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USA stock portfolio 17/07
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

USA stock portfolio 17/07

Last updated Apr 18, 2025

Asset Allocation

ABBNY 1.56%AGX 1.56%ANET 1.56%ANF 1.56%AVGO 1.56%AZZ 1.56%BHE 1.56%CAMT 1.56%CRAI 1.56%CSL 1.56%CSWI 1.56%DELL 1.56%DSCSY 1.56%DY 1.56%EME 1.56%ERJ 1.56%ETN 1.56%FANG 1.56%FINMY 1.56%FIX 1.56%GBTC 1.56%GDDY 1.56%GE 1.56%GHM 1.56%GOGL 1.56%HTHIY 1.56%HWM 1.56%KEX 1.56%KKR 1.56%KLAC 1.56%MCBC 1.56%MLR 1.56%MMYT 1.56%NGS 1.56%NRG 1.56%NTAP 1.56%NVMI 1.56%OPXS 1.56%OSG 1.56%PPC 1.56%PRIM 1.56%PRYMY 1.56%RNMBY 1.56%ROAD 1.56%RYCEY 1.56%SFM 1.56%SKYW 1.56%SMFG 1.56%SREDY 1.56%STRL 1.56%TEVA 1.56%TKC 1.56%TPL 1.56%TRGP 1.56%TT 1.56%TXRH 1.56%VCTR 1.56%VECO 1.56%VIST 1.56%VNOM 1.56%WES 1.56%WIRE 1.56%WRTBY 1.56%WSM 1.56%EquityEquity
PositionCategory/SectorTarget Weight
ABBNY
ABB Ltd		Industrials
1.56%
AGX
Argan, Inc.		Industrials
1.56%
ANET
Arista Networks, Inc.		Technology
1.56%
ANF
Abercrombie & Fitch Co.		Consumer Cyclical
1.56%
AVGO
Broadcom Inc.		Technology
1.56%
AZZ
AZZ Inc.		Industrials
1.56%
BHE
Benchmark Electronics, Inc.		Technology
1.56%
CAMT
Camtek Ltd		Technology
1.56%
CRAI
CRA International, Inc.		Industrials
1.56%
CSL
Carlisle Companies Incorporated		Industrials
1.56%
CSWI
CSW Industrials, Inc.		Industrials
1.56%
DELL
Dell Technologies Inc.		Technology
1.56%
DSCSY
Disco Corp ADR		Technology
1.56%
DY
Dycom Industries, Inc.		Industrials
1.56%
EME
EMCOR Group, Inc.		Industrials
1.56%
ERJ
Embraer S.A.		Industrials
1.56%
ETN
Eaton Corporation plc		Industrials
1.56%
FANG
Diamondback Energy, Inc.		Energy
1.56%
FINMY
Leonardo SpA ADR		Industrials
1.56%
FIX
1.56%
GBTC
1.56%
GDDY
1.56%
GE
1.56%
GHM
1.56%
GOGL
1.56%
HTHIY
1.56%
HWM
1.56%
KEX
1.56%
KKR
1.56%
KLAC
1.56%
MCBC
1.56%
MLR
1.56%
MMYT
1.56%
NGS
1.56%
NRG
1.56%
NTAP
1.56%
NVMI
1.56%
OPXS
1.56%
OSG
1.56%
PPC
1.56%
PRIM
1.56%
PRYMY
1.56%
RNMBY
1.56%
ROAD
1.56%
RYCEY
1.56%
SFM
1.56%
SKYW
1.56%
SMFG
1.56%
SREDY
1.56%
STRL
1.56%
TEVA
1.56%
TKC
1.56%
TPL
1.56%
TRGP
1.56%
TT
1.56%
TXRH
1.56%
VCTR
1.56%
VECO
1.56%
VIST
1.56%
VNOM
1.56%
WES
1.56%
WIRE
1.56%
WRTBY
1.56%
WSM
1.56%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USA stock portfolio 17/07, 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.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
279.44%
74.59%
USA stock portfolio 17/07
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-5.91%-9.57%5.19%12.98%9.68%
USA stock portfolio 17/07-8.06%-3.20%-5.47%20.89%38.39%N/A
Portfolio components:
ABBNY
ABB Ltd		-2.37%-6.47%-9.15%15.68%28.35%13.62%
AGX
Argan, Inc.		6.76%24.27%13.66%146.52%34.55%19.03%
ANET
Arista Networks, Inc.		-35.58%-15.23%-30.09%9.85%40.16%33.22%
ANF
Abercrombie & Fitch Co.		-51.17%-8.43%-54.57%-35.69%45.73%15.16%
AVGO
Broadcom Inc.		-26.02%-9.10%-5.27%34.94%48.75%33.58%
AZZ
AZZ Inc.		-0.93%-3.25%2.31%7.81%26.03%7.31%
BHE
Benchmark Electronics, Inc.		-20.67%-9.96%-19.64%21.32%14.13%5.55%
CAMT
Camtek Ltd		-25.26%-3.80%-26.71%-24.88%44.59%34.22%
CRAI
