A&A FF
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ADBE Adobe Inc | Technology | 3.24% |
ANET Arista Networks, Inc. | Technology | 3.24% |
BC Brunswick Corporation | Consumer Cyclical | 3.24% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 4.20% |
CHTR Charter Communications, Inc. | Communication Services | 3% |
CVS CVS Health Corporation | Healthcare | 4.90% |
EWW iShares MSCI Mexico ETF | Latin America Equities | 4.40% |
GOOGL Alphabet Inc. | Communication Services | 6.80% |
IBM International Business Machines Corporation | Technology | 3.24% |
IEUR iShares Core MSCI Europe ETF | Europe Equities | 4.70% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 9.20% |
INGR Ingredion Incorporated | Consumer Defensive | 4.40% |
KEYS Keysight Technologies, Inc. | Technology | 3.24% |
LMT Lockheed Martin Corporation | Industrials | 3.24% |
MAT Mattel, Inc. | Consumer Cyclical | 4.20% |
MCD McDonald's Corporation | Consumer Cyclical | 4% |
MELI MercadoLibre, Inc. | Consumer Cyclical | 3.90% |
ORCL Oracle Corporation | Technology | 4.60% |
PANW Palo Alto Networks, Inc. | Technology | 4.50% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 4.60% |
T | 3.24% | |
VWO | 5.40% | |
XOM | 4.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in A&A FF, 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
The earliest data available for this chart is Oct 20, 2014, corresponding to the inception date of KEYS
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
A&A FF | 12.89% | 3.46% | 10.63% | 23.46% | 18.39% | N/A |
Portfolio components: | ||||||
VWO | 9.48% | 2.42% | 8.24% | 14.05% | 5.40% | N/A |
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.65% | 61.69% | 36.93% | 28.54% |
IEUR iShares Core MSCI Europe ETF | 11.93% | 3.94% | 9.93% | 20.28% | 9.46% | 5.40% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.45% | 0.41% | 2.61% | 5.33% | 2.12% | 1.44% |
CVS CVS Health Corporation | -23.40% | -3.77% | -21.41% | -9.28% | 2.51% | -0.40% |
CHTR Charter Communications, Inc. | -8.57% | -3.33% | 22.54% | -17.74% | -2.70% | 7.46% |
INDA iShares MSCI India ETF | 17.17% | 0.65% | 10.77% | 30.33% | 13.96% | 7.65% |
EWW iShares MSCI Mexico ETF | -19.54% | -4.38% | -17.44% | -12.32% | 8.35% | -0.60% |
ORCL Oracle Corporation | 33.06% | -0.08% | 25.46% | 20.50% | 23.69% | 14.65% |
GOOGL Alphabet Inc. | 19.09% | -0.50% | 19.78% | 26.98% | 22.84% | 19.10% |
INGR Ingredion Incorporated | 23.94% | 9.49% | 16.80% | 32.79% | 15.26% | 7.91% |
MELI MercadoLibre, Inc. | 27.56% | 21.37% | 24.71% | 60.45% | 27.69% | 33.37% |
PANW Palo Alto Networks, Inc. | 17.72% | 6.21% | 10.28% | 49.35% | 39.26% | 28.57% |
MAT Mattel, Inc. | 3.50% | 1.93% | -0.36% | -10.45% | 15.56% | -3.99% |
XOM | 21.89% | 2.08% | 16.06% | 12.66% | 17.39% | N/A |
MCD McDonald's Corporation | -1.45% | 14.56% | -0.53% | 4.18% | 8.03% | 14.80% |
LMT Lockheed Martin Corporation | 24.88% | 6.35% | 31.49% | 26.86% | 10.71% | 15.42% |
T | 23.46% | 3.95% | 21.12% | 48.56% | 0.68% | N/A |
IBM International Business Machines Corporation | 24.45% | 4.15% | 9.10% | 40.97% | 14.29% | 5.18% |
ADBE Adobe Inc | -6.23% | 3.13% | 1.26% | 5.57% | 14.37% | 22.84% |
BC Brunswick Corporation | -13.94% | 3.10% | -4.12% | 3.22% | 14.20% | 8.32% |
KEYS Keysight Technologies, Inc. | -3.12% | 11.36% | 0.89% | 19.23% | 9.78% | N/A |
ANET Arista Networks, Inc. | 46.36% | 7.98% | 26.77% | 89.43% | 43.60% | 32.42% |
Monthly Returns
The table below presents the monthly returns of A&A FF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.20% | 0.82% | 2.91% | -3.58% | 2.61% | 3.04% | 3.48% | 12.89% | |||||
