R U.S. Large Cap Stocks 10Y 700 >200 SMA

Asset Allocation

Position	Category/Sector	Target Weight
AAON AAON, Inc.	Industrials	2.33%
AAPL Apple Inc	Technology	2.33%
AMZN Amazon.com, Inc	Consumer Cyclical	2.33%
ANET Arista Networks, Inc.	Technology	2.33%
APO Apollo Global Management, Inc.	Financial Services	2.33%
ARES Ares Management Corporation	Financial Services	2.33%
AVGO Broadcom Inc.	Technology	2.33%
AXON Axon Enterprise, Inc.	Industrials	2.33%
BX The Blackstone Group Inc.	Financial Services	2.33%
CDNS Cadence Design Systems, Inc.	Technology	2.33%
COKE Coca-Cola Consolidated, Inc.	Consumer Defensive	2.33%
COST Costco Wholesale Corporation	Consumer Defensive	2.33%
CPRT Copart, Inc.	Industrials	2.33%
DECK Deckers Outdoor Corporation	Consumer Cyclical	2.33%
EME EMCOR Group, Inc.	Industrials	2.33%
FCNCA First Citizens BancShares, Inc.	Financial Services	2.33%
FICO Fair Isaac Corporation	Technology	2.33%
FIX Comfort Systems USA, Inc.	Industrials	2.33%
FTNT Fortinet, Inc.	Technology	2.33%
HEI HEICO Corporation	Industrials	2.33%
HUBS HubSpot, Inc.	Technology	2.33%
ISRG Intuitive Surgical, Inc.	Healthcare	2.33%
KKR KKR & Co. Inc.	Financial Services	2.33%
LPLA LPL Financial Holdings Inc.	Financial Services	2.33%
MRVL Marvell Technology Group Ltd.	Technology	2.33%
MSCI MSCI Inc.	Financial Services	2.33%
MSFT Microsoft Corporation	Technology	2.33%
MSI Motorola Solutions, Inc.	Technology	2.33%
MSTR MicroStrategy Incorporated	Technology	2.33%
MUSA Murphy USA Inc.	Consumer Cyclical	2.33%
NFLX Netflix, Inc.	Communication Services	2.33%
NOW ServiceNow, Inc	Technology	2.33%
NVDA NVIDIA Corporation	Technology	2.33%
PANW Palo Alto Networks, Inc.	Technology	2.33%
PGR The Progressive Corporation	Financial Services	2.33%
PWR Quanta Services, Inc.	Industrials	2.33%
SAIA Saia, Inc.	Industrials	2.33%
TMUS T-Mobile US, Inc.	Communication Services	2.33%
TPL Texas Pacific Land Corporation	Energy	2.33%
TSLA Tesla, Inc.	Consumer Cyclical	2.33%
UI Ubiquiti Inc.	Technology	2.33%
VEEV Veeva Systems Inc.	Healthcare	2.33%
XPO XPO Logistics, Inc.	Industrials	2.33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in R U.S. Large Cap Stocks 10Y 700 >200 SMA , 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.

Loading graphics...

The earliest data available for this chart is Oct 9, 2014, corresponding to the inception date of HUBS

