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

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

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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.

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Returns By Period

As of Jun 13, 2026, the R U.S. Large Cap Stocks 10Y 700 >200 SMA returned 13.81% Year-To-Date and 35.80% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio R U.S. Large Cap Stocks 10Y 700 >200 SMA	0.40%	3.42%	13.81%	12.10%	20.56%	34.69%	28.51%	35.80%
Portfolio components:
AAON AAON, Inc.	-1.13%	-6.06%	67.13%	63.53%	75.00%	25.97%	24.79%	22.66%
AAPL Apple Inc	-1.52%	-3.03%	7.29%	4.81%	48.78%	17.21%	18.59%	29.36%
AMZN Amazon.com, Inc	-1.23%	-9.69%	3.35%	5.46%	12.47%	23.49%	7.35%	20.83%
ANET Arista Networks, Inc.	4.37%	14.98%	24.58%	30.84%	76.76%	57.04%	48.31%	43.12%
APO Apollo Global Management, Inc.	-0.02%	-0.69%	-6.75%	-8.82%	2.96%	22.69%	20.72%	29.16%
ARES Ares Management Corporation	1.57%	9.31%	-15.40%	-20.42%	-15.88%	16.02%	21.68%	31.19%
AVGO Broadcom Inc.	-0.91%	-10.14%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
AXON Axon Enterprise, Inc.	-1.00%	13.79%	-22.22%	-21.72%	-43.41%	30.96%	22.92%	34.58%
BX Blackstone Inc.	1.58%	4.16%	-18.67%	-17.07%	-6.72%	14.11%	8.83%	22.59%
CDNS Cadence Design Systems, Inc.	0.32%	10.86%	23.16%	19.10%	28.32%	17.22%	24.39%	31.77%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 9, 2014, R U.S. Large Cap Stocks 10Y 700 >200 SMA 's average daily return is +0.12%, while the average monthly return is +2.53%. At this rate, an 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%	-4.34%	11.42%	5.16%	-0.28%							13.81%
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 17.07%, beta of 1.17, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 09, 2014.

This portfolio captured 167.21% of S&P 500 Index gains but only 79.60% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 17.07% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 17.07%

Beta: 1.17

R²: 0.85

Upside Capture: 167.21%

Downside Capture: 79.60%

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

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 18 for risk / return — in the bottom 18% 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

The table below presents risk-adjusted performance metrics for R U.S. Large Cap Stocks 10Y 700 >200 SMA and compares them with S&P 500 Index.

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

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.12	1.86	-0.74
Sortino ratioReturn per unit of downside risk	1.62	2.53	-0.91
Omega ratioGain probability vs. loss probability	1.19	1.34	-0.14
Calmar ratioReturn relative to maximum drawdown	1.83	2.53	-0.70
Martin ratioReturn relative to average drawdown	5.32	11.37	-6.05

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAON AAON, Inc.	77	1.18	2.10	1.24	2.36	5.71
AAPL Apple Inc	87	2.07	2.93	1.38	3.40	8.47
AMZN Amazon.com, Inc	53	0.40	0.76	1.09	0.55	1.29
ANET Arista Networks, Inc.	77	1.32	1.90	1.24	2.50	5.20
APO Apollo Global Management, Inc.	38	-0.04	0.19	1.02	-0.04	-0.09
ARES Ares Management Corporation	26	-0.44	-0.36	0.95	-0.37	-0.72
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
AXON Axon Enterprise, Inc.	13	-0.78	-1.04	0.87	-0.72	-1.22
BX Blackstone Inc.	31	-0.28	-0.16	0.98	-0.22	-0.40
CDNS Cadence Design Systems, Inc.	61	0.65	1.18	1.15	0.87	1.84

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current R U.S. Large Cap Stocks 10Y 700 >200 SMA Sharpe ratio is 1.12 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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.

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Dividends

Dividend yield

R U.S. Large Cap Stocks 10Y 700 >200 SMA provided a 0.65% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.65%	0.50%	0.41%	0.52%	0.66%	0.59%	0.76%	0.74%	1.10%	0.98%	0.98%	1.55%
Portfolio components:
AAON AAON, Inc.	0.31%	0.52%	0.27%	0.43%	0.57%	0.48%	0.57%	0.65%	0.91%	0.71%	0.73%	0.95%
AAPL Apple Inc	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
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%
APO Apollo Global Management, Inc.	1.56%	1.38%	1.10%	1.81%	2.51%	2.90%	4.72%	4.23%	7.86%	5.53%	6.46%	12.91%
ARES Ares Management Corporation	4.12%	3.29%	2.10%	2.59%	3.57%	2.31%	3.40%	3.59%	7.50%	5.65%	4.32%	6.81%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
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%
BX Blackstone Inc.	4.05%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%
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%

