S&P 500 top 50% 1M-10Y
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
S&P 500 top 50% 1M-10Y
Currency in USD · Last updated May 15, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 2% |
ADP Automatic Data Processing, Inc. | Industrials | 2% |
AJG Arthur J. Gallagher & Co. | Financial Services | 2% |
ALL The Allstate Corporation | Financial Services | 2% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2% |
ANET Arista Networks, Inc. | Technology | 2% |
AVGO Broadcom Inc. | Technology | 2% |
AXON Axon Enterprise, Inc. | Industrials | 2% |
AXP American Express Company | Financial Services | 2% |
AZO AutoZone, Inc. | Consumer Cyclical | 2% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2% |
BLK BlackRock, Inc. | Financial Services | 2% |
BR Broadridge Financial Solutions, Inc. | Technology | 2% |
BSX Boston Scientific Corporation | Healthcare | 2% |
COST Costco Wholesale Corporation | Consumer Defensive | 2% |
CPRT Copart, Inc. | Industrials | 2% |
CRM salesforce.com, inc. | Technology | 2% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 2% |
DFS Discover Financial Services | Financial Services | 2% |
DRI | 2% | |
EQIX | 2% | |
FTNT | 2% | |
GDDY | 2% | |
GOOGL | 2% | |
GRMN | 2% | |
HLT | 2% | |
ISRG | 2% | |
J | 2% | |
JPM | 2% | |
LYV | 2% | |
MA | 2% | |
MAR | 2% | |
META | 2% | |
NDAQ | 2% | |
NFLX | 2% | |
NOW | 2% | |
ORLY | 2% | |
PANW | 2% | |
PKG | 2% | |
PLTR | 2% | |
PWR | 2% | |
RCL | 2% | |
RSG | 2% | |
TJX | 2% | |
TSLA | 2% | |
TYL | 2% | |
V | 2% | |
WMT | 2% | |
WRB | 2% | |
WTW | 2% |
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Jun 6, 2014, corresponding to the inception date of ANET
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| S&P 500 top 50% 1M-10Y | 6.02% | 11.83% | 8.05% | 41.86% | N/A | N/A |
| Portfolio components: | ||||||
TSLA | -13.91% | 37.78% | 5.28% | 95.82% | N/A | N/A |
ANET Arista Networks, Inc. | -11.14% | 33.47% | -0.58% | 25.26% | 49.74% | 37.53% |
AXON Axon Enterprise, Inc. | 22.58% | 26.74% | 21.16% | 145.74% | 58.32% | 36.38% |
AVGO Broadcom Inc. | 0.42% | 30.14% | 34.49% | 70.26% | 59.18% | 37.22% |
NFLX | 29.13% | 23.59% | 38.60% | 87.56% | N/A | N/A |
FTNT | 9.26% | 6.59% | 5.47% | 71.48% | N/A | N/A |
NOW | -3.14% | 28.38% | -1.79% | 42.29% | N/A | N/A |
AMZN Amazon.com, Inc. | -4.17% | 15.45% | -1.80% | 12.39% | 11.83% | 25.80% |
DECK Deckers Outdoor Corporation | -37.29% | 18.86% | -28.59% | -13.40% | 40.44% | 26.67% |
CPRT Copart, Inc. | 8.76% | 4.33% | 7.75% | 14.74% | 25.82% | 30.43% |
PWR | 8.65% | 25.10% | 5.05% | 30.47% | N/A | N/A |
GDDY | -4.70% | 9.58% | -0.34% | 41.61% | N/A | N/A |
PANW | 4.91% | 12.31% | -5.11% | 26.62% | N/A | N/A |
AAPL Apple Inc | -15.01% | 4.98% | -5.45% | 13.81% | 23.31% | 22.15% |
ISRG | 8.43% | 15.47% | 5.45% | 47.31% | N/A | N/A |
PLTR | 72.13% | 40.55% | 114.46% | 507.18% | N/A | N/A |
META | 12.71% | 24.06% | 13.88% | 40.25% | N/A | N/A |
GOOGL | -12.54% | 3.96% | -7.34% | -2.45% | N/A | N/A |
COST Costco Wholesale Corporation | 8.48% | 1.38% | 6.45% | 28.12% | 29.32% | 23.42% |
BSX Boston Scientific Corporation | 15.26% | 9.21% | 15.97% | 40.09% | 24.31% | 19.20% |
ORLY | 11.80% | -6.26% | 7.02% | 31.68% | N/A | N/A |
MA | 9.21% | 11.87% | 10.19% | 26.96% | N/A | N/A |
AJG Arthur J. Gallagher & Co. | 16.35% | -3.87% | 10.93% | 32.57% | 32.15% | 23.63% |
CRM salesforce.com, inc. | -12.90% | 14.22% | -14.69% | 5.65% | 11.36% | 15.04% |
TYL | -2.54% | -1.72% | -8.89% | 15.91% | N/A | N/A |
AZO AutoZone, Inc. | 13.85% | -0.96% | 15.29% | 24.78% | 27.79% | 18.16% |
RSG | 18.96% | -3.05% | 11.48% | 28.48% | N/A | N/A |
LYV | 9.82% | 10.76% | 11.97% | 48.41% | N/A | N/A |
BR Broadridge Financial Solutions, Inc. | 5.45% | 0.41% | 4.50% | 20.73% | 17.53% | 18.35% |
V | 13.17% | 6.53% | 15.57% | 29.52% | N/A | N/A |
NDAQ | 5.20% | 11.38% | 2.13% | 36.03% | N/A | N/A |
HLT | 2.42% | 20.40% | 0.25% | 23.55% | N/A | N/A |
BKNG Booking Holdings Inc. | 5.21% | 14.48% | 4.98% | 39.42% | 30.81% | 16.01% |
EQIX | -8.40% | 9.61% | -4.16% | 11.03% | N/A | N/A |
WRB | 21.51% | 2.42% | 19.18% | 38.47% | N/A | N/A |
GRMN | -2.40% | 4.41% | -5.15% | 19.94% | N/A | N/A |
JPM | 12.08% | 13.17% | 11.40% | 34.88% | N/A | N/A |
J | -5.31% | 7.07% | -15.22% | 10.53% | N/A | N/A |
TJX | 8.97% | 0.50% | 9.02% | 34.30% | N/A | N/A |
MAR | -2.06% | 21.97% | -4.42% | 16.73% | N/A | N/A |
DRI | 12.78% | 4.09% | 24.08% | 44.06% | N/A | N/A |
ADP Automatic Data Processing, Inc. | 6.26% | 2.60% | 1.68% | 28.74% | 20.67% | 15.96% |
WMT | 7.73% | 2.46% | 14.09% | 63.42% | N/A | N/A |
AXP American Express Company | 1.69% | 17.51% | 4.92% | 25.65% | 31.40% | 15.82% |
PKG | -14.20% | 0.66% | -18.51% | 8.30% | N/A | N/A |
RCL | 9.34% | 31.04% | 7.93% | 79.99% | N/A | N/A |
BLK BlackRock, Inc. | -5.15% | 8.66% | -5.22% | 23.22% | 16.38% | 12.92% |
ALL The Allstate Corporation | 4.57% | 2.60% | 2.63% | 21.02% | 19.05% | 14.01% |
WTW | -2.89% | -7.51% | -3.73% | 20.92% | N/A | N/A |
DFS Discover Financial Services | 15.92% | 25.80% | 15.44% | 63.84% | 42.87% | 15.39% |
*Annualized
Monthly Returns
The table below presents the monthly returns of S&P 500 top 50% 1M-10Y, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.87% | -2.23% | -5.77% | 3.32% | 6.21% | 6.02% | |||||||
| 2024 | 3.02% | 7.74% | 2.49% | -4.64% | 3.63% | 4.25% | 2.83% | 5.48% | 3.02% | 2.70% | 12.93% | -0.92% | 50.48% |
| 2023 | 9.78% | -0.36% | 4.11% | 0.90% | 4.69% | 7.52% | 2.55% | -0.88% | -3.20% | -0.59% | 11.53% | 4.92% | 48.06% |
| 2022 | -7.40% | -1.76% | 4.39% | -8.96% | -2.84% | -8.13% | 10.62% | -2.52% | -7.05% | 9.77% | 6.20% | -6.71% | -15.89% |
| 2021 | -2.15% | 4.92% | 2.47% | 6.88% | 0.23% | 2.67% | 2.94% | 3.50% | -1.97% | 6.54% | -2.86% | 5.39% | 31.80% |
| 2020 | -1.11% | 17.43% | 5.14% | 22.10% |
Expense Ratio
S&P 500 top 50% 1M-10Y 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 94, S&P 500 top 50% 1M-10Y is among the top 6% 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.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
TSLA | 1.39 | 2.17 | 1.26 | 1.75 | 4.22 |
ANET Arista Networks, Inc. | 0.39 | 0.96 | 1.14 | 0.53 | 1.40 |
