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0-NVSek-HdgETF-Stks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

0-NVSek-HdgETF-Stks

Last updated Jan 3, 2025

Asset Allocation

BIL 40.67%GLD 19.2%MSFT 3.13%GOOGL 1.8%AAPL 1.54%AVGO 1.25%GBTC 1.2%BondBondEquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
1.54%
ABBV
AbbVie Inc.		Healthcare
0.83%
ACM
AECOM		Industrials
0.39%
ADBE
Adobe Inc		Technology
0.56%
ADI
Analog Devices, Inc.		Technology
0.24%
ADP
Automatic Data Processing, Inc.		Industrials
0.68%
ADRNY
Koninklijke Ahold Delhaize NV ADR		Consumer Defensive
0.26%
AEE
Ameren Corporation		Utilities
0.30%
AEP
American Electric Power Company, Inc.		Utilities
0.51%
AFG
American Financial Group, Inc.		Financial Services
0.20%
AMAT
Applied Materials, Inc.		Technology
0.23%
AMZN
Amazon.com, Inc.		Consumer Cyclical
0.73%
AVGO
Broadcom Inc.		Technology
1.25%
AZO
AutoZone, Inc.		Consumer Cyclical
0.56%
BAC
Bank of America Corporation		Financial Services
0.48%
BAH
Booz Allen Hamilton Holding Corporation		Industrials
0.19%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		Government Bonds
40.67%
BKNG
Booking Holdings Inc.		Consumer Cyclical
0.37%
CBOE
Cboe Global Markets, Inc.		Financial Services
0.44%
CI
Cigna Corporation		Healthcare
0.38%
CL
0.21%
CMCSA
0.48%
CMPGY
0.52%
CRM
0.20%
DLB
0.28%
DOX
0.46%
EA
0.34%
EG
0.42%
ETN
0.27%
EXPGY
0.34%
FI
0.98%
FR
0.15%
G
0.42%
GBTC
1.20%
GEN
0.32%
GILD
0.49%
GLD
19.20%
GOOGL
1.80%
INTU
0.61%
JPM
0.62%
KO
0.53%
LDOS
0.21%
LHX
0.43%
LLY
0.35%
LMT
0.38%
LULU
0.44%
MA
0.46%
MCK
0.67%
MDT
0.32%
META
0.64%
MMC
0.53%
MRK
0.69%
MSCI
0.24%
MSFT
3.13%
MTB
0.24%
NICE
0.11%
NOW
0.47%
NTAP
0.30%
NVDA
0.83%
NYT
0.36%
ORCL
0.90%
ORLY
0.19%
PAYX
0.18%
PG
0.44%
PGR
0.31%
PM
0.72%
PSA
0.29%
QQQ
0.30%
RELX
0.33%
RGA
0.23%
SHEL
0.63%
SHW
0.42%
SPGI
0.16%
STN
0.25%
TMO
0.11%
TSM
0.18%
UNH
0.82%
V
0.75%
VRTX
0.32%
VZ
0.09%
WMT
0.33%
XOM
0.25%
YUM
0.35%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 0-NVSek-HdgETF-Stks, 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.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
19.92%
6.74%
0-NVSek-HdgETF-Stks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.03%-2.37%6.74%26.74%12.96%11.51%
0-NVSek-HdgETF-Stks3.87%-0.15%19.92%76.44%31.42%N/A
Portfolio components:
GOOGL
1.32%10.12%0.87%41.13%23.15%N/A
AMZN
Amazon.com, Inc.		2.19%2.76%12.10%55.07%19.08%31.33%
AEE
Ameren Corporation		-0.33%-3.16%28.06%24.35%6.16%10.39%
AEP
American Electric Power Company, Inc.		-0.20%-4.36%6.75%14.88%3.40%8.07%
AFG
American Financial Group, Inc.		-1.41%-5.52%17.45%20.37%15.03%16.47%
ADI
Analog Devices, Inc.		1.37%-0.92%-5.93%17.74%14.84%17.46%
META
3.27%-1.41%12.18%74.85%23.85%N/A
FR
0.18%-3.48%6.55%-0.39%6.45%N/A
FI
1.53%-3.37%38.58%56.82%12.40%N/A
GILD
-1.04%0.64%39.51%12.62%11.52%N/A
INTU
0.28%-3.73%-5.47%8.04%19.74%N/A
JPM
1.49%-0.05%19.52%44.43%15.11%N/A
ORLY
1.55%-3.11%17.28%28.68%22.42%N/A
ORCL
-0.19%-11.62%15.42%64.10%27.34%N/A
PAYX
-0.39%-2.99%20.58%22.12%13.73%N/A
PM
1.39%-5.45%22.17%33.95%13.50%N/A
PG
-1.50%-5.70%1.14%13.85%8.81%N/A
PGR
1.09%-6.96%15.29%49.55%29.62%N/A
AAPL
Apple Inc		-2.82%0.14%7.76%34.44%27.60%26.30%
AMAT
Applied Materials, Inc.		4.57%-6.13%-29.60%14.79%23.87%23.63%
ADP
Automatic Data Processing, Inc.		-0.36%-3.39%25.10%27.58%13.82%15.98%
AZO
AutoZone, Inc.		2.09%2.47%16.12%27.82%22.48%18.36%
BAC
Bank of America Corporation		1.96%-2.83%12.23%35.95%7.79%12.62%
BKNG
Booking Holdings Inc.		-1.30%-6.32%25.27%44.66%19.12%16.47%
BAH
Booz Allen Hamilton Holding Corporation		2.51%-8.68%-13.06%6.67%14.57%19.61%
AVGO
Broadcom Inc.		0.31%36.71%37.34%124.67%53.62%41.19%
CBOE
Cboe Global Markets, Inc.		-0.08%-7.93%15.76%13.85%11.65%13.01%
CI
Cigna Corporation		1.65%-14.97%-11.33%-6.83%8.17%11.52%
KO
-0.82%-0.74%-1.75%6.49%5.69%N/A
CL
-0.84%-4.92%-6.17%14.69%8.32%N/A
CMCSA
0.37%-11.47%0.24%-9.58%-1.06%N/A
CMPGY
0.03%-5.35%21.87%25.08%7.65%N/A
DLB
0.12%-2.83%-1.24%-6.06%3.76%N/A
EA
-0.01%-12.62%6.06%8.15%6.92%N/A
EXPGY
0.47%-10.41%-8.62%12.47%6.54%N/A
XOM
0.27%-5.62%-3.31%9.01%14.37%N/A
ADRNY
Koninklijke Ahold Delhaize NV ADR		1.38%-4.20%9.59%16.01%9.61%10.39%
LHX
-0.25%-12.78%-5.48%3.14%1.97%N/A
LDOS
2.14%-10.62%1.64%37.94%9.68%N/A
LLY
1.29%-5.77%-14.24%28.09%44.72%N/A
LMT
-0.85%-6.89%5.49%7.99%5.90%N/A
LULU
-1.11%10.49%26.85%-23.75%10.22%N/A
MTB
1.88%-9.60%32.61%45.16%5.97%N/A
MSCI
0.24%-2.35%22.12%8.71%19.34%N/A
MMC
-0.54%-8.04%-0.50%11.94%15.31%N/A
MA
-0.99%0.04%16.32%24.92%12.30%N/A
MCK
1.32%-5.65%-1.52%22.25%34.42%N/A
MRK
-0.34%-1.42%-20.44%-12.96%5.83%N/A
MSFT
0.44%-3.22%-9.11%15.92%22.82%N/A
NTAP
0.74%-9.38%-9.03%37.65%16.77%N/A
NYT
1.61%-3.13%1.68%14.18%11.00%N/A
NICE
-0.02%-11.74%-0.81%-12.59%1.45%N/A
GEN
0.44%-13.25%12.64%25.64%15.56%N/A
NVDA
7.58%-0.45%14.83%201.08%89.92%N/A
PSA
0.34%-9.36%5.58%4.08%11.71%N/A
RGA
2.36%-1.87%8.23%35.41%8.57%N/A
RELX
0.02%-5.29%-1.21%17.68%15.26%N/A
SHEL
2.98%0.48%-10.14%1.23%5.61%N/A
SPGI
0.31%-3.98%10.61%17.17%13.51%N/A
CRM
-0.43%-9.40%27.03%33.24%15.06%N/A
NOW
1.29%-4.39%33.14%59.82%29.88%N/A
SHW
-1.00%-14.16%14.25%14.74%13.36%N/A
STN
0.94%-9.50%-6.47%1.38%24.13%N/A
TSM
5.63%4.28%14.16%113.42%31.73%N/A
TMO
2.27%0.67%-1.36%-0.72%10.79%N/A
UNH
1.41%-15.69%5.90%-4.47%13.80%N/A
VZ
0.68%-5.32%0.70%9.07%-2.57%N/A
VRTX
1.10%-12.26%-14.21%-2.17%13.33%N/A
V
-0.36%1.62%16.94%22.23%11.48%N/A
WMT
0.48%-3.67%30.27%74.70%20.05%N/A
YUM
-0.54%-3.42%4.36%5.75%7.55%N/A
DOX
-1.14%-3.06%8.46%-1.86%5.20%N/A
ETN
3.23%-9.26%8.61%47.91%31.97%N/A
EG
0.74%-3.60%1.68%1.32%8.09%N/A
G
1.35%-3.98%41.22%29.80%1.74%N/A
MDT
1.34%-4.30%6.04%-0.26%-3.92%N/A
QQQ
1.44%-0.73%4.83%31.64%20.15%N/A
ABBV
AbbVie Inc.		1.98%2.70%10.23%16.35%20.45%15.63%
ADBE
Adobe Inc		-3.17%-19.74%-25.55%-24.07%5.36%19.87%
ACM
AECOM		1.12%-6.02%28.19%22.52%21.00%14.49%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		0.03%0.38%2.45%5.15%2.35%1.62%
GLD
0.56%-0.48%10.21%28.61%10.81%N/A
GBTC
5.40%-0.85%55.57%109.45%55.58%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 0-NVSek-HdgETF-Stks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.79%17.86%8.33%-6.97%11.73%2.73%-1.65%-0.72%3.24%4.92%11.04%-1.39%70.20%
202310.66%0.31%11.35%1.39%4.24%9.24%3.41%0.72%-4.45%5.66%9.41%5.70%73.53%
2022-10.62%1.68%4.03%-11.01%-5.28%-12.82%8.68%-6.39%-7.82%5.21%2.96%-4.45%-32.56%
20211.34%8.14%6.50%0.66%-11.59%2.59%5.94%5.31%-6.03%18.63%0.03%-7.57%22.52%
20205.84%-3.83%-8.25%11.49%5.38%0.65%8.52%6.20%-5.26%3.00%13.05%11.16%56.09%
20194.30%2.85%2.65%5.37%4.06%10.52%-0.73%-2.08%-1.74%3.00%-0.04%0.18%31.46%
2018-5.34%2.25%-11.37%8.72%-3.55%-6.22%4.33%1.04%-1.96%-6.13%-2.97%-5.36%-24.84%
20172.25%2.17%0.78%1.72%11.25%-2.56%3.04%13.86%-5.36%4.98%13.92%8.36%67.04%
2016-1.23%2.02%2.73%0.81%0.71%2.92%1.73%-0.57%0.70%-0.68%-0.14%1.48%10.87%
20150.18%-1.10%0.19%-1.43%-0.72%4.12%-0.14%0.30%1.31%

