F Scott Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
JPST JPMorgan Ultra-Short Income ETF	Ultrashort Bond	11.70%
BINC iShares Flexible Income Active ETF	Multisector Bonds	11.10%
VT Vanguard Total World Stock ETF	Global Equities	7.64%
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	7.62%
AOR iShares Core 60/40 Balanced Allocation ETF	Diversified Portfolio	6.27%
QQQ Invesco QQQ ETF	Nasdaq-100	4.06%
FSMD Fidelity Small-Mid Multifactor ETF	Small Cap Growth Equities	3.62%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	3.20%
VUG Vanguard Growth ETF	Large Cap Growth Equities	3.09%
IWY iShares Russell Top 200 Growth ETF	Large Cap Growth Equities	2.69%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	2.61%
RSP Invesco S&P 500 Equal Weight ETF	S&P 500, Equal Weight	2.57%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	2.55%
PAUG Innovator U.S. Equity Power Buffer ETF - August	Defined Outcome	2.52%
PRF Invesco RAFI US 1000 ETF	Large Cap Value Equities	2.19%
SPLV Invesco S&P 500 Low Volatility ETF	S&P 500, Large Cap Blend Equities	2.02%
AVUV Avantis US Small Cap Value ETF	Small Cap Value Equities	2.01%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	1.85%
GLD SPDR Gold Shares	Gold, Precious Metals	1.77%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	1.63%
QTUM Defiance Quantum ETF	Technology Equities	1.53%
JPRE JPMorgan Realty Income ETF	REIT	1.50%
GPIX Goldman Sachs S&P 500 Premium Income ETF	Derivative Income, S&P 500	1.47%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	1.45%
IJR iShares Core S&P Small-Cap ETF	Small Cap Blend Equities	1.40%
QQQI NEOS Nasdaq-100 High Income ETF	Nasdaq-100, Derivative Income	1.37%
SPAXX Fidelity Government Money Market Fund	Money Market	1.33%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	1.30%
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF	Mid Cap Growth Equities	1.27%
USMF WisdomTree US Multifactor Fund	Mid Cap Blend Equities, Multi-factor	1.18%
EDV Vanguard Extended Duration Treasury ETF	Government Bonds, Long-Term Bond	0.84%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	Foreign Large Cap Equities	0.71%
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF	Asia Pacific Equities	0.69%
VBR Vanguard Small-Cap Value ETF	Small Cap Value Equities	0.67%
VTV Vanguard Value ETF	Large Cap Value Equities	0.58%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in F Scott Portfolio, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio F Scott Portfolio	0.99%	3.17%	10.65%	10.85%	21.70%	—	—	—
Portfolio components:
AGG iShares Core U.S. Aggregate Bond ETF	0.09%	1.18%	0.61%	0.92%	4.96%	4.06%	0.18%	1.56%
AOR iShares Core 60/40 Balanced Allocation ETF	0.95%	2.42%	7.85%	8.39%	19.38%	13.65%	7.09%	8.58%
AVUV Avantis US Small Cap Value ETF	-0.96%	5.44%	21.54%	18.43%	40.75%	19.22%	11.59%	—
BINC iShares Flexible Income Active ETF	0.15%	0.92%	1.29%	1.78%	5.90%	7.04%	—	—
EDV Vanguard Extended Duration Treasury ETF	-0.22%	4.29%	-0.21%	-0.22%	3.14%	-5.43%	-10.13%	-3.55%
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF	2.55%	7.71%	20.09%	21.21%	27.78%	14.32%	6.38%	7.04%
FSMD Fidelity Small-Mid Multifactor ETF	0.48%	6.83%	18.15%	16.30%	30.28%	17.72%	10.41%	—
GLD SPDR Gold Shares	2.59%	-4.97%	0.06%	0.19%	25.38%	29.73%	18.31%	12.33%
GPIX Goldman Sachs S&P 500 Premium Income ETF	1.51%	2.08%	10.28%	10.95%	25.72%	—	—	—
HYG iShares iBoxx $ High Yield Corporate Bond ETF	0.13%	1.25%	1.78%	2.29%	6.95%	8.47%	3.83%	5.03%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 30, 2024, F Scott Portfolio's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2026 with a return of +6.3%, while the worst month was Mar 2026 at -3.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, F Scott Portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Apr 4, 2025 at -3.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.36%	1.50%	-3.80%	6.27%	3.30%	0.84%							10.65%
2025	1.84%	-0.07%	-2.36%	-0.27%	3.45%	3.29%	0.77%	2.17%	2.41%	1.20%	0.57%	0.19%	13.85%
2024	-0.86%	2.47%	2.32%	-2.95%	3.30%	1.37%	2.41%	1.47%	1.65%	-1.26%	3.62%	-2.15%	11.71%

