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

USA stock portfolio 17/07

Last updated Dec 4, 2024

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/SectorWeight
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
Comfort Systems USA, Inc.		Industrials
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 Quarterly

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
25.35%
14.34%
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 (annualized)10Y (annualized)
^GSPC
S&P 500		26.84%5.60%14.34%32.39%14.23%11.32%
USA stock portfolio 17/0781.93%11.99%25.34%94.16%39.74%N/A
Portfolio components:
ABBNY
ABB Ltd		33.21%4.18%4.69%48.01%25.91%14.78%
AGX
Argan, Inc.		226.33%9.52%119.49%223.84%37.67%19.31%
ANET
Arista Networks, Inc.		75.98%5.15%41.37%92.68%54.12%37.68%
ANF
Abercrombie & Fitch Co.		75.66%18.06%-8.65%100.69%56.80%21.82%
AVGO
Broadcom Inc.		52.26%-0.46%27.17%84.79%44.49%35.65%
AZZ
AZZ Inc.		62.83%21.45%22.26%83.17%18.11%8.84%
BHE
Benchmark Electronics, Inc.		79.54%6.60%19.34%94.53%9.79%9.01%
CAMT
Camtek Ltd		11.28%2.35%-25.42%25.11%49.84%38.78%
CRAI
CRA International, Inc.		95.92%3.20%6.68%97.90%32.16%21.85%
CSL
Carlisle Companies Incorporated		43.56%5.48%10.88%53.93%24.51%18.86%
CSWI
CSW Industrials, Inc.		102.85%17.00%66.40%133.48%42.31%N/A
DELL
Dell Technologies Inc.		66.67%-4.06%-6.86%83.93%41.29%N/A
DSCSY
Disco Corp ADR		18.76%2.66%-23.00%38.36%35.09%N/A
DY
Dycom Industries, Inc.		65.76%8.89%8.42%76.77%30.56%19.42%
EME
EMCOR Group, Inc.		137.20%12.44%38.31%135.71%43.29%28.25%
ERJ
Embraer S.A.		100.81%11.56%29.50%99.84%16.19%0.72%
ETN
Eaton Corporation plc		57.12%11.88%18.94%65.81%35.28%21.71%
FANG
Diamondback Energy, Inc.		18.38%0.47%-5.53%19.32%22.36%14.20%
FINMY
Leonardo SpA ADR		67.71%13.64%7.35%81.05%20.07%11.85%
FIX
Comfort Systems USA, Inc.		141.86%26.47%64.99%163.25%59.77%41.85%
GBTC
119.38%38.07%21.29%125.80%54.01%N/A
GDDY
86.85%21.43%42.91%92.21%24.07%N/A
GE
78.30%5.25%12.34%87.37%28.05%N/A
GHM
136.74%59.09%75.70%136.99%17.19%N/A
GOGL
9.56%-7.53%-24.52%14.85%25.18%N/A
HTHIY
86.80%9.67%25.13%90.70%34.93%N/A
HWM
120.76%19.16%44.97%125.81%38.94%N/A
KEX
57.21%7.96%4.07%56.83%8.37%N/A
KKR
91.78%14.92%56.30%111.23%41.91%N/A
KLAC
15.54%-0.27%-10.89%24.47%34.54%N/A
MCBC
33.40%0.00%7.08%45.10%10.35%N/A
MLR
77.32%11.81%28.80%85.85%18.12%N/A
MMYT
147.87%12.85%58.16%159.41%36.10%N/A
NGS
71.64%44.43%32.88%81.34%19.84%N/A
NRG
96.18%14.29%28.62%110.95%24.96%N/A
NTAP
44.09%7.38%5.63%40.66%19.11%N/A
NVMI
38.23%2.66%-8.52%49.00%39.92%N/A
OPXS
28.15%6.02%5.99%94.90%36.64%N/A
OSG
62.67%0.00%0.83%81.42%38.15%N/A
PPC
85.36%2.19%47.92%95.61%9.71%N/A
PRIM
152.63%31.45%57.95%164.14%32.04%N/A
PRYMY
51.00%-3.31%5.67%75.95%26.17%N/A
RNMBY
113.23%29.59%17.84%120.55%47.32%N/A
ROAD
131.39%27.87%81.54%135.17%39.31%N/A
RYCEY
97.88%3.60%30.77%106.63%14.60%N/A
SFM
214.11%16.06%92.88%232.72%50.18%N/A
SKYW
114.92%10.72%42.68%126.37%12.84%N/A
SMFG
61.48%19.92%16.04%60.15%20.81%N/A
SREDY
50.44%0.00%8.39%50.44%20.12%N/A
STRL
122.38%27.25%73.69%200.65%70.10%N/A
TEVA
67.91%-4.99%5.41%74.78%12.32%N/A
TKC
38.67%7.06%-13.71%36.45%5.14%N/A
TPL
207.07%34.02%172.98%202.32%50.99%N/A
TRGP
132.06%19.28%70.59%125.72%44.73%N/A
TT
70.52%9.68%29.77%82.03%34.79%N/A
TXRH
62.27%4.58%16.92%74.20%30.48%N/A
VCTR
106.08%15.27%38.56%118.71%31.67%N/A
VECO
-6.45%0.83%-28.16%3.02%16.35%N/A
VIST
89.87%13.51%30.33%86.33%50.67%N/A
VNOM
83.39%5.46%53.90%87.39%24.73%N/A
WES
50.79%10.00%14.17%47.46%29.45%N/A
WIRE
35.72%0.00%0.37%52.65%38.62%N/A
WRTBY
22.19%-8.53%-13.84%31.63%15.59%N/A
WSM
83.35%37.66%29.74%86.56%42.94%N/A

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
20243.00%14.67%9.19%1.64%13.06%0.16%4.22%1.50%1.93%1.15%10.79%81.93%
20239.26%1.54%2.78%-0.52%1.16%9.84%6.10%6.10%-0.99%-1.14%11.39%8.17%67.33%
