Trade Ideas
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Trade Ideas
Currency in USD · Last updated May 23, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AJG Arthur J. Gallagher & Co. | Financial Services | 4.35% |
AMR Alpha Metallurgical Resources, Inc. | Basic Materials | 4.35% |
BSY Bentley Systems, Incorporated | Technology | 4.35% |
CEIX CONSOL Energy Inc. | Energy | 4.35% |
COCO The Vita Coco Company, Inc. | Consumer Defensive | 4.35% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 4.35% |
FICO Fair Isaac Corporation | Technology | 4.35% |
FIVN Five9, Inc. | Technology | 4.35% |
GDYN Grid Dynamics Holdings, Inc. | Technology | 4.35% |
HWM Howmet Aerospace Inc. | Industrials | 4.35% |
KRUS Kura Sushi USA, Inc. | Consumer Cyclical | 4.35% |
LOGI Logitech International SA | Technology | 4.35% |
LPG Dorian LPG Ltd. | Energy | 4.35% |
MDB MongoDB, Inc. | Technology | 4.35% |
MORF Morphic Holding, Inc. | Healthcare | 4.35% |
NET Cloudflare, Inc. | Technology | 4.35% |
NVT nVent Electric plc | Industrials | 4.35% |
PODD Insulet Corporation | Healthcare | 4.35% |
ROKU Roku, Inc. | Communication Services | 4.35% |
SUN Sunoco LP | Energy | 4.35% |
TDG TransDigm Group Incorporated | Industrials | 4.35% |
WINA Winmark Corporation | Consumer Cyclical | 4.35% |
WT WisdomTree Inc. | Financial Services | 4.35% |
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Oct 21, 2021, corresponding to the inception date of COCO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| Trade Ideas | -3.67% | 12.55% | -6.84% | 9.25% | N/A | N/A |
| Portfolio components: | ||||||
WT WisdomTree Inc. | -9.71% | 13.13% | -21.00% | -1.88% | 30.08% | -5.32% |
GDYN Grid Dynamics Holdings, Inc. | -41.05% | 0.23% | -25.97% | 29.93% | 8.50% | N/A |
BSY Bentley Systems, Incorporated | 2.03% | 10.05% | -0.27% | -10.52% | N/A | N/A |
COCO The Vita Coco Company, Inc. | -1.71% | 15.95% | -0.96% | 38.31% | N/A | N/A |
LPG Dorian LPG Ltd. | -12.89% | 1.65% | -15.79% | -49.90% | 40.16% | 11.30% |
DECK Deckers Outdoor Corporation | -37.91% | 18.48% | -30.69% | -15.28% | 33.38% | 26.19% |
MORF Morphic Holding, Inc. | 0.00% | 0.00% | 0.00% | 94.77% | N/A | N/A |
CEIX CONSOL Energy Inc. | -4.47% | 0.00% | -23.17% | 5.44% | N/A | N/A |
AMR Alpha Metallurgical Resources, Inc. | -42.50% | -7.47% | -54.29% | -62.22% | 104.97% | N/A |
WINA Winmark Corporation | 6.33% | 18.39% | 4.58% | 21.48% | 28.59% | 17.67% |
PODD Insulet Corporation | 22.96% | 31.55% | 22.52% | 77.27% | 10.82% | 27.57% |
LOGI Logitech International SA | 5.09% | 19.70% | 8.91% | -5.81% | 10.92% | 21.46% |
ROKU Roku, Inc. | -6.15% | 17.80% | 1.59% | 19.22% | -8.45% | N/A |
NVT nVent Electric plc | -4.27% | 29.49% | -16.30% | -20.16% | 31.57% | N/A |