CRA International, Inc.		-12.84%-8.06%-16.68%16.26%37.20%20.01%
CSL
Carlisle Companies Incorporated		-3.95%3.83%-24.87%-3.30%24.64%15.72%
CSWI
CSW Industrials, Inc.		-15.35%4.31%-23.60%28.78%35.48%N/A
DELL
Dell Technologies Inc.		-26.12%-12.07%-33.86%-28.05%34.04%N/A
DSCSY
Disco Corp ADR		-30.49%-21.74%-23.80%-46.35%21.09%N/A
DY
Dycom Industries, Inc.		-11.23%-0.91%-21.29%14.66%40.26%12.52%
EME
EMCOR Group, Inc.		-16.50%-2.00%-16.47%11.87%43.48%23.94%
ERJ
Embraer S.A.		18.76%-21.09%27.00%78.52%43.41%3.86%
ETN
Eaton Corporation plc		-18.85%-7.68%-22.51%-12.38%30.12%17.60%
FANG
Diamondback Energy, Inc.		-15.39%-11.20%-24.28%-29.22%40.24%7.58%
FINMY
Leonardo SpA ADR		91.43%-1.83%117.56%119.58%49.70%16.76%
FIX
-17.85%2.55%-16.81%16.57%60.47%N/A
GBTC
-9.36%3.09%26.20%23.53%54.93%N/A
GDDY
-12.97%-3.63%4.48%40.39%20.75%N/A
GE
9.20%-9.46%-5.29%17.56%40.33%N/A
GHM
-32.90%-4.76%-5.87%5.74%22.02%N/A
GOGL
-18.61%-6.53%-33.55%-39.57%26.83%N/A
HTHIY
-4.63%-5.39%-11.11%33.75%36.03%N/A
HWM
12.76%-3.91%16.20%94.76%60.53%N/A
KEX
-9.90%-3.60%-23.17%0.26%15.41%N/A
KKR
-30.03%-9.34%-24.82%9.87%35.36%N/A
KLAC
0.91%-10.64%-4.87%-2.87%33.07%N/A
MCBC
0.00%0.00%0.00%8.93%19.12%N/A
MLR
-38.23%-9.67%-36.60%-17.34%10.54%N/A
MMYT
-8.00%7.87%0.73%64.46%51.81%N/A
NGS
-27.28%-10.72%-3.75%-15.92%31.96%N/A
NRG
8.94%3.36%14.80%35.95%29.69%N/A
NTAP
-28.05%-9.89%-34.08%-16.55%17.47%N/A
NVMI
-10.83%-11.41%-6.19%3.23%36.64%N/A
OPXS
-16.76%2.88%-31.86%-17.84%27.37%N/A
OSG
0.00%0.00%0.00%42.69%29.35%N/A
PPC
34.30%22.73%34.15%72.79%25.65%N/A
PRIM
-26.01%-11.17%-9.21%31.40%31.87%N/A
PRYMY
-19.51%-20.97%-30.57%0.74%27.20%N/A
RNMBY
164.32%5.13%218.97%198.89%95.83%N/A
ROAD
-12.45%6.98%2.68%46.30%37.01%N/A
RYCEY
35.94%-9.70%30.88%93.68%41.14%N/A
SFM
26.03%16.21%37.29%156.57%50.84%N/A
SKYW
-14.73%-1.65%-9.77%27.95%27.04%N/A
SMFG
-6.42%-16.24%3.91%24.63%26.51%N/A
SREDY
4.29%4.29%4.29%48.98%22.90%N/A
STRL
-16.73%18.83%-15.19%40.12%74.91%N/A
TEVA
-38.07%-17.17%-24.00%3.57%5.85%N/A
TKC
-7.53%-20.26%-1.97%11.16%8.48%N/A
TPL
17.55%-3.36%22.08%126.30%52.22%N/A
TRGP
-1.84%-10.14%8.70%58.72%89.19%N/A
TT
-9.55%-3.17%-16.34%14.80%31.79%N/A
TXRH
-9.92%-3.11%-10.56%9.94%30.21%N/A
VCTR
-13.44%-4.43%-5.80%29.69%34.94%N/A
VECO
-33.02%-16.86%-41.28%-47.91%12.06%N/A
VIST
-11.64%4.55%-2.29%15.73%83.61%N/A
VNOM
-14.40%-5.53%-18.13%12.49%50.43%N/A
WES
1.38%-8.30%3.57%21.32%59.53%N/A
WIRE
0.00%0.00%0.00%0.91%45.82%N/A
WRTBY
-10.62%-22.96%-25.82%-7.92%18.63%N/A
WSM
-24.61%-19.20%-1.56%0.14%42.91%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of USA stock portfolio 17/07, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.74%-5.10%-6.68%0.07%-8.06%
20243.52%16.20%8.41%-0.70%14.03%1.07%1.46%0.91%2.09%1.13%12.08%-5.67%66.77%
20237.88%1.72%1.92%-1.64%1.89%10.34%5.73%6.79%-1.81%-1.92%11.02%9.12%62.92%
2022-7.06%0.78%1.10%-5.87%2.26%-11.08%12.27%-1.10%-9.47%11.40%7.53%-3.75%-6.06%
20212.14%9.49%8.05%3.10%0.86%1.09%-1.07%3.12%-2.04%6.25%-0.09%3.19%39.03%
2020-4.65%-8.58%-22.36%12.19%5.73%3.00%2.14%4.10%-4.30%2.79%19.57%7.31%10.98%
2019-0.27%-7.74%3.96%3.17%2.31%3.79%4.80%