AXON Axon Enterprise, Inc. | 2.65 | 3.49 | 1.53 | 4.75 | 12.34 |
AVGO Broadcom Inc. | 1.02 | 1.95 | 1.26 | 1.84 | 5.08 |
NFLX | 2.72 | 3.44 | 1.46 | 4.53 | 14.80 |
FTNT | 1.67 | 2.86 | 1.39 | 2.36 | 9.95 |
NOW | 0.81 | 1.53 | 1.21 | 1.06 | 2.92 |
AMZN Amazon.com, Inc. | 0.38 | 0.76 | 1.10 | 0.41 | 1.09 |
DECK Deckers Outdoor Corporation | -0.32 | 0.05 | 1.01 | -0.19 | -0.40 |
CPRT Copart, Inc. | 0.53 | 1.07 | 1.13 | 0.80 | 1.82 |
PWR | 0.64 | 1.15 | 1.17 | 0.87 | 2.16 |
GDDY | 1.21 | 1.69 | 1.28 | 1.67 | 4.48 |
PANW | 0.62 | 1.24 | 1.15 | 0.98 | 2.95 |
AAPL Apple Inc | 0.38 | 0.85 | 1.12 | 0.44 | 1.44 |
ISRG | 1.24 | 2.18 | 1.31 | 1.87 | 5.88 |
PLTR | 7.06 | 5.34 | 1.73 | 11.13 | 38.83 |
META | 1.02 | 1.73 | 1.23 | 1.21 | 3.76 |
GOOGL | -0.12 | 0.14 | 1.02 | -0.06 | -0.13 |
COST Costco Wholesale Corporation | 1.23 | 1.81 | 1.25 | 1.65 | 4.79 |
BSX Boston Scientific Corporation | 1.74 | 2.34 | 1.38 | 2.67 | 10.86 |
ORLY | 1.53 | 2.19 | 1.26 | 1.71 | 9.67 |
MA | 1.24 | 1.74 | 1.25 | 1.55 | 6.48 |
AJG Arthur J. Gallagher & Co. | 1.47 | 1.99 | 1.27 | 2.70 | 7.43 |
CRM salesforce.com, inc. | 0.04 | 0.46 | 1.07 | 0.15 | 0.35 |
TYL | 0.58 | 1.16 | 1.14 | 0.87 | 2.44 |
AZO AutoZone, Inc. | 1.15 | 1.63 | 1.20 | 1.56 | 7.30 |
RSG | 1.62 | 2.07 | 1.30 | 3.26 | 9.39 |
LYV | 1.57 | 2.16 | 1.31 | 1.62 | 5.25 |
BR Broadridge Financial Solutions, Inc. | 0.91 | 1.49 | 1.21 | 1.87 | 6.83 |
V | 1.28 | 1.81 | 1.27 | 1.92 | 6.41 |
NDAQ | 1.43 | 2.04 | 1.29 | 1.74 | 6.26 |
HLT | 0.95 | 1.40 | 1.18 | 0.88 | 2.73 |
BKNG Booking Holdings Inc. | 1.33 | 1.92 | 1.27 | 1.90 | 5.17 |
EQIX | 0.35 | 0.87 | 1.11 | 0.53 | 1.62 |
WRB | 1.65 | 2.14 | 1.31 | 3.26 | 8.58 |
GRMN | 0.48 | 1.08 | 1.17 | 0.73 | 2.27 |
JPM | 1.21 | 1.84 | 1.27 | 1.51 | 5.03 |
J | 0.44 | 0.71 | 1.10 | 0.40 | 1.00 |
TJX | 1.84 | 2.71 | 1.34 | 3.14 | 10.09 |
MAR | 0.59 | 0.97 | 1.13 | 0.52 | 1.45 |
DRI | 1.38 | 2.59 | 1.30 | 2.19 | 10.33 |
ADP Automatic Data Processing, Inc. | 1.50 | 2.00 | 1.28 | 2.17 | 7.44 |
WMT | 2.57 | 3.35 | 1.46 | 2.82 | 9.35 |
AXP American Express Company | 0.80 | 1.34 | 1.19 | 0.94 | 3.00 |
PKG | 0.33 | 0.65 | 1.09 | 0.30 | 0.74 |
RCL | 1.82 | 2.37 | 1.34 | 2.28 | 6.73 |
BLK BlackRock, Inc. | 0.83 | 1.45 | 1.21 | 1.06 | 3.35 |
ALL The Allstate Corporation | 0.90 | 1.19 | 1.16 | 1.45 | 3.97 |
WTW | 1.00 | 1.47 | 1.21 | 1.83 | 5.32 |
DFS Discover Financial Services | 1.36 | 2.25 | 1.29 | 2.34 | 7.38 |
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Dividends
Dividend yield
S&P 500 top 50% 1M-10Y provided a 0.74% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.74% | 0.72% | 0.88% | 0.90% | 0.72% | 0.79% | 0.94% | 1.12% | 0.98% | 1.02% | 1.16% | 0.92% |
| Portfolio components: | ||||||||||||
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% |
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% |
AVGO Broadcom Inc. | 0.96% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
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 | 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% |
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% |
PWR | 0.11% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
GDDY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
AAPL Apple Inc | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
PLTR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.31% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL | 0.48% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.48% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
BSX Boston Scientific 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% |
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% |
MA | 0.50% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
AJG Arthur J. Gallagher & Co. | 0.74% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
CRM salesforce.com, inc. | 0.56% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TYL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
RSG | 0.96% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% |
LYV | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BR Broadridge Financial Solutions, Inc. | 1.45% | 1.49% | 1.48% | 2.04% | 1.33% | 1.46% | 1.66% | 1.77% | 1.53% | 1.90% | 2.12% | 2.08% |
V | 0.79% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
NDAQ | 1.18% | 1.22% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% |
HLT | 0.24% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% |
BKNG Booking Holdings Inc. | 0.69% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQIX | 2.03% | 1.81% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% |
WRB | 1.98% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% | 2.79% |
GRMN | 1.50% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
JPM | 1.90% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
J | 0.87% | 0.76% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% | 0.00% | 0.00% | 0.00% |
TJX | 1.47% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% |
MAR | 0.92% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% |
DRI | 2.70% | 2.90% | 3.07% | 3.34% | 2.29% | 0.99% | 2.99% | 2.76% | 2.48% | 2.92% | 3.09% | 3.75% |
ADP Automatic Data Processing, Inc. | 1.90% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
WMT | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
AXP American Express Company | 0.97% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
PKG | 2.61% | 2.22% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% |
RCL | 0.68% | 0.41% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% |
BLK BlackRock, Inc. | 2.12% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
ALL The Allstate Corporation | 1.87% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% |
WTW | 1.17% | 1.12% | 1.39% | 1.34% | 1.27% | 1.31% | 1.29% | 1.58% | 1.41% | 1.57% | 0.00% | 0.00% |
DFS Discover Financial Services | 1.40% | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% |
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 S&P 500 top 50% 1M-10Y. 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 S&P 500 top 50% 1M-10Y was 26.06%, occurring on Jun 16, 2022. Recovery took 231 trading sessions.