Returns By Period

As of Apr 1, 2026, the R U.S. Large Cap Stocks 10Y 700 >200 SMA returned -2.49% Year-To-Date and 33.94% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	2.91%	-5.09%	-4.63%	-2.39%	16.33%	16.69%	10.18%	12.16%
Portfolio R U.S. Large Cap Stocks 10Y 700 >200 SMA	3.17%	-4.23%	-2.49%	-5.73%	13.34%	32.52%	26.27%	33.94%
Portfolio components:
NVDA NVIDIA Corporation	5.59%	-1.57%	-6.48%	-6.52%	60.95%	84.54%	66.14%	69.61%
FICO Fair Isaac Corporation	1.87%	-24.25%	-36.86%	-28.67%	-42.11%	14.96%	16.34%	25.66%
TSLA Tesla, Inc.	4.64%	-7.64%	-17.34%	-16.41%	43.44%	21.46%	11.00%	37.10%
TPL Texas Pacific Land Corporation	1.54%	-9.38%	65.41%	52.94%	8.11%	37.44%	23.18%	41.62%
ANET Arista Networks, Inc.	5.73%	-8.03%	-6.30%	-15.74%	58.47%	43.03%	44.85%	41.25%
AXON Axon Enterprise, Inc.	2.32%	-21.70%	-25.22%	-40.82%	-19.25%	23.61%	24.31%	36.40%
FIX Comfort Systems USA, Inc.	8.31%	-3.47%	47.83%	67.30%	329.03%	112.20%	79.33%	46.46%
MSTR MicroStrategy Incorporated	2.77%	-3.63%	-17.87%	-61.27%	-56.71%	62.23%	12.15%	21.18%
AVGO Broadcom Inc.	5.49%	-2.94%	-10.38%	-5.81%	86.36%	71.23%	48.36%	38.12%
HUBS HubSpot, Inc.	2.64%	-7.72%	-39.17%	-47.82%	-57.27%	-17.12%	-12.86%	18.92%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 10, 2014, R U.S. Large Cap Stocks 10Y 700 >200 SMA 's average daily return is +0.12%, while the average monthly return is +2.49%. At this rate, your investment would double in approximately 2.3 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2024 with a return of +17.6%, while the worst month was Apr 2022 at -13.2%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 3 months.

On a daily basis, R U.S. Large Cap Stocks 10Y 700 >200 SMA closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -11.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.65%	2.49%	-4.23%										-2.49%
2025	3.85%	-6.89%	-7.92%	4.53%	5.62%	4.57%	1.57%	-0.15%	2.70%	1.52%	-4.01%	-0.80%	3.49%
2024	2.88%	12.12%	4.74%	-5.41%	6.44%	4.73%	3.26%	4.54%	4.18%	5.15%	17.57%	-5.31%	67.69%
2023	12.75%	2.44%	5.11%	0.84%	4.96%	8.82%	4.88%	1.10%	-4.30%	-1.19%	11.22%	7.08%	66.99%
2022	-10.16%	-0.59%	3.01%	-13.23%	1.55%	-7.22%	17.20%	-3.68%	-8.14%	12.01%	6.93%	-8.91%	-14.90%
2021	1.14%	6.26%	3.68%	6.00%	0.49%	6.09%	3.36%	4.86%	-3.84%	11.61%	1.05%	2.21%	51.28%

Benchmark Metrics

R U.S. Large Cap Stocks 10Y 700 >200 SMA has an annualized alpha of 17.31%, beta of 1.17, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 10, 2014.

This portfolio captured 169.53% of S&P 500 Index gains but only 80.20% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 17.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 17.31%

Beta: 1.17

R²: 0.86

Upside Capture: 169.53%

Downside Capture: 80.20%

Expense Ratio

R U.S. Large Cap Stocks 10Y 700 >200 SMA has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

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

Return for Risk

Risk / Return Rank

R U.S. Large Cap Stocks 10Y 700 >200 SMA ranks 15 for risk / return — in the bottom 15% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

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

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.57	0.90	-0.33
Sortino ratio Return per unit of downside risk	0.99	1.39	-0.40
Omega ratio Gain probability vs. loss probability	1.14	1.21	-0.08
Calmar ratio Return relative to maximum drawdown	1.04	1.40	-0.36
Martin ratio Return relative to average drawdown	3.40	6.61	-3.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	83	1.48	2.17	1.27	2.92	7.39
FICO Fair Isaac Corporation	11	-0.81	-1.02	0.86	-0.76	-1.48
TSLA Tesla, Inc.	69	0.79	1.44	1.18	1.49	3.66
TPL Texas Pacific Land Corporation	46	0.17	0.58	1.08	0.23	0.35
ANET Arista Networks, Inc.	75	1.09	1.69	1.21	2.03	4.52
AXON Axon Enterprise, Inc.	28	-0.36	-0.21	0.97	-0.38	-0.79
FIX Comfort Systems USA, Inc.	99	5.97	5.33	1.74	23.72	80.80
MSTR MicroStrategy Incorporated	13	-0.77	-1.12	0.87	-0.74	-1.29
AVGO Broadcom Inc.	86	1.80	2.52	1.33	2.95	7.31
HUBS HubSpot, Inc.	7	-1.03	-1.58	0.80	-0.84	-1.54

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.

