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Well rounded max return, high sharpe and sortino, ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Well rounded max return, high sharpe and sortino, low volatility

Last updated Nov 15, 2024

Hindsight looks good. Time will tell... If you choose to follow this portfolio, please look at each position over time with a discerning eye. They will not all remain great investments in the future and it's in your best interest to weed the garden as best you can. Cheers.

Asset Allocation

MSTR 2.5%ELF 2.5%AVGO 2.5%NVO 2.5%LLY 2.5%ACGL 2.5%ANF 2.5%APEI 2.5%APP 2.5%CAMT 2.5%CBAT 2.5%CEG 2.5%CLS 2.5%CNM 2.5%DELL 2.5%FTAI 2.5%GFF 2.5%GIFI 2.5%LCUT 2.5%LII 2.5%LMT 2.5%MOD 2.5%MRK 2.5%MSFT 2.5%MU 2.5%NEU 2.5%PSN 2.5%SGC 2.5%SGRP 2.5%SHIP 2.5%SKYW 2.5%STLD 2.5%TSM 2.5%TXN 2.5%ULBI 2.5%VRT 2.5%VRTX 2.5%VST 2.5%WSM 2.5%XPO 2.5%EquityEquity
PositionCategory/SectorWeight
ACGL
Arch Capital Group Ltd.		Financial Services
2.50%
ANF
Abercrombie & Fitch Co.		Consumer Cyclical
2.50%
APEI
American Public Education, Inc.		Consumer Defensive
2.50%
APP
AppLovin Corporation		Technology
2.50%
AVGO
Broadcom Inc.		Technology
2.50%
CAMT
Camtek Ltd		Technology
2.50%
CBAT
CBAK Energy Technology, Inc.		Industrials
2.50%
CEG
Constellation Energy Corp		Utilities
2.50%
CLS
Celestica Inc.		Technology
2.50%
CNM
Core & Main, Inc.		Industrials
2.50%
DELL
Dell Technologies Inc.		Technology
2.50%
ELF
e.l.f. Beauty, Inc.		Consumer Defensive
2.50%
FTAI
Fortress Transportation and Infrastructure Investors LLC		Industrials
2.50%
GFF
Griffon Corporation		Industrials
2.50%
GIFI
Gulf Island Fabrication, Inc.		Industrials
2.50%
LCUT
Lifetime Brands, Inc.		Consumer Cyclical
2.50%
LII
Lennox International Inc.		Industrials
2.50%
LLY
Eli Lilly and Company		Healthcare
2.50%
LMT
Lockheed Martin Corporation		Industrials
2.50%
MOD
Modine Manufacturing Company		Consumer Cyclical
2.50%
MRK
2.50%
MSFT
2.50%
MSTR
2.50%
MU
2.50%
NEU
2.50%
NVO
2.50%
PSN
2.50%
SGC
2.50%
SGRP
2.50%
SHIP
2.50%
SKYW
2.50%
STLD
2.50%
TSM
2.50%
TXN
2.50%
ULBI
2.50%
VRT
2.50%
VRTX
2.50%
VST
2.50%
WSM
2.50%
XPO
2.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Well rounded max return, high sharpe and sortino, low volatility , 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 Quarterly

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.35%
12.31%
Well rounded max return, high sharpe and sortino, low volatility
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

