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KC 150
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

KC 150

Last updated Apr 21, 2025

TARGET 10 YR >20% ROI

Asset Allocation

BTC-USD 1%QQQ 11%TSLA 1%AAPL 1%TQQQ 1%MSFT 1%GOOG 1%AMZN 1%MNST 1%MCO 1%AVGO 1%KR 1%FAST 1%AMAT 1%QCOM 1%AXP 1%LOW 1%VIG 1%HDV 1%META 1%HD 1%NFLX 1%XLG 1%V 1%SPGI 1%TXRH 1%CELH 1%FICO 1%BLDR 1%ADBE 1%CMG 1%GRBK 1%CPRT 1%ISRG 1%WSM 1%SMH 1%WM 1%DPZ 1%CNI 1%BKNG 1%ADI 1%SAP 1%ORCL 1%TER 1%ROST 1%THG 1%ESS 1%WSO 1%CCEP 1%ARES 1%CMI 1%ALL 1%DLR 1%KDP 1%SO 1%ADP 1%UL 1%ABBV 1%PG 1%UNP 1%RTX 1%TXN 1%TMUS 1%AZN 1%MRK 1%MCK 1%AMP 1%MSI 1%ECL 1%HON 1%MA 1%CCI 1%CP 1%INTU 1%GWW 1%CTAS 1%ORLY 1%HTHIY 1%TT 1%REGN 1%ACN 1%AGM 1%NOW 1%CRM 1%MELI 1%NOC 1%JPM 1%COST 1%WMT 1%SBLK 1%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
1%
ABBV
AbbVie Inc.		Healthcare
1%
ACN
Accenture plc		Technology
1%
ADBE
Adobe Inc		Technology
1%
ADI
Analog Devices, Inc.		Technology
1%
ADP
Automatic Data Processing, Inc.		Industrials
1%
AGM
Federal Agricultural Mortgage Corporation		Financial Services
1%
ALL
The Allstate Corporation		Financial Services
1%
AMAT
Applied Materials, Inc.		Technology
1%
AMP
Ameriprise Financial, Inc.		Financial Services
1%
AMZN
Amazon.com, Inc.		Consumer Cyclical
1%
ARES
Ares Management Corporation		Financial Services
1%
AVGO
Broadcom Inc.		Technology
1%
AXP
American Express Company		Financial Services
1%
AZN
AstraZeneca PLC		Healthcare
1%
BKNG
Booking Holdings Inc.		Consumer Cyclical
1%
BLDR
Builders FirstSource, Inc.		Industrials
1%
BTC-USD
Bitcoin
1%
CCEP
Coca-Cola European Partners plc		Consumer Defensive
1%
CCI
1%
CELH
1%
CMG
1%
CMI
1%
CNI
1%
COST
1%
CP
1%
CPRT
1%
CRM
1%
CTAS
1%
DLR
1%
DPZ
1%
ECL
1%
ESS
1%
FAST
1%
FICO
1%
GOOG
1%
GRBK
1%
GWW
1%
HD
1%
HDV
1%
HON
1%
HTHIY
1%
INTU
1%
ISRG
1%
JPM
1%
KDP
1%
KR
1%
LOW
1%
MA
1%
MCK
1%
MCO
1%
MELI
1%
META
1%
MNST
1%
MRK
1%
MSFT
1%
MSI
1%
NFLX
1%
NOC
1%
NOW
1%
ORCL
1%
ORLY
1%
PG
1%
QCOM
1%
QQQ
11%
REGN
1%
ROST
1%
RTX
1%
SAP
1%
SBLK
1%
SMH
1%
SO
1%
SPGI
1%
TER
1%
THG
1%
TMUS
1%
TQQQ
1%
TSLA
1%
TT
1%
TXN
1%
TXRH
1%
UL
1%
UNP
1%
V
1%
VIG
1%
WM
1%
WMT
1%
WSM
1%
WSO
1%
XLG
1%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KC 150, 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.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
903.26%
180.82%
KC 150
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 2, 2014, corresponding to the inception date of ARES

Returns By Period

As of Apr 21, 2025, the KC 150 returned -5.99% Year-To-Date and 13.88% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
KC 150-5.78%-1.64%-1.96%1.46%19.90%15.41%
Portfolio components:
TSLA
-40.23%-2.95%9.37%64.14%25.80%21.39%
AAPL
Apple Inc		-21.25%-9.75%-15.99%19.95%16.51%14.15%
TQQQ
-42.76%-27.16%-39.12%-7.51%17.78%17.23%
MSFT
-12.57%-6.00%-11.70%-7.15%12.12%17.09%
GOOG
-19.38%-7.75%-6.87%-1.05%13.70%12.70%
AMZN
Amazon.com, Inc.		-21.32%-12.03%-8.67%-1.16%5.59%16.25%
MNST
11.13%1.92%8.07%9.92%9.88%6.52%
MCO
-10.08%-7.54%-12.70%14.26%9.59%10.72%
AVGO
Broadcom Inc.		-26.02%-10.78%-4.40%43.67%32.90%22.01%
KR
17.04%8.90%27.29%28.66%16.06%7.66%
FAST
14.10%9.17%5.87%23.47%14.85%11.89%
AMAT
Applied Materials, Inc.		-15.28%-9.64%-25.90%-26.95%16.26%14.41%
QCOM
-10.56%-12.86%-19.19%-11.57%10.93%7.03%
AXP
American Express Company		-14.84%-6.79%-8.69%10.00%17.88%9.50%
LOW
-10.88%-3.55%-21.57%-3.13%13.93%9.17%
VIG
-5.66%-4.85%-7.92%7.54%8.88%7.24%
HDV
1.66%-4.45%-3.44%8.70%8.29%5.25%
META
-14.28%-15.89%-12.86%4.62%16.11%13.32%
HD
-8.14%1.11%-13.45%8.51%10.01%9.93%
NFLX
9.17%1.33%27.38%75.31%11.80%18.84%
XLG
-13.38%-7.75%-10.39%9.24%11.37%8.99%
V
4.47%-1.80%13.83%23.09%10.99%12.08%
SPGI
-6.89%-7.03%-11.48%13.04%8.51%11.53%
TXRH
-9.92%-4.70%-11.33%8.96%20.70%12.18%
CELH
41.38%13.09%10.01%-45.90%56.55%30.75%
FICO
-4.13%2.99%-3.28%68.90%29.62%23.18%
BLDR
Builders FirstSource, Inc.		-18.18%-7.53%-40.02%-33.94%34.76%16.45%
ADBE
Adobe Inc		-21.56%-9.93%-29.52%-24.99%0.81%11.04%
CMG
-20.12%-0.74%-18.89%-16.05%16.71%9.63%
GRBK
-1.33%-3.04%-33.30%6.50%32.68%13.77%
CPRT
3.99%11.28%10.76%12.86%19.39%19.23%
ISRG
-7.51%-1.98%-7.37%31.77%15.93%15.90%
WSM
-24.25%-14.52%-2.60%1.28%27.85%11.16%
SMH
-20.50%-14.34%-23.11%-2.92%17.55%15.03%
WM
14.86%2.67%9.30%13.13%14.05%12.26%
DPZ
11.65%1.16%9.63%-0.06%4.27%11.37%
CNI
-1.71%2.44%-11.68%-20.58%5.27%4.19%
BKNG
Booking Holdings Inc.		-7.76%-0.95%5.50%35.04%18.62%9.63%
ADI
Analog Devices, Inc.		-16.67%-13.76%-22.14%-2.24%10.05%8.83%
SAP
4.54%-5.55%11.70%48.28%13.01%10.13%
ORCL
-22.34%-15.21%-25.92%13.23%14.70%8.95%
TER
-43.36%-18.58%-43.35%-25.46%2.47%10.17%
ROST
-7.40%13.02%-6.33%5.83%8.22%7.74%
THG
5.10%-4.93%5.34%26.34%9.07%8.00%
ESS
-1.90%-7.48%-5.56%21.16%4.48%3.57%
WSO
8.14%2.54%1.93%30.52%21.15%12.53%
CCEP
Coca-Cola European Partners plc		16.27%5.17%15.42%35.91%14.52%10.29%
ARES
Ares Management Corporation		-19.59%-4.38%-15.79%11.93%26.63%18.63%
CMI
-18.77%-12.51%-15.19%0.13%11.82%7.17%
ALL
The Allstate Corporation		1.48%-5.72%0.58%14.81%11.53%8.87%
DLR
-14.27%0.25%-7.47%13.61%3.04%8.67%
KDP
11.77%6.23%-2.82%15.40%6.24%-3.89%
SO
12.47%2.74%0.12%31.66%10.17%8.28%
ADP
Automatic Data Processing, Inc.		0.72%-0.69%1.40%23.13%13.10%10.50%
UL
13.53%8.85%3.08%39.40%5.20%4.78%
ABBV
AbbVie Inc.		-0.82%-16.87%-6.68%7.74%14.36%10.20%
PG
2.40%2.36%0.23%9.85%6.83%7.28%
UNP
-2.88%-5.82%-8.75%-2.96%7.61%6.67%
RTX
11.94%-2.63%3.42%29.69%12.39%5.68%
TXN
-20.25%-17.07%-24.16%-4.44%6.68%9.15%
TMUS
19.11%2.42%18.21%63.70%16.79%15.23%
AZN
AstraZeneca PLC		4.60%-9.80%-12.42%0.60%5.89%6.59%
MRK
-20.91%-16.23%-27.04%-36.15%2.70%4.64%
MCK
22.45%5.43%37.20%33.43%26.37%8.57%
AMP
Ameriprise Financial, Inc.		-12.51%-5.70%-10.70%12.85%24.55%11.02%
MSI
-8.69%-0.42%-10.98%25.16%16.95%15.59%
ECL
2.15%-4.89%-8.22%10.51%5.57%5.95%
HON
-12.50%-6.43%-10.54%3.35%7.17%5.90%
MA
-1.45%-3.27%0.50%14.27%11.28%13.23%
CCI
16.05%-2.63%-4.77%15.73%-2.88%4.16%
CP
3.18%3.76%-6.59%-11.36%8.41%5.13%
INTU
-6.54%-2.92%-4.22%-2.64%12.98%13.48%
GWW
-4.68%3.04%-10.70%7.22%20.88%11.52%
CTAS
12.84%7.63%-3.50%25.42%23.20%18.08%
ORLY
17.30%3.87%14.86%27.50%20.60%13.29%
HTHIY
-4.63%-5.20%-11.00%39.22%24.10%14.33%
TT
-9.55%-4.03%-16.84%16.72%22.90%14.80%
REGN
-20.84%-14.48%-43.08%-37.12%0.49%1.12%
ACN
Accenture plc		-19.00%-7.06%-24.39%-9.31%8.70%9.13%
AGM
Federal Agricultural Mortgage Corporation		-10.72%-8.91%-5.89%-1.89%19.53%14.90%
NOW
-27.16%-6.72%-16.23%8.16%14.55%17.27%
CRM
-25.93%-11.75%-15.36%-8.01%7.20%9.32%
MELI
23.46%0.20%0.94%54.77%19.63%20.69%
NOC
15.67%10.12%2.70%18.83%8.11%9.86%
JPM
-2.13%-3.41%4.09%27.74%16.35%11.53%
COST
8.66%9.37%12.07%40.93%19.29%15.49%
WMT
3.46%8.42%15.22%58.37%12.38%10.60%
BTC-USD
Bitcoin		-8.95%1.21%23.28%30.88%41.52%50.13%
SBLK
-7.21%-16.83%-29.49%-33.59%23.66%1.52%
QQQ
-13.00%-7.50%-9.91%7.76%11.76%10.78%
*Annualized

