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1 Jan ETF & Stock mix
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

1 Jan ETF & Stock mix

Last updated Apr 21, 2025

Asset Allocation

QTUM 10%FNGS 9%MAGS 8.5%ESPO 8%PTF 7.5%SMH 7%SPRX 6.5%IETC 6%ARKX 5.5%IGM 5%ARKF 4.5%MAGX 1.5%QUBT 1%RCAT 1%APP 1%ARQQ 1%IONQ 1%RKLB 1%RDW 1%LAES 1%RGTI 1%KULR 1%QBTS 1%SOUN 1%PRZO 1%GRRR 1%LUNR 1%MOB 1%HOVR 1%UAMY 1%EOSE 1%ASTS 1%PLTR 1%EquityEquity
PositionCategory/SectorTarget Weight
APP
AppLovin Corporation		Technology
1%
ARKF
ARK Fintech Innovation ETF		Large Cap Growth Equities, Actively Managed, Innovation
4.50%
ARKX
ARK Space Exploration & Innovation ETF		Actively Managed, Innovation, Aerospace & Defense
5.50%
ARQQ
Arqit Quantum Inc.		Technology
1%
ASTS
AST SpaceMobile, Inc.		Communication Services
1%
EOSE
Eos Energy Enterprises Inc		Industrials
1%
ESPO
VanEck Vectors Video Gaming and eSports ETF		Large Cap Growth Equities, Technology Equities, Gaming
8%
FNGS
MicroSectors FANG+ ETN		Large Cap Growth Equities
9%
GRRR
Gorilla Technology Group Inc.		Technology
1%
HOVR
New Horizon Aircraft Ltd		Industrials
1%
IETC
iShares Evolved U.S. Technology ETF		Technology Equities, Actively Managed
6%
IGM
iShares Expanded Tech Sector ETF		Technology Equities
5%
IONQ
IonQ, Inc.		Technology
1%
KULR
KULR Technology Group, Inc.		Technology
1%
LAES
SEALSQ Corp		Technology
1%
LUNR
Intuitive Machines Inc. 		Industrials
1%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
8.50%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF		Leveraged Equities, Leveraged
1.50%
MOB
Mobilicom Limited American Depositary Shares		Technology
1%
PLTR
1%
PRZO
1%
PTF
7.50%
QBTS
1%
QTUM
10%
QUBT
1%
RCAT
1%
RDW
1%
RGTI
1%
RKLB
1%
SMH
7%
SOUN
1%
SPRX
6.50%
UAMY
1%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1 Jan ETF & Stock mix, 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
129.00%
3.66%
1 Jan ETF & Stock mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 29, 2024, corresponding to the inception date of MAGX

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
1 Jan ETF & Stock mix-19.82%-9.01%78.51%143.32%N/AN/A
Portfolio components:
QTUM
-13.57%-9.99%10.19%27.76%N/AN/A
FNGS
MicroSectors FANG+ ETN		-16.16%-7.36%-6.37%19.84%27.01%N/A
MAGS
Roundhill Magnificent Seven ETF		-21.94%-10.21%-9.66%17.14%N/AN/A
ESPO
VanEck Vectors Video Gaming and eSports ETF		6.21%-1.30%20.68%53.22%17.81%N/A
PTF
-24.07%-11.38%-16.59%7.77%N/AN/A
SMH
-20.50%-14.34%-23.11%-2.92%N/AN/A
SPRX
-29.27%-11.20%-20.84%-8.58%N/AN/A
IETC
iShares Evolved U.S. Technology ETF		-15.94%-8.40%-11.31%9.58%19.23%N/A
ARKX
ARK Space Exploration & Innovation ETF		-9.68%-5.52%4.82%25.12%N/AN/A
IGM
iShares Expanded Tech Sector ETF		-16.67%-10.07%-13.17%6.52%18.21%17.66%
ARKF
ARK Fintech Innovation ETF		-12.12%-8.54%2.07%22.04%7.97%N/A
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF		-44.24%-23.39%-27.77%12.38%N/AN/A
QUBT
-61.27%-13.26%596.74%793.01%N/AN/A
RCAT
-60.08%-5.35%62.86%358.04%N/AN/A
APP
AppLovin Corporation		-26.44%-24.14%64.04%256.62%N/AN/A
ARQQ
Arqit Quantum Inc.		-61.51%-15.68%151.68%26.69%N/AN/A
IONQ
IonQ, Inc.		-38.38%15.63%93.53%263.05%N/AN/A
RKLB
-22.50%4.22%82.61%456.06%N/AN/A
RDW
-38.58%-11.86%18.66%185.59%N/AN/A
LAES
SEALSQ Corp		-62.11%-21.81%418.93%126.21%N/AN/A
RGTI
-45.48%-8.27%649.55%656.36%N/AN/A
KULR
KULR Technology Group, Inc.		-65.63%-19.74%301.98%172.81%-6.00%N/A
QBTS
-23.57%-23.21%448.72%303.77%N/AN/A
SOUN
-60.58%-20.69%42.18%120.28%N/AN/A
PRZO
-69.46%-24.39%-5.92%-18.82%N/AN/A
GRRR
Gorilla Technology Group Inc.		6.81%-23.30%354.95%281.98%N/AN/A
LUNR
Intuitive Machines Inc. 		-58.98%5.08%-9.59%43.27%N/AN/A
MOB
Mobilicom Limited American Depositary Shares		-59.32%-30.80%17.42%39.01%N/AN/A
HOVR
New Horizon Aircraft Ltd		-60.35%-17.04%27.89%-81.33%N/AN/A
UAMY
80.79%51.66%367.84%1,153.43%N/AN/A
EOSE
Eos Energy Enterprises Inc		-2.47%7.97%46.30%540.54%N/AN/A
ASTS
AST SpaceMobile, Inc.		10.85%-9.02%-16.88%1,019.14%18.99%N/A
PLTR
24.00%3.10%118.25%358.13%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 1 Jan ETF & Stock mix, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.06%-8.30%-9.16%-3.80%-19.82%
20244.34%-5.74%6.38%6.01%1.57%4.47%4.05%2.68%42.42%59.51%185.62%

