US GLOBAL TITAN 50 EQ.WEIGHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
US GLOBAL TITAN 50 EQ.WEIGHT
Last updated Oct 30, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 2.38% |
ABBV AbbVie Inc. | Healthcare | 2.38% |
ABT Abbott Laboratories | Healthcare | 2.38% |
ACN Accenture plc | Technology | 2.38% |
ADBE Adobe Inc | Technology | 2.38% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2.38% |
ASML ASML Holding N.V. | Technology | 2.38% |
AVGO Broadcom Inc. | Technology | 2.38% |
BHP BHP Group | Basic Materials | 2.38% |
C Citigroup Inc. | Financial Services | 2.38% |
CMCSA Comcast Corporation | Communication Services | 2.38% |
CRM salesforce.com, inc. | Technology | 2.38% |
CSCO Cisco Systems, Inc. | Technology | 2.38% |
CVX Chevron Corporation | Energy | 2.38% |
DIS The Walt Disney Company | Communication Services | 2.38% |
GOOGL Alphabet Inc. | Communication Services | 2.38% |
IBM International Business Machines Corporation | Technology | 2.38% |
INTC Intel Corporation | Technology | 2.38% |
JNJ Johnson & Johnson | Healthcare | 2.38% |
JPM JPMorgan Chase & Co. | Financial Services | 2.38% |
KO | 2.38% | |
MA | 2.38% | |
MCD | 2.38% | |
MDT | 2.38% | |
META | 2.38% | |
MRK | 2.38% | |
MSFT | 2.38% | |
NVDA | 2.38% | |
ORCL | 2.38% | |
PEP | 2.38% | |
PFE | 2.38% | |
PG | 2.38% | |
PM | 2.38% | |
SHEL | 2.38% | |
TCEHY | 2.38% | |
TMO | 2.38% | |
TSLA | 2.38% | |
TSM | 2.38% | |
UNH | 2.38% | |
V | 2.38% | |
WMT | 2.38% | |
XOM | 2.38% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US GLOBAL TITAN 50 EQ.WEIGHT, 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 Quarterly
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Oct 30, 2024, the US GLOBAL TITAN 50 EQ.WEIGHT returned 20.37% Year-To-Date and 18.67% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| US GLOBAL TITAN 50 EQ.WEIGHT | 20.37% | 0.06% | 14.40% | 35.38% | 19.50% | 18.67% |
| Portfolio components: | ||||||
AAPL Apple Inc | 21.83% | 0.29% | 38.37% | 37.53% | 30.58% | 25.64% |
MSFT | 15.50% | 0.38% | 9.77% | 28.71% | 25.88% | 26.89% |
AMZN Amazon.com, Inc. | 25.60% | 2.42% | 6.61% | 43.38% | 16.40% | 28.81% |
NVDA | 185.29% | 16.31% | 70.13% | 246.48% | 95.28% | 77.28% |
GOOGL Alphabet Inc. | 21.77% | 2.31% | 3.81% | 37.09% | 21.84% | 19.66% |
META | 68.12% | 3.64% | 35.35% | 97.52% | 25.29% | 23.08% |
TSLA | 4.44% | -0.81% | 44.19% | 29.22% | 65.86% | 32.13% |
UNH | 8.03% | -3.86% | 17.02% | 6.56% | 19.21% | 21.34% |
XOM | 20.32% | 0.05% | 2.72% | 14.68% | 16.68% | 6.50% |
JNJ Johnson & Johnson | 4.53% | -1.22% | 7.56% | 11.34% | 6.99% | 6.95% |
JPM JPMorgan Chase & Co. | 34.17% | 6.36% | 17.54% | 64.12% | 15.11% | 17.17% |
V | 8.89% | 2.52% | 5.85% | 20.84% | 10.08% | 17.53% |
PG | 16.92% | -2.91% | 3.53% | 14.20% | 8.87% | 9.78% |
TSM | 91.43% | 13.40% | 46.94% | 131.74% | 33.27% | 27.79% |
MA | 19.39% | 2.66% | 14.85% | 35.30% | 13.34% | 20.51% |
AVGO Broadcom Inc. | 62.30% | 3.91% | 45.15% | 116.32% | 47.86% | 39.10% |
MRK | -3.03% | -8.66% | -18.44% | 3.68% | 8.33% | 9.81% |
ASML ASML Holding N.V. | -4.76% | -13.97% | -15.79% | 20.70% | 22.76% | 23.05% |
CVX Chevron Corporation | 2.81% | 0.85% | -4.97% | 6.33% | 9.84% | 6.62% |
PEP | 0.92% | -1.50% | -2.88% | 5.78% | 7.15% | 8.83% |
TCEHY | 42.93% | -3.32% | 22.42% | 45.94% | 7.73% | 14.18% |
ABBV AbbVie Inc. | 26.73% | -3.29% | 19.17% | 39.10% | 23.59% | 16.31% |
KO | 13.79% | -8.77% | 7.41% | 19.65% | 7.30% | 7.97% |
PFE | 3.29% | -1.66% | 7.79% | -1.38% | -0.74% | 3.99% |
CRM salesforce.com, inc. | 14.09% | 9.20% | 11.59% | 49.49% | 13.51% | 16.76% |
MCD | 1.30% | -3.12% | 8.83% | 15.25% | 11.36% | 15.11% |
SHEL | 2.21% | -1.02% | -6.24% | 4.29% | 6.55% | 4.02% |
WMT | 56.98% | 1.18% | 39.70% | 52.01% | 17.70% | 14.73% |
TMO | 3.40% | -11.45% | -4.61% | 23.48% | 12.85% | 17.03% |
CSCO Cisco Systems, Inc. | 13.80% | 5.42% | 20.81% | 10.29% | 6.73% | 12.05% |
ACN Accenture plc | 5.12% | 3.12% | 22.59% | 24.16% | 15.80% | 18.15% |
ADBE Adobe Inc | -18.64% | -6.26% | 3.41% | -8.77% | 11.86% | 21.40% |
ABT Abbott Laboratories | 5.09% | -0.06% | 7.77% | 22.34% | 8.44% | 12.18% |
