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1-NVSek-GrnyETF-Stks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

1-NVSek-GrnyETF-Stks

Last updated Dec 28, 2024

Asset Allocation

AXON 3.7%TSLA 3.43%NFLX 3.19%QQQ 3.1%ORCL 3.03%PWR 2.97%JCI 2.94%EMR 2.93%PANW 2.91%CDNS 2.89%IR 2.88%ETN 2.88%AAPL 2.88%NVDA 2.86%SPGI 2.85%ISRG 2.85%CBRE 2.85%BK 2.84%PGR 2.83%GOOGL 2.83%COST 2.83%JPM 2.82%GS 2.81%GRMN 2.78%AXP 2.77%AMZN 2.77%MSFT 2.76%META 2.72%AMD 2.68%BKNG 2.65%GWW 2.63%TDG 2.61%CAT 2.61%ANET 2.54%LDOS 2.38%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
2.88%
AMD
Advanced Micro Devices, Inc.		Technology
2.68%
AMZN
Amazon.com, Inc.		Consumer Cyclical
2.77%
ANET
Arista Networks, Inc.		Technology
2.54%
AXON
Axon Enterprise, Inc.		Industrials
3.70%
AXP
American Express Company		Financial Services
2.77%
BK
The Bank of New York Mellon Corporation		Financial Services
2.84%
BKNG
Booking Holdings Inc.		Consumer Cyclical
2.65%
CAT
Caterpillar Inc.		Industrials
2.61%
CBRE
CBRE Group, Inc.		Real Estate
2.85%
CDNS
Cadence Design Systems, Inc.		Technology
2.89%
COST
Costco Wholesale Corporation		Consumer Defensive
2.83%
EMR
Emerson Electric Co.		Industrials
2.93%
ETN
Eaton Corporation plc		Industrials
2.88%
GOOGL
Alphabet Inc.		Communication Services
2.83%
GRMN
Garmin Ltd.		Technology
2.78%
GS
The Goldman Sachs Group, Inc.		Financial Services
2.81%
GWW
W.W. Grainger, Inc.		Industrials
2.63%
IR
Ingersoll-Rand Plc		Industrials
2.88%
ISRG
Intuitive Surgical, Inc.		Healthcare
2.85%
JCI
2.94%
JPM
2.82%
LDOS
2.38%
META
2.72%
MSFT
2.76%
NFLX
3.19%
NVDA
2.86%
ORCL
3.03%
PANW
2.91%
PGR
2.83%
PWR
2.97%
QQQ
3.10%
SPGI
2.85%
TDG
2.61%
TSLA
3.43%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1-NVSek-GrnyETF-Stks, 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.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
676.40%
149.73%
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 12, 2017, corresponding to the inception date of IR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		25.18%-0.47%9.35%24.83%13.03%11.14%
1-NVSek-GrnyETF-Stks59.32%-0.78%23.74%59.32%34.00%N/A
Portfolio components:
AXON
Axon Enterprise, Inc.		136.51%-5.56%107.65%136.51%53.04%36.78%
TSLA
73.72%25.06%118.14%73.72%73.26%N/A
NFLX
86.40%2.34%34.48%86.40%22.99%N/A
ORCL
62.22%-8.59%20.27%62.22%28.17%N/A
PWR
49.89%-6.21%27.26%49.89%51.90%N/A
