Patrick Star FCF

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Patrick Star FCF

Currency in USD · Last updated Jun 21, 2025

Avg volume > 200k, price > $5, Price/FCF < 15%, operating margins > 5%, net profit margins > 10%, debt/equity under .3, P/E under 30, price above 50 SMA

Asset Allocation

Position	Category/Sector	Target Weight
ARCH Arch Resources, Inc.	Energy	0.80%
ARCT Arcturus Therapeutics Holdings Inc.	Healthcare	0.80%
ASC Ardmore Shipping Corporation	Industrials	0.80%
BNTX BioNTech SE	Healthcare	6%
BPOP Popular, Inc.	Financial Services	1%
CALM Cal-Maine Foods, Inc.	Consumer Defensive	0.80%
CARG CarGurus, Inc.	Communication Services	0.80%
CATY Cathay General Bancorp	Financial Services	0.80%
CINF Cincinnati Financial Corporation	Financial Services	4%
DHI D.R. Horton, Inc.	Consumer Cyclical	10%
DOX Amdocs Limited	Technology	3%
ESNT Essent Group Ltd.	Financial Services	1%
ETD Ethan Allen Interiors Inc.	Consumer Cyclical	0.90%
FHB First Hawaiian, Inc.	Financial Services	0.80%
GRBK Green Brick Partners, Inc.	Consumer Cyclical	0.80%
HCC Warrior Met Coal, Inc.	Basic Materials	0.80%
HTBK Heritage Commerce Corp	Financial Services	0.80%
IMMR Immersion Corporation	Technology	0.80%
JHG Janus Henderson Group plc	Financial Services	2%
LEN Lennar Corporation	Consumer Cyclical	9%
MFC Manulife Financial Corporation	Financial Services	8%
MLI Mueller Industries, Inc.	Industrials	0.80%
MOMO Momo Inc.	Communication Services	0.80%
MTG MGIC Investment Corporation	Financial Services	1%
MTH Meritage Homes Corporation	Consumer Cyclical	1%
NMIH NMI Holdings, Inc.	Financial Services	0.80%
NTB The Bank of N.T. Butterfield & Son Limited	Financial Services	0.80%
ORI Old Republic International Corporation	Financial Services	2%
OSUR OraSure Technologies, Inc.	Healthcare	0.90%
PHM PulteGroup, Inc.	Consumer Cyclical	5%
PLAB Photronics, Inc.	Technology	0.80%
PRDO Perdoceo Education Corporation	Consumer Defensive	0.80%
RNST Renasant Corporation	Financial Services	0.80%
SBCF Seacoast Banking Corporation of Florida	Financial Services	0.80%
SILV SilverCrest Metals Inc	Basic Materials	0.90%
SSB SouthState Corporation	Financial Services	2%
SSTK Shutterstock, Inc.	Communication Services	0.80%
SWKS Skyworks Solutions, Inc.	Technology	4%
TBBK The Bancorp, Inc.	Financial Services	0.80%
TNK Teekay Tankers Ltd.	Energy	0.80%
TROW T. Rowe Price Group, Inc.	Financial Services	6%
TS Tenaris S.A.	Energy	5%
UCBI United Community Banks, Inc.	Financial Services	1%
VBTX Veritex Holdings, Inc.	Financial Services	0.80%
WIT Wipro Limited	Technology	7%
ZYME Zymeworks Inc.	Healthcare	0.90%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 16, 2020, corresponding to the inception date of ARCT