Expense Ratio

0-NVSek-HdgETF-Stks has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

BIL
SPDR Barclays 1-3 Month T-Bill ETF
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, 0-NVSek-HdgETF-Stks 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.

The Risk-Adjusted Performance Rank of 0-NVSek-HdgETF-Stks is 9090
Overall Rank
The Sharpe Ratio Rank of 0-NVSek-HdgETF-Stks is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of 0-NVSek-HdgETF-Stks is 9191
Sortino Ratio Rank
The Omega Ratio Rank of 0-NVSek-HdgETF-Stks is 9090
Omega Ratio Rank
The Calmar Ratio Rank of 0-NVSek-HdgETF-Stks is 8888
Calmar Ratio Rank
The Martin Ratio Rank of 0-NVSek-HdgETF-Stks is 9090
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.

Sharpe ratio
The chart of Sharpe ratio for 0-NVSek-HdgETF-Stks, currently valued at 3.04, compared to the broader market-1.000.001.002.003.004.005.003.042.08
The chart of Sortino ratio for 0-NVSek-HdgETF-Stks, currently valued at 3.60, compared to the broader market0.002.004.003.602.78
The chart of Omega ratio for 0-NVSek-HdgETF-Stks, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.471.38
The chart of Calmar ratio for 0-NVSek-HdgETF-Stks, currently valued at 4.92, compared to the broader market0.002.004.006.008.0010.004.923.10
The chart of Martin ratio for 0-NVSek-HdgETF-Stks, currently valued at 17.82, compared to the broader market0.0010.0020.0030.0040.0017.8213.27
0-NVSek-HdgETF-Stks
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOGL
1.381.921.261.744.22
AMZN
Amazon.com, Inc.		1.822.441.312.278.50
AEE
Ameren Corporation		1.462.211.260.906.85
AEP
American Electric Power Company, Inc.		0.811.261.150.642.86
AFG
American Financial Group, Inc.		1.181.751.211.594.80
ADI
Analog Devices, Inc.		0.510.931.110.912.36
META
2.092.971.414.1412.57
FR
0.020.171.020.010.05
FI
3.264.071.566.2015.11
GILD
0.570.941.130.470.96
INTU
0.260.521.070.411.10
JPM
1.932.661.394.4812.80
ORLY
1.432.041.261.533.91
ORCL
2.003.181.403.4312.03
PAYX
1.261.871.241.887.11
PM
1.722.661.352.989.16
PG
0.971.421.191.635.01
PGR
2.393.411.434.5413.89
AAPL
Apple Inc		1.452.131.271.975.18
AMAT
Applied Materials, Inc.		0.310.701.090.360.71
ADP
Automatic Data Processing, Inc.		1.852.581.342.569.97
AZO
AutoZone, Inc.		1.311.931.231.774.29
BAC
Bank of America Corporation		1.632.481.301.156.49
BKNG
Booking Holdings Inc.		1.732.101.332.287.02
BAH
Booz Allen Hamilton Holding Corporation		0.190.501.070.200.62
AVGO
Broadcom Inc.		2.283.111.394.8614.11
CBOE
Cboe Global Markets, Inc.		0.621.011.120.901.90
CI
Cigna Corporation		-0.26-0.200.97-0.22-0.69
KO
0.480.781.090.411.09
CL
1.021.471.190.922.33
CMCSA
-0.46-0.490.94-0.31-0.88
CMPGY
1.522.131.262.597.66
DLB
-0.25-0.220.97-0.19-0.65
EA
0.460.751.090.581.37
EXPGY
0.550.961.110.611.94
XOM
0.420.721.080.431.49
ADRNY
Koninklijke Ahold Delhaize NV ADR		1.021.531.190.824.60
LHX
0.110.281.030.090.34
LDOS
1.491.931.361.334.35
LLY
0.921.461.191.143.08
LMT
0.450.741.100.361.04
LULU
-0.62-0.700.91-0.44-0.71
MTB
1.722.601.321.669.54
MSCI
0.390.711.100.330.97
MMC
0.871.221.161.203.79
MA
1.592.171.292.135.29
MCK
0.801.161.200.872.19
MRK
-0.54-0.610.91-0.42-0.88
MSFT
0.761.081.140.972.19
NTAP
1.191.881.262.515.69
NYT
0.600.901.130.551.95
NICE
-0.32-0.210.97-0.23-0.43
GEN
0.831.371.200.763.49
NVDA
3.883.901.497.5323.10
PSA
0.130.351.040.100.44
RGA
1.572.071.302.428.09
RELX
1.151.681.202.165.54
SHEL
0.020.141.020.020.06
SPGI
1.081.471.201.333.42
CRM
0.921.331.221.062.46
NOW
1.742.301.332.839.39
SHW
0.681.081.140.861.97
STN
0.080.271.030.130.30
TSM
2.743.411.414.1815.22
TMO
0.040.201.020.040.12
UNH
-0.14-0.011.00-0.18-0.45
VZ
0.460.771.100.372.00
VRTX
-0.040.111.02-0.04-0.11
V
1.361.851.261.854.69
WMT
4.136.071.779.9341.54
YUM
0.340.591.070.471.13
DOX
-0.060.031.00-0.05-0.13
ETN
1.742.301.322.477.39
EG
0.100.281.040.160.39
G
1.082.091.250.724.01
MDT
0.040.171.020.020.10
QQQ
1.732.291.312.288.17
ABBV
AbbVie Inc.		0.721.021.160.902.34
ADBE
Adobe Inc		-0.68-0.760.89-0.66-1.30
ACM
AECOM		1.011.581.191.393.76
BIL
SPDR Barclays 1-3 Month T-Bill ETF		20.75267.31155.33474.114,351.79
GLD
1.912.531.333.549.88
GBTC
2.062.611.313.107.67

