PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
DEFENSIVE PORTFOLIO VERSION 3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

DEFENSIVE PORTFOLIO VERSION 3

Last updated Sep 18, 2024

Asset Allocation

NVDY 2.5%FBY 2.5%HYGW 20%FFRHX 18.75%SPYI 10%SVOL 6.75%NVDA 5%META 5%NHI 3.85%SGOV 3.3%LDOS 3%THC 2.25%VRT 2%ABBV 1.09%LMT 1.07%BTI 1%RYCEY 1%MO 1%COKE 1%BSX 1%PGR 1%TSM 1%T 1%TXRH 1%AlternativesAlternativesBondBondEquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.		Healthcare
1.09%
ACIW
ACI Worldwide, Inc.		Technology
0.84%
ANF
Abercrombie & Fitch Co.		Consumer Cyclical
0.25%
BSX
Boston Scientific Corporation		Healthcare
1%
BTI
British American Tobacco p.l.c.		Consumer Defensive
1%
CACI
CACI International Inc		Technology
0.25%
CL
Colgate-Palmolive Company		Consumer Defensive
0.25%
COKE
Coca-Cola Consolidated, Inc.		Consumer Defensive
1%
FBY
YieldMax META Option Income ETF		Derivative Income
2.50%
FFRHX
Fidelity Floating Rate High Income Fund		High Yield Bonds
18.75%
HIG
The Hartford Financial Services Group, Inc.		Financial Services
0.75%
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		High Yield Bonds
20%
KKR
KKR & Co. Inc.		Financial Services
0.85%
LDOS
Leidos Holdings, Inc.		Technology
3%
LMT
Lockheed Martin Corporation		Industrials
1.07%
META
Meta Platforms, Inc.		Communication Services
5%
MO
Altria Group, Inc.		Consumer Defensive
1%
NHI
National Health Investors, Inc.		Real Estate
3.85%
NVDA
NVIDIA Corporation		Technology
5%
NVDY
YieldMax NVDA Option Income Strategy ETF		Options Trading
2.50%
PGR
1%
PHM
0.25%
RYCEY
1%
SGOV
3.30%
SPYI
10%
SVOL
6.75%
T
1%
THC
2.25%
TSM
1%
TXRH
1%
UHS
0.50%
VRT
2%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DEFENSIVE PORTFOLIO VERSION 3, 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 Quarterly

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
12.42%
7.85%
DEFENSIVE PORTFOLIO VERSION 3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 28, 2023, corresponding to the inception date of FBY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.13%1.45%8.81%26.52%13.43%10.88%
DEFENSIVE PORTFOLIO VERSION 329.95%1.10%12.42%39.87%N/AN/A
Portfolio components:
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		6.42%0.81%3.54%7.13%N/AN/A
SPYI
14.51%0.79%6.88%17.16%N/AN/A
SVOL
8.29%-0.41%5.11%12.69%N/AN/A
NVDA
NVIDIA Corporation		133.46%-11.08%27.93%165.68%92.64%74.16%
SGOV
3.85%0.42%2.66%5.44%N/AN/A
NVDY
YieldMax NVDA Option Income Strategy ETF		85.68%-4.89%21.15%107.30%N/AN/A
BTI
British American Tobacco p.l.c.		36.12%5.20%28.70%23.95%9.22%1.74%
RYCEY
71.16%0.62%24.66%134.42%N/AN/A
LMT
Lockheed Martin Corporation		27.58%2.11%30.34%36.92%10.53%15.22%
MO
Altria Group, Inc.		33.35%0.33%20.10%27.88%13.63%7.77%
COKE
Coca-Cola Consolidated, Inc.		38.62%-1.00%46.13%96.55%34.33%33.20%
BSX
Boston Scientific Corporation		42.74%4.88%22.36%55.61%13.94%20.91%
ABBV
AbbVie Inc.		28.37%-1.74%11.79%30.90%27.58%17.39%
PGR
62.26%8.05%25.00%81.53%N/AN/A
TSM
62.67%-4.26%23.21%92.77%N/AN/A
T
36.08%11.75%30.55%52.98%N/AN/A
META
Meta Platforms, Inc.		51.97%1.43%6.30%76.33%23.20%21.37%
FBY
YieldMax META Option Income ETF		29.41%3.31%4.16%54.73%N/AN/A
FFRHX
Fidelity Floating Rate High Income Fund		5.83%0.72%3.28%8.30%5.18%4.38%
NHI
National Health Investors, Inc.		56.06%13.88%42.86%78.21%7.07%9.75%
ACIW
ACI Worldwide, Inc.		60.07%2.36%52.35%107.81%8.81%10.13%
CACI
CACI International Inc		49.76%3.94%31.54%51.42%16.77%21.05%
THC
107.70%0.50%53.00%124.26%N/AN/A
UHS
52.85%2.18%29.37%82.58%N/AN/A
PHM
36.75%12.37%23.61%83.34%N/AN/A
KKR
KKR & Co. Inc.		55.23%6.48%30.21%103.26%36.42%22.32%
ANF
Abercrombie & Fitch Co.		52.36%-19.45%-0.47%165.74%54.10%15.69%
HIG
The Hartford Financial Services Group, Inc.		47.63%5.72%16.77%61.84%16.82%14.45%
TXRH
37.05%-1.13%7.99%68.33%N/AN/A
CL
Colgate-Palmolive Company		33.40%2.66%19.64%46.18%10.70%7.32%
LDOS
Leidos Holdings, Inc.		43.75%3.05%21.31%66.65%13.70%21.87%
VRT
81.90%10.69%12.20%129.68%N/AN/A