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.47%	2.11%	0.62%	9.04%	14.01%	10.88%
Patrick Star FCF	-6.22%	2.33%	-6.28%	7.28%	N/A	N/A
Portfolio components:
DHI D.R. Horton, Inc.	-10.63%	3.86%	-10.49%	-11.11%	18.41%	17.52%
LEN Lennar Corporation	-18.71%	0.75%	-19.72%	-25.30%	14.35%	9.55%
MFC Manulife Financial Corporation	1.95%	-0.32%	3.22%	24.11%	23.55%	9.75%
WIT Wipro Limited	-14.67%	2.41%	-17.24%	2.57%	13.44%	3.45%
BNTX BioNTech SE	-6.51%	7.51%	-5.79%	24.05%	15.71%	N/A
TROW T. Rowe Price Group, Inc.	-15.29%	-0.64%	-17.50%	-17.12%	-2.25%	5.31%
PHM PulteGroup, Inc.	-6.42%	2.61%	-7.80%	-7.63%	25.23%	18.95%
TS Tenaris S.A.	-0.27%	10.86%	1.34%	23.79%	26.34%	6.13%
SWKS Skyworks Solutions, Inc.	-16.99%	2.09%	-17.06%	-29.41%	-8.66%	-2.28%
CINF Cincinnati Financial Corporation	1.82%	-0.74%	1.21%	28.27%	21.07%	14.02%
DOX Amdocs Limited	7.78%	-0.53%	6.06%	19.70%	10.99%	6.85%
ORI Old Republic International Corporation	10.87%	-0.72%	11.18%	33.07%	27.62%	16.41%
SSB SouthState Corporation	-12.61%	-2.17%	-13.25%	20.63%	13.99%	3.40%
MTH Meritage Homes Corporation	-15.83%	0.42%	-16.26%	-19.85%	12.59%	11.17%
BPOP Popular, Inc.	12.73%	2.41%	15.68%	26.33%	25.69%	14.94%
ESNT Essent Group Ltd.	10.62%	4.01%	13.08%	7.58%	12.72%	9.16%
MTG MGIC Investment Corporation	15.14%	3.96%	15.38%	29.49%	29.70%	10.62%
MLI Mueller Industries, Inc.	-6.79%	-4.74%	-7.74%	34.17%	44.81%	17.63%
JHG Janus Henderson Group plc	-11.93%	0.63%	-11.98%	13.04%	16.09%	N/A
UCBI United Community Banks, Inc.	0.00%	0.00%	0.00%	13.91%	N/A	N/A
HCC Warrior Met Coal, Inc.	-20.12%	-9.97%	-21.12%	-34.64%	26.19%	N/A
ARCH Arch Resources, Inc.	6.15%	0.00%	9.06%	279.02%	N/A	N/A
CATY Cathay General Bancorp	-7.78%	-0.24%	-7.55%	22.55%	13.71%	5.93%
FHB First Hawaiian, Inc.	-8.23%	-0.68%	-6.53%	20.66%	10.18%	N/A
CALM Cal-Maine Foods, Inc.	4.27%	5.51%	4.30%	88.65%	24.93%	9.56%
CARG CarGurus, Inc.	-12.15%	1.71%	-10.91%	27.99%	3.36%	N/A
GRBK Green Brick Partners, Inc.	7.51%	2.24%	5.38%	6.67%	39.81%	19.02%
NMIH NMI Holdings, Inc.	11.13%	8.53%	11.80%	23.53%	19.56%	17.55%
SBCF Seacoast Banking Corporation of Florida	-7.90%	1.93%	-8.13%	13.72%	6.33%	6.12%
TBBK The Bancorp, Inc.	-2.96%	-1.98%	-4.20%	49.28%	41.23%	17.17%
RNST Renasant Corporation	-2.29%	-0.06%	-1.27%	23.10%	10.42%	3.05%
TNK Teekay Tankers Ltd.	17.42%	0.73%	24.56%	-30.68%	28.83%	-1.55%
SSTK Shutterstock, Inc.	-37.40%	4.45%	-36.88%	-51.32%	-10.25%	-9.85%
NTB The Bank of N.T. Butterfield & Son Limited	18.82%	0.83%	18.95%	30.93%	18.03%	N/A
PLAB Photronics, Inc.	-22.71%	-9.00%	-24.25%	-25.55%	10.01%	6.03%
PRDO Perdoceo Education Corporation	22.68%	4.42%	24.33%	59.70%	16.45%	24.56%
VBTX Veritex Holdings, Inc.	-9.00%	0.33%	-10.87%	24.75%	10.43%	7.32%
MOMO Momo Inc.	13.55%	35.74%	19.11%	41.67%	-9.11%	-2.75%
SILV SilverCrest Metals Inc	26.92%	0.00%	25.68%	35.25%	N/A	N/A
ETD Ethan Allen Interiors Inc.	0.23%	5.10%	-0.02%	7.82%	26.55%	6.08%
ZYME Zymeworks Inc.	-14.75%	4.52%	-11.74%	48.39%	-19.76%	N/A
ARCT Arcturus Therapeutics Holdings Inc.	-27.58%	1.15%	-20.61%	-53.78%	-21.50%	N/A
ASC Ardmore Shipping Corporation	-15.46%	0.33%	-9.18%	-50.94%	20.25%	0.09%
HTBK Heritage Commerce Corp	1.90%	2.31%	-0.34%	24.28%	10.24%	4.13%
OSUR OraSure Technologies, Inc.	-16.90%	17.88%	-17.58%	-33.92%	-21.31%	-6.43%
IMMR Immersion Corporation	-9.37%	2.97%	-12.96%	-22.05%	6.58%	-4.27%

*Annualized

Monthly Returns

The table below presents the monthly returns of Patrick Star FCF, 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	2.55%	-5.91%	-4.05%	-2.37%	1.35%	2.35%							-6.22%
2024	-1.93%	3.83%	4.82%	-7.65%	5.37%	-1.55%	12.20%	0.37%	3.87%	-3.60%	8.69%	-7.38%	16.07%
2023	9.85%	-1.73%	-1.41%	1.49%	-3.04%	8.69%	6.79%	-1.93%	-6.07%	-4.86%	13.36%	12.49%	35.85%
2022	-8.22%	-0.57%	-0.79%	-8.67%	4.25%	-10.65%	10.27%	-5.13%	-6.94%	9.15%	9.98%	-3.03%	-12.72%
2021	6.11%	5.01%	7.50%	8.88%	2.58%	-0.73%	3.11%	3.38%	-6.61%	4.79%	-1.46%	3.85%	41.81%
2020												-1.27%	-1.27%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Patrick Star FCF 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