Expense Ratio

1 Jan ETF & Stock mix has an expense ratio of 0.40%, 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.

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%
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%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
Expense ratio chart for MAGX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MAGX: 0.95%
ARKX
ARK Space Exploration & Innovation ETF
Expense ratio chart for ARKX: 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%
ARKX: 0.75%
ARKF
ARK Fintech Innovation ETF
Expense ratio chart for ARKF: 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%
ARKF: 0.75%
IGM
iShares Expanded Tech Sector ETF
Expense ratio chart for IGM: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGM: 0.46%
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 98, 1 Jan ETF & Stock mix 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 1 Jan ETF & Stock mix is 9898
Overall Rank
The Sharpe Ratio Rank of 1 Jan ETF & Stock mix is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of 1 Jan ETF & Stock mix is 9898
Sortino Ratio Rank
The Omega Ratio Rank of 1 Jan ETF & Stock mix is 9898
Omega Ratio Rank
The Calmar Ratio Rank of 1 Jan ETF & Stock mix is 9898
Calmar Ratio Rank
The Martin Ratio Rank of 1 Jan ETF & Stock mix 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 Portfolio, currently valued at 2.94, compared to the broader market-4.00-2.000.002.00
Portfolio: 2.94
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 3.50, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 3.51
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.48, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.48
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 4.27, compared to the broader market0.002.004.006.00
Portfolio: 4.27
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 14.89, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 14.89
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QTUM
0.681.141.150.872.93
FNGS
MicroSectors FANG+ ETN		0.410.771.100.491.52
MAGS
Roundhill Magnificent Seven ETF		0.350.711.090.381.20
ESPO
VanEck Vectors Video Gaming and eSports ETF		2.062.781.352.9710.49
PTF
0.020.311.040.030.08
SMH
-0.27-0.110.99-0.33-0.84
SPRX
-0.29-0.120.98-0.31-0.95
IETC
iShares Evolved U.S. Technology ETF		0.190.451.060.210.78
ARKX
ARK Space Exploration & Innovation ETF		0.831.381.170.973.44
IGM
iShares Expanded Tech Sector ETF		0.060.281.040.060.23
ARKF
ARK Fintech Innovation ETF		0.500.931.120.531.80
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF		0.030.491.060.030.09
QUBT
3.324.101.578.7317.83
RCAT
2.613.051.365.4211.63
APP
AppLovin Corporation		2.503.001.434.0211.91
ARQQ
Arqit Quantum Inc.		0.081.561.180.160.30
IONQ
IonQ, Inc.		2.012.691.343.779.30
RKLB
5.124.511.539.4426.31
RDW
1.772.711.322.657.29
LAES
SEALSQ Corp		0.502.801.331.302.06
RGTI
3.293.661.478.4216.70
KULR
KULR Technology Group, Inc.		0.832.711.301.853.10
QBTS
1.702.961.374.118.06
SOUN
0.801.971.231.322.87
PRZO
-0.190.801.10-0.35-0.77
GRRR
Gorilla Technology Group Inc.		1.692.521.313.146.17
LUNR
Intuitive Machines Inc. 		0.401.551.180.661.54
MOB
Mobilicom Limited American Depositary Shares		0.431.431.170.641.53
HOVR
New Horizon Aircraft Ltd		-0.47-0.250.97-0.88-1.14
UAMY
10.275.331.6529.8678.18
EOSE
Eos Energy Enterprises Inc		4.263.871.4510.3825.88
ASTS
AST SpaceMobile, Inc.		6.945.631.6219.5636.72
PLTR
4.594.221.588.0923.79