Expense Ratio

USA stock portfolio 17/07 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

With an overall rank of 79, USA stock portfolio 17/07 is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of USA stock portfolio 17/07 is 7979
Overall Rank
The Sharpe Ratio Rank of USA stock portfolio 17/07 is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of USA stock portfolio 17/07 is 7979
Sortino Ratio Rank
The Omega Ratio Rank of USA stock portfolio 17/07 is 8080
Omega Ratio Rank
The Calmar Ratio Rank of USA stock portfolio 17/07 is 8181
Calmar Ratio Rank
The Martin Ratio Rank of USA stock portfolio 17/07 is 7676
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 0.68, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.68
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.06, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.06
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.15, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.15
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.74, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 0.74
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 2.51, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.51
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBNY
ABB Ltd		0.320.581.080.401.31
AGX
Argan, Inc.		2.152.871.393.189.27
ANET
Arista Networks, Inc.		0.260.671.100.270.81
ANF
Abercrombie & Fitch Co.		-0.61-0.640.92-0.60-1.24
AVGO
Broadcom Inc.		0.621.321.170.942.79
AZZ
AZZ Inc.		-0.040.211.03-0.07-0.18
BHE
Benchmark Electronics, Inc.		0.431.011.130.531.37
CAMT
Camtek Ltd		-0.33-0.060.99-0.34-0.58
CRAI
CRA International, Inc.		0.280.631.090.431.03
CSL
Carlisle Companies Incorporated		-0.20-0.070.99-0.18-0.38
CSWI
CSW Industrials, Inc.		0.671.211.160.611.59
DELL
Dell Technologies Inc.		-0.50-0.380.95-0.49-0.85
DSCSY
Disco Corp ADR		-0.63-0.710.92-0.65-1.19
DY
Dycom Industries, Inc.		0.230.621.080.300.83
EME
EMCOR Group, Inc.		0.290.631.100.340.91
ERJ
Embraer S.A.		1.712.501.312.809.25
ETN
Eaton Corporation plc		-0.35-0.240.97-0.38-1.01
FANG
Diamondback Energy, Inc.		-0.80-0.960.86-0.72-1.78
FINMY
Leonardo SpA ADR		2.703.261.506.5517.83
FIX
0.230.681.100.290.74
GBTC
0.240.741.090.380.85
GDDY
1.331.751.281.614.78
GE
0.370.711.100.591.83
GHM
0.050.451.060.060.16
GOGL
-0.85-1.060.85-0.75-1.41
HTHIY
0.311.691.340.611.65
HWM
2.253.101.444.6817.61
KEX
-0.19-0.050.99-0.20-0.48
KKR
0.130.501.070.140.45
KLAC
-0.030.301.04-0.04-0.07
MCBC
0.591.031.230.642.96
MLR
-0.49-0.470.94-0.39-1.03
MMYT
1.061.671.211.985.30
NGS
-0.39-0.260.97-0.48-1.17
NRG
0.821.361.181.514.41
NTAP
-0.41-0.330.95-0.36-1.05
NVMI
0.080.521.070.110.25
OPXS
-0.40-0.310.96-0.42-0.80
OSG
1.589.314.524.91113.09
PPC
2.262.741.364.099.86
PRIM
0.521.001.140.611.80
PRYMY
-0.120.101.01-0.11-0.39
RNMBY
4.404.511.6611.0427.12
ROAD
1.011.661.201.483.46
RYCEY
2.112.761.403.7016.81
SFM
3.714.001.635.7716.95
SKYW
0.370.801.100.431.17
SMFG
0.580.981.140.792.63
SREDY
1.4326.6219.2220.0685.56
STRL
0.601.211.160.801.87
TEVA
0.100.561.070.110.32
TKC
0.170.441.060.210.40
TPL
2.242.751.413.347.79
TRGP
1.601.921.302.087.14
TT
0.510.851.110.571.57
TXRH
0.180.461.050.190.53
VCTR
0.370.781.100.511.51
VECO
-1.01-1.510.82-0.73-1.24
VIST
0.160.611.070.200.69
VNOM
0.260.601.080.280.81
WES
0.651.011.131.042.95
WIRE
0.491.131.390.454.55
WRTBY
-0.070.271.04-0.13-0.29
WSM
-0.020.371.05-0.03-0.10

The current USA stock portfolio 17/07 Sharpe ratio is 0.88. 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 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of USA stock portfolio 17/07 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.68
0.24
USA stock portfolio 17/07
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