Benchmark Metrics

F Scott Portfolio has an annualized alpha of 3.76%, beta of 0.58, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since January 30, 2024.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.49%) than losses (50.48%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.58 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.76%

Beta: 0.58

R²: 0.92

Upside Capture: 63.49%

Downside Capture: 50.48%

See how alpha, beta & R² have trended over time →

Expense Ratio

F Scott Portfolio has an expense ratio of 0.22%, 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.

Top 10 holdings

PAUG

Innovator U.S. Equity Power Buffer ETF - August

QQQI

NEOS Nasdaq-100 High Income ETF

JPRE

JPMorgan Realty Income ETF

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

SPAXX

Fidelity Government Money Market Fund

BINC

iShares Flexible Income Active ETF

GLD

SPDR Gold Shares

QTUM

Defiance Quantum ETF

SMH

VanEck Semiconductor ETF

PRF

Invesco RAFI US 1000 ETF

Return for Risk

Risk / Return Rank

F Scott Portfolio ranks 75 for risk / return — better than 75% 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.

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

The table below presents risk-adjusted performance metrics for F Scott Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.61	2.14	+0.47
Sortino ratioReturn per unit of downside risk	3.69	2.89	+0.80
Omega ratioGain probability vs. loss probability	1.50	1.39	+0.11
Calmar ratioReturn relative to maximum drawdown	3.75	2.91	+0.84
Martin ratioReturn relative to average drawdown	16.54	13.08	+3.46

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AGG iShares Core U.S. Aggregate Bond ETF	40	1.32	1.96	1.23	1.80	5.30
AOR iShares Core 60/40 Balanced Allocation ETF	75	2.21	3.12	1.42	2.93	12.60
AVUV Avantis US Small Cap Value ETF	83	2.33	3.30	1.40	5.15	15.34
BINC iShares Flexible Income Active ETF	74	2.58	3.77	1.52	2.20	8.60
EDV Vanguard Extended Duration Treasury ETF	12	0.22	0.42	1.05	0.25	0.57
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF	66	1.91	2.64	1.39	3.03	10.90
FSMD Fidelity Small-Mid Multifactor ETF	69	1.95	2.80	1.34	3.61	12.98
GLD SPDR Gold Shares	27	0.93	1.30	1.19	1.04	2.97
GPIX Goldman Sachs S&P 500 Premium Income ETF	83	2.42	3.30	1.46	3.35	16.40
HYG iShares iBoxx $ High Yield Corporate Bond ETF	67	1.81	2.73	1.35	2.98	13.11

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. Learn how to interpret the Sharpe ratio.

The current F Scott Portfolio Sharpe ratio is 2.61 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.55 to 2.44, 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 F Scott Portfolio 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