R U.S. Large Cap Stocks 10Y 700 >200 SMA Sharpe ratios as of Apr 1, 2026 (values are recalculated daily):

1-Year: 0.57
5-Year: 1.13
10-Year: 1.48
All Time: 1.43

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.97 to 1.64, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of R U.S. Large Cap Stocks 10Y 700 >200 SMA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

R U.S. Large Cap Stocks 10Y 700 >200 SMA provided a 0.69% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.69%	0.50%	0.41%	0.52%	0.66%	0.59%	0.76%	0.74%	1.10%	0.98%	0.98%	1.55%
Portfolio components:
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%
TSLA Tesla, 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%
TPL Texas Pacific Land Corporation	0.46%	0.74%	1.37%	0.83%	1.37%	0.88%	2.20%	0.22%	0.55%	0.30%	0.10%	0.22%
ANET Arista Networks, 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%
AXON Axon Enterprise, 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%
FIX Comfort Systems USA, Inc.	0.16%	0.21%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%
MSTR MicroStrategy Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AVGO Broadcom Inc.	0.80%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
HUBS HubSpot, 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%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the R U.S. Large Cap Stocks 10Y 700 >200 SMA . 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 R U.S. Large Cap Stocks 10Y 700 >200 SMA was 34.70%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current R U.S. Large Cap Stocks 10Y 700 >200 SMA drawdown is 7.52%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.7%	Feb 20, 2020	23	Mar 23, 2020	50	Jun 3, 2020	73
-29.32%	Dec 28, 2021	119	Jun 16, 2022	198	Mar 31, 2023	317
-25.87%	Jan 24, 2025	52	Apr 8, 2025	113	Sep 19, 2025	165
-23.62%	Sep 17, 2018	69	Dec 24, 2018	41	Feb 25, 2019	110
-18.94%	Jul 20, 2015	144	Feb 11, 2016	52	Apr 27, 2016	196