The current 0-NVSek-HdgETF-Stks Sharpe ratio is 2.83. 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 1.29 to 2.06, 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 0-NVSek-HdgETF-Stks 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 Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
3.04
2.08
0-NVSek-HdgETF-Stks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

0-NVSek-HdgETF-Stks provided a 2.59% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.59%2.60%2.58%1.17%0.58%0.93%1.46%1.36%0.90%0.85%0.74%0.76%
Portfolio components:
GOOGL
0.31%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
AEE
Ameren Corporation		3.02%3.01%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%
AEP
American Electric Power Company, Inc.		3.88%3.87%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%
AFG
American Financial Group, Inc.		6.99%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%
ADI
Analog Devices, Inc.		1.71%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
META
0.33%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FR
2.95%2.95%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%
FI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.06%5.08%7.87%7.61%
GILD
3.37%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%
INTU
0.59%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
JPM
1.46%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
ORLY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORCL
0.96%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
PAYX
2.74%2.73%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%
PM
4.34%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
PG
2.40%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
PGR
0.47%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%
AAPL
Apple Inc		0.41%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
AMAT
Applied Materials, Inc.		0.89%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
ADP
Automatic Data Processing, Inc.		1.97%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
AZO
AutoZone, 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%
BAC
Bank of America Corporation		2.23%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
BKNG
Booking Holdings Inc.		0.71%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BAH
Booz Allen Hamilton Holding Corporation		1.55%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%
AVGO
Broadcom Inc.		0.93%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
CBOE
Cboe Global Markets, Inc.		1.21%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%
CI
Cigna Corporation		2.00%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%
KO
3.14%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
CL
2.20%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%
CMCSA
2.47%3.25%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%
CMPGY
1.68%1.68%1.64%1.31%0.00%1.88%1.94%2.24%5.69%2.35%2.42%8.49%
DLB
1.57%1.57%1.29%1.45%0.96%0.91%1.15%1.08%0.94%1.11%1.25%0.23%
EA
0.52%0.52%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
EXPGY
0.94%1.37%1.35%1.54%0.95%1.24%1.37%1.85%1.30%2.10%2.22%2.27%
XOM
3.56%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
ADRNY
Koninklijke Ahold Delhaize NV ADR		3.66%3.71%4.11%3.63%2.86%3.88%4.46%3.08%2.75%9.79%2.51%12.45%
LHX
2.21%2.21%2.17%2.15%1.91%1.80%1.45%1.86%1.55%2.01%2.23%2.48%
LDOS
1.05%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%
LLY
0.66%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
LMT
2.65%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
LULU
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MTB
2.79%2.85%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%2.23%
MSCI
1.06%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%
MMC
1.44%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%
MA
0.51%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
MCK
0.46%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
MRK
3.15%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
MSFT
0.73%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NTAP
1.32%1.76%2.27%3.33%2.13%2.90%2.83%2.01%1.41%2.10%2.60%1.52%
NYT
0.74%0.96%0.86%1.05%0.56%0.44%0.59%0.72%0.86%1.20%1.19%1.21%
NICE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.93%1.12%1.26%
GEN
1.82%1.83%2.19%2.33%1.92%60.15%1.37%1.59%1.07%18.31%2.86%2.34%
NVDA
0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
PSA
3.99%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%
RGA
1.59%1.63%2.04%2.15%2.61%2.42%1.59%1.57%1.17%1.24%1.64%1.44%
RELX
1.67%1.67%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%
SHEL
4.27%4.39%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%
SPGI
0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
CRM
0.48%0.48%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%
SHW
0.85%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%
STN
0.59%0.59%0.73%1.14%1.23%1.42%2.06%1.91%1.38%1.34%1.31%1.21%
TSM
1.12%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
TMO
0.29%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
UNH
1.59%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
VZ
6.64%6.68%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
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%
V
0.68%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
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%
YUM
2.01%2.00%1.85%1.78%1.44%1.73%1.67%1.57%1.47%0.00%0.00%0.00%
DOX
2.28%2.25%1.98%2.17%1.92%1.85%1.58%1.71%1.34%1.34%1.25%1.33%
ETN
1.10%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
EG
2.12%2.14%1.92%1.96%2.26%2.65%2.08%2.43%2.28%2.17%2.18%1.88%
G
1.40%1.42%1.59%1.08%0.81%0.95%0.81%1.11%0.76%0.00%0.00%0.00%
MDT
3.45%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
ABBV
AbbVie Inc.		3.42%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
ADBE
Adobe 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%
ACM
AECOM		0.85%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		5.03%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%
GLD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GBTC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%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%AugustSeptemberOctoberNovemberDecember2025
-0.64%
-2.43%
0-NVSek-HdgETF-Stks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 0-NVSek-HdgETF-Stks. 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 0-NVSek-HdgETF-Stks was 43.35%, occurring on Oct 14, 2022. Recovery took 286 trading sessions.