SUN Sunoco LP | 10.14% | -4.74% | 4.88% | 14.71% | 26.24% | 11.42% |
KRUS Kura Sushi USA, Inc. | -30.06% | 7.56% | -33.69% | -34.69% | 33.50% | N/A |
FICO Fair Isaac Corporation | -14.60% | -9.21% | -27.27% | 24.42% | 34.28% | 34.41% |
MDB MongoDB, Inc. | -19.00% | 23.94% | -40.22% | -47.80% | -3.06% | N/A |
NET Cloudflare, Inc. | 46.93% | 48.12% | 51.77% | 111.00% | 41.13% | N/A |
FIVN Five9, Inc. | -33.66% | 21.17% | -29.90% | -48.39% | -23.77% | 17.34% |
HWM Howmet Aerospace Inc. | 49.25% | 31.23% | 39.55% | 95.90% | 67.90% | N/A |
TDG TransDigm Group Incorporated | 10.88% | 7.44% | 13.31% | 11.87% | 32.95% | 24.93% |
AJG Arthur J. Gallagher & Co. | 18.42% | 1.43% | 11.36% | 31.29% | 31.33% | 23.48% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Trade Ideas, 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 | 2.92% | -4.83% | -9.17% | 0.92% | 7.28% | -3.67% | |||||||
| 2024 | -0.71% | 4.88% | 1.01% | -5.44% | 5.36% | -1.70% | 5.18% | 0.49% | 2.07% | 0.13% | 12.29% | -5.04% | 18.65% |
| 2023 | 9.81% | 4.08% | 2.27% | 1.54% | 5.91% | 9.57% | 6.63% | -1.60% | -3.43% | -4.02% | 20.08% | 4.38% | 67.87% |
| 2022 | -9.81% | 3.40% | 4.82% | -4.90% | -0.89% | -7.54% | 15.91% | 1.37% | -10.17% | 6.73% | 6.25% | -3.41% | -1.52% |
| 2021 | -0.52% | -2.96% | 2.59% | -0.96% |
Expense Ratio
Trade Ideas 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 Trade Ideas is 17, meaning it’s performing worse than 83% 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 | |
|---|---|---|---|---|---|
WT WisdomTree Inc. | -0.06 | 0.25 | 1.03 | 0.00 | 0.01 |
GDYN Grid Dynamics Holdings, Inc. | 0.63 | 1.16 | 1.14 | 0.36 | 1.50 |
BSY Bentley Systems, Incorporated | -0.37 | -0.67 | 0.92 | -0.46 | -0.96 |
COCO The Vita Coco Company, Inc. | 0.89 | 1.31 | 1.18 | 1.06 | 2.79 |
LPG Dorian LPG Ltd. | -1.08 | -1.59 | 0.81 | -0.78 | -1.18 |
DECK Deckers Outdoor Corporation | -0.31 | -0.15 | 0.98 | -0.30 | -0.62 |
MORF Morphic Holding, Inc. | 1.20 | 5.64 | 2.66 | 1.45 | 25.09 |
CEIX CONSOL Energy Inc. | 0.17 | 0.66 | 1.09 | 0.36 | 0.55 |
AMR Alpha Metallurgical Resources, Inc. | -1.20 | -2.14 | 0.76 | -0.81 | -1.51 |
WINA Winmark Corporation | 0.69 | 0.91 | 1.10 | 0.50 | 1.20 |
PODD Insulet Corporation | 1.92 | 2.76 | 1.37 | 1.54 | 12.29 |
LOGI Logitech International SA | -0.16 | 0.23 | 1.03 | -0.02 | -0.05 |
ROKU Roku, Inc. | 0.31 | 0.84 | 1.11 | 0.21 | 1.05 |
NVT nVent Electric plc | -0.44 | -0.32 | 0.96 | -0.42 | -0.88 |
SUN Sunoco LP | 0.57 | 0.64 | 1.08 | 0.40 | 1.39 |
KRUS Kura Sushi USA, Inc. | -0.45 | -0.38 | 0.95 | -0.60 | -1.20 |
FICO Fair Isaac Corporation | 0.66 | 0.82 | 1.12 | 0.59 | 1.29 |
MDB MongoDB, Inc. | -0.73 | -0.86 | 0.87 | -0.65 | -1.42 |
NET Cloudflare, Inc. | 2.13 | 2.72 | 1.36 | 1.58 | 6.75 |