F Scott Portfolio provided a 2.89% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.89%	3.00%	3.10%	2.40%	1.74%	1.12%	1.30%	1.70%	1.62%	1.42%	1.26%	1.31%
Portfolio components:
AGG iShares Core U.S. Aggregate Bond ETF	3.97%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
AOR iShares Core 60/40 Balanced Allocation ETF	2.46%	2.55%	2.66%	2.50%	2.12%	1.64%	1.89%	2.56%	2.49%	4.51%	2.16%	2.12%
AVUV Avantis US Small Cap Value ETF	1.62%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%
BINC iShares Flexible Income Active ETF	5.84%	5.86%	6.14%	3.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EDV Vanguard Extended Duration Treasury ETF	4.96%	4.94%	4.65%	3.81%	3.28%	1.95%	5.54%	3.51%	2.90%	2.92%	5.32%	4.24%
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF	3.07%	2.65%	3.50%	2.75%	1.93%	2.14%	2.45%	2.63%	2.46%	2.34%	2.79%	2.55%
FSMD Fidelity Small-Mid Multifactor ETF	1.18%	1.33%	1.29%	1.37%	1.54%	1.18%	1.32%	1.37%	0.00%	0.00%	0.00%	0.00%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GPIX Goldman Sachs S&P 500 Premium Income ETF	7.97%	8.01%	7.45%	1.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	5.89%	5.71%	6.01%	5.74%	5.30%	4.02%	4.88%	4.99%	5.54%	5.12%	5.27%	5.90%

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 F Scott Portfolio. 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 F Scott Portfolio was 10.57%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.

The current F Scott Portfolio drawdown is 0.72%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-10.57%Apr 2025	1mo 17d	1mo 26d	3mo 13dFeb 2025 - Jun 2025
2026 pullback2026	-5.81%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026
2024 pullback2024	-4.45%Aug 2024	21d	14d	1mo 5dJul 2024 - Aug 2024
2024 pullback2024	-3.74%Apr 2024	18d	25d	1mo 13dApr 2024 - May 2024
2025 pullback2025	-3.44%Jan 2025	1mo 2d	1mo 4d	2mo 6dDec 2024 - Feb 2025

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 35 assets, with an effective number of assets of 18.43, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.27	1.24

The portfolio has a diversification ratio of 1.24, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

F Scott Portfolio correlation to the S&P 500 Index

F Scott Portfolio has a 0.94 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024	0.94

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while SPAXX has the lowest at 0.03.

0.03

0.15

0.16

0.17

0.19

0.23

0.33

0.37

0.45

0.49

0.59

0.59

0.64

0.67

0.70

0.72

0.72

0.73

0.73

0.73

0.76

0.78

0.78

0.79

0.81

0.83

0.92

0.92

0.93

0.94

0.94

0.94

0.95

GPIX

0.98

VTI

0.99

Portfolio Correlations

Correlation vs. F Scott Portfolio. VT has the highest portfolio correlation at 0.97, while SPAXX has the lowest at 0.01.

