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NVSek-2yrTopPerf-Stks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

NVSek-2yrTopPerf-Stks

Last updated Jan 4, 2025

Asset Allocation

PLTR 2.9%FICO 2.9%GWRE 2.9%SMCI 2.9%VST 2.9%META 2.85%SPOT 2.85%DASH 2.85%CVNA 2.85%MMYT 2.85%RCL 2.85%TOL 2.85%SFM 2.85%YPF 2.85%COIN 2.85%HOOD 2.85%SOFI 2.85%SMMT 2.85%INSM 2.85%NTRA 2.85%FTAI 2.85%RKLB 2.85%VRT 2.85%AXON 2.85%EME 2.85%FIX 2.85%GE 2.85%XPO 2.85%AFRM 2.85%APP 2.85%AUR 2.85%DUOL 2.85%IOT 2.85%MSTR 2.85%NVDA 2.85%EquityEquity
PositionCategory/SectorTarget Weight
AFRM
Affirm Holdings, Inc.		Technology
2.85%
APP
AppLovin Corporation		Technology
2.85%
AUR
Aurora Innovation, Inc.		Technology
2.85%
AXON
Axon Enterprise, Inc.		Industrials
2.85%
COIN
Coinbase Global, Inc.		Technology
2.85%
CVNA
Carvana Co.		Consumer Cyclical
2.85%
DASH
DoorDash, Inc.		Communication Services
2.85%
DUOL
Duolingo, Inc.		Technology
2.85%
EME
EMCOR Group, Inc.		Industrials
2.85%
FICO
Fair Isaac Corporation		Technology
2.90%
FIX
Comfort Systems USA, Inc.		Industrials
2.85%
FTAI
Fortress Transportation and Infrastructure Investors LLC		Industrials
2.85%
GE
General Electric Company		Industrials
2.85%
GWRE
Guidewire Software, Inc.		Technology
2.90%
HOOD
Robinhood Markets, Inc.		Technology
2.85%
INSM
Insmed Incorporated		Healthcare
2.85%
IOT
Samsara Inc.		Technology
2.85%
META
Meta Platforms, Inc.		Communication Services
2.85%
MMYT
MakeMyTrip Limited		Consumer Cyclical
2.85%
MSTR
MicroStrategy Incorporated		Technology
2.85%
NTRA
2.85%
NVDA
2.85%
PLTR
2.90%
RCL
2.85%
RKLB
2.85%
SFM
2.85%
SMCI
2.90%
SMMT
2.85%
SOFI
2.85%
SPOT
2.85%
TOL
2.85%
VRT
2.85%
VST
2.90%
XPO
2.85%
YPF
2.85%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NVSek-2yrTopPerf-Stks, 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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
35.62%
6.74%
NVSek-2yrTopPerf-Stks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 15, 2021, corresponding to the inception date of IOT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.03%-2.37%6.74%26.74%12.96%11.51%
NVSek-2yrTopPerf-Stks6.08%-5.29%35.62%142.29%N/AN/A
Portfolio components:
META