The current S&P 500 top 50% 1M-10Y drawdown is 1.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.06% | Dec 30, 2021 | 117 | Jun 16, 2022 | 231 | May 18, 2023 | 348 |
| -18.59% | Feb 7, 2025 | 42 | Apr 8, 2025 | — | — | — |
| -7.65% | Nov 8, 2021 | 17 | Dec 1, 2021 | 17 | Dec 27, 2021 | 34 |
| -7.32% | Jul 19, 2023 | 72 | Oct 27, 2023 | 10 | Nov 10, 2023 | 82 |
| -7.01% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
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 50 assets, with an effective number of assets of 50.00, 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.
| ^GSPC | AZO | ALL | WMT | WRB | ORLY | RSG | PKG | TSLA | EQIX | PLTR | DRI | AXON | NFLX | BSX | WTW | RCL | AJG | PANW | DECK | DFS | COST | JPM | LYV | META | GDDY | J | PWR | BKNG | TJX | GOOGL | ANET | AAPL | FTNT | AMZN | AVGO | ADP | CRM | BR | MAR | TYL | NDAQ | NOW | HLT | V | AXP | MA | ISRG | CPRT | GRMN | BLK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.35 | 0.35 | 0.40 | 0.37 | 0.38 | 0.43 | 0.49 | 0.56 | 0.52 | 0.54 | 0.47 | 0.51 | 0.56 | 0.52 | 0.49 | 0.54 | 0.48 | 0.55 | 0.55 | 0.58 | 0.60 | 0.59 | 0.57 | 0.66 | 0.59 | 0.59 | 0.61 | 0.60 | 0.56 | 0.71 | 0.66 | 0.72 | 0.62 | 0.70 | 0.72 | 0.61 | 0.65 | 0.62 | 0.61 | 0.63 | 0.63 | 0.65 | 0.61 | 0.63 | 0.66 | 0.65 | 0.71 | 0.67 | 0.70 | 0.74 | 0.93 |
| AZO | 0.35 | 1.00 | 0.29 | 0.29 | 0.34 | 0.76 | 0.41 | 0.26 | 0.09 | 0.20 | 0.07 | 0.29 | 0.16 | 0.15 | 0.24 | 0.35 | 0.10 | 0.39 | 0.15 | 0.27 | 0.23 | 0.35 | 0.29 | 0.21 | 0.15 | 0.20 | 0.33 | 0.26 | 0.17 | 0.40 | 0.17 | 0.18 | 0.22 | 0.23 | 0.14 | 0.20 | 0.39 | 0.15 | 0.38 | 0.23 | 0.25 | 0.31 | 0.16 | 0.26 | 0.32 | 0.25 | 0.31 | 0.22 | 0.36 | 0.31 | 0.30 | 0.36 |
| ALL | 0.35 | 0.29 | 1.00 | 0.26 | 0.60 | 0.27 | 0.36 | 0.43 | 0.09 | 0.21 | 0.10 | 0.30 | 0.14 | 0.11 | 0.29 | 0.42 | 0.27 | 0.47 | 0.12 | 0.15 | 0.38 | 0.23 | 0.48 | 0.23 | 0.11 | 0.17 | 0.39 | 0.32 | 0.22 | 0.34 | 0.13 | 0.14 | 0.16 | 0.16 | 0.10 | 0.13 | 0.41 | 0.12 | 0.32 | 0.30 | 0.19 | 0.30 | 0.09 | 0.31 | 0.32 | 0.41 | 0.32 | 0.19 | 0.25 | 0.33 | 0.36 | 0.37 |
| WMT | 0.40 | 0.29 | 0.26 | 1.00 | 0.26 | 0.35 | 0.36 | 0.29 | 0.18 | 0.32 | 0.18 | 0.21 | 0.18 | 0.23 | 0.28 | 0.34 | 0.16 | 0.36 | 0.22 | 0.22 | 0.20 | 0.59 | 0.25 | 0.14 | 0.25 | 0.22 | 0.28 | 0.22 | 0.18 | 0.35 | 0.25 | 0.21 | 0.28 | 0.24 | 0.27 | 0.21 | 0.33 | 0.21 | 0.36 | 0.20 | 0.26 | 0.34 | 0.19 | 0.19 | 0.30 | 0.24 | 0.30 | 0.31 | 0.30 | 0.30 | 0.33 | 0.39 |
| WRB | 0.37 | 0.34 | 0.60 | 0.26 | 1.00 | 0.35 | 0.43 | 0.43 | 0.04 | 0.16 | 0.04 | 0.36 | 0.12 | 0.05 | 0.32 | 0.46 | 0.26 | 0.56 | 0.10 | 0.20 | 0.36 | 0.24 | 0.51 | 0.26 | 0.08 | 0.17 | 0.42 | 0.32 | 0.30 | 0.37 | 0.11 | 0.14 | 0.19 | 0.16 | 0.07 | 0.14 | 0.44 | 0.13 | 0.39 | 0.36 | 0.18 | 0.32 | 0.08 | 0.36 | 0.39 | 0.43 | 0.37 | 0.21 | 0.27 | 0.34 | 0.35 | 0.38 |
| ORLY | 0.38 | 0.76 | 0.27 | 0.35 | 0.35 | 1.00 | 0.44 | 0.25 | 0.09 | 0.22 | 0.10 | 0.32 | 0.16 | 0.19 | 0.29 | 0.39 | 0.14 | 0.42 | 0.20 | 0.28 | 0.21 | 0.39 | 0.29 | 0.23 | 0.20 | 0.22 | 0.32 | 0.27 | 0.23 | 0.43 | 0.20 | 0.21 | 0.25 | 0.28 | 0.20 | 0.20 | 0.41 | 0.21 | 0.40 | 0.26 | 0.29 | 0.33 | 0.20 | 0.29 | 0.35 | 0.25 | 0.34 | 0.27 | 0.41 | 0.34 | 0.33 | 0.40 |
| RSG | 0.43 | 0.41 | 0.36 | 0.36 | 0.43 | 0.44 | 1.00 | 0.34 | 0.11 | 0.36 | 0.06 | 0.26 | 0.16 | 0.16 | 0.39 | 0.44 | 0.13 | 0.54 | 0.22 | 0.16 | 0.19 | 0.41 | 0.30 | 0.21 | 0.17 | 0.24 | 0.43 | 0.33 | 0.21 | 0.37 | 0.20 | 0.22 | 0.30 | 0.26 | 0.17 | 0.21 | 0.53 | 0.21 | 0.51 | 0.24 | 0.32 | 0.44 | 0.20 | 0.27 | 0.39 | 0.30 | 0.38 | 0.36 | 0.37 | 0.39 | 0.36 | 0.41 |
