00 - Алекс докризовий v3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
00 - Алекс докризовий v3
Last updated Apr 19, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADMA ADMA Biologics, Inc. | Healthcare | 2.33% |
ALAR Alarum Technologies Ltd. | Technology | 2.13% |
AVGO Broadcom Inc. | Technology | 2.31% |
BDT.TO Bird Construction Inc. | Industrials | 3.04% |
CAMT Camtek Ltd | Technology | 1.73% |
CEG Constellation Energy Corp | Utilities | 3.21% |
CLS Celestica Inc. | Technology | 2.01% |
CPH.TO Cipher Pharmaceuticals Inc. | Healthcare | 6.12% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 2.20% |
DELL Dell Technologies Inc. | Technology | 2.20% |
DRX.TO ADF Group Inc. | Industrials | 3.34% |
EME EMCOR Group, Inc. | Industrials | 3.39% |
FIX Comfort Systems USA, Inc. | Industrials | 2.47% |
FTAI Fortress Transportation and Infrastructure Investors LLC | Industrials | 2% |
IESC IES Holdings, Inc. | Industrials | 2.24% |
LLY Eli Lilly and Company | Healthcare | 6.65% |
LRCX Lam Research Corporation | Technology | 1.66% |
META Meta Platforms, Inc. | Communication Services | 1.89% |
ML MoneyLion Inc. | Technology | 1.10% |
MOD | 1.91% | |
NVDA | 5.45% | |
NVO | 5.41% | |
PGR | 4.28% | |
REVG | 2.36% | |
RNMBY | 4.71% | |
RYCEY | 2.39% | |
SFM | 4.46% | |
STRL | 2.21% | |
TSM | 2.38% | |
TVK.TO | 4.04% | |
UFPT | 3.26% | |
USD | 0.89% | |
VRT | 1.32% | |
VST | 2.91% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 00 - Алекс докризовий v3, 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.
00 - Алекс докризовий v3
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Feb 2, 2022, corresponding to the inception date of CEG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| 00 - Алекс докризовий v3 | 1.39% | -3.33% | -1.17% | 40.04% | N/A | N/A |
| Portfolio components: | ||||||
ADMA ADMA Biologics, Inc. | 24.26% | 3.40% | 35.04% | 243.71% | 51.42% | 9.01% |
CLS Celestica Inc. | -8.95% | -8.57% | 45.35% | 91.83% | 79.59% | 21.60% |
CPH.TO Cipher Pharmaceuticals Inc. | -13.54% | -8.30% | -28.17% | 34.67% | 74.70% | -1.16% |
FTAI Fortress Transportation and Infrastructure Investors LLC | -35.24% | -14.69% | -34.90% | 38.21% | 70.39% | N/A |
RNMBY | 164.06% | 11.21% | 215.20% | 210.56% | N/A | N/A |
RYCEY | 35.94% | -10.04% | 30.86% | 93.25% | N/A | N/A |
SFM | 26.03% | 13.73% | 38.30% | 153.80% | N/A | N/A |
STRL | -16.73% | 10.72% | -12.24% | 42.67% | N/A | N/A |
VST | -16.14% | -10.96% | -11.71% | 76.66% | N/A | N/A |
EME EMCOR Group, Inc. | -16.45% | -4.89% | -16.42% | 12.99% | 43.74% | 23.99% |
DRX.TO ADF Group Inc. | -36.39% | -20.77% | -38.26% | -57.23% | 48.75% | 11.70% |
MOD | -34.56% | -13.50% | -42.87% | -9.43% | N/A | N/A |
FIX Comfort Systems USA, Inc. | -17.85% | -2.68% | -16.50% | 19.52% | 60.78% | 33.87% |
IESC IES Holdings, Inc. | -8.94% | -3.40% | -20.04% | 57.94% | 58.59% | 35.74% |
LLY Eli Lilly and Company | 8.99% | 0.35% | -8.19% | 13.33% | 41.64% | 30.28% |
NVDA | -24.42% | -13.64% | -26.44% | 19.90% | N/A | N/A |
TVK.TO | 26.23% | -0.19% | 35.01% | 95.77% | N/A | N/A |
VRT | -35.53% | -17.90% | -34.73% | -9.51% | N/A | N/A |
NVO | -31.39% | -25.30% | -50.02% | -51.74% | N/A | N/A |
CEG Constellation Energy Corp | -7.44% | -5.21% | -23.23% | 13.18% | N/A | N/A |
UFPT | -13.68% | -1.69% | -30.21% | -3.07% | N/A | N/A |
DELL Dell Technologies Inc. | -26.12% | -14.10% | -32.44% | -27.29% | 34.20% | N/A |