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Well rounded max return, high sharpe and sortino, low volatility 71.43%6.08%13.35%93.98%N/AN/A
Portfolio components:
MSTR
418.78%68.63%127.55%547.63%N/AN/A
ELF
e.l.f. Beauty, Inc.		-14.71%11.98%-24.13%8.74%49.84%N/A
AVGO
Broadcom Inc.		54.28%-3.18%21.44%77.37%44.71%38.02%
NVO
2.93%-10.60%-20.54%10.42%N/AN/A
LLY
Eli Lilly and Company		35.53%-13.92%2.10%34.24%49.31%30.36%
ACGL
Arch Capital Group Ltd.		34.71%-7.41%1.24%21.04%19.80%18.13%
ANF
Abercrombie & Fitch Co.		63.91%-9.76%6.57%107.16%51.90%20.24%
APEI
American Public Education, Inc.		91.19%29.11%1.88%200.00%-7.02%-6.41%
APP
AppLovin Corporation		613.90%97.82%241.81%603.31%N/AN/A
CAMT
Camtek Ltd		15.33%-4.80%-19.38%28.74%50.60%39.86%
CBAT
CBAK Energy Technology, Inc.		-10.48%-16.07%-28.79%11.90%16.44%-11.08%
CEG
Constellation Energy Corp		93.85%-15.32%4.53%86.17%N/AN/A
CLS
Celestica Inc.		174.86%31.70%53.53%195.66%59.38%22.07%
CNM
Core & Main, Inc.		3.71%-7.30%-31.05%23.45%N/AN/A
DELL
Dell Technologies Inc.		78.44%7.21%-7.47%87.15%38.68%N/A
FTAI
Fortress Transportation and Infrastructure Investors LLC		243.82%8.72%100.89%274.40%71.23%N/A
GFF
Griffon Corporation		27.83%13.29%14.28%76.27%33.38%23.81%
GIFI
Gulf Island Fabrication, Inc.		63.74%30.57%5.82%73.77%9.69%-10.42%
LCUT
Lifetime Brands, Inc.		-13.30%-9.58%-50.38%-10.22%-0.81%-8.13%
LII
Lennox International Inc.		38.94%3.82%26.30%54.42%21.01%22.59%
LMT
Lockheed Martin Corporation		21.27%-10.91%17.39%24.36%9.40%14.33%
MOD
Modine Manufacturing Company		101.29%-7.03%15.80%142.96%74.20%25.41%
MRK
-8.05%-11.81%-23.89%-0.38%N/AN/A
MSFT
14.14%1.95%1.58%16.11%N/AN/A
MU
16.56%-4.93%-22.29%29.13%N/AN/A
NEU
1.12%3.44%-1.29%8.54%N/AN/A
PSN
59.91%-7.66%31.00%60.89%N/AN/A
SGC
26.98%8.72%-14.96%73.49%N/AN/A
SGRP
129.21%-3.94%32.29%133.84%N/AN/A
SHIP
21.22%-11.08%-20.01%76.38%N/AN/A
SKYW
112.28%19.67%44.34%137.99%N/AN/A
STLD
17.92%7.28%2.87%25.61%N/AN/A
TSM
83.23%0.73%24.67%93.77%N/AN/A
TXN
24.29%3.76%7.05%39.51%N/AN/A
ULBI
12.46%-13.33%-34.16%-3.28%N/AN/A
VRT
152.21%12.62%24.47%178.63%N/AN/A
VRTX
18.94%-0.07%9.83%38.54%N/AN/A
VST
262.48%7.93%49.40%304.67%N/AN/A
WSM
31.80%-11.32%-15.77%64.78%N/AN/A
XPO
70.03%29.09%32.96%73.82%N/AN/A

Monthly Returns

The table below presents the monthly returns of Well rounded max return, high sharpe and sortino, low volatility , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.97%16.76%11.99%-0.05%13.90%-0.65%-0.65%-1.95%5.05%0.32%71.43%
202311.87%-0.38%-0.62%1.97%5.79%12.51%8.55%6.90%-2.18%0.02%14.40%9.37%90.92%
2022-3.17%2.14%-6.58%1.76%-8.62%10.16%-4.59%-8.41%13.12%5.77%-5.30%-6.30%

Expense Ratio

Well rounded max return, high sharpe and sortino, low volatility has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Well rounded max return, high sharpe and sortino, low volatility is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Well rounded max return, high sharpe and sortino, low volatility is 9595
Combined Rank
The Sharpe Ratio Rank of Well rounded max return, high sharpe and sortino, low volatility is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of Well rounded max return, high sharpe and sortino, low volatility is 9696Sortino Ratio Rank
The Omega Ratio Rank of Well rounded max return, high sharpe and sortino, low volatility is 9595Omega Ratio Rank
The Calmar Ratio Rank of Well rounded max return, high sharpe and sortino, low volatility is 9393Calmar Ratio Rank
The Martin Ratio Rank of Well rounded max return, high sharpe and sortino, low volatility is 9292Martin 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.