Meta Platforms, Inc.		3.27%-0.63%12.18%72.45%23.85%23.12%
SPOT
4.32%-5.43%47.29%141.16%N/AN/A
DASH
DoorDash, Inc.		4.30%-0.53%57.68%84.54%N/AN/A
CVNA
Carvana Co.		-12.88%-30.72%38.35%277.98%13.84%N/A
MMYT
MakeMyTrip Limited		4.35%0.72%36.31%161.05%38.64%16.50%
RCL
-0.76%-8.63%46.71%87.53%N/AN/A
TOL
0.22%-18.11%15.82%27.44%N/AN/A
SFM
5.97%-11.25%63.19%173.68%N/AN/A
YPF
3.65%14.56%119.42%163.83%N/AN/A
COIN
Coinbase Global, Inc.		9.00%-15.57%21.00%75.77%N/AN/A
HOOD
Robinhood Markets, Inc.		10.98%6.24%82.32%247.77%N/AN/A
SOFI
-3.64%-5.18%129.37%80.54%N/AN/A
SMMT
2.21%4.11%151.93%615.29%N/AN/A
INSM
Insmed Incorporated		1.19%-7.26%-0.20%138.02%24.15%16.43%
NTRA
5.87%-0.84%48.66%169.32%N/AN/A
FTAI
Fortress Transportation and Infrastructure Investors LLC		5.10%-4.40%43.89%233.65%63.65%N/A
RKLB
12.84%20.15%488.93%432.22%N/AN/A
VRT
10.62%-6.62%37.01%171.69%N/AN/A
AXON
Axon Enterprise, Inc.		1.13%-12.86%101.44%146.12%52.16%37.21%
EME
EMCOR Group, Inc.		4.35%-7.76%30.81%123.56%41.11%28.06%
FIX
Comfort Systems USA, Inc.		5.78%-9.77%48.63%129.76%56.65%40.41%
GE
General Electric Company		3.10%-0.39%7.66%71.74%24.17%5.68%
XPO
5.57%-7.93%29.94%68.30%N/AN/A
AFRM
Affirm Holdings, Inc.		9.20%-2.71%132.92%54.62%N/AN/A
APP
AppLovin Corporation		8.28%-7.50%303.97%820.10%N/AN/A
AUR
Aurora Innovation, Inc.		8.25%-1.45%132.76%107.29%N/AN/A
DUOL
Duolingo, Inc.		4.88%-8.84%76.11%66.59%N/AN/A
IOT
Samsara Inc.		5.08%-16.72%24.99%50.52%N/AN/A
MSTR
MicroStrategy Incorporated		17.28%-12.10%165.00%438.22%88.47%35.99%
NVDA
7.58%-0.41%14.83%194.34%N/AN/A
PLTR
5.63%11.16%193.39%399.94%N/AN/A
FICO
Fair Isaac Corporation		-1.24%-16.94%26.73%76.27%38.85%39.70%
GWRE
Guidewire Software, Inc.		2.21%-16.59%23.65%63.96%9.35%13.60%
SMCI
9.35%-18.98%-60.63%14.09%N/AN/A
VST
17.76%1.08%82.42%324.98%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of NVSek-2yrTopPerf-Stks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202412.54%30.01%12.08%-5.48%7.60%2.20%0.37%-0.72%9.84%2.79%26.91%-9.04%121.37%
202314.65%3.05%5.59%0.69%15.53%13.92%11.35%-0.47%-3.81%-4.62%18.27%9.86%118.41%
2022-15.49%-4.99%0.17%-16.46%-3.77%-13.76%18.04%0.52%-8.66%10.77%6.38%-1.75%-30.04%
20210.02%0.02%