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 43 assets, with an effective number of assets of 43.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	COKE	MUSA	TPL	PGR	TMUS	TSLA	COST	NFLX	FCNCA	DECK	MSTR	AXON	UI	LPLA	AAON	SAIA	HEI	ARES	FIX	MSI	PANW	HUBS	VEEV	XPO	PWR	EME	AAPL	APO	ANET	FICO	MRVL	AMZN	MSCI	FTNT	AVGO	NVDA	BX	ISRG	NOW	CPRT	KKR	MSFT	CDNS	Portfolio
Benchmark	1.00	0.33	0.32	0.33	0.41	0.42	0.48	0.53	0.49	0.52	0.49	0.49	0.45	0.50	0.52	0.51	0.51	0.52	0.51	0.55	0.57	0.50	0.50	0.53	0.57	0.60	0.59	0.68	0.59	0.56	0.57	0.60	0.64	0.62	0.57	0.65	0.63	0.63	0.66	0.58	0.62	0.64	0.74	0.68	0.88
COKE	0.33	1.00	0.22	0.14	0.24	0.22	0.18	0.28	0.14	0.26	0.20	0.18	0.16	0.22	0.19	0.27	0.19	0.25	0.17	0.26	0.27	0.16	0.16	0.17	0.20	0.22	0.27	0.22	0.18	0.17	0.24	0.16	0.19	0.22	0.18	0.19	0.17	0.21	0.23	0.19	0.27	0.20	0.21	0.21	0.34
MUSA	0.32	0.22	1.00	0.17	0.26	0.21	0.12	0.30	0.17	0.22	0.25	0.16	0.17	0.20	0.22	0.25	0.20	0.22	0.17	0.27	0.26	0.18	0.14	0.18	0.24	0.26	0.29	0.19	0.20	0.18	0.24	0.16	0.17	0.22	0.20	0.20	0.17	0.22	0.20	0.16	0.26	0.22	0.21	0.20	0.34
TPL	0.33	0.14	0.17	1.00	0.17	0.13	0.16	0.13	0.13	0.30	0.21	0.20	0.21	0.23	0.28	0.23	0.24	0.26	0.24	0.28	0.21	0.15	0.16	0.17	0.26	0.32	0.31	0.20	0.29	0.20	0.19	0.25	0.16	0.19	0.19	0.22	0.21	0.28	0.21	0.17	0.21	0.31	0.17	0.22	0.37
PGR	0.41	0.24	0.26	0.17	1.00	0.31	0.09	0.32	0.18	0.30	0.22	0.15	0.16	0.17	0.31	0.25	0.23	0.31	0.21	0.24	0.36	0.18	0.17	0.21	0.24	0.27	0.27	0.24	0.25	0.20	0.29	0.15	0.17	0.32	0.24	0.19	0.16	0.25	0.28	0.22	0.32	0.27	0.28	0.22	0.36
TMUS	0.42	0.22	0.21	0.13	0.31	1.00	0.18	0.31	0.27	0.23	0.20	0.21	0.20	0.21	0.22	0.20	0.20	0.24	0.22	0.19	0.36	0.26	0.25	0.28	0.23	0.23	0.25	0.30	0.27	0.25	0.31	0.23	0.30	0.33	0.31	0.25	0.27	0.28	0.30	0.33	0.33	0.28	0.34	0.30	0.40
TSLA	0.48	0.18	0.12	0.16	0.09	0.18	1.00	0.25	0.36	0.22	0.28	0.37	0.30	0.30	0.27	0.23	0.26	0.24	0.29	0.25	0.24	0.37	0.34	0.32	0.29	0.27	0.24	0.41	0.32	0.35	0.27	0.37	0.41	0.32	0.37	0.39	0.42	0.33	0.35	0.35	0.32	0.33	0.39	0.39	0.53
COST	0.53	0.28	0.30	0.13	0.32	0.31	0.25	1.00	0.31	0.21	0.28	0.26	0.24	0.26	0.21	0.28	0.29	0.28	0.25	0.28	0.39	0.29	0.25	0.29	0.29	0.29	0.29	0.41	0.27	0.29	0.36	0.30	0.38	0.41	0.34	0.33	0.33	0.33	0.40	0.32	0.40	0.31	0.44	0.40	0.47
