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R U.S. Large Cap Stocks 10Y 700 >200 SMA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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

Last updated Apr 21, 2025

U.S. large cap stocks that have increased price by at least 700% in the past 10 years and where the price is now above the 200 SMA.

Asset Allocation

NVDA 2.33%FICO 2.33%TSLA 2.33%TPL 2.33%ANET 2.33%AXON 2.33%FIX 2.33%MSTR 2.33%AVGO 2.33%HUBS 2.33%NFLX 2.33%FTNT 2.33%CDNS 2.33%NOW 2.33%AMZN 2.33%COKE 2.33%DECK 2.33%CPRT 2.33%MSCI 2.33%PWR 2.33%UI 2.33%EME 2.33%ARES 2.33%MSFT 2.33%AAPL 2.33%PGR 2.33%PANW 2.33%ISRG 2.33%SAIA 2.33%AAON 2.33%FCNCA 2.33%TMUS 2.33%VEEV 2.33%HEI 2.33%MUSA 2.33%MRVL 2.33%APO 2.33%LPLA 2.33%MSI 2.33%COST 2.33%KKR 2.33%BX 2.33%XPO 2.33%EquityEquity
PositionCategory/SectorTarget 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
2.33%
HUBS
2.33%
ISRG
2.33%
KKR
2.33%
LPLA
2.33%
MRVL
2.33%
MSCI
2.33%
MSFT
2.33%
MSI
2.33%
MSTR
2.33%
MUSA
2.33%
NFLX
2.33%
NOW
2.33%
NVDA
2.33%
PANW
2.33%
PGR
2.33%
PWR
2.33%
SAIA
2.33%
TMUS
2.33%
TPL
2.33%
TSLA
2.33%
UI
2.33%
VEEV
2.33%
XPO
2.33%

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.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,781.95%
173.97%
R U.S. Large Cap Stocks 10Y 700 >200 SMA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 6, 2014, corresponding to the inception date of ANET

Returns By Period

As of Apr 21, 2025, the R U.S. Large Cap Stocks 10Y 700 >200 SMA returned -12.96% Year-To-Date and 32.75% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
R U.S. Large Cap Stocks 10Y 700 >200 SMA -16.48%-6.46%-12.14%30.68%39.09%31.59%
Portfolio components:
NVDA
-24.42%-13.77%-29.37%33.23%70.53%69.42%
FICO
Fair Isaac Corporation		-4.13%2.99%-4.30%68.90%44.67%35.32%
TSLA
-40.23%-2.95%10.29%64.14%37.88%32.55%
TPL
17.55%2.00%21.11%127.22%53.44%39.66%
ANET
Arista Networks, Inc.		-35.58%-14.35%-29.85%15.73%40.29%33.01%
AXON
Axon Enterprise, Inc.		-5.85%-0.08%26.03%90.57%50.44%34.28%
FIX
Comfort Systems USA, Inc.		-17.85%-1.19%-17.82%20.14%64.41%33.85%
MSTR
9.52%4.34%44.81%170.16%91.52%33.74%
AVGO
Broadcom Inc.		-26.02%-10.78%-4.46%43.67%49.80%34.03%
HUBS
-22.54%-10.98%1.27%-14.50%30.96%30.15%
NFLX
9.17%1.33%26.03%75.31%18.31%28.53%
FTNT
Fortinet, Inc.		1.75%-2.55%17.16%51.62%35.94%28.77%
CDNS
Cadence Design Systems, Inc.		-13.39%-0.84%2.79%-7.15%26.81%30.04%
NOW
-27.16%-6.72%-15.92%8.16%20.95%26.18%
AMZN
Amazon.com, Inc.		-21.32%-12.03%-8.71%-1.16%7.91%22.82%
COKE
Coca-Cola Consolidated, Inc.		12.60%8.87%11.56%74.13%45.58%29.73%
DECK
Deckers Outdoor Corporation		-47.97%-10.34%-33.96%-20.79%36.91%23.88%
CPRT
Copart, Inc.		3.99%11.28%13.55%12.86%28.68%29.19%
MSCI
-8.57%-2.79%-8.90%8.50%12.41%25.64%
PWR
-15.39%-0.34%-15.81%10.00%52.50%25.08%
UI
-10.16%-5.98%17.23%182.11%15.15%26.21%
EME
EMCOR Group, Inc.		-16.45%-4.07%-16.67%15.54%44.71%24.00%
ARES
Ares Management Corporation		-19.59%-4.38%-15.19%11.93%40.00%28.32%
MSFT
-12.57%-6.00%-11.83%-7.15%17.32%24.53%
AAPL
Apple Inc		-21.25%-9.75%-16.52%19.95%24.20%21.16%
PGR
13.03%-2.68%8.01%26.26%29.06%28.96%
PANW
-7.84%-8.02%-11.37%20.77%39.52%20.74%
ISRG
-7.51%-1.98%-6.96%31.77%23.23%24.09%
SAIA
-26.59%-7.81%-20.83%-35.35%35.69%22.87%
AAON
AAON, Inc.		-29.84%3.53%-24.77%-3.08%22.91%18.37%
FCNCA
First Citizens BancShares, Inc.		-18.68%-7.27%-16.48%9.92%39.50%21.76%
TMUS
19.11%2.42%18.45%63.70%24.52%22.93%
VEEV
2.71%-8.79%-2.68%8.86%3.28%23.13%
HEI
2.99%-6.41%-6.22%24.29%26.26%23.64%
MUSA
1.86%15.74%6.60%22.85%37.15%22.54%
MRVL
-53.11%-26.47%-36.72%-16.51%14.75%14.91%
APO
Apollo Global Management, Inc.		-23.02%-11.60%-11.92%19.44%32.21%25.02%
LPLA
-6.18%-6.67%19.61%17.07%43.92%24.29%
MSI
-8.69%-0.42%-11.33%25.16%24.41%23.50%
COST
Costco Wholesale Corporation		8.66%9.37%12.42%40.93%28.58%23.22%
KKR
-30.03%-11.27%-26.28%12.25%37.70%18.93%
BX
The Blackstone Group Inc.		-23.73%-12.07%-22.60%13.05%27.51%17.91%
XPO
-26.24%-10.93%-11.84%-15.50%36.11%20.62%
*Annualized