Drawdowns

Drawdowns Chart

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

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Worst Drawdowns

The table below displays the maximum drawdowns of the 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 3.16%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.70%Mar 2020	1mo 2d	2mo 12d	3mo 14dFeb 2020 - Jun 2020
Bear market2022	-29.32%Jun 2022	5mo 20d	9mo 18d	1y 3moDec 2021 - Mar 2023
2025 selloff2025	-25.87%Apr 2025	2mo 14d	5mo 14d	7mo 28dJan 2025 - Sep 2025
Rate-hike selloffLate 2018	-23.62%Dec 2018	3mo 8d	2mo 3d	5mo 11dSep 2018 - Feb 2019
2016 correction2016	-18.94%Feb 2016	6mo 26d	2mo 16d	9mo 12dJul 2015 - Apr 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 43 assets, with an effective number of assets of 43.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.42	1.91	1.71	1.68	1.70

The portfolio has a diversification ratio of 1.70, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

R U.S. Large Cap Stocks 10Y 700 >200 SMA correlation to the S&P 500 Index

R U.S. Large Cap Stocks 10Y 700 >200 SMA has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Oct 9, 2014	0.88

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while MUSA has the lowest at 0.31.

0.31

0.32

0.32

0.40

0.40

0.45

0.48

0.48

0.49

0.49

0.49

0.49

0.50

0.51

0.51

0.51

0.51

0.52

0.52

0.52

0.52

0.55

0.56

0.56

0.56

0.56

0.56

0.57

0.58

0.59

0.60

0.60

0.60

0.61

0.63

0.63

0.63

0.64

0.65

0.65

0.67

0.68

0.73

Portfolio Correlations

Correlation vs. R U.S. Large Cap Stocks 10Y 700 >200 SMA . CDNS has the highest portfolio correlation at 0.73, while COKE has the lowest at 0.33.