Expense Ratio

NVSek-2yrTopPerf-Stks has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, NVSek-2yrTopPerf-Stks is among the top 2% 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 NVSek-2yrTopPerf-Stks is 9898
Overall Rank
The Sharpe Ratio Rank of NVSek-2yrTopPerf-Stks is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NVSek-2yrTopPerf-Stks is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NVSek-2yrTopPerf-Stks is 9797
Omega Ratio Rank
The Calmar Ratio Rank of NVSek-2yrTopPerf-Stks is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NVSek-2yrTopPerf-Stks is 9898
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 NVSek-2yrTopPerf-Stks, currently valued at 3.94, compared to the broader market-1.000.001.002.003.004.005.003.942.08
The chart of Sortino ratio for NVSek-2yrTopPerf-Stks, currently valued at 4.24, compared to the broader market0.002.004.006.004.242.78
The chart of Omega ratio for NVSek-2yrTopPerf-Stks, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.801.551.38
The chart of Calmar ratio for NVSek-2yrTopPerf-Stks, currently valued at 8.98, compared to the broader market0.002.004.006.008.0010.008.983.10
The chart of Martin ratio for NVSek-2yrTopPerf-Stks, currently valued at 28.48, compared to the broader market0.0010.0020.0030.0040.0028.4813.27
NVSek-2yrTopPerf-Stks
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
META
Meta Platforms, Inc.		2.092.971.414.1412.57
SPOT
4.115.081.647.0235.73
DASH
DoorDash, Inc.		2.543.091.412.177.34
CVNA
Carvana Co.		3.574.211.513.3730.95
MMYT
MakeMyTrip Limited		2.993.191.437.2621.11
RCL
2.903.491.474.9618.81
TOL
0.801.291.161.083.21
SFM
5.456.861.9210.2243.13
YPF
3.713.891.496.2217.49
COIN
Coinbase Global, Inc.		0.901.821.201.343.50
HOOD
Robinhood Markets, Inc.		4.103.811.515.4723.53
SOFI
1.402.041.261.304.49
SMMT
1.935.331.7010.3122.00
INSM
Insmed Incorporated		1.145.231.614.6816.29
NTRA
4.074.641.604.8739.17
FTAI
Fortress Transportation and Infrastructure Investors LLC		5.324.811.668.7734.16
RKLB
6.104.961.626.4327.25
VRT
3.143.211.424.8013.10
AXON
Axon Enterprise, Inc.		3.195.841.739.1123.18
EME
EMCOR Group, Inc.		3.964.181.628.6023.13
FIX
Comfort Systems USA, Inc.		2.903.161.448.1719.45
GE
General Electric Company		2.462.971.434.2413.94
XPO
1.552.411.293.176.07
AFRM
Affirm Holdings, Inc.		0.681.571.180.681.95
APP
AppLovin Corporation		10.427.522.0013.58112.08
AUR
Aurora Innovation, Inc.		1.162.111.241.285.48
DUOL
Duolingo, Inc.		1.231.901.251.794.22
IOT
Samsara Inc.		1.031.641.201.554.32
MSTR
MicroStrategy Incorporated		3.973.581.419.4419.81
NVDA
3.883.901.497.5323.10
PLTR
6.175.971.7815.7945.00
FICO
Fair Isaac Corporation		2.422.871.404.3012.52
GWRE
Guidewire Software, Inc.		1.902.771.443.4411.17
SMCI
0.161.161.150.220.40
VST
5.714.631.609.4524.34

The current NVSek-2yrTopPerf-Stks Sharpe ratio is 3.94. 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 1.44 to 2.22, 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 NVSek-2yrTopPerf-Stks 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
3.94
2.08
NVSek-2yrTopPerf-Stks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NVSek-2yrTopPerf-Stks provided a 0.11% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.11%0.12%0.19%0.37%0.27%0.35%0.44%0.58%0.45%0.94%0.35%0.26%
Portfolio components:
META
Meta Platforms, Inc.		0.33%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPOT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DASH
DoorDash, 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%
CVNA
Carvana Co.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMYT
MakeMyTrip Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RCL
0.41%0.41%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%1.33%
TOL
0.71%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%
SFM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YPF
0.00%0.00%0.00%0.00%0.00%0.00%1.19%0.60%0.49%0.92%0.89%0.55%
COIN
Coinbase Global, 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%
HOOD
Robinhood Markets, 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%
SOFI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMMT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INSM
Insmed Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NTRA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAI
Fortress Transportation and Infrastructure Investors LLC		0.79%0.83%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%
RKLB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRT
0.09%0.10%0.05%0.07%0.04%0.05%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%
EME
EMCOR Group, Inc.		0.20%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
FIX
Comfort Systems USA, Inc.		0.27%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
GE
General Electric Company		0.65%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
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%
AFRM
Affirm Holdings, 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%
APP
AppLovin 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%
AUR
Aurora Innovation, 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%
DUOL
Duolingo, 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%
IOT
Samsara 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%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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%
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%
GWRE
Guidewire Software, 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%
SMCI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VST
0.54%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%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.