FIVN Five9, Inc. | -0.87 | -1.25 | 0.84 | -0.57 | -1.42 |
HWM Howmet Aerospace Inc. | 2.50 | 3.14 | 1.44 | 4.87 | 17.92 |
TDG TransDigm Group Incorporated | 0.43 | 0.79 | 1.10 | 1.02 | 2.07 |
AJG Arthur J. Gallagher & Co. | 1.43 | 1.92 | 1.26 | 2.60 | 7.14 |
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Dividends
Dividend yield
Trade Ideas provided a 1.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.64% | 1.70% | 1.20% | 2.41% | 1.13% | 0.92% | 1.36% | 0.93% | 1.86% | 1.33% | 0.77% | 1.31% |
| Portfolio components: | ||||||||||||
WT WisdomTree Inc. | 1.27% | 1.14% | 1.73% | 2.20% | 1.96% | 2.24% | 2.48% | 1.80% | 2.55% | 2.87% | 3.64% | 0.51% |
GDYN Grid Dynamics 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% |
BSY Bentley Systems, Incorporated | 0.52% | 0.51% | 0.38% | 0.32% | 0.25% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COCO The Vita Coco Company, 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% |
LPG Dorian LPG Ltd. | 15.84% | 16.41% | 9.12% | 29.02% | 7.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
MORF Morphic Holding, 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% |
CEIX CONSOL Energy Inc. | 0.59% | 0.47% | 2.19% | 3.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMR Alpha Metallurgical Resources, Inc. | 0.00% | 0.00% | 0.57% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 15.15% | 0.00% | 0.00% | 0.00% |
WINA Winmark Corporation | 2.47% | 2.57% | 0.74% | 1.08% | 3.67% | 1.91% | 0.45% | 0.35% | 0.33% | 0.29% | 0.29% | 6.02% |
PODD Insulet 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% |
LOGI Logitech International SA | 3.07% | 3.22% | 1.23% | 1.57% | 1.14% | 0.90% | 1.56% | 2.21% | 1.87% | 2.32% | 3.38% | 3.65% |
ROKU Roku, 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% |
NVT nVent Electric plc | 1.20% | 1.12% | 1.18% | 1.82% | 1.84% | 3.01% | 2.74% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% |
SUN Sunoco LP | 6.44% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% | 4.12% |
KRUS Kura Sushi USA, 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% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
MDB MongoDB, 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% |
NET Cloudflare, 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% |
FIVN Five9, 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% |
HWM Howmet Aerospace Inc. | 0.22% | 0.24% | 0.31% | 0.25% | 0.13% | 0.05% | 0.30% | 1.09% | 0.68% | 0.37% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 5.34% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
AJG Arthur J. Gallagher & Co. | 0.73% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