The current rank of Patrick Star FCF is 14, meaning it’s performing worse than 86% of other 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
DHI D.R. Horton, Inc.	-0.33	-0.32	0.96	-0.30	-0.50
LEN Lennar Corporation	-0.78	-1.17	0.87	-0.65	-1.09
MFC Manulife Financial Corporation	0.88	1.35	1.20	1.51	4.59
WIT Wipro Limited	0.09	0.57	1.07	0.19	0.63
BNTX BioNTech SE	0.44	0.99	1.12	0.25	1.53
TROW T. Rowe Price Group, Inc.	-0.59	-0.68	0.92	-0.28	-1.08
PHM PulteGroup, Inc.	-0.23	-0.23	0.97	-0.28	-0.48
TS Tenaris S.A.	0.79	1.16	1.17	0.76	2.62
SWKS Skyworks Solutions, Inc.	-0.58	-0.56	0.91	-0.41	-0.97
CINF Cincinnati Financial Corporation	1.12	1.69	1.24	1.55	3.83
DOX Amdocs Limited	1.00	1.62	1.22	1.06	4.74
ORI Old Republic International Corporation	1.59	2.20	1.32	3.14	9.79
SSB SouthState Corporation	0.59	1.10	1.14	0.76	1.68
MTH Meritage Homes Corporation	-0.52	-0.63	0.93	-0.53	-0.89
BPOP Popular, Inc.	0.82	1.26	1.18	1.17	3.21
ESNT Essent Group Ltd.	0.32	0.64	1.09	0.49	0.90
MTG MGIC Investment Corporation	1.19	1.79	1.23	2.25	5.58
MLI Mueller Industries, Inc.	0.94	1.70	1.20	1.26	2.55
JHG Janus Henderson Group plc	0.38	0.83	1.12	0.44	1.21
UCBI United Community Banks, Inc.	1.13	1.86	1.61	0.41	1.36
HCC Warrior Met Coal, Inc.	-0.72	-0.89	0.90	-0.73	-1.27
ARCH Arch Resources, Inc.	3.35	3.66	1.57	6.52	12.77
CATY Cathay General Bancorp	0.68	1.27	1.16	0.80	1.88
FHB First Hawaiian, Inc.	0.69	1.18	1.15	0.78	2.11
CALM Cal-Maine Foods, Inc.	2.46	2.80	1.42	2.88	7.52
CARG CarGurus, Inc.	0.64	1.14	1.16	0.48	1.69
GRBK Green Brick Partners, Inc.	0.18	0.43	1.05	0.11	0.19
NMIH NMI Holdings, Inc.	0.90	1.47	1.20	1.24	2.73
SBCF Seacoast Banking Corporation of Florida	0.41	0.82	1.10	0.33	1.11
TBBK The Bancorp, Inc.	1.03	1.61	1.22	1.47	4.06
RNST Renasant Corporation	0.67	1.18	1.15	0.69	2.07
TNK Teekay Tankers Ltd.	-0.76	-0.85	0.90	-0.53	-0.81
SSTK Shutterstock, Inc.	-0.98	-1.59	0.82	-0.59	-1.33
NTB The Bank of N.T. Butterfield & Son Limited	1.21	1.84	1.24	2.29	5.31
PLAB Photronics, Inc.	-0.56	-0.63	0.92	-0.54	-1.30
PRDO Perdoceo Education Corporation	1.56	2.81	1.35	3.31	6.51
VBTX Veritex Holdings, Inc.	0.69	1.25	1.16	0.52	1.77
MOMO Momo Inc.	0.97	1.80	1.21	0.78	3.63
SILV SilverCrest Metals Inc	0.79	1.65	1.23	1.09	4.22
ETD Ethan Allen Interiors Inc.	0.22	0.50	1.06	0.27	0.61
ZYME Zymeworks Inc.	0.98	1.55	1.19	0.54	2.30
ARCT Arcturus Therapeutics Holdings Inc.	-0.78	-1.18	0.87	-0.61	-1.42
ASC Ardmore Shipping Corporation	-1.31	-1.96	0.77	-0.80	-1.17
HTBK Heritage Commerce Corp	0.78	1.34	1.17	0.58	2.33
OSUR OraSure Technologies, Inc.	-0.65	-0.54	0.93	-0.36	-1.37
IMMR Immersion Corporation	-0.52	-0.70	0.92	-0.48	-0.76

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

Patrick Star FCF Sharpe ratios as of Jun 21, 2025 (values are recalculated daily):