The current 1 Jan ETF & Stock mix Sharpe ratio is 2.94. 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 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 1 Jan ETF & Stock mix 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 Ratio0.001.002.003.004.00Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13
2.94
0.24
1 Jan ETF & Stock mix
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

1 Jan ETF & Stock mix provided a 0.33% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.33%0.25%0.31%0.38%0.42%0.16%0.31%0.27%0.13%0.12%0.19%0.18%
Portfolio components:
QTUM
0.78%0.61%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%0.00%0.00%
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%
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%
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%
PTF
0.27%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%0.00%0.68%
SMH
0.56%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
SPRX
0.00%0.00%0.00%0.00%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
ARKX
ARK Space Exploration & Innovation 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%
IGM
iShares Expanded Tech Sector ETF		0.28%0.22%0.52%0.53%0.16%0.32%0.50%0.57%0.57%0.90%0.79%0.88%
ARKF
ARK Fintech Innovation ETF		0.00%0.00%0.00%0.00%0.00%0.37%1.25%0.00%0.00%0.00%0.00%0.00%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF		1.54%0.86%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%
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%
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%
ARQQ
Arqit Quantum 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%
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%
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%
RDW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LAES
SEALSQ Corp		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%
KULR
KULR Technology Group, 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%
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%
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%
PRZO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GRRR
Gorilla Technology Group 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%
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%
MOB
Mobilicom Limited American Depositary Shares		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HOVR
New Horizon Aircraft 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%
UAMY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EOSE
Eos Energy Enterprises 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%
ASTS
AST SpaceMobile, 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%
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%

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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.64%
-14.02%
1 Jan ETF & Stock mix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 1 Jan ETF & Stock mix. 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 1 Jan ETF & Stock mix was 30.90%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current 1 Jan ETF & Stock mix drawdown is 24.64%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.9%Jan 7, 202563Apr 8, 2025———
-15.98%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-12.13%Dec 19, 20241Dec 19, 20242Dec 23, 20243
-10.27%Mar 28, 202416Apr 19, 202421May 20, 202437
-9.44%Aug 22, 202411Sep 6, 20249Sep 19, 202420