USA stock portfolio 17/07 provided a 1.48% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.48%1.24%1.35%1.93%1.62%3.72%1.83%2.39%1.92%2.16%2.50%1.91%
Portfolio components:
ABBNY
ABB Ltd		1.91%1.85%2.07%2.79%2.31%2.79%3.34%4.38%2.84%3.65%4.40%3.73%
AGX
Argan, Inc.		0.92%0.93%2.24%2.71%1.94%4.50%2.49%1.98%2.22%1.42%2.16%2.08%
ANET
Arista Networks, 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%
ANF
Abercrombie & Fitch Co.		0.00%0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%2.79%
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%
AZZ
AZZ Inc.		0.63%0.83%1.17%1.69%1.23%1.43%1.48%1.68%1.33%0.97%1.08%1.21%
BHE
Benchmark Electronics, Inc.		1.88%1.48%2.39%2.47%2.42%2.37%1.75%2.83%0.00%0.00%0.00%0.00%
CAMT
Camtek Ltd		0.00%1.65%0.00%0.00%0.00%0.00%1.57%2.07%2.45%0.00%0.00%0.00%
CRAI
CRA International, Inc.		1.12%0.93%1.52%1.05%1.17%1.87%1.52%1.67%1.31%0.38%0.00%0.00%
CSL
Carlisle Companies Incorporated		1.09%1.00%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%1.04%
CSWI
CSW Industrials, Inc.		0.30%0.24%0.36%0.57%0.48%0.48%0.53%0.00%0.00%0.00%0.00%0.00%
DELL
Dell Technologies Inc.		2.10%1.48%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DSCSY
Disco Corp ADR		0.00%0.54%0.80%2.28%2.24%1.29%1.16%12.38%10.34%4.16%0.00%0.00%
DY
Dycom Industries, 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%
EME
EMCOR Group, Inc.		0.20%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
ERJ
Embraer S.A.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.68%1.63%0.59%0.76%1.54%
ETN
Eaton Corporation plc		1.44%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
FANG
Diamondback Energy, Inc.		4.51%5.06%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%
FINMY
Leonardo SpA ADR		0.59%1.12%0.92%1.74%0.00%2.18%1.33%1.96%1.26%0.00%0.00%0.00%
FIX
0.39%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
GBTC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%0.00%0.00%0.00%
GDDY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GE
0.66%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
GHM
0.00%0.00%0.00%0.00%3.54%2.90%1.92%1.66%1.72%1.63%1.90%0.56%
GOGL
14.66%13.39%5.12%27.04%17.20%1.08%5.60%7.32%0.00%0.00%0.00%15.34%
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%
HWM
0.25%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%
KEX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KKR
0.68%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%
KLAC
0.99%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%
MCBC
0.61%1.21%2.93%2.90%3.63%3.82%2.52%2.60%1.80%1.15%1.82%1.47%
MLR
1.92%1.16%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%
MMYT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NGS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NRG
1.70%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%
NTAP
2.52%1.76%2.27%3.33%2.13%2.90%2.83%2.01%1.41%2.10%2.60%1.52%
NVMI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OPXS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.05%5.45%0.00%0.00%0.00%
OSG
0.00%0.71%1.14%0.00%0.00%0.00%0.00%0.00%0.00%14.37%0.00%0.00%
PPC
11.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.48%26.12%0.00%
PRIM
0.50%0.34%0.72%1.09%1.00%0.87%1.08%1.25%1.03%0.97%0.93%0.65%
PRYMY
1.45%1.16%1.46%1.63%1.61%0.76%3.95%6.59%1.43%1.89%2.13%0.00%
RNMBY
0.36%0.96%1.48%1.83%2.56%2.43%2.04%2.37%1.21%1.99%0.49%1.25%
ROAD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RYCEY
0.00%0.00%0.00%0.00%0.00%133.87%1.67%1.49%1.28%1.96%4.10%2.71%
SFM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKYW
0.00%0.00%0.00%0.00%0.00%0.35%0.74%0.90%0.60%0.66%0.84%1.51%
SMFG
1.77%2.82%3.67%2.12%5.24%5.97%4.61%4.80%3.17%3.63%3.32%3.13%
SREDY
4.11%3.43%4.59%7.36%7.25%5.80%5.78%3.78%2.31%0.00%0.00%0.00%
STRL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TEVA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.49%3.75%2.07%2.38%
TKC
3.68%3.40%1.98%1.73%9.58%2.19%4.28%8.58%9.20%0.00%20.22%0.00%
TPL
1.20%1.58%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.23%
TRGP
1.72%1.54%2.13%1.90%0.77%4.59%8.92%10.11%7.52%6.49%12.53%2.52%
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%
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%
VCTR
3.00%2.38%3.72%3.73%1.45%0.93%0.48%0.00%0.00%0.00%0.00%0.00%
VECO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNOM
6.02%4.89%5.58%7.68%5.16%5.85%7.38%8.14%5.27%4.83%6.16%1.38%
WES
9.18%8.33%8.52%6.80%5.69%11.25%12.45%8.28%5.44%4.04%3.86%1.73%
WIRE
0.01%0.02%0.04%0.06%0.04%0.17%0.14%0.16%0.16%0.18%0.16%0.21%
WRTBY
2.62%2.00%1.90%3.01%1.68%5.44%4.89%8.98%2.30%5.88%2.84%3.19%
WSM
1.63%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.58%
-14.02%
USA stock portfolio 17/07
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the USA stock portfolio 17/07. 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 USA stock portfolio 17/07 was 42.82%, occurring on Mar 18, 2020. Recovery took 174 trading sessions.

The current USA stock portfolio 17/07 drawdown is 15.11%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.82%Jan 17, 202042Mar 18, 2020174Nov 23, 2020216
-25.99%Jan 23, 202552Apr 4, 2025———
-24.05%Nov 15, 2021160Jul 6, 2022155Feb 15, 2023315
-13.48%Jul 17, 202414Aug 5, 202443Oct 4, 202457
-11.26%Jul 31, 201912Aug 15, 201956Nov 4, 201968