2022-4.23%2.46%1.94%-5.45%2.40%-10.61%10.97%0.50%-9.55%12.08%7.27%-2.98%1.86%
20211.71%10.22%7.01%3.58%2.54%1.47%-1.21%2.94%-0.87%4.99%-1.70%4.15%40.07%
2020-4.37%-8.83%-23.07%17.30%5.90%3.17%1.25%4.59%-5.63%3.00%26.05%5.00%17.10%
2019-0.28%-7.74%4.01%2.97%2.34%4.06%4.93%

Expense Ratio

USA stock portfolio 17/07 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 USA stock portfolio 17/07 is 98, placing it in the top 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of USA stock portfolio 17/07 is 9898
Overall Rank
The Sharpe Ratio Rank of USA stock portfolio 17/07 is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of USA stock portfolio 17/07 is 9898
Sortino Ratio Rank
The Omega Ratio Rank of USA stock portfolio 17/07 is 9898
Omega Ratio Rank
The Calmar Ratio Rank of USA stock portfolio 17/07 is 9797
Calmar Ratio Rank
The Martin Ratio Rank of USA stock portfolio 17/07 is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratio
The chart of Sharpe ratio for USA stock portfolio 17/07, currently valued at 5.27, compared to the broader market0.002.004.006.005.272.59
The chart of Sortino ratio for USA stock portfolio 17/07, currently valued at 6.12, compared to the broader market-2.000.002.004.006.006.123.45
The chart of Omega ratio for USA stock portfolio 17/07, currently valued at 1.90, compared to the broader market0.801.001.201.401.601.802.001.901.48
The chart of Calmar ratio for USA stock portfolio 17/07, currently valued at 8.55, compared to the broader market0.005.0010.0015.008.553.73
The chart of Martin ratio for USA stock portfolio 17/07, currently valued at 42.68, compared to the broader market0.0010.0020.0030.0040.0050.0042.6816.58
USA stock portfolio 17/07
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBNY
ABB Ltd		2.352.961.414.1312.65
AGX
Argan, Inc.		4.345.111.7512.5147.29
ANET
Arista Networks, Inc.		0.293.812.131.219.64
ANF
Abercrombie & Fitch Co.		1.802.361.313.106.03
AVGO
Broadcom Inc.		1.852.481.323.369.84
AZZ
AZZ Inc.		2.342.981.404.9211.95
BHE
Benchmark Electronics, Inc.		2.243.371.423.7212.62
CAMT
Camtek Ltd		0.450.971.120.521.01
CRAI
CRA International, Inc.		2.993.451.534.3015.33
CSL
Carlisle Companies Incorporated		1.992.591.353.7310.89
CSWI
CSW Industrials, Inc.		4.354.971.668.5642.63
DELL
Dell Technologies Inc.		1.412.171.291.653.65
DSCSY
Disco Corp ADR		0.691.301.160.871.73
DY
Dycom Industries, Inc.		2.152.631.375.2014.63
EME
EMCOR Group, Inc.		4.414.591.699.2929.69
ERJ
Embraer S.A.		2.393.261.395.8614.56
ETN
Eaton Corporation plc		2.392.941.423.3310.72
FANG
Diamondback Energy, Inc.		0.691.121.141.012.47
FINMY
Leonardo SpA ADR		2.472.911.405.2611.62
FIX
Comfort Systems USA, Inc.		3.733.751.5410.3427.54
GBTC
2.162.671.322.948.13
GDDY
4.135.131.698.7030.45
GE
2.963.501.517.5322.50
GHM
2.903.761.455.9814.28
GOGL
0.420.811.100.410.99
HTHIY
2.162.621.384.0716.41
HWM
3.725.171.7213.4434.28
KEX
1.982.741.372.7911.06
KKR
3.584.481.597.9732.23
KLAC
0.570.991.140.791.96
MCBC
1.073.391.532.215.92
MLR
2.463.201.415.0512.23
MMYT
3.133.291.457.5322.13
NGS
1.752.521.292.846.39
NRG
3.173.691.495.7019.13
NTAP
1.322.081.292.686.62
NVMI
0.971.541.211.663.87
OPXS
1.712.541.313.879.13
OSG
2.484.951.887.9322.52
PPC
3.544.151.583.8322.53
PRIM
4.354.821.637.3636.28
PRYMY
2.793.191.455.2916.40
RNMBY
3.654.061.546.6215.39
ROAD
3.213.711.479.4921.01
RYCEY
3.343.911.495.0828.03
SFM
7.218.672.2125.5290.07
SKYW
3.794.251.564.7620.24
SMFG
1.952.411.352.818.58
SREDY
1.4727.2419.6420.6688.12
STRL
3.834.041.538.2419.24
TEVA
2.273.391.392.5115.26
TKC
1.181.751.211.413.22
TPL
4.615.491.764.3041.45
TRGP
5.435.841.8212.6957.01
TT
3.604.421.598.8531.60
TXRH
2.994.251.519.1428.84
VCTR
3.784.091.596.8925.52
VECO
0.070.401.050.070.14
VIST
2.112.801.344.7713.53