1-Year: 0.34
All Time: 0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 1.04, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Patrick Star FCF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Patrick Star FCF provided a 2.65% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.65%	2.44%	3.20%	3.03%	2.00%	1.97%	1.86%	2.22%	1.65%	1.35%	1.64%	1.76%
Portfolio components:
DHI D.R. Horton, Inc.	1.21%	0.93%	0.69%	1.04%	0.76%	1.05%	1.18%	1.51%	0.83%	1.24%	0.84%	0.80%
LEN Lennar Corporation	1.85%	1.47%	1.01%	1.66%	0.86%	0.82%	0.29%	0.41%	0.25%	0.37%	0.33%	0.36%
MFC Manulife Financial Corporation	3.92%	4.15%	4.86%	5.71%	4.91%	6.27%	3.71%	4.97%	3.02%	3.13%	3.50%	3.36%
WIT Wipro Limited	2.32%	0.30%	0.22%	3.03%	0.12%	0.50%	0.28%	0.30%	0.27%	0.91%	1.65%	8.86%
BNTX BioNTech SE	0.00%	0.00%	0.00%	1.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TROW T. Rowe Price Group, Inc.	5.39%	4.39%	4.53%	4.40%	3.72%	2.38%	2.50%	3.03%	2.17%	2.87%	5.71%	2.05%
PHM PulteGroup, Inc.	0.85%	0.75%	0.66%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	1.85%	1.07%
TS Tenaris S.A.	4.55%	3.55%	3.11%	2.56%	2.59%	4.39%	3.62%	3.85%	2.57%	2.41%	3.78%	2.98%
SWKS Skyworks Solutions, Inc.	3.88%	3.11%	2.31%	2.59%	1.37%	1.23%	1.36%	2.09%	1.26%	1.45%	1.02%	0.48%
CINF Cincinnati Financial Corporation	1.71%	2.25%	2.90%	2.70%	2.21%	2.75%	2.13%	2.74%	3.33%	2.53%	3.89%	3.40%
DOX Amdocs Limited	2.15%	2.25%	1.98%	2.17%	1.92%	1.85%	1.58%	1.71%	1.34%	1.34%	1.25%	1.33%
ORI Old Republic International Corporation	8.34%	2.93%	3.33%	7.95%	13.75%	4.26%	8.05%	8.65%	3.55%	3.96%	3.97%	5.00%
SSB SouthState Corporation	2.51%	2.13%	2.42%	2.59%	2.40%	2.60%	1.93%	2.30%	1.51%	1.38%	1.36%	1.22%
MTH Meritage Homes Corporation	2.52%	1.95%	0.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BPOP Popular, Inc.	2.60%	2.72%	2.77%	3.32%	2.13%	2.84%	2.04%	2.12%	2.82%	1.37%	1.06%	0.00%
ESNT Essent Group Ltd.	1.98%	2.06%	1.90%	2.21%	1.54%	1.48%	0.58%	0.00%	0.00%	0.00%	0.00%	0.00%
MTG MGIC Investment Corporation	1.92%	2.07%	2.23%	2.77%	1.94%	1.91%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%
MLI Mueller Industries, Inc.	1.22%	1.01%	1.27%	2.54%	0.88%	1.14%	1.26%	1.71%	9.60%	0.94%	1.11%	0.88%
JHG Janus Henderson Group plc	4.28%	3.67%	5.17%	6.59%	3.58%	4.43%	5.89%	6.76%	1.67%	0.00%	0.00%	0.00%
UCBI United Community Banks, Inc.	0.85%	2.49%	3.14%	2.54%	2.17%	2.53%	2.20%	2.70%	1.35%	1.01%	1.13%	0.58%
HCC Warrior Met Coal, Inc.	0.74%	1.51%	1.90%	4.45%	0.78%	0.94%	21.84%	27.91%	45.17%	0.00%	0.00%	0.00%
ARCH Arch Resources, Inc.	4.83%	33.44%	127.04%	53.48%	4.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CATY Cathay General Bancorp	3.15%	2.86%	3.05%	3.33%	2.95%	3.85%	3.26%	3.07%	2.06%	1.97%	1.79%	1.13%
FHB First Hawaiian, Inc.	4.46%	4.01%	4.55%	3.99%	3.81%	4.41%	3.60%	4.26%	3.02%	0.57%	0.00%	0.00%
CALM Cal-Maine Foods, Inc.	6.60%	2.82%	7.51%	3.17%	0.09%	0.00%	0.98%	1.03%	0.00%	2.70%	4.10%	2.26%
CARG CarGurus, 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%
GRBK Green Brick Partners, 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%
NMIH NMI 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%
SBCF Seacoast Banking Corporation of Florida	2.88%	2.62%	2.49%	2.05%	1.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TBBK The Bancorp, 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%
RNST Renasant Corporation	2.55%	2.46%	2.61%	2.34%	2.32%	2.61%	2.46%	2.65%	1.79%	1.68%	1.98%	2.35%
TNK Teekay Tankers Ltd.	3.85%	6.91%	3.00%	0.00%	0.00%	0.00%	0.00%	0.40%	1.07%	1.66%	0.22%	0.30%
SSTK Shutterstock, Inc.	6.86%	3.95%	2.24%	1.82%	0.76%	0.95%	0.00%	8.33%	0.00%	0.00%	0.00%	0.00%
NTB The Bank of N.T. Butterfield & Son Limited	4.14%	4.82%	5.50%	5.90%	4.62%	5.65%	4.75%	4.85%	3.53%	0.32%	0.00%	0.00%
PLAB Photronics, 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%
PRDO Perdoceo Education Corporation	1.62%	1.81%	1.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VBTX Veritex Holdings, Inc.	3.37%	2.95%	3.44%	2.85%	1.86%	2.65%	1.72%	0.00%	0.00%	0.00%	0.00%	0.00%
MOMO Momo Inc.	3.62%	7.00%	10.36%	7.13%	7.13%	5.44%	1.85%	0.00%	0.00%	0.00%	0.00%	0.00%
SILV SilverCrest Metals 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%
ETD Ethan Allen Interiors Inc.	7.15%	6.87%	5.95%	6.62%	10.61%	3.12%	9.34%	6.08%	2.66%	1.76%	1.87%	1.36%
ZYME Zymeworks 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%
ARCT Arcturus Therapeutics 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%
ASC Ardmore Shipping Corporation	6.81%	8.89%	8.16%	0.00%	0.00%	1.53%	0.00%	0.00%	0.00%	5.41%	4.80%	3.34%
HTBK Heritage Commerce Corp	5.59%	5.54%	5.24%	4.00%	4.36%	5.86%	3.74%	3.88%	2.61%	2.49%	2.68%	2.04%
OSUR OraSure Technologies, 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%
IMMR Immersion Corporation	4.98%	2.06%	1.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

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

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Worst Drawdowns

The table below displays the maximum drawdowns of the Patrick Star FCF. 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 Patrick Star FCF was 27.33%, occurring on Jun 17, 2022. Recovery took 266 trading sessions.

The current Patrick Star FCF drawdown is 13.35%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.33%	Aug 30, 2021	203	Jun 17, 2022	266	Jul 12, 2023	469
-24.61%	Nov 26, 2024	90	Apr 8, 2025	—	—	—
-13.8%	Aug 1, 2023	63	Oct 27, 2023	24	Dec 1, 2023	87
-8.67%	Apr 1, 2024	14	Apr 18, 2024	58	Jul 12, 2024	72
-8.47%	Aug 1, 2024	5	Aug 7, 2024	17	Aug 30, 2024	22

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 46 assets, with an effective number of assets of 20.33, 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.