Volatility

Volatility Chart

The current USA stock portfolio 17/07 volatility is 15.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.79%
13.60%
USA stock portfolio 17/07
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.
SREDYOPXSHTHIYDSCSYWRTBYTKCSFMGBTCRNMBYOSGFINMYPPCNGSVISTGOGLRYCEYGHMTEVAGDDYMCBCWESMMYTPRYMYNRGTXRHTPLCRAISMFGWSMANFAGXCAMTVNOMERJANETFANGNVMIMLRROADVCTRWIREAVGODELLABBNYTRGPKLACCSWISKYWVECODYTTSTRLNTAPCSLGEKEXKKRPRIMBHEHWMAZZFIXEMEETN
SREDY1.000.020.00-0.010.030.030.060.030.010.020.060.050.040.040.020.030.050.060.040.020.040.04-0.00-0.010.030.030.040.020.050.000.040.030.060.020.060.060.010.070.020.040.050.060.090.010.040.070.070.060.060.060.040.090.030.050.060.050.040.060.060.060.040.060.080.06
OPXS0.021.00-0.010.030.010.010.030.050.030.000.030.020.070.060.060.050.060.050.080.030.070.130.050.070.040.050.060.060.090.090.050.110.030.060.060.040.100.080.090.090.030.090.080.080.050.090.060.080.080.080.010.070.090.040.040.070.070.060.080.070.080.080.070.06
HTHIY0.00-0.011.000.360.100.07-0.000.050.160.060.170.020.070.110.090.160.030.090.060.040.090.100.110.060.100.060.050.240.080.070.070.110.100.100.070.090.120.070.070.090.080.080.120.150.110.080.060.090.100.060.060.070.130.080.120.120.100.080.120.110.080.110.090.11
DSCSY-0.010.030.361.000.090.080.030.060.110.050.10-0.000.070.070.070.130.050.070.110.010.060.070.110.090.080.080.060.130.090.060.100.140.080.140.150.050.170.070.100.150.060.150.130.170.080.160.110.080.150.110.080.100.130.090.120.060.100.090.130.100.120.120.120.14
WRTBY0.030.010.100.091.000.100.010.050.160.090.180.020.080.080.110.200.120.090.110.050.150.120.200.100.050.080.090.130.100.060.090.090.100.170.120.100.110.120.120.130.100.100.150.270.130.110.110.130.140.110.120.150.140.110.170.140.160.140.120.140.140.150.160.15
TKC0.030.010.070.080.101.000.050.090.110.090.150.100.080.130.160.150.130.170.190.100.120.140.180.120.130.130.090.180.170.080.130.120.110.200.150.120.190.150.100.170.130.170.160.220.130.190.130.180.150.140.180.130.190.170.210.180.170.170.210.170.190.150.170.17
SFM0.060.03-0.000.030.010.051.000.100.090.120.070.190.150.070.080.070.140.150.200.200.150.110.120.220.180.150.190.170.250.170.240.140.160.120.210.140.140.210.210.200.220.190.210.210.180.160.240.190.180.230.240.230.240.210.200.230.200.250.220.210.250.280.280.24
GBTC0.030.050.050.060.050.090.101.000.110.130.120.140.140.150.150.110.130.190.250.110.180.250.220.200.220.210.220.170.220.210.190.250.180.240.250.170.310.190.230.230.230.290.230.280.200.310.220.230.280.230.220.200.250.210.210.210.300.210.220.230.230.250.220.23
RNMBY0.010.030.160.110.160.110.090.111.000.170.570.160.210.190.160.380.170.200.140.160.240.210.260.150.170.160.190.230.150.170.200.180.190.210.150.230.170.220.200.240.220.170.200.270.270.170.190.230.200.220.200.220.210.260.280.250.220.260.260.280.270.260.290.23
OSG0.020.000.060.050.090.090.120.130.171.000.190.220.230.240.260.150.200.210.140.240.270.200.160.190.190.260.170.240.180.220.210.170.320.220.170.340.180.250.230.210.270.180.200.240.330.180.230.260.220.240.200.270.230.260.290.320.240.290.270.320.280.250.240.27
FINMY0.060.030.170.100.180.150.070.120.570.191.000.170.210.230.180.460.190.190.130.210.270.210.290.180.150.230.180.310.120.180.210.160.280.290.130.270.150.230.190.230.210.160.180.280.290.160.230.280.170.200.220.220.230.250.320.310.240.290.270.310.280.240.270.25
PPC0.050.020.02-0.000.020.100.190.140.160.220.171.000.160.160.200.180.180.260.190.310.250.230.200.250.260.260.290.250.220.260.270.150.250.240.140.260.190.300.220.240.300.150.220.230.300.220.270.320.200.280.270.260.270.330.300.300.270.290.290.330.360.310.320.24
NGS0.040.070.070.070.080.080.150.140.210.230.210.161.000.290.220.200.310.230.130.230.330.210.210.210.200.330.220.220.180.220.250.160.390.190.150.400.150.290.230.220.230.190.220.240.410.140.210.290.220.270.180.270.220.230.270.360.260.320.330.320.310.280.280.28
VIST0.040.060.110.070.080.130.070.150.190.240.230.160.291.000.270.200.180.250.200.170.320.200.220.230.180.360.170.260.160.210.230.200.450.270.200.480.220.190.220.250.220.210.280.270.400.230.220.240.280.250.210.250.240.210.280.330.270.260.270.310.260.260.240.25
GOGL0.020.060.090.070.110.160.080.150.160.260.180.200.220.271.000.220.190.230.190.210.280.210.270.230.220.300.200.290.210.240.190.270.340.270.230.370.290.240.260.260.290.270.300.330.380.300.220.280.310.300.230.260.310.290.320.350.310.260.310.340.290.290.310.30