Well rounded max return, high sharpe and sortino, low volatility
Sharpe ratio
The chart of Sharpe ratio for Well rounded max return, high sharpe and sortino, low volatility , currently valued at 4.30, compared to the broader market0.002.004.006.004.30
Sortino ratio
The chart of Sortino ratio for Well rounded max return, high sharpe and sortino, low volatility , currently valued at 4.98, compared to the broader market-2.000.002.004.006.004.98
Omega ratio
The chart of Omega ratio for Well rounded max return, high sharpe and sortino, low volatility , currently valued at 1.66, compared to the broader market0.801.001.201.401.601.802.001.66
Calmar ratio
The chart of Calmar ratio for Well rounded max return, high sharpe and sortino, low volatility , currently valued at 6.15, compared to the broader market0.005.0010.0015.006.15
Martin ratio
The chart of Martin ratio for Well rounded max return, high sharpe and sortino, low volatility , currently valued at 22.91, compared to the broader market0.0010.0020.0030.0040.0050.0022.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSTR
5.284.131.4911.8026.04
ELF
e.l.f. Beauty, Inc.		0.140.651.080.160.33
AVGO
Broadcom Inc.		1.692.351.303.069.31
NVO
0.350.721.090.371.02
LLY
Eli Lilly and Company		1.171.771.241.795.73
ACGL
Arch Capital Group Ltd.		0.911.311.181.143.39
ANF
Abercrombie & Fitch Co.		1.932.471.323.306.74
APEI
American Public Education, Inc.		2.522.901.432.6111.57
APP
AppLovin Corporation		8.027.681.9411.6196.26
CAMT
Camtek Ltd		0.511.051.130.601.27
CBAT
CBAK Energy Technology, Inc.		0.160.801.100.230.41
CEG
Constellation Energy Corp		1.682.501.343.128.29
CLS
Celestica Inc.		3.623.671.485.5717.25
CNM
Core & Main, Inc.		0.610.971.150.611.38
DELL
Dell Technologies Inc.		1.502.301.301.723.90
FTAI
Fortress Transportation and Infrastructure Investors LLC		6.755.781.8020.0078.18
GFF
Griffon Corporation		1.742.301.352.988.55
GIFI
Gulf Island Fabrication, Inc.		1.382.351.292.344.29
LCUT
Lifetime Brands, Inc.		-0.170.181.02-0.17-0.38
LII
Lennox International Inc.		2.012.551.336.3116.70
LMT
Lockheed Martin Corporation		1.492.091.311.646.03
MOD
Modine Manufacturing Company		2.472.801.386.4517.91
MRK
-0.020.111.02-0.01-0.04
MSFT
0.821.171.151.042.52
MU
0.601.201.140.671.40
NEU
0.370.721.090.420.73
PSN
2.043.251.505.0013.24
SGC
1.311.821.301.614.18
SGRP
1.382.991.442.446.95
SHIP
1.522.361.261.315.44
SKYW
4.134.521.606.1922.14
STLD
0.811.451.170.942.13
TSM
2.393.071.384.1613.29
TXN
1.462.101.252.329.37
ULBI
-0.050.401.05-0.08-0.17
VRT
3.363.301.444.8713.98
VRTX
1.602.551.323.237.02
VST
5.714.741.658.7423.54
WSM
1.492.101.293.106.97
XPO
1.712.631.313.456.73