VNOM
2.953.501.497.7419.84
WES
1.862.721.333.769.16
WIRE
2.333.711.714.4517.84
WRTBY
0.751.301.221.304.16
WSM
1.702.631.354.159.20

The current USA stock portfolio 17/07 Sharpe ratio is 5.27. 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 1.87 to 2.70, 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 Ratio2.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
5.27
2.59
USA stock portfolio 17/07
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

USA stock portfolio 17/07 provided a 1.07% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.07%1.32%1.93%1.65%3.79%1.94%2.56%1.88%1.98%2.35%1.78%1.22%
Portfolio components:
ABBNY
ABB Ltd		1.73%2.07%2.91%2.41%2.91%3.48%4.57%2.96%3.80%4.59%3.89%2.92%
AGX
Argan, Inc.		0.85%2.24%2.71%1.94%4.50%2.49%1.98%2.22%1.42%2.16%2.08%2.72%
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%0.98%4.63%3.99%4.59%6.67%2.96%2.79%2.43%
AVGO
Broadcom Inc.		1.25%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
AZZ
AZZ Inc.		0.73%1.17%1.69%1.23%1.43%1.48%1.68%1.33%0.97%1.08%1.21%1.15%
BHE
Benchmark Electronics, Inc.		1.36%2.39%2.47%2.42%2.37%1.75%2.83%0.00%0.00%0.00%0.00%0.00%
CAMT
Camtek Ltd		1.75%0.00%0.00%0.00%0.00%1.57%2.07%2.45%0.00%0.00%0.00%0.00%
CRAI
CRA International, Inc.		0.91%1.52%1.05%1.17%1.87%1.52%1.67%1.31%0.38%0.00%0.00%0.00%
CSL
Carlisle Companies Incorporated		0.83%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%1.04%1.06%
CSWI
CSW Industrials, Inc.		0.20%0.36%0.57%0.48%0.48%0.53%0.00%0.00%0.00%0.00%0.00%0.00%
DELL
Dell Technologies Inc.		1.36%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DSCSY
Disco Corp ADR		0.49%0.80%2.28%2.24%1.29%1.16%12.38%10.34%4.16%0.00%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.		0.18%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%
ERJ
Embraer S.A.		0.00%0.00%0.00%0.00%0.00%0.00%0.68%1.63%0.59%0.76%1.54%1.44%
ETN
Eaton Corporation plc		1.01%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
FANG
Diamondback Energy, Inc.		4.72%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%
FINMY
Leonardo SpA ADR		1.11%0.92%1.74%0.00%2.18%1.33%1.96%1.26%0.00%0.00%0.00%0.00%
FIX
Comfort Systems USA, Inc.		0.24%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%
GBTC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%0.00%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
0.50%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%
GHM
0.00%0.00%0.00%3.54%2.90%1.92%1.66%1.72%1.63%1.90%0.56%0.33%
GOGL
10.05%5.12%27.04%17.20%1.08%5.60%7.32%0.00%0.00%0.00%15.34%8.47%
HTHIY
0.48%1.49%1.98%5.60%11.92%10.22%13.45%8.07%9.93%8.43%6.96%10.06%
HWM
0.22%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%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
0.44%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%6.66%
KLAC
0.91%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
MCBC
1.21%2.93%2.90%3.63%3.82%2.52%2.60%1.80%1.15%1.82%1.47%0.00%
MLR
1.03%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%3.01%
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
1.65%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%
NTAP
1.64%2.27%3.33%2.13%2.90%2.83%2.01%1.41%2.10%2.60%1.52%0.73%
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%3.05%5.45%0.00%0.00%0.00%0.00%
OSG
1.41%1.14%0.00%0.00%0.00%0.00%0.00%0.00%14.37%0.00%0.00%0.00%
PPC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.48%26.12%0.00%0.00%
PRIM
0.29%0.72%1.09%1.00%0.87%1.08%1.25%1.03%0.97%0.93%0.65%0.43%
PRYMY
1.10%1.46%1.63%1.61%0.76%3.95%6.59%1.43%1.89%2.13%0.00%0.00%
RNMBY
0.91%1.48%1.83%2.56%2.43%2.04%2.37%1.21%1.99%0.49%1.25%3.74%
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%128.87%1.68%1.50%1.29%1.96%4.08%2.74%1.50%