ML MoneyLion Inc. | -0.13% | -2.61% | 85.01% | 18.70% | N/A | N/A |
BDT.TO Bird Construction Inc. | -15.85% | -2.41% | -29.64% | 17.70% | 39.06% | 12.80% |
DECK Deckers Outdoor Corporation | -47.97% | -11.24% | -34.71% | -22.04% | 34.30% | 24.29% |
REVG | -6.26% | -6.41% | 0.37% | 42.07% | N/A | N/A |
AVGO Broadcom Inc. | -26.02% | -12.30% | -4.40% | 37.48% | 48.99% | 33.58% |
META Meta Platforms, Inc. | -14.28% | -14.14% | -12.86% | 0.30% | 23.02% | 19.72% |
CAMT Camtek Ltd | -25.26% | -6.65% | -27.11% | -23.75% | 44.81% | 33.70% |
TSM | -22.87% | -12.67% | -23.89% | 16.32% | N/A | N/A |
LRCX Lam Research Corporation | -11.46% | -18.18% | -11.93% | -27.48% | 19.42% | 25.30% |
ALAR Alarum Technologies Ltd. | -22.43% | 2.36% | -56.43% | -62.54% | -11.10% | N/A |
USD | -49.63% | -31.98% | -51.64% | -22.03% | N/A | N/A |
PGR | 13.03% | -2.83% | 7.85% | 29.23% | N/A | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of 00 - Алекс докризовий v3, 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 | 3.01% | -2.68% | -1.33% | 2.51% | 1.39% | ||||||||
| 2024 | 9.34% | 22.39% | 11.07% | 2.49% | 14.77% | 0.80% | 2.74% | 11.33% | -0.42% | -0.94% | 11.84% | -9.00% | 102.37% |
| 2023 | 4.44% | 2.54% | 4.81% | 0.93% | 7.55% | 9.85% | 6.86% | 7.99% | -1.79% | -0.08% | 12.42% | 8.66% | 85.16% |
| 2022 | -0.66% | 7.95% | -6.93% | 2.45% | -4.94% | 4.62% | -0.08% | -4.59% | 9.64% | 11.95% | -0.40% | 18.51% |
Expense Ratio
00 - Алекс докризовий v3 has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, 00 - Алекс докризовий v3 is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio: 1.12
^GSPC: 0.24
Portfolio: 1.58
^GSPC: 0.47
Portfolio: 1.22
^GSPC: 1.07
Portfolio: 1.81
^GSPC: 0.24
Portfolio: 5.88
^GSPC: 1.08
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ADMA ADMA Biologics, Inc. | 3.34 | 4.07 | 1.55 | 7.24 | 15.17 |
CLS Celestica Inc. | 1.22 | 1.76 | 1.26 | 1.68 | 4.68 |
CPH.TO Cipher Pharmaceuticals Inc. | 0.67 | 1.38 | 1.18 | 0.83 | 1.60 |
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.37 | 0.98 | 1.15 | 0.54 | 1.35 |
RNMBY | 4.33 | 4.47 | 1.66 | 10.85 | 26.60 |
RYCEY | 2.11 | 2.76 | 1.40 | 3.70 | 16.83 |
SFM | 3.70 | 4.00 | 1.63 | 5.76 | 17.04 |
STRL | 0.61 | 1.22 | 1.17 | 0.82 | 1.92 |
VST | 0.88 | 1.49 | 1.21 | 1.34 | 3.21 |
EME EMCOR Group, Inc. | 0.29 | 0.63 | 1.10 | 0.33 | 0.90 |
DRX.TO ADF Group Inc. | -0.84 | -1.19 | 0.84 | -0.78 | -1.24 |
MOD | -0.23 | 0.17 | 1.02 | -0.33 | -0.79 |
FIX Comfort Systems USA, Inc. | 0.23 | 0.68 | 1.10 | 0.29 | 0.74 |
IESC IES Holdings, Inc. | 0.58 | 1.24 | 1.16 | 0.86 | 1.73 |
LLY Eli Lilly and Company | 0.43 | 0.87 | 1.11 | 0.63 | 1.27 |
NVDA | 0.46 | 1.02 | 1.13 | 0.74 | 2.05 |
TVK.TO | 1.93 | 2.79 | 1.37 | 3.43 | 11.15 |
VRT | -0.18 | 0.23 | 1.03 | -0.22 | -0.55 |
NVO | -1.29 | -2.00 | 0.74 | -0.89 | -1.83 |
CEG Constellation Energy Corp | 0.17 | 0.75 | 1.10 | 0.23 | 0.61 |
UFPT | -0.03 | 0.35 | 1.04 | -0.03 | -0.07 |
DELL Dell Technologies Inc. | -0.49 | -0.37 | 0.95 | -0.48 | -0.84 |
ML MoneyLion Inc. | 0.31 | 1.00 | 1.15 | 0.36 | 0.69 |
BDT.TO Bird Construction Inc. | 0.21 | 0.64 | 1.08 | 0.21 | 0.47 |
DECK Deckers Outdoor Corporation | -0.53 | -0.49 | 0.93 | -0.47 | -1.17 |
REVG | 0.75 | 1.35 | 1.17 | 1.60 | 3.93 |
AVGO Broadcom Inc. | 0.60 | 1.30 | 1.17 | 0.92 | 2.73 |
META Meta Platforms, Inc. | 0.05 | 0.33 | 1.05 | 0.06 | 0.22 |
CAMT Camtek Ltd | -0.34 | -0.08 | 0.99 | -0.35 | -0.60 |
TSM | 0.34 | 0.79 | 1.10 | 0.43 | 1.29 |