	Benchmark	CALM	TNK	ASC	SILV	ZYME	BNTX	MOMO	HCC	ARCH	OSUR	ARCT	WIT	PRDO	IMMR	TS	SSTK	CARG	DOX	CINF	DHI	SWKS	LEN	PLAB	ORI	MTH	ETD	PHM	GRBK	NMIH	HTBK	UCBI	MFC	TBBK	MLI	NTB	RNST	TROW	MTG	FHB	ESNT	JHG	SBCF	BPOP	VBTX	SSB	CATY	Portfolio
Benchmark	1.00	0.19	0.17	0.19	0.31	0.28	0.33	0.32	0.24	0.37	0.37	0.40	0.50	0.35	0.46	0.37	0.51	0.55	0.55	0.48	0.54	0.70	0.55	0.63	0.48	0.53	0.49	0.56	0.54	0.47	0.43	0.44	0.61	0.49	0.58	0.50	0.47	0.74	0.56	0.49	0.56	0.68	0.49	0.54	0.52	0.53	0.53	0.79
CALM	0.19	1.00	0.13	0.14	0.08	0.07	0.05	0.06	0.12	0.10	0.09	0.09	0.17	0.11	0.14	0.14	0.08	0.11	0.16	0.20	0.07	0.11	0.10	0.10	0.20	0.09	0.18	0.11	0.14	0.16	0.20	0.16	0.16	0.20	0.21	0.19	0.23	0.17	0.18	0.23	0.19	0.16	0.21	0.21	0.21	0.23	0.24	0.21
TNK	0.17	0.13	1.00	0.71	0.17	0.10	0.04	0.16	0.30	0.08	0.08	0.09	0.08	0.11	0.14	0.38	0.09	0.09	0.12	0.12	0.08	0.11	0.08	0.20	0.17	0.13	0.17	0.12	0.13	0.17	0.14	0.17	0.22	0.15	0.20	0.19	0.16	0.15	0.18	0.19	0.18	0.17	0.13	0.20	0.15	0.17	0.18	0.24
ASC	0.19	0.14	0.71	1.00	0.15	0.13	0.05	0.16	0.28	0.09	0.09	0.10	0.08	0.15	0.18	0.38	0.12	0.11	0.14	0.12	0.06	0.15	0.07	0.22	0.18	0.13	0.18	0.11	0.11	0.16	0.17	0.21	0.25	0.17	0.24	0.22	0.21	0.18	0.15	0.23	0.18	0.17	0.20	0.25	0.19	0.22	0.23	0.26
SILV	0.31	0.08	0.17	0.15	1.00	0.15	0.15	0.23	0.25	0.21	0.14	0.20	0.19	0.16	0.23	0.28	0.19	0.21	0.20	0.12	0.23	0.25	0.22	0.25	0.16	0.24	0.18	0.24	0.25	0.16	0.11	0.18	0.29	0.13	0.27	0.17	0.15	0.25	0.19	0.18	0.19	0.26	0.15	0.16	0.17	0.18	0.17	0.34
ZYME	0.28	0.07	0.10	0.13	0.15	1.00	0.24	0.21	0.13	0.25	0.23	0.39	0.22	0.19	0.28	0.16	0.24	0.26	0.12	0.08	0.19	0.26	0.19	0.24	0.13	0.21	0.21	0.22	0.23	0.22	0.18	0.15	0.20	0.21	0.20	0.17	0.19	0.22	0.21	0.20	0.23	0.23	0.20	0.19	0.22	0.20	0.19	0.34
BNTX	0.33	0.05	0.04	0.05	0.15	0.24	1.00	0.24	0.06	0.21	0.29	0.43	0.27	0.15	0.27	0.14	0.25	0.26	0.18	0.16	0.24	0.30	0.23	0.22	0.16	0.25	0.21	0.22	0.21	0.19	0.17	0.16	0.20	0.21	0.21	0.19	0.19	0.29	0.21	0.16	0.24	0.26	0.18	0.17	0.23	0.20	0.21	0.49
MOMO	0.32	0.06	0.16	0.16	0.23	0.21	0.24	1.00	0.19	0.20	0.22	0.29	0.23	0.11	0.28	0.24	0.30	0.27	0.19	0.14	0.23	0.33	0.24	0.29	0.18	0.24	0.20	0.25	0.23	0.22	0.16	0.18	0.31	0.20	0.21	0.23	0.20	0.28	0.23	0.18	0.23	0.25	0.19	0.23	0.23	0.23	0.22	0.39
HCC	0.24	0.12	0.30	0.28	0.25	0.13	0.06	0.19	1.00	0.10	0.12	0.14	0.18	0.21	0.19	0.40	0.14	0.17	0.20	0.25	0.16	0.20	0.15	0.25	0.27	0.20	0.27	0.18	0.22	0.27	0.26	0.24	0.28	0.26	0.33	0.28	0.27	0.22	0.28	0.30	0.26	0.27	0.26	0.30	0.27	0.27	0.31	0.32
ARCH	0.37	0.10	0.08	0.09	0.21	0.25	0.21	0.20	0.10	1.00	0.22	0.32	0.21	0.15	0.32	0.14	0.32	0.32	0.20	0.16	0.26	0.34	0.25	0.35	0.16	0.24	0.29	0.26	0.29	0.21	0.23	0.24	0.26	0.25	0.26	0.25	0.23	0.32	0.23	0.26	0.24	0.34	0.24	0.23	0.25	0.27	0.27	0.41
OSUR	0.37	0.09	0.08	0.09	0.14	0.23	0.29	0.22	0.12	0.22	1.00	0.37	0.25	0.22	0.28	0.16	0.30	0.33	0.20	0.17	0.30	0.33	0.30	0.30	0.20	0.29	0.25	0.28	0.31	0.27	0.21	0.17	0.22	0.26	0.25	0.23	0.24	0.33	0.25	0.24	0.27	0.28	0.25	0.23	0.24	0.23	0.26	0.42