Monthly Returns

The table below presents the monthly returns of KC 150, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.66%-5.52%-2.50%-1.34%-5.78%
2024-0.33%22.09%4.03%-8.72%7.31%-5.39%-1.86%-2.25%1.22%-0.19%11.27%-3.22%22.44%
20238.83%-2.46%6.97%1.08%8.69%10.80%0.99%6.60%-7.00%-2.38%9.13%7.89%59.07%
2022-14.59%1.73%2.12%-12.29%0.07%-11.75%17.34%-1.73%-9.50%5.84%7.95%-6.88%-23.70%
20211.27%7.02%5.37%5.64%-6.36%4.84%3.39%7.35%-3.45%13.53%-5.82%0.48%36.33%
20204.60%-5.98%-13.78%16.05%9.94%4.93%9.36%10.69%-3.14%-1.71%18.74%13.45%76.20%
20199.73%5.13%3.19%5.87%-1.97%8.70%1.78%-1.44%-1.21%3.24%3.56%2.33%45.60%
20183.36%-1.65%-5.24%2.91%2.00%0.23%2.53%3.92%-0.80%-8.68%-0.09%-8.56%-10.63%
20174.97%4.35%2.25%2.56%5.21%-0.77%3.18%3.70%2.17%5.75%6.79%5.40%56.06%
2016-6.12%0.20%8.05%-0.23%3.40%-0.26%5.17%0.86%0.42%-1.69%3.04%1.54%14.58%
2015-1.33%7.05%-1.25%2.04%2.17%-1.00%4.10%-6.61%-1.69%7.09%0.93%-0.76%10.36%
20142.33%3.20%-1.46%5.80%-2.00%3.67%4.24%-0.37%16.17%

Expense Ratio

KC 150 has an expense ratio of 0.04%, 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

The current rank of KC 150 is 24, meaning it’s performing worse than 76% 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.

The Risk-Adjusted Performance Rank of KC 150 is 2424
Overall Rank
The Sharpe Ratio Rank of KC 150 is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of KC 150 is 2222
Sortino Ratio Rank
The Omega Ratio Rank of KC 150 is 2727
Omega Ratio Rank
The Calmar Ratio Rank of KC 150 is 2424
Calmar Ratio Rank
The Martin Ratio Rank of KC 150 is 2323
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 0.34, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.34
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 0.65, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.65
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.09, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.09
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.33, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 0.33
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 1.03, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.03
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
0.331.001.140.380.85
AAPL
Apple Inc		-0.30-0.250.96-0.26-0.89
TQQQ
-0.34-0.090.98-0.39-1.16
MSFT
-0.41-0.470.93-0.37-1.03
GOOG
-0.26-0.200.97-0.24-0.63
AMZN
Amazon.com, Inc.		0.120.381.060.120.33
MNST
1.321.951.321.094.05
MCO
-0.35-0.350.94-0.33-1.04
AVGO
Broadcom Inc.		0.300.871.140.401.12
KR
1.642.601.373.4611.50
FAST
1.092.051.301.523.12
AMAT
Applied Materials, Inc.		-0.69-0.830.87-0.55-1.41
QCOM
-0.46-0.470.93-0.35-1.57
AXP
American Express Company		0.230.541.090.230.70
LOW
-0.32-0.320.95-0.26-0.59
VIG
0.020.141.020.020.09
HDV
0.200.341.060.230.67
META
-0.100.071.01-0.09-0.27
HD
0.190.411.060.170.43
NFLX
1.822.611.432.798.41
XLG
-0.060.051.01-0.06-0.20
V
1.442.021.391.826.82
SPGI
-0.25-0.220.96-0.25-0.78
TXRH
-0.100.021.00-0.09-0.22
CELH
-0.040.411.06-0.03-0.08
FICO
0.310.651.100.300.58
BLDR
Builders FirstSource, Inc.		-0.73-0.940.87-0.53-1.10
ADBE
Adobe Inc		-1.13-1.440.73-0.69-1.57
CMG
-0.47-0.510.92-0.40-0.98
GRBK
-0.61-0.710.90-0.52-0.83
CPRT
0.801.411.220.952.00
ISRG
0.140.441.070.160.47
WSM
-0.000.361.06-0.00-0.01
SMH
-0.39-0.330.95-0.39-1.28
WM
0.881.421.221.153.05
DPZ
0.310.631.090.291.18
CNI
-0.48-0.590.92-0.31-0.73
BKNG
Booking Holdings Inc.		1.392.091.331.584.45
ADI
Analog Devices, Inc.		-0.43-0.430.93-0.48-1.44
SAP
1.031.591.251.234.65
ORCL
-0.050.191.03-0.05-0.13
TER
-0.92-1.210.81-0.70-1.92
ROST
0.040.221.030.040.09
THG
1.161.651.281.705.44
ESS
-0.000.141.02-0.00-0.01
WSO
0.370.761.110.510.94
CCEP
Coca-Cola European Partners plc		1.401.961.322.635.75
ARES
Ares Management Corporation		0.050.311.060.040.14
CMI
-0.100.041.01-0.09-0.27
ALL
The Allstate Corporation		0.701.051.181.102.76
DLR
0.110.331.050.090.21
KDP
0.270.461.080.060.41
SO
0.540.851.120.631.29
ADP
Automatic Data Processing, Inc.		0.841.281.221.073.84
UL
0.460.731.120.460.81
ABBV
AbbVie Inc.		-0.27-0.200.96-0.32-0.68
PG
0.080.211.030.110.23
UNP
-0.28-0.270.96-0.30-0.80
RTX
0.640.961.170.942.66
TXN
-0.64-0.780.88-0.65-1.59
TMUS
1.702.231.412.526.41
AZN
AstraZeneca PLC		-0.78-0.910.85-0.56-0.87
MRK
-1.45-1.930.70-0.74-1.75
MCK
1.271.871.351.224.04
AMP
Ameriprise Financial, Inc.		0.580.991.180.581.83
MSI
0.170.361.060.150.36
ECL
0.070.211.030.070.18
HON
0.030.201.030.030.10
MA
0.761.141.210.823.26
CCI
-0.090.041.01-0.04-0.12
CP
-0.17-0.090.99-0.14-0.31
INTU
-0.23-0.150.98-0.29-0.58
GWW
0.160.381.060.120.26
CTAS
0.420.681.130.491.03
ORLY
1.432.181.312.708.30
HTHIY
0.061.251.310.120.28
TT
0.040.211.030.040.08
REGN
-1.95-3.010.59-0.92-1.42
ACN
Accenture plc		-0.41-0.410.93-0.32-0.86
AGM
Federal Agricultural Mortgage Corporation		0.080.321.050.090.24
NOW
-0.150.021.00-0.13-0.32
CRM
-0.060.121.02-0.05-0.12
MELI
0.330.671.110.521.14
NOC
0.570.911.150.541.16
JPM
0.580.991.180.601.89
COST
0.881.321.210.962.63
WMT
1.712.421.411.755.13
BTC-USD
Bitcoin		1.071.711.211.594.00
SBLK
-0.87-1.140.83-0.41-1.12
QQQ
-0.040.101.02-0.04-0.15