NFLX	0.49	0.14	0.17	0.13	0.18	0.27	0.36	0.31	1.00	0.23	0.25	0.32	0.32	0.30	0.23	0.23	0.24	0.25	0.28	0.25	0.30	0.38	0.40	0.40	0.26	0.25	0.25	0.42	0.31	0.37	0.37	0.36	0.52	0.38	0.43	0.39	0.45	0.32	0.40	0.48	0.37	0.35	0.48	0.45	0.53
FCNCA	0.52	0.26	0.22	0.30	0.30	0.23	0.22	0.21	0.23	1.00	0.36	0.31	0.30	0.30	0.52	0.40	0.39	0.38	0.37	0.44	0.33	0.25	0.26	0.25	0.42	0.43	0.49	0.29	0.41	0.26	0.34	0.30	0.27	0.32	0.27	0.30	0.27	0.41	0.30	0.27	0.37	0.45	0.29	0.30	0.53
DECK	0.49	0.20	0.25	0.21	0.22	0.20	0.28	0.28	0.25	0.36	1.00	0.33	0.32	0.29	0.34	0.36	0.37	0.32	0.33	0.38	0.31	0.31	0.35	0.31	0.40	0.40	0.40	0.30	0.36	0.32	0.34	0.34	0.33	0.33	0.32	0.33	0.32	0.37	0.33	0.33	0.43	0.40	0.32	0.38	0.54
MSTR	0.49	0.18	0.16	0.20	0.15	0.21	0.37	0.26	0.32	0.31	0.33	1.00	0.33	0.32	0.32	0.34	0.32	0.31	0.30	0.35	0.28	0.34	0.38	0.37	0.31	0.34	0.35	0.34	0.34	0.35	0.34	0.38	0.37	0.33	0.37	0.35	0.39	0.38	0.35	0.39	0.36	0.38	0.39	0.39	0.58
AXON	0.45	0.16	0.17	0.21	0.16	0.20	0.30	0.24	0.32	0.30	0.32	0.33	1.00	0.37	0.31	0.31	0.29	0.35	0.31	0.32	0.31	0.36	0.41	0.41	0.35	0.34	0.34	0.31	0.34	0.37	0.38	0.38	0.36	0.35	0.40	0.38	0.39	0.37	0.37	0.41	0.39	0.39	0.37	0.40	0.57
UI	0.50	0.22	0.20	0.23	0.17	0.21	0.30	0.26	0.30	0.30	0.29	0.32	0.37	1.00	0.30	0.34	0.30	0.32	0.31	0.36	0.38	0.34	0.34	0.37	0.34	0.36	0.36	0.36	0.33	0.43	0.34	0.41	0.35	0.37	0.41	0.41	0.37	0.37	0.38	0.39	0.32	0.36	0.37	0.42	0.57
LPLA	0.52	0.19	0.22	0.28	0.31	0.22	0.27	0.21	0.23	0.52	0.34	0.32	0.31	0.30	1.00	0.36	0.38	0.38	0.38	0.41	0.33	0.30	0.29	0.27	0.42	0.44	0.46	0.29	0.46	0.34	0.31	0.34	0.26	0.36	0.31	0.34	0.32	0.41	0.31	0.30	0.37	0.48	0.33	0.32	0.55
AAON	0.51	0.27	0.25	0.23	0.25	0.20	0.23	0.28	0.23	0.40	0.36	0.34	0.31	0.34	0.36	1.00	0.40	0.39	0.33	0.51	0.33	0.27	0.28	0.29	0.39	0.47	0.55	0.32	0.36	0.33	0.36	0.33	0.29	0.32	0.31	0.35	0.32	0.39	0.34	0.28	0.40	0.39	0.32	0.37	0.56
SAIA	0.51	0.19	0.20	0.24	0.23	0.20	0.26	0.29	0.24	0.39	0.37	0.32	0.29	0.30	0.38	0.40	1.00	0.34	0.37	0.40	0.31	0.28	0.31	0.31	0.64	0.41	0.42	0.31	0.40	0.33	0.32	0.34	0.29	0.33	0.33	0.33	0.32	0.44	0.34	0.31	0.43	0.46	0.31	0.38	0.57