LRCX Lam Research Corporation | -0.53 | -0.50 | 0.94 | -0.58 | -1.00 |
ALAR Alarum Technologies Ltd. | -0.62 | -0.73 | 0.92 | -0.78 | -1.05 |
USD | -0.18 | 0.41 | 1.05 | -0.27 | -0.64 |
PGR | 1.15 | 1.62 | 1.23 | 2.25 | 5.80 |
00 - Алекс докризовий v3
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
00 - Алекс докризовий v3 provided a 0.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.69% | 0.75% | 0.67% | 1.01% | 1.09% | 4.33% | 1.40% | 1.46% | 1.09% | 1.98% | 1.18% | 1.48% |
| Portfolio components: | ||||||||||||
ADMA ADMA Biologics, 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% |
CLS Celestica 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% |
CPH.TO Cipher Pharmaceuticals 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% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 1.29% | 0.83% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% |
RNMBY | 0.36% | 0.96% | 1.48% | 1.83% | 2.56% | 2.43% | 2.04% | 2.37% | 1.21% | 1.99% | 0.49% | 1.25% |
RYCEY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 133.87% | 1.70% | 1.44% | 1.34% | 1.92% | 4.03% | 2.70% |
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% |
STRL | 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 | 0.77% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% |
EME EMCOR Group, Inc. | 0.26% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
DRX.TO ADF Group Inc. | 0.50% | 0.31% | 0.29% | 0.95% | 1.24% | 1.34% | 1.54% | 1.94% | 0.93% | 0.69% | 0.68% | 0.86% |
MOD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIX Comfort Systems USA, Inc. | 0.39% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% | 1.31% |
IESC IES 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% |
LLY Eli Lilly and Company | 0.64% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% |
NVDA | 0.04% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
TVK.TO | 0.49% | 0.56% | 1.22% | 1.56% | 1.46% | 2.50% | 3.08% | 3.94% | 4.28% | 4.49% | 5.63% | 8.26% |
VRT | 0.17% | 0.10% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVO | 2.78% | 1.68% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% |
CEG Constellation Energy Corp | 0.70% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UFPT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DELL Dell Technologies Inc. | 2.10% | 1.48% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ML MoneyLion 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% |
BDT.TO Bird Construction Inc. | 3.35% | 2.38% | 3.11% | 4.80% | 3.97% | 4.88% | 5.45% | 6.38% | 3.85% | 8.38% | 5.84% | 6.84% |
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REVG | 0.74% | 10.07% | 1.10% | 1.58% | 1.06% | 1.14% | 1.64% | 2.66% | 0.46% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
META Meta Platforms, Inc. | 0.40% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CAMT Camtek Ltd | 0.00% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 1.57% | 2.07% | 2.45% | 0.00% | 0.00% | 0.00% |
TSM | 1.61% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
LRCX Lam Research Corporation | 1.40% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% |
ALAR Alarum Technologies Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD | 0.35% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 7.11% | 0.39% | 2.71% |
PGR | 1.85% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
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.
