 | 0.49 | 0.48 | 0.48 | 0.48 | 0.48 | 0.48 | 0.56 | 0.53 | 0.53 | 0.51 | 0.52 | 0.53 | 1.00 | 0.59 | 0.57 | 0.86 |
| ACN | 0.31 | 0.31 | 0.28 | 0.34 | 0.30 | 0.30 | 0.32 | 0.30 | 0.32 | 0.37 | 0.33 | 0.34 | 0.37 | 0.38 | 0.40 | 0.40 | 0.39 | 0.34 | 0.40 | 0.42 | 0.45 | 0.41 | 0.40 | 0.46 | 0.44 | 0.52 | 0.41 | 0.47 | 0.51 | 0.47 | 0.55 | 0.49 | 0.53 | 0.53 | 0.53 | 0.54 | 0.48 | 0.45 | 0.52 | 0.48 | 0.48 | 0.53 | 0.53 | 0.51 | 0.58 | 0.52 | 0.59 | 1.00 | 0.61 | 0.61 |
| MSFT | 0.40 | 0.34 | 0.29 | 0.31 | 0.27 | 0.33 | 0.38 | 0.21 | 0.28 | 0.32 | 0.26 | 0.37 | 0.32 | 0.28 | 0.35 | 0.31 | 0.50 | 0.32 | 0.36 | 0.38 | 0.48 | 0.51 | 0.32 | 0.60 | 0.59 | 0.61 | 0.33 | 0.46 | 0.45 | 0.66 | 0.41 | 0.55 | 0.62 | 0.49 | 0.55 | 0.57 | 0.63 | 0.37 | 0.58 | 0.41 | 0.42 | 0.69 | 0.69 | 0.41 | 0.55 | 0.43 | 0.57 | 0.61 | 1.00 | 0.59 |
| MA | 0.32 | 0.31 | 0.29 | 0.29 | 0.31 | 0.29 | 0.38 | 0.34 | 0.34 | 0.36 | 0.34 | 0.38 | 0.36 | 0.36 | 0.37 | 0.40 | 0.40 | 0.37 | 0.43 | 0.42 | 0.41 | 0.42 | 0.42 | 0.45 | 0.47 | 0.52 | 0.45 | 0.47 | 0.47 | 0.49 | 0.47 | 0.45 | 0.54 | 0.48 | 0.51 | 0.50 | 0.50 | 0.49 | 0.50 | 0.50 | 0.57 | 0.54 | 0.54 | 0.53 | 0.52 | 0.55 | 0.86 | 0.61 | 0.59 | 1.00 |
The correlation results are calculated based on daily price changes starting from Sep 22, 2014