The current KC 150 Sharpe ratio is 0.20. 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 0.21 to 0.78, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of KC 150 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.34
0.24
KC 150
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

KC 150 provided a 1.48% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.48%1.39%1.42%1.92%1.24%1.31%1.43%5.68%1.49%2.16%1.76%1.54%
Portfolio components:
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
TQQQ
2.18%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%
MSFT
0.86%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
GOOG
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
MNST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCO
0.82%0.72%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%
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%
KR
1.76%2.00%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%
FAST
1.96%2.17%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%
AMAT
Applied Materials, Inc.		1.16%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
QCOM
2.49%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
AXP
American Express Company		1.16%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
LOW
2.08%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
VIG
1.93%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
HDV
3.59%3.66%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%3.20%
META
0.40%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HD
2.55%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLG
0.84%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%
V
0.67%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
SPGI
0.80%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
TXRH
1.55%1.35%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%
CELH
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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%
BLDR
Builders FirstSource, 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%
ADBE
Adobe 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%
CMG
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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CPRT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WSM
1.70%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%
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%
WM
1.33%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
DPZ
1.34%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%
CNI
2.49%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%
BKNG
Booking Holdings Inc.		0.78%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADI
Analog Devices, Inc.		2.13%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
SAP
0.93%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%
ORCL
1.32%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
TER
0.67%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%
ROST
1.08%0.97%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%
THG
2.16%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%2.13%
ESS
3.60%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%
WSO
2.19%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%
CCEP
Coca-Cola European Partners plc		2.39%2.78%2.94%3.07%2.90%2.01%2.71%2.73%2.38%49.27%2.27%2.25%
ARES
Ares Management Corporation		2.77%2.10%2.59%3.57%2.31%3.40%3.59%7.50%6.30%4.32%6.81%2.45%
CMI
2.53%2.01%2.71%2.49%2.57%2.33%2.74%3.32%2.38%2.93%3.99%1.95%
ALL
The Allstate Corporation		1.93%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%
DLR
3.24%2.75%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%
KDP
2.56%2.72%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%
SO
3.14%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%
ADP
Automatic Data Processing, Inc.		2.00%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
UL
2.94%3.29%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%
ABBV
AbbVie Inc.		3.69%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
PG
2.39%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
UNP
2.42%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%
RTX
1.96%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%
TXN
3.58%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
TMUS
1.17%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AZN
AstraZeneca PLC		2.26%2.27%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%
MRK
4.05%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
MCK
0.39%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
AMP
Ameriprise Financial, Inc.		1.27%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%
MSI
0.98%0.87%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%
ECL
1.02%1.01%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%
HON
2.25%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
MA
0.55%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
CCI
6.04%6.90%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%
CP
0.73%0.76%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%0.65%
INTU
0.69%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
GWW
0.82%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%
CTAS
0.73%0.80%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%
ORLY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HTHIY
0.58%1.07%2.98%1.98%3.80%2.38%3.01%2.69%10.51%21.85%17.70%15.27%
TT
1.04%0.91%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%
REGN
0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACN
Accenture plc		2.03%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%
AGM
Federal Agricultural Mortgage Corporation		3.27%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRM
0.65%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MELI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
NOC
1.52%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%
JPM
2.18%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
COST
0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
WMT
0.92%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.87%3.17%2.22%
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBLK
15.52%16.72%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%0.00%
QQQ
0.67%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.63%
-14.02%
KC 150
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the KC 150. 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 KC 150 was 41.51%, occurring on Jun 16, 2022. Recovery took 424 trading sessions.

The current KC 150 drawdown is 11.11%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.51%Nov 9, 2021220Jun 16, 2022424Aug 14, 2023644
-33.57%Feb 20, 202033Mar 23, 202074Jun 5, 2020107
-23.07%Sep 3, 2018114Dec 25, 201898Apr 2, 2019212
-21.58%May 21, 2024109Sep 6, 2024———
-14.05%Aug 18, 2015178Feb 11, 201650Apr 1, 2016228