Monthly Returns

The table below presents the monthly returns of DEFENSIVE PORTFOLIO VERSION 3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.84%7.57%3.95%-1.04%5.21%2.19%1.34%3.65%29.95%
2023-0.05%1.45%-2.38%-0.79%6.09%3.55%7.90%

Expense Ratio

DEFENSIVE PORTFOLIO VERSION 3 features an expense ratio of 0.42%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF
Expense ratio chart for HYGW: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
NVDY
YieldMax NVDA Option Income Strategy ETF
Expense ratio chart for NVDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
FBY
YieldMax META Option Income ETF
Expense ratio chart for FBY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
FFRHX
Fidelity Floating Rate High Income Fund
Expense ratio chart for FFRHX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DEFENSIVE PORTFOLIO VERSION 3 is 99, placing it in the top 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DEFENSIVE PORTFOLIO VERSION 3 is 9999
DEFENSIVE PORTFOLIO VERSION 3
The Sharpe Ratio Rank of DEFENSIVE PORTFOLIO VERSION 3 is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of DEFENSIVE PORTFOLIO VERSION 3 is 9999Sortino Ratio Rank
The Omega Ratio Rank of DEFENSIVE PORTFOLIO VERSION 3 is 9999Omega Ratio Rank
The Calmar Ratio Rank of DEFENSIVE PORTFOLIO VERSION 3 is 9898Calmar Ratio Rank
The Martin Ratio Rank of DEFENSIVE PORTFOLIO VERSION 3 is 9999Martin 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.

