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Risk-Adjusted Performance
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Master portfolio

Last updated Apr 21, 2025

Asset Allocation

MAGS 10%PTF 9%FNGS 9%SKYY 8%ESPO 7%FCLD 6%ARKK 6%NERD 5%AIRR 5%KCE 4%WUGI 4%FBCG 3%IAI 3%IETC 2%CHAT 2%QUBT 1.3%APP 1.3%QBTS 1.2%RCAT 1.2%RGTI 1.2%SOUN 1.2%RKLB 1.2%IONQ 1.2%SMR 1.2%MSTR 1.2%LUNR 1.2%SFM 1.2%NVDA 1.2%FDIG 1.2%EquityEquity
PositionCategory/SectorTarget Weight
AIRR
First Trust RBA American Industrial Renaissance ETF		Building & Construction
5%
APP
AppLovin Corporation		Technology
1.30%
ARKK
ARK Innovation ETF		Actively Managed, Innovation, Technology Equities
6%
CHAT
Roundhill Generative AI & Technology ETF		Technology Equities
2%
ESPO
VanEck Vectors Video Gaming and eSports ETF		Large Cap Growth Equities, Technology Equities, Gaming
7%
FBCG
Fidelity Blue Chip Growth ETF		Large Cap Growth Equities, Actively Managed
3%
FCLD
Fidelity Cloud Computing ETF		Technology Equities, Cloud Computing
6%
FDIG
Fidelity Crypto Industry and Digital Payments ETF		Blockchain, Technology Equities
1.20%
FNGS
MicroSectors FANG+ ETN		Large Cap Growth Equities
9%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		Financials Equities
3%
IETC
iShares Evolved U.S. Technology ETF		Technology Equities, Actively Managed
2%
IONQ
IonQ, Inc.		Technology
1.20%
KCE
SPDR S&P Capital Markets ETF		Financials Equities
4%
LUNR
Intuitive Machines Inc. 		Industrials
1.20%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
10%
MSTR
MicroStrategy Incorporated		Technology
1.20%
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF		Global Equities, Technology Equities, Gaming
5%
NVDA
NVIDIA Corporation		Technology
1.20%
PTF
Invesco DWA Technology Momentum ETF		Technology Equities
9%
QBTS
1.20%
QUBT
1.30%
RCAT
1.20%
RGTI
1.20%
RKLB
1.20%
SFM
1.20%
SKYY
8%
SMR
1.20%
SOUN
1.20%
WUGI
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Master portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
113.39%
25.84%
Master portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2023, corresponding to the inception date of CHAT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
Master portfolio-25.83%-9.45%20.79%63.25%N/AN/A
Portfolio components:
MAGS
Roundhill Magnificent Seven ETF		-21.94%-10.21%-9.66%17.14%N/AN/A
PTF
Invesco DWA Technology Momentum ETF		-24.07%-11.38%-16.59%7.77%17.83%14.82%
FNGS
MicroSectors FANG+ ETN		-16.16%-7.36%-6.37%19.84%27.01%N/A
SKYY
-19.95%-12.15%-10.75%7.41%N/AN/A
ESPO
VanEck Vectors Video Gaming and eSports ETF		6.21%-1.30%20.68%53.22%17.81%N/A
FCLD
Fidelity Cloud Computing ETF		-18.58%-10.98%-11.95%-2.02%N/AN/A
ARKK
ARK Innovation ETF		-20.52%-12.39%-6.06%7.43%-1.64%8.62%
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF		6.53%-2.19%22.15%48.87%7.36%N/A
AIRR
First Trust RBA American Industrial Renaissance ETF		-12.67%-3.37%-12.81%8.69%28.08%13.88%
KCE
SPDR S&P Capital Markets ETF		-14.64%-8.71%-12.94%13.24%22.18%11.14%
WUGI
-16.25%-12.32%-13.66%12.46%N/AN/A
FBCG
Fidelity Blue Chip Growth ETF		-19.24%-10.11%-14.97%4.63%N/AN/A
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		-8.01%-6.96%-4.00%20.45%21.20%13.79%
IETC
iShares Evolved U.S. Technology ETF		-15.94%-8.40%-11.31%9.58%19.23%N/A
CHAT
Roundhill Generative AI & Technology ETF		-19.35%-12.19%-15.95%2.35%N/AN/A
QUBT
-61.27%-13.26%596.74%793.01%N/AN/A
APP
AppLovin Corporation		-26.44%-24.14%64.04%256.62%N/AN/A
QBTS
-23.57%-23.21%448.72%303.77%N/AN/A
RCAT
-60.08%-5.35%62.86%358.04%N/AN/A
RGTI
-45.48%-8.27%649.55%656.36%N/AN/A
SOUN
-60.58%-20.69%42.18%120.28%N/AN/A
RKLB
-22.50%4.22%82.61%456.06%N/AN/A
IONQ
IonQ, Inc.		-38.38%15.63%93.53%263.05%N/AN/A
SMR
-18.52%-19.42%-19.77%201.24%N/AN/A
MSTR
MicroStrategy Incorporated		9.52%4.34%46.95%170.16%92.14%33.61%
LUNR
Intuitive Machines Inc. 		-58.98%5.08%-9.59%43.27%N/AN/A
SFM
26.03%12.47%38.30%145.82%N/AN/A
NVDA
NVIDIA Corporation		-24.42%-13.77%-26.44%33.23%72.52%69.24%
FDIG
Fidelity Crypto Industry and Digital Payments ETF		-27.55%-11.90%-23.15%-2.66%N/AN/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-3.32%-14.51%-6.48%-4.04%-25.83%
2024-0.54%16.33%3.99%-7.59%6.78%4.04%2.14%1.03%6.31%7.42%38.58%17.01%136.05%
20234.52%9.88%8.24%-6.98%-7.74%-6.11%13.17%7.53%21.89%