Volatility

Volatility Chart

The current KC 150 volatility is 12.70%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.70%
13.60%
KC 150
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.
HTHIYBTC-USDSBLKKRCELHSOAZNMRKNOCDPZTSLAREGNKDPCCIABBVMCKAGMGRBKWMTTXRHULCMGDLRPGESSARESCCEPWSMTHGTMUSNFLXORLYALLMELIMNSTBLDRWMMETAROSTCPGWWBKNGRTXCOSTCMINOWWSOCNIAMZNUNPJPMMSIAAPLCRMAVGOORCLSAPQCOMLOWFICOAMATFASTGOOGISRGAXPHDTERCPRTTTADBEADIECLAMPHONINTUADPSPGIMSFTVTXNMACTASACNHDVMCOSMHTQQQQQQXLGVIG
HTHIY1.00-0.010.06-0.030.010.010.070.02-0.030.010.04-0.00-0.030.02-0.000.020.010.08-0.010.030.03-0.000.060.000.050.100.050.01-0.01-0.020.02-0.02-0.010.070.010.04-0.020.060.000.050.010.070.03-0.000.050.020.040.050.060.010.030.020.030.040.040.040.070.060.030.020.030.020.060.030.070.030.050.030.030.030.010.020.040.020.01-0.020.060.030.020.030.030.010.020.050.040.050.070.060.070.04
BTC-USD-0.011.000.070.010.100.020.060.030.020.050.100.040.060.060.010.030.070.080.060.080.060.080.080.020.060.100.050.090.040.070.100.030.060.110.070.100.030.090.090.070.040.090.080.090.080.110.090.070.110.060.080.090.110.120.110.060.120.120.070.090.110.070.110.110.120.090.130.110.080.120.120.060.100.070.130.060.090.100.090.120.090.080.110.070.110.130.140.140.130.11
SBLK0.060.071.000.040.14-0.020.100.070.050.070.160.090.030.040.100.120.190.140.040.140.050.110.060.030.060.150.150.170.090.120.110.070.120.180.080.200.060.160.170.190.150.210.190.070.220.150.150.180.160.210.240.150.180.170.170.140.160.190.140.170.180.140.170.160.220.160.200.170.170.130.200.150.230.190.130.120.130.160.160.190.180.150.140.210.140.210.220.210.210.20
KR-0.030.010.041.000.040.200.130.210.200.170.080.170.230.190.170.240.140.100.360.180.200.140.140.240.160.080.130.200.190.170.080.270.220.080.200.140.210.090.220.140.200.060.190.340.180.080.190.150.090.200.180.200.100.100.110.150.110.110.220.150.100.240.110.120.140.240.120.140.170.130.130.170.190.210.140.210.130.120.140.140.120.180.170.300.160.120.160.170.180.29
CELH0.010.100.140.041.000.060.060.070.050.100.190.110.130.110.090.090.150.160.100.160.100.170.140.080.110.190.180.230.090.130.170.090.090.230.230.220.090.210.190.160.130.180.140.180.200.220.180.150.190.150.140.150.200.220.180.190.200.200.180.170.220.160.210.230.170.170.230.210.190.210.220.170.160.170.220.160.160.210.170.200.170.180.170.180.180.230.260.260.240.23
SO0.010.02-0.020.200.061.000.190.260.250.110.020.110.320.430.200.170.090.090.280.120.300.060.330.420.400.090.260.060.230.230.020.210.260.070.270.080.400.080.160.190.170.110.220.220.130.030.170.200.080.210.120.220.130.080.060.160.150.080.180.130.040.190.140.170.140.210.070.140.190.100.090.280.130.250.140.300.200.140.200.140.200.240.210.420.210.060.130.140.190.33
AZN0.070.060.100.130.060.191.000.380.200.180.130.320.190.210.340.240.150.130.180.110.360.130.200.270.200.140.220.140.180.230.190.210.170.230.200.120.250.220.180.230.150.210.240.200.180.220.190.250.200.190.190.240.220.210.180.210.310.210.190.230.200.200.230.260.210.210.220.210.190.240.210.270.200.250.240.270.280.250.270.230.270.230.250.320.290.240.290.300.300.33
MRK0.020.030.070.210.070.260.381.000.270.150.060.360.240.260.410.370.140.100.240.140.290.120.200.370.230.130.260.110.260.230.120.260.280.150.270.130.340.160.220.220.220.170.270.230.210.170.200.240.150.250.250.270.190.170.150.250.220.170.210.210.120.260.190.260.240.230.150.210.230.210.160.300.250.290.230.330.300.230.290.210.290.280.270.460.290.150.250.250.320.39
NOC-0.030.020.050.200.050.250.200.271.000.160.090.160.290.230.230.280.210.150.250.180.270.110.170.300.240.160.230.140.340.220.110.270.350.110.240.190.390.110.240.250.300.190.510.250.310.150.290.270.130.320.300.300.180.170.160.220.190.150.260.230.140.280.180.210.290.270.150.240.300.210.180.310.300.450.220.360.270.200.310.200.310.350.300.420.280.160.210.220.270.43
DPZ0.010.050.070.170.100.110.180.150.161.000.190.220.210.200.160.170.160.180.220.280.180.290.210.170.180.160.170.210.200.210.240.240.180.270.240.220.220.250.250.220.240.220.190.270.190.290.310.240.290.220.180.260.250.270.250.230.260.240.300.280.260.270.250.300.220.330.260.300.250.290.240.260.220.230.290.270.290.280.270.270.280.310.280.240.300.290.350.350.320.35
TSLA0.040.100.160.080.190.020.130.060.090.191.000.180.140.160.130.120.180.230.150.190.120.260.190.080.170.240.170.240.110.190.350.130.120.340.200.260.100.320.230.190.200.310.200.250.220.330.240.220.370.180.210.220.360.360.360.250.290.300.230.260.340.230.330.320.270.230.350.300.220.350.350.240.270.210.340.220.280.360.270.340.280.260.280.200.290.410.480.480.430.33
REGN-0.000.040.090.170.110.110.320.360.160.220.181.000.170.190.390.300.160.180.180.140.220.180.200.230.190.200.180.210.170.250.240.200.180.250.240.210.190.270.220.230.220.220.180.240.200.280.230.250.260.230.210.250.280.270.270.240.250.270.260.270.250.270.280.320.220.250.260.270.220.300.290.250.270.250.280.280.280.290.280.290.270.270.280.310.290.300.400.400.360.35
KDP-0.030.060.030.230.130.320.190.240.290.210.140.171.000.290.220.210.150.160.300.190.320.180.280.370.280.140.380.170.270.280.150.280.300.170.450.180.350.190.270.220.230.200.250.320.210.180.230.250.210.240.200.260.210.200.160.240.230.180.280.250.160.280.220.250.230.300.170.240.230.240.200.310.250.300.270.360.290.250.300.210.280.310.290.400.300.170.260.260.300.42
CCI0.020.060.040.190.110.430.210.260.230.200.160.190.291.000.230.200.140.190.250.130.340.170.500.350.430.160.260.170.250.280.150.220.280.200.310.190.370.190.240.240.210.160.220.280.160.210.250.240.200.250.180.280.240.230.190.220.270.180.290.260.160.260.220.260.190.310.190.280.240.240.200.350.210.270.290.340.360.270.280.250.280.310.320.380.350.200.290.290.320.41
ABBV-0.000.010.100.170.090.200.340.410.230.160.130.390.220.231.000.360.160.150.230.160.270.120.180.310.230.150.250.200.260.230.160.240.280.210.240.200.300.190.230.260.210.210.290.220.240.230.220.250.190.280.290.260.220.230.210.260.260.240.260.260.220.260.250.300.270.290.220.250.270.250.250.290.290.320.260.320.270.260.300.260.320.300.290.460.290.250.330.330.360.41
MCK0.020.030.120.240.090.170.240.370.280.170.120.300.210.200.361.000.190.160.260.210.240.200.190.290.220.180.250.180.300.270.150.290.330.170.250.250.300.180.260.250.290.230.320.280.280.200.260.260.180.290.310.280.210.200.190.260.230.200.260.230.190.290.220.280.280.280.190.270.290.210.220.310.350.320.230.330.290.230.300.220.290.310.290.400.290.200.290.290.330.42
AGM0.010.070.190.140.150.090.150.140.210.160.180.160.150.140.160.191.000.300.160.270.150.170.130.140.220.280.210.260.360.190.160.190.310.200.160.360.210.210.280.280.300.300.350.190.370.190.290.290.190.330.440.260.210.200.240.260.230.250.300.250.270.310.260.220.410.290.300.260.330.200.280.320.450.370.240.290.280.210.280.290.280.310.280.370.280.290.290.290.330.41