RYCEY0.030.050.160.130.200.150.070.110.380.150.460.180.200.200.221.000.220.250.160.220.260.270.300.210.220.220.230.300.210.230.210.220.250.330.200.250.210.300.250.310.250.240.260.360.270.190.250.380.220.260.310.300.260.280.410.300.310.340.290.360.320.300.330.34
GHM0.050.060.030.050.120.130.140.130.170.200.190.180.310.180.190.221.000.210.210.260.230.250.200.250.240.270.260.220.240.280.310.240.250.240.240.280.260.330.290.250.210.270.260.260.300.260.330.340.300.330.300.340.300.320.310.350.310.410.370.340.380.380.370.33
TEVA0.060.050.090.070.090.170.150.190.200.210.190.260.230.250.230.250.211.000.250.220.290.250.270.270.270.260.240.290.280.270.270.300.270.290.260.310.300.260.310.320.240.300.350.330.350.320.260.300.300.330.280.290.350.270.340.330.360.330.360.370.340.320.300.31
GDDY0.040.080.060.110.110.190.200.250.140.140.130.190.130.200.190.160.210.251.000.120.220.310.290.360.320.240.240.200.340.260.210.380.210.300.460.190.420.220.280.330.260.460.380.340.290.470.290.270.410.310.350.270.400.310.290.280.460.280.300.320.300.330.340.37
MCBC0.020.030.040.010.050.100.200.110.160.240.210.310.230.170.210.220.260.220.121.000.320.220.200.250.320.310.370.380.250.310.330.160.310.320.180.360.170.440.320.330.450.220.250.310.370.210.400.410.280.360.320.390.340.380.370.430.310.440.460.400.470.420.420.38
WES0.040.070.090.060.150.120.150.180.240.270.270.250.330.320.280.260.230.290.220.321.000.280.230.280.280.420.260.300.250.260.300.220.510.360.210.530.230.310.300.310.310.230.310.320.640.240.310.350.280.320.250.320.320.340.350.450.340.340.320.410.380.340.350.34
MMYT0.040.130.100.070.120.140.110.250.210.200.210.230.210.200.210.270.250.250.310.220.281.000.300.280.320.260.290.280.270.330.230.350.280.370.370.290.370.300.310.340.310.390.340.280.340.370.290.410.390.360.320.370.360.330.380.370.440.360.360.400.360.370.380.36
PRYMY-0.000.050.110.110.200.180.120.220.260.160.290.200.210.220.270.300.200.270.290.200.230.301.000.290.270.220.290.340.320.240.260.330.230.290.340.240.370.320.300.330.340.390.330.540.290.410.340.330.370.350.410.310.360.390.340.330.420.350.370.370.370.360.360.44
NRG-0.010.070.060.090.100.120.220.200.150.190.180.250.210.230.230.210.250.270.360.250.280.280.291.000.260.310.290.270.300.280.320.270.290.280.380.300.300.260.330.360.280.350.370.320.410.350.360.330.310.380.420.350.380.380.340.380.420.400.350.400.380.430.440.46
TXRH0.030.040.100.080.050.130.180.220.170.190.150.260.200.180.220.220.240.270.320.320.280.320.270.261.000.280.320.260.360.390.280.320.250.350.300.270.310.330.310.350.340.300.340.300.330.330.380.450.340.380.380.370.350.390.390.350.380.370.400.450.400.430.410.42
TPL0.030.050.060.080.080.130.150.210.160.260.230.260.330.360.300.220.270.260.240.310.420.260.220.310.281.000.300.270.250.260.310.230.570.290.230.580.270.330.310.300.310.270.310.270.570.300.360.280.310.360.270.340.320.340.360.440.370.380.380.400.390.350.390.35
CRAI0.040.060.050.060.090.090.190.220.190.170.180.290.220.170.200.230.260.240.240.370.260.290.290.290.320.301.000.320.280.330.360.240.290.290.270.300.270.400.350.360.360.300.290.340.310.300.440.380.330.390.370.400.330.370.370.390.380.440.430.400.450.450.450.41
SMFG0.020.060.240.130.130.180.170.170.230.240.310.250.220.260.290.300.220.290.200.380.300.280.340.270.260.270.321.000.260.300.260.270.290.350.240.310.280.330.300.350.340.290.320.390.350.320.330.380.320.340.350.340.360.400.390.400.350.360.380.420.370.360.380.39
WSM0.050.090.080.090.100.170.250.220.150.180.120.220.180.160.210.210.240.280.340.250.250.270.320.300.360.250.280.261.000.440.310.330.220.260.370.260.380.340.320.340.360.390.380.390.280.430.380.360.400.360.400.330.440.400.330.330.440.340.360.340.390.420.400.44
ANF0.000.090.070.060.060.080.170.210.170.220.180.260.220.210.240.230.280.270.260.310.260.330.240.280.390.260.330.300.441.000.310.340.300.360.290.320.320.340.350.360.370.340.380.330.320.350.350.450.370.380.380.380.380.360.410.380.380.390.390.400.410.400.400.42
AGX0.040.050.070.100.090.130.240.190.200.210.210.270.250.230.190.210.310.270.210.330.300.230.260.320.280.310.360.260.310.311.000.250.290.250.270.300.270.400.400.350.350.290.340.330.370.270.420.420.330.420.350.450.350.390.380.410.350.500.420.440.470.460.470.44
CAMT0.030.110.110.140.090.120.140.250.180.170.160.150.160.200.270.220.240.300.380.160.220.350.330.270.320.230.240.270.330.340.251.000.210.320.480.220.680.290.330.340.340.570.440.360.260.640.340.320.620.350.370.360.430.330.310.330.460.350.420.350.360.390.380.42