CMCSA Comcast Corporation | -1.18% | 1.47% | 11.86% | 4.95% | 1.27% | 6.57% |
DIS The Walt Disney Company | 6.96% | -0.06% | -12.59% | 18.75% | -6.01% | 1.43% |
ORCL | 66.51% | 2.01% | 52.06% | 69.78% | 27.90% | 17.94% |
PM | 45.25% | 8.38% | 40.32% | 55.38% | 15.89% | 9.48% |
BHP BHP Group | -11.81% | -8.00% | 6.84% | 5.58% | 11.31% | 7.22% |
IBM International Business Machines Corporation | 32.27% | -4.82% | 30.38% | 51.26% | 15.59% | 7.50% |
INTC Intel Corporation | -53.82% | -2.39% | -23.81% | -36.21% | -14.37% | -1.24% |
MDT | 12.41% | 0.32% | 13.54% | 32.34% | -0.92% | 5.40% |
C Citigroup Inc. | 29.29% | 3.34% | 7.38% | 70.61% | 1.00% | 4.59% |
Monthly Returns
The table below presents the monthly returns of US GLOBAL TITAN 50 EQ.WEIGHT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.58% | 4.07% | 3.02% | -4.28% | 2.83% | 3.90% | 2.35% | 1.55% | 2.90% | 20.37% | |||
| 2023 | 8.00% | -2.11% | 6.45% | 1.28% | 1.18% | 5.75% | 3.41% | -1.48% | -4.05% | -2.22% | 8.57% | 3.59% | 31.11% |
| 2022 | -2.06% | -3.60% | 3.72% | -7.20% | 1.04% | -7.57% | 6.58% | -4.88% | -10.05% | 7.97% | 8.26% | -4.40% | -13.53% |
| 2021 | -0.13% | 2.97% | 3.57% | 4.05% | 0.76% | 2.54% | 2.45% | 2.37% | -3.83% | 6.12% | -1.16% | 4.68% | 26.81% |
| 2020 | 0.84% | -7.19% | -9.70% | 13.22% | 4.71% | 2.87% | 5.67% | 9.47% | -4.30% | -3.65% | 12.79% | 5.19% | 30.43% |
| 2019 | 6.54% | 3.61% | 3.26% | 3.69% | -6.50% | 7.13% | 1.80% | -2.55% | 2.12% | 3.32% | 3.95% | 4.32% | 34.38% |
| 2018 | 7.75% | -3.54% | -3.15% | 0.59% | 2.82% | 1.09% | 3.40% | 2.99% | 1.40% | -5.16% | 3.04% | -7.32% | 2.92% |
| 2017 | 4.30% | 3.58% | 2.01% | 1.92% | 3.76% | 0.72% | 3.25% | 2.01% | 1.42% | 4.58% | 2.51% | 0.73% | 35.41% |
| 2016 | -4.77% | -0.43% | 8.35% | 1.09% | 3.02% | 0.48% | 4.36% | 0.49% | 1.95% | -1.62% | 1.26% | 2.40% | 17.25% |
| 2015 | -2.69% | 7.36% | -2.36% | 3.27% | 1.75% | -2.15% | 2.81% | -6.28% | -1.16% | 8.51% | 0.93% | -0.23% | 9.13% |
| 2014 | -2.25% | 6.16% | -0.40% | -0.16% | 2.40% | 2.66% | -0.61% | 4.11% | -1.28% | 2.28% | 3.54% | -1.46% | 15.63% |
| 2013 | 5.93% | 0.00% | 2.55% | 4.43% | 4.75% | -1.04% | 6.57% | -1.59% | 5.06% | 3.57% | 2.40% | 4.15% | 43.10% |
Expense Ratio
US GLOBAL TITAN 50 EQ.WEIGHT has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of US GLOBAL TITAN 50 EQ.WEIGHT is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
MSFT | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
AMZN Amazon.com, Inc. | 1.89 | 2.54 | 1.33 | 1.71 | 8.44 |
NVDA | 4.84 | 4.43 | 1.58 | 9.20 | 29.13 |
GOOGL Alphabet Inc. | 1.51 | 2.05 | 1.28 | 1.77 | 4.55 |
META | 2.81 | 3.74 | 1.53 | 4.75 | 17.06 |
TSLA | 0.43 | 1.06 | 1.13 | 0.39 | 1.10 |
UNH | 0.37 | 0.67 | 1.09 | 0.44 | 1.17 |
XOM | 0.77 | 1.20 | 1.14 | 0.80 | 3.04 |
JNJ Johnson & Johnson | 0.89 | 1.38 | 1.17 | 0.76 | 2.68 |
JPM JPMorgan Chase & Co. | 3.49 | 3.93 | 1.63 | 4.54 | 20.78 |
V | 1.51 | 1.96 | 1.28 | 1.92 | 4.88 |
PG | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
TSM | 3.38 | 3.92 | 1.51 | 3.63 | 19.23 |
MA | 2.62 | 3.38 | 1.48 | 3.37 | 8.42 |
AVGO Broadcom Inc. | 2.57 | 3.10 | 1.41 | 4.64 | 14.31 |
MRK | 0.18 | 0.37 | 1.06 | 0.17 | 0.45 |
ASML ASML Holding N.V. | 0.50 | 0.92 | 1.13 | 0.60 | 1.55 |
CVX Chevron Corporation | 0.39 | 0.66 | 1.08 | 0.33 | 1.23 |
PEP | 0.52 | 0.86 | 1.10 | 0.51 | 1.85 |
TCEHY | 1.33 | 2.01 | 1.25 | 0.75 | 4.79 |
ABBV AbbVie Inc. | 2.26 | 2.90 | 1.40 | 2.61 | 8.42 |
KO | 1.83 | 2.62 | 1.33 | 1.97 | 10.95 |
PFE | 0.00 | 0.18 | 1.02 | 0.00 | 0.01 |
CRM salesforce.com, inc. | 1.54 | 1.89 | 1.34 | 1.48 | 3.99 |
MCD | 1.02 | 1.47 | 1.20 | 1.05 | 2.38 |
SHEL | 0.13 | 0.30 | 1.04 | 0.22 | 0.49 |
WMT | 2.88 | 3.78 | 1.59 | 5.01 | 15.06 |
TMO | 1.34 | 1.99 | 1.24 | 0.79 | 6.55 |
CSCO Cisco Systems, Inc. | 0.57 | 0.86 | 1.13 | 0.48 | 1.53 |
ACN Accenture plc | 1.20 | 1.68 | 1.24 | 0.92 | 2.07 |
ADBE Adobe Inc | -0.13 | 0.05 | 1.01 | -0.12 | -0.27 |
ABT Abbott Laboratories | 1.40 | 1.99 | 1.25 | 0.77 | 3.09 |
CMCSA Comcast Corporation | 0.44 | 0.75 | 1.09 | 0.26 | 0.80 |
DIS The Walt Disney Company | 0.85 | 1.35 | 1.19 | 0.37 | 1.40 |