GRBK0.080.080.140.100.160.090.130.100.150.180.230.180.160.190.150.160.301.000.120.240.170.210.180.120.210.270.220.300.240.190.210.220.220.240.230.470.190.240.280.280.300.260.270.200.300.260.360.300.220.290.260.250.260.260.260.240.240.250.360.320.290.310.250.260.290.340.300.340.340.270.290.300.330.320.270.260.290.250.270.300.270.310.290.290.310.310.340.340.330.40
WMT-0.010.060.040.360.100.280.180.240.250.220.150.180.300.250.230.260.160.121.000.200.270.210.250.400.240.150.240.240.240.230.180.340.290.170.300.160.340.200.340.220.260.180.280.540.250.160.260.240.250.250.230.290.240.190.190.270.240.200.320.220.220.300.260.250.240.380.200.250.260.220.220.310.250.280.280.320.290.280.270.240.270.300.310.380.310.230.320.320.350.45
TXRH0.030.080.140.180.160.120.110.140.180.280.190.140.190.130.160.210.270.240.201.000.170.310.150.170.210.220.220.320.300.210.210.270.280.220.250.320.240.230.360.220.270.300.270.260.280.230.310.250.250.270.310.260.220.260.220.270.230.250.330.300.240.300.250.250.350.330.290.320.310.230.260.290.350.310.300.280.260.250.270.270.310.330.300.310.290.280.330.330.330.39
UL0.030.060.050.200.100.300.360.290.270.180.120.220.320.340.270.240.150.170.270.171.000.140.270.470.300.160.360.150.240.250.180.240.250.190.340.180.330.190.240.290.220.230.270.280.230.170.240.310.220.260.220.300.250.220.210.270.400.230.270.230.200.240.250.250.260.290.220.250.270.280.230.360.230.310.250.320.320.280.330.270.320.310.320.400.340.250.310.310.350.43
CMG-0.000.080.110.140.170.060.130.120.110.290.260.180.180.170.120.200.170.210.210.310.141.000.210.140.200.250.200.280.200.220.300.280.210.310.250.290.220.300.280.250.230.300.170.310.200.370.270.260.360.260.210.270.290.350.260.260.270.270.290.350.250.270.290.330.290.310.280.360.260.360.280.290.280.260.360.280.320.350.300.280.320.330.330.210.330.320.410.410.390.36
DLR0.060.080.060.140.140.330.200.200.170.210.190.200.280.500.180.190.130.180.250.150.270.211.000.310.490.250.230.180.210.240.200.220.240.240.260.200.330.260.220.240.230.190.190.310.180.260.260.270.280.240.160.290.260.260.250.290.290.250.280.310.230.260.270.330.220.310.250.290.290.290.260.310.200.280.330.310.350.330.300.270.290.320.330.320.360.290.360.360.370.40
PG0.000.020.030.240.080.420.270.370.300.170.080.230.370.350.310.290.140.120.400.170.470.140.311.000.320.130.340.140.300.250.140.310.320.150.370.140.420.170.270.250.270.200.280.350.220.130.240.280.190.290.220.290.230.190.160.270.270.190.280.230.170.300.230.250.230.330.160.240.290.230.210.400.230.330.250.390.320.280.330.260.320.340.330.490.310.190.270.280.350.48
ESS0.050.060.060.160.110.400.200.230.240.180.170.190.280.430.230.220.220.210.240.210.300.200.490.321.000.240.300.180.310.250.150.250.290.190.280.230.370.190.290.240.240.230.270.290.230.200.280.260.210.290.250.310.230.230.210.260.260.220.320.280.210.270.250.300.320.340.230.260.300.250.240.370.280.330.300.370.340.270.300.270.330.340.340.410.360.230.310.310.340.45
ARES0.100.100.150.080.190.090.140.130.160.160.240.200.140.160.150.180.280.270.150.220.160.250.250.130.241.000.200.260.220.220.260.180.210.270.210.330.210.290.250.280.260.290.260.230.300.340.280.270.310.280.330.300.300.320.300.290.300.310.280.300.320.280.290.310.370.270.330.330.330.320.330.290.410.320.350.320.330.340.290.330.300.330.350.330.360.360.410.410.420.41
CCEP0.050.050.150.130.180.260.220.260.230.170.170.180.380.260.250.250.210.220.240.220.360.200.230.340.300.201.000.190.260.290.170.240.270.220.380.250.320.230.290.310.250.310.320.270.310.220.230.300.220.290.310.290.250.230.250.290.330.240.280.280.240.270.260.270.340.290.250.310.320.240.270.360.330.360.280.320.300.280.340.290.350.330.310.440.320.270.330.330.370.45
WSM0.010.090.170.200.230.060.140.110.140.210.240.210.170.170.200.180.260.300.240.320.150.280.180.140.180.260.191.000.240.190.230.300.250.270.240.400.200.250.400.300.340.270.240.320.350.260.370.280.280.290.310.280.260.280.290.290.270.330.470.300.340.360.260.270.320.440.370.340.350.260.330.300.380.310.300.280.270.270.250.330.250.300.310.320.300.380.380.380.370.43
THG-0.010.040.090.190.090.230.180.260.340.200.110.170.270.250.260.300.360.240.240.300.240.200.210.300.310.220.260.241.000.250.120.290.550.180.270.300.360.160.320.270.330.270.390.250.330.150.320.300.180.350.460.340.210.190.190.270.240.210.300.270.220.320.210.220.400.300.240.300.340.220.230.360.470.430.250.400.310.230.340.260.350.370.330.450.320.220.270.270.330.48
TMUS-0.020.070.120.170.130.230.230.230.220.210.190.250.280.280.230.270.190.190.230.210.250.220.240.250.250.220.290.190.251.000.260.280.290.290.300.230.300.260.270.240.240.270.290.270.250.310.270.270.310.270.260.320.280.300.270.280.280.270.300.300.270.300.300.300.280.300.270.330.290.320.280.330.310.320.320.330.320.320.350.310.330.360.300.380.350.300.400.410.390.43
NFLX0.020.100.110.080.170.020.190.120.110.240.350.240.150.150.160.150.160.210.180.210.180.300.200.140.150.260.170.230.120.261.000.210.140.390.230.230.170.470.250.230.200.340.190.290.220.460.230.260.490.220.220.280.400.430.370.330.340.350.260.350.370.250.430.370.260.270.380.350.270.460.350.270.270.240.410.260.320.440.340.370.360.310.340.220.360.440.560.550.490.36
ORLY-0.020.030.070.270.090.210.210.260.270.240.130.200.280.220.240.290.190.220.340.270.240.280.220.310.250.180.240.300.290.280.211.000.300.240.330.280.360.230.420.270.360.240.300.380.290.220.330.280.240.320.290.300.270.240.240.290.250.220.420.300.250.370.260.280.270.440.240.370.340.270.260.350.310.350.300.390.330.290.340.260.340.400.350.370.350.260.340.340.360.47
ALL-0.010.060.120.220.090.260.170.280.350.180.120.180.300.280.280.330.310.220.290.280.250.210.240.320.290.210.270.250.550.290.140.301.000.160.270.290.380.170.310.280.340.250.420.300.390.170.330.300.170.380.490.350.240.200.220.300.230.220.310.260.230.360.220.250.430.330.240.310.370.210.250.410.480.440.280.440.350.240.360.270.360.380.360.500.370.240.290.290.370.51
MELI0.070.110.180.080.230.070.230.150.110.270.340.250.170.200.210.170.200.240.170.220.190.310.240.150.190.270.220.270.180.290.390.240.161.000.290.290.180.390.290.270.240.380.230.280.250.460.280.280.440.240.270.300.370.440.380.320.370.360.330.400.390.280.400.410.320.320.420.400.300.450.380.300.320.280.430.300.360.410.370.380.390.330.350.290.380.470.530.530.480.41
MNST0.010.070.080.200.230.270.200.270.240.240.200.240.450.310.240.250.160.230.300.250.340.250.260.370.280.210.380.240.270.300.230.330.270.291.000.250.340.300.330.290.280.300.270.360.260.300.310.300.320.290.250.310.320.320.280.320.310.280.340.340.280.340.330.350.260.370.300.360.310.360.320.370.280.350.360.400.370.360.380.340.390.400.370.410.360.320.410.420.420.48