| PKG | 0.49 | 0.26 | 0.43 | 0.29 | 0.43 | 0.25 | 0.34 | 1.00 | 0.20 | 0.28 | 0.18 | 0.38 | 0.20 | 0.15 | 0.33 | 0.40 | 0.34 | 0.36 | 0.19 | 0.32 | 0.45 | 0.28 | 0.47 | 0.32 | 0.21 | 0.26 | 0.50 | 0.42 | 0.34 | 0.39 | 0.25 | 0.25 | 0.25 | 0.20 | 0.22 | 0.26 | 0.42 | 0.22 | 0.43 | 0.44 | 0.27 | 0.36 | 0.20 | 0.43 | 0.31 | 0.44 | 0.35 | 0.29 | 0.34 | 0.47 | 0.46 | 0.48 |
| TSLA | 0.56 | 0.09 | 0.09 | 0.18 | 0.04 | 0.09 | 0.11 | 0.20 | 1.00 | 0.30 | 0.50 | 0.27 | 0.40 | 0.45 | 0.21 | 0.16 | 0.40 | 0.14 | 0.44 | 0.38 | 0.31 | 0.37 | 0.28 | 0.39 | 0.40 | 0.37 | 0.28 | 0.33 | 0.36 | 0.30 | 0.44 | 0.41 | 0.49 | 0.40 | 0.48 | 0.47 | 0.26 | 0.44 | 0.28 | 0.35 | 0.39 | 0.36 | 0.44 | 0.36 | 0.30 | 0.36 | 0.33 | 0.40 | 0.40 | 0.38 | 0.39 | 0.59 |
| EQIX | 0.52 | 0.20 | 0.21 | 0.32 | 0.16 | 0.22 | 0.36 | 0.28 | 0.30 | 1.00 | 0.35 | 0.22 | 0.32 | 0.38 | 0.35 | 0.32 | 0.21 | 0.34 | 0.35 | 0.29 | 0.23 | 0.42 | 0.24 | 0.26 | 0.35 | 0.36 | 0.32 | 0.33 | 0.24 | 0.27 | 0.34 | 0.37 | 0.38 | 0.40 | 0.40 | 0.36 | 0.38 | 0.39 | 0.45 | 0.22 | 0.46 | 0.47 | 0.45 | 0.22 | 0.34 | 0.30 | 0.36 | 0.50 | 0.43 | 0.43 | 0.42 | 0.52 |
| PLTR | 0.54 | 0.07 | 0.10 | 0.18 | 0.04 | 0.10 | 0.06 | 0.18 | 0.50 | 0.35 | 1.00 | 0.27 | 0.53 | 0.45 | 0.20 | 0.21 | 0.40 | 0.17 | 0.48 | 0.39 | 0.32 | 0.31 | 0.28 | 0.37 | 0.45 | 0.42 | 0.29 | 0.37 | 0.37 | 0.27 | 0.41 | 0.47 | 0.40 | 0.46 | 0.50 | 0.46 | 0.25 | 0.51 | 0.27 | 0.34 | 0.48 | 0.34 | 0.53 | 0.35 | 0.30 | 0.35 | 0.31 | 0.43 | 0.44 | 0.40 | 0.39 | 0.63 |
| DRI | 0.47 | 0.29 | 0.30 | 0.21 | 0.36 | 0.32 | 0.26 | 0.38 | 0.27 | 0.22 | 0.27 | 1.00 | 0.31 | 0.24 | 0.29 | 0.35 | 0.46 | 0.34 | 0.22 | 0.39 | 0.47 | 0.23 | 0.45 | 0.44 | 0.25 | 0.29 | 0.37 | 0.37 | 0.44 | 0.47 | 0.28 | 0.29 | 0.28 | 0.28 | 0.29 | 0.28 | 0.37 | 0.31 | 0.36 | 0.53 | 0.30 | 0.35 | 0.27 | 0.52 | 0.39 | 0.49 | 0.41 | 0.31 | 0.39 | 0.43 | 0.42 | 0.53 |
| AXON | 0.51 | 0.16 | 0.14 | 0.18 | 0.12 | 0.16 | 0.16 | 0.20 | 0.40 | 0.32 | 0.53 | 0.31 | 1.00 | 0.40 | 0.29 | 0.27 | 0.36 | 0.25 | 0.44 | 0.43 | 0.28 | 0.32 | 0.25 | 0.35 | 0.42 | 0.42 | 0.32 | 0.41 | 0.36 | 0.29 | 0.38 | 0.45 | 0.36 | 0.47 | 0.43 | 0.46 | 0.28 | 0.47 | 0.32 | 0.38 | 0.47 | 0.37 | 0.51 | 0.39 | 0.29 | 0.32 | 0.32 | 0.45 | 0.46 | 0.43 | 0.39 | 0.60 |
| NFLX | 0.56 | 0.15 | 0.11 | 0.23 | 0.05 | 0.19 | 0.16 | 0.15 | 0.45 | 0.38 | 0.45 | 0.24 | 0.40 | 1.00 | 0.30 | 0.24 | 0.31 | 0.23 | 0.43 | 0.33 | 0.25 | 0.40 | 0.23 | 0.36 | 0.56 | 0.47 | 0.23 | 0.29 | 0.35 | 0.30 | 0.47 | 0.43 | 0.48 | 0.48 | 0.56 | 0.48 | 0.28 | 0.53 | 0.31 | 0.29 | 0.47 | 0.37 | 0.58 | 0.30 | 0.38 | 0.31 | 0.39 | 0.51 | 0.46 | 0.40 | 0.40 | 0.58 |
| BSX | 0.52 | 0.24 | 0.29 | 0.28 | 0.32 | 0.29 | 0.39 | 0.33 | 0.21 | 0.35 | 0.20 | 0.29 | 0.29 | 0.30 | 1.00 | 0.40 | 0.34 | 0.42 | 0.30 | 0.27 | 0.34 | 0.34 | 0.38 | 0.35 | 0.33 | 0.35 | 0.39 | 0.36 | 0.41 | 0.37 | 0.35 | 0.33 | 0.31 | 0.33 | 0.30 | 0.31 | 0.41 | 0.36 | 0.43 | 0.41 | 0.36 | 0.39 | 0.35 | 0.40 | 0.46 | 0.44 | 0.46 | 0.57 | 0.36 | 0.40 | 0.38 | 0.53 |
| WTW | 0.49 | 0.35 | 0.42 | 0.34 | 0.46 | 0.39 | 0.44 | 0.40 | 0.16 | 0.32 | 0.21 | 0.35 | 0.27 | 0.24 | 0.40 | 1.00 | 0.26 | 0.64 | 0.28 | 0.27 | 0.34 | 0.36 | 0.41 | 0.30 | 0.28 | 0.33 | 0.42 | 0.34 | 0.31 | 0.38 | 0.30 | 0.28 | 0.34 | 0.35 | 0.26 | 0.26 | 0.48 | 0.31 | 0.47 | 0.36 | 0.40 | 0.44 | 0.31 | 0.34 | 0.44 | 0.42 | 0.44 | 0.38 | 0.40 | 0.45 | 0.46 | 0.53 |