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%0.35%0.74%0.90%0.60%0.66%0.84%1.51%1.08%
SMFG
1.09%3.67%2.12%5.25%5.97%4.61%4.80%3.17%3.63%3.32%3.13%2.37%
SREDY
3.43%4.59%7.36%7.25%5.80%5.78%3.78%2.31%0.00%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%4.49%3.75%2.07%2.38%3.19%
TKC
1.42%1.98%1.73%9.58%2.19%4.28%8.58%9.20%0.00%20.22%0.00%0.00%
TPL
1.11%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.23%0.81%
TRGP
1.40%2.13%1.90%0.77%4.59%8.92%10.11%7.52%6.49%12.53%2.53%2.33%
TT
0.61%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%1.09%
TXRH
1.21%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
VCTR
2.07%3.72%3.73%1.45%0.93%0.48%0.00%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
4.41%5.58%7.68%5.16%5.85%7.38%8.14%5.27%4.83%6.16%1.38%0.00%
WES
7.93%8.52%6.80%5.69%11.25%12.45%8.25%5.44%4.04%3.86%1.73%1.59%
WIRE
0.02%0.04%0.06%0.04%0.17%0.14%0.16%0.16%0.18%0.16%0.21%0.18%
WRTBY
2.01%1.90%3.01%1.68%5.44%4.89%8.98%2.30%5.88%2.84%3.19%2.77%
WSM
1.18%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
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 43.61%, occurring on Mar 18, 2020. Recovery took 168 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.61%Jan 17, 202042Mar 18, 2020168Nov 13, 2020210
-18.62%Nov 10, 2021163Jul 6, 202291Nov 11, 2022254
-11.26%Jul 31, 201912Aug 15, 201956Nov 4, 201968
-11.02%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-8.92%Jun 14, 202125Jul 19, 202129Aug 27, 202154

Volatility

Volatility Chart

The current USA stock portfolio 17/07 volatility is 5.96%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.96%
3.39%
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.
SREDYOPXSDSCSYHTHIYWRTBYTKCSFMGBTCRNMBYNGSOSGVISTFINMYPPCGHMGOGLGDDYTEVANRGMMYTTPLPRYMYWESMCBCTXRHWSMAGXCRAICAMTSMFGRYCEYANETVNOMANFERJFANGVCTRNVMIROADMLRAVGODELLTRGPWIREKLACCSWITTVECOSKYWDYSTRLNTAPABBNYCSLGEKKRKEXPRIMBHEHWMFIXAZZEMEETN
SREDY1.000.02-0.02-0.010.050.030.050.020.010.040.020.030.060.040.040.010.030.06-0.010.040.02-0.010.030.020.040.050.040.040.020.010.020.070.05-0.000.020.050.040.010.010.070.050.090.040.050.060.060.030.060.050.060.090.030.020.050.060.040.050.060.060.060.060.040.070.05
OPXS0.021.000.02-0.010.020.010.010.040.040.070.010.050.050.020.040.060.070.050.060.120.040.040.070.030.040.080.050.040.090.050.060.050.030.080.060.040.080.090.070.060.080.060.050.030.080.040.000.070.070.070.060.070.080.030.030.060.060.050.070.060.060.070.060.04
DSCSY-0.020.021.000.370.080.070.010.050.110.060.050.050.100.000.030.070.090.060.060.050.060.090.040.010.070.080.080.040.120.110.100.130.070.040.140.040.130.150.070.050.130.100.060.060.140.090.050.130.060.090.080.110.160.070.110.090.040.070.110.080.090.110.090.11
HTHIY-0.01-0.010.371.000.070.05-0.010.040.170.050.060.080.170.030.020.090.070.080.060.100.060.100.080.040.090.070.060.050.100.250.100.070.100.070.090.100.080.120.060.070.090.100.110.080.090.060.060.090.080.070.080.120.120.070.120.090.110.070.120.100.100.080.090.10
WRTBY0.050.020.080.071.000.10-0.010.040.140.090.090.060.150.020.110.110.100.090.100.110.070.160.150.050.040.100.070.080.080.120.170.090.110.080.160.110.110.100.110.120.100.110.120.110.100.110.100.120.110.110.130.120.230.100.160.150.130.130.100.130.120.130.140.13
TKC0.030.010.070.050.101.000.040.090.110.080.090.140.150.110.130.160.190.170.130.140.130.180.130.110.140.160.140.090.120.190.160.140.110.080.200.120.160.190.090.140.170.170.140.140.180.130.180.160.180.140.130.190.220.170.210.170.180.170.220.170.150.190.170.17
SFM0.050.010.01-0.01-0.010.041.000.080.080.130.120.050.080.190.120.070.170.150.190.080.130.110.140.210.160.240.220.180.120.160.110.200.150.170.120.130.180.120.180.200.170.190.160.230.140.220.210.160.170.210.210.220.220.190.190.170.210.230.200.180.250.240.260.22