ORCL | 2.25 | 3.16 | 1.47 | 3.59 | 13.32 |
PM | 3.13 | 4.84 | 1.64 | 4.61 | 18.40 |
BHP BHP Group | 0.21 | 0.47 | 1.06 | 0.23 | 0.40 |
IBM International Business Machines Corporation | 2.45 | 3.18 | 1.49 | 3.17 | 7.95 |
INTC Intel Corporation | -0.70 | -0.72 | 0.89 | -0.50 | -0.96 |
MDT | 1.92 | 2.67 | 1.34 | 0.77 | 7.21 |
C Citigroup Inc. | 2.95 | 3.67 | 1.48 | 1.63 | 14.03 |
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
US GLOBAL TITAN 50 EQ.WEIGHT provided a 1.94% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US GLOBAL TITAN 50 EQ.WEIGHT | 1.94% | 2.15% | 2.28% | 2.00% | 2.13% | 2.18% | 2.27% | 1.87% | 2.03% | 2.25% | 1.89% | 1.83% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
UNH | 1.42% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
XOM | 3.24% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
JNJ Johnson & Johnson | 3.04% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
JPM JPMorgan Chase & Co. | 2.06% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
V | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
PG | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
TSM | 1.11% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
MA | 0.52% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MRK | 2.97% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
ASML ASML Holding N.V. | 1.15% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
CVX Chevron Corporation | 4.31% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
PEP | 3.13% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
TCEHY | 0.81% | 6.80% | 4.27% | 0.35% | 0.22% | 0.27% | 0.29% | 0.15% | 0.25% | 0.24% | 0.04% | 0.20% |
ABBV AbbVie Inc. | 3.27% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
KO | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PFE | 5.87% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
CRM salesforce.com, inc. | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCD | 2.26% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
SHEL | 4.18% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
WMT | 0.99% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
TMO | 0.28% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
CSCO Cisco Systems, Inc. | 2.86% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
ACN Accenture plc | 1.47% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
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% |
ABT Abbott Laboratories | 1.94% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
CMCSA Comcast Corporation | 2.90% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
DIS The Walt Disney Company | 0.78% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
ORCL | 0.92% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
PM | 3.99% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
BHP BHP Group | 5.11% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
IBM International Business Machines Corporation | 3.16% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
INTC Intel Corporation | 2.18% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
MDT | 3.08% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
C Citigroup Inc. | 3.32% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
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.
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the US GLOBAL TITAN 50 EQ.WEIGHT. 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 US GLOBAL TITAN 50 EQ.WEIGHT was 31.42%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.
The current US GLOBAL TITAN 50 EQ.WEIGHT drawdown is 1.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 14, 2020 | 101 |
| -23.84% | Jan 4, 2022 | 194 | Oct 11, 2022 | 161 | Jun 2, 2023 | 355 |
| -15.98% | Oct 2, 2018 | 58 | Dec 24, 2018 | 53 | Mar 13, 2019 | 111 |
| -12.69% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
| -12.21% | Dec 30, 2015 | 30 | Feb 11, 2016 | 25 | Mar 18, 2016 | 55 |
Volatility
Volatility Chart
The current US GLOBAL TITAN 50 EQ.WEIGHT volatility is 2.64%, 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.