The current 0-NVSek-HdgETF-Stks drawdown is 2.40%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.35%Nov 10, 2021234Oct 14, 2022286Dec 5, 2023520
-39.49%Dec 19, 2017255Dec 24, 2018407Aug 6, 2020662
-18.49%Apr 14, 202168Jul 20, 202162Oct 15, 2021130
-15.92%Jun 20, 202432Aug 5, 202449Oct 14, 202481
-13.94%Feb 22, 20219Mar 4, 202127Apr 13, 202136

Volatility

Volatility Chart

The current 0-NVSek-HdgETF-Stks volatility is 7.35%, 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%14.00%AugustSeptemberOctoberNovemberDecember2025
7.35%
4.36%
0-NVSek-HdgETF-Stks
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.
BILGLDGBTCADRNYCBOEAEPAEEPSAVZCMPGYSHELLLYWMTXOMMCKCIAZOGILDMRKPMVRTXABBVLMTNYTEGCLEAORLYLULUPGSTNUNHLHXPGRNICEBAHMTBGENTSMRGANVDAKOMETAAMZNEXPGYBKNGFRCMCSARELXNOWNTAPLDOSAFGYUMBACAVGOAMATCRMACMDLBMDTAAPLSHWTMOJPMORCLDOXGOOGLADIETNGADBEMSCIINTUMMCFIMSFTSPGIVPAYXADPMAQQQ
BIL1.000.040.020.010.000.00-0.00-0.020.010.020.02-0.000.040.010.020.01-0.02-0.020.00-0.010.01-0.010.02-0.010.020.03-0.05-0.01-0.010.010.000.010.020.02-0.020.020.01-0.010.040.010.01-0.010.01-0.010.030.01-0.02-0.010.020.020.020.010.000.02-0.020.010.010.020.010.01-0.01-0.000.01-0.010.020.030.010.000.010.030.01-0.01-0.000.010.020.020.010.03-0.000.010.020.010.00
GLD0.041.000.090.09-0.040.120.110.110.050.080.12-0.000.030.05-0.02-0.01-0.020.010.010.090.01-0.020.02-0.01-0.010.060.03-0.020.000.070.09-0.020.03-0.040.020.01-0.120.040.04-0.080.010.070.040.020.110.010.10-0.000.100.03-0.00-0.01-0.070.01-0.120.020.010.040.020.020.040.010.010.05-0.100.020.040.030.01-0.010.030.030.040.01-0.01-0.000.000.02-0.01-0.00-0.02-0.010.03
GBTC0.020.091.000.060.040.040.040.050.060.100.140.070.080.100.060.050.060.070.070.070.070.040.070.120.090.030.140.050.150.050.110.070.080.060.190.080.110.150.170.120.220.030.160.190.170.180.110.130.140.180.150.090.120.100.140.170.170.190.160.170.100.170.090.160.140.120.120.180.170.130.160.190.170.210.130.150.200.150.150.140.120.150.23
ADRNY0.010.090.061.000.140.180.180.160.230.260.240.160.240.160.180.150.210.210.190.210.140.190.170.200.160.250.170.230.190.250.230.200.180.210.170.180.190.190.170.180.160.260.190.180.290.170.220.190.340.150.170.200.210.190.200.180.180.170.200.200.220.200.230.220.220.200.230.200.180.210.230.200.210.190.240.220.230.200.220.250.250.220.26
CBOE0.00-0.040.040.141.000.190.200.200.160.150.120.170.200.170.200.190.210.190.210.160.160.140.210.170.260.240.150.230.150.240.170.230.220.260.180.210.230.180.090.240.120.270.150.140.190.170.210.200.220.150.150.250.280.230.230.140.150.180.210.190.230.160.230.210.260.200.230.190.160.180.250.180.280.230.330.270.220.330.270.300.310.270.22
AEP0.000.120.040.180.191.000.790.460.400.180.120.200.290.160.180.190.210.200.280.370.140.190.300.110.250.460.160.200.090.460.130.240.310.280.100.240.130.170.060.180.040.490.100.100.210.120.440.250.280.070.070.290.240.290.080.090.060.110.160.180.290.150.260.220.120.180.270.150.100.160.260.140.220.190.320.300.180.260.230.350.350.220.17
AEE-0.000.110.040.180.200.791.000.460.400.160.120.220.300.170.190.210.230.200.270.350.150.210.320.130.270.440.150.220.100.450.160.260.320.310.130.270.150.190.070.210.060.470.100.100.210.130.460.250.280.090.120.320.280.290.110.100.060.130.180.210.320.160.270.230.160.220.270.160.120.180.290.150.250.210.330.320.190.270.250.370.370.240.18
PSA-0.020.110.050.160.200.460.461.000.280.180.080.190.250.120.170.200.250.200.230.300.170.180.250.170.190.380.180.250.180.360.170.240.270.280.210.280.170.200.130.180.130.370.170.160.230.150.580.230.260.180.150.270.240.300.130.170.140.190.200.210.270.210.330.270.160.240.280.210.200.210.290.230.270.270.340.310.250.310.280.380.360.260.27
VZ0.010.050.060.230.160.400.400.281.000.210.230.250.300.280.250.250.270.270.350.380.180.270.280.180.280.380.160.270.120.410.180.280.260.310.120.250.300.200.110.300.080.440.110.110.220.170.330.370.240.090.200.300.310.270.290.130.120.130.260.210.310.170.290.260.310.240.300.170.170.240.280.130.200.200.350.320.200.250.260.340.330.250.21
CMPGY0.020.080.100.260.150.180.160.180.211.000.310.160.160.210.180.200.190.170.190.280.190.210.220.200.230.240.210.200.200.240.280.190.220.200.220.220.270.210.270.260.200.320.220.220.420.330.280.260.490.190.250.240.300.330.280.270.270.210.310.260.310.240.250.230.290.280.280.250.290.310.330.240.250.250.280.320.270.280.320.280.290.320.32
SHEL0.020.120.140.240.120.120.120.080.230.311.000.150.150.710.230.270.180.160.230.280.160.220.280.230.290.150.140.170.170.150.320.220.300.230.170.170.370.220.310.350.200.240.180.190.280.330.210.270.280.160.320.260.340.260.440.260.280.190.410.290.250.240.160.200.440.270.280.260.290.410.290.190.220.200.290.260.230.230.300.250.280.320.29
LLY-0.00-0.000.070.160.170.200.220.190.250.160.151.000.240.180.340.300.210.320.470.230.380.420.230.200.190.300.220.240.180.300.200.340.240.290.240.270.130.190.190.190.220.270.260.250.230.170.240.230.280.250.230.280.220.230.170.250.220.260.200.190.320.260.280.340.220.320.260.280.210.270.250.270.260.300.340.290.330.320.280.310.320.270.36
WMT0.040.030.080.240.200.290.300.250.300.160.150.241.000.190.270.210.290.260.270.280.210.240.270.210.230.380.230.350.240.430.180.270.260.300.200.250.180.210.180.220.210.370.210.260.210.200.280.280.270.170.210.260.260.280.210.210.220.200.210.240.290.260.310.290.240.300.280.260.230.270.250.240.280.280.340.310.300.310.270.350.320.270.33
XOM0.010.050.100.160.170.160.170.120.280.210.710.180.191.000.260.310.210.220.260.300.180.270.330.240.300.170.160.200.170.190.290.260.320.290.150.200.440.240.250.400.170.280.170.160.190.320.240.310.180.150.330.310.410.270.480.250.270.200.420.280.290.240.200.200.480.270.310.240.300.410.310.180.210.200.320.290.200.250.320.300.320.330.27
MCK0.02-0.020.060.180.200.180.190.170.250.180.230.340.270.261.000.440.260.340.390.270.340.380.290.220.300.290.200.290.190.280.240.420.290.290.150.290.270.240.140.330.160.290.190.180.210.240.230.280.240.200.260.360.310.270.310.210.210.200.320.250.350.220.270.290.340.290.320.240.220.330.300.210.240.230.360.270.250.300.310.340.340.290.30