DEFENSIVE PORTFOLIO VERSION 3
Sharpe ratio
The chart of Sharpe ratio for DEFENSIVE PORTFOLIO VERSION 3, currently valued at 4.50, compared to the broader market-1.000.001.002.003.004.004.50
Sortino ratio
The chart of Sortino ratio for DEFENSIVE PORTFOLIO VERSION 3, currently valued at 6.30, compared to the broader market-2.000.002.004.006.006.30
Omega ratio
The chart of Omega ratio for DEFENSIVE PORTFOLIO VERSION 3, currently valued at 1.91, compared to the broader market0.801.001.201.401.601.801.91
Calmar ratio
The chart of Calmar ratio for DEFENSIVE PORTFOLIO VERSION 3, currently valued at 8.73, compared to the broader market0.002.004.006.008.008.73
Martin ratio
The chart of Martin ratio for DEFENSIVE PORTFOLIO VERSION 3, currently valued at 40.22, compared to the broader market0.0010.0020.0030.0040.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.002.004.006.008.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0010.0020.0030.0011.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		2.523.451.572.1014.43
SPYI
2.142.851.442.6913.89
SVOL
1.141.531.281.259.11
NVDA
NVIDIA Corporation		3.463.631.476.5820.89
SGOV
21.56————
NVDY
YieldMax NVDA Option Income Strategy ETF		2.773.221.465.5018.25
BTI
British American Tobacco p.l.c.		1.261.711.261.946.17
RYCEY
4.354.791.609.3538.23
LMT
Lockheed Martin Corporation		2.454.221.543.4013.10
MO
Altria Group, Inc.		1.662.101.342.569.44
COKE
Coca-Cola Consolidated, Inc.		3.034.291.565.9616.24
BSX
Boston Scientific Corporation		2.863.621.534.8822.71
ABBV
AbbVie Inc.		1.672.171.312.225.61
PGR
3.835.171.7011.3533.98
TSM
2.653.281.434.3614.49
T
2.553.591.455.7615.91
META
Meta Platforms, Inc.		2.193.081.424.3313.12
FBY
YieldMax META Option Income ETF		2.102.671.403.7710.80
FFRHX
Fidelity Floating Rate High Income Fund		3.309.663.009.8843.16
NHI
National Health Investors, Inc.		3.644.771.596.7927.60
ACIW
ACI Worldwide, Inc.		3.514.671.575.5726.55
CACI
CACI International Inc		3.034.201.554.1518.81
THC
3.614.161.563.9817.10
UHS
3.334.341.575.3022.77
PHM
2.983.821.484.8417.73
KKR
KKR & Co. Inc.		3.344.051.546.6823.98
ANF
Abercrombie & Fitch Co.		3.073.241.455.0913.87
HIG
The Hartford Financial Services Group, Inc.		3.484.431.658.2726.93
TXRH
3.294.521.574.2830.40
CL
Colgate-Palmolive Company		3.354.611.624.2728.72
LDOS
Leidos Holdings, Inc.		3.765.621.787.7627.47
VRT
2.582.761.373.8110.82

Sharpe Ratio

The current DEFENSIVE PORTFOLIO VERSION 3 Sharpe ratio is 4.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.74 to 2.40, 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 DEFENSIVE PORTFOLIO VERSION 3 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
4.50
2.10
DEFENSIVE PORTFOLIO VERSION 3
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DEFENSIVE PORTFOLIO VERSION 3 granted a 10.44% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
DEFENSIVE PORTFOLIO VERSION 310.44%8.67%5.06%1.67%2.70%1.64%1.64%1.34%2.18%1.61%1.52%1.57%
Portfolio components:
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		13.25%15.98%8.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYI
11.72%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SVOL
16.27%16.36%18.21%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
SGOV
5.23%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDY
YieldMax NVDA Option Income Strategy ETF		77.36%22.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTI
British American Tobacco p.l.c.		7.58%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.77%4.21%4.55%4.04%
RYCEY
0.00%0.00%0.00%0.00%128.87%1.71%1.46%1.35%1.92%4.01%2.72%1.50%
LMT
Lockheed Martin Corporation		2.22%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
MO
Altria Group, Inc.		7.84%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
COKE
Coca-Cola Consolidated, Inc.		1.43%0.54%0.19%0.16%0.37%0.34%0.55%0.45%0.55%0.53%1.11%1.33%
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%
ABBV
AbbVie Inc.		3.17%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
PGR
0.45%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
TSM
1.31%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
T
5.10%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%
META
Meta Platforms, Inc.		0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBY
YieldMax META Option Income ETF		50.76%8.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFRHX
Fidelity Floating Rate High Income Fund		8.51%8.23%5.06%3.26%3.84%5.15%4.72%4.05%3.94%4.25%4.00%3.46%
NHI
National Health Investors, Inc.		4.25%6.45%6.89%6.62%6.38%5.15%5.30%5.04%4.85%5.59%4.40%5.56%
ACIW
ACI Worldwide, 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%
CACI
CACI International 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%
THC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UHS
0.34%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%0.25%
PHM
0.57%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
KKR
KKR & Co. Inc.		0.53%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%6.66%
ANF
Abercrombie & Fitch Co.		0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%2.79%2.43%
HIG
The Hartford Financial Services Group, Inc.		1.61%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%
TXRH
1.44%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
CL
Colgate-Palmolive Company		1.87%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
LDOS
Leidos Holdings, Inc.		0.98%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%7.91%
VRT
0.11%0.05%0.07%0.04%0.05%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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.34%
-0.58%
DEFENSIVE PORTFOLIO VERSION 3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DEFENSIVE PORTFOLIO VERSION 3. 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 DEFENSIVE PORTFOLIO VERSION 3 was 4.78%, occurring on Oct 27, 2023. Recovery took 10 trading sessions.