00 - Алекс докризовий v3
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the 00 - Алекс докризовий v3. 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 00 - Алекс докризовий v3 was 20.40%, occurring on Apr 4, 2025. The portfolio has not yet recovered.
The current 00 - Алекс докризовий v3 drawdown is 13.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.4% | Jan 24, 2025 | 50 | Apr 4, 2025 | — | — | — |
| -14.86% | Mar 30, 2022 | 30 | May 11, 2022 | 128 | Nov 8, 2022 | 158 |
| -10.52% | Dec 5, 2024 | 18 | Dec 31, 2024 | 16 | Jan 23, 2025 | 34 |
| -9.55% | Sep 3, 2024 | 4 | Sep 6, 2024 | 19 | Oct 3, 2024 | 23 |
| -9.43% | Jul 17, 2024 | 14 | Aug 5, 2024 | 6 | Aug 13, 2024 | 20 |
Volatility
Volatility Chart
The current 00 - Алекс докризовий v3 volatility is 16.35%, 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.
00 - Алекс докризовий v3
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.
| PGR | CPH.TO | RNMBY | ALAR | DRX.TO | LLY | NVO | SFM | ML | RYCEY | TVK.TO | ADMA | UFPT | BDT.TO | CEG | VST | REVG | FTAI | DECK | IESC | META | CAMT | STRL | DELL | MOD | TSM | CLS | EME | AVGO | NVDA | FIX | VRT | LRCX | USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PGR | 1.00 | 0.09 | 0.08 | -0.04 | 0.09 | 0.24 | 0.15 | 0.19 | 0.11 | 0.13 | 0.06 | 0.16 | 0.13 | 0.12 | 0.19 | 0.18 | 0.19 | 0.18 | 0.16 | 0.12 | 0.12 | 0.06 | 0.18 | 0.17 | 0.17 | 0.05 | 0.08 | 0.23 | 0.12 | 0.07 | 0.21 | 0.14 | 0.11 | 0.09 |
| CPH.TO | 0.09 | 1.00 | 0.10 | 0.10 | 0.12 | 0.10 | 0.12 | 0.12 | 0.11 | 0.09 | 0.20 | 0.17 | 0.09 | 0.21 | 0.17 | 0.16 | 0.14 | 0.13 | 0.17 | 0.12 | 0.16 | 0.17 | 0.11 | 0.16 | 0.14 | 0.20 | 0.18 | 0.13 | 0.14 | 0.19 | 0.13 | 0.18 | 0.17 | 0.19 |
| RNMBY | 0.08 | 0.10 | 1.00 | 0.09 | 0.13 | 0.04 | 0.12 | 0.10 | 0.10 | 0.34 | 0.17 | 0.12 | 0.11 | 0.19 | 0.15 | 0.16 | 0.18 | 0.18 | 0.14 | 0.15 | 0.14 | 0.17 | 0.16 | 0.14 | 0.19 | 0.12 | 0.17 | 0.22 | 0.15 | 0.16 | 0.20 | 0.18 | 0.12 | 0.17 |