-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.52%
-2.43%
NVSek-2yrTopPerf-Stks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NVSek-2yrTopPerf-Stks. 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 NVSek-2yrTopPerf-Stks was 46.67%, occurring on Jun 16, 2022. Recovery took 238 trading sessions.

The current NVSek-2yrTopPerf-Stks drawdown is 6.52%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.67%Dec 28, 2021119Jun 16, 2022238May 30, 2023357
-16.17%Jul 17, 202416Aug 7, 202426Sep 13, 202442
-15.47%Mar 14, 202426Apr 19, 202418May 15, 202444
-11.88%Dec 9, 202416Dec 31, 2024———
-10.66%Aug 8, 202357Oct 26, 202313Nov 14, 202370

Volatility

Volatility Chart

The current NVSek-2yrTopPerf-Stks volatility is 10.03%, 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%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
10.03%
4.36%
NVSek-2yrTopPerf-Stks
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.
SMMTSFMYPFVSTSMCIINSMMMYTFTAIAURGEEMENTRADUOLFICORCLXPOFIXSPOTRKLBIOTTOLMSTRCVNAMETAAXONNVDAVRTCOINDASHSOFIHOODGWREAPPPLTRAFRM
SMMT1.000.070.060.080.090.250.150.120.220.120.130.210.120.090.130.110.140.160.190.150.180.180.180.140.110.150.100.180.180.170.210.180.180.170.20
SFM0.071.000.050.210.130.160.150.220.100.230.340.170.160.260.200.230.280.130.120.150.180.200.190.190.220.180.240.160.150.160.160.190.170.150.19
YPF0.060.051.000.250.240.170.220.230.200.290.280.140.170.190.260.220.290.170.210.140.250.190.130.180.200.240.240.190.130.210.220.150.190.200.21
VST0.080.210.251.000.270.280.320.370.240.350.460.310.240.270.300.310.430.270.310.230.320.280.220.300.300.340.420.300.280.270.250.300.320.280.28
SMCI0.090.130.240.271.000.180.250.300.240.380.380.230.270.340.330.330.400.300.330.340.390.320.270.360.300.500.430.330.310.280.300.370.350.360.28
INSM0.250.160.170.280.181.000.290.310.400.280.270.450.340.330.330.280.270.330.430.330.310.350.360.360.360.310.340.380.360.400.390.360.400.380.44
MMYT0.150.150.220.320.250.291.000.360.310.370.380.350.340.350.380.380.380.360.370.350.370.370.370.380.360.400.420.390.420.370.390.360.390.390.40
FTAI0.120.220.230.370.300.310.361.000.350.420.430.360.310.390.380.420.490.310.430.360.430.350.320.330.370.390.430.340.340.350.330.370.370.360.36
AUR0.220.100.200.240.240.400.310.351.000.320.280.390.380.280.380.330.320.380.490.420.400.430.490.370.380.350.380.440.480.520.510.450.450.470.53
GE0.120.230.290.350.380.280.370.420.321.000.510.340.340.370.470.470.490.370.370.330.450.360.330.430.440.460.500.340.370.340.360.390.400.400.40
EME0.130.340.280.460.380.270.380.430.280.511.000.330.300.410.370.440.750.300.340.310.510.340.340.370.430.430.550.340.320.330.350.370.360.360.37
NTRA0.210.170.140.310.230.450.350.360.390.340.331.000.410.390.350.390.360.440.400.400.380.390.420.410.430.410.430.420.460.430.470.430.460.440.50
DUOL0.120.160.170.240.270.340.340.310.380.340.300.411.000.390.360.340.330.470.420.480.350.400.440.430.430.430.400.430.510.480.440.470.480.560.51
FICO0.090.260.190.270.340.330.350.390.280.370.410.390.391.000.410.440.440.410.380.450.440.370.400.450.500.500.470.380.450.380.340.510.460.480.46
RCL0.130.200.260.300.330.330.380.380.380.470.370.350.360.411.000.440.390.380.430.400.410.440.450.390.430.480.480.440.480.500.460.420.420.470.50