0.33

0.33

0.35

0.36

0.39

0.46

0.52

0.52

0.53

0.54

0.54

0.55

0.56

0.56

0.57

0.57

0.57

0.57

0.59

0.59

0.60

0.60

0.61

0.61

0.61

0.61

0.61

0.62

0.62

0.62

0.63

0.64

0.65

0.65

0.65

0.65

0.66

0.66

0.67

0.67

0.68

0.69

0.73

Asset Correlations Table

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

	COKE	MUSA	TPL	PGR	TMUS	TSLA	COST	NFLX	FCNCA	DECK	MSTR	AXON	LPLA	UI	AAON	HEI	SAIA	ARES	FIX	MSI	PANW	HUBS	VEEV	XPO	PWR	EME	AAPL	ANET	FICO	MRVL	APO	AMZN	FTNT	MSCI	AVGO	NVDA	NOW	ISRG	BX	CPRT	KKR	MSFT	CDNS
COKE	1.00	0.21	0.13	0.24	0.22	0.17	0.28	0.14	0.26	0.20	0.17	0.15	0.18	0.21	0.26	0.24	0.19	0.16	0.25	0.27	0.15	0.15	0.16	0.20	0.21	0.27	0.22	0.16	0.24	0.15	0.18	0.19	0.16	0.21	0.18	0.15	0.18	0.22	0.20	0.26	0.19	0.20	0.20
MUSA	0.21	1.00	0.16	0.26	0.21	0.12	0.30	0.17	0.22	0.23	0.15	0.16	0.21	0.19	0.24	0.21	0.20	0.16	0.26	0.26	0.18	0.14	0.17	0.24	0.25	0.28	0.18	0.17	0.23	0.16	0.20	0.16	0.20	0.22	0.19	0.16	0.16	0.20	0.21	0.26	0.21	0.20	0.20
TPL	0.13	0.16	1.00	0.17	0.13	0.16	0.13	0.13	0.29	0.20	0.20	0.21	0.28	0.23	0.22	0.25	0.23	0.24	0.28	0.21	0.14	0.16	0.17	0.26	0.32	0.30	0.19	0.20	0.19	0.24	0.29	0.16	0.18	0.18	0.21	0.20	0.17	0.20	0.27	0.20	0.30	0.16	0.21
PGR	0.24	0.26	0.17	1.00	0.31	0.08	0.32	0.18	0.30	0.21	0.14	0.16	0.31	0.16	0.24	0.30	0.23	0.20	0.23	0.36	0.18	0.17	0.21	0.23	0.26	0.26	0.23	0.19	0.28	0.14	0.24	0.16	0.23	0.32	0.18	0.15	0.21	0.27	0.24	0.32	0.26	0.28	0.21
TMUS	0.22	0.21	0.13	0.31	1.00	0.17	0.31	0.27	0.22	0.19	0.20	0.19	0.21	0.21	0.19	0.23	0.19	0.21	0.17	0.35	0.25	0.24	0.28	0.22	0.22	0.23	0.29	0.24	0.30	0.22	0.26	0.28	0.30	0.32	0.24	0.25	0.31	0.30	0.27	0.33	0.27	0.32	0.29
TSLA	0.17	0.12	0.16	0.08	0.17	1.00	0.24	0.35	0.22	0.28	0.37	0.30	0.26	0.30	0.24	0.24	0.26	0.29	0.26	0.23	0.37	0.33	0.31	0.28	0.27	0.24	0.40	0.35	0.27	0.37	0.31	0.41	0.36	0.31	0.39	0.42	0.35	0.35	0.33	0.31	0.32	0.38	0.39
COST	0.28	0.30	0.13	0.32	0.31	0.24	1.00	0.31	0.21	0.28	0.25	0.23	0.21	0.25	0.27	0.27	0.28	0.24	0.27	0.38	0.28	0.25	0.28	0.28	0.28	0.28	0.40	0.28	0.35	0.29	0.26	0.37	0.33	0.40	0.32	0.32	0.31	0.39	0.32	0.39	0.30	0.43	0.38
NFLX	0.14	0.17	0.13	0.18	0.27	0.35	0.31	1.00	0.22	0.24	0.31	0.32	0.23	0.30	0.22	0.24	0.23	0.28	0.24	0.29	0.37	0.39	0.39	0.26	0.24	0.24	0.41	0.36	0.37	0.35	0.30	0.52	0.41	0.38	0.38	0.44	0.47	0.39	0.32	0.37	0.35	0.48	0.43
FCNCA	0.26	0.22	0.29	0.30	0.22	0.22	0.21	0.22	1.00	0.36	0.31	0.30	0.51	0.30	0.39	0.38	0.39	0.37	0.44	0.32	0.24	0.26	0.25	0.42	0.43	0.48	0.29	0.26	0.33	0.30	0.41	0.27	0.26	0.32	0.29	0.27	0.26	0.29	0.41	0.37	0.45	0.28	0.29