0.01

0.27

0.27

0.31

0.32

0.39

0.42

0.49

0.59

0.60

0.69

0.71

0.72

0.75

0.78

0.79

0.80

0.80

0.80

0.82

0.82

0.84

0.84

0.85

0.86

0.86

0.87

0.87

0.88

0.88

0.88

0.92

0.96

0.97

Asset Correlations Table

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

	SPAXX	GLD	JPST	EDV	TLT	AGG	SPLV	JPRE	BINC	SCHD	SMH	EEMV	VWO	IWY	RODM	QTUM	VUG	AVUV	QQQ	QQQI	USMF	HYG	VTV	PAUG	VEA	IJR	VBR	JSMD	FSMD	GPIX	RSP	PRF	VTI	VT	AOR
SPAXX	1.00	0.04	0.04	-0.02	-0.01	0.03	0.10	0.07	0.02	0.09	-0.06	-0.08	-0.07	0.01	0.02	-0.03	-0.00	-0.03	-0.01	-0.01	0.08	0.02	0.08	0.05	-0.02	-0.02	0.00	0.00	0.01	0.02	0.06	0.04	0.02	0.00	0.02
GLD	0.04	1.00	0.19	0.13	0.15	0.22	0.11	0.15	0.26	0.09	0.15	0.39	0.36	0.11	0.36	0.20	0.12	0.14	0.14	0.13	0.15	0.22	0.17	0.09	0.38	0.15	0.16	0.19	0.17	0.15	0.17	0.16	0.17	0.26	0.28
JPST	0.04	0.19	1.00	0.42	0.46	0.59	0.17	0.27	0.52	0.14	0.08	0.22	0.18	0.14	0.29	0.14	0.14	0.12	0.15	0.14	0.18	0.39	0.18	0.16	0.28	0.18	0.18	0.18	0.18	0.17	0.21	0.18	0.20	0.23	0.30
EDV	-0.02	0.13	0.42	1.00	0.99	0.91	0.29	0.35	0.68	0.17	0.02	0.18	0.14	0.08	0.28	0.08	0.09	0.15	0.09	0.09	0.22	0.45	0.22	0.11	0.27	0.22	0.22	0.20	0.22	0.14	0.25	0.20	0.17	0.20	0.34
TLT	-0.01	0.15	0.46	0.99	1.00	0.94	0.30	0.36	0.71	0.18	0.03	0.19	0.15	0.09	0.30	0.09	0.10	0.15	0.10	0.10	0.23	0.47	0.22	0.12	0.29	0.23	0.23	0.20	0.23	0.15	0.26	0.21	0.18	0.21	0.35
AGG	0.03	0.22	0.59	0.91	0.94	1.00	0.31	0.40	0.81	0.21	0.08	0.26	0.22	0.16	0.38	0.15	0.16	0.21	0.17	0.16	0.28	0.57	0.27	0.19	0.37	0.28	0.28	0.26	0.28	0.21	0.31	0.26	0.25	0.29	0.43
SPLV	0.10	0.11	0.17	0.29	0.30	0.31	1.00	0.73	0.36	0.74	-0.01	0.19	0.16	0.08	0.48	0.09	0.09	0.46	0.10	0.13	0.63	0.41	0.72	0.34	0.38	0.48	0.56	0.36	0.52	0.32	0.66	0.62	0.35	0.36	0.38
JPRE	0.07	0.15	0.27	0.35	0.36	0.40	0.73	1.00	0.48	0.62	0.13	0.32	0.29	0.17	0.53	0.22	0.18	0.49	0.20	0.21	0.52	0.50	0.63	0.36	0.46	0.54	0.59	0.43	0.55	0.36	0.63	0.57	0.39	0.42	0.47
BINC	0.02	0.26	0.52	0.68	0.71	0.81	0.36	0.48	1.00	0.35	0.27	0.44	0.43	0.35	0.55	0.36	0.37	0.39	0.37	0.36	0.45	0.73	0.44	0.40	0.57	0.48	0.47	0.46	0.48	0.44	0.50	0.47	0.47	0.52	0.62
SCHD	0.09	0.09	0.14	0.17	0.18	0.21	0.74	0.62	0.35	1.00	0.23	0.35	0.35	0.22	0.53	0.35	0.24	0.74	0.29	0.31	0.70	0.49	0.86	0.50	0.51	0.71	0.77	0.55	0.70	0.48	0.81	0.81	0.52	0.54	0.54