US GLOBAL TITAN 50 EQ.WEIGHT
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.
| TSLA | WMT | TCEHY | MRK | SHEL | PM | ABBV | XOM | PFE | PG | UNH | CVX | MCD | BHP | KO | PEP | JNJ | META | TSM | NVDA | CMCSA | DIS | AAPL | AMZN | CRM | AVGO | C | MDT | JPM | INTC | ABT | IBM | ORCL | ASML | TMO | ADBE | GOOGL | CSCO | MSFT | V | ACN | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.16 | 0.28 | 0.10 | 0.15 | 0.13 | 0.16 | 0.14 | 0.14 | 0.11 | 0.16 | 0.15 | 0.17 | 0.25 | 0.15 | 0.15 | 0.11 | 0.34 | 0.34 | 0.39 | 0.24 | 0.30 | 0.38 | 0.40 | 0.38 | 0.38 | 0.26 | 0.22 | 0.24 | 0.34 | 0.23 | 0.21 | 0.27 | 0.35 | 0.28 | 0.39 | 0.36 | 0.27 | 0.36 | 0.29 | 0.29 | 0.31 |
| WMT | 0.16 | 1.00 | 0.13 | 0.28 | 0.15 | 0.30 | 0.24 | 0.21 | 0.27 | 0.44 | 0.29 | 0.21 | 0.34 | 0.19 | 0.38 | 0.43 | 0.35 | 0.18 | 0.18 | 0.20 | 0.29 | 0.27 | 0.25 | 0.26 | 0.19 | 0.21 | 0.22 | 0.31 | 0.25 | 0.25 | 0.32 | 0.31 | 0.30 | 0.22 | 0.30 | 0.26 | 0.27 | 0.31 | 0.30 | 0.29 | 0.32 | 0.29 |
| TCEHY | 0.28 | 0.13 | 1.00 | 0.14 | 0.27 | 0.17 | 0.17 | 0.22 | 0.19 | 0.12 | 0.18 | 0.24 | 0.16 | 0.39 | 0.16 | 0.15 | 0.18 | 0.33 | 0.42 | 0.35 | 0.27 | 0.30 | 0.34 | 0.37 | 0.35 | 0.35 | 0.33 | 0.26 | 0.30 | 0.34 | 0.28 | 0.25 | 0.29 | 0.39 | 0.32 | 0.35 | 0.37 | 0.31 | 0.36 | 0.34 | 0.31 | 0.37 |
| MRK | 0.10 | 0.28 | 0.14 | 1.00 | 0.24 | 0.32 | 0.43 | 0.27 | 0.51 | 0.38 | 0.37 | 0.28 | 0.33 | 0.22 | 0.36 | 0.38 | 0.51 | 0.19 | 0.12 | 0.12 | 0.30 | 0.23 | 0.20 | 0.20 | 0.22 | 0.19 | 0.26 | 0.40 | 0.30 | 0.22 | 0.44 | 0.33 | 0.31 | 0.20 | 0.41 | 0.24 | 0.25 | 0.33 | 0.27 | 0.33 | 0.32 | 0.31 |
| SHEL | 0.15 | 0.15 | 0.27 | 0.24 | 1.00 | 0.29 | 0.22 | 0.70 | 0.23 | 0.18 | 0.23 | 0.71 | 0.20 | 0.58 | 0.26 | 0.20 | 0.21 | 0.18 | 0.31 | 0.21 | 0.28 | 0.31 | 0.23 | 0.21 | 0.22 | 0.26 | 0.46 | 0.26 | 0.44 | 0.31 | 0.21 | 0.38 | 0.29 | 0.32 | 0.23 | 0.22 | 0.26 | 0.33 | 0.25 | 0.30 | 0.30 | 0.33 |
| PM | 0.13 | 0.30 | 0.17 | 0.32 | 0.29 | 1.00 | 0.30 | 0.31 | 0.31 | 0.45 | 0.30 | 0.31 | 0.37 | 0.28 | 0.53 | 0.49 | 0.39 | 0.19 | 0.20 | 0.15 | 0.34 | 0.30 | 0.23 | 0.19 | 0.19 | 0.20 | 0.31 | 0.37 | 0.32 | 0.23 | 0.33 | 0.37 | 0.29 | 0.23 | 0.29 | 0.23 | 0.26 | 0.32 | 0.25 | 0.32 | 0.35 | 0.31 |
| ABBV | 0.16 | 0.24 | 0.17 | 0.43 | 0.22 | 0.30 | 1.00 | 0.28 | 0.44 | 0.32 | 0.37 | 0.27 | 0.28 | 0.22 | 0.32 | 0.32 | 0.45 | 0.21 | 0.18 | 0.21 | 0.31 | 0.26 | 0.22 | 0.23 | 0.27 | 0.25 | 0.30 | 0.41 | 0.32 | 0.28 | 0.44 | 0.34 | 0.28 | 0.25 | 0.40 | 0.28 | 0.29 | 0.34 | 0.29 | 0.34 | 0.32 | 0.34 |