BLDR0.040.100.200.140.220.080.120.130.190.220.260.210.180.190.200.250.360.470.160.320.180.290.200.140.230.330.250.400.300.230.230.280.290.290.251.000.210.290.360.320.370.340.310.270.400.320.460.310.290.360.380.300.300.310.340.310.300.370.450.360.390.380.300.320.400.430.380.410.450.310.390.360.450.380.330.300.370.300.310.380.320.390.370.340.380.400.410.420.420.48
WM-0.020.030.060.210.090.400.250.340.390.220.100.190.350.370.300.300.210.190.340.240.330.220.330.420.370.210.320.200.360.300.170.360.380.180.340.211.000.190.330.340.370.230.370.380.310.230.350.370.210.380.320.410.270.260.220.330.260.230.350.310.210.390.250.310.330.390.230.360.400.290.260.460.310.440.350.480.410.320.380.310.380.490.420.480.390.250.330.340.400.55
META0.060.090.160.090.210.080.220.160.110.250.320.270.190.190.190.180.210.240.200.230.190.300.260.170.190.290.230.250.160.260.470.230.170.390.300.290.191.000.260.260.240.400.210.320.260.470.290.290.560.230.280.310.450.470.430.380.400.400.290.380.410.300.590.420.340.310.410.370.320.510.400.310.320.310.440.320.390.530.420.410.420.370.380.260.410.480.650.650.600.41
ROST0.000.090.170.220.190.160.180.220.240.250.230.220.270.240.230.260.280.280.340.360.240.280.220.270.290.250.290.400.320.270.250.420.310.290.330.360.330.261.000.290.370.350.330.400.350.260.360.320.300.360.360.340.300.300.310.310.290.320.470.310.340.370.310.330.390.490.330.390.390.320.340.370.400.400.350.390.330.330.370.370.390.410.380.420.360.360.420.420.430.53
CP0.050.070.190.140.160.190.230.220.250.220.190.230.220.240.260.250.280.280.220.220.290.250.240.250.240.280.310.300.270.240.230.270.280.270.290.320.340.260.291.000.370.320.370.270.410.300.360.690.290.590.400.330.320.300.330.340.360.350.360.330.350.390.320.340.380.360.350.370.420.310.350.390.430.450.310.390.380.350.380.380.380.400.390.450.390.380.410.420.450.53
GWW0.010.040.150.200.130.170.150.220.300.240.200.220.230.210.210.290.300.300.260.270.220.230.230.270.240.260.250.340.330.240.200.360.340.240.280.370.370.240.370.371.000.310.410.330.480.250.530.390.270.430.410.360.310.270.310.350.290.310.420.340.350.680.290.290.390.420.340.400.490.280.360.440.460.460.340.400.380.310.340.380.350.440.390.460.380.370.380.390.430.55
BKNG0.070.090.210.060.180.110.210.170.190.220.310.220.200.160.210.230.300.260.180.300.230.300.190.200.230.290.310.270.270.270.340.240.250.380.300.340.230.400.350.320.311.000.340.270.360.360.290.340.430.340.410.320.360.400.390.360.390.370.300.370.380.330.450.380.420.310.390.390.390.380.410.390.440.400.400.360.370.390.420.410.450.370.390.380.380.450.530.530.520.48
RTX0.030.080.190.190.140.220.240.270.510.190.200.180.250.220.290.320.350.270.280.270.270.170.190.280.270.260.320.240.390.290.190.300.420.230.270.310.370.210.330.370.410.341.000.280.490.240.380.400.220.440.480.360.290.260.300.360.320.300.330.300.330.410.300.300.490.350.330.340.480.280.350.430.510.570.310.440.380.300.400.350.410.420.390.550.380.350.360.370.430.58
COST-0.000.090.070.340.180.220.200.230.250.270.250.240.320.280.220.280.190.200.540.260.280.310.310.350.290.230.270.320.250.270.290.380.300.280.360.270.380.320.400.270.330.270.281.000.250.310.320.290.370.300.260.350.380.320.340.340.320.330.400.360.330.370.380.380.300.470.330.390.350.390.350.370.300.340.410.420.390.420.370.380.370.420.410.390.420.380.500.500.510.55
CMI0.050.080.220.180.200.130.180.210.310.190.220.200.210.160.240.280.370.300.250.280.230.200.180.220.230.300.310.350.330.250.220.290.390.250.260.400.310.260.350.410.480.360.490.251.000.230.430.430.210.480.510.310.300.250.350.340.320.380.380.280.390.470.290.300.480.380.410.370.530.250.420.420.550.540.290.380.350.290.360.430.370.390.370.540.360.420.390.390.440.57
NOW0.020.110.150.080.220.030.220.170.150.290.330.280.180.210.230.200.190.260.160.230.170.370.260.130.200.340.220.260.150.310.460.220.170.460.300.320.230.470.260.300.250.360.240.310.231.000.310.290.520.250.240.360.420.630.430.430.440.410.330.510.430.300.470.480.340.330.450.440.340.600.430.350.340.320.560.380.450.550.450.430.460.400.460.260.460.530.620.620.550.46
WSO0.040.090.150.190.180.170.190.200.290.310.240.230.230.250.220.260.290.360.260.310.240.270.260.240.280.280.230.370.320.270.230.330.330.280.310.460.350.290.360.360.530.290.380.320.430.311.000.370.290.370.370.360.320.310.320.360.330.340.440.410.360.540.310.350.370.430.390.440.510.330.390.440.420.450.360.400.410.340.360.380.370.470.380.400.400.400.440.440.450.56
CNI0.050.070.180.150.150.200.250.240.270.240.220.250.250.240.250.260.290.300.240.250.310.260.270.280.260.270.300.280.300.270.260.280.300.280.300.310.370.290.320.690.390.340.400.290.430.290.371.000.310.590.410.360.340.320.340.360.390.380.390.340.370.420.340.340.410.380.380.370.440.340.370.430.450.490.330.420.400.370.400.420.400.420.420.470.390.410.440.450.480.56
AMZN0.060.110.160.090.190.080.200.150.130.290.370.260.210.200.190.180.190.220.250.250.220.360.280.190.210.310.220.280.180.310.490.240.170.440.320.290.210.560.300.290.270.430.220.370.210.520.290.311.000.240.290.340.500.520.430.400.430.430.330.430.430.320.620.460.330.360.420.410.310.560.400.330.310.310.510.340.410.590.440.420.450.390.430.290.430.510.710.710.660.46
UNP0.010.060.210.200.150.210.190.250.320.220.180.230.240.250.280.290.330.290.250.270.260.260.240.290.290.280.290.290.350.270.220.320.380.240.290.360.380.230.360.590.430.340.440.300.480.250.370.590.241.000.480.370.310.290.330.350.320.340.410.300.350.470.300.320.450.400.370.380.480.310.390.460.510.530.330.450.420.330.420.410.440.440.430.530.410.370.400.400.450.60
JPM0.030.080.240.180.140.120.190.250.300.180.210.210.200.180.290.310.440.260.230.310.220.210.160.220.250.330.310.310.460.260.220.290.490.270.250.380.320.280.360.400.410.410.480.260.510.240.370.410.290.481.000.360.320.290.350.380.310.360.370.300.380.410.340.310.640.380.390.370.470.290.410.440.690.530.330.400.410.330.430.420.440.420.400.560.430.410.430.430.530.58
MSI0.020.090.150.200.150.220.240.270.300.260.220.250.260.280.260.280.260.250.290.260.300.270.290.290.310.300.290.280.340.320.280.300.350.300.310.300.410.310.340.330.360.320.360.350.310.360.360.360.340.370.361.000.350.390.370.390.370.350.360.390.360.380.370.400.390.390.380.410.430.380.400.430.420.430.460.470.450.420.450.410.450.510.460.430.460.420.470.480.500.56
AAPL0.030.110.180.100.200.130.220.190.180.250.360.280.210.240.220.210.210.260.240.220.250.290.260.230.230.300.250.260.210.280.400.270.240.370.320.300.270.450.300.320.310.360.290.380.300.420.320.340.500.310.320.351.000.440.500.400.420.470.330.380.450.360.520.450.350.340.460.410.360.490.480.360.360.360.460.380.420.560.430.490.430.400.430.370.430.540.700.700.690.51
CRM0.040.120.170.100.220.080.210.170.170.270.360.270.200.230.230.200.200.260.190.260.220.350.260.190.230.320.230.280.190.300.430.240.200.440.320.310.260.470.300.300.270.400.260.320.250.630.310.320.520.290.290.390.441.000.430.430.460.410.360.480.410.320.500.470.370.350.440.420.340.620.430.360.370.330.590.400.460.550.480.430.490.420.490.310.470.510.630.630.580.48