VNOM0.060.030.100.080.100.110.160.180.190.320.280.250.390.450.340.250.250.270.210.310.510.280.230.290.250.570.290.290.220.300.290.211.000.330.210.740.210.300.310.290.340.250.320.320.660.250.330.330.310.370.270.330.300.310.390.520.350.400.360.440.410.350.390.36
ERJ0.020.060.100.140.170.200.120.240.210.220.290.240.190.270.270.330.240.290.300.320.360.370.290.280.350.290.290.350.260.360.250.320.331.000.300.310.340.320.310.370.370.340.320.380.370.360.310.450.360.370.360.360.360.350.450.420.390.380.390.500.400.380.400.40
ANET0.060.060.070.150.120.150.210.250.150.170.130.140.150.200.230.200.240.260.460.180.210.370.340.380.300.230.270.240.370.290.270.480.210.301.000.200.560.270.360.370.320.650.510.410.280.590.380.330.520.360.420.380.530.370.340.320.520.350.400.380.350.470.440.51
FANG0.060.040.090.050.100.120.140.170.230.340.270.260.400.480.370.250.280.310.190.360.530.290.240.300.270.580.300.310.260.320.300.220.740.310.201.000.220.330.320.290.390.250.320.310.680.270.330.360.340.390.260.360.330.340.420.570.350.400.400.440.420.350.400.37
NVMI0.010.100.120.170.110.190.140.310.170.180.150.190.150.220.290.210.260.300.420.170.230.370.370.300.310.270.270.280.380.320.270.680.210.340.560.221.000.300.360.380.360.660.490.440.260.770.400.330.660.360.430.370.520.380.330.330.500.380.470.390.400.430.400.47
MLR0.070.080.070.070.120.150.210.190.220.250.230.300.290.190.240.300.330.260.220.440.310.300.320.260.330.330.400.330.340.340.400.290.300.320.270.330.301.000.410.400.400.320.330.390.340.330.460.420.380.430.420.440.400.450.450.470.400.490.510.450.520.490.490.49
ROAD0.020.090.070.100.120.100.210.230.200.230.190.220.230.220.260.250.290.310.280.320.300.310.300.330.310.310.350.300.320.350.400.330.310.310.360.320.360.411.000.360.380.370.370.350.370.380.450.420.400.450.440.560.400.460.420.460.400.530.440.450.460.540.550.50
VCTR0.040.090.090.150.130.170.200.230.240.210.230.240.220.250.260.310.250.320.330.330.310.340.330.360.350.300.360.350.340.360.350.340.290.370.370.290.380.400.361.000.360.390.420.430.360.380.410.430.390.430.420.410.440.450.450.410.530.450.430.440.460.450.450.47
WIRE0.050.030.080.060.100.130.220.230.220.270.210.300.230.220.290.250.210.240.260.450.310.310.340.280.340.310.360.340.360.370.350.340.340.370.320.390.360.400.380.361.000.380.370.410.400.400.440.430.420.440.420.470.440.470.430.450.440.450.480.440.520.500.500.49
AVGO0.060.090.080.150.100.170.190.290.170.180.160.150.190.210.270.240.270.300.460.220.230.390.390.350.300.270.300.290.390.340.290.570.250.340.650.250.660.320.370.390.381.000.540.450.290.740.420.360.610.380.460.400.540.400.390.340.540.400.500.420.400.450.440.53
DELL0.090.080.120.130.150.160.210.230.200.200.180.220.220.280.300.260.260.350.380.250.310.340.330.370.340.310.290.320.380.380.340.440.320.320.510.320.490.330.370.420.370.541.000.440.360.540.400.400.510.400.440.420.600.440.440.420.480.440.470.460.430.480.490.55
ABBNY0.010.080.150.170.270.220.210.280.270.240.280.230.240.270.330.360.260.330.340.310.320.280.540.320.300.270.340.390.390.330.330.360.320.380.410.310.440.390.350.430.410.450.441.000.370.450.420.390.430.410.500.400.430.460.450.400.500.420.450.450.460.470.440.55
TRGP0.040.050.110.080.130.130.180.200.270.330.290.300.410.400.380.270.300.350.290.370.640.340.290.410.330.570.310.350.280.320.370.260.660.370.280.680.260.340.370.360.400.290.360.371.000.290.390.420.340.440.350.420.370.400.450.580.440.460.400.500.490.450.500.45
KLAC0.070.090.080.160.110.190.160.310.170.180.160.220.140.230.300.190.260.320.470.210.240.370.410.350.330.300.300.320.430.350.270.640.250.360.590.270.770.330.380.380.400.740.540.450.291.000.440.350.720.390.490.400.560.440.390.350.530.400.520.440.420.470.470.52
CSWI0.070.060.060.110.110.130.240.220.190.230.230.270.210.220.220.250.330.260.290.400.310.290.340.360.380.360.440.330.380.350.420.340.330.310.380.330.400.460.450.410.440.420.400.420.390.441.000.430.450.480.520.500.430.530.430.480.450.530.530.460.540.590.580.55
SKYW0.060.080.090.080.130.180.190.230.230.260.280.320.290.240.280.380.340.300.270.410.350.410.330.330.450.280.380.380.360.450.420.320.330.450.330.360.330.420.420.430.430.360.400.390.420.350.431.000.390.460.420.490.430.470.530.480.460.510.500.540.540.500.510.49
VECO0.060.080.100.150.140.150.180.280.200.220.170.200.220.280.310.220.300.300.410.280.280.390.370.310.340.310.330.320.400.370.330.620.310.360.520.340.660.380.400.390.420.610.510.430.340.720.450.391.000.410.440.440.500.410.380.430.480.460.550.430.450.470.460.50