Monthly Returns

The table below presents the monthly returns of R U.S. Large Cap Stocks 10Y 700 >200 SMA , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.74%-4.74%-9.49%-2.41%-16.48%
20247.16%15.35%6.02%-5.53%11.97%7.66%-0.18%3.86%3.85%5.93%14.00%-4.65%85.02%
202312.59%4.60%7.24%-1.04%10.09%8.60%5.47%2.20%-6.34%-2.68%11.80%6.60%74.95%
2022-12.25%-0.70%4.42%-16.92%0.43%-8.55%16.22%-5.19%-9.22%10.88%7.74%-9.69%-25.08%
20210.58%5.06%0.85%6.71%0.04%9.00%2.77%5.98%-4.68%14.10%3.78%-1.54%50.09%
20204.31%-5.26%-9.98%14.70%10.65%5.32%7.62%10.20%-2.93%-1.96%14.64%6.58%63.98%
201912.33%8.85%4.41%7.35%-7.44%7.71%1.74%-2.13%-2.41%3.27%8.47%1.52%50.99%
201810.59%0.77%-1.10%0.53%8.52%0.69%2.26%10.72%0.38%-11.94%-2.70%-9.08%7.20%
20175.41%2.68%2.28%2.95%5.45%0.93%3.15%1.98%2.65%6.71%2.94%0.87%45.14%
2016-8.88%2.53%7.95%-0.82%4.81%-1.04%7.77%3.17%2.71%-0.91%7.58%1.39%28.06%
2015-0.29%7.38%-0.04%1.26%4.14%0.67%3.42%-6.53%-1.91%4.59%2.95%-2.47%13.14%
20146.80%3.65%0.20%10.92%