| XOM | 0.14 | 0.21 | 0.22 | 0.27 | 0.70 | 0.31 | 0.28 | 1.00 | 0.27 | 0.22 | 0.27 | 0.82 | 0.25 | 0.50 | 0.29 | 0.23 | 0.27 | 0.18 | 0.26 | 0.19 | 0.32 | 0.35 | 0.23 | 0.20 | 0.22 | 0.26 | 0.49 | 0.31 | 0.48 | 0.32 | 0.23 | 0.41 | 0.30 | 0.25 | 0.24 | 0.20 | 0.26 | 0.37 | 0.23 | 0.33 | 0.31 | 0.34 |
| PFE | 0.14 | 0.27 | 0.19 | 0.51 | 0.23 | 0.31 | 0.44 | 0.27 | 1.00 | 0.35 | 0.38 | 0.27 | 0.28 | 0.25 | 0.35 | 0.36 | 0.51 | 0.21 | 0.17 | 0.18 | 0.32 | 0.28 | 0.24 | 0.22 | 0.24 | 0.24 | 0.32 | 0.40 | 0.34 | 0.27 | 0.45 | 0.36 | 0.31 | 0.24 | 0.43 | 0.27 | 0.28 | 0.37 | 0.29 | 0.35 | 0.35 | 0.33 |
| PG | 0.11 | 0.44 | 0.12 | 0.38 | 0.18 | 0.45 | 0.32 | 0.22 | 0.35 | 1.00 | 0.34 | 0.23 | 0.42 | 0.21 | 0.60 | 0.64 | 0.48 | 0.18 | 0.18 | 0.16 | 0.32 | 0.28 | 0.25 | 0.22 | 0.22 | 0.20 | 0.22 | 0.37 | 0.26 | 0.26 | 0.40 | 0.36 | 0.32 | 0.24 | 0.36 | 0.28 | 0.27 | 0.35 | 0.33 | 0.36 | 0.37 | 0.36 |
| UNH | 0.16 | 0.29 | 0.18 | 0.37 | 0.23 | 0.30 | 0.37 | 0.27 | 0.38 | 0.34 | 1.00 | 0.29 | 0.32 | 0.24 | 0.33 | 0.35 | 0.42 | 0.23 | 0.21 | 0.23 | 0.31 | 0.29 | 0.29 | 0.25 | 0.25 | 0.26 | 0.33 | 0.41 | 0.37 | 0.26 | 0.40 | 0.34 | 0.32 | 0.27 | 0.40 | 0.30 | 0.32 | 0.36 | 0.33 | 0.37 | 0.38 | 0.37 |
| CVX | 0.15 | 0.21 | 0.24 | 0.28 | 0.71 | 0.31 | 0.27 | 0.82 | 0.27 | 0.23 | 0.29 | 1.00 | 0.26 | 0.52 | 0.30 | 0.23 | 0.28 | 0.19 | 0.28 | 0.22 | 0.32 | 0.34 | 0.24 | 0.21 | 0.22 | 0.29 | 0.50 | 0.30 | 0.49 | 0.34 | 0.25 | 0.42 | 0.31 | 0.30 | 0.25 | 0.23 | 0.27 | 0.38 | 0.26 | 0.35 | 0.35 | 0.35 |
| MCD | 0.17 | 0.34 | 0.16 | 0.33 | 0.20 | 0.37 | 0.28 | 0.25 | 0.28 | 0.42 | 0.32 | 0.26 | 1.00 | 0.24 | 0.48 | 0.45 | 0.39 | 0.27 | 0.23 | 0.22 | 0.35 | 0.34 | 0.30 | 0.29 | 0.30 | 0.29 | 0.31 | 0.39 | 0.34 | 0.29 | 0.38 | 0.36 | 0.35 | 0.30 | 0.36 | 0.33 | 0.33 | 0.38 | 0.36 | 0.42 | 0.41 | 0.43 |
| BHP | 0.25 | 0.19 | 0.39 | 0.22 | 0.58 | 0.28 | 0.22 | 0.50 | 0.25 | 0.21 | 0.24 | 0.52 | 0.24 | 1.00 | 0.25 | 0.21 | 0.23 | 0.27 | 0.38 | 0.30 | 0.30 | 0.34 | 0.33 | 0.30 | 0.30 | 0.34 | 0.45 | 0.30 | 0.43 | 0.37 | 0.26 | 0.40 | 0.36 | 0.39 | 0.32 | 0.31 | 0.33 | 0.39 | 0.34 | 0.35 | 0.37 | 0.37 |
| KO | 0.15 | 0.38 | 0.16 | 0.36 | 0.26 | 0.53 | 0.32 | 0.29 | 0.35 | 0.60 | 0.33 | 0.30 | 0.48 | 0.25 | 1.00 | 0.70 | 0.45 | 0.18 | 0.19 | 0.14 | 0.36 | 0.33 | 0.25 | 0.22 | 0.23 | 0.22 | 0.28 | 0.42 | 0.33 | 0.26 | 0.38 | 0.38 | 0.31 | 0.24 | 0.34 | 0.29 | 0.29 | 0.37 | 0.32 | 0.40 | 0.40 | 0.39 |
| PEP | 0.15 | 0.43 | 0.15 | 0.38 | 0.20 | 0.49 | 0.32 | 0.23 | 0.36 | 0.64 | 0.35 | 0.23 | 0.45 | 0.21 | 0.70 | 1.00 | 0.48 | 0.23 | 0.21 | 0.17 | 0.38 | 0.30 | 0.28 | 0.26 | 0.26 | 0.24 | 0.22 | 0.41 | 0.26 | 0.28 | 0.40 | 0.35 | 0.33 | 0.26 | 0.36 | 0.31 | 0.31 | 0.38 | 0.35 | 0.39 | 0.41 | 0.37 |