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 Trade Ideas. 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 Trade Ideas was 26.49%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Trade Ideas drawdown is 9.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.49% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -23.6% | Nov 17, 2021 | 146 | Jun 16, 2022 | 39 | Aug 12, 2022 | 185 |
| -20.63% | Aug 16, 2022 | 43 | Oct 14, 2022 | 74 | Feb 1, 2023 | 117 |
| -10.03% | Aug 1, 2023 | 62 | Oct 26, 2023 | 12 | Nov 13, 2023 | 74 |
| -7.94% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
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 23 assets, with an effective number of assets of 23.00, 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.
| ^GSPC | LPG | CEIX | SUN | AMR | COCO | MORF | AJG | WINA | KRUS | PODD | GDYN | WT | LOGI | FICO | FIVN | ROKU | DECK | MDB | HWM | TDG | NVT | NET | BSY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.25 | 0.26 | 0.33 | 0.26 | 0.34 | 0.34 | 0.47 | 0.45 | 0.45 | 0.50 | 0.50 | 0.50 | 0.59 | 0.60 | 0.53 | 0.56 | 0.58 | 0.59 | 0.63 | 0.64 | 0.67 | 0.63 | 0.65 | 0.81 |
| LPG | 0.25 | 1.00 | 0.38 | 0.24 | 0.38 | 0.11 | 0.05 | 0.08 | 0.16 | 0.13 | 0.13 | 0.09 | 0.23 | 0.19 | 0.15 | 0.11 | 0.12 | 0.12 | 0.11 | 0.25 | 0.23 | 0.23 | 0.14 | 0.13 | 0.36 |
| CEIX | 0.26 | 0.38 | 1.00 | 0.24 | 0.62 | 0.10 | 0.11 | 0.11 | 0.11 | 0.15 | 0.11 | 0.12 | 0.20 | 0.12 | 0.13 | 0.10 | 0.12 | 0.15 | 0.14 | 0.25 | 0.21 | 0.25 | 0.14 | 0.14 | 0.38 |
| SUN | 0.33 | 0.24 | 0.24 | 1.00 | 0.25 | 0.07 | 0.17 | 0.18 | 0.14 | 0.19 | 0.21 | 0.20 | 0.25 | 0.18 | 0.16 | 0.16 | 0.18 | 0.21 | 0.14 | 0.30 | 0.27 | 0.27 | 0.17 | 0.19 | 0.36 |
| AMR | 0.26 | 0.38 | 0.62 | 0.25 | 1.00 | 0.09 | 0.12 | 0.11 | 0.19 | 0.16 | 0.12 | 0.16 | 0.25 | 0.13 | 0.12 | 0.14 | 0.14 | 0.21 | 0.14 | 0.27 | 0.24 | 0.29 | 0.19 | 0.18 | 0.41 |
| COCO | 0.34 | 0.11 | 0.10 | 0.07 | 0.09 | 1.00 | 0.20 | 0.22 | 0.21 | 0.20 | 0.28 | 0.22 | 0.25 | 0.22 | 0.27 | 0.22 | 0.22 | 0.24 | 0.22 | 0.26 | 0.26 | 0.22 | 0.28 | 0.30 | 0.42 |
| MORF | 0.34 | 0.05 | 0.11 | 0.17 | 0.12 | 0.20 | 1.00 | 0.20 | 0.23 | 0.26 | 0.31 | 0.31 | 0.23 | 0.27 | 0.25 | 0.26 | 0.35 | 0.25 | 0.28 | 0.28 | 0.28 | 0.28 | 0.29 | 0.32 | 0.46 |
| AJG | 0.47 | 0.08 | 0.11 | 0.18 | 0.11 | 0.22 | 0.20 | 1.00 | 0.20 | 0.18 | 0.33 | 0.26 | 0.32 | 0.24 | 0.37 | 0.22 | 0.16 | 0.27 | 0.23 | 0.40 | 0.42 | 0.37 | 0.22 | 0.34 | 0.40 |
| WINA | 0.45 | 0.16 | 0.11 | 0.14 | 0.19 | 0.21 | 0.23 | 0.20 | 1.00 | 0.28 | 0.25 | 0.27 | 0.33 | 0.33 | 0.28 | 0.26 | 0.31 | 0.35 | 0.27 | 0.34 | 0.35 | 0.41 | 0.28 | 0.36 | 0.49 |
| KRUS | 0.45 | 0.13 | 0.15 | 0.19 | 0.16 | 0.20 | 0.26 | 0.18 | 0.28 | 1.00 | 0.30 | 0.34 | 0.29 | 0.31 | 0.31 | 0.37 | 0.38 | 0.38 | 0.42 | 0.35 | 0.35 | 0.37 | 0.40 | 0.42 | 0.59 |