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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, R U.S. Large Cap Stocks 10Y 700 >200 SMA is among the top 19% 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 R U.S. Large Cap Stocks 10Y 700 >200 SMA is 8181
Overall Rank
The Sharpe Ratio Rank of R U.S. Large Cap Stocks 10Y 700 >200 SMA is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of R U.S. Large Cap Stocks 10Y 700 >200 SMA is 8383
Sortino Ratio Rank
The Omega Ratio Rank of R U.S. Large Cap Stocks 10Y 700 >200 SMA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of R U.S. Large Cap Stocks 10Y 700 >200 SMA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of R U.S. Large Cap Stocks 10Y 700 >200 SMA is 7575
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 Portfolio, currently valued at 0.64, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.64
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.07, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.07
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.14, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.14
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.77, compared to the broader market0.002.004.006.00
Portfolio: 0.77
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 2.61, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.61
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
0.270.791.100.441.21
FICO
Fair Isaac Corporation		1.932.471.332.215.12
TSLA
0.731.551.180.822.47
TPL
2.242.761.413.357.98
ANET
Arista Networks, Inc.		0.160.551.080.170.51
AXON
Axon Enterprise, Inc.		1.582.561.382.877.22
FIX
Comfort Systems USA, Inc.		0.260.721.110.330.85
MSTR
1.482.341.273.076.51
AVGO
Broadcom Inc.		0.481.151.150.732.19
HUBS
-0.36-0.250.97-0.31-0.85
NFLX
1.712.341.322.829.42
FTNT
Fortinet, Inc.		1.172.141.301.586.25
CDNS
Cadence Design Systems, Inc.		-0.33-0.220.97-0.46-0.94
NOW
0.090.411.060.100.29
AMZN
Amazon.com, Inc.		-0.18-0.021.00-0.20-0.58
COKE
Coca-Cola Consolidated, Inc.		2.142.991.404.4312.85
DECK
Deckers Outdoor Corporation		-0.45-0.360.95-0.40-1.01
CPRT
Copart, Inc.		0.400.801.100.541.22
MSCI
0.270.531.080.241.18
PWR
0.190.521.080.220.59
UI
3.653.781.532.5115.03
EME
EMCOR Group, Inc.		0.240.571.090.280.74
ARES
Ares Management Corporation		0.270.621.090.270.97
MSFT
-0.43-0.460.94-0.45-1.04
AAPL
Apple Inc		0.520.951.140.502.03
PGR
1.241.721.242.446.38
PANW
0.611.091.130.822.67
ISRG
0.821.431.201.063.81
SAIA
-0.69-0.770.90-0.84-1.75
AAON
AAON, Inc.		-0.110.211.03-0.12-0.30
FCNCA
First Citizens BancShares, Inc.		0.310.761.110.371.08
TMUS
2.863.401.534.5914.28
VEEV
0.240.601.080.160.86
HEI
0.831.361.181.112.91
MUSA
0.881.391.161.052.56
MRVL
-0.34-0.050.99-0.40-1.17
APO
Apollo Global Management, Inc.		0.450.891.130.491.68
LPLA
0.470.891.130.551.31
MSI
1.161.661.251.173.40
COST
Costco Wholesale Corporation		1.832.431.332.297.12
KKR
0.170.561.080.180.59
BX
The Blackstone Group Inc.		0.270.631.080.250.76
XPO
-0.45-0.380.95-0.50-1.32

The current R U.S. Large Cap Stocks 10Y 700 >200 SMA Sharpe ratio is 0.98. 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 0.22 to 0.77, 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 R U.S. Large Cap Stocks 10Y 700 >200 SMA 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.64
0.24
R U.S. Large Cap Stocks 10Y 700 >200 SMA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