ARCT	0.40	0.09	0.09	0.10	0.20	0.39	0.43	0.29	0.14	0.32	0.37	1.00	0.29	0.19	0.35	0.16	0.31	0.36	0.21	0.15	0.32	0.40	0.33	0.34	0.16	0.32	0.28	0.33	0.32	0.28	0.18	0.18	0.23	0.25	0.26	0.20	0.22	0.34	0.29	0.20	0.28	0.30	0.23	0.21	0.25	0.24	0.22	0.49
WIT	0.50	0.17	0.08	0.08	0.19	0.22	0.27	0.23	0.18	0.21	0.25	0.29	1.00	0.24	0.29	0.22	0.32	0.31	0.36	0.26	0.29	0.40	0.29	0.34	0.24	0.29	0.30	0.30	0.27	0.26	0.24	0.25	0.36	0.28	0.33	0.28	0.28	0.45	0.31	0.31	0.32	0.40	0.28	0.28	0.30	0.30	0.32	0.53
PRDO	0.35	0.11	0.11	0.15	0.16	0.19	0.15	0.11	0.21	0.15	0.22	0.19	0.24	1.00	0.27	0.22	0.27	0.28	0.31	0.31	0.26	0.27	0.26	0.32	0.38	0.28	0.36	0.30	0.32	0.41	0.34	0.33	0.30	0.35	0.40	0.35	0.38	0.32	0.39	0.38	0.40	0.37	0.39	0.35	0.37	0.38	0.39	0.42
IMMR	0.46	0.14	0.14	0.18	0.23	0.28	0.27	0.28	0.19	0.32	0.28	0.35	0.29	0.27	1.00	0.23	0.36	0.36	0.27	0.15	0.27	0.42	0.29	0.44	0.19	0.30	0.32	0.31	0.34	0.30	0.23	0.22	0.32	0.31	0.34	0.28	0.29	0.39	0.31	0.26	0.32	0.36	0.30	0.27	0.30	0.31	0.30	0.48
TS	0.37	0.14	0.38	0.38	0.28	0.16	0.14	0.24	0.40	0.14	0.16	0.16	0.22	0.22	0.23	1.00	0.18	0.23	0.26	0.31	0.18	0.26	0.18	0.34	0.33	0.24	0.31	0.23	0.25	0.35	0.32	0.34	0.49	0.32	0.38	0.38	0.35	0.32	0.36	0.39	0.35	0.37	0.36	0.40	0.37	0.37	0.39	0.47
SSTK	0.51	0.08	0.09	0.12	0.19	0.24	0.25	0.30	0.14	0.32	0.30	0.31	0.32	0.27	0.36	0.18	1.00	0.42	0.35	0.23	0.35	0.46	0.35	0.42	0.23	0.35	0.39	0.36	0.37	0.32	0.30	0.31	0.35	0.33	0.36	0.34	0.34	0.46	0.36	0.34	0.39	0.42	0.36	0.35	0.37	0.38	0.38	0.52
CARG	0.55	0.11	0.09	0.11	0.21	0.26	0.26	0.27	0.17	0.32	0.33	0.36	0.31	0.28	0.36	0.23	0.42	1.00	0.29	0.24	0.38	0.43	0.40	0.43	0.27	0.41	0.39	0.41	0.41	0.34	0.30	0.32	0.36	0.35	0.42	0.37	0.34	0.46	0.37	0.34	0.39	0.46	0.36	0.36	0.38	0.37	0.37	0.55
DOX	0.55	0.16	0.12	0.14	0.20	0.12	0.18	0.19	0.20	0.20	0.20	0.21	0.36	0.31	0.27	0.26	0.35	0.29	1.00	0.43	0.38	0.41	0.37	0.38	0.44	0.37	0.35	0.41	0.40	0.40	0.36	0.35	0.41	0.37	0.43	0.38	0.39	0.47	0.47	0.41	0.46	0.45	0.39	0.39	0.38	0.41	0.42	0.55
CINF	0.48	0.20	0.12	0.12	0.12	0.08	0.16	0.14	0.25	0.16	0.17	0.15	0.26	0.31	0.15	0.31	0.23	0.24	0.43	1.00	0.29	0.28	0.30	0.29	0.68	0.32	0.37	0.33	0.32	0.49	0.51	0.48	0.52	0.50	0.47	0.51	0.50	0.46	0.54	0.55	0.52	0.50	0.53	0.56	0.52	0.53	0.57	0.53
DHI	0.54	0.07	0.08	0.06	0.23	0.19	0.24	0.23	0.16	0.26	0.30	0.32	0.29	0.26	0.27	0.18	0.35	0.38	0.38	0.29	1.00	0.44	0.93	0.42	0.36	0.85	0.50	0.90	0.77	0.39	0.33	0.32	0.36	0.37	0.44	0.35	0.36	0.51	0.44	0.35	0.45	0.48	0.35	0.35	0.35	0.34	0.37	0.75
SWKS	0.70	0.11	0.11	0.15	0.25	0.26	0.30	0.33	0.20	0.34	0.33	0.40	0.40	0.27	0.42	0.26	0.46	0.43	0.41	0.28	0.44	1.00	0.45	0.65	0.30	0.46	0.38	0.46	0.43	0.36	0.34	0.35	0.44	0.39	0.44	0.40	0.35	0.58	0.42	0.39	0.41	0.53	0.39	0.40	0.41	0.41	0.41	0.66
LEN	0.55	0.10	0.08	0.07	0.22	0.19	0.23	0.24	0.15	0.25	0.30	0.33	0.29	0.26	0.29	0.18	0.35	0.40	0.37	0.30	0.93	0.45	1.00	0.43	0.37	0.85	0.51	0.90	0.77	0.39	0.33	0.33	0.36	0.37	0.45	0.35	0.37	0.52	0.45	0.35	0.45	0.48	0.36	0.35	0.36	0.36	0.38	0.75
PLAB	0.63	0.10	0.20	0.22	0.25	0.24	0.22	0.29	0.25	0.35	0.30	0.34	0.34	0.32	0.44	0.34	0.42	0.43	0.38	0.29	0.42	0.65	0.43	1.00	0.33	0.44	0.43	0.44	0.45	0.40	0.39	0.39	0.45	0.41	0.52	0.42	0.40	0.52	0.44	0.39	0.44	0.50	0.43	0.44	0.45	0.43	0.45	0.63