DECK	0.20	0.23	0.20	0.21	0.19	0.28	0.28	0.24	0.36	1.00	0.33	0.32	0.33	0.29	0.36	0.33	0.38	0.33	0.38	0.31	0.29	0.34	0.30	0.40	0.39	0.40	0.30	0.31	0.34	0.34	0.36	0.33	0.31	0.33	0.32	0.32	0.32	0.32	0.37	0.42	0.40	0.32	0.37
MSTR	0.17	0.15	0.20	0.14	0.20	0.37	0.25	0.31	0.31	0.33	1.00	0.32	0.31	0.33	0.34	0.31	0.32	0.31	0.36	0.28	0.33	0.37	0.36	0.31	0.34	0.35	0.33	0.34	0.33	0.38	0.34	0.37	0.37	0.33	0.36	0.39	0.38	0.35	0.38	0.35	0.39	0.38	0.39
AXON	0.15	0.16	0.21	0.16	0.19	0.30	0.23	0.32	0.30	0.32	0.32	1.00	0.30	0.36	0.31	0.35	0.29	0.31	0.31	0.30	0.36	0.41	0.42	0.34	0.33	0.33	0.30	0.36	0.38	0.37	0.34	0.35	0.40	0.35	0.37	0.39	0.41	0.37	0.37	0.38	0.39	0.38	0.40
LPLA	0.18	0.21	0.28	0.31	0.21	0.26	0.21	0.23	0.51	0.33	0.31	0.30	1.00	0.29	0.34	0.38	0.37	0.38	0.40	0.33	0.29	0.28	0.26	0.41	0.43	0.45	0.29	0.33	0.30	0.33	0.45	0.26	0.30	0.36	0.33	0.31	0.29	0.31	0.41	0.37	0.48	0.32	0.31
UI	0.21	0.19	0.23	0.16	0.21	0.30	0.25	0.30	0.30	0.29	0.33	0.36	0.29	1.00	0.34	0.32	0.30	0.31	0.36	0.38	0.33	0.33	0.36	0.34	0.37	0.36	0.36	0.43	0.33	0.40	0.33	0.35	0.39	0.37	0.41	0.37	0.38	0.37	0.37	0.31	0.36	0.36	0.41
AAON	0.26	0.24	0.22	0.24	0.19	0.24	0.27	0.22	0.39	0.36	0.34	0.31	0.34	0.34	1.00	0.39	0.40	0.32	0.51	0.33	0.27	0.27	0.28	0.39	0.47	0.55	0.32	0.33	0.35	0.34	0.36	0.29	0.30	0.31	0.35	0.32	0.27	0.34	0.38	0.39	0.38	0.31	0.37
HEI	0.24	0.21	0.25	0.30	0.23	0.24	0.27	0.24	0.38	0.33	0.31	0.35	0.38	0.32	0.39	1.00	0.34	0.31	0.42	0.40	0.29	0.30	0.32	0.38	0.44	0.47	0.31	0.32	0.39	0.33	0.36	0.30	0.30	0.36	0.32	0.31	0.31	0.37	0.35	0.41	0.37	0.34	0.37
SAIA	0.19	0.20	0.23	0.23	0.19	0.26	0.28	0.23	0.39	0.38	0.32	0.29	0.37	0.30	0.40	0.34	1.00	0.37	0.40	0.31	0.28	0.30	0.30	0.64	0.40	0.42	0.31	0.32	0.32	0.34	0.40	0.29	0.32	0.33	0.33	0.32	0.30	0.33	0.44	0.42	0.46	0.31	0.38
ARES	0.16	0.16	0.24	0.20	0.21	0.29	0.24	0.28	0.37	0.33	0.31	0.31	0.38	0.31	0.32	0.31	0.37	1.00	0.37	0.33	0.32	0.33	0.32	0.38	0.37	0.36	0.32	0.37	0.32	0.36	0.52	0.36	0.34	0.37	0.35	0.37	0.37	0.37	0.54	0.37	0.57	0.38	0.40
FIX	0.25	0.26	0.28	0.23	0.17	0.26	0.27	0.24	0.44	0.38	0.36	0.31	0.40	0.36	0.51	0.42	0.40	0.37	1.00	0.34	0.28	0.25	0.24	0.42	0.61	0.70	0.29	0.39	0.32	0.37	0.40	0.30	0.32	0.27	0.40	0.35	0.26	0.35	0.40	0.38	0.40	0.32	0.37
MSI	0.27	0.26	0.21	0.36	0.35	0.23	0.38	0.29	0.32	0.31	0.28	0.30	0.33	0.38	0.33	0.40	0.31	0.33	0.34	1.00	0.34	0.33	0.33	0.34	0.38	0.37	0.38	0.41	0.39	0.34	0.35	0.34	0.39	0.46	0.37	0.34	0.37	0.42	0.39	0.44	0.38	0.43	0.42
PANW	0.15	0.18	0.14	0.18	0.25	0.37	0.28	0.37	0.24	0.29	0.33	0.36	0.29	0.33	0.27	0.29	0.28	0.32	0.28	0.34	1.00	0.49	0.46	0.30	0.29	0.28	0.39	0.47	0.42	0.38	0.35	0.43	0.63	0.41	0.42	0.44	0.57	0.43	0.36	0.40	0.37	0.46	0.50