| RCL | 0.54 | 0.10 | 0.27 | 0.16 | 0.26 | 0.14 | 0.13 | 0.34 | 0.40 | 0.21 | 0.40 | 0.46 | 0.36 | 0.31 | 0.34 | 0.26 | 1.00 | 0.25 | 0.29 | 0.42 | 0.48 | 0.26 | 0.49 | 0.56 | 0.35 | 0.35 | 0.36 | 0.42 | 0.60 | 0.43 | 0.37 | 0.36 | 0.32 | 0.30 | 0.37 | 0.39 | 0.30 | 0.37 | 0.26 | 0.61 | 0.32 | 0.31 | 0.34 | 0.61 | 0.34 | 0.54 | 0.40 | 0.37 | 0.38 | 0.42 | 0.46 | 0.59 |
| AJG | 0.48 | 0.39 | 0.47 | 0.36 | 0.56 | 0.42 | 0.54 | 0.36 | 0.14 | 0.34 | 0.17 | 0.34 | 0.25 | 0.23 | 0.42 | 0.64 | 0.25 | 1.00 | 0.29 | 0.25 | 0.31 | 0.40 | 0.40 | 0.31 | 0.26 | 0.30 | 0.42 | 0.36 | 0.29 | 0.40 | 0.28 | 0.31 | 0.32 | 0.34 | 0.22 | 0.27 | 0.56 | 0.29 | 0.52 | 0.35 | 0.40 | 0.46 | 0.29 | 0.34 | 0.47 | 0.39 | 0.47 | 0.40 | 0.42 | 0.42 | 0.42 | 0.52 |
| PANW | 0.55 | 0.15 | 0.12 | 0.22 | 0.10 | 0.20 | 0.22 | 0.19 | 0.44 | 0.35 | 0.48 | 0.22 | 0.44 | 0.43 | 0.30 | 0.28 | 0.29 | 0.29 | 1.00 | 0.38 | 0.28 | 0.39 | 0.22 | 0.37 | 0.41 | 0.50 | 0.30 | 0.36 | 0.36 | 0.28 | 0.45 | 0.54 | 0.44 | 0.63 | 0.50 | 0.48 | 0.34 | 0.54 | 0.37 | 0.34 | 0.51 | 0.38 | 0.62 | 0.34 | 0.35 | 0.34 | 0.36 | 0.47 | 0.49 | 0.40 | 0.36 | 0.63 |
| DECK | 0.55 | 0.27 | 0.15 | 0.22 | 0.20 | 0.28 | 0.16 | 0.32 | 0.38 | 0.29 | 0.39 | 0.39 | 0.43 | 0.33 | 0.27 | 0.27 | 0.42 | 0.25 | 0.38 | 1.00 | 0.39 | 0.36 | 0.36 | 0.39 | 0.41 | 0.39 | 0.37 | 0.48 | 0.42 | 0.47 | 0.37 | 0.44 | 0.34 | 0.39 | 0.45 | 0.44 | 0.29 | 0.41 | 0.31 | 0.42 | 0.39 | 0.36 | 0.44 | 0.44 | 0.37 | 0.41 | 0.39 | 0.39 | 0.51 | 0.47 | 0.45 | 0.62 |
| DFS | 0.58 | 0.23 | 0.38 | 0.20 | 0.36 | 0.21 | 0.19 | 0.45 | 0.31 | 0.23 | 0.32 | 0.47 | 0.28 | 0.25 | 0.34 | 0.34 | 0.48 | 0.31 | 0.28 | 0.39 | 1.00 | 0.24 | 0.67 | 0.46 | 0.32 | 0.30 | 0.48 | 0.44 | 0.44 | 0.45 | 0.36 | 0.32 | 0.31 | 0.31 | 0.33 | 0.36 | 0.35 | 0.33 | 0.35 | 0.54 | 0.27 | 0.39 | 0.31 | 0.54 | 0.43 | 0.75 | 0.45 | 0.32 | 0.38 | 0.49 | 0.56 | 0.59 |
| COST | 0.60 | 0.35 | 0.23 | 0.59 | 0.24 | 0.39 | 0.41 | 0.28 | 0.37 | 0.42 | 0.31 | 0.23 | 0.32 | 0.40 | 0.34 | 0.36 | 0.26 | 0.40 | 0.39 | 0.36 | 0.24 | 1.00 | 0.25 | 0.28 | 0.43 | 0.39 | 0.34 | 0.34 | 0.28 | 0.42 | 0.42 | 0.42 | 0.48 | 0.40 | 0.46 | 0.45 | 0.46 | 0.40 | 0.44 | 0.30 | 0.44 | 0.44 | 0.42 | 0.30 | 0.41 | 0.32 | 0.42 | 0.51 | 0.50 | 0.42 | 0.44 | 0.58 |
| JPM | 0.59 | 0.29 | 0.48 | 0.25 | 0.51 | 0.29 | 0.30 | 0.47 | 0.28 | 0.24 | 0.28 | 0.45 | 0.25 | 0.23 | 0.38 | 0.41 | 0.49 | 0.40 | 0.22 | 0.36 | 0.67 | 0.25 | 1.00 | 0.46 | 0.29 | 0.28 | 0.49 | 0.44 | 0.46 | 0.45 | 0.32 | 0.31 | 0.30 | 0.29 | 0.29 | 0.34 | 0.41 | 0.29 | 0.38 | 0.53 | 0.25 | 0.41 | 0.22 | 0.54 | 0.45 | 0.69 | 0.46 | 0.33 | 0.37 | 0.48 | 0.61 | 0.58 |
| LYV | 0.57 | 0.21 | 0.23 | 0.14 | 0.26 | 0.23 | 0.21 | 0.32 | 0.39 | 0.26 | 0.37 | 0.44 | 0.35 | 0.36 | 0.35 | 0.30 | 0.56 | 0.31 | 0.37 | 0.39 | 0.46 | 0.28 | 0.46 | 1.00 | 0.39 | 0.39 | 0.38 | 0.40 | 0.54 | 0.45 | 0.39 | 0.38 | 0.37 | 0.39 | 0.40 | 0.40 | 0.38 | 0.40 | 0.35 | 0.54 | 0.40 | 0.36 | 0.41 | 0.55 | 0.38 | 0.53 | 0.42 | 0.42 | 0.43 | 0.45 | 0.46 | 0.62 |
| META | 0.66 | 0.15 | 0.11 | 0.25 | 0.08 | 0.20 | 0.17 | 0.21 | 0.40 | 0.35 | 0.45 | 0.25 | 0.42 | 0.56 | 0.33 | 0.28 | 0.35 | 0.26 | 0.41 | 0.41 | 0.32 | 0.43 | 0.29 | 0.39 | 1.00 | 0.45 | 0.29 | 0.34 | 0.41 | 0.34 | 0.64 | 0.49 | 0.52 | 0.45 | 0.63 | 0.55 | 0.31 | 0.54 | 0.35 | 0.37 | 0.46 | 0.39 | 0.54 | 0.38 | 0.41 | 0.38 | 0.42 | 0.52 | 0.46 | 0.45 | 0.45 | 0.63 |