GBTC0.020.040.050.040.040.090.081.000.120.120.130.140.130.140.120.160.240.200.190.240.200.210.170.110.210.210.170.210.250.180.160.250.170.200.240.170.220.310.220.190.280.220.190.240.310.210.210.280.220.210.190.240.280.200.200.290.200.200.210.220.240.220.210.22
RNMBY0.010.040.110.170.140.110.080.121.000.220.180.210.560.170.180.180.130.210.140.220.170.260.250.170.170.170.210.200.190.230.330.140.210.200.200.240.240.180.220.240.180.220.280.230.180.200.200.210.240.230.230.210.280.280.280.220.260.270.270.280.270.290.300.24
NGS0.040.070.060.050.090.080.130.120.221.000.240.270.220.170.280.220.110.230.180.190.310.200.320.240.190.170.230.210.150.210.210.130.370.220.190.380.200.130.220.290.170.200.380.240.120.180.160.210.280.250.260.210.240.220.260.230.350.300.320.300.260.300.260.26
OSG0.020.010.050.060.090.090.120.130.180.241.000.250.200.230.200.270.140.210.200.210.270.170.280.240.200.180.230.180.180.250.210.180.340.230.230.350.220.190.240.260.190.210.340.270.190.240.210.230.270.250.290.240.260.270.300.250.330.300.290.330.260.300.250.29
VIST0.030.050.050.080.060.140.050.140.210.270.251.000.240.170.180.270.190.240.220.190.360.210.320.180.180.150.220.160.190.260.220.200.450.210.280.480.250.200.220.180.210.270.400.230.220.210.200.260.230.240.250.220.270.200.280.270.320.260.260.310.250.250.230.24
FINMY0.060.050.100.170.150.150.080.130.560.220.200.241.000.170.200.200.140.200.190.230.230.280.270.220.160.130.220.200.170.310.400.130.290.210.280.280.240.160.210.240.170.190.300.220.160.250.220.180.290.210.230.240.270.250.330.250.330.310.280.310.240.300.270.26
PPC0.040.020.000.030.020.110.190.140.170.170.230.170.171.000.200.210.190.280.260.230.270.220.260.330.270.240.300.310.170.270.220.160.260.280.260.280.250.210.240.300.180.250.310.310.240.290.280.220.350.300.280.280.260.350.320.280.320.320.320.350.340.370.340.26
GHM0.040.040.030.020.110.130.120.120.180.280.200.180.200.201.000.200.190.200.230.240.250.180.230.270.230.230.290.240.220.220.240.210.240.270.240.280.220.240.270.310.240.250.280.220.240.310.280.290.330.310.320.280.270.310.300.280.330.390.350.320.360.370.340.30
GOGL0.010.060.070.090.110.160.070.160.180.220.270.270.200.210.201.000.200.240.230.220.300.280.280.220.220.220.190.200.270.310.280.240.350.250.280.370.270.290.270.240.280.300.380.300.310.230.240.310.290.320.280.320.360.300.330.330.350.280.320.350.300.300.330.30
GDDY0.030.070.090.070.100.190.170.240.130.110.140.190.140.190.190.201.000.240.350.300.230.280.210.130.310.340.200.220.380.200.240.450.210.250.290.200.300.430.270.200.470.380.270.270.470.270.330.410.260.300.260.390.350.290.280.450.270.260.290.300.310.290.320.35
TEVA0.060.050.060.080.090.170.150.200.210.230.210.240.200.280.200.240.241.000.260.240.260.270.290.230.270.280.260.240.280.290.310.260.270.280.290.310.320.300.300.260.300.340.350.250.310.260.270.290.300.330.290.340.340.270.340.350.330.340.350.360.310.350.300.31
NRG-0.010.060.060.060.100.130.190.190.140.180.200.220.190.260.230.230.350.261.000.260.280.280.260.260.250.290.290.280.250.270.280.350.270.280.280.290.340.280.310.250.330.340.380.300.330.340.400.290.310.360.330.370.340.370.330.390.360.380.330.380.400.380.410.44
MMYT0.040.120.050.100.110.140.080.240.220.190.210.190.230.230.240.220.300.240.261.000.250.290.270.230.320.270.210.280.340.280.340.360.280.320.370.290.330.360.300.300.380.330.320.320.360.290.310.380.410.350.360.350.300.330.370.420.370.360.360.390.360.360.370.36
TPL0.020.040.060.060.070.130.130.200.170.310.270.360.230.270.250.300.230.260.280.251.000.210.420.330.270.240.290.300.210.280.270.210.570.260.300.580.280.240.300.320.250.290.560.330.270.340.250.290.270.350.330.300.280.340.350.360.430.380.370.390.340.390.370.33