R U.S. Large Cap Stocks 10Y 700 >200 SMA provided a 0.50% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.50%0.42%0.52%0.66%0.59%0.79%0.76%1.11%0.99%1.03%1.51%1.30%
Portfolio components:
NVDA
0.04%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
FICO
Fair Isaac Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPL
1.20%1.58%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.23%
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.		0.39%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
MSTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.		1.31%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
HUBS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTNT
Fortinet, 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%
CDNS
Cadence Design Systems, 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%
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%
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%
COKE
Coca-Cola Consolidated, Inc.		0.42%1.59%0.54%0.20%0.16%0.38%0.35%0.56%0.46%0.56%0.55%1.14%
DECK
Deckers Outdoor Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CPRT
Copart, 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%
MSCI
1.21%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%
PWR
0.14%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%
UI
0.81%0.72%1.72%0.88%0.65%0.50%0.58%0.50%0.00%0.00%0.00%0.57%
EME
EMCOR Group, Inc.		0.26%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
ARES
Ares Management Corporation		2.77%2.10%2.59%3.57%2.31%3.40%3.59%7.50%6.30%4.32%6.81%2.45%
MSFT
0.86%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AAPL
Apple Inc		0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
PGR
1.85%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%
PANW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAIA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAON
AAON, Inc.		0.41%0.27%0.43%0.57%0.48%0.57%0.65%0.91%0.71%0.73%0.95%0.79%
FCNCA
First Citizens BancShares, Inc.		0.42%0.33%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%
TMUS
1.17%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEEV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HEI
0.09%0.09%0.11%0.12%0.12%0.12%0.12%0.14%0.08%0.22%0.28%1.02%
MUSA
0.36%0.36%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%0.00%
MRVL
0.46%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%
APO
Apollo Global Management, Inc.		1.46%1.10%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%13.19%
LPLA
0.39%0.37%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%2.15%
MSI
0.98%0.87%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%
COST
Costco Wholesale Corporation		0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
KKR
0.68%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%
BX
The Blackstone Group Inc.		3.03%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%
XPO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.21%
-14.02%
R U.S. Large Cap Stocks 10Y 700 >200 SMA
Benchmark (^GSPC)
Portfolio components

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 36.21%, occurring on Jun 16, 2022. Recovery took 238 trading sessions.

The current R U.S. Large Cap Stocks 10Y 700 >200 SMA drawdown is 19.41%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.21%Nov 22, 2021143Jun 16, 2022238May 30, 2023381
-33.43%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-29.7%Jan 24, 202550Apr 4, 2025———
-28.8%Sep 17, 201869Dec 24, 201866Apr 1, 2019135
-19.78%Jul 20, 2015141Feb 8, 201677May 27, 2016218