CI0.01-0.010.050.150.190.190.210.200.250.200.270.300.210.310.441.000.250.290.330.280.300.350.310.200.290.230.190.250.190.230.220.600.300.290.160.260.340.260.190.330.180.280.190.160.180.250.270.290.210.180.260.320.360.300.360.230.240.190.330.270.360.230.280.280.380.270.310.240.260.340.300.210.230.210.340.300.240.310.310.330.340.300.28
AZO-0.02-0.020.060.210.210.210.230.250.270.190.180.210.290.210.260.251.000.240.250.250.190.240.260.220.270.280.170.750.280.290.230.310.260.280.210.270.260.230.190.270.200.280.200.200.250.220.270.280.270.200.250.280.310.350.270.240.240.200.300.260.270.250.350.270.300.300.330.230.260.330.320.240.300.260.380.330.270.320.310.380.380.310.31
GILD-0.020.010.070.210.190.200.200.200.270.170.160.320.260.220.340.290.241.000.410.270.450.430.270.220.240.270.270.260.220.290.210.310.260.270.180.250.260.270.200.240.190.300.240.240.230.250.240.330.230.240.250.290.260.260.280.250.230.240.260.270.370.270.320.380.300.290.320.280.290.280.300.280.270.280.330.290.290.300.300.340.350.290.37
MRK0.000.010.070.190.210.280.270.230.350.190.230.470.270.260.390.330.250.411.000.310.400.440.290.190.260.370.200.270.180.380.200.370.290.350.170.300.200.240.110.270.110.380.180.160.260.200.290.280.280.200.210.340.280.290.240.170.140.200.220.220.380.220.300.400.280.290.320.230.170.270.310.210.270.260.380.330.270.340.330.360.360.310.28
PM-0.010.090.070.210.160.370.350.300.380.280.280.230.280.300.270.280.250.270.311.000.190.310.320.220.290.460.210.250.140.450.220.280.280.300.150.230.300.250.190.290.130.530.190.160.260.270.350.340.310.150.230.280.340.320.280.190.210.180.260.260.370.240.290.270.320.280.340.240.220.300.310.210.240.220.340.340.240.280.300.340.340.290.28
VRTX0.010.010.070.140.160.140.150.170.180.190.160.380.210.180.340.300.190.450.400.191.000.420.210.240.180.230.290.210.240.240.200.340.240.260.270.270.170.290.260.210.290.200.340.320.240.260.220.290.250.350.280.270.220.260.220.310.300.320.240.300.340.320.300.410.230.280.300.350.310.260.280.370.350.350.310.320.380.350.360.300.320.350.45
ABBV-0.01-0.020.040.190.140.190.210.180.270.210.220.420.240.270.380.350.240.430.440.310.421.000.280.210.260.310.250.250.190.320.220.380.260.310.210.240.240.250.180.270.190.320.210.210.240.220.280.290.280.250.240.280.290.260.270.230.240.250.270.260.420.250.320.390.310.270.320.290.250.300.290.260.300.280.360.320.280.290.330.350.340.330.34
LMT0.020.020.070.170.210.300.320.250.280.220.280.230.270.330.290.310.260.270.290.320.210.281.000.190.320.320.210.260.160.320.220.320.640.390.150.400.300.230.160.340.150.400.150.140.220.230.290.290.260.170.230.490.380.320.290.180.180.200.340.250.310.230.310.270.340.270.350.210.210.350.320.230.230.230.400.340.240.300.360.380.410.360.26
NYT-0.01-0.010.120.200.170.110.130.170.180.200.230.200.210.240.220.200.220.220.190.220.240.210.191.000.230.180.280.260.350.190.310.230.250.230.310.270.300.290.280.300.320.190.320.300.280.300.300.360.250.330.360.320.300.280.350.320.350.330.370.370.280.330.330.320.350.310.310.330.370.370.320.340.360.340.310.350.340.340.330.340.320.340.43
EG0.02-0.010.090.160.260.250.270.190.280.230.290.190.230.300.300.290.270.240.260.290.180.260.320.231.000.260.190.280.200.270.250.260.310.460.170.280.430.220.180.550.180.340.190.160.240.310.310.340.260.150.290.360.590.320.420.220.230.220.360.280.330.230.280.230.460.300.360.230.260.380.330.200.270.240.460.350.240.300.340.370.370.340.28
CL0.030.060.030.250.240.460.440.380.380.240.150.300.380.170.290.230.280.270.370.460.230.310.320.180.261.000.240.300.190.740.220.320.310.380.180.310.170.220.120.250.120.600.180.170.280.190.390.300.360.160.180.340.290.370.180.170.160.200.240.250.360.230.360.340.230.300.340.230.180.270.320.230.280.260.430.370.290.350.340.400.410.330.28
EA-0.050.030.140.170.150.160.150.180.160.210.140.220.230.160.200.190.170.270.200.210.290.250.210.280.190.241.000.200.290.230.230.250.240.240.340.280.160.340.330.200.380.230.420.430.300.310.260.300.300.440.290.290.190.280.210.370.370.420.240.350.300.400.310.370.220.360.320.420.370.250.340.480.410.410.310.370.460.400.400.340.350.420.53
ORLY-0.01-0.020.050.230.230.200.220.250.270.200.170.240.350.200.290.250.750.260.270.250.210.250.260.260.280.300.201.000.310.320.250.310.270.290.240.290.280.240.210.300.230.310.250.260.280.260.300.300.290.240.280.310.330.360.270.260.270.250.320.300.270.280.370.270.310.330.360.280.270.320.340.290.330.320.390.370.340.350.350.410.400.340.36
LULU-0.010.000.150.190.150.090.100.180.120.200.170.180.240.170.190.190.280.220.180.140.240.190.160.350.200.190.290.311.000.190.280.210.220.220.390.240.220.290.340.220.390.200.380.400.330.330.300.310.310.410.320.240.250.340.270.370.380.430.360.400.270.390.360.350.280.340.320.380.370.340.350.450.430.460.310.360.420.390.400.350.350.400.52
PG0.010.070.050.250.240.460.450.360.410.240.150.300.430.190.280.230.290.290.380.450.240.320.320.190.270.740.230.320.191.000.210.330.280.370.180.290.170.230.150.240.140.610.190.200.280.210.380.300.370.160.190.290.290.360.200.190.200.210.220.240.360.270.360.330.240.310.310.250.220.280.290.250.280.270.420.350.320.360.350.410.410.340.30
STN0.000.090.110.230.170.130.160.170.180.280.320.200.180.290.240.220.230.210.200.220.200.220.220.310.250.220.230.250.280.211.000.240.260.230.290.270.310.300.320.290.310.270.310.310.370.330.310.290.370.320.360.300.320.310.330.330.340.330.430.350.300.350.340.290.360.350.340.330.360.430.350.340.360.360.340.330.370.390.340.340.360.350.44
UNH0.01-0.020.070.200.230.240.260.240.280.190.220.340.270.260.420.600.310.310.370.280.340.380.320.230.260.320.250.310.210.330.241.000.300.340.240.290.290.270.200.300.220.340.220.230.240.260.300.290.270.250.250.330.330.330.330.240.250.250.300.300.390.310.340.380.360.310.340.310.290.320.340.280.320.290.400.360.320.390.370.390.400.360.35