HEI	0.52	0.25	0.22	0.26	0.31	0.24	0.24	0.28	0.25	0.38	0.32	0.31	0.35	0.32	0.38	0.39	0.34	1.00	0.31	0.42	0.40	0.30	0.31	0.32	0.38	0.45	0.47	0.31	0.36	0.33	0.40	0.33	0.30	0.36	0.30	0.32	0.31	0.35	0.37	0.32	0.41	0.37	0.35	0.37	0.55
ARES	0.51	0.17	0.17	0.24	0.21	0.22	0.29	0.25	0.28	0.37	0.33	0.30	0.31	0.31	0.38	0.33	0.37	0.31	1.00	0.37	0.33	0.32	0.34	0.32	0.39	0.38	0.36	0.32	0.52	0.37	0.33	0.36	0.36	0.37	0.34	0.35	0.37	0.54	0.37	0.37	0.37	0.56	0.38	0.39	0.57
FIX	0.55	0.26	0.27	0.28	0.24	0.19	0.25	0.28	0.25	0.44	0.38	0.35	0.32	0.36	0.41	0.51	0.40	0.42	0.37	1.00	0.35	0.29	0.26	0.25	0.42	0.60	0.70	0.29	0.40	0.40	0.34	0.37	0.29	0.29	0.32	0.39	0.35	0.40	0.36	0.27	0.39	0.41	0.34	0.37	0.60
MSI	0.57	0.27	0.26	0.21	0.36	0.36	0.24	0.39	0.30	0.33	0.31	0.28	0.31	0.38	0.33	0.33	0.31	0.40	0.33	0.35	1.00	0.35	0.34	0.34	0.35	0.38	0.38	0.39	0.36	0.41	0.39	0.34	0.35	0.46	0.39	0.38	0.34	0.39	0.43	0.38	0.45	0.38	0.44	0.43	0.56
PANW	0.50	0.16	0.18	0.15	0.18	0.26	0.37	0.29	0.38	0.25	0.31	0.34	0.36	0.34	0.30	0.27	0.28	0.30	0.32	0.29	0.35	1.00	0.50	0.47	0.31	0.29	0.29	0.40	0.36	0.47	0.42	0.39	0.43	0.41	0.62	0.43	0.44	0.37	0.44	0.58	0.41	0.37	0.45	0.50	0.61
HUBS	0.50	0.16	0.14	0.16	0.17	0.25	0.34	0.25	0.40	0.26	0.35	0.38	0.41	0.34	0.29	0.28	0.31	0.31	0.34	0.26	0.34	0.50	1.00	0.53	0.33	0.29	0.28	0.36	0.36	0.42	0.46	0.37	0.47	0.46	0.52	0.37	0.43	0.40	0.46	0.62	0.46	0.39	0.47	0.52	0.62
VEEV	0.53	0.17	0.18	0.17	0.21	0.28	0.32	0.29	0.40	0.25	0.31	0.37	0.41	0.37	0.27	0.29	0.31	0.32	0.32	0.25	0.34	0.47	0.53	1.00	0.35	0.29	0.28	0.41	0.35	0.42	0.47	0.43	0.46	0.50	0.51	0.39	0.45	0.39	0.50	0.58	0.46	0.40	0.47	0.53	0.62
XPO	0.57	0.20	0.24	0.26	0.24	0.23	0.29	0.29	0.26	0.42	0.40	0.31	0.35	0.34	0.42	0.39	0.64	0.38	0.39	0.42	0.35	0.31	0.33	0.35	1.00	0.44	0.45	0.36	0.45	0.38	0.38	0.40	0.34	0.39	0.35	0.40	0.39	0.47	0.39	0.35	0.45	0.50	0.37	0.40	0.62
PWR	0.60	0.22	0.26	0.32	0.27	0.23	0.27	0.29	0.25	0.43	0.40	0.34	0.34	0.36	0.44	0.47	0.41	0.45	0.38	0.60	0.38	0.29	0.29	0.29	0.44	1.00	0.64	0.34	0.42	0.39	0.35	0.41	0.29	0.33	0.34	0.43	0.38	0.43	0.38	0.31	0.43	0.45	0.36	0.41	0.61
EME	0.59	0.27	0.29	0.31	0.27	0.25	0.24	0.29	0.25	0.49	0.40	0.35	0.34	0.36	0.46	0.55	0.42	0.47	0.36	0.70	0.38	0.29	0.28	0.28	0.45	0.64	1.00	0.30	0.41	0.40	0.37	0.39	0.30	0.33	0.32	0.40	0.36	0.41	0.36	0.29	0.41	0.44	0.35	0.40	0.62