XPO0.110.230.220.310.330.280.380.420.330.470.440.390.340.440.441.000.470.430.360.400.500.360.400.460.450.490.500.440.470.440.430.440.420.430.47
FIX0.140.280.290.430.400.270.380.490.320.490.750.360.330.440.390.471.000.310.390.360.530.390.330.400.440.440.590.370.340.370.380.390.420.400.40
SPOT0.160.130.170.270.300.330.360.310.380.370.300.440.470.410.380.430.311.000.370.460.380.430.420.590.470.530.440.470.600.460.510.520.560.540.50
RKLB0.190.120.210.310.330.430.370.430.490.370.340.400.420.380.430.360.390.371.000.460.430.470.470.360.420.400.400.500.440.550.520.460.460.550.58
IOT0.150.150.140.230.340.330.350.360.420.330.310.400.480.450.400.400.360.460.461.000.430.410.470.400.470.490.430.480.510.510.490.600.520.570.55
TOL0.180.180.250.320.390.310.370.430.400.450.510.380.350.440.410.500.530.380.430.431.000.420.410.440.450.450.460.430.440.490.450.480.430.460.50
MSTR0.180.200.190.280.320.350.370.350.430.360.340.390.400.370.440.360.390.430.470.410.421.000.460.430.420.490.440.760.490.510.590.460.490.510.55
CVNA0.180.190.130.220.270.360.370.320.490.330.340.420.440.400.450.400.330.420.470.470.410.461.000.450.430.410.430.520.520.590.560.500.540.590.64
META0.140.190.180.300.360.360.380.330.370.430.370.410.430.450.390.460.400.590.360.400.440.430.451.000.450.600.500.450.530.450.430.540.570.520.46
AXON0.110.220.200.300.300.360.360.370.380.440.430.430.430.500.430.450.440.470.420.470.450.420.430.451.000.460.510.450.490.480.460.530.490.550.52
NVDA0.150.180.240.340.500.310.400.390.350.460.430.410.430.500.480.490.440.530.400.490.450.490.410.600.461.000.610.500.550.420.460.520.550.560.47
VRT0.100.240.240.420.430.340.420.430.380.500.550.430.400.470.480.500.590.440.400.430.460.440.430.500.510.611.000.470.490.450.470.480.520.500.50
COIN0.180.160.190.300.330.380.390.340.440.340.340.420.430.380.440.440.370.470.500.480.430.760.520.450.450.500.471.000.510.600.690.510.560.580.65
DASH0.180.150.130.280.310.360.420.340.480.370.320.460.510.450.480.470.340.600.440.510.440.490.520.530.490.550.490.511.000.550.540.550.570.620.59
SOFI0.170.160.210.270.280.400.370.350.520.340.330.430.480.380.500.440.370.460.550.510.490.510.590.450.480.420.450.600.551.000.660.520.540.630.72
HOOD0.210.160.220.250.300.390.390.330.510.360.350.470.440.340.460.430.380.510.520.490.450.590.560.430.460.460.470.690.540.661.000.510.570.590.67
GWRE0.180.190.150.300.370.360.360.370.450.390.370.430.470.510.420.440.390.520.460.600.480.460.500.540.530.520.480.510.550.520.511.000.580.640.59
APP0.180.170.190.320.350.400.390.370.450.400.360.460.480.460.420.420.420.560.460.520.430.490.540.570.490.550.520.560.570.540.570.581.000.650.60
PLTR0.170.150.200.280.360.380.390.360.470.400.360.440.560.480.470.430.400.540.550.570.460.510.590.520.550.560.500.580.620.630.590.640.651.000.67
AFRM0.200.190.210.280.280.440.400.360.530.400.370.500.510.460.500.470.400.500.580.550.500.550.640.460.520.470.500.650.590.720.670.590.600.671.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2021
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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

AlphaBeta

Lazy PortfoliosUser Portfolios

ETF ScreenerFund ScreenerStock Screener

Discussions
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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