ORI	0.48	0.20	0.17	0.18	0.16	0.13	0.16	0.18	0.27	0.16	0.20	0.16	0.24	0.38	0.19	0.33	0.23	0.27	0.44	0.68	0.36	0.30	0.37	0.33	1.00	0.39	0.41	0.41	0.41	0.59	0.52	0.50	0.55	0.53	0.53	0.51	0.53	0.45	0.63	0.57	0.60	0.50	0.52	0.60	0.54	0.57	0.59	0.57
MTH	0.53	0.09	0.13	0.13	0.24	0.21	0.25	0.24	0.20	0.24	0.29	0.32	0.29	0.28	0.30	0.24	0.35	0.41	0.37	0.32	0.85	0.46	0.85	0.44	0.39	1.00	0.54	0.87	0.78	0.42	0.37	0.37	0.39	0.41	0.48	0.38	0.41	0.52	0.47	0.39	0.47	0.47	0.39	0.41	0.41	0.40	0.43	0.75
ETD	0.49	0.18	0.17	0.18	0.18	0.21	0.21	0.20	0.27	0.29	0.25	0.28	0.30	0.36	0.32	0.31	0.39	0.39	0.35	0.37	0.50	0.38	0.51	0.43	0.41	0.54	1.00	0.55	0.54	0.44	0.49	0.48	0.44	0.50	0.52	0.49	0.53	0.51	0.49	0.51	0.49	0.51	0.51	0.51	0.52	0.52	0.55	0.64
PHM	0.56	0.11	0.12	0.11	0.24	0.22	0.22	0.25	0.18	0.26	0.28	0.33	0.30	0.30	0.31	0.23	0.36	0.41	0.41	0.33	0.90	0.46	0.90	0.44	0.41	0.87	0.55	1.00	0.78	0.43	0.36	0.36	0.40	0.40	0.48	0.38	0.40	0.54	0.48	0.39	0.48	0.51	0.39	0.41	0.40	0.40	0.43	0.77
GRBK	0.54	0.14	0.13	0.11	0.25	0.23	0.21	0.23	0.22	0.29	0.31	0.32	0.27	0.32	0.34	0.25	0.37	0.41	0.40	0.32	0.77	0.43	0.77	0.45	0.41	0.78	0.54	0.78	1.00	0.46	0.40	0.39	0.38	0.43	0.51	0.40	0.42	0.51	0.51	0.41	0.51	0.50	0.42	0.43	0.44	0.42	0.45	0.72
NMIH	0.47	0.16	0.17	0.16	0.16	0.22	0.19	0.22	0.27	0.21	0.27	0.28	0.26	0.41	0.30	0.35	0.32	0.34	0.40	0.49	0.39	0.36	0.39	0.40	0.59	0.42	0.44	0.43	0.46	1.00	0.52	0.51	0.52	0.54	0.50	0.54	0.54	0.46	0.83	0.57	0.83	0.50	0.54	0.56	0.56	0.56	0.57	0.60
HTBK	0.43	0.20	0.14	0.17	0.11	0.18	0.17	0.16	0.26	0.23	0.21	0.18	0.24	0.34	0.23	0.32	0.30	0.30	0.36	0.51	0.33	0.34	0.33	0.39	0.52	0.37	0.49	0.36	0.40	0.52	1.00	0.66	0.47	0.64	0.52	0.68	0.72	0.49	0.56	0.70	0.55	0.50	0.75	0.69	0.73	0.73	0.76	0.57
UCBI	0.44	0.16	0.17	0.21	0.18	0.15	0.16	0.18	0.24	0.24	0.17	0.18	0.25	0.33	0.22	0.34	0.31	0.32	0.35	0.48	0.32	0.35	0.33	0.39	0.50	0.37	0.48	0.36	0.39	0.51	0.66	1.00	0.48	0.61	0.52	0.66	0.73	0.49	0.55	0.69	0.55	0.52	0.76	0.68	0.73	0.74	0.76	0.57
MFC	0.61	0.16	0.22	0.25	0.29	0.20	0.20	0.31	0.28	0.26	0.22	0.23	0.36	0.30	0.32	0.49	0.35	0.36	0.41	0.52	0.36	0.44	0.36	0.45	0.55	0.39	0.44	0.40	0.38	0.52	0.47	0.48	1.00	0.49	0.52	0.55	0.50	0.55	0.57	0.56	0.57	0.59	0.54	0.58	0.52	0.55	0.56	0.67
TBBK	0.49	0.20	0.15	0.17	0.13	0.21	0.21	0.20	0.26	0.25	0.26	0.25	0.28	0.35	0.31	0.32	0.33	0.35	0.37	0.50	0.37	0.39	0.37	0.41	0.53	0.41	0.50	0.40	0.43	0.54	0.64	0.61	0.49	1.00	0.54	0.62	0.67	0.51	0.58	0.66	0.57	0.55	0.70	0.65	0.69	0.70	0.70	0.61
MLI	0.58	0.21	0.20	0.24	0.27	0.20	0.21	0.21	0.33	0.26	0.25	0.26	0.33	0.40	0.34	0.38	0.36	0.42	0.43	0.47	0.44	0.44	0.45	0.52	0.53	0.48	0.52	0.48	0.51	0.50	0.52	0.52	0.52	0.54	1.00	0.57	0.56	0.54	0.54	0.57	0.55	0.57	0.57	0.57	0.55	0.58	0.58	0.66
NTB	0.50	0.19	0.19	0.22	0.17	0.17	0.19	0.23	0.28	0.25	0.23	0.20	0.28	0.35	0.28	0.38	0.34	0.37	0.38	0.51	0.35	0.40	0.35	0.42	0.51	0.38	0.49	0.38	0.40	0.54	0.68	0.66	0.55	0.62	0.57	1.00	0.71	0.51	0.60	0.71	0.60	0.57	0.72	0.71	0.71	0.73	0.73	0.61