| JNJ | 0.11 | 0.35 | 0.18 | 0.51 | 0.21 | 0.39 | 0.45 | 0.27 | 0.51 | 0.48 | 0.42 | 0.28 | 0.39 | 0.23 | 0.45 | 0.48 | 1.00 | 0.19 | 0.19 | 0.15 | 0.35 | 0.28 | 0.24 | 0.23 | 0.23 | 0.21 | 0.29 | 0.48 | 0.33 | 0.28 | 0.51 | 0.40 | 0.32 | 0.25 | 0.43 | 0.28 | 0.30 | 0.40 | 0.30 | 0.38 | 0.40 | 0.37 |
| META | 0.34 | 0.18 | 0.33 | 0.19 | 0.18 | 0.19 | 0.21 | 0.18 | 0.21 | 0.18 | 0.23 | 0.19 | 0.27 | 0.27 | 0.18 | 0.23 | 0.19 | 1.00 | 0.38 | 0.48 | 0.33 | 0.36 | 0.47 | 0.58 | 0.50 | 0.45 | 0.30 | 0.31 | 0.31 | 0.41 | 0.33 | 0.27 | 0.39 | 0.44 | 0.37 | 0.53 | 0.62 | 0.36 | 0.53 | 0.46 | 0.41 | 0.45 |
| TSM | 0.34 | 0.18 | 0.42 | 0.12 | 0.31 | 0.20 | 0.18 | 0.26 | 0.17 | 0.18 | 0.21 | 0.28 | 0.23 | 0.38 | 0.19 | 0.21 | 0.19 | 0.38 | 1.00 | 0.56 | 0.29 | 0.34 | 0.46 | 0.42 | 0.41 | 0.56 | 0.38 | 0.28 | 0.35 | 0.51 | 0.31 | 0.36 | 0.41 | 0.61 | 0.38 | 0.46 | 0.45 | 0.40 | 0.47 | 0.40 | 0.41 | 0.42 |
| NVDA | 0.39 | 0.20 | 0.35 | 0.12 | 0.21 | 0.15 | 0.21 | 0.19 | 0.18 | 0.16 | 0.23 | 0.22 | 0.22 | 0.30 | 0.14 | 0.17 | 0.15 | 0.48 | 0.56 | 1.00 | 0.30 | 0.33 | 0.49 | 0.52 | 0.51 | 0.59 | 0.34 | 0.28 | 0.33 | 0.53 | 0.33 | 0.31 | 0.42 | 0.60 | 0.39 | 0.56 | 0.51 | 0.43 | 0.56 | 0.43 | 0.45 | 0.45 |
| CMCSA | 0.24 | 0.29 | 0.27 | 0.30 | 0.28 | 0.34 | 0.31 | 0.32 | 0.32 | 0.32 | 0.31 | 0.32 | 0.35 | 0.30 | 0.36 | 0.38 | 0.35 | 0.33 | 0.29 | 0.30 | 1.00 | 0.53 | 0.34 | 0.35 | 0.35 | 0.35 | 0.43 | 0.42 | 0.45 | 0.39 | 0.36 | 0.40 | 0.36 | 0.33 | 0.35 | 0.37 | 0.39 | 0.45 | 0.38 | 0.42 | 0.43 | 0.43 |
| DIS | 0.30 | 0.27 | 0.30 | 0.23 | 0.31 | 0.30 | 0.26 | 0.35 | 0.28 | 0.28 | 0.29 | 0.34 | 0.34 | 0.34 | 0.33 | 0.30 | 0.28 | 0.36 | 0.34 | 0.33 | 0.53 | 1.00 | 0.36 | 0.40 | 0.40 | 0.36 | 0.48 | 0.41 | 0.47 | 0.40 | 0.35 | 0.40 | 0.39 | 0.38 | 0.37 | 0.40 | 0.42 | 0.45 | 0.40 | 0.47 | 0.46 | 0.48 |
| AAPL | 0.38 | 0.25 | 0.34 | 0.20 | 0.23 | 0.23 | 0.22 | 0.23 | 0.24 | 0.25 | 0.29 | 0.24 | 0.30 | 0.33 | 0.25 | 0.28 | 0.24 | 0.47 | 0.46 | 0.49 | 0.34 | 0.36 | 1.00 | 0.51 | 0.46 | 0.53 | 0.33 | 0.33 | 0.34 | 0.46 | 0.36 | 0.35 | 0.42 | 0.49 | 0.40 | 0.50 | 0.54 | 0.46 | 0.57 | 0.45 | 0.44 | 0.46 |
| AMZN | 0.40 | 0.26 | 0.37 | 0.20 | 0.21 | 0.19 | 0.23 | 0.20 | 0.22 | 0.22 | 0.25 | 0.21 | 0.29 | 0.30 | 0.22 | 0.26 | 0.23 | 0.58 | 0.42 | 0.52 | 0.35 | 0.40 | 0.51 | 1.00 | 0.56 | 0.46 | 0.33 | 0.33 | 0.31 | 0.42 | 0.37 | 0.31 | 0.42 | 0.47 | 0.41 | 0.59 | 0.65 | 0.42 | 0.60 | 0.48 | 0.47 | 0.51 |
| CRM | 0.38 | 0.19 | 0.35 | 0.22 | 0.22 | 0.19 | 0.27 | 0.22 | 0.24 | 0.22 | 0.25 | 0.22 | 0.30 | 0.30 | 0.23 | 0.26 | 0.23 | 0.50 | 0.41 | 0.51 | 0.35 | 0.40 | 0.46 | 0.56 | 1.00 | 0.47 | 0.34 | 0.36 | 0.32 | 0.41 | 0.40 | 0.33 | 0.46 | 0.47 | 0.45 | 0.66 | 0.53 | 0.45 | 0.57 | 0.51 | 0.51 | 0.52 |