Sharpe Ratio

The current Well rounded max return, high sharpe and sortino, low volatility Sharpe ratio is 4.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.74, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Well rounded max return, high sharpe and sortino, low volatility with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio2.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
4.30
2.66
Well rounded max return, high sharpe and sortino, low volatility
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Well rounded max return, high sharpe and sortino, low volatility provided a 0.95% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.95%1.01%1.96%0.85%0.98%1.26%1.56%1.09%1.61%1.06%0.88%0.88%
Portfolio components:
MSTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ELF
e.l.f. Beauty, 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.		1.24%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
NVO
1.37%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%1.72%
LLY
Eli Lilly and Company		0.66%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%
ACGL
Arch Capital Group Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANF
Abercrombie & Fitch Co.		0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%2.79%2.43%
APEI
American Public Education, 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%
APP
AppLovin 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%
CAMT
Camtek Ltd		1.69%0.00%0.00%0.00%0.00%1.57%2.07%2.45%0.00%0.00%0.00%0.00%
CBAT
CBAK Energy Technology, 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%
CEG
Constellation Energy Corp		0.75%0.97%0.65%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%
CNM
Core & Main, 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%
DELL
Dell Technologies Inc.		1.27%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAI
Fortress Transportation and Infrastructure Investors LLC		0.76%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%0.00%
GFF
Griffon Corporation		0.78%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%0.79%
GIFI
Gulf Island Fabrication, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.30%0.34%3.82%2.06%1.72%
LCUT
Lifetime Brands, Inc.		2.99%2.53%2.24%1.06%1.12%2.45%1.69%1.03%0.96%1.17%0.87%0.75%
LII
Lennox International Inc.		0.73%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%1.20%1.08%
LMT
Lockheed Martin Corporation		2.34%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
MOD
Modine Manufacturing Company		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRK
3.13%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%3.46%
MSFT
0.53%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
MU
0.46%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEU
1.79%1.62%2.70%2.33%1.91%1.50%1.70%1.76%1.51%1.52%1.16%1.14%
PSN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGC
4.23%4.15%5.37%2.10%1.72%2.95%2.21%1.37%1.74%1.86%1.94%0.87%
SGRP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHIP
5.79%1.28%25.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKYW
0.00%0.00%0.00%0.00%0.35%0.74%0.90%0.60%0.66%0.84%1.51%1.08%
STLD
1.31%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%2.25%
TSM
1.16%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
TXN
2.55%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
ULBI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRT
0.08%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRTX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VST
0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%0.00%0.00%
WSM
1.65%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%
XPO
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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.18%
-0.87%
Well rounded max return, high sharpe and sortino, low volatility
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Well rounded max return, high sharpe and sortino, low volatility . 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 Well rounded max return, high sharpe and sortino, low volatility was 18.36%, occurring on Sep 30, 2022. Recovery took 71 trading sessions.

The current Well rounded max return, high sharpe and sortino, low volatility drawdown is 3.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.36%Feb 10, 2022161Sep 30, 202271Jan 12, 2023232
-15.28%Jul 17, 202416Aug 7, 202446Oct 11, 202462
-9.87%Feb 3, 202328Mar 15, 202344May 17, 202372
-7.22%Apr 4, 202412Apr 19, 202411May 6, 202423
-5.97%Oct 18, 20238Oct 27, 20235Nov 3, 202313