2023 | 8.15% | -2.25% | 4.07% | 0.16% | 0.98% | 5.39% | 3.19% | -0.59% | -2.89% | -2.44% | 8.83% | 4.26% | 29.31% |
2022 | -2.88% | -0.51% | 0.85% | -6.54% | 1.52% | -6.46% | 6.78% | -2.03% | -9.29% | 9.55% | 6.28% | -5.50% | -9.68% |
2021 | 0.37% | 3.87% | 3.13% | 4.74% | 1.94% | 1.87% | 2.19% | 3.72% | -3.60% | 3.98% | -0.92% | 4.61% | 28.77% |
2020 | 1.06% | -8.48% | -14.39% | 11.70% | 7.20% | 2.28% | 5.65% | 1.92% | -2.35% | -0.21% | 13.21% | 5.98% | 22.08% |
2019 | 8.71% | 5.57% | 1.83% | 2.11% | -7.05% | 6.04% | 2.44% | -3.54% | 3.22% | 2.23% | 1.92% | 3.37% | 29.21% |
2018 | 7.91% | -4.19% | -2.36% | 0.42% | -0.08% | 0.15% | 3.09% | 2.55% | 0.37% | -9.26% | 3.60% | -7.52% | -6.41% |
2017 | 4.04% | 3.34% | 1.14% | 1.46% | 2.70% | 0.77% | 2.61% | -0.33% | 0.79% | 0.96% | 3.61% | 0.30% | 23.49% |
2016 | -5.03% | 1.04% | 8.17% | -0.33% | 1.40% | 0.16% | 4.03% | 1.46% | 1.51% | -1.90% | -0.53% | 0.68% | 10.60% |
2015 | -1.20% | 5.97% | -2.45% | 1.06% | 1.36% | -1.04% | 2.41% | -5.62% | -2.07% | 6.46% | 1.94% | -0.92% | 5.38% |
2014 | 6.11% | 2.84% | -2.26% | 6.65% |
Expense Ratio
A&A FF has an expense ratio of 0.12%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of A&A FF is 66, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
VWO | 1.12 | 1.63 | 1.19 | 0.55 | 5.21 |
SMH VanEck Vectors Semiconductor ETF | 1.98 | 2.55 | 1.33 | 2.58 | 9.04 |
IEUR iShares Core MSCI Europe ETF | 1.68 | 2.40 | 1.28 | 1.40 | 6.99 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.72 | 340.68 | 241.91 | 491.43 | 5,551.25 |
CVS CVS Health Corporation | -0.27 | -0.16 | 0.97 | -0.17 | -0.51 |
CHTR Charter Communications, Inc. | -0.35 | -0.24 | 0.97 | -0.20 | -0.49 |
INDA iShares MSCI India ETF | 2.23 | 2.78 | 1.44 | 2.61 | 16.43 |
EWW iShares MSCI Mexico ETF | -0.45 | -0.45 | 0.94 | -0.45 | -1.04 |
ORCL Oracle Corporation | 0.72 | 1.15 | 1.19 | 1.20 | 2.41 |
GOOGL Alphabet Inc. | 1.02 | 1.44 | 1.20 | 1.53 | 4.54 |
INGR Ingredion Incorporated | 1.88 | 3.02 | 1.35 | 1.25 | 9.07 |
MELI MercadoLibre, Inc. | 1.96 | 2.72 | 1.33 | 1.58 | 6.14 |
PANW Palo Alto Networks, Inc. | 1.19 | 1.51 | 1.27 | 1.73 | 3.65 |
MAT Mattel, Inc. | -0.26 | -0.18 | 0.98 | -0.16 | -0.51 |
XOM | 0.77 | 1.22 | 1.14 | 0.83 | 1.67 |
MCD McDonald's Corporation | 0.27 | 0.50 | 1.06 | 0.27 | 0.56 |
LMT Lockheed Martin Corporation | 1.53 | 2.53 | 1.34 | 1.36 | 6.86 |
T | 2.30 | 3.32 | 1.40 | 1.24 | 13.81 |
IBM International Business Machines Corporation | 2.03 | 2.90 | 1.42 | 2.57 | 6.26 |
ADBE Adobe Inc | 0.27 | 0.60 | 1.09 | 0.25 | 0.63 |
BC Brunswick Corporation | 0.13 | 0.45 | 1.05 | 0.12 | 0.31 |
KEYS Keysight Technologies, Inc. | 0.71 | 1.20 | 1.16 | 0.49 | 2.27 |
ANET Arista Networks, Inc. | 2.28 | 2.99 | 1.40 | 4.64 | 14.49 |
Dividends
Dividend yield
A&A FF granted a 1.71% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
A&A FF | 1.71% | 1.76% | 1.74% | 2.18% | 1.73% | 2.00% | 1.97% | 1.79% | 1.66% | 1.89% | 1.48% | 1.33% |
Portfolio components: | ||||||||||||
VWO | 3.13% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
IEUR iShares Core MSCI Europe ETF | 2.92% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.23% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
CVS CVS Health Corporation | 4.43% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
CHTR Charter Communications, 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% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
EWW iShares MSCI Mexico ETF | 2.78% | 2.19% | 3.63% | 2.06% | 1.42% | 2.91% | 2.29% | 2.21% | 1.76% | 2.31% | 1.22% | 1.93% |