Volatility

Volatility Chart

The current R U.S. Large Cap Stocks 10Y 700 >200 SMA volatility is 19.19%, 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.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.19%
13.60%
R U.S. Large Cap Stocks 10Y 700 >200 SMA
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.
TPLCOKEMUSAPGRTMUSTSLACOSTFCNCADECKAXONNFLXMSTRLPLAUIHEIARESSAIAAAONFIXPANWMSIHUBSXPOVEEVPWREMEAAPLAPOAMZNANETMRVLFICOFTNTBXMSCIAVGONVDAISRGNOWKKRCPRTMSFTCDNS
TPL1.000.140.190.180.150.160.140.310.210.220.150.210.290.230.270.250.240.210.280.160.210.180.260.180.320.310.210.300.170.210.240.210.190.280.190.220.210.210.180.320.210.180.22
COKE0.141.000.230.250.230.190.290.280.200.180.150.210.210.240.260.190.200.300.290.180.280.170.210.180.240.310.230.200.210.200.190.250.200.220.230.220.190.240.210.220.280.230.24
MUSA0.190.231.000.270.220.140.300.240.280.200.190.180.240.230.240.190.220.280.310.200.280.160.260.190.290.330.210.220.190.220.200.270.210.240.230.240.210.220.170.240.280.240.24
PGR0.180.250.271.000.300.110.320.330.230.180.180.180.330.180.340.220.250.270.280.200.380.180.250.220.310.310.260.260.200.230.180.300.250.270.340.230.190.300.230.280.320.300.25
TMUS0.150.230.220.301.000.210.320.250.210.230.280.250.240.240.260.240.220.230.230.280.360.270.260.300.270.280.320.290.340.280.270.330.330.300.350.300.310.330.350.310.350.370.34
TSLA0.160.190.140.110.211.000.280.220.280.310.390.370.260.290.240.280.260.230.240.390.250.360.290.330.270.220.410.320.420.350.370.290.370.330.340.400.420.360.370.330.330.400.40
COST0.140.290.300.320.320.281.000.230.320.260.330.280.220.280.290.270.310.310.310.310.400.270.310.310.310.320.440.290.410.330.340.390.360.350.420.370.370.430.340.340.420.470.43
FCNCA0.310.280.240.330.250.220.231.000.350.310.240.330.520.310.390.360.400.410.470.260.350.260.430.250.460.510.290.400.270.280.310.350.280.410.330.310.280.300.270.440.380.300.30
DECK0.210.200.280.230.210.280.320.351.000.340.260.340.350.300.330.320.370.380.400.320.320.350.400.310.420.420.300.360.340.340.360.360.340.370.340.350.330.330.340.400.440.340.39
AXON0.220.180.200.180.230.310.260.310.341.000.330.330.310.370.350.310.310.320.310.370.320.410.360.420.340.340.320.350.360.370.400.400.410.380.360.380.400.370.410.400.410.370.40
NFLX0.150.150.190.180.280.390.330.240.260.331.000.330.240.320.260.300.260.260.260.390.310.410.280.420.270.270.440.330.540.380.390.400.440.340.400.400.470.410.500.370.380.500.47
MSTR0.210.210.180.180.250.370.280.330.340.330.331.000.330.330.310.310.330.350.370.350.300.400.330.380.350.350.350.350.380.360.400.380.390.390.360.360.400.370.410.390.390.400.40
LPLA0.290.210.240.330.240.260.220.520.350.310.240.331.000.300.390.360.390.370.420.300.350.290.430.260.460.470.300.450.260.340.350.330.320.410.370.340.320.320.300.480.380.330.32
UI0.230.240.230.180.240.290.280.310.300.370.320.330.301.000.320.310.310.340.340.360.400.350.340.390.350.340.380.340.350.430.410.370.420.380.390.410.380.390.410.380.350.390.43
HEI0.270.260.240.340.260.240.290.390.330.350.260.310.390.321.000.310.350.410.410.310.420.330.380.330.440.470.320.380.300.340.340.430.320.360.380.320.320.370.340.380.440.360.38
ARES0.250.190.190.220.240.280.270.360.320.310.300.310.360.310.311.000.370.330.370.330.340.330.390.330.390.370.330.500.360.380.370.340.350.520.380.360.370.370.380.540.370.390.39
SAIA0.240.200.220.250.220.260.310.400.370.310.260.330.390.310.350.371.000.400.430.300.320.320.620.310.430.450.310.410.290.350.360.340.340.440.340.360.340.340.330.460.430.330.39
AAON0.210.300.280.270.230.230.310.410.380.320.260.350.370.340.410.330.401.000.520.290.350.300.390.310.480.560.320.370.300.330.330.390.320.390.340.360.330.350.320.400.420.340.38
FIX0.280.290.310.280.230.240.310.470.400.310.260.370.420.340.410.370.430.521.000.300.370.290.430.270.580.680.300.410.290.380.360.380.330.420.310.380.340.360.300.420.430.340.37
PANW0.160.180.200.200.280.390.310.260.320.370.390.350.300.360.310.330.300.290.301.000.360.500.330.470.300.290.420.370.450.490.410.440.620.380.420.440.460.450.580.380.430.460.51
MSI0.210.280.280.380.360.250.400.350.320.320.310.300.350.400.420.340.320.350.370.361.000.360.360.370.400.400.400.380.370.430.370.430.420.410.480.410.360.450.400.400.460.460.45