HUBS	0.15	0.14	0.16	0.17	0.24	0.33	0.25	0.39	0.26	0.34	0.37	0.41	0.28	0.33	0.27	0.30	0.30	0.33	0.25	0.33	0.49	1.00	0.54	0.32	0.28	0.27	0.35	0.41	0.46	0.35	0.36	0.46	0.52	0.46	0.36	0.42	0.63	0.45	0.39	0.45	0.39	0.47	0.51
VEEV	0.16	0.17	0.17	0.21	0.28	0.31	0.28	0.39	0.25	0.30	0.36	0.42	0.26	0.36	0.28	0.32	0.30	0.32	0.24	0.33	0.46	0.54	1.00	0.34	0.27	0.26	0.40	0.41	0.47	0.41	0.35	0.45	0.50	0.50	0.38	0.44	0.58	0.49	0.39	0.45	0.40	0.48	0.53
XPO	0.20	0.24	0.26	0.23	0.22	0.28	0.28	0.26	0.42	0.40	0.31	0.34	0.41	0.34	0.39	0.38	0.64	0.38	0.42	0.34	0.30	0.32	0.34	1.00	0.44	0.45	0.35	0.37	0.38	0.40	0.45	0.34	0.34	0.38	0.40	0.38	0.34	0.38	0.46	0.44	0.49	0.36	0.39
PWR	0.21	0.25	0.32	0.26	0.22	0.27	0.28	0.24	0.43	0.39	0.34	0.33	0.43	0.37	0.47	0.44	0.40	0.37	0.61	0.38	0.29	0.28	0.27	0.44	1.00	0.65	0.34	0.38	0.33	0.41	0.41	0.28	0.33	0.32	0.43	0.38	0.29	0.37	0.42	0.42	0.45	0.35	0.41
EME	0.27	0.28	0.30	0.26	0.23	0.24	0.28	0.24	0.48	0.40	0.35	0.33	0.45	0.36	0.55	0.47	0.42	0.36	0.70	0.37	0.28	0.27	0.26	0.45	0.65	1.00	0.29	0.39	0.36	0.39	0.41	0.30	0.31	0.32	0.40	0.36	0.28	0.36	0.41	0.40	0.43	0.34	0.40
AAPL	0.22	0.18	0.19	0.23	0.29	0.40	0.40	0.41	0.29	0.30	0.33	0.30	0.29	0.36	0.32	0.31	0.31	0.32	0.29	0.38	0.39	0.35	0.40	0.35	0.34	0.29	1.00	0.41	0.39	0.45	0.38	0.54	0.43	0.45	0.52	0.49	0.45	0.47	0.39	0.42	0.40	0.59	0.50
ANET	0.16	0.17	0.20	0.19	0.24	0.35	0.28	0.36	0.26	0.31	0.34	0.36	0.33	0.43	0.33	0.32	0.32	0.37	0.39	0.41	0.47	0.41	0.41	0.37	0.38	0.39	0.41	1.00	0.39	0.49	0.38	0.45	0.49	0.38	0.52	0.51	0.49	0.43	0.38	0.40	0.42	0.50	0.54
FICO	0.24	0.23	0.19	0.28	0.30	0.27	0.35	0.37	0.33	0.34	0.33	0.38	0.30	0.33	0.35	0.39	0.32	0.32	0.32	0.39	0.42	0.46	0.47	0.38	0.33	0.36	0.39	0.39	1.00	0.37	0.38	0.43	0.46	0.50	0.39	0.41	0.52	0.47	0.40	0.50	0.41	0.49	0.52
MRVL	0.15	0.16	0.24	0.14	0.22	0.37	0.29	0.35	0.30	0.34	0.38	0.37	0.33	0.40	0.34	0.33	0.34	0.36	0.37	0.34	0.38	0.35	0.41	0.40	0.41	0.39	0.45	0.49	0.37	1.00	0.40	0.45	0.43	0.37	0.60	0.62	0.42	0.43	0.42	0.38	0.44	0.47	0.53
APO	0.18	0.20	0.29	0.24	0.26	0.31	0.26	0.30	0.41	0.36	0.34	0.34	0.45	0.33	0.36	0.36	0.40	0.52	0.40	0.35	0.35	0.36	0.35	0.45	0.41	0.41	0.38	0.38	0.38	0.40	1.00	0.38	0.36	0.41	0.39	0.40	0.40	0.41	0.64	0.41	0.69	0.41	0.41
AMZN	0.19	0.16	0.16	0.16	0.28	0.41	0.37	0.52	0.27	0.33	0.37	0.35	0.26	0.35	0.29	0.30	0.29	0.36	0.30	0.34	0.43	0.46	0.45	0.34	0.28	0.30	0.54	0.45	0.43	0.45	0.38	1.00	0.46	0.44	0.47	0.53	0.54	0.49	0.40	0.42	0.41	0.63	0.54
FTNT	0.16	0.20	0.18	0.23	0.30	0.36	0.33	0.41	0.26	0.31	0.37	0.40	0.30	0.39	0.30	0.30	0.32	0.34	0.32	0.39	0.63	0.52	0.50	0.34	0.33	0.31	0.43	0.49	0.46	0.43	0.36	0.46	1.00	0.49	0.45	0.48	0.60	0.48	0.39	0.45	0.39	0.54	0.57