| ALAR | -0.04 | 0.10 | 0.09 | 1.00 | 0.11 | 0.06 | 0.09 | 0.05 | 0.23 | 0.10 | 0.19 | 0.13 | 0.12 | 0.16 | 0.17 | 0.24 | 0.15 | 0.16 | 0.21 | 0.20 | 0.19 | 0.26 | 0.20 | 0.20 | 0.27 | 0.23 | 0.27 | 0.19 | 0.24 | 0.26 | 0.19 | 0.28 | 0.23 | 0.27 |
| DRX.TO | 0.09 | 0.12 | 0.13 | 0.11 | 1.00 | 0.10 | 0.14 | 0.10 | 0.12 | 0.16 | 0.20 | 0.15 | 0.19 | 0.28 | 0.20 | 0.20 | 0.22 | 0.16 | 0.23 | 0.17 | 0.19 | 0.21 | 0.22 | 0.29 | 0.20 | 0.22 | 0.25 | 0.17 | 0.26 | 0.23 | 0.23 | 0.23 | 0.27 | 0.26 |
| LLY | 0.24 | 0.10 | 0.04 | 0.06 | 0.10 | 1.00 | 0.50 | 0.17 | 0.08 | 0.08 | 0.14 | 0.21 | 0.20 | 0.20 | 0.25 | 0.21 | 0.17 | 0.22 | 0.22 | 0.17 | 0.29 | 0.17 | 0.21 | 0.22 | 0.21 | 0.20 | 0.22 | 0.26 | 0.26 | 0.24 | 0.27 | 0.25 | 0.22 | 0.24 |
| NVO | 0.15 | 0.12 | 0.12 | 0.09 | 0.14 | 0.50 | 1.00 | 0.11 | 0.09 | 0.15 | 0.14 | 0.22 | 0.24 | 0.22 | 0.17 | 0.16 | 0.14 | 0.23 | 0.23 | 0.17 | 0.28 | 0.25 | 0.21 | 0.24 | 0.22 | 0.24 | 0.22 | 0.22 | 0.24 | 0.25 | 0.25 | 0.24 | 0.25 | 0.26 |
| SFM | 0.19 | 0.12 | 0.10 | 0.05 | 0.10 | 0.17 | 0.11 | 1.00 | 0.19 | 0.10 | 0.10 | 0.24 | 0.24 | 0.25 | 0.27 | 0.25 | 0.29 | 0.23 | 0.21 | 0.27 | 0.24 | 0.19 | 0.29 | 0.24 | 0.29 | 0.19 | 0.25 | 0.38 | 0.24 | 0.22 | 0.33 | 0.27 | 0.21 | 0.25 |
| ML | 0.11 | 0.11 | 0.10 | 0.23 | 0.12 | 0.08 | 0.09 | 0.19 | 1.00 | 0.19 | 0.19 | 0.25 | 0.22 | 0.22 | 0.17 | 0.23 | 0.34 | 0.26 | 0.30 | 0.26 | 0.29 | 0.32 | 0.34 | 0.19 | 0.31 | 0.25 | 0.29 | 0.28 | 0.25 | 0.31 | 0.29 | 0.34 | 0.31 | 0.33 |
| RYCEY | 0.13 | 0.09 | 0.34 | 0.10 | 0.16 | 0.08 | 0.15 | 0.10 | 0.19 | 1.00 | 0.20 | 0.15 | 0.18 | 0.29 | 0.21 | 0.23 | 0.29 | 0.28 | 0.26 | 0.25 | 0.25 | 0.28 | 0.30 | 0.29 | 0.30 | 0.31 | 0.31 | 0.29 | 0.29 | 0.29 | 0.29 | 0.30 | 0.30 | 0.32 |
| TVK.TO | 0.06 | 0.20 | 0.17 | 0.19 | 0.20 | 0.14 | 0.14 | 0.10 | 0.19 | 0.20 | 1.00 | 0.22 | 0.21 | 0.32 | 0.25 | 0.29 | 0.28 | 0.25 | 0.23 | 0.26 | 0.25 | 0.27 | 0.29 | 0.29 | 0.24 | 0.30 | 0.33 | 0.27 | 0.24 | 0.28 | 0.31 | 0.33 | 0.27 | 0.30 |