Expense Ratio

Master portfolio has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

ARKK
ARK Innovation ETF
Expense ratio chart for ARKK: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKK: 0.75%
CHAT
Roundhill Generative AI & Technology ETF
Expense ratio chart for CHAT: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHAT: 0.75%
AIRR
First Trust RBA American Industrial Renaissance ETF
Expense ratio chart for AIRR: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AIRR: 0.70%
PTF
Invesco DWA Technology Momentum ETF
Expense ratio chart for PTF: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PTF: 0.60%
FBCG
Fidelity Blue Chip Growth ETF
Expense ratio chart for FBCG: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBCG: 0.59%
FNGS
MicroSectors FANG+ ETN
Expense ratio chart for FNGS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNGS: 0.58%
ESPO
VanEck Vectors Video Gaming and eSports ETF
Expense ratio chart for ESPO: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ESPO: 0.55%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
Expense ratio chart for IAI: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAI: 0.41%
MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MAGS: 0.29%
FCLD
Fidelity Cloud Computing ETF
Expense ratio chart for FCLD: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCLD: 0.39%
FDIG
Fidelity Crypto Industry and Digital Payments ETF
Expense ratio chart for FDIG: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIG: 0.39%
KCE
SPDR S&P Capital Markets ETF
Expense ratio chart for KCE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KCE: 0.35%
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF
Expense ratio chart for NERD: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NERD: 0.25%
IETC
iShares Evolved U.S. Technology ETF
Expense ratio chart for IETC: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IETC: 0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, Master portfolio is among the top 3% 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 Master portfolio is 9797
Overall Rank
The Sharpe Ratio Rank of Master portfolio is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of Master portfolio is 9797
Sortino Ratio Rank
The Omega Ratio Rank of Master portfolio is 9797
Omega Ratio Rank
The Calmar Ratio Rank of Master portfolio is 9898
Calmar Ratio Rank
The Martin Ratio Rank of Master portfolio is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 1.24, compared to the broader market-4.00-2.000.002.00
Portfolio: 1.24
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.79, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.79
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.25, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.25
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 1.50, compared to the broader market0.002.004.006.00
Portfolio: 1.50
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 4.39, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 4.39
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MAGS
Roundhill Magnificent Seven ETF		0.350.711.090.381.20
PTF
Invesco DWA Technology Momentum ETF		0.020.311.040.030.08
FNGS
MicroSectors FANG+ ETN		0.410.771.100.491.52
SKYY
0.140.401.050.130.48
ESPO
VanEck Vectors Video Gaming and eSports ETF		2.062.781.352.9710.49
FCLD
Fidelity Cloud Computing ETF		-0.17-0.031.00-0.15-0.56
ARKK
ARK Innovation ETF		0.080.421.050.090.28
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF		2.002.661.362.599.16
AIRR
First Trust RBA American Industrial Renaissance ETF		0.270.591.070.270.81
KCE
SPDR S&P Capital Markets ETF		0.550.911.130.532.07
WUGI
0.150.431.060.170.60
FBCG
Fidelity Blue Chip Growth ETF		0.000.211.030.000.02
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		0.911.371.200.943.84
IETC
iShares Evolved U.S. Technology ETF		0.190.451.060.210.78
CHAT
Roundhill Generative AI & Technology ETF		-0.100.091.01-0.11-0.36
QUBT
3.324.101.578.7317.83
APP
AppLovin Corporation		2.503.001.434.0211.91
QBTS
1.702.961.373.748.06
RCAT
2.613.051.365.4211.63
RGTI
3.293.661.477.4516.70
SOUN
0.801.971.231.322.87
RKLB
5.124.511.538.2326.31
IONQ
IonQ, Inc.		2.012.691.343.629.30
SMR
1.612.511.283.336.50
MSTR
MicroStrategy Incorporated		1.482.341.273.076.51
LUNR
Intuitive Machines Inc. 		0.401.551.180.661.54
SFM
4.024.211.666.2718.68
NVDA
NVIDIA Corporation		0.270.791.100.441.21
FDIG
Fidelity Crypto Industry and Digital Payments ETF		0.020.491.060.030.07