Volatility

Volatility Chart

The current Well rounded max return, high sharpe and sortino, low volatility volatility is 6.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.72%
3.81%
Well rounded max return, high sharpe and sortino, low volatility
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.
SGRPLMTMRKGIFISHIPAPEICBATLCUTVRTXLLYACGLNVOULBISGCELFCEGVSTANFPSNNEUSTLDMSTRAPPWSMFTAISKYWCAMTDELLTSMXPOMSFTGFFMUMODCLSLIICNMVRTAVGOTXN
SGRP1.000.06-0.030.040.020.060.150.040.030.010.040.000.110.130.060.060.120.080.070.050.070.140.090.060.080.080.090.050.070.100.100.140.060.100.110.110.120.090.060.06
LMT0.061.000.190.090.060.080.020.060.150.160.270.080.090.040.030.200.180.020.350.210.200.050.020.070.070.08-0.060.05-0.010.050.060.15-0.020.08-0.010.130.070.050.060.12
MRK-0.030.191.000.000.020.16-0.020.060.400.420.290.290.010.100.130.170.140.070.220.230.120.030.030.030.100.10-0.050.07-0.050.070.130.08-0.030.09-0.000.100.090.070.020.08
GIFI0.040.090.001.000.130.100.110.120.060.080.100.080.130.140.100.180.200.140.130.140.140.120.130.160.150.160.160.190.140.170.140.230.150.220.180.150.150.160.140.12
SHIP0.020.060.020.131.000.030.110.070.070.060.130.090.070.150.100.160.160.140.170.140.250.150.160.180.200.170.190.200.240.170.120.170.200.170.200.150.190.210.170.17
APEI0.060.080.160.100.031.000.110.250.100.140.120.140.180.260.200.170.240.220.190.170.180.180.140.210.210.230.190.180.140.210.160.190.150.250.180.220.240.190.160.22
CBAT0.150.02-0.020.110.110.111.000.170.08-0.000.010.100.200.210.180.160.170.210.130.100.160.270.230.290.220.250.220.190.210.220.210.230.260.190.220.200.240.200.220.28
LCUT0.040.060.060.120.070.250.171.000.100.070.120.050.170.290.120.150.170.230.200.250.190.210.170.300.230.230.180.260.170.210.210.260.170.280.190.220.310.200.220.23
VRTX0.030.150.400.060.070.100.080.101.000.380.280.350.130.090.210.220.160.140.250.270.190.170.190.150.200.170.110.210.190.170.300.190.180.150.180.230.200.190.240.25
LLY0.010.160.420.080.060.14-0.000.070.381.000.230.500.100.050.240.260.190.170.320.190.120.130.200.130.200.160.180.210.170.170.310.140.150.210.210.220.200.260.260.18
ACGL0.040.270.290.100.130.120.010.120.280.231.000.260.150.110.180.220.290.160.290.330.260.160.130.080.290.230.170.260.090.250.210.280.130.280.210.260.300.250.180.17
NVO0.000.080.290.080.090.140.100.050.350.500.261.000.160.100.270.200.170.140.240.180.130.210.210.140.240.230.260.240.230.250.320.190.180.230.250.250.220.260.250.22
ULBI0.110.090.010.130.070.180.200.170.130.100.150.161.000.180.190.150.180.140.250.300.260.170.220.230.240.240.300.260.240.270.230.300.260.270.330.300.340.280.310.31
SGC0.130.040.100.140.150.260.210.290.090.050.110.100.181.000.190.150.170.330.160.290.230.310.230.330.280.250.240.230.210.240.230.340.270.310.230.280.240.210.220.29
ELF0.060.030.130.100.100.200.180.120.210.240.180.270.190.191.000.220.260.350.270.220.270.340.350.340.360.360.350.330.350.310.350.330.340.380.340.390.370.360.370.35
CEG0.060.200.170.180.160.170.160.150.220.260.220.200.150.150.221.000.570.280.310.250.310.230.320.330.310.260.270.350.320.320.320.330.330.360.360.360.360.370.370.34
VST0.120.180.140.200.160.240.170.170.160.190.290.170.180.170.260.571.000.280.310.270.230.280.300.320.360.330.270.330.280.320.320.390.310.360.330.370.350.410.340.34
ANF0.080.020.070.140.140.220.210.230.140.170.160.140.140.330.350.280.281.000.240.280.260.340.400.460.320.360.400.400.350.350.310.350.390.360.360.350.380.430.400.37
PSN0.070.350.220.130.170.190.130.200.250.320.290.240.250.160.270.310.310.241.000.350.320.250.280.270.330.360.280.330.290.350.350.350.270.340.350.380.370.370.340.34