JCI
41.37%-4.38%21.23%41.37%17.15%N/A
EMR
Emerson Electric Co.		31.59%-5.20%15.16%31.59%13.17%10.32%
PANW
26.28%-3.99%9.84%26.28%37.16%N/A
CDNS
Cadence Design Systems, Inc.		11.99%-0.58%-0.88%11.99%34.60%31.95%
IR
Ingersoll-Rand Plc		18.50%-12.10%0.85%18.50%21.22%N/A
ETN
Eaton Corporation plc		40.67%-10.87%7.38%40.67%31.53%20.47%
AAPL
Apple Inc		33.40%7.69%21.63%33.40%29.24%26.20%
NVDA
176.72%-0.89%10.92%176.72%88.22%N/A
SPGI
14.80%-3.96%12.91%14.80%13.95%N/A
ISRG
Intuitive Surgical, Inc.		58.55%-1.31%20.24%58.55%22.18%24.84%
CBRE
CBRE Group, Inc.		40.33%-6.69%46.59%40.33%16.40%14.13%
BK
The Bank of New York Mellon Corporation		53.36%-5.25%31.30%53.36%12.51%9.30%
PGR
52.28%-10.36%16.14%52.28%30.23%N/A
GOOGL
Alphabet Inc.		38.49%14.22%6.09%38.49%23.72%21.92%
COST
Costco Wholesale Corporation		43.19%-3.31%10.86%43.19%28.42%23.29%
JPM
45.17%-3.42%20.63%45.17%14.91%N/A
GS
The Goldman Sachs Group, Inc.		52.98%-4.85%28.77%52.98%23.23%13.65%
GRMN
Garmin Ltd.		65.71%-1.18%29.48%65.71%19.36%18.34%
AXP
American Express Company		62.62%-1.19%30.74%62.62%21.04%14.00%
AMZN
Amazon.com, Inc.		47.26%7.63%15.78%47.26%19.42%30.66%
MSFT
15.35%1.67%-3.31%15.35%23.42%N/A
META
70.10%4.52%19.17%70.10%24.10%N/A
AMD
Advanced Micro Devices, Inc.		-15.07%-8.74%-22.82%-15.07%22.32%47.26%
GWW
W.W. Grainger, Inc.		30.02%-11.31%18.93%30.02%27.59%17.31%
TDG
34.73%3.03%6.68%34.73%21.09%N/A
CAT
Caterpillar Inc.		25.38%-10.16%10.38%25.38%22.57%17.84%
ANET
Arista Networks, Inc.		91.97%11.41%29.00%91.97%55.02%40.52%
LDOS
34.93%-12.41%-0.45%34.93%9.65%N/A
BKNG
Booking Holdings Inc.		43.27%-3.00%27.66%43.27%19.94%16.07%
QQQ
28.36%2.68%9.40%28.36%20.55%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 1-NVSek-GrnyETF-Stks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.75%11.18%2.96%-3.75%7.17%5.09%-0.20%4.02%5.02%1.65%12.54%59.32%
202312.98%4.19%6.53%-2.48%8.09%9.51%1.48%1.47%-5.63%-3.03%13.95%6.81%66.00%
2022-10.55%-1.90%6.10%-15.06%-2.20%-9.71%16.42%-4.25%-9.86%6.14%7.68%-10.37%-28.11%
20211.16%1.04%0.51%6.09%-1.04%6.48%3.87%5.27%-3.33%13.12%3.11%-0.29%41.20%
20203.35%-6.09%-10.92%13.66%6.42%5.77%9.99%13.71%-4.79%-2.41%16.85%6.63%60.17%
201911.73%6.03%3.17%5.23%-7.94%7.51%2.19%-3.59%0.72%4.57%6.14%4.10%45.93%
20189.52%-0.62%-2.39%1.94%6.83%0.38%3.23%6.07%0.31%-11.05%-1.12%-8.81%2.32%
20171.89%1.66%2.88%1.14%3.09%4.69%2.94%0.99%20.92%