AVGO0.040.110.170.110.180.060.180.150.160.250.360.270.160.190.210.190.240.260.190.220.210.260.250.160.210.300.250.290.190.270.370.240.220.380.280.340.220.430.310.330.310.390.300.340.350.430.320.340.430.330.350.370.500.431.000.390.420.570.330.390.620.360.430.440.370.340.590.420.400.470.640.350.410.380.460.370.390.500.400.620.400.420.450.360.400.750.660.660.600.52
ORCL0.040.060.140.150.190.160.210.250.220.230.250.240.240.220.260.260.260.240.270.270.270.260.290.270.260.290.290.290.270.280.330.290.300.320.320.310.330.380.310.340.350.360.360.340.340.430.360.360.400.350.380.390.400.430.391.000.430.380.340.410.390.380.430.420.400.360.410.380.420.460.410.400.430.410.460.430.450.510.440.420.460.430.490.430.460.470.550.550.580.56
SAP0.070.120.160.110.200.150.310.220.190.260.290.250.230.270.260.230.230.240.240.230.400.270.290.270.260.300.330.270.240.280.340.250.230.370.310.300.260.400.290.360.290.390.320.320.320.440.330.390.430.320.310.370.420.460.420.431.000.430.350.430.430.340.450.450.380.360.440.400.380.480.440.400.390.390.470.420.440.500.450.440.460.420.480.390.450.500.570.570.570.53
QCOM0.060.120.190.110.200.080.210.170.150.240.300.270.180.180.240.200.250.250.200.250.230.270.250.190.220.310.240.330.210.270.350.220.220.360.280.370.230.400.320.350.310.370.300.330.380.410.340.380.430.340.360.350.470.410.570.380.431.000.360.390.600.380.450.410.410.360.600.380.400.460.610.370.420.400.460.360.390.500.400.610.410.400.410.400.420.710.630.640.600.54
LOW0.030.070.140.220.180.180.190.210.260.300.230.260.280.290.260.260.300.360.320.330.270.290.280.280.320.280.280.470.300.300.260.420.310.330.340.450.350.290.470.360.420.300.330.400.380.330.440.390.330.410.370.360.330.360.330.340.350.361.000.380.350.460.330.350.400.760.370.420.440.360.390.440.430.440.400.430.430.360.390.400.400.450.430.440.450.400.460.460.470.60
FICO0.020.090.170.150.170.130.230.210.230.280.260.270.250.260.260.230.250.320.220.300.230.350.310.230.280.300.280.300.270.300.350.300.260.400.340.360.310.380.310.330.340.370.300.360.280.510.410.340.430.300.300.390.380.480.390.410.430.390.381.000.400.370.420.460.370.380.430.490.400.510.380.410.400.380.510.420.490.480.450.410.460.480.470.360.500.480.560.560.540.53
AMAT0.030.110.180.100.220.040.200.120.140.260.340.250.160.160.220.190.270.290.220.240.200.250.230.170.210.320.240.340.220.270.370.250.230.390.280.390.210.410.340.350.350.380.330.330.390.430.360.370.430.350.380.360.450.410.620.390.430.600.350.401.000.390.450.440.420.350.740.420.430.470.670.360.450.390.470.380.400.500.410.670.430.420.420.390.410.800.630.630.580.53
FAST0.020.070.140.240.160.190.200.260.280.270.230.270.280.260.260.290.310.310.300.300.240.270.260.300.270.280.270.360.320.300.250.370.360.280.340.380.390.300.370.390.680.330.410.370.470.300.540.420.320.470.410.380.360.320.360.380.340.380.460.370.391.000.350.360.400.470.400.460.510.350.420.470.460.490.400.460.430.380.390.440.400.490.430.490.440.410.460.460.490.61
GOOG0.060.110.170.110.210.140.230.190.180.250.330.280.220.220.250.220.260.250.260.250.250.290.270.230.250.290.260.260.210.300.430.260.220.400.330.300.250.590.310.320.290.450.300.380.290.470.310.340.620.300.340.370.520.500.430.430.450.450.330.420.450.351.000.470.390.360.440.410.360.560.440.390.380.380.510.400.440.620.490.470.490.410.480.370.460.520.710.710.700.52
ISRG0.030.110.160.120.230.170.260.260.210.300.320.320.250.260.300.280.220.260.250.250.250.330.330.250.300.310.270.270.220.300.370.280.250.410.350.320.310.420.330.340.290.380.300.380.300.480.350.340.460.320.310.400.450.470.440.420.450.410.350.460.440.360.471.000.370.370.460.450.420.510.470.430.380.390.510.440.490.530.460.460.490.480.500.380.490.510.610.610.590.57
AXP0.070.120.220.140.170.140.210.240.290.220.270.220.230.190.270.280.410.290.240.350.260.290.220.230.320.370.340.320.400.280.260.270.430.320.260.400.330.340.390.380.390.420.490.300.480.340.370.410.330.450.640.390.350.370.370.400.380.410.400.370.420.400.390.371.000.400.410.410.460.360.440.430.650.510.410.440.450.380.510.440.530.450.430.520.480.460.500.500.550.60
HD0.030.090.160.240.170.210.210.230.270.330.230.250.300.310.290.280.290.340.380.330.290.310.310.330.340.270.290.440.300.300.270.440.330.320.370.430.390.310.490.360.420.310.350.470.380.330.430.380.360.400.380.390.340.350.340.360.360.360.760.380.350.470.360.370.401.000.360.440.460.380.400.460.430.450.430.470.460.400.420.430.430.460.460.470.460.400.480.480.510.63
TER0.050.130.200.120.230.070.220.150.150.260.350.260.170.190.220.190.300.300.200.290.220.280.250.160.230.330.250.370.240.270.380.240.240.420.300.380.230.410.330.350.340.390.330.330.410.450.390.380.420.370.390.380.460.440.590.410.440.600.370.430.740.400.440.460.410.361.000.430.440.480.690.390.480.420.490.400.430.500.430.690.440.430.450.400.440.770.640.640.600.56
CPRT0.030.110.170.140.210.140.210.210.240.300.300.270.240.280.250.270.260.340.250.320.250.360.290.240.260.330.310.340.300.330.350.370.310.400.360.410.360.370.390.370.400.390.340.390.370.440.440.370.410.380.370.410.410.420.420.380.400.380.420.490.420.460.410.450.410.440.431.000.460.470.440.450.450.430.500.450.480.440.460.420.480.530.480.390.500.480.550.550.540.58
TT0.030.080.170.170.190.190.190.230.300.250.220.220.230.240.270.290.330.340.260.310.270.260.290.290.300.330.320.350.340.290.270.340.370.300.310.450.400.320.390.420.490.390.480.350.530.340.510.440.310.480.470.430.360.340.400.420.380.400.440.400.430.510.360.420.460.460.440.461.000.360.430.510.520.570.370.450.460.400.430.440.440.520.460.470.470.470.490.490.540.64
ADBE0.030.120.130.130.210.100.240.210.210.290.350.300.240.240.250.210.200.270.220.230.280.360.290.230.250.320.240.260.220.320.460.270.210.450.360.310.290.510.320.310.280.380.280.390.250.600.330.340.560.310.290.380.490.620.470.460.480.460.360.510.470.350.560.510.360.380.480.470.361.000.480.410.350.370.630.460.510.650.530.490.530.460.540.350.510.570.690.690.640.54
ADI0.010.120.200.130.220.090.210.160.180.240.350.290.200.200.250.220.280.290.220.260.230.280.260.210.240.330.270.330.230.280.350.260.250.380.320.390.260.400.340.350.360.410.350.350.420.430.390.370.400.390.410.400.480.430.640.410.440.610.390.380.670.420.440.470.440.400.690.440.430.481.000.410.460.430.500.430.430.500.450.780.460.460.470.430.450.770.640.640.600.59
ECL0.020.060.150.170.170.280.270.300.310.260.240.250.310.350.290.310.320.300.310.290.360.290.310.400.370.290.360.300.360.330.270.350.410.300.370.360.460.310.370.390.440.390.430.370.420.350.440.430.330.460.440.430.360.360.350.400.400.370.440.410.360.470.390.430.430.460.390.450.510.410.411.000.470.520.450.500.500.430.480.440.490.520.530.530.500.420.490.490.550.67