The current DEFENSIVE PORTFOLIO VERSION 3 drawdown is 0.34%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.78%Sep 5, 202340Oct 27, 202310Nov 10, 202350
-4.04%Jul 11, 202418Aug 5, 20246Aug 13, 202424
-3.74%Mar 25, 202420Apr 19, 202411May 6, 202431
-2.68%Aug 8, 20238Aug 17, 20238Aug 29, 202316
-2.49%Sep 3, 20244Sep 6, 20245Sep 13, 20249

Volatility

Volatility Chart

The current DEFENSIVE PORTFOLIO VERSION 3 volatility is 2.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.81%
4.08%
DEFENSIVE PORTFOLIO VERSION 3
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.
SGOVPGRFFRHXTLMTABBVCLCOKEMOHIGANFBSXBTINHITXRHLDOSRYCEYVRTACIWFBYTHCNVDYCACINVDAHYGWUHSMETATSMPHMSVOLKKRSPYI
SGOV1.00-0.040.000.060.010.080.08-0.050.08-0.030.030.050.160.09-0.040.060.010.020.09-0.00-0.000.100.060.080.150.020.000.120.090.040.040.07
PGR-0.041.000.090.020.200.190.260.180.150.43-0.060.120.110.140.110.110.10-0.020.060.09-0.01-0.040.13-0.060.040.060.08-0.07-0.040.010.020.05
FFRHX0.000.091.000.180.040.030.050.160.080.110.150.060.150.100.120.110.130.030.180.090.200.060.070.070.110.160.050.130.120.220.170.22
T0.060.020.181.000.180.270.190.080.290.23-0.080.160.310.170.030.05-0.02-0.070.14-0.070.12-0.150.10-0.160.190.18-0.06-0.140.170.090.040.09
LMT0.010.200.040.181.000.240.290.140.320.29-0.140.090.240.100.040.320.12-0.120.01-0.120.13-0.200.25-0.240.030.22-0.10-0.130.020.05-0.02-0.00
ABBV0.080.190.030.270.241.000.270.120.300.34-0.030.240.270.170.130.140.160.010.140.030.190.010.150.000.120.240.040.000.180.180.100.23
CL0.080.260.050.190.290.271.000.200.380.24-0.060.280.270.240.230.230.13-0.000.13-0.010.11-0.130.20-0.130.140.29-0.01-0.090.110.150.010.13
COKE-0.050.180.160.080.140.120.201.000.190.180.240.190.210.240.200.160.230.110.210.260.200.100.220.090.210.220.250.170.230.260.280.28
MO0.080.150.080.290.320.300.380.191.000.330.010.190.650.330.140.240.06-0.040.25-0.010.23-0.070.20-0.100.290.25-0.03-0.040.170.200.130.23
HIG-0.030.430.110.230.290.340.240.180.331.000.060.180.330.240.330.310.120.090.220.110.260.030.350.000.180.330.10-0.010.270.180.290.27
ANF0.03-0.060.15-0.08-0.14-0.03-0.060.240.010.061.000.120.070.160.280.180.260.420.220.230.240.430.200.420.170.200.250.350.320.320.310.41
BSX0.050.120.060.160.090.240.280.190.190.180.121.000.090.170.200.260.320.260.170.230.300.190.210.180.290.290.260.200.240.280.250.41
BTI0.160.110.150.310.240.270.270.210.650.330.070.091.000.360.230.260.10-0.010.340.160.260.060.250.020.300.280.130.100.300.340.250.29
NHI0.090.140.100.170.100.170.240.240.330.240.160.170.361.000.200.280.230.130.470.110.290.050.340.050.330.290.130.140.400.340.330.37