Expense Ratio

1-NVSek-GrnyETF-Stks has an expense ratio of 0.01%, which is considered low compared to other funds. 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

With an overall rank of 94, 1-NVSek-GrnyETF-Stks is among the top 6% 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 1-NVSek-GrnyETF-Stks is 9494
Overall Rank
The Sharpe Ratio Rank of 1-NVSek-GrnyETF-Stks is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of 1-NVSek-GrnyETF-Stks is 9494
Sortino Ratio Rank
The Omega Ratio Rank of 1-NVSek-GrnyETF-Stks is 9494
Omega Ratio Rank
The Calmar Ratio Rank of 1-NVSek-GrnyETF-Stks is 9393
Calmar Ratio Rank
The Martin Ratio Rank of 1-NVSek-GrnyETF-Stks is 9595
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 1-NVSek-GrnyETF-Stks, currently valued at 2.68, compared to the broader market-6.00-4.00-2.000.002.004.002.681.98
The chart of Sortino ratio for 1-NVSek-GrnyETF-Stks, currently valued at 3.39, compared to the broader market-6.00-4.00-2.000.002.004.006.003.392.65
The chart of Omega ratio for 1-NVSek-GrnyETF-Stks, currently valued at 1.46, compared to the broader market0.501.001.501.461.37
The chart of Calmar ratio for 1-NVSek-GrnyETF-Stks, currently valued at 4.28, compared to the broader market0.002.004.006.008.0010.0012.004.282.93
The chart of Martin ratio for 1-NVSek-GrnyETF-Stks, currently valued at 18.15, compared to the broader market0.0010.0020.0030.0040.0050.0018.1512.73
1-NVSek-GrnyETF-Stks
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AXON
Axon Enterprise, Inc.		3.035.611.708.6522.66
TSLA
1.031.811.221.003.03
NFLX
2.853.721.502.6220.45
ORCL
1.913.061.383.2612.07
PWR
1.552.261.293.239.32
JCI
1.612.171.301.289.51
EMR
Emerson Electric Co.		1.191.921.261.844.98
PANW
0.580.941.170.831.73
CDNS
Cadence Design Systems, Inc.		0.320.711.090.450.96
IR
Ingersoll-Rand Plc		0.681.031.141.313.30
ETN
Eaton Corporation plc		1.451.981.272.066.30
AAPL
Apple Inc		1.462.121.271.995.18
NVDA
3.383.601.456.5620.19
SPGI
0.941.301.171.163.00
ISRG
Intuitive Surgical, Inc.		2.203.551.444.9421.64
CBRE
CBRE Group, Inc.		1.442.241.281.626.17
BK
The Bank of New York Mellon Corporation		3.024.041.533.9526.38
PGR
2.603.651.464.9616.33
GOOGL
Alphabet Inc.		1.351.901.251.714.14
COST
Costco Wholesale Corporation		2.232.811.404.0610.39
JPM
1.952.681.404.5213.04
GS
The Goldman Sachs Group, Inc.		2.083.031.405.4418.95
GRMN
Garmin Ltd.		1.933.811.532.3015.13
AXP
American Express Company		2.613.441.475.8720.96
AMZN
Amazon.com, Inc.		1.642.251.292.047.66
MSFT
0.801.131.151.032.35
META
1.872.741.373.7011.33
AMD
Advanced Micro Devices, Inc.		-0.30-0.110.99-0.33-0.57
GWW
W.W. Grainger, Inc.		1.372.151.262.054.79
TDG
1.501.991.262.886.85
CAT
Caterpillar Inc.		0.941.441.181.543.30
ANET
Arista Networks, Inc.		2.222.741.364.5313.19
LDOS
1.391.821.341.234.42
BKNG
Booking Holdings Inc.		1.672.041.322.226.85
QQQ
1.552.081.282.057.36

The current 1-NVSek-GrnyETF-Stks Sharpe ratio is 3.06. 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 1.28 to 2.15, 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 1-NVSek-GrnyETF-Stks 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.68
1.98
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

1-NVSek-GrnyETF-Stks provided a 0.78% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.78%0.91%0.94%0.85%1.03%1.44%1.39%1.36%2.39%1.46%1.54%1.48%
Portfolio components:
AXON
Axon Enterprise, 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%
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%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORCL
0.95%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
PWR
0.08%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
JCI
1.85%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%3.46%
EMR
Emerson Electric Co.		1.67%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
PANW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CDNS
Cadence Design Systems, 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%
IR
Ingersoll-Rand Plc		0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%0.00%
ETN
Eaton Corporation plc		1.12%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
AAPL
Apple Inc		0.39%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
SPGI
0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
ISRG
Intuitive Surgical, 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%
CBRE
CBRE Group, 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%
BK
The Bank of New York Mellon Corporation		2.29%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%
PGR
0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%
GOOGL
Alphabet Inc.		0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation		0.48%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
JPM
1.91%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
GS
The Goldman Sachs Group, Inc.		2.00%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
GRMN
Garmin Ltd.		1.42%2.27%3.10%1.92%2.01%2.30%3.32%3.42%4.21%5.41%3.58%3.90%
AXP
American Express Company		0.90%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
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%
MSFT
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
META
0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMD
Advanced Micro Devices, 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%
GWW
W.W. Grainger, Inc.		0.75%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
TDG
5.81%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%13.66%
CAT
Caterpillar Inc.		1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
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%
LDOS
1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%7.91%
BKNG
Booking Holdings Inc.		0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
0.54%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.62%
-1.96%
1-NVSek-GrnyETF-Stks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 1-NVSek-GrnyETF-Stks. 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 1-NVSek-GrnyETF-Stks was 35.34%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.