RNST	0.47	0.23	0.16	0.21	0.15	0.19	0.19	0.20	0.27	0.23	0.24	0.22	0.28	0.38	0.29	0.35	0.34	0.34	0.39	0.50	0.36	0.35	0.37	0.40	0.53	0.41	0.53	0.40	0.42	0.54	0.72	0.73	0.50	0.67	0.56	0.71	1.00	0.49	0.58	0.75	0.57	0.54	0.81	0.72	0.80	0.80	0.80	0.61
TROW	0.74	0.17	0.15	0.18	0.25	0.22	0.29	0.28	0.22	0.32	0.33	0.34	0.45	0.32	0.39	0.32	0.46	0.46	0.47	0.46	0.51	0.58	0.52	0.52	0.45	0.52	0.51	0.54	0.51	0.46	0.49	0.49	0.55	0.51	0.54	0.51	0.49	1.00	0.54	0.54	0.55	0.71	0.53	0.56	0.54	0.55	0.56	0.75
MTG	0.56	0.18	0.18	0.15	0.19	0.21	0.21	0.23	0.28	0.23	0.25	0.29	0.31	0.39	0.31	0.36	0.36	0.37	0.47	0.54	0.44	0.42	0.45	0.44	0.63	0.47	0.49	0.48	0.51	0.83	0.56	0.55	0.57	0.58	0.54	0.60	0.58	0.54	1.00	0.61	0.87	0.59	0.60	0.64	0.62	0.62	0.63	0.68
FHB	0.49	0.23	0.19	0.23	0.18	0.20	0.16	0.18	0.30	0.26	0.24	0.20	0.31	0.38	0.26	0.39	0.34	0.34	0.41	0.55	0.35	0.39	0.35	0.39	0.57	0.39	0.51	0.39	0.41	0.57	0.70	0.69	0.56	0.66	0.57	0.71	0.75	0.54	0.61	1.00	0.61	0.58	0.78	0.75	0.77	0.78	0.80	0.62
ESNT	0.56	0.19	0.18	0.18	0.19	0.23	0.24	0.23	0.26	0.24	0.27	0.28	0.32	0.40	0.32	0.35	0.39	0.39	0.46	0.52	0.45	0.41	0.45	0.44	0.60	0.47	0.49	0.48	0.51	0.83	0.55	0.55	0.57	0.57	0.55	0.60	0.57	0.55	0.87	0.61	1.00	0.57	0.60	0.61	0.61	0.62	0.62	0.68
JHG	0.68	0.16	0.17	0.17	0.26	0.23	0.26	0.25	0.27	0.34	0.28	0.30	0.40	0.37	0.36	0.37	0.42	0.46	0.45	0.50	0.48	0.53	0.48	0.50	0.50	0.47	0.51	0.51	0.50	0.50	0.50	0.52	0.59	0.55	0.57	0.57	0.54	0.71	0.59	0.58	0.57	1.00	0.58	0.58	0.61	0.59	0.59	0.73
SBCF	0.49	0.21	0.13	0.20	0.15	0.20	0.18	0.19	0.26	0.24	0.25	0.23	0.28	0.39	0.30	0.36	0.36	0.36	0.39	0.53	0.35	0.39	0.36	0.43	0.52	0.39	0.51	0.39	0.42	0.54	0.75	0.76	0.54	0.70	0.57	0.72	0.81	0.53	0.60	0.78	0.60	0.58	1.00	0.75	0.81	0.80	0.81	0.62
BPOP	0.54	0.21	0.20	0.25	0.16	0.19	0.17	0.23	0.30	0.23	0.23	0.21	0.28	0.35	0.27	0.40	0.35	0.36	0.39	0.56	0.35	0.40	0.35	0.44	0.60	0.41	0.51	0.41	0.43	0.56	0.69	0.68	0.58	0.65	0.57	0.71	0.72	0.56	0.64	0.75	0.61	0.58	0.75	1.00	0.74	0.76	0.78	0.64
VBTX	0.52	0.21	0.15	0.19	0.17	0.22	0.23	0.23	0.27	0.25	0.24	0.25	0.30	0.37	0.30	0.37	0.37	0.38	0.38	0.52	0.35	0.41	0.36	0.45	0.54	0.41	0.52	0.40	0.44	0.56	0.73	0.73	0.52	0.69	0.55	0.71	0.80	0.54	0.62	0.77	0.61	0.61	0.81	0.74	1.00	0.78	0.81	0.64
SSB	0.53	0.23	0.17	0.22	0.18	0.20	0.20	0.23	0.27	0.27	0.23	0.24	0.30	0.38	0.31	0.37	0.38	0.37	0.41	0.53	0.34	0.41	0.36	0.43	0.57	0.40	0.52	0.40	0.42	0.56	0.73	0.74	0.55	0.70	0.58	0.73	0.80	0.55	0.62	0.78	0.62	0.59	0.80	0.76	0.78	1.00	0.82	0.64
CATY	0.53	0.24	0.18	0.23	0.17	0.19	0.21	0.22	0.31	0.27	0.26	0.22	0.32	0.39	0.30	0.39	0.38	0.37	0.42	0.57	0.37	0.41	0.38	0.45	0.59	0.43	0.55	0.43	0.45	0.57	0.76	0.76	0.56	0.70	0.58	0.73	0.80	0.56	0.63	0.80	0.62	0.59	0.81	0.78	0.81	0.82	1.00	0.66
Portfolio	0.79	0.21	0.24	0.26	0.34	0.34	0.49	0.39	0.32	0.41	0.42	0.49	0.53	0.42	0.48	0.47	0.52	0.55	0.55	0.53	0.75	0.66	0.75	0.63	0.57	0.75	0.64	0.77	0.72	0.60	0.57	0.57	0.67	0.61	0.66	0.61	0.61	0.75	0.68	0.62	0.68	0.73	0.62	0.64	0.64	0.64	0.66	1.00

The correlation results are calculated based on daily price changes starting from Dec 22, 2020

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