| GDDY | 0.59 | 0.20 | 0.17 | 0.22 | 0.17 | 0.22 | 0.24 | 0.26 | 0.37 | 0.36 | 0.42 | 0.29 | 0.42 | 0.47 | 0.35 | 0.33 | 0.35 | 0.30 | 0.50 | 0.39 | 0.30 | 0.39 | 0.28 | 0.39 | 0.45 | 1.00 | 0.33 | 0.37 | 0.39 | 0.34 | 0.48 | 0.47 | 0.48 | 0.48 | 0.50 | 0.47 | 0.38 | 0.52 | 0.39 | 0.38 | 0.51 | 0.43 | 0.59 | 0.39 | 0.42 | 0.40 | 0.43 | 0.45 | 0.46 | 0.43 | 0.43 | 0.63 |
| J | 0.59 | 0.33 | 0.39 | 0.28 | 0.42 | 0.32 | 0.43 | 0.50 | 0.28 | 0.32 | 0.29 | 0.37 | 0.32 | 0.23 | 0.39 | 0.42 | 0.36 | 0.42 | 0.30 | 0.37 | 0.48 | 0.34 | 0.49 | 0.38 | 0.29 | 0.33 | 1.00 | 0.57 | 0.40 | 0.48 | 0.31 | 0.34 | 0.32 | 0.31 | 0.28 | 0.36 | 0.50 | 0.33 | 0.48 | 0.46 | 0.35 | 0.46 | 0.30 | 0.46 | 0.43 | 0.52 | 0.46 | 0.39 | 0.44 | 0.52 | 0.52 | 0.60 |
| PWR | 0.61 | 0.26 | 0.32 | 0.22 | 0.32 | 0.27 | 0.33 | 0.42 | 0.33 | 0.33 | 0.37 | 0.37 | 0.41 | 0.29 | 0.36 | 0.34 | 0.42 | 0.36 | 0.36 | 0.48 | 0.44 | 0.34 | 0.44 | 0.40 | 0.34 | 0.37 | 0.57 | 1.00 | 0.42 | 0.44 | 0.33 | 0.47 | 0.34 | 0.39 | 0.33 | 0.47 | 0.40 | 0.36 | 0.41 | 0.49 | 0.38 | 0.42 | 0.38 | 0.48 | 0.36 | 0.48 | 0.37 | 0.43 | 0.47 | 0.51 | 0.50 | 0.65 |
| BKNG | 0.60 | 0.17 | 0.22 | 0.18 | 0.30 | 0.23 | 0.21 | 0.34 | 0.36 | 0.24 | 0.37 | 0.44 | 0.36 | 0.35 | 0.41 | 0.31 | 0.60 | 0.29 | 0.36 | 0.42 | 0.44 | 0.28 | 0.46 | 0.54 | 0.41 | 0.39 | 0.40 | 0.42 | 1.00 | 0.44 | 0.43 | 0.40 | 0.38 | 0.37 | 0.44 | 0.44 | 0.36 | 0.43 | 0.35 | 0.65 | 0.37 | 0.36 | 0.39 | 0.65 | 0.47 | 0.53 | 0.51 | 0.44 | 0.45 | 0.40 | 0.47 | 0.64 |
| TJX | 0.56 | 0.40 | 0.34 | 0.35 | 0.37 | 0.43 | 0.37 | 0.39 | 0.30 | 0.27 | 0.27 | 0.47 | 0.29 | 0.30 | 0.37 | 0.38 | 0.43 | 0.40 | 0.28 | 0.47 | 0.45 | 0.42 | 0.45 | 0.45 | 0.34 | 0.34 | 0.48 | 0.44 | 0.44 | 1.00 | 0.34 | 0.34 | 0.36 | 0.31 | 0.35 | 0.35 | 0.45 | 0.34 | 0.43 | 0.49 | 0.37 | 0.41 | 0.33 | 0.51 | 0.47 | 0.46 | 0.49 | 0.41 | 0.46 | 0.48 | 0.47 | 0.59 |
| GOOGL | 0.71 | 0.17 | 0.13 | 0.25 | 0.11 | 0.20 | 0.20 | 0.25 | 0.44 | 0.34 | 0.41 | 0.28 | 0.38 | 0.47 | 0.35 | 0.30 | 0.37 | 0.28 | 0.45 | 0.37 | 0.36 | 0.42 | 0.32 | 0.39 | 0.64 | 0.48 | 0.31 | 0.33 | 0.43 | 0.34 | 1.00 | 0.51 | 0.60 | 0.48 | 0.67 | 0.53 | 0.38 | 0.53 | 0.36 | 0.39 | 0.46 | 0.45 | 0.53 | 0.39 | 0.45 | 0.42 | 0.46 | 0.52 | 0.50 | 0.48 | 0.49 | 0.65 |
| ANET | 0.66 | 0.18 | 0.14 | 0.21 | 0.14 | 0.21 | 0.22 | 0.25 | 0.41 | 0.37 | 0.47 | 0.29 | 0.45 | 0.43 | 0.33 | 0.28 | 0.36 | 0.31 | 0.54 | 0.44 | 0.32 | 0.42 | 0.31 | 0.38 | 0.49 | 0.47 | 0.34 | 0.47 | 0.40 | 0.34 | 0.51 | 1.00 | 0.49 | 0.54 | 0.55 | 0.67 | 0.35 | 0.55 | 0.38 | 0.41 | 0.48 | 0.39 | 0.60 | 0.40 | 0.39 | 0.41 | 0.40 | 0.51 | 0.52 | 0.45 | 0.45 | 0.68 |
| AAPL | 0.72 | 0.22 | 0.16 | 0.28 | 0.19 | 0.25 | 0.30 | 0.25 | 0.49 | 0.38 | 0.40 | 0.28 | 0.36 | 0.48 | 0.31 | 0.34 | 0.32 | 0.32 | 0.44 | 0.34 | 0.31 | 0.48 | 0.30 | 0.37 | 0.52 | 0.48 | 0.32 | 0.34 | 0.38 | 0.36 | 0.60 | 0.49 | 1.00 | 0.49 | 0.60 | 0.53 | 0.41 | 0.50 | 0.43 | 0.37 | 0.51 | 0.44 | 0.52 | 0.36 | 0.45 | 0.37 | 0.45 | 0.52 | 0.50 | 0.48 | 0.49 | 0.64 |
| FTNT | 0.62 | 0.23 | 0.16 | 0.24 | 0.16 | 0.28 | 0.26 | 0.20 | 0.40 | 0.40 | 0.46 | 0.28 | 0.47 | 0.48 | 0.33 | 0.35 | 0.30 | 0.34 | 0.63 | 0.39 | 0.31 | 0.40 | 0.29 | 0.39 | 0.45 | 0.48 | 0.31 | 0.39 | 0.37 | 0.31 | 0.48 | 0.54 | 0.49 | 1.00 | 0.50 | 0.52 | 0.41 | 0.56 | 0.41 | 0.35 | 0.56 | 0.47 | 0.64 | 0.36 | 0.39 | 0.38 | 0.42 | 0.56 | 0.54 | 0.49 | 0.48 | 0.67 |