HUBS0.180.170.160.180.270.360.270.260.350.410.410.400.290.350.330.330.320.300.290.500.361.000.340.540.310.300.380.370.490.450.400.480.520.400.470.390.460.460.620.400.460.480.53
XPO0.260.210.260.250.260.290.310.430.400.360.280.330.430.340.380.390.620.390.430.330.360.341.000.360.460.470.360.460.350.390.420.400.360.470.400.430.410.400.370.500.460.390.41
VEEV0.180.180.190.220.300.330.310.250.310.420.420.380.260.390.330.330.310.310.270.470.370.540.361.000.300.290.440.360.470.450.450.480.520.400.510.410.470.500.580.410.470.480.54
PWR0.320.240.290.310.270.270.310.460.420.340.270.350.460.350.440.390.430.480.580.300.400.310.460.301.000.630.350.440.290.380.410.380.340.450.360.420.370.390.330.480.470.370.41
EME0.310.310.330.310.280.220.320.510.420.340.270.350.470.340.470.370.450.560.680.290.400.300.470.290.631.000.300.430.310.380.390.410.330.430.350.400.350.380.320.460.450.360.40
AAPL0.210.230.210.260.320.410.440.290.300.320.440.350.300.380.320.330.310.320.300.420.400.380.360.440.350.301.000.390.560.440.470.430.460.410.490.550.520.500.480.420.460.630.53
APO0.300.200.220.260.290.320.290.400.360.350.330.350.450.340.380.500.410.370.410.370.380.370.460.360.440.430.391.000.400.400.430.410.380.630.430.420.420.420.420.680.430.430.42
AMZN0.170.210.190.200.340.420.410.270.340.360.540.380.260.350.300.360.290.300.290.450.370.490.350.470.290.310.560.401.000.470.460.460.480.410.470.480.540.510.570.420.450.660.56
ANET0.210.200.220.230.280.350.330.280.340.370.380.360.340.430.340.380.350.330.380.490.430.450.390.450.380.380.440.400.471.000.490.440.510.390.430.520.520.460.530.430.440.520.55
MRVL0.240.190.200.180.270.370.340.310.360.400.390.400.350.410.340.370.360.330.360.410.370.400.420.450.410.390.470.430.460.491.000.420.470.450.410.610.640.460.470.470.440.510.55
FICO0.210.250.270.300.330.290.390.350.360.400.400.380.330.370.430.340.340.390.380.440.430.480.400.480.380.410.430.410.460.440.421.000.480.420.520.430.460.500.550.440.520.530.56
FTNT0.190.200.210.250.330.370.360.280.340.410.440.390.320.420.320.350.340.320.330.620.420.520.360.520.340.330.460.380.480.510.470.481.000.410.520.480.510.500.610.410.480.550.57
BX0.280.220.240.270.300.330.350.410.370.380.340.390.410.380.360.520.440.390.420.380.410.400.470.400.450.430.410.630.410.390.450.420.411.000.490.430.420.430.440.720.470.460.46
MSCI0.190.230.230.340.350.340.420.330.340.360.400.360.370.390.380.380.340.340.310.420.480.470.400.510.360.350.490.430.470.430.410.520.520.491.000.450.460.520.540.470.520.560.56
AVGO0.220.220.240.230.300.400.370.310.350.380.400.360.340.410.320.360.360.360.380.440.410.390.430.410.420.400.550.420.480.520.610.430.480.430.451.000.620.490.480.460.450.550.58
NVDA0.210.190.210.190.310.420.370.280.330.400.470.400.320.380.320.370.340.330.340.460.360.460.410.470.370.350.520.420.540.520.640.460.510.420.460.621.000.500.550.450.440.600.61
ISRG0.210.240.220.300.330.360.430.300.330.370.410.370.320.390.370.370.340.350.360.450.450.460.400.500.390.380.500.420.510.460.460.500.500.430.520.490.501.000.530.460.500.590.58
NOW0.180.210.170.230.350.370.340.270.340.410.500.410.300.410.340.380.330.320.300.580.400.620.370.580.330.320.480.420.570.530.470.550.610.440.540.480.550.531.000.460.490.610.63
KKR0.320.220.240.280.310.330.340.440.400.400.370.390.480.380.380.540.460.400.420.380.400.400.500.410.480.460.420.680.420.430.470.440.410.720.470.460.450.460.461.000.470.470.48
CPRT0.210.280.280.320.350.330.420.380.440.410.380.390.380.350.440.370.430.420.430.430.460.460.460.470.470.450.460.430.450.440.440.520.480.470.520.450.440.500.490.471.000.500.56
MSFT0.180.230.240.300.370.400.470.300.340.370.500.400.330.390.360.390.330.340.340.460.460.480.390.480.370.360.630.430.660.520.510.530.550.460.560.550.600.590.610.470.501.000.65
CDNS0.220.240.240.250.340.400.430.300.390.400.470.400.320.430.380.390.390.380.370.510.450.530.410.540.410.400.530.420.560.550.550.560.570.460.560.580.610.580.630.480.560.651.00
The correlation results are calculated based on daily price changes starting from Oct 10, 2014
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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

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