| ADMA | 0.16 | 0.17 | 0.12 | 0.13 | 0.15 | 0.21 | 0.22 | 0.24 | 0.25 | 0.15 | 0.22 | 1.00 | 0.27 | 0.26 | 0.25 | 0.27 | 0.25 | 0.32 | 0.28 | 0.28 | 0.34 | 0.24 | 0.32 | 0.27 | 0.27 | 0.27 | 0.32 | 0.32 | 0.32 | 0.31 | 0.32 | 0.30 | 0.33 | 0.35 |
| UFPT | 0.13 | 0.09 | 0.11 | 0.12 | 0.19 | 0.20 | 0.24 | 0.24 | 0.22 | 0.18 | 0.21 | 0.27 | 1.00 | 0.28 | 0.20 | 0.19 | 0.31 | 0.33 | 0.31 | 0.33 | 0.27 | 0.31 | 0.38 | 0.30 | 0.38 | 0.26 | 0.34 | 0.37 | 0.30 | 0.29 | 0.36 | 0.31 | 0.34 | 0.33 |
| BDT.TO | 0.12 | 0.21 | 0.19 | 0.16 | 0.28 | 0.20 | 0.22 | 0.25 | 0.22 | 0.29 | 0.32 | 0.26 | 0.28 | 1.00 | 0.31 | 0.33 | 0.36 | 0.33 | 0.34 | 0.34 | 0.36 | 0.31 | 0.39 | 0.38 | 0.35 | 0.39 | 0.41 | 0.38 | 0.38 | 0.38 | 0.38 | 0.41 | 0.43 | 0.42 |
| CEG | 0.19 | 0.17 | 0.15 | 0.17 | 0.20 | 0.25 | 0.17 | 0.27 | 0.17 | 0.21 | 0.25 | 0.25 | 0.20 | 0.31 | 1.00 | 0.62 | 0.31 | 0.34 | 0.32 | 0.39 | 0.36 | 0.30 | 0.41 | 0.39 | 0.40 | 0.38 | 0.43 | 0.48 | 0.40 | 0.39 | 0.47 | 0.44 | 0.38 | 0.43 |
| VST | 0.18 | 0.16 | 0.16 | 0.24 | 0.20 | 0.21 | 0.16 | 0.25 | 0.23 | 0.23 | 0.29 | 0.27 | 0.19 | 0.33 | 0.62 | 1.00 | 0.30 | 0.39 | 0.35 | 0.42 | 0.32 | 0.31 | 0.41 | 0.37 | 0.41 | 0.35 | 0.41 | 0.50 | 0.37 | 0.37 | 0.48 | 0.47 | 0.35 | 0.40 |
| REVG | 0.19 | 0.14 | 0.18 | 0.15 | 0.22 | 0.17 | 0.14 | 0.29 | 0.34 | 0.29 | 0.28 | 0.25 | 0.31 | 0.36 | 0.31 | 0.30 | 1.00 | 0.38 | 0.42 | 0.43 | 0.30 | 0.34 | 0.47 | 0.36 | 0.48 | 0.36 | 0.40 | 0.47 | 0.39 | 0.34 | 0.47 | 0.41 | 0.41 | 0.41 |
| FTAI | 0.18 | 0.13 | 0.18 | 0.16 | 0.16 | 0.22 | 0.23 | 0.23 | 0.26 | 0.28 | 0.25 | 0.32 | 0.33 | 0.33 | 0.34 | 0.39 | 0.38 | 1.00 | 0.37 | 0.39 | 0.34 | 0.33 | 0.39 | 0.42 | 0.43 | 0.40 | 0.42 | 0.45 | 0.37 | 0.40 | 0.49 | 0.43 | 0.40 | 0.44 |
| DECK | 0.16 | 0.17 | 0.14 | 0.21 | 0.23 | 0.22 | 0.23 | 0.21 | 0.30 | 0.26 | 0.23 | 0.28 | 0.31 | 0.34 | 0.32 | 0.35 | 0.42 | 0.37 | 1.00 | 0.38 | 0.44 | 0.43 | 0.40 | 0.42 | 0.45 | 0.41 | 0.41 | 0.44 | 0.46 | 0.45 | 0.46 | 0.48 | 0.48 | 0.50 |