TXRH-0.040.110.120.030.040.130.230.200.140.330.280.200.230.201.000.250.330.330.260.280.290.240.320.200.250.280.280.260.380.250.280.41
LDOS0.060.110.110.050.320.140.230.160.240.310.180.260.260.280.251.000.290.240.320.130.370.160.580.150.170.380.160.200.370.320.340.36
RYCEY0.010.100.13-0.020.120.160.130.230.060.120.260.320.100.230.330.291.000.380.250.320.190.290.260.310.370.230.350.400.370.420.410.46
VRT0.02-0.020.03-0.07-0.120.01-0.000.11-0.040.090.420.26-0.010.130.330.240.381.000.160.440.300.560.240.590.240.270.480.530.360.400.440.56
ACIW0.090.060.180.140.010.140.130.210.250.220.220.170.340.470.260.320.250.161.000.240.350.130.440.150.370.370.270.240.450.370.420.47
FBY-0.000.090.09-0.07-0.120.03-0.010.26-0.010.110.230.230.160.110.280.130.320.440.241.000.260.480.160.490.310.170.920.460.300.360.450.57
THC-0.00-0.010.200.120.130.190.110.200.230.260.240.300.260.290.290.370.190.300.350.261.000.200.350.190.200.660.250.270.440.260.430.44
NVDY0.10-0.040.06-0.15-0.200.01-0.130.10-0.070.030.430.190.060.050.240.160.290.560.130.480.201.000.190.950.270.130.500.660.280.390.400.60
CACI0.060.130.070.100.250.150.200.220.200.350.200.210.250.340.320.580.260.240.440.160.350.191.000.170.300.390.200.230.420.290.410.41
NVDA0.08-0.060.07-0.16-0.240.00-0.130.09-0.100.000.420.180.020.050.200.150.310.590.150.490.190.950.171.000.270.150.520.670.280.410.410.63
HYGW0.150.040.110.190.030.120.140.210.290.180.170.290.300.330.250.170.370.240.370.310.200.270.300.271.000.280.330.400.440.490.410.51
UHS0.020.060.160.180.220.240.290.220.250.330.200.290.280.290.280.380.230.270.370.170.660.130.390.150.281.000.220.210.470.270.320.41
META0.000.080.05-0.06-0.100.04-0.010.25-0.030.100.250.260.130.130.280.160.350.480.270.920.250.500.200.520.330.221.000.510.340.360.490.63
TSM0.12-0.070.13-0.14-0.130.00-0.090.17-0.04-0.010.350.200.100.140.260.200.400.530.240.460.270.660.230.670.400.210.511.000.320.490.490.63
PHM0.09-0.040.120.170.020.180.110.230.170.270.320.240.300.400.380.370.370.360.450.300.440.280.420.280.440.470.340.321.000.380.520.51
SVOL0.040.010.220.090.050.180.150.260.200.180.320.280.340.340.250.320.420.400.370.360.260.390.290.410.490.270.360.490.381.000.490.68
KKR0.040.020.170.04-0.020.100.010.280.130.290.310.250.250.330.280.340.410.440.420.450.430.400.410.410.410.320.490.490.520.491.000.63
SPYI0.070.050.220.09-0.000.230.130.280.230.270.410.410.290.370.410.360.460.560.470.570.440.600.410.630.510.410.630.630.510.680.631.00
The correlation results are calculated based on daily price changes starting from Jul 31, 2023