The current Master portfolio Sharpe ratio is 2.49. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.22 to 0.78, 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 Master portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.24
0.24
Master portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Master portfolio provided a 0.60% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.60%0.50%0.34%0.32%0.48%0.30%0.26%0.48%0.24%0.20%0.34%0.21%
Portfolio components:
MAGS
Roundhill Magnificent Seven ETF		1.04%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTF
Invesco DWA Technology Momentum ETF		0.27%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%0.00%0.68%
FNGS
MicroSectors FANG+ ETN		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKYY
0.00%0.00%0.00%0.23%0.78%0.17%0.54%0.95%0.27%0.35%0.41%0.17%
ESPO
VanEck Vectors Video Gaming and eSports ETF		0.41%0.44%0.96%0.91%3.37%0.12%0.22%0.04%0.00%0.00%0.00%0.00%
FCLD
Fidelity Cloud Computing ETF		0.13%0.13%0.17%0.26%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF		0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF		1.63%1.74%1.07%0.69%0.02%1.05%0.31%0.00%0.00%0.00%0.00%0.00%
AIRR
First Trust RBA American Industrial Renaissance ETF		0.31%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%0.37%
KCE
SPDR S&P Capital Markets ETF		1.86%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%1.59%
WUGI
4.89%4.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBCG
Fidelity Blue Chip Growth ETF		0.15%0.12%0.02%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		1.23%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.48%1.31%1.13%
IETC
iShares Evolved U.S. Technology ETF		0.60%0.52%0.79%0.92%0.73%0.48%0.79%1.27%0.00%0.00%0.00%0.00%
CHAT
Roundhill Generative AI & Technology ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUBT
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%
QBTS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RCAT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RGTI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOUN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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%
IONQ
IonQ, 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%
SMR
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%
LUNR
Intuitive Machines 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%
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%
NVDA
NVIDIA Corporation		0.04%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
FDIG
Fidelity Crypto Industry and Digital Payments ETF		1.61%1.17%0.18%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.

-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.07%
-14.02%
Master portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Master portfolio. 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 Master portfolio was 37.67%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Master portfolio drawdown is 22.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.67%Jan 7, 202563Apr 8, 2025———
-22.31%Aug 2, 202362Oct 27, 202370Feb 8, 2024132
-15.16%Jul 17, 202414Aug 5, 202434Sep 23, 202448
-12.01%Mar 14, 202426Apr 19, 202421May 20, 202447
-9.19%Dec 18, 20242Dec 19, 20243Dec 24, 20245