| IESC | 0.12 | 0.12 | 0.15 | 0.20 | 0.17 | 0.17 | 0.17 | 0.27 | 0.26 | 0.25 | 0.26 | 0.28 | 0.33 | 0.34 | 0.39 | 0.42 | 0.43 | 0.39 | 0.38 | 1.00 | 0.29 | 0.39 | 0.58 | 0.43 | 0.51 | 0.39 | 0.44 | 0.57 | 0.38 | 0.39 | 0.60 | 0.47 | 0.41 | 0.43 |
| META | 0.12 | 0.16 | 0.14 | 0.19 | 0.19 | 0.29 | 0.28 | 0.24 | 0.29 | 0.25 | 0.25 | 0.34 | 0.27 | 0.36 | 0.36 | 0.32 | 0.30 | 0.34 | 0.44 | 0.29 | 1.00 | 0.45 | 0.35 | 0.41 | 0.38 | 0.52 | 0.47 | 0.38 | 0.56 | 0.60 | 0.40 | 0.50 | 0.54 | 0.62 |
| CAMT | 0.06 | 0.17 | 0.17 | 0.26 | 0.21 | 0.17 | 0.25 | 0.19 | 0.32 | 0.28 | 0.27 | 0.24 | 0.31 | 0.31 | 0.30 | 0.31 | 0.34 | 0.33 | 0.43 | 0.39 | 0.45 | 1.00 | 0.41 | 0.49 | 0.45 | 0.60 | 0.54 | 0.42 | 0.60 | 0.61 | 0.44 | 0.52 | 0.67 | 0.67 |
| STRL | 0.18 | 0.11 | 0.16 | 0.20 | 0.22 | 0.21 | 0.21 | 0.29 | 0.34 | 0.30 | 0.29 | 0.32 | 0.38 | 0.39 | 0.41 | 0.41 | 0.47 | 0.39 | 0.40 | 0.58 | 0.35 | 0.41 | 1.00 | 0.44 | 0.58 | 0.41 | 0.45 | 0.62 | 0.45 | 0.43 | 0.63 | 0.53 | 0.45 | 0.48 |
| DELL | 0.17 | 0.16 | 0.14 | 0.20 | 0.29 | 0.22 | 0.24 | 0.24 | 0.19 | 0.29 | 0.29 | 0.27 | 0.30 | 0.38 | 0.39 | 0.37 | 0.36 | 0.42 | 0.42 | 0.43 | 0.41 | 0.49 | 0.44 | 1.00 | 0.44 | 0.54 | 0.54 | 0.49 | 0.58 | 0.56 | 0.50 | 0.52 | 0.59 | 0.63 |
| MOD | 0.17 | 0.14 | 0.19 | 0.27 | 0.20 | 0.21 | 0.22 | 0.29 | 0.31 | 0.30 | 0.24 | 0.27 | 0.38 | 0.35 | 0.40 | 0.41 | 0.48 | 0.43 | 0.45 | 0.51 | 0.38 | 0.45 | 0.58 | 0.44 | 1.00 | 0.45 | 0.51 | 0.55 | 0.49 | 0.44 | 0.56 | 0.57 | 0.49 | 0.51 |
| TSM | 0.05 | 0.20 | 0.12 | 0.23 | 0.22 | 0.20 | 0.24 | 0.19 | 0.25 | 0.31 | 0.30 | 0.27 | 0.26 | 0.39 | 0.38 | 0.35 | 0.36 | 0.40 | 0.41 | 0.39 | 0.52 | 0.60 | 0.41 | 0.54 | 0.45 | 1.00 | 0.58 | 0.44 | 0.67 | 0.70 | 0.45 | 0.54 | 0.71 | 0.77 |
| CLS | 0.08 | 0.18 | 0.17 | 0.27 | 0.25 | 0.22 | 0.22 | 0.25 | 0.29 | 0.31 | 0.33 | 0.32 | 0.34 | 0.41 | 0.43 | 0.41 | 0.40 | 0.42 | 0.41 | 0.44 | 0.47 | 0.54 | 0.45 | 0.54 | 0.51 | 0.58 | 1.00 | 0.53 | 0.59 | 0.57 | 0.56 | 0.59 | 0.60 | 0.64 |