| AMZN | 0.70 | 0.14 | 0.10 | 0.27 | 0.07 | 0.20 | 0.17 | 0.22 | 0.48 | 0.40 | 0.50 | 0.29 | 0.43 | 0.56 | 0.30 | 0.26 | 0.37 | 0.22 | 0.50 | 0.45 | 0.33 | 0.46 | 0.29 | 0.40 | 0.63 | 0.50 | 0.28 | 0.33 | 0.44 | 0.35 | 0.67 | 0.55 | 0.60 | 0.50 | 1.00 | 0.56 | 0.31 | 0.60 | 0.37 | 0.39 | 0.51 | 0.41 | 0.64 | 0.40 | 0.40 | 0.39 | 0.42 | 0.54 | 0.52 | 0.46 | 0.47 | 0.67 |
| AVGO | 0.72 | 0.20 | 0.13 | 0.21 | 0.14 | 0.20 | 0.21 | 0.26 | 0.47 | 0.36 | 0.46 | 0.28 | 0.46 | 0.48 | 0.31 | 0.26 | 0.39 | 0.27 | 0.48 | 0.44 | 0.36 | 0.45 | 0.34 | 0.40 | 0.55 | 0.47 | 0.36 | 0.47 | 0.44 | 0.35 | 0.53 | 0.67 | 0.53 | 0.52 | 0.56 | 1.00 | 0.37 | 0.54 | 0.36 | 0.42 | 0.47 | 0.39 | 0.57 | 0.43 | 0.39 | 0.41 | 0.42 | 0.53 | 0.51 | 0.47 | 0.49 | 0.68 |
| ADP | 0.61 | 0.39 | 0.41 | 0.33 | 0.44 | 0.41 | 0.53 | 0.42 | 0.26 | 0.38 | 0.25 | 0.37 | 0.28 | 0.28 | 0.41 | 0.48 | 0.30 | 0.56 | 0.34 | 0.29 | 0.35 | 0.46 | 0.41 | 0.38 | 0.31 | 0.38 | 0.50 | 0.40 | 0.36 | 0.45 | 0.38 | 0.35 | 0.41 | 0.41 | 0.31 | 0.37 | 1.00 | 0.38 | 0.64 | 0.41 | 0.49 | 0.53 | 0.37 | 0.41 | 0.52 | 0.44 | 0.54 | 0.45 | 0.48 | 0.49 | 0.51 | 0.61 |
| CRM | 0.65 | 0.15 | 0.12 | 0.21 | 0.13 | 0.21 | 0.21 | 0.22 | 0.44 | 0.39 | 0.51 | 0.31 | 0.47 | 0.53 | 0.36 | 0.31 | 0.37 | 0.29 | 0.54 | 0.41 | 0.33 | 0.40 | 0.29 | 0.40 | 0.54 | 0.52 | 0.33 | 0.36 | 0.43 | 0.34 | 0.53 | 0.55 | 0.50 | 0.56 | 0.60 | 0.54 | 0.38 | 1.00 | 0.42 | 0.37 | 0.59 | 0.48 | 0.72 | 0.38 | 0.44 | 0.41 | 0.46 | 0.53 | 0.51 | 0.46 | 0.49 | 0.69 |
| BR | 0.62 | 0.38 | 0.32 | 0.36 | 0.39 | 0.40 | 0.51 | 0.43 | 0.28 | 0.45 | 0.27 | 0.36 | 0.32 | 0.31 | 0.43 | 0.47 | 0.26 | 0.52 | 0.37 | 0.31 | 0.35 | 0.44 | 0.38 | 0.35 | 0.35 | 0.39 | 0.48 | 0.41 | 0.35 | 0.43 | 0.36 | 0.38 | 0.43 | 0.41 | 0.37 | 0.36 | 0.64 | 0.42 | 1.00 | 0.38 | 0.54 | 0.55 | 0.43 | 0.38 | 0.51 | 0.44 | 0.52 | 0.48 | 0.51 | 0.53 | 0.54 | 0.61 |
| MAR | 0.61 | 0.23 | 0.30 | 0.20 | 0.36 | 0.26 | 0.24 | 0.44 | 0.35 | 0.22 | 0.34 | 0.53 | 0.38 | 0.29 | 0.41 | 0.36 | 0.61 | 0.35 | 0.34 | 0.42 | 0.54 | 0.30 | 0.53 | 0.54 | 0.37 | 0.38 | 0.46 | 0.49 | 0.65 | 0.49 | 0.39 | 0.41 | 0.37 | 0.35 | 0.39 | 0.42 | 0.41 | 0.37 | 0.38 | 1.00 | 0.37 | 0.37 | 0.37 | 0.89 | 0.47 | 0.61 | 0.50 | 0.40 | 0.45 | 0.46 | 0.50 | 0.67 |
| TYL | 0.63 | 0.25 | 0.19 | 0.26 | 0.18 | 0.29 | 0.32 | 0.27 | 0.39 | 0.46 | 0.48 | 0.30 | 0.47 | 0.47 | 0.36 | 0.40 | 0.32 | 0.40 | 0.51 | 0.39 | 0.27 | 0.44 | 0.25 | 0.40 | 0.46 | 0.51 | 0.35 | 0.38 | 0.37 | 0.37 | 0.46 | 0.48 | 0.51 | 0.56 | 0.51 | 0.47 | 0.49 | 0.59 | 0.54 | 0.37 | 1.00 | 0.50 | 0.63 | 0.38 | 0.43 | 0.36 | 0.44 | 0.54 | 0.56 | 0.53 | 0.48 | 0.68 |
| NDAQ | 0.63 | 0.31 | 0.30 | 0.34 | 0.32 | 0.33 | 0.44 | 0.36 | 0.36 | 0.47 | 0.34 | 0.35 | 0.37 | 0.37 | 0.39 | 0.44 | 0.31 | 0.46 | 0.38 | 0.36 | 0.39 | 0.44 | 0.41 | 0.36 | 0.39 | 0.43 | 0.46 | 0.42 | 0.36 | 0.41 | 0.45 | 0.39 | 0.44 | 0.47 | 0.41 | 0.39 | 0.53 | 0.48 | 0.55 | 0.37 | 0.50 | 1.00 | 0.48 | 0.39 | 0.45 | 0.44 | 0.48 | 0.50 | 0.50 | 0.51 | 0.60 | 0.65 |
| NOW | 0.65 | 0.16 | 0.09 | 0.19 | 0.08 | 0.20 | 0.20 | 0.20 | 0.44 | 0.45 | 0.53 | 0.27 | 0.51 | 0.58 | 0.35 | 0.31 | 0.34 | 0.29 | 0.62 | 0.44 | 0.31 | 0.42 | 0.22 | 0.41 | 0.54 | 0.59 | 0.30 | 0.38 | 0.39 | 0.33 | 0.53 | 0.60 | 0.52 | 0.64 | 0.64 | 0.57 | 0.37 | 0.72 | 0.43 | 0.37 | 0.63 | 0.48 | 1.00 | 0.38 | 0.41 | 0.37 | 0.45 | 0.58 | 0.55 | 0.49 | 0.46 | 0.70 |