| PODD | 0.50 | 0.13 | 0.11 | 0.21 | 0.12 | 0.28 | 0.31 | 0.33 | 0.25 | 0.30 | 1.00 | 0.34 | 0.33 | 0.31 | 0.38 | 0.40 | 0.38 | 0.37 | 0.36 | 0.37 | 0.38 | 0.36 | 0.40 | 0.41 | 0.56 |
| GDYN | 0.50 | 0.09 | 0.12 | 0.20 | 0.16 | 0.22 | 0.31 | 0.26 | 0.27 | 0.34 | 0.34 | 1.00 | 0.36 | 0.34 | 0.35 | 0.45 | 0.41 | 0.34 | 0.41 | 0.31 | 0.34 | 0.35 | 0.43 | 0.43 | 0.59 |
| WT | 0.50 | 0.23 | 0.20 | 0.25 | 0.25 | 0.25 | 0.23 | 0.32 | 0.33 | 0.29 | 0.33 | 0.36 | 1.00 | 0.36 | 0.33 | 0.32 | 0.35 | 0.34 | 0.32 | 0.42 | 0.40 | 0.45 | 0.36 | 0.38 | 0.56 |
| LOGI | 0.59 | 0.19 | 0.12 | 0.18 | 0.13 | 0.22 | 0.27 | 0.24 | 0.33 | 0.31 | 0.31 | 0.34 | 0.36 | 1.00 | 0.38 | 0.42 | 0.43 | 0.40 | 0.42 | 0.36 | 0.38 | 0.38 | 0.46 | 0.46 | 0.57 |
| FICO | 0.60 | 0.15 | 0.13 | 0.16 | 0.12 | 0.27 | 0.25 | 0.37 | 0.28 | 0.31 | 0.38 | 0.35 | 0.33 | 0.38 | 1.00 | 0.37 | 0.37 | 0.40 | 0.44 | 0.44 | 0.47 | 0.42 | 0.47 | 0.51 | 0.60 |
| FIVN | 0.53 | 0.11 | 0.10 | 0.16 | 0.14 | 0.22 | 0.26 | 0.22 | 0.26 | 0.37 | 0.40 | 0.45 | 0.32 | 0.42 | 0.37 | 1.00 | 0.57 | 0.40 | 0.59 | 0.29 | 0.33 | 0.33 | 0.59 | 0.52 | 0.63 |
| ROKU | 0.56 | 0.12 | 0.12 | 0.18 | 0.14 | 0.22 | 0.35 | 0.16 | 0.31 | 0.38 | 0.38 | 0.41 | 0.35 | 0.43 | 0.37 | 0.57 | 1.00 | 0.44 | 0.54 | 0.34 | 0.34 | 0.35 | 0.58 | 0.51 | 0.66 |
| DECK | 0.58 | 0.12 | 0.15 | 0.21 | 0.21 | 0.24 | 0.25 | 0.27 | 0.35 | 0.38 | 0.37 | 0.34 | 0.34 | 0.40 | 0.40 | 0.40 | 0.44 | 1.00 | 0.46 | 0.44 | 0.46 | 0.49 | 0.46 | 0.45 | 0.62 |
| MDB | 0.59 | 0.11 | 0.14 | 0.14 | 0.14 | 0.22 | 0.28 | 0.23 | 0.27 | 0.42 | 0.36 | 0.41 | 0.32 | 0.42 | 0.44 | 0.59 | 0.54 | 0.46 | 1.00 | 0.33 | 0.35 | 0.39 | 0.76 | 0.59 | 0.70 |
| HWM | 0.63 | 0.25 | 0.25 | 0.30 | 0.27 | 0.26 | 0.28 | 0.40 | 0.34 | 0.35 | 0.37 | 0.31 | 0.42 | 0.36 | 0.44 | 0.29 | 0.34 | 0.44 | 0.33 | 1.00 | 0.69 | 0.58 | 0.35 | 0.39 | 0.62 |
| TDG | 0.64 | 0.23 | 0.21 | 0.27 | 0.24 | 0.26 | 0.28 | 0.42 | 0.35 | 0.35 | 0.38 | 0.34 | 0.40 | 0.38 | 0.47 | 0.33 | 0.34 | 0.46 | 0.35 | 0.69 | 1.00 | 0.55 | 0.39 | 0.46 | 0.63 |
| NVT | 0.67 | 0.23 | 0.25 | 0.27 | 0.29 | 0.22 | 0.28 | 0.37 | 0.41 | 0.37 | 0.36 | 0.35 | 0.45 | 0.38 | 0.42 | 0.33 | 0.35 | 0.49 | 0.39 | 0.58 | 0.55 | 1.00 | 0.42 | 0.46 | 0.65 |
| NET | 0.63 | 0.14 | 0.14 | 0.17 | 0.19 | 0.28 | 0.29 | 0.22 | 0.28 | 0.40 | 0.40 | 0.43 | 0.36 | 0.46 | 0.47 | 0.59 | 0.58 | 0.46 | 0.76 | 0.35 | 0.39 | 0.42 | 1.00 | 0.60 | 0.73 |
| BSY | 0.65 | 0.13 | 0.14 | 0.19 | 0.18 | 0.30 | 0.32 | 0.34 | 0.36 | 0.42 | 0.41 | 0.43 | 0.38 | 0.46 | 0.51 | 0.52 | 0.51 | 0.45 | 0.59 | 0.39 | 0.46 | 0.46 | 0.60 | 1.00 | 0.70 |
| Portfolio | 0.81 | 0.36 | 0.38 | 0.36 | 0.41 | 0.42 | 0.46 | 0.40 | 0.49 | 0.59 | 0.56 | 0.59 | 0.56 | 0.57 | 0.60 | 0.63 | 0.66 | 0.62 | 0.70 | 0.62 | 0.63 | 0.65 | 0.73 | 0.70 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 22, 2021