AMP0.040.100.230.190.160.130.200.250.300.220.270.270.250.210.290.350.450.330.250.350.230.280.200.230.280.410.330.380.470.310.270.310.480.320.280.450.310.320.400.430.460.440.510.300.550.340.420.450.310.510.690.420.360.370.410.430.390.420.430.400.450.460.380.380.650.430.480.450.520.350.460.471.000.550.410.460.470.380.480.470.490.470.480.570.500.490.500.500.570.64
HON0.020.070.190.210.170.250.250.290.450.230.210.250.300.270.320.320.370.320.280.310.310.260.280.330.330.320.360.310.430.320.240.350.440.280.350.380.440.310.400.450.460.400.570.340.540.320.450.490.310.530.530.430.360.330.380.410.390.400.440.380.390.490.380.390.510.450.420.430.570.370.430.520.551.000.390.530.470.400.460.470.480.530.510.600.460.430.480.480.540.69
INTU0.010.130.130.140.220.140.240.230.220.290.340.280.270.290.260.230.240.270.280.300.250.360.330.250.300.350.280.300.250.320.410.300.280.430.360.330.350.440.350.310.340.400.310.410.290.560.360.330.510.330.330.460.460.590.460.460.470.460.400.510.470.400.510.510.410.430.490.500.370.630.500.450.410.391.000.530.540.610.520.500.540.500.560.390.560.560.660.670.650.59
ADP-0.020.060.120.210.160.300.270.330.360.270.220.280.360.340.320.330.290.260.320.280.320.280.310.390.370.320.320.280.400.330.260.390.440.300.400.300.480.320.390.390.400.360.440.420.380.380.400.420.340.450.400.470.380.400.370.430.420.360.430.420.380.460.400.440.440.470.400.450.450.460.430.500.460.530.531.000.520.480.530.460.550.560.570.550.530.420.510.510.550.67
SPGI0.060.090.130.130.160.200.280.300.270.290.280.280.290.360.270.290.280.290.290.260.320.320.350.320.340.330.300.270.310.320.320.330.350.360.370.370.410.390.330.380.380.370.380.390.350.450.410.400.410.420.410.450.420.460.390.450.440.390.430.490.400.430.440.490.450.460.430.480.460.510.430.500.470.470.540.521.000.520.540.460.550.530.550.440.770.470.570.570.590.64
MSFT0.030.100.160.120.210.140.250.230.200.280.360.290.250.270.260.230.210.250.280.250.280.350.330.280.270.340.280.270.230.320.440.290.240.410.360.300.320.530.330.350.310.390.300.420.290.550.340.370.590.330.330.420.560.550.500.510.500.500.360.480.500.380.620.530.380.400.500.440.400.650.500.430.380.400.610.480.521.000.530.530.530.480.560.380.530.600.760.760.740.59
V0.020.090.160.140.170.200.270.290.310.270.270.280.300.280.300.300.280.270.270.270.330.300.300.330.300.290.340.250.340.350.340.340.360.370.380.310.380.420.370.380.340.420.400.370.360.450.360.400.440.420.430.450.430.480.400.440.450.400.390.450.410.390.490.460.510.420.430.460.430.530.450.480.480.460.520.530.540.531.000.480.810.500.530.480.560.480.580.580.610.63
TXN0.030.120.190.140.200.140.230.210.200.270.340.290.210.250.260.220.290.300.240.270.270.280.270.260.270.330.290.330.260.310.370.260.270.380.340.380.310.410.370.380.380.410.350.380.430.430.380.420.420.410.420.410.490.430.620.420.440.610.400.410.670.440.470.460.440.430.690.420.440.490.780.440.470.470.500.460.460.530.481.000.480.470.510.490.470.770.660.660.620.63
MA0.030.090.180.120.170.200.270.290.310.280.280.270.280.280.320.290.280.270.270.310.320.320.290.320.330.300.350.250.350.330.360.340.360.390.390.320.380.420.390.380.350.450.410.370.370.460.370.400.450.440.440.450.430.490.400.460.460.410.400.460.430.400.490.490.530.430.440.480.440.530.460.490.490.480.540.550.550.530.810.481.000.520.550.480.570.490.590.590.620.64
CTAS0.010.080.150.180.180.240.230.280.350.310.260.270.310.310.300.310.310.310.300.330.310.330.320.340.340.330.330.300.370.360.310.400.380.330.400.390.490.370.410.400.440.370.420.420.390.400.470.420.390.440.420.510.400.420.420.430.420.400.450.480.420.490.410.480.450.460.430.530.520.460.460.520.470.530.500.560.530.480.500.470.521.000.550.480.550.480.550.560.580.67
ACN0.020.110.140.170.170.210.250.270.300.280.280.280.290.320.290.290.280.290.310.300.320.330.330.330.340.350.310.310.330.300.340.350.360.350.370.370.420.380.380.390.390.390.390.410.370.460.380.420.430.430.400.460.430.490.450.490.480.410.430.470.420.430.480.500.430.460.450.480.460.540.470.530.480.510.560.570.550.560.530.510.550.551.000.490.550.500.590.590.630.67
HDV0.050.070.210.300.180.420.320.460.420.240.200.310.400.380.460.400.370.290.380.310.400.210.320.490.410.330.440.320.450.380.220.370.500.290.410.340.480.260.420.450.460.380.550.390.540.260.400.470.290.530.560.430.370.310.360.430.390.400.440.360.390.490.370.380.520.470.400.390.470.350.430.530.570.600.390.550.440.380.480.490.480.480.491.000.460.420.460.470.590.75
MCO0.040.110.140.160.180.210.290.290.280.300.290.290.300.350.290.290.280.310.310.290.340.330.360.310.360.360.320.300.320.350.360.350.370.380.360.380.390.410.360.390.380.380.380.420.360.460.400.390.430.410.430.460.430.470.400.460.450.420.450.500.410.440.460.490.480.460.440.500.470.510.450.500.500.460.560.530.770.530.560.470.570.550.550.461.000.480.590.590.610.65
SMH0.050.130.210.120.230.060.240.150.160.290.410.300.170.200.250.200.290.310.230.280.250.320.290.190.230.360.270.380.220.300.440.260.240.470.320.400.250.480.360.380.370.450.350.380.420.530.400.410.510.370.410.420.540.510.750.470.500.710.400.480.800.410.520.510.460.400.770.480.470.570.770.420.490.430.560.420.470.600.480.770.490.480.500.420.481.000.770.780.700.61
TQQQ0.070.140.220.160.260.130.290.250.210.350.480.400.260.290.330.290.290.340.320.330.310.410.360.270.310.410.330.380.270.400.560.340.290.530.410.410.330.650.420.410.380.530.360.500.390.620.440.440.710.400.430.470.700.630.660.550.570.630.460.560.630.460.710.610.500.480.640.550.490.690.640.490.500.480.660.510.570.760.580.660.590.550.590.460.590.771.001.000.890.70
QQQ0.060.140.210.170.260.140.300.250.220.350.480.400.260.290.330.290.290.340.320.330.310.410.360.280.310.410.330.380.270.410.550.340.290.530.420.420.340.650.420.420.390.530.370.500.390.620.440.450.710.400.430.480.700.630.660.550.570.640.460.560.630.460.710.610.500.480.640.550.490.690.640.490.500.480.670.510.570.760.580.660.590.560.590.470.590.781.001.000.900.70
XLG0.070.130.210.180.240.190.300.320.270.320.430.360.300.320.360.330.330.330.350.330.350.390.370.350.340.420.370.370.330.390.490.360.370.480.420.420.400.600.430.450.430.520.430.510.440.550.450.480.660.450.530.500.690.580.600.580.570.600.470.540.580.490.700.590.550.510.600.540.540.640.600.550.570.540.650.550.590.740.610.620.620.580.630.590.610.700.890.901.000.78
VIG0.040.110.200.290.230.330.330.390.430.350.330.350.420.410.410.420.410.400.450.390.430.360.400.480.450.410.450.430.480.430.360.470.510.410.480.480.550.410.530.530.550.480.580.550.570.460.560.560.460.600.580.560.510.480.520.560.530.540.600.530.530.610.520.570.600.630.560.580.640.540.590.670.640.690.590.670.640.590.630.630.640.670.670.750.650.610.700.700.781.00
The correlation results are calculated based on daily price changes starting from May 3, 2014
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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

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