AAPL	0.68	0.22	0.19	0.20	0.24	0.30	0.41	0.41	0.42	0.29	0.30	0.34	0.31	0.36	0.29	0.32	0.31	0.31	0.32	0.29	0.39	0.40	0.36	0.41	0.36	0.34	0.30	1.00	0.38	0.42	0.41	0.45	0.54	0.46	0.44	0.53	0.50	0.39	0.48	0.46	0.43	0.40	0.60	0.51	0.60
APO	0.59	0.18	0.20	0.29	0.25	0.27	0.32	0.27	0.31	0.41	0.36	0.34	0.34	0.33	0.46	0.36	0.40	0.36	0.52	0.40	0.36	0.36	0.36	0.35	0.45	0.42	0.41	0.38	1.00	0.38	0.39	0.41	0.39	0.42	0.37	0.40	0.41	0.64	0.41	0.41	0.41	0.68	0.42	0.41	0.63
ANET	0.56	0.17	0.18	0.20	0.20	0.25	0.35	0.29	0.37	0.26	0.32	0.35	0.37	0.43	0.34	0.33	0.33	0.33	0.37	0.40	0.41	0.47	0.42	0.42	0.38	0.39	0.40	0.42	0.38	1.00	0.40	0.49	0.46	0.39	0.49	0.52	0.52	0.38	0.45	0.50	0.41	0.42	0.51	0.54	0.65
FICO	0.57	0.24	0.24	0.19	0.29	0.31	0.27	0.36	0.37	0.34	0.34	0.34	0.38	0.34	0.31	0.36	0.32	0.40	0.33	0.34	0.39	0.42	0.46	0.47	0.38	0.35	0.37	0.41	0.39	0.40	1.00	0.38	0.44	0.50	0.47	0.40	0.41	0.40	0.48	0.52	0.51	0.42	0.50	0.52	0.62
MRVL	0.60	0.16	0.16	0.25	0.15	0.23	0.37	0.30	0.36	0.30	0.34	0.38	0.38	0.41	0.34	0.33	0.34	0.33	0.36	0.37	0.34	0.39	0.37	0.43	0.40	0.41	0.39	0.45	0.41	0.49	0.38	1.00	0.46	0.38	0.44	0.60	0.63	0.43	0.44	0.44	0.40	0.45	0.49	0.54	0.65
AMZN	0.64	0.19	0.17	0.16	0.17	0.30	0.41	0.38	0.52	0.27	0.33	0.37	0.36	0.35	0.26	0.29	0.29	0.30	0.36	0.29	0.35	0.43	0.47	0.46	0.34	0.29	0.30	0.54	0.39	0.46	0.44	0.46	1.00	0.45	0.47	0.47	0.53	0.40	0.49	0.55	0.43	0.41	0.64	0.54	0.62
MSCI	0.62	0.22	0.22	0.19	0.32	0.33	0.32	0.41	0.38	0.32	0.33	0.33	0.35	0.37	0.36	0.32	0.33	0.36	0.37	0.29	0.46	0.41	0.46	0.50	0.39	0.33	0.33	0.46	0.42	0.39	0.50	0.38	0.45	1.00	0.50	0.41	0.43	0.47	0.50	0.52	0.50	0.46	0.53	0.53	0.63
FTNT	0.57	0.18	0.20	0.19	0.24	0.31	0.37	0.34	0.43	0.27	0.32	0.37	0.40	0.41	0.31	0.31	0.33	0.30	0.34	0.32	0.39	0.62	0.52	0.51	0.35	0.34	0.32	0.44	0.37	0.49	0.47	0.44	0.47	0.50	1.00	0.46	0.49	0.40	0.49	0.60	0.46	0.40	0.54	0.57	0.66
AVGO	0.65	0.19	0.20	0.22	0.19	0.25	0.39	0.33	0.39	0.30	0.33	0.35	0.38	0.41	0.34	0.35	0.33	0.32	0.35	0.39	0.38	0.43	0.37	0.39	0.40	0.43	0.40	0.53	0.40	0.52	0.40	0.60	0.47	0.41	0.46	1.00	0.62	0.42	0.47	0.46	0.42	0.44	0.55	0.57	0.66