PRYMY-0.010.040.090.100.160.180.110.210.260.200.170.210.280.220.180.280.280.270.280.290.211.000.220.210.270.310.250.290.320.340.330.330.230.240.290.240.320.370.290.320.380.310.290.360.410.340.410.360.330.350.310.350.540.380.330.410.320.350.370.370.350.370.350.43
WES0.030.070.040.080.150.130.140.170.250.320.280.320.270.260.230.280.210.290.260.270.420.221.000.330.270.240.300.260.210.300.290.190.520.260.360.540.300.210.310.300.230.300.650.320.230.300.230.270.360.320.330.310.320.330.350.330.440.340.310.400.340.380.340.34
MCBC0.020.030.010.040.050.110.210.110.170.240.240.180.220.330.270.220.130.230.260.230.330.210.331.000.330.260.360.390.170.400.280.190.320.330.330.370.350.180.330.460.230.260.380.450.220.420.340.290.430.370.410.360.330.400.380.320.440.460.480.410.440.480.450.40
TXRH0.040.040.070.090.040.140.160.210.170.190.200.180.160.270.230.220.310.270.250.320.270.270.270.331.000.360.290.320.320.260.280.300.250.390.350.270.350.310.300.330.310.350.320.350.330.370.380.340.450.390.360.350.320.380.380.370.350.370.400.450.430.390.420.42
WSM0.050.080.080.070.100.160.240.210.170.170.180.150.130.240.230.220.340.280.290.270.240.310.240.260.361.000.310.280.320.270.270.350.230.430.270.260.330.360.310.330.380.360.280.380.420.370.390.390.360.360.320.430.410.390.320.430.330.340.350.330.410.390.390.43
AGX0.040.050.080.060.070.140.220.170.210.230.230.220.220.300.290.190.200.260.290.210.290.250.300.360.290.311.000.370.230.270.260.230.290.310.250.310.330.250.380.410.260.320.360.370.250.410.330.320.400.400.420.330.340.390.370.330.400.480.420.420.430.480.440.41
CRAI0.040.040.040.050.080.090.180.210.200.210.180.160.200.310.240.200.220.240.280.280.300.290.260.390.320.280.371.000.240.330.310.260.290.330.300.310.360.260.350.400.290.300.310.380.300.440.360.320.390.390.410.320.350.370.370.380.390.440.430.400.450.450.460.41
CAMT0.020.090.120.100.080.120.120.250.190.150.180.190.170.170.220.270.380.280.250.340.210.320.210.170.320.320.230.241.000.280.290.470.200.340.330.220.340.670.330.270.570.430.240.360.640.320.360.620.310.340.350.430.370.330.310.450.310.330.410.340.370.360.370.40
SMFG0.010.050.110.250.120.190.160.180.230.210.250.260.310.270.220.310.200.290.270.280.280.340.300.400.260.270.270.330.281.000.340.240.290.330.340.320.340.290.310.340.300.330.350.350.330.330.350.330.380.340.350.370.410.410.400.350.400.370.390.430.370.380.390.41
RYCEY0.020.060.100.100.170.160.110.160.330.210.210.220.400.220.240.280.240.310.280.340.270.330.290.280.280.270.260.310.290.341.000.270.310.310.370.310.370.290.320.340.330.330.330.330.290.320.370.290.450.350.370.350.410.340.470.400.370.400.370.440.380.400.400.43
ANET0.070.050.130.070.090.140.200.250.140.130.180.200.130.160.210.240.450.260.350.360.210.330.190.190.300.350.230.260.470.240.271.000.200.290.300.200.350.560.340.260.640.490.250.340.590.360.410.520.300.340.360.520.420.370.320.500.310.310.380.360.440.340.400.48
VNOM0.050.030.070.100.110.110.150.170.210.370.340.450.290.260.240.350.210.270.270.280.570.230.520.320.250.230.290.290.200.290.310.201.000.300.340.740.280.200.310.290.240.310.660.350.240.320.260.300.340.360.330.290.330.310.400.350.520.400.350.440.350.410.380.36
ANF-0.000.080.040.070.080.080.170.200.200.220.230.210.210.280.270.250.250.280.280.320.260.240.260.330.390.430.310.330.340.330.310.290.301.000.370.320.360.330.350.350.340.380.320.390.360.350.390.380.460.380.380.380.360.360.410.380.390.400.390.410.410.420.410.42
ERJ0.020.060.140.090.160.200.120.240.200.190.230.280.280.260.240.280.290.290.280.370.300.290.360.330.350.270.250.300.330.340.370.300.340.371.000.320.370.340.320.330.350.330.370.380.370.310.370.370.460.380.370.370.400.350.450.390.420.390.390.510.380.410.410.41
FANG0.050.040.040.100.110.120.130.170.240.380.350.480.280.280.280.370.200.310.290.290.580.240.540.370.270.260.310.310.220.320.310.200.740.320.321.000.280.230.330.330.250.320.690.400.260.330.250.340.370.390.380.330.330.340.430.350.570.420.400.440.360.420.410.37