MSCI	0.21	0.22	0.18	0.32	0.32	0.31	0.40	0.38	0.32	0.33	0.33	0.35	0.36	0.37	0.31	0.36	0.33	0.37	0.27	0.46	0.41	0.46	0.50	0.38	0.32	0.32	0.45	0.38	0.50	0.37	0.41	0.44	0.49	1.00	0.41	0.42	0.52	0.50	0.47	0.50	0.46	0.53	0.52
AVGO	0.18	0.19	0.21	0.18	0.24	0.39	0.32	0.38	0.29	0.32	0.36	0.37	0.33	0.41	0.35	0.32	0.33	0.35	0.40	0.37	0.42	0.36	0.38	0.40	0.43	0.40	0.52	0.52	0.39	0.60	0.39	0.47	0.45	0.41	1.00	0.61	0.45	0.46	0.41	0.40	0.44	0.54	0.56
NVDA	0.15	0.16	0.20	0.15	0.25	0.42	0.32	0.44	0.27	0.32	0.39	0.39	0.31	0.37	0.32	0.31	0.32	0.37	0.35	0.34	0.44	0.42	0.44	0.38	0.38	0.36	0.49	0.51	0.41	0.62	0.40	0.53	0.48	0.42	0.61	1.00	0.51	0.48	0.40	0.40	0.43	0.58	0.59
NOW	0.18	0.16	0.17	0.21	0.31	0.35	0.31	0.47	0.26	0.32	0.38	0.41	0.29	0.38	0.27	0.31	0.30	0.37	0.26	0.37	0.57	0.63	0.58	0.34	0.29	0.28	0.45	0.49	0.52	0.42	0.40	0.54	0.60	0.52	0.45	0.51	1.00	0.51	0.42	0.46	0.44	0.60	0.61
ISRG	0.22	0.20	0.20	0.27	0.30	0.35	0.39	0.39	0.29	0.32	0.35	0.37	0.31	0.37	0.34	0.37	0.33	0.37	0.35	0.42	0.43	0.45	0.49	0.38	0.37	0.36	0.47	0.43	0.47	0.43	0.41	0.49	0.48	0.50	0.46	0.48	0.51	1.00	0.43	0.49	0.45	0.56	0.55
BX	0.20	0.21	0.27	0.24	0.27	0.33	0.32	0.32	0.41	0.37	0.38	0.37	0.41	0.37	0.38	0.35	0.44	0.54	0.40	0.39	0.36	0.39	0.39	0.46	0.42	0.41	0.39	0.38	0.40	0.42	0.64	0.40	0.39	0.47	0.41	0.40	0.42	0.43	1.00	0.46	0.73	0.44	0.45
CPRT	0.26	0.26	0.20	0.32	0.33	0.31	0.39	0.37	0.37	0.42	0.35	0.38	0.37	0.31	0.39	0.41	0.42	0.37	0.38	0.44	0.40	0.45	0.45	0.44	0.42	0.40	0.42	0.40	0.50	0.38	0.41	0.42	0.45	0.50	0.40	0.40	0.46	0.49	0.46	1.00	0.46	0.47	0.53
KKR	0.19	0.21	0.30	0.26	0.27	0.32	0.30	0.35	0.45	0.40	0.39	0.39	0.48	0.36	0.38	0.37	0.46	0.57	0.40	0.38	0.37	0.39	0.40	0.49	0.45	0.43	0.40	0.42	0.41	0.44	0.69	0.41	0.39	0.46	0.44	0.43	0.44	0.45	0.73	0.46	1.00	0.46	0.47
MSFT	0.20	0.20	0.16	0.28	0.32	0.38	0.43	0.48	0.28	0.32	0.38	0.38	0.32	0.36	0.31	0.34	0.31	0.38	0.32	0.43	0.46	0.47	0.48	0.36	0.35	0.34	0.59	0.50	0.49	0.47	0.41	0.63	0.54	0.53	0.54	0.58	0.60	0.56	0.44	0.47	0.46	1.00	0.63
CDNS	0.20	0.20	0.21	0.21	0.29	0.39	0.38	0.43	0.29	0.37	0.39	0.40	0.31	0.41	0.37	0.37	0.38	0.40	0.37	0.42	0.50	0.51	0.53	0.39	0.41	0.40	0.50	0.54	0.52	0.53	0.41	0.54	0.57	0.52	0.56	0.59	0.61	0.55	0.45	0.53	0.47	0.63	1.00

The correlation results are calculated based on daily price changes starting from Oct 9, 2014

Diversification Analysis

Find what R U.S. Large Cap Stocks 10Y 700 >200 SMA is missing

See which holdings overlap, where R U.S. Large Cap Stocks 10Y 700 >200 SMA is concentrated, and which low-correlation assets could fill the gaps.

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