NEU0.050.210.230.140.140.170.100.250.270.190.330.180.300.290.220.250.270.280.351.000.450.240.210.350.350.330.260.300.250.350.290.480.330.390.310.440.430.320.320.45
STLD0.070.200.120.140.250.180.160.190.190.120.260.130.260.230.270.310.230.260.320.451.000.290.290.380.330.370.320.350.320.400.280.450.350.410.360.390.420.360.370.44
MSTR0.140.050.030.120.150.180.270.210.170.130.160.210.170.310.340.230.280.340.250.240.291.000.480.400.350.430.410.340.410.370.450.370.410.360.370.360.360.430.380.44
APP0.090.020.030.130.160.140.230.170.190.200.130.210.220.230.350.320.300.400.280.210.290.481.000.410.380.390.450.340.460.440.520.360.450.360.440.440.410.510.470.44
WSM0.060.070.030.160.180.210.290.300.150.130.080.140.230.330.340.330.320.460.270.350.380.400.411.000.290.420.360.340.400.440.360.470.420.410.330.520.480.420.390.46
FTAI0.080.070.100.150.200.210.220.230.200.200.290.240.240.280.360.310.360.320.330.350.330.350.380.291.000.480.360.420.410.440.400.450.400.450.450.390.450.420.400.45
SKYW0.080.080.100.160.170.230.250.230.170.160.230.230.240.250.360.260.330.360.360.330.370.430.390.420.481.000.370.390.390.510.370.470.400.410.430.430.450.480.410.44
CAMT0.09-0.06-0.050.160.190.190.220.180.110.180.170.260.300.240.350.270.270.400.280.260.320.410.450.360.360.371.000.490.600.430.480.350.590.440.530.410.450.510.610.54
DELL0.050.050.070.190.200.180.190.260.210.210.260.240.260.230.330.350.330.400.330.300.350.340.340.340.420.390.491.000.520.410.480.400.550.420.530.370.400.500.580.49
TSM0.07-0.01-0.050.140.240.140.210.170.190.170.090.230.240.210.350.320.280.350.290.250.320.410.460.400.410.390.600.521.000.440.550.350.640.420.560.420.390.510.680.64
XPO0.100.050.070.170.170.210.220.210.170.170.250.250.270.240.310.320.320.350.350.350.400.370.440.440.440.510.430.410.441.000.450.490.460.470.450.500.520.500.470.49
MSFT0.100.060.130.140.120.160.210.210.300.310.210.320.230.230.350.320.320.310.350.290.280.450.520.360.400.370.480.480.550.451.000.370.510.340.480.430.410.510.620.57
GFF0.140.150.080.230.170.190.230.260.190.140.280.190.300.340.330.330.390.350.350.480.450.370.360.470.450.470.350.400.350.490.371.000.380.480.420.560.530.430.410.43
MU0.06-0.02-0.030.150.200.150.260.170.180.150.130.180.260.270.340.330.310.390.270.330.350.410.450.420.400.400.590.550.640.460.510.381.000.400.550.410.430.490.660.62
MOD0.100.080.090.220.170.250.190.280.150.210.280.230.270.310.380.360.360.360.340.390.410.360.360.410.450.410.440.420.420.470.340.480.401.000.480.510.500.540.470.46
CLS0.11-0.01-0.000.180.200.180.220.190.180.210.210.250.330.230.340.360.330.360.350.310.360.370.440.330.450.430.530.530.560.450.480.420.550.481.000.450.470.550.580.55
LII0.110.130.100.150.150.220.200.220.230.220.260.250.300.280.390.360.370.350.380.440.390.360.440.520.390.430.410.370.420.500.430.560.410.510.451.000.590.530.470.51
CNM0.120.070.090.150.190.240.240.310.200.200.300.220.340.240.370.360.350.380.370.430.420.360.410.480.450.450.450.400.390.520.410.530.430.500.470.591.000.510.470.47
VRT0.090.050.070.160.210.190.200.200.190.260.250.260.280.210.360.370.410.430.370.320.360.430.510.420.420.480.510.500.510.500.510.430.490.540.550.530.511.000.560.48
AVGO0.060.060.020.140.170.160.220.220.240.260.180.250.310.220.370.370.340.400.340.320.370.380.470.390.400.410.610.580.680.470.620.410.660.470.580.470.470.561.000.66
TXN0.060.120.080.120.170.220.280.230.250.180.170.220.310.290.350.340.340.370.340.450.440.440.440.460.450.440.540.490.640.490.570.430.620.460.550.510.470.480.661.00
The correlation results are calculated based on daily price changes starting from Feb 3, 2022