VCTR0.040.080.130.080.110.160.180.220.240.200.220.250.240.250.220.270.300.320.340.330.280.320.300.350.350.330.330.360.340.340.370.350.280.360.370.281.000.370.340.390.380.410.340.370.370.390.400.390.420.420.390.420.440.440.440.510.390.430.420.420.430.460.430.45
NVMI0.010.090.150.120.100.190.120.310.180.130.190.200.160.210.240.290.430.300.280.360.240.370.210.180.310.360.250.260.670.290.290.560.200.330.340.230.371.000.350.280.670.490.250.380.780.390.420.660.330.360.370.510.460.380.320.490.320.360.470.380.410.400.390.45
ROAD0.010.070.070.060.110.090.180.220.220.220.240.220.210.240.270.270.270.300.310.300.300.290.310.330.300.310.380.350.330.310.320.340.310.350.320.330.340.351.000.410.360.350.370.400.360.440.430.400.410.440.550.390.360.460.420.380.460.520.430.440.520.470.530.48
MLR0.070.060.050.070.120.140.200.190.240.290.260.180.240.300.310.240.200.260.250.300.320.320.300.460.330.330.410.400.270.340.340.260.290.350.330.330.390.280.411.000.310.330.340.410.320.450.410.380.420.430.440.390.410.440.450.390.460.490.510.450.490.510.490.48
AVGO0.050.080.130.090.100.170.170.280.180.170.190.210.170.180.240.280.470.300.330.380.250.380.230.230.310.380.260.290.570.300.330.640.240.340.350.250.380.670.360.311.000.540.280.400.740.410.460.610.360.370.390.530.470.410.380.530.330.380.490.420.430.400.420.52
DELL0.090.060.100.100.110.170.190.220.220.200.210.270.190.250.250.300.380.340.340.330.290.310.300.260.350.360.320.300.430.330.330.490.310.380.330.320.410.490.350.330.541.000.360.390.540.400.420.500.390.390.410.590.450.440.440.480.410.430.460.450.460.430.480.53
TRGP0.040.050.060.110.120.140.160.190.280.380.340.400.300.310.280.380.270.350.380.320.560.290.650.380.320.280.360.310.240.350.330.250.660.320.370.690.340.250.370.340.280.361.000.410.270.380.330.340.420.430.420.370.390.390.450.420.570.450.400.490.440.490.490.45
WIRE0.050.030.060.080.110.140.230.240.230.240.270.230.220.310.220.300.270.250.300.320.330.360.320.450.350.380.370.380.360.350.330.340.350.390.380.400.370.380.400.410.400.390.411.000.420.460.440.440.440.450.490.460.430.490.450.460.460.470.500.460.530.540.530.51
KLAC0.060.080.140.090.100.180.140.310.180.120.190.220.160.240.240.310.470.310.330.360.270.410.230.220.330.420.250.300.640.330.290.590.240.360.370.260.370.780.360.320.740.540.270.421.000.430.480.720.350.380.390.560.470.430.380.530.340.380.510.430.450.410.450.51
CSWI0.060.040.090.060.110.130.220.210.200.180.240.210.250.290.310.230.270.260.340.290.340.340.300.420.370.370.410.440.320.330.320.360.320.350.310.330.390.390.440.450.410.400.380.460.431.000.510.450.420.480.490.420.440.510.430.440.460.530.530.450.580.540.580.55
TT0.030.000.050.060.100.180.210.210.200.160.210.200.220.280.280.240.330.270.400.310.250.410.230.340.380.390.330.360.360.350.370.410.260.390.370.250.400.420.430.410.460.420.330.440.480.511.000.440.420.440.470.460.520.610.490.510.430.470.450.490.600.490.610.73
VECO0.060.070.130.090.120.160.160.280.210.210.230.260.180.220.290.310.410.290.290.380.290.360.270.290.340.390.320.320.620.330.290.520.300.380.370.340.390.660.400.380.610.500.340.440.720.450.441.000.390.420.440.500.440.420.380.480.420.460.540.430.460.460.450.49
SKYW0.050.070.060.080.110.180.170.220.240.280.270.230.290.350.330.290.260.300.310.410.270.330.360.430.450.360.400.390.310.380.450.300.340.460.460.370.420.330.410.420.360.390.420.440.350.420.420.391.000.450.470.420.410.480.540.450.480.500.500.540.490.550.500.48
DY0.060.070.090.070.110.140.210.210.230.250.250.240.210.300.310.320.300.330.360.350.350.350.320.370.390.360.400.390.340.340.350.340.360.380.380.390.420.360.440.430.370.390.430.450.380.480.440.420.451.000.530.430.430.450.440.450.470.580.490.500.540.530.580.50