LHX0.020.030.080.180.220.310.320.270.260.220.300.240.260.320.290.300.260.260.290.280.240.260.640.250.310.310.240.270.220.280.260.301.000.370.220.450.350.300.190.360.190.360.160.170.280.260.320.310.290.230.270.520.390.340.340.250.240.250.390.280.350.230.350.300.370.300.380.230.280.380.350.260.290.320.390.360.260.380.350.390.420.360.31
PGR0.02-0.040.060.210.260.280.310.280.310.200.230.290.300.290.290.290.280.270.350.300.260.310.390.230.460.380.240.290.220.370.230.340.371.000.190.350.370.240.180.430.190.380.210.200.230.230.310.310.260.230.290.380.480.310.360.230.230.250.340.250.330.250.340.320.430.330.340.250.240.350.350.270.340.310.500.390.300.360.380.410.420.380.32
NICE-0.020.020.190.170.180.100.130.210.120.220.170.240.200.150.150.160.210.180.170.150.270.210.150.310.170.180.340.240.390.180.290.240.220.191.000.260.210.340.380.200.440.190.400.450.390.340.290.290.360.500.350.270.220.340.270.410.420.510.310.400.290.430.380.370.270.360.360.450.420.320.410.520.480.520.320.390.490.450.400.380.370.410.57
BAH0.020.010.080.180.210.240.270.280.250.220.170.270.250.200.290.260.270.250.300.230.270.240.400.270.280.310.280.290.240.290.270.290.450.350.261.000.280.320.220.320.280.300.260.240.290.250.350.310.320.310.320.640.340.300.270.270.280.310.370.320.330.290.350.310.300.350.390.290.310.340.400.330.360.360.400.420.350.410.370.450.460.390.39
MTB0.01-0.120.110.190.230.130.150.170.300.270.370.130.180.440.270.340.260.260.200.300.170.240.300.300.430.170.160.280.220.170.310.290.350.370.210.281.000.280.300.580.230.280.210.190.260.380.300.390.240.200.400.380.600.310.780.290.330.230.510.340.340.250.330.280.750.320.380.250.370.490.390.200.290.280.400.370.240.320.360.410.400.380.34
GEN-0.010.040.150.190.180.170.190.200.200.210.220.190.210.240.240.260.230.270.240.250.290.250.230.290.220.220.340.240.290.230.300.270.300.240.340.320.281.000.320.270.350.230.360.370.320.340.320.330.310.400.380.340.270.300.330.380.370.400.350.380.330.380.340.370.320.430.400.380.400.370.370.450.410.420.350.380.440.410.380.390.390.400.50
TSM0.040.040.170.170.090.060.070.130.110.270.310.190.180.250.140.190.190.200.110.190.260.180.160.280.180.120.330.210.340.150.320.200.190.180.380.220.300.321.000.280.610.170.430.450.390.430.280.280.340.430.460.240.250.320.350.610.650.440.360.420.280.500.320.400.360.410.330.470.610.430.330.480.400.470.320.340.510.400.420.340.330.430.65
RGA0.01-0.080.120.180.240.180.210.180.300.260.350.190.220.400.330.330.270.240.270.290.210.270.340.300.550.250.200.300.220.240.290.300.360.430.200.320.580.270.281.000.220.330.230.190.260.370.320.370.280.220.380.410.630.330.600.290.320.250.490.360.350.260.330.270.620.330.410.260.330.480.410.230.310.280.470.410.260.350.390.400.410.410.34
NVDA0.010.010.220.160.120.040.060.130.080.200.200.220.210.170.160.180.200.190.110.130.290.190.150.320.180.120.380.230.390.140.310.220.190.190.440.280.230.350.610.221.000.130.510.550.350.410.260.290.310.550.470.250.210.290.300.610.650.530.340.420.270.530.350.390.310.430.320.530.600.410.310.580.470.550.300.370.600.440.430.340.350.450.73
KO-0.010.070.030.260.270.490.470.370.440.320.240.270.370.280.290.280.280.300.380.530.200.320.400.190.340.600.230.310.200.610.270.340.360.380.190.300.280.230.170.330.131.000.190.190.330.300.430.370.410.180.230.360.390.400.270.210.190.230.310.290.430.270.370.330.320.310.390.290.240.330.390.260.320.290.460.420.320.380.400.460.470.400.31
META0.010.040.160.190.150.100.100.170.110.220.180.260.210.170.190.190.200.240.180.190.340.210.150.320.190.180.420.250.380.190.310.220.160.210.400.260.210.360.430.230.510.191.000.620.340.440.280.350.350.510.390.250.200.300.300.470.470.520.300.410.320.520.350.360.300.420.330.670.450.350.350.580.460.500.330.410.600.440.480.370.350.480.71
AMZN-0.010.020.190.180.140.100.100.160.110.220.190.250.260.160.180.160.200.240.160.160.320.210.140.300.160.170.430.260.400.200.310.230.170.200.450.240.190.370.450.190.550.190.621.000.340.450.290.330.340.570.380.220.200.310.280.480.470.580.270.410.310.570.350.390.290.440.320.670.450.330.340.620.470.560.310.380.670.440.480.360.350.490.77
EXPGY0.030.110.170.290.190.210.210.230.220.420.280.230.210.190.210.180.250.230.260.260.240.240.220.280.240.280.300.280.330.280.370.240.280.230.390.290.260.320.390.260.350.330.340.341.000.350.360.290.650.380.310.310.290.390.300.390.380.380.350.360.360.370.400.420.300.380.380.370.390.390.400.420.460.440.390.410.450.480.440.420.410.440.50
BKNG0.010.010.180.170.170.120.130.150.170.330.330.170.200.320.240.250.220.250.200.270.260.220.230.300.310.190.310.260.330.210.330.260.260.230.340.250.380.340.430.370.410.300.440.450.351.000.290.380.340.390.410.300.360.390.420.430.430.420.410.420.370.390.340.320.440.390.360.480.440.450.400.410.400.450.350.430.430.400.480.410.400.500.56
FR-0.020.100.110.220.210.440.460.580.330.280.210.240.280.240.230.270.270.240.290.350.220.280.290.300.310.390.260.300.300.380.310.300.320.310.290.350.300.320.280.320.260.430.280.290.360.291.000.360.380.310.300.380.370.380.290.300.300.330.380.380.400.330.430.370.310.340.390.330.350.370.440.340.400.390.420.440.370.430.430.470.440.420.42
CMCSA-0.01-0.000.130.190.200.250.250.230.370.260.270.230.280.310.280.290.280.330.280.340.290.290.290.360.340.300.300.300.310.300.290.290.310.310.290.310.390.330.280.370.290.370.350.330.290.380.361.000.300.310.360.360.400.370.400.330.350.350.360.400.420.370.370.320.440.350.400.380.400.380.400.360.370.400.400.440.390.400.420.480.460.430.48
RELX0.020.100.140.340.220.280.280.260.240.490.280.280.270.180.240.210.270.230.280.310.250.280.260.250.260.360.300.290.310.370.370.270.290.260.360.320.240.310.340.280.310.410.350.340.650.340.380.301.000.370.280.320.310.390.270.340.340.380.340.330.380.380.380.390.300.380.380.390.360.370.410.420.440.430.420.420.450.460.430.440.430.440.48