SMH	-0.06	0.15	0.08	0.02	0.03	0.08	-0.01	0.13	0.27	0.23	1.00	0.54	0.62	0.79	0.41	0.84	0.80	0.47	0.87	0.85	0.44	0.47	0.45	0.72	0.59	0.52	0.49	0.64	0.56	0.77	0.51	0.54	0.77	0.77	0.72
EEMV	-0.08	0.39	0.22	0.18	0.19	0.26	0.19	0.32	0.44	0.35	0.54	1.00	0.88	0.52	0.66	0.61	0.53	0.47	0.57	0.57	0.46	0.56	0.50	0.52	0.76	0.53	0.51	0.56	0.53	0.59	0.55	0.56	0.61	0.73	0.72
VWO	-0.07	0.36	0.18	0.14	0.15	0.22	0.16	0.29	0.43	0.35	0.62	0.88	1.00	0.57	0.65	0.67	0.59	0.50	0.63	0.62	0.47	0.56	0.50	0.57	0.77	0.55	0.54	0.58	0.54	0.63	0.56	0.57	0.65	0.77	0.75
IWY	0.01	0.11	0.14	0.08	0.09	0.16	0.08	0.17	0.35	0.22	0.79	0.52	0.57	1.00	0.45	0.74	0.99	0.46	0.96	0.94	0.53	0.59	0.45	0.86	0.60	0.53	0.49	0.65	0.55	0.91	0.55	0.59	0.90	0.84	0.81
RODM	0.02	0.36	0.29	0.28	0.30	0.38	0.48	0.53	0.55	0.53	0.41	0.66	0.65	0.45	1.00	0.51	0.46	0.59	0.49	0.49	0.58	0.66	0.65	0.56	0.91	0.61	0.64	0.58	0.62	0.58	0.66	0.66	0.61	0.75	0.76
QTUM	-0.03	0.20	0.14	0.08	0.09	0.15	0.09	0.22	0.36	0.35	0.84	0.61	0.67	0.74	0.51	1.00	0.76	0.59	0.83	0.81	0.56	0.59	0.55	0.72	0.68	0.65	0.62	0.75	0.66	0.78	0.63	0.64	0.81	0.82	0.78
VUG	-0.00	0.12	0.14	0.09	0.10	0.16	0.09	0.18	0.37	0.24	0.80	0.53	0.59	0.99	0.46	0.76	1.00	0.48	0.97	0.95	0.56	0.61	0.47	0.88	0.62	0.56	0.52	0.69	0.58	0.92	0.57	0.62	0.92	0.86	0.83
AVUV	-0.03	0.14	0.12	0.15	0.15	0.21	0.46	0.49	0.39	0.74	0.47	0.47	0.50	0.46	0.59	0.59	0.48	1.00	0.52	0.53	0.74	0.64	0.81	0.64	0.64	0.96	0.95	0.80	0.92	0.66	0.86	0.86	0.72	0.72	0.71
QQQ	-0.01	0.14	0.15	0.09	0.10	0.17	0.10	0.20	0.37	0.29	0.87	0.57	0.63	0.96	0.49	0.83	0.97	0.52	1.00	0.98	0.58	0.61	0.52	0.87	0.66	0.60	0.56	0.72	0.62	0.92	0.61	0.66	0.92	0.88	0.84
QQQI	-0.01	0.13	0.14	0.09	0.10	0.16	0.13	0.21	0.36	0.31	0.85	0.57	0.62	0.94	0.49	0.81	0.95	0.53	0.98	1.00	0.60	0.61	0.54	0.88	0.66	0.60	0.57	0.71	0.63	0.92	0.62	0.67	0.92	0.88	0.84
USMF	0.08	0.15	0.18	0.22	0.23	0.28	0.63	0.52	0.45	0.70	0.44	0.46	0.47	0.53	0.58	0.56	0.56	0.74	0.58	0.60	1.00	0.65	0.83	0.72	0.64	0.78	0.82	0.78	0.83	0.71	0.89	0.86	0.76	0.75	0.74
HYG	0.02	0.22	0.39	0.45	0.47	0.57	0.41	0.50	0.73	0.49	0.47	0.56	0.56	0.59	0.66	0.59	0.61	0.64	0.61	0.61	0.65	1.00	0.64	0.66	0.71	0.71	0.70	0.70	0.71	0.69	0.71	0.70	0.73	0.76	0.81
VTV	0.08	0.17	0.18	0.22	0.22	0.27	0.72	0.63	0.44	0.86	0.45	0.50	0.50	0.45	0.65	0.55	0.47	0.81	0.52	0.54	0.83	0.64	1.00	0.69	0.68	0.83	0.88	0.76	0.86	0.71	0.94	0.95	0.75	0.76	0.75