Volatility

Volatility Chart

The current Master portfolio volatility is 20.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
20.71%
13.60%
Master portfolio
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.
RCATSFMLUNRQUBTSMRQBTSMSTRRGTIAPPSOUNNVDAIONQRKLBIAIFDIGAIRRNERDKCEMAGSESPOFNGSWUGIIETCARKKSKYYFCLDCHATFBCGPTF
RCAT1.000.060.190.210.190.190.160.190.130.170.060.210.200.190.210.170.140.210.120.140.170.110.160.220.190.200.130.130.18
SFM0.061.000.170.130.220.110.260.210.250.230.210.250.220.370.260.430.290.390.220.280.230.240.290.320.300.320.250.290.36
LUNR0.190.171.000.250.280.270.220.270.200.380.160.310.420.270.310.310.280.300.260.270.250.250.260.380.320.320.280.290.30
QUBT0.210.130.251.000.320.550.200.570.300.410.230.480.370.260.340.300.330.300.290.370.340.330.330.440.410.400.370.340.43
SMR0.190.220.280.321.000.360.330.350.280.350.230.410.480.390.390.460.320.400.260.360.290.320.350.460.410.420.390.360.45
QBTS0.190.110.270.550.361.000.240.650.250.430.250.490.430.300.360.320.360.330.320.390.360.390.360.450.390.400.400.380.43
MSTR0.160.260.220.200.330.241.000.270.320.340.320.330.400.440.700.410.360.440.360.400.350.370.370.560.400.480.410.410.50
RGTI0.190.210.270.570.350.650.271.000.320.450.290.610.450.330.370.380.380.360.380.420.410.440.410.510.460.480.440.420.51
APP0.130.250.200.300.280.250.320.321.000.350.440.420.350.360.440.390.580.400.520.530.530.500.540.520.560.520.530.580.59
SOUN0.170.230.380.410.350.430.340.450.351.000.310.510.490.400.470.450.440.450.360.460.390.430.430.570.500.510.470.450.54
NVDA0.060.210.160.230.230.250.320.290.440.311.000.310.310.340.370.360.460.360.720.560.750.830.750.450.560.540.790.790.67
IONQ0.210.250.310.480.410.490.330.610.420.510.311.000.550.380.500.470.440.430.410.440.450.440.450.580.530.520.490.470.58
RKLB0.200.220.420.370.480.430.400.450.350.490.310.551.000.460.500.520.420.510.400.460.440.450.470.620.530.560.500.470.55
IAI0.190.370.270.260.390.300.440.330.360.400.340.380.461.000.560.730.500.920.420.530.450.470.550.650.600.610.520.550.59
FDIG0.210.260.310.340.390.360.700.370.440.470.370.500.500.561.000.530.450.580.450.480.460.480.490.730.540.560.520.530.61
AIRR0.170.430.310.300.460.320.410.380.390.450.360.470.520.730.531.000.510.810.430.550.460.500.580.640.630.640.580.590.67
NERD0.140.290.280.330.320.360.360.380.580.440.460.440.420.500.450.511.000.550.580.850.590.620.610.660.640.640.660.670.65
KCE0.210.390.300.300.400.330.440.360.400.450.360.430.510.920.580.810.551.000.450.590.490.520.590.710.650.670.570.590.64
MAGS0.120.220.260.290.260.320.360.380.520.360.720.410.400.420.450.430.580.451.000.640.910.820.830.660.710.680.810.900.72
ESPO0.140.280.270.370.360.390.400.420.530.460.560.440.460.530.480.550.850.590.641.000.670.720.690.670.690.700.770.740.70
FNGS0.170.230.250.340.290.360.350.410.530.390.750.450.440.450.460.460.590.490.910.671.000.870.890.670.770.740.860.900.78
WUGI0.110.240.250.330.320.390.370.440.500.430.830.440.450.470.480.500.620.520.820.720.871.000.890.640.780.770.930.900.82
IETC0.160.290.260.330.350.360.370.410.540.430.750.450.470.550.490.580.610.590.830.690.890.891.000.670.850.820.910.920.85
ARKK0.220.320.380.440.460.450.560.510.520.570.450.580.620.650.730.640.660.710.660.670.670.640.671.000.770.780.700.720.76
SKYY0.190.300.320.410.410.390.400.460.560.500.560.530.530.600.540.630.640.650.710.690.770.780.850.771.000.940.820.810.84
FCLD0.200.320.320.400.420.400.480.480.520.510.540.520.560.610.560.640.640.670.680.700.740.770.820.780.941.000.810.780.84
CHAT0.130.250.280.370.390.400.410.440.530.470.790.490.500.520.520.580.660.570.810.770.860.930.910.700.820.811.000.910.84
FBCG0.130.290.290.340.360.380.410.420.580.450.790.470.470.550.530.590.670.590.900.740.900.900.920.720.810.780.911.000.84
PTF0.180.360.300.430.450.430.500.510.590.540.670.580.550.590.610.670.650.640.720.700.780.820.850.760.840.840.840.841.00
The correlation results are calculated based on daily price changes starting from May 19, 2023
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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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