| AVGO | 0.38 | 0.21 | 0.35 | 0.19 | 0.26 | 0.20 | 0.25 | 0.26 | 0.24 | 0.20 | 0.26 | 0.29 | 0.29 | 0.34 | 0.22 | 0.24 | 0.21 | 0.45 | 0.56 | 0.59 | 0.35 | 0.36 | 0.53 | 0.46 | 0.47 | 1.00 | 0.38 | 0.34 | 0.38 | 0.55 | 0.35 | 0.38 | 0.44 | 0.61 | 0.41 | 0.51 | 0.46 | 0.48 | 0.51 | 0.44 | 0.48 | 0.46 |
| C | 0.26 | 0.22 | 0.33 | 0.26 | 0.46 | 0.31 | 0.30 | 0.49 | 0.32 | 0.22 | 0.33 | 0.50 | 0.31 | 0.45 | 0.28 | 0.22 | 0.29 | 0.30 | 0.38 | 0.34 | 0.43 | 0.48 | 0.33 | 0.33 | 0.34 | 0.38 | 1.00 | 0.39 | 0.82 | 0.42 | 0.34 | 0.48 | 0.40 | 0.40 | 0.38 | 0.33 | 0.39 | 0.45 | 0.36 | 0.46 | 0.44 | 0.47 |
| MDT | 0.22 | 0.31 | 0.26 | 0.40 | 0.26 | 0.37 | 0.41 | 0.31 | 0.40 | 0.37 | 0.41 | 0.30 | 0.39 | 0.30 | 0.42 | 0.41 | 0.48 | 0.31 | 0.28 | 0.28 | 0.42 | 0.41 | 0.33 | 0.33 | 0.36 | 0.34 | 0.39 | 1.00 | 0.40 | 0.37 | 0.57 | 0.42 | 0.38 | 0.35 | 0.50 | 0.39 | 0.40 | 0.42 | 0.39 | 0.48 | 0.48 | 0.49 |
| JPM | 0.24 | 0.25 | 0.30 | 0.30 | 0.44 | 0.32 | 0.32 | 0.48 | 0.34 | 0.26 | 0.37 | 0.49 | 0.34 | 0.43 | 0.33 | 0.26 | 0.33 | 0.31 | 0.35 | 0.33 | 0.45 | 0.47 | 0.34 | 0.31 | 0.32 | 0.38 | 0.82 | 0.40 | 1.00 | 0.42 | 0.37 | 0.49 | 0.42 | 0.38 | 0.37 | 0.31 | 0.37 | 0.46 | 0.36 | 0.47 | 0.45 | 0.48 |
| INTC | 0.34 | 0.25 | 0.34 | 0.22 | 0.31 | 0.23 | 0.28 | 0.32 | 0.27 | 0.26 | 0.26 | 0.34 | 0.29 | 0.37 | 0.26 | 0.28 | 0.28 | 0.41 | 0.51 | 0.53 | 0.39 | 0.40 | 0.46 | 0.42 | 0.41 | 0.55 | 0.42 | 0.37 | 0.42 | 1.00 | 0.39 | 0.44 | 0.43 | 0.55 | 0.41 | 0.46 | 0.46 | 0.52 | 0.52 | 0.43 | 0.47 | 0.45 |
| ABT | 0.23 | 0.32 | 0.28 | 0.44 | 0.21 | 0.33 | 0.44 | 0.23 | 0.45 | 0.40 | 0.40 | 0.25 | 0.38 | 0.26 | 0.38 | 0.40 | 0.51 | 0.33 | 0.31 | 0.33 | 0.36 | 0.35 | 0.36 | 0.37 | 0.40 | 0.35 | 0.34 | 0.57 | 0.37 | 0.39 | 1.00 | 0.40 | 0.40 | 0.39 | 0.61 | 0.44 | 0.41 | 0.45 | 0.44 | 0.47 | 0.50 | 0.47 |
| IBM | 0.21 | 0.31 | 0.25 | 0.33 | 0.38 | 0.37 | 0.34 | 0.41 | 0.36 | 0.36 | 0.34 | 0.42 | 0.36 | 0.40 | 0.38 | 0.35 | 0.40 | 0.27 | 0.36 | 0.31 | 0.40 | 0.40 | 0.35 | 0.31 | 0.33 | 0.38 | 0.48 | 0.42 | 0.49 | 0.44 | 0.40 | 1.00 | 0.50 | 0.38 | 0.38 | 0.37 | 0.38 | 0.53 | 0.41 | 0.47 | 0.55 | 0.47 |
| ORCL | 0.27 | 0.30 | 0.29 | 0.31 | 0.29 | 0.29 | 0.28 | 0.30 | 0.31 | 0.32 | 0.32 | 0.31 | 0.35 | 0.36 | 0.31 | 0.33 | 0.32 | 0.39 | 0.41 | 0.42 | 0.36 | 0.39 | 0.42 | 0.42 | 0.46 | 0.44 | 0.40 | 0.38 | 0.42 | 0.43 | 0.40 | 0.50 | 1.00 | 0.45 | 0.42 | 0.51 | 0.46 | 0.51 | 0.54 | 0.47 | 0.53 | 0.49 |