Volatility

Volatility Chart

The current 1 Jan ETF & Stock mix volatility is 19.19%, 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
19.19%
13.60%
1 Jan ETF & Stock mix
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.
PRZOHOVRMOBGRRRRCATUAMYLAESKULRARQQEOSEASTSLUNRQUBTRDWQBTSAPPSOUNPLTRRGTIRKLBIONQESPOSMHMAGXMAGSFNGSARKFARKXIETCIGMPTFQTUMSPRX
PRZO1.000.110.260.050.160.060.060.160.110.140.070.110.090.090.130.080.060.050.060.100.100.100.060.080.080.040.100.160.080.090.080.140.11
HOVR0.111.000.170.050.130.170.170.190.180.080.070.190.060.160.260.110.220.140.190.110.170.110.120.090.090.110.180.180.170.140.160.170.18
MOB0.260.171.000.120.130.040.110.170.240.180.230.230.140.220.110.140.210.250.160.170.150.160.240.180.190.220.270.240.260.240.220.210.31
GRRR0.050.050.121.000.210.070.240.130.270.180.290.250.290.220.350.220.280.240.370.240.200.260.160.170.190.200.220.240.210.200.240.270.28
RCAT0.160.130.130.211.000.210.150.270.250.170.180.290.260.200.270.200.250.230.260.290.300.200.140.170.170.240.260.340.230.220.250.260.26
UAMY0.060.170.040.070.211.000.220.270.180.230.240.220.250.290.320.280.310.280.270.390.360.340.280.320.310.320.420.390.380.370.420.400.43
LAES0.060.170.110.240.150.221.000.240.360.190.340.270.350.360.330.160.300.170.440.330.330.330.330.280.280.270.320.380.320.330.350.440.38
KULR0.160.190.170.130.270.270.241.000.280.270.170.300.310.280.310.250.320.290.340.400.280.270.300.290.270.300.330.440.350.330.360.410.33
ARQQ0.110.180.240.270.250.180.360.281.000.270.340.290.450.230.450.200.350.260.490.270.400.270.240.220.220.250.340.330.270.280.340.400.31
EOSE0.140.080.180.180.170.230.190.270.271.000.260.220.320.360.240.280.390.320.290.370.310.390.350.310.320.330.320.400.390.390.420.420.39
ASTS0.070.070.230.290.180.240.340.170.340.261.000.360.350.390.350.260.320.390.430.410.390.410.320.360.370.380.450.500.400.380.470.420.45
LUNR0.110.190.230.250.290.220.270.300.290.220.361.000.320.440.340.240.430.390.370.550.420.340.300.360.350.330.410.510.360.360.400.400.41
QUBT0.090.060.140.290.260.250.350.310.450.320.350.321.000.330.600.280.450.250.590.330.490.360.290.300.300.320.360.400.330.330.420.500.39
RDW0.090.160.220.220.200.290.360.280.230.360.390.440.331.000.390.350.450.410.430.620.470.420.360.350.350.360.490.620.440.410.480.470.48
QBTS0.130.260.110.350.270.320.330.310.450.240.350.340.600.391.000.280.490.290.710.420.560.370.360.330.330.340.390.440.360.380.450.580.45
APP0.080.110.140.220.200.280.160.250.200.280.260.240.280.350.281.000.320.550.360.370.440.560.500.550.570.600.590.440.580.600.640.490.61
SOUN0.060.220.210.280.250.310.300.320.350.390.320.430.450.450.490.321.000.440.500.490.530.480.430.380.390.420.520.540.480.460.550.560.55
PLTR0.050.140.250.240.230.280.170.290.260.320.390.390.250.410.290.550.441.000.370.510.500.500.500.560.560.610.620.600.650.620.640.550.63
RGTI0.060.190.160.370.260.270.440.340.490.290.430.370.590.430.710.360.500.371.000.490.640.430.440.430.430.430.470.550.460.460.540.670.54
RKLB0.100.110.170.240.290.390.330.400.270.370.410.550.330.620.420.370.490.510.491.000.590.480.440.480.480.480.560.750.540.510.550.570.59
IONQ0.100.170.150.200.300.360.330.280.400.310.390.420.490.470.560.440.530.500.640.591.000.480.440.460.460.490.560.580.500.500.590.610.60
ESPO0.100.110.160.260.200.340.330.270.270.390.410.340.360.420.370.560.480.500.430.480.481.000.600.610.600.610.660.620.640.670.660.690.65
SMH0.060.120.240.160.140.280.330.300.240.350.320.300.290.360.360.500.430.500.440.440.440.601.000.750.750.790.640.620.880.900.820.830.81
MAGX0.080.090.180.170.170.320.280.290.220.310.360.360.300.350.330.550.380.560.430.480.460.610.751.000.990.900.690.590.840.870.730.690.75
MAGS0.080.090.190.190.170.310.280.270.220.320.370.350.300.350.330.570.390.560.430.480.460.600.750.991.000.910.690.590.840.870.730.680.76
FNGS0.040.110.220.200.240.320.270.300.250.330.380.330.320.360.340.600.420.610.430.480.490.610.790.900.911.000.690.600.900.900.790.700.81
ARKF0.100.180.270.220.260.420.320.330.340.320.450.410.360.490.390.590.520.620.470.560.560.660.640.690.690.691.000.730.760.770.790.730.80
ARKX0.160.180.240.240.340.390.380.440.330.400.500.510.400.620.440.440.540.600.550.750.580.620.620.590.590.600.731.000.720.700.730.770.72
IETC0.080.170.260.210.230.380.320.350.270.390.400.360.330.440.360.580.480.650.460.540.500.640.880.840.840.900.760.721.000.970.870.790.87
IGM0.090.140.240.200.220.370.330.330.280.390.380.360.330.410.380.600.460.620.460.510.500.670.900.870.870.900.770.700.971.000.870.820.88
PTF0.080.160.220.240.250.420.350.360.340.420.470.400.420.480.450.640.550.640.540.550.590.660.820.730.730.790.790.730.870.871.000.830.86
QTUM0.140.170.210.270.260.400.440.410.400.420.420.400.500.470.580.490.560.550.670.570.610.690.830.690.680.700.730.770.790.820.831.000.80
SPRX0.110.180.310.280.260.430.380.330.310.390.450.410.390.480.450.610.550.630.540.590.600.650.810.750.760.810.800.720.870.880.860.801.00
The correlation results are calculated based on daily price changes starting from Mar 1, 2024
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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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