| EME | 0.23 | 0.13 | 0.22 | 0.19 | 0.17 | 0.26 | 0.22 | 0.38 | 0.28 | 0.29 | 0.27 | 0.32 | 0.37 | 0.38 | 0.48 | 0.50 | 0.47 | 0.45 | 0.44 | 0.57 | 0.38 | 0.42 | 0.62 | 0.49 | 0.55 | 0.44 | 0.53 | 1.00 | 0.49 | 0.45 | 0.78 | 0.59 | 0.51 | 0.52 |
| AVGO | 0.12 | 0.14 | 0.15 | 0.24 | 0.26 | 0.26 | 0.24 | 0.24 | 0.25 | 0.29 | 0.24 | 0.32 | 0.30 | 0.38 | 0.40 | 0.37 | 0.39 | 0.37 | 0.46 | 0.38 | 0.56 | 0.60 | 0.45 | 0.58 | 0.49 | 0.67 | 0.59 | 0.49 | 1.00 | 0.71 | 0.49 | 0.57 | 0.74 | 0.83 |
| NVDA | 0.07 | 0.19 | 0.16 | 0.26 | 0.23 | 0.24 | 0.25 | 0.22 | 0.31 | 0.29 | 0.28 | 0.31 | 0.29 | 0.38 | 0.39 | 0.37 | 0.34 | 0.40 | 0.45 | 0.39 | 0.60 | 0.61 | 0.43 | 0.56 | 0.44 | 0.70 | 0.57 | 0.45 | 0.71 | 1.00 | 0.46 | 0.62 | 0.72 | 0.94 |
| FIX | 0.21 | 0.13 | 0.20 | 0.19 | 0.23 | 0.27 | 0.25 | 0.33 | 0.29 | 0.29 | 0.31 | 0.32 | 0.36 | 0.38 | 0.47 | 0.48 | 0.47 | 0.49 | 0.46 | 0.60 | 0.40 | 0.44 | 0.63 | 0.50 | 0.56 | 0.45 | 0.56 | 0.78 | 0.49 | 0.46 | 1.00 | 0.62 | 0.51 | 0.52 |
| VRT | 0.14 | 0.18 | 0.18 | 0.28 | 0.23 | 0.25 | 0.24 | 0.27 | 0.34 | 0.30 | 0.33 | 0.30 | 0.31 | 0.41 | 0.44 | 0.47 | 0.41 | 0.43 | 0.48 | 0.47 | 0.50 | 0.52 | 0.53 | 0.52 | 0.57 | 0.54 | 0.59 | 0.59 | 0.57 | 0.62 | 0.62 | 1.00 | 0.58 | 0.66 |
| LRCX | 0.11 | 0.17 | 0.12 | 0.23 | 0.27 | 0.22 | 0.25 | 0.21 | 0.31 | 0.30 | 0.27 | 0.33 | 0.34 | 0.43 | 0.38 | 0.35 | 0.41 | 0.40 | 0.48 | 0.41 | 0.54 | 0.67 | 0.45 | 0.59 | 0.49 | 0.71 | 0.60 | 0.51 | 0.74 | 0.72 | 0.51 | 0.58 | 1.00 | 0.84 |
| USD | 0.09 | 0.19 | 0.17 | 0.27 | 0.26 | 0.24 | 0.26 | 0.25 | 0.33 | 0.32 | 0.30 | 0.35 | 0.33 | 0.42 | 0.43 | 0.40 | 0.41 | 0.44 | 0.50 | 0.43 | 0.62 | 0.67 | 0.48 | 0.63 | 0.51 | 0.77 | 0.64 | 0.52 | 0.83 | 0.94 | 0.52 | 0.66 | 0.84 | 1.00 |
The correlation results are calculated based on daily price changes starting from Feb 3, 2022