NVDA	0.63	0.17	0.17	0.21	0.16	0.27	0.42	0.33	0.45	0.27	0.32	0.39	0.39	0.37	0.32	0.32	0.32	0.31	0.37	0.35	0.34	0.44	0.43	0.45	0.39	0.38	0.36	0.50	0.41	0.52	0.41	0.63	0.53	0.43	0.49	0.62	1.00	0.41	0.48	0.52	0.41	0.44	0.59	0.60	0.67
BX	0.63	0.21	0.22	0.28	0.25	0.28	0.33	0.33	0.32	0.41	0.37	0.38	0.37	0.37	0.41	0.39	0.44	0.35	0.54	0.40	0.39	0.37	0.40	0.39	0.47	0.43	0.41	0.39	0.64	0.38	0.40	0.43	0.40	0.47	0.40	0.42	0.41	1.00	0.42	0.43	0.46	0.73	0.45	0.45	0.66
ISRG	0.66	0.23	0.20	0.21	0.28	0.30	0.35	0.40	0.40	0.30	0.33	0.35	0.37	0.38	0.31	0.34	0.34	0.37	0.37	0.36	0.43	0.44	0.46	0.50	0.39	0.38	0.36	0.48	0.41	0.45	0.48	0.44	0.49	0.50	0.49	0.47	0.48	0.42	1.00	0.52	0.49	0.45	0.57	0.57	0.66
NOW	0.58	0.19	0.16	0.17	0.22	0.33	0.35	0.32	0.48	0.27	0.33	0.39	0.41	0.39	0.30	0.28	0.31	0.32	0.37	0.27	0.38	0.58	0.62	0.58	0.35	0.31	0.29	0.46	0.41	0.50	0.52	0.44	0.55	0.52	0.60	0.46	0.52	0.43	0.52	1.00	0.47	0.45	0.60	0.61	0.67
CPRT	0.62	0.27	0.26	0.21	0.32	0.33	0.32	0.40	0.37	0.37	0.43	0.36	0.39	0.32	0.37	0.40	0.43	0.41	0.37	0.39	0.45	0.41	0.46	0.46	0.45	0.43	0.41	0.43	0.41	0.41	0.51	0.40	0.43	0.50	0.46	0.42	0.41	0.46	0.49	0.47	1.00	0.46	0.47	0.54	0.66
KKR	0.64	0.20	0.22	0.31	0.27	0.28	0.33	0.31	0.35	0.45	0.40	0.38	0.39	0.36	0.48	0.39	0.46	0.37	0.56	0.41	0.38	0.37	0.39	0.40	0.50	0.45	0.44	0.40	0.68	0.42	0.42	0.45	0.41	0.46	0.40	0.44	0.44	0.73	0.45	0.45	0.46	1.00	0.46	0.48	0.69
MSFT	0.74	0.21	0.21	0.17	0.28	0.34	0.39	0.44	0.48	0.29	0.32	0.39	0.37	0.37	0.33	0.32	0.31	0.35	0.38	0.34	0.44	0.45	0.47	0.47	0.37	0.36	0.35	0.60	0.42	0.51	0.50	0.49	0.64	0.53	0.54	0.55	0.59	0.45	0.57	0.60	0.47	0.46	1.00	0.64	0.68
CDNS	0.68	0.21	0.20	0.22	0.22	0.30	0.39	0.40	0.45	0.30	0.38	0.39	0.40	0.42	0.32	0.37	0.38	0.37	0.39	0.37	0.43	0.50	0.52	0.53	0.40	0.41	0.40	0.51	0.41	0.54	0.52	0.54	0.54	0.53	0.57	0.57	0.60	0.45	0.57	0.61	0.54	0.48	0.64	1.00	0.73
Portfolio	0.88	0.34	0.34	0.37	0.36	0.40	0.53	0.47	0.53	0.53	0.54	0.58	0.57	0.57	0.55	0.56	0.57	0.55	0.57	0.60	0.56	0.61	0.62	0.62	0.62	0.61	0.62	0.60	0.63	0.65	0.62	0.65	0.62	0.63	0.66	0.66	0.67	0.66	0.66	0.67	0.66	0.69	0.68	0.73	1.00

The correlation results are calculated based on daily price changes starting from Oct 10, 2014

R U.S. Large Cap Stocks 10Y 700 >200 SMA

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table