DY0.060.080.060.110.110.140.230.230.220.240.200.280.270.250.300.260.330.330.310.360.320.360.350.380.380.360.390.340.360.380.420.350.370.370.360.390.360.430.450.430.440.380.400.410.440.390.480.460.411.000.450.530.440.460.450.470.460.590.490.510.530.560.590.51
TT0.040.010.060.080.120.180.240.220.200.200.220.270.180.210.230.310.300.280.350.320.250.320.410.420.380.270.370.350.400.380.350.370.270.360.420.260.430.420.440.420.420.460.440.500.350.490.520.420.440.451.000.470.480.620.500.450.520.480.460.510.480.610.620.73
STRL0.090.070.070.100.150.130.230.200.220.270.220.260.270.250.260.300.340.290.270.390.320.370.310.350.370.340.400.340.330.380.450.360.330.360.380.360.370.440.560.410.470.400.420.400.420.400.500.490.440.530.471.000.440.480.490.490.430.640.510.490.550.630.610.56
NTAP0.030.090.130.130.140.190.240.250.210.230.230.270.220.240.310.260.300.350.400.340.320.360.360.380.350.320.330.360.440.380.350.430.300.360.530.330.520.400.400.440.440.540.600.430.370.560.430.430.500.440.480.441.000.500.470.440.520.450.530.480.470.530.510.55
CSL0.050.040.080.090.110.170.210.210.260.260.250.330.230.210.290.280.320.270.310.380.340.330.390.380.390.340.370.400.400.360.390.330.310.350.370.340.380.450.460.450.470.400.440.460.400.440.530.470.410.460.620.480.501.000.480.500.520.500.500.530.540.580.600.64
GE0.060.040.120.120.170.210.200.210.280.290.320.300.270.280.320.410.310.340.290.370.350.380.340.340.390.360.370.390.330.410.380.310.390.450.340.420.330.450.420.450.430.390.440.450.450.390.430.530.380.450.500.490.470.481.000.500.480.510.460.610.530.530.530.56
KEX0.050.070.120.060.140.180.230.210.250.320.310.300.360.330.350.300.350.330.280.430.450.370.330.380.350.440.390.400.330.380.410.330.520.420.320.570.330.470.460.410.450.340.420.400.580.350.480.480.430.470.450.490.440.500.501.000.450.550.520.540.560.530.570.53
KKR0.040.070.100.100.160.170.200.300.220.240.240.270.260.270.310.310.310.360.460.310.340.440.420.420.380.370.380.350.440.380.350.460.350.390.520.350.500.400.400.530.440.540.480.500.440.530.450.460.480.460.520.430.520.520.480.451.000.450.480.500.480.530.510.58
PRIM0.060.060.080.090.140.170.250.210.260.290.290.290.320.260.260.340.410.330.280.440.340.360.350.400.370.380.440.360.340.390.500.350.400.380.350.400.380.490.530.450.450.400.440.420.460.400.530.510.460.590.480.640.450.500.510.550.451.000.540.540.610.620.650.58
BHE0.060.080.120.130.120.210.220.220.260.270.270.290.330.270.310.290.370.360.300.460.320.360.370.350.400.380.430.380.360.390.420.420.360.390.400.400.470.510.440.430.480.500.470.450.400.520.530.500.550.490.460.510.530.500.460.520.480.541.000.530.600.560.570.56
HWM0.060.070.110.100.140.170.210.230.280.320.310.330.320.310.340.360.340.370.320.400.410.400.370.400.450.400.400.420.340.400.440.350.440.500.380.440.390.450.450.440.440.420.460.450.500.440.460.540.430.510.510.490.480.530.610.540.500.540.531.000.520.550.580.59
AZZ0.040.080.080.120.140.190.250.230.270.280.280.360.310.260.290.320.380.340.300.470.380.360.370.380.400.390.450.370.390.410.470.360.410.400.350.420.400.520.460.460.520.400.430.460.490.420.540.540.450.530.480.550.470.540.530.560.480.610.600.521.000.600.620.59
FIX0.060.080.110.120.150.150.280.250.260.250.240.310.280.260.290.300.380.320.330.420.340.370.360.430.430.350.450.360.420.400.460.390.350.380.470.350.430.490.540.450.500.450.480.470.450.470.590.500.470.560.610.630.530.580.530.530.530.620.560.550.601.000.730.67
EME0.080.070.090.120.160.170.280.220.290.240.270.320.280.240.310.330.370.300.340.420.350.380.360.440.410.390.450.380.400.400.470.380.390.400.440.400.400.490.550.450.500.440.490.440.500.470.580.510.460.590.620.610.510.600.530.570.510.650.570.580.620.731.000.68
ETN0.060.060.110.140.150.170.240.230.230.270.250.240.280.250.300.340.330.310.370.380.340.360.440.460.420.350.410.390.440.420.440.420.360.400.510.370.470.490.500.470.490.530.550.550.450.520.550.490.500.510.730.560.550.640.560.530.580.580.560.590.590.670.681.00
The correlation results are calculated based on daily price changes starting from Jul 29, 2019
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

AlphaBeta

Lazy PortfoliosUser Portfolios

ETF ScreenerFund ScreenerStock Screener

Discussions
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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