The current 1-NVSek-GrnyETF-Stks drawdown is 3.57%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.34%Nov 22, 2021226Oct 14, 2022167Jun 15, 2023393
-34.34%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-26.58%Sep 17, 201869Dec 24, 201874Apr 11, 2019143
-13.64%Jul 11, 202418Aug 5, 202432Sep 19, 202450
-11.55%Jul 19, 202371Oct 26, 202313Nov 14, 202384

Volatility

Volatility Chart

The current 1-NVSek-GrnyETF-Stks volatility is 6.36%, 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
6.36%
4.07%
1-NVSek-GrnyETF-Stks
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.
PGRTSLALDOSAXONNFLXCOSTPANWGWWAMDBKBKNGORCLJPMMETAIRPWRCATTDGJCIANETAMZNGSCBREAAPLSPGIGRMNNVDAAXPISRGGOOGLEMRCDNSETNMSFTQQQ
PGR1.000.090.360.150.170.290.190.340.140.360.200.300.400.180.270.290.330.300.310.240.170.320.290.230.340.310.170.370.290.210.330.220.330.260.27
TSLA0.091.000.170.320.400.290.400.230.400.240.310.280.230.350.270.260.230.280.240.370.410.280.300.430.320.310.440.300.360.380.240.400.260.400.55
LDOS0.360.171.000.240.180.300.250.390.210.350.290.330.370.230.360.370.390.440.380.290.190.360.390.270.390.390.220.420.350.270.420.290.410.320.35
AXON0.150.320.241.000.340.290.380.280.370.260.340.300.250.360.320.340.260.360.320.390.390.320.330.360.360.380.410.300.400.360.310.420.340.390.48
NFLX0.170.400.180.341.000.360.430.200.450.210.350.380.220.540.270.250.240.310.250.430.590.270.260.490.370.350.510.280.440.500.260.500.270.540.63
COST0.290.290.300.290.361.000.340.390.340.260.280.390.270.370.280.330.280.310.340.390.430.310.330.440.450.400.410.340.460.420.330.460.360.500.56
PANW0.190.400.250.380.430.341.000.270.420.240.360.390.210.410.280.310.250.330.260.510.490.270.300.450.410.390.490.310.480.460.280.530.310.500.59
GWW0.340.230.390.280.200.390.271.000.260.420.340.370.450.270.480.500.510.400.480.350.290.460.460.350.420.420.290.440.350.320.580.340.570.350.43
AMD0.140.400.210.370.450.340.420.261.000.260.350.400.260.490.330.310.280.340.300.500.530.310.340.480.410.370.700.320.460.500.330.570.340.540.66
BK0.360.240.350.260.210.260.240.420.261.000.430.370.740.280.480.470.570.440.500.310.260.690.540.290.400.430.310.630.320.330.570.270.550.300.40
BKNG0.200.310.290.340.350.280.360.340.350.431.000.370.450.420.430.420.450.490.430.390.440.470.480.390.380.390.430.500.440.470.450.420.470.420.55
ORCL0.300.280.330.300.380.390.390.370.400.370.371.000.370.420.360.370.370.370.390.460.440.400.390.450.480.440.450.410.480.470.420.520.460.560.58
JPM0.400.230.370.250.220.270.210.450.260.740.450.371.000.280.500.480.600.460.510.300.270.780.540.330.390.450.310.700.330.340.590.280.560.310.41
META0.180.350.230.360.540.370.410.270.490.280.420.420.281.000.330.310.290.350.330.470.620.330.370.540.440.390.550.360.500.670.330.550.360.610.72
IR0.270.270.360.320.270.280.280.480.330.480.430.360.500.331.000.550.590.490.550.360.310.520.500.350.400.450.360.510.370.360.640.380.650.360.46
PWR0.290.260.370.340.250.330.310.500.310.470.420.370.480.310.551.000.580.480.560.400.280.500.510.370.400.500.390.480.410.330.620.410.640.350.48