STRL0.090.060.080.080.130.130.210.190.230.260.290.250.230.280.320.280.260.290.330.360.330.310.330.410.360.320.420.410.350.350.370.360.330.380.370.380.390.370.550.440.390.410.420.490.390.490.470.440.470.531.000.430.420.480.480.420.480.630.510.490.610.560.590.55
NTAP0.030.070.110.120.120.190.220.240.210.210.240.220.240.280.280.320.390.340.370.350.300.350.310.360.350.430.330.320.430.370.350.520.290.380.370.330.420.510.390.390.530.590.370.460.560.420.460.500.420.430.431.000.430.500.460.510.440.440.520.480.520.470.490.54
ABBNY0.020.080.160.120.230.220.220.280.280.240.260.270.270.260.270.360.350.340.340.300.280.540.320.330.320.410.340.350.370.410.410.420.330.360.400.330.440.460.360.410.470.450.390.430.470.440.520.440.410.430.420.431.000.490.460.520.410.440.470.470.490.490.460.57
CSL0.050.030.070.070.100.170.190.200.280.220.270.200.250.350.310.300.290.270.370.330.340.380.330.400.380.390.390.370.330.410.340.370.310.360.350.340.440.380.460.440.410.440.390.490.430.510.610.420.480.450.480.500.491.000.480.520.490.500.500.530.580.540.600.65
GE0.060.030.110.120.160.210.190.200.280.260.300.280.330.320.300.330.280.340.330.370.350.330.350.380.380.320.370.370.310.400.470.320.400.410.450.430.440.320.420.450.380.440.450.450.380.430.490.380.540.440.480.460.460.481.000.470.500.500.460.610.520.540.520.56
KKR0.040.060.090.090.150.170.170.290.220.230.250.270.250.280.280.330.450.350.390.420.360.410.330.320.370.430.330.380.450.350.400.500.350.380.390.350.510.490.380.390.530.480.420.460.530.440.510.480.450.450.420.510.520.520.471.000.430.430.470.480.500.490.490.57
KEX0.050.060.040.110.130.180.210.200.260.350.330.320.330.320.330.350.270.330.360.370.430.320.440.440.350.330.400.390.310.400.370.310.520.390.420.570.390.320.460.460.330.410.570.460.340.460.430.420.480.470.480.440.410.490.500.431.000.550.510.530.520.570.560.52
PRIM0.060.050.070.070.130.170.230.200.270.300.300.260.310.320.390.280.260.340.380.360.380.350.340.460.370.340.480.440.330.370.400.310.400.400.390.420.430.360.520.490.380.430.450.470.380.530.470.460.500.580.630.440.440.500.500.430.551.000.540.530.600.620.640.56
BHE0.060.070.110.120.100.220.200.210.270.320.290.260.280.320.350.320.290.350.330.360.370.370.310.480.400.350.420.430.410.390.370.380.350.390.390.400.420.470.430.510.490.460.400.500.510.530.450.540.500.490.510.520.470.500.460.470.510.541.000.520.550.610.570.56
HWM0.060.060.080.100.130.170.180.220.280.300.330.310.310.350.320.350.300.360.380.390.390.370.400.410.450.330.420.400.340.430.440.360.440.410.510.440.420.380.440.450.420.450.490.460.430.450.490.430.540.500.490.480.470.530.610.480.530.530.521.000.540.520.560.58
FIX0.060.060.090.100.120.150.250.240.270.260.260.250.240.340.360.300.310.310.400.360.340.350.340.440.430.410.430.450.370.370.380.440.350.410.380.360.430.410.520.490.430.460.440.530.450.580.600.460.490.540.610.520.490.580.520.500.520.600.550.541.000.610.710.65
AZZ0.040.070.110.080.130.190.240.220.290.300.300.250.300.370.370.300.290.350.380.360.390.370.380.480.390.390.480.450.360.380.400.340.410.420.410.420.460.400.470.510.400.430.490.540.410.540.490.460.550.530.560.470.490.540.540.490.570.620.610.520.611.000.620.60
EME0.070.060.090.090.140.170.260.210.300.260.250.230.270.340.340.330.320.300.410.370.370.350.340.450.420.390.440.460.370.390.400.400.380.410.410.410.430.390.530.490.420.480.490.530.450.580.610.450.500.580.590.490.460.600.520.490.560.640.570.560.710.621.000.66
ETN0.050.040.110.100.130.170.220.220.240.260.290.240.260.260.300.300.350.310.440.360.330.430.340.400.420.430.410.410.400.410.430.480.360.420.410.370.450.450.480.480.520.530.450.510.510.550.730.490.480.500.550.540.570.650.560.570.520.560.560.580.650.600.661.00
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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