NOW0.020.030.180.150.150.070.090.180.090.190.160.250.170.150.200.180.200.240.200.150.350.250.170.330.150.160.440.240.410.160.320.250.230.230.500.310.200.400.430.220.550.180.510.570.380.390.310.310.371.000.410.280.210.330.250.480.480.690.320.420.340.500.390.470.250.470.360.530.480.340.390.670.550.630.350.420.620.520.510.420.420.520.68
NTAP0.02-0.000.150.170.150.070.120.150.200.250.320.230.210.330.260.260.250.250.210.230.280.240.230.360.290.180.290.280.320.190.360.250.270.290.350.320.400.380.460.380.470.230.390.380.310.410.300.360.280.411.000.360.360.320.450.480.540.410.470.450.340.440.370.360.450.470.410.420.530.500.410.430.410.440.380.380.460.430.420.440.420.450.57
LDOS0.01-0.010.090.200.250.290.320.270.300.240.260.280.260.310.360.320.280.290.340.280.270.280.490.320.360.340.290.310.240.290.300.330.520.380.270.640.380.340.240.410.250.360.250.220.310.300.380.360.320.280.361.000.430.370.380.280.310.290.440.350.380.290.380.360.400.370.440.300.340.420.460.310.360.360.450.460.350.420.420.480.490.420.39
AFG0.00-0.070.120.210.280.240.280.240.310.300.340.220.260.410.310.360.310.260.280.340.220.290.380.300.590.290.190.330.250.290.320.330.390.480.220.340.600.270.250.630.210.390.200.200.290.360.370.400.310.210.360.431.000.390.590.280.310.250.490.360.370.280.370.310.610.320.440.270.350.510.440.240.330.290.520.420.280.380.390.470.460.400.35
YUM0.020.010.100.190.230.290.290.300.270.330.260.230.280.270.270.300.350.260.290.320.260.260.320.280.320.370.280.360.340.360.310.330.340.310.340.300.310.300.320.330.290.400.300.310.390.390.380.370.390.330.320.370.391.000.330.330.350.340.390.380.410.330.410.370.380.370.390.350.370.410.430.350.400.400.450.420.390.460.470.440.440.470.44
BAC-0.02-0.120.140.200.230.080.110.130.290.280.440.170.210.480.310.360.270.280.240.280.220.270.290.350.420.180.210.270.270.200.330.330.340.360.270.270.780.330.350.600.300.270.300.280.300.420.290.400.270.250.450.380.590.331.000.360.390.300.530.390.380.330.350.320.870.380.390.340.430.530.410.280.350.340.430.400.330.410.440.420.410.440.43
AVGO0.010.020.170.180.140.090.100.170.130.270.260.250.210.250.210.230.240.250.170.190.310.230.180.320.220.170.370.260.370.190.330.240.250.230.410.270.290.380.610.290.610.210.470.480.390.430.300.330.340.480.480.280.280.330.361.000.670.470.400.450.320.560.390.400.380.450.370.490.680.460.370.520.460.510.360.390.560.440.440.400.410.460.72
AMAT0.010.010.170.180.150.060.060.140.120.270.280.220.220.270.210.240.240.230.140.210.300.240.180.350.230.160.370.270.380.200.340.250.240.230.420.280.330.370.650.320.650.190.470.470.380.430.300.350.340.480.540.310.310.350.390.671.000.480.420.480.330.520.380.410.410.430.370.510.720.500.380.520.450.520.340.400.560.440.460.410.410.480.70
CRM0.020.040.190.170.180.110.130.190.130.210.190.260.200.200.200.190.200.240.200.180.320.250.200.330.220.200.420.250.430.210.330.250.250.250.510.310.230.400.440.250.530.230.520.580.380.420.330.350.380.690.410.290.250.340.300.470.481.000.330.450.360.500.380.440.310.470.390.550.470.350.420.680.540.650.390.450.620.520.520.430.430.540.69
ACM0.010.020.160.200.210.160.180.200.260.310.410.200.210.420.320.330.300.260.220.260.240.270.340.370.360.240.240.320.360.220.430.300.390.340.310.370.510.350.360.490.340.310.300.270.350.410.380.360.340.320.470.440.490.390.530.400.420.331.000.450.370.330.410.370.540.360.420.330.460.600.470.330.380.370.440.420.360.420.420.430.440.440.46
DLB0.010.020.170.200.190.180.210.210.210.260.290.190.240.280.250.270.260.270.220.260.300.260.250.370.280.250.350.300.400.240.350.300.280.250.400.320.340.380.420.360.420.290.410.410.360.420.380.400.330.420.450.350.360.380.390.450.480.450.451.000.370.460.420.400.400.420.450.440.510.470.450.470.460.470.400.440.460.450.460.440.440.480.57
MDT-0.010.040.100.220.230.290.320.270.310.310.250.320.290.290.350.360.270.370.380.370.340.420.310.280.330.360.300.270.270.360.300.390.350.330.290.330.340.330.280.350.270.430.320.310.360.370.400.420.380.340.340.380.370.410.380.320.330.360.370.371.000.340.410.490.400.370.400.390.380.400.440.380.410.400.450.480.400.470.480.490.480.500.47
AAPL-0.000.010.170.200.160.150.160.210.170.240.240.260.260.240.220.230.250.270.220.240.320.250.230.330.230.230.400.280.390.270.350.310.230.250.430.290.250.380.500.260.530.270.520.570.370.390.330.370.380.500.440.290.280.330.330.560.520.500.330.460.341.000.390.440.360.460.350.600.540.400.380.550.500.530.380.390.640.480.490.400.420.510.77
SHW0.010.010.090.230.230.260.270.330.290.250.160.280.310.200.270.280.350.320.300.290.300.320.310.330.280.360.310.370.360.360.340.340.350.340.380.350.330.340.320.330.350.370.350.350.400.340.430.370.380.390.370.380.370.410.350.390.380.380.410.420.410.391.000.470.360.400.390.370.420.480.430.410.470.450.460.430.440.530.450.480.480.450.51
TMO-0.010.050.160.220.210.220.230.270.260.230.200.340.290.200.290.280.270.380.400.270.410.390.270.320.230.340.370.270.350.330.290.380.300.320.370.310.280.370.400.270.390.330.360.390.420.320.370.320.390.470.360.360.310.370.320.400.410.440.370.400.490.440.471.000.340.420.390.440.450.430.410.490.520.490.460.440.500.520.470.470.470.480.57
JPM0.02-0.100.140.220.260.120.160.160.310.290.440.220.240.480.340.380.300.300.280.320.230.310.340.350.460.230.220.310.280.240.360.360.370.430.270.300.750.320.360.620.310.320.300.290.300.440.310.440.300.250.450.400.610.380.870.380.410.310.540.400.400.360.360.341.000.410.400.360.440.570.420.290.380.350.490.420.360.430.470.450.450.480.45
ORCL0.030.020.120.200.200.180.220.240.240.280.270.320.300.270.290.270.300.290.290.280.280.270.270.310.300.300.360.330.340.310.350.310.300.330.360.350.320.430.410.330.430.310.420.440.380.390.340.350.380.470.470.370.320.370.380.450.430.470.360.420.370.460.400.420.411.000.430.470.440.470.420.520.470.500.460.440.570.500.480.470.470.500.60
DOX0.010.040.120.230.230.270.270.280.300.280.280.260.280.310.320.310.330.320.320.340.300.320.350.310.360.340.320.360.320.310.340.340.380.340.360.390.380.400.330.410.320.390.330.320.380.360.390.400.380.360.410.440.440.390.390.370.370.390.420.450.400.350.390.390.400.431.000.380.410.430.530.410.400.440.470.510.440.460.460.510.510.470.48