| HLT | 0.61 | 0.26 | 0.31 | 0.19 | 0.36 | 0.29 | 0.27 | 0.43 | 0.36 | 0.22 | 0.35 | 0.52 | 0.39 | 0.30 | 0.40 | 0.34 | 0.61 | 0.34 | 0.34 | 0.44 | 0.54 | 0.30 | 0.54 | 0.55 | 0.38 | 0.39 | 0.46 | 0.48 | 0.65 | 0.51 | 0.39 | 0.40 | 0.36 | 0.36 | 0.40 | 0.43 | 0.41 | 0.38 | 0.38 | 0.89 | 0.38 | 0.39 | 0.38 | 1.00 | 0.47 | 0.62 | 0.51 | 0.40 | 0.47 | 0.47 | 0.50 | 0.67 |
| V | 0.63 | 0.32 | 0.32 | 0.30 | 0.39 | 0.35 | 0.39 | 0.31 | 0.30 | 0.34 | 0.30 | 0.39 | 0.29 | 0.38 | 0.46 | 0.44 | 0.34 | 0.47 | 0.35 | 0.37 | 0.43 | 0.41 | 0.45 | 0.38 | 0.41 | 0.42 | 0.43 | 0.36 | 0.47 | 0.47 | 0.45 | 0.39 | 0.45 | 0.39 | 0.40 | 0.39 | 0.52 | 0.44 | 0.51 | 0.47 | 0.43 | 0.45 | 0.41 | 0.47 | 1.00 | 0.56 | 0.86 | 0.48 | 0.50 | 0.48 | 0.52 | 0.64 |
| AXP | 0.66 | 0.25 | 0.41 | 0.24 | 0.43 | 0.25 | 0.30 | 0.44 | 0.36 | 0.30 | 0.35 | 0.49 | 0.32 | 0.31 | 0.44 | 0.42 | 0.54 | 0.39 | 0.34 | 0.41 | 0.75 | 0.32 | 0.69 | 0.53 | 0.38 | 0.40 | 0.52 | 0.48 | 0.53 | 0.46 | 0.42 | 0.41 | 0.37 | 0.38 | 0.39 | 0.41 | 0.44 | 0.41 | 0.44 | 0.61 | 0.36 | 0.44 | 0.37 | 0.62 | 0.56 | 1.00 | 0.58 | 0.41 | 0.44 | 0.51 | 0.61 | 0.69 |
| MA | 0.65 | 0.31 | 0.32 | 0.30 | 0.37 | 0.34 | 0.38 | 0.35 | 0.33 | 0.36 | 0.31 | 0.41 | 0.32 | 0.39 | 0.46 | 0.44 | 0.40 | 0.47 | 0.36 | 0.39 | 0.45 | 0.42 | 0.46 | 0.42 | 0.42 | 0.43 | 0.46 | 0.37 | 0.51 | 0.49 | 0.46 | 0.40 | 0.45 | 0.42 | 0.42 | 0.42 | 0.54 | 0.46 | 0.52 | 0.50 | 0.44 | 0.48 | 0.45 | 0.51 | 0.86 | 0.58 | 1.00 | 0.52 | 0.51 | 0.48 | 0.54 | 0.67 |
| ISRG | 0.71 | 0.22 | 0.19 | 0.31 | 0.21 | 0.27 | 0.36 | 0.29 | 0.40 | 0.50 | 0.43 | 0.31 | 0.45 | 0.51 | 0.57 | 0.38 | 0.37 | 0.40 | 0.47 | 0.39 | 0.32 | 0.51 | 0.33 | 0.42 | 0.52 | 0.45 | 0.39 | 0.43 | 0.44 | 0.41 | 0.52 | 0.51 | 0.52 | 0.56 | 0.54 | 0.53 | 0.45 | 0.53 | 0.48 | 0.40 | 0.54 | 0.50 | 0.58 | 0.40 | 0.48 | 0.41 | 0.52 | 1.00 | 0.56 | 0.52 | 0.52 | 0.70 |
| CPRT | 0.67 | 0.36 | 0.25 | 0.30 | 0.27 | 0.41 | 0.37 | 0.34 | 0.40 | 0.43 | 0.44 | 0.39 | 0.46 | 0.46 | 0.36 | 0.40 | 0.38 | 0.42 | 0.49 | 0.51 | 0.38 | 0.50 | 0.37 | 0.43 | 0.46 | 0.46 | 0.44 | 0.47 | 0.45 | 0.46 | 0.50 | 0.52 | 0.50 | 0.54 | 0.52 | 0.51 | 0.48 | 0.51 | 0.51 | 0.45 | 0.56 | 0.50 | 0.55 | 0.47 | 0.50 | 0.44 | 0.51 | 0.56 | 1.00 | 0.57 | 0.54 | 0.72 |
| GRMN | 0.70 | 0.31 | 0.33 | 0.30 | 0.34 | 0.34 | 0.39 | 0.47 | 0.38 | 0.43 | 0.40 | 0.43 | 0.43 | 0.40 | 0.40 | 0.45 | 0.42 | 0.42 | 0.40 | 0.47 | 0.49 | 0.42 | 0.48 | 0.45 | 0.45 | 0.43 | 0.52 | 0.51 | 0.40 | 0.48 | 0.48 | 0.45 | 0.48 | 0.49 | 0.46 | 0.47 | 0.49 | 0.46 | 0.53 | 0.46 | 0.53 | 0.51 | 0.49 | 0.47 | 0.48 | 0.51 | 0.48 | 0.52 | 0.57 | 1.00 | 0.60 | 0.72 |
| BLK | 0.74 | 0.30 | 0.36 | 0.33 | 0.35 | 0.33 | 0.36 | 0.46 | 0.39 | 0.42 | 0.39 | 0.42 | 0.39 | 0.40 | 0.38 | 0.46 | 0.46 | 0.42 | 0.36 | 0.45 | 0.56 | 0.44 | 0.61 | 0.46 | 0.45 | 0.43 | 0.52 | 0.50 | 0.47 | 0.47 | 0.49 | 0.45 | 0.49 | 0.48 | 0.47 | 0.49 | 0.51 | 0.49 | 0.54 | 0.50 | 0.48 | 0.60 | 0.46 | 0.50 | 0.52 | 0.61 | 0.54 | 0.52 | 0.54 | 0.60 | 1.00 | 0.73 |
| Portfolio | 0.93 | 0.36 | 0.37 | 0.39 | 0.38 | 0.40 | 0.41 | 0.48 | 0.59 | 0.52 | 0.63 | 0.53 | 0.60 | 0.58 | 0.53 | 0.53 | 0.59 | 0.52 | 0.63 | 0.62 | 0.59 | 0.58 | 0.58 | 0.62 | 0.63 | 0.63 | 0.60 | 0.65 | 0.64 | 0.59 | 0.65 | 0.68 | 0.64 | 0.67 | 0.67 | 0.68 | 0.61 | 0.69 | 0.61 | 0.67 | 0.68 | 0.65 | 0.70 | 0.67 | 0.64 | 0.69 | 0.67 | 0.70 | 0.72 | 0.72 | 0.73 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 1, 2020