CAT0.330.230.390.260.240.280.250.510.280.570.450.370.600.290.590.581.000.490.540.360.280.590.510.330.380.460.340.570.370.340.720.320.680.320.44
TDG0.300.280.440.360.310.310.330.400.340.440.490.370.460.350.490.480.491.000.500.390.360.480.490.370.430.460.380.540.430.400.520.420.550.400.49
JCI0.310.240.380.320.250.340.260.480.300.500.430.390.510.330.550.560.540.501.000.340.310.520.540.360.440.510.350.520.380.350.620.360.670.350.47
ANET0.240.370.290.390.430.390.510.350.500.310.390.460.300.470.360.400.360.390.341.000.530.340.400.500.440.440.570.370.510.500.390.590.440.570.66
AMZN0.170.410.190.390.590.430.490.290.530.260.440.440.270.620.310.280.280.360.310.531.000.330.360.600.440.420.590.360.530.680.330.590.350.690.78
GS0.320.280.360.320.270.310.270.460.310.690.470.400.780.330.520.500.590.480.520.340.331.000.570.380.430.460.370.660.360.400.590.350.570.360.48
CBRE0.290.300.390.330.260.330.300.460.340.540.480.390.540.370.500.510.510.490.540.400.360.571.000.410.510.530.360.570.440.400.570.410.560.410.52
AAPL0.230.430.270.360.490.440.450.350.480.290.390.450.330.540.350.370.330.370.360.500.600.380.411.000.480.470.560.390.540.620.390.570.400.670.79
SPGI0.340.320.390.360.370.450.410.420.410.400.380.480.390.440.400.400.380.430.440.440.440.430.510.481.000.520.460.470.560.490.460.570.470.570.62
GRMN0.310.310.390.380.350.400.390.420.370.430.390.440.450.390.450.500.460.460.510.440.420.460.530.470.521.000.430.480.500.450.530.500.540.480.58
NVDA0.170.440.220.410.510.410.490.290.700.310.430.450.310.550.360.390.340.380.350.570.590.370.360.560.460.431.000.360.530.560.380.650.430.630.77
AXP0.370.300.420.300.280.340.310.440.320.630.500.410.700.360.510.480.570.540.520.370.360.660.570.390.470.480.361.000.410.430.580.380.560.410.51
ISRG0.290.360.350.400.440.460.480.350.460.320.440.480.330.500.370.410.370.430.380.510.530.360.440.540.560.500.530.411.000.550.430.610.460.620.70
GOOGL0.210.380.270.360.500.420.460.320.500.330.470.470.340.670.360.330.340.400.350.500.680.400.400.620.490.450.560.430.551.000.400.580.400.720.78
EMR0.330.240.420.310.260.330.280.580.330.570.450.420.590.330.640.620.720.520.620.390.330.590.570.390.460.530.380.580.430.401.000.390.740.390.50
CDNS0.220.400.290.420.500.460.530.340.570.270.420.520.280.550.380.410.320.420.360.590.590.350.410.570.570.500.650.380.610.580.391.000.440.690.77
ETN0.330.260.410.340.270.360.310.570.340.550.470.460.560.360.650.640.680.550.670.440.350.570.560.400.470.540.430.560.460.400.740.441.000.430.53
MSFT0.260.400.320.390.540.500.500.350.540.300.420.560.310.610.360.350.320.400.350.570.690.360.410.670.570.480.630.410.620.720.390.690.431.000.85
QQQ0.270.550.350.480.630.560.590.430.660.400.550.580.410.720.460.480.440.490.470.660.780.480.520.790.620.580.770.510.700.780.500.770.530.851.00
The correlation results are calculated based on daily price changes starting from May 15, 2017
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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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