PAUG	0.05	0.09	0.16	0.11	0.12	0.19	0.34	0.36	0.40	0.50	0.72	0.52	0.57	0.86	0.56	0.72	0.88	0.64	0.87	0.88	0.72	0.66	0.69	1.00	0.67	0.70	0.69	0.76	0.73	0.93	0.76	0.79	0.93	0.89	0.85
VEA	-0.02	0.38	0.28	0.27	0.29	0.37	0.38	0.46	0.57	0.51	0.59	0.76	0.77	0.60	0.91	0.68	0.62	0.64	0.66	0.66	0.64	0.71	0.68	0.67	1.00	0.69	0.69	0.69	0.69	0.72	0.72	0.73	0.75	0.88	0.88
IJR	-0.02	0.15	0.18	0.22	0.23	0.28	0.48	0.54	0.48	0.71	0.52	0.53	0.55	0.53	0.61	0.65	0.56	0.96	0.60	0.60	0.78	0.71	0.83	0.70	0.69	1.00	0.97	0.87	0.96	0.72	0.90	0.89	0.78	0.79	0.78
VBR	0.00	0.16	0.18	0.22	0.23	0.28	0.56	0.59	0.47	0.77	0.49	0.51	0.54	0.49	0.64	0.62	0.52	0.95	0.56	0.57	0.82	0.70	0.88	0.69	0.69	0.97	1.00	0.85	0.96	0.71	0.94	0.92	0.77	0.78	0.78
JSMD	0.00	0.19	0.18	0.20	0.20	0.26	0.36	0.43	0.46	0.55	0.64	0.56	0.58	0.65	0.58	0.75	0.69	0.80	0.72	0.71	0.78	0.70	0.76	0.76	0.69	0.87	0.85	1.00	0.91	0.80	0.84	0.83	0.85	0.84	0.82
FSMD	0.01	0.17	0.18	0.22	0.23	0.28	0.52	0.55	0.48	0.70	0.56	0.53	0.54	0.55	0.62	0.66	0.58	0.92	0.62	0.63	0.83	0.71	0.86	0.73	0.69	0.96	0.96	0.91	1.00	0.75	0.92	0.90	0.81	0.81	0.79
GPIX	0.02	0.15	0.17	0.14	0.15	0.21	0.32	0.36	0.44	0.48	0.77	0.59	0.63	0.91	0.58	0.78	0.92	0.66	0.92	0.92	0.71	0.69	0.71	0.93	0.72	0.72	0.71	0.80	0.75	1.00	0.77	0.82	0.98	0.94	0.90
RSP	0.06	0.17	0.21	0.25	0.26	0.31	0.66	0.63	0.50	0.81	0.51	0.55	0.56	0.55	0.66	0.63	0.57	0.86	0.61	0.62	0.89	0.71	0.94	0.76	0.72	0.90	0.94	0.84	0.92	0.77	1.00	0.96	0.82	0.83	0.82
PRF	0.04	0.16	0.18	0.20	0.21	0.26	0.62	0.57	0.47	0.81	0.54	0.56	0.57	0.59	0.66	0.64	0.62	0.86	0.66	0.67	0.86	0.70	0.95	0.79	0.73	0.89	0.92	0.83	0.90	0.82	0.96	1.00	0.85	0.85	0.83
VTI	0.02	0.17	0.20	0.17	0.18	0.25	0.35	0.39	0.47	0.52	0.77	0.61	0.65	0.90	0.61	0.81	0.92	0.72	0.92	0.92	0.76	0.73	0.75	0.93	0.75	0.78	0.77	0.85	0.81	0.98	0.82	0.85	1.00	0.96	0.93
VT	0.00	0.26	0.23	0.20	0.21	0.29	0.36	0.42	0.52	0.54	0.77	0.73	0.77	0.84	0.75	0.82	0.86	0.72	0.88	0.88	0.75	0.76	0.76	0.89	0.88	0.79	0.78	0.84	0.81	0.94	0.83	0.85	0.96	1.00	0.97
AOR	0.02	0.28	0.30	0.34	0.35	0.43	0.38	0.47	0.62	0.54	0.72	0.72	0.75	0.81	0.76	0.78	0.83	0.71	0.84	0.84	0.74	0.81	0.75	0.85	0.88	0.78	0.78	0.82	0.79	0.90	0.82	0.83	0.93	0.97	1.00

The correlation results are calculated based on daily price changes starting from Jan 30, 2024

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