GOOGL0.000.030.180.200.190.150.160.210.170.250.260.280.260.240.240.240.230.280.230.240.350.290.210.330.230.230.420.280.380.250.330.310.230.250.450.290.250.380.470.260.530.290.670.670.370.480.330.380.390.530.420.300.270.350.340.490.510.550.330.440.390.600.370.440.360.470.381.000.500.380.400.630.500.580.390.440.710.490.550.450.450.550.78
ADI0.010.010.170.180.160.100.120.200.170.290.290.210.230.300.220.260.260.290.170.220.310.250.210.370.260.180.370.270.370.220.360.290.280.240.420.310.370.400.610.330.600.240.450.450.390.440.350.400.360.480.530.340.350.370.430.680.720.470.460.510.380.540.420.450.440.440.410.501.000.510.430.530.460.550.400.440.550.480.490.460.460.510.70
ETN0.03-0.010.130.210.180.160.180.210.240.310.410.270.270.410.330.340.330.280.270.300.260.300.350.370.380.270.250.320.340.280.430.320.380.350.320.340.490.370.430.480.410.330.350.330.390.450.370.380.370.340.500.420.510.410.530.460.500.350.600.470.400.400.480.430.570.470.430.380.511.000.440.370.410.400.480.440.430.460.460.490.480.480.53
G0.010.030.160.230.250.260.290.290.280.330.290.250.250.310.300.300.320.300.310.310.280.290.320.320.330.320.340.340.350.290.350.340.350.350.410.400.390.370.330.410.310.390.350.340.400.400.440.400.410.390.410.460.440.430.410.370.380.420.470.450.440.380.430.410.420.420.530.400.430.441.000.450.470.480.480.540.430.510.500.540.540.520.50
ADBE-0.010.030.190.200.180.140.150.230.130.240.190.270.240.180.210.210.240.280.210.210.370.260.230.340.200.230.480.290.450.250.340.280.260.270.520.330.200.450.480.230.580.260.580.620.420.410.340.360.420.670.430.310.240.350.280.520.520.680.330.470.380.550.410.490.290.520.410.630.530.370.451.000.590.690.420.490.720.560.590.480.490.580.76
MSCI-0.000.040.170.210.280.220.250.270.200.250.220.260.280.210.240.230.300.270.270.240.350.300.230.360.270.280.410.330.430.280.360.320.290.340.480.360.290.410.400.310.470.320.460.470.460.400.400.370.440.550.410.360.330.400.350.460.450.540.380.460.410.500.470.520.380.470.400.500.460.410.470.591.000.590.510.500.570.660.550.510.510.570.64
INTU0.010.010.210.190.230.190.210.270.200.250.200.300.280.200.230.210.260.280.260.220.350.280.230.340.240.260.410.320.460.270.360.290.320.310.520.360.280.420.470.280.550.290.500.560.440.450.390.400.430.630.440.360.290.400.340.510.520.650.370.470.400.530.450.490.350.500.440.580.550.400.480.690.591.000.460.540.670.580.570.570.560.590.73
MMC0.02-0.010.130.240.330.320.330.340.350.280.290.340.340.320.360.340.380.330.380.340.310.360.400.310.460.430.310.390.310.420.340.400.390.500.320.400.400.350.320.470.300.460.330.310.390.350.420.400.420.350.380.450.520.450.430.360.340.390.440.400.450.380.460.460.490.460.470.390.400.480.480.420.510.461.000.500.460.570.520.550.570.530.49
FI0.02-0.000.150.220.270.300.320.310.320.320.260.290.310.290.270.300.330.290.330.340.320.320.340.350.350.370.370.370.360.350.330.360.360.390.390.420.370.380.340.410.370.420.410.380.410.430.440.440.420.420.380.460.420.420.400.390.400.450.420.440.480.390.430.440.420.440.510.440.440.440.540.490.500.540.501.000.500.530.610.580.600.640.56
MSFT0.010.000.200.230.220.180.190.250.200.270.230.330.300.200.250.240.270.290.270.240.380.280.240.340.240.290.460.340.420.320.370.320.260.300.490.350.240.440.510.260.600.320.600.670.450.430.370.390.450.620.460.350.280.390.330.560.560.620.360.460.400.640.440.500.360.570.440.710.550.430.430.720.570.670.460.501.000.570.590.520.530.600.84
SPGI0.030.020.150.200.330.260.270.310.250.280.230.320.310.250.300.310.320.300.340.280.350.290.300.340.300.350.400.350.390.360.390.390.380.360.450.410.320.410.400.350.440.380.440.440.480.400.430.400.460.520.430.420.380.460.410.440.440.520.420.450.470.480.530.520.430.500.460.490.480.460.510.560.660.580.570.530.571.000.590.540.560.600.62
V-0.00-0.010.150.220.270.230.250.280.260.320.300.280.270.320.310.310.310.300.330.300.360.330.360.330.340.340.400.350.400.350.340.370.350.380.400.370.360.380.420.390.430.400.480.480.440.480.430.420.430.510.420.420.390.470.440.440.460.520.420.460.480.490.450.470.470.480.460.550.490.460.500.590.550.570.520.610.590.591.000.540.550.860.64
PAYX0.01-0.000.140.250.300.350.370.380.340.280.250.310.350.300.340.330.380.340.360.340.300.350.380.340.370.400.340.410.350.410.340.390.390.410.380.450.410.390.340.400.340.460.370.360.420.410.470.480.440.420.440.480.470.440.420.400.410.430.430.440.490.400.480.470.450.470.510.450.460.490.540.480.510.570.550.580.520.540.541.000.790.560.56
ADP0.02-0.020.120.250.310.350.370.360.330.290.280.320.320.320.340.340.380.350.360.340.320.340.410.320.370.410.350.400.350.410.360.400.420.420.370.460.400.390.330.410.350.470.350.350.410.400.440.460.430.420.420.490.460.440.410.410.410.430.440.440.480.420.480.470.450.470.510.450.460.480.540.490.510.560.570.600.530.560.550.791.000.580.56
MA0.01-0.010.150.220.270.220.240.260.250.320.320.270.270.330.290.300.310.290.310.290.350.330.360.340.340.330.420.340.400.340.350.360.360.380.410.390.380.400.430.410.450.400.480.490.440.500.420.430.440.520.450.420.400.470.440.460.480.540.440.480.500.510.450.480.480.500.470.550.510.480.520.580.570.590.530.640.600.600.860.560.581.000.66
QQQ0.000.030.230.260.220.170.180.270.210.320.290.360.330.270.300.280.310.370.280.280.450.340.260.430.280.280.530.360.520.300.440.350.310.320.570.390.340.500.650.340.730.310.710.770.500.560.420.480.480.680.570.390.350.440.430.720.700.690.460.570.470.770.510.570.450.600.480.780.700.530.500.760.640.730.490.560.840.620.640.560.560.661.00
The correlation results are calculated based on daily price changes starting from May 5, 2015
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

AlphaBeta

Lazy PortfoliosUser Portfolios

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Discussions
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