| ASML | 0.35 | 0.22 | 0.39 | 0.20 | 0.32 | 0.23 | 0.25 | 0.25 | 0.24 | 0.24 | 0.27 | 0.30 | 0.30 | 0.39 | 0.24 | 0.26 | 0.25 | 0.44 | 0.61 | 0.60 | 0.33 | 0.38 | 0.49 | 0.47 | 0.47 | 0.61 | 0.40 | 0.35 | 0.38 | 0.55 | 0.39 | 0.38 | 0.45 | 1.00 | 0.46 | 0.53 | 0.49 | 0.47 | 0.54 | 0.47 | 0.51 | 0.49 |
| TMO | 0.28 | 0.30 | 0.32 | 0.41 | 0.23 | 0.29 | 0.40 | 0.24 | 0.43 | 0.36 | 0.40 | 0.25 | 0.36 | 0.32 | 0.34 | 0.36 | 0.43 | 0.37 | 0.38 | 0.39 | 0.35 | 0.37 | 0.40 | 0.41 | 0.45 | 0.41 | 0.38 | 0.50 | 0.37 | 0.41 | 0.61 | 0.38 | 0.42 | 0.46 | 1.00 | 0.50 | 0.45 | 0.46 | 0.48 | 0.48 | 0.53 | 0.49 |
| ADBE | 0.39 | 0.26 | 0.35 | 0.24 | 0.22 | 0.23 | 0.28 | 0.20 | 0.27 | 0.28 | 0.30 | 0.23 | 0.33 | 0.31 | 0.29 | 0.31 | 0.28 | 0.53 | 0.46 | 0.56 | 0.37 | 0.40 | 0.50 | 0.59 | 0.66 | 0.51 | 0.33 | 0.39 | 0.31 | 0.46 | 0.44 | 0.37 | 0.51 | 0.53 | 0.50 | 1.00 | 0.60 | 0.49 | 0.66 | 0.58 | 0.58 | 0.57 |
| GOOGL | 0.36 | 0.27 | 0.37 | 0.25 | 0.26 | 0.26 | 0.29 | 0.26 | 0.28 | 0.27 | 0.32 | 0.27 | 0.33 | 0.33 | 0.29 | 0.31 | 0.30 | 0.62 | 0.45 | 0.51 | 0.39 | 0.42 | 0.54 | 0.65 | 0.53 | 0.46 | 0.39 | 0.40 | 0.37 | 0.46 | 0.41 | 0.38 | 0.46 | 0.49 | 0.45 | 0.60 | 1.00 | 0.47 | 0.65 | 0.54 | 0.53 | 0.54 |
| CSCO | 0.27 | 0.31 | 0.31 | 0.33 | 0.33 | 0.32 | 0.34 | 0.37 | 0.37 | 0.35 | 0.36 | 0.38 | 0.38 | 0.39 | 0.37 | 0.38 | 0.40 | 0.36 | 0.40 | 0.43 | 0.45 | 0.45 | 0.46 | 0.42 | 0.45 | 0.48 | 0.45 | 0.42 | 0.46 | 0.52 | 0.45 | 0.53 | 0.51 | 0.47 | 0.46 | 0.49 | 0.47 | 1.00 | 0.52 | 0.50 | 0.56 | 0.50 |
| MSFT | 0.36 | 0.30 | 0.36 | 0.27 | 0.25 | 0.25 | 0.29 | 0.23 | 0.29 | 0.33 | 0.33 | 0.26 | 0.36 | 0.34 | 0.32 | 0.35 | 0.30 | 0.53 | 0.47 | 0.56 | 0.38 | 0.40 | 0.57 | 0.60 | 0.57 | 0.51 | 0.36 | 0.39 | 0.36 | 0.52 | 0.44 | 0.41 | 0.54 | 0.54 | 0.48 | 0.66 | 0.65 | 0.52 | 1.00 | 0.55 | 0.58 | 0.56 |
| V | 0.29 | 0.29 | 0.34 | 0.33 | 0.30 | 0.32 | 0.34 | 0.33 | 0.35 | 0.36 | 0.37 | 0.35 | 0.42 | 0.35 | 0.40 | 0.39 | 0.38 | 0.46 | 0.40 | 0.43 | 0.42 | 0.47 | 0.45 | 0.48 | 0.51 | 0.44 | 0.46 | 0.48 | 0.47 | 0.43 | 0.47 | 0.47 | 0.47 | 0.47 | 0.48 | 0.58 | 0.54 | 0.50 | 0.55 | 1.00 | 0.58 | 0.84 |
| ACN | 0.29 | 0.32 | 0.31 | 0.32 | 0.30 | 0.35 | 0.32 | 0.31 | 0.35 | 0.37 | 0.38 | 0.35 | 0.41 | 0.37 | 0.40 | 0.41 | 0.40 | 0.41 | 0.41 | 0.45 | 0.43 | 0.46 | 0.44 | 0.47 | 0.51 | 0.48 | 0.44 | 0.48 | 0.45 | 0.47 | 0.50 | 0.55 | 0.53 | 0.51 | 0.53 | 0.58 | 0.53 | 0.56 | 0.58 | 0.58 | 1.00 | 0.59 |
| MA | 0.31 | 0.29 | 0.37 | 0.31 | 0.33 | 0.31 | 0.34 | 0.34 | 0.33 | 0.36 | 0.37 | 0.35 | 0.43 | 0.37 | 0.39 | 0.37 | 0.37 | 0.45 | 0.42 | 0.45 | 0.43 | 0.48 | 0.46 | 0.51 | 0.52 | 0.46 | 0.47 | 0.49 | 0.48 | 0.45 | 0.47 | 0.47 | 0.49 | 0.49 | 0.49 | 0.57 | 0.54 | 0.50 | 0.56 | 0.84 | 0.59 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 11, 2012