ORCL Oracle Corporation | 1.15% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INGR Ingredion Incorporated | 2.35% | 2.75% | 2.78% | 2.67% | 3.23% | 2.70% | 2.68% | 1.57% | 1.52% | 1.82% | 1.98% | 2.28% |
MELI MercadoLibre, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.38% | 0.36% | 0.52% | 0.53% |
PANW Palo Alto 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% |
MAT Mattel, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.92% | 5.52% | 5.59% | 4.91% | 3.03% |
XOM | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
MCD McDonald's Corporation | 2.26% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
LMT Lockheed Martin Corporation | 2.23% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
T | 5.62% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
IBM International Business Machines Corporation | 3.36% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BC Brunswick Corporation | 2.02% | 1.65% | 2.03% | 1.27% | 1.30% | 1.45% | 1.68% | 1.24% | 1.13% | 1.04% | 0.88% | 0.22% |
KEYS Keysight Technologies, 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% |
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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the A&A FF. 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 A&A FF was 33.80%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current A&A FF drawdown is 0.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.8% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
-18.91% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
-18.35% | Jan 13, 2022 | 180 | Sep 30, 2022 | 164 | May 26, 2023 | 344 |
-11.82% | Jul 20, 2015 | 144 | Feb 11, 2016 | 25 | Mar 18, 2016 | 169 |
-8.15% | Aug 2, 2023 | 62 | Oct 27, 2023 | 13 | Nov 15, 2023 | 75 |
Volatility
Volatility Chart
The current A&A FF volatility is 4.87%, 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.
Diversification
Asset Correlations Table
BIL | LMT | CVS | CHTR | T | MAT | XOM | MCD | PANW | INGR | ANET | MELI | INDA | BC | EWW | IBM | ORCL | GOOGL | ADBE | KEYS | SMH | VWO | IEUR | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIL | 1.00 | 0.02 | -0.01 | -0.01 | 0.01 | 0.01 | -0.00 | -0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 | -0.01 | 0.02 | 0.03 | 0.03 | 0.00 | -0.00 | -0.00 | 0.02 | 0.03 | 0.01 |
LMT | 0.02 | 1.00 | 0.35 | 0.22 | 0.32 | 0.19 | 0.32 | 0.35 | 0.16 | 0.35 | 0.17 | 0.15 | 0.22 | 0.26 | 0.26 | 0.38 | 0.29 | 0.22 | 0.24 | 0.24 | 0.22 | 0.25 | 0.32 |
CVS | -0.01 | 0.35 | 1.00 | 0.26 | 0.38 | 0.23 | 0.32 | 0.31 | 0.16 | 0.34 | 0.16 | 0.16 | 0.26 | 0.33 | 0.28 | 0.39 | 0.30 | 0.25 | 0.19 | 0.26 | 0.23 | 0.27 | 0.37 |
CHTR | -0.01 | 0.22 | 0.26 | 1.00 | 0.30 | 0.24 | 0.19 | 0.29 | 0.25 | 0.25 | 0.24 | 0.33 | 0.26 | 0.32 | 0.27 | 0.29 | 0.29 | 0.34 | 0.35 | 0.29 | 0.33 | 0.32 | 0.35 |
T | 0.01 | 0.32 | 0.38 | 0.30 | 1.00 | 0.26 | 0.36 | 0.33 | 0.10 | 0.40 | 0.15 | 0.16 | 0.28 | 0.32 | 0.35 | 0.45 | 0.30 | 0.23 | 0.17 | 0.25 | 0.22 | 0.32 | 0.40 |
MAT | 0.01 | 0.19 | 0.23 | 0.24 | 0.26 | 1.00 | 0.29 | 0.26 | 0.23 | 0.30 | 0.27 | 0.26 | 0.28 | 0.45 | 0.32 | 0.29 | 0.29 | 0.29 | 0.30 | 0.34 | 0.35 | 0.35 | 0.38 |
XOM | -0.00 | 0.32 | 0.32 | 0.19 | 0.36 | 0.29 | 1.00 | 0.25 | 0.14 | 0.40 | 0.19 | 0.21 | 0.30 | 0.35 | 0.39 | 0.42 | 0.29 | 0.25 | 0.18 | 0.27 | 0.29 | 0.41 | 0.44 |
MCD | -0.01 | 0.35 | 0.31 | 0.29 | 0.33 | 0.26 | 0.25 | 1.00 | 0.19 | 0.35 | 0.21 | 0.22 | 0.28 | 0.32 | 0.30 | 0.35 | 0.36 | 0.33 | 0.32 | 0.29 | 0.30 | 0.29 | 0.40 |
PANW | 0.01 | 0.16 | 0.16 | 0.25 | 0.10 | 0.23 | 0.14 | 0.19 | 1.00 | 0.17 | 0.48 | 0.42 | 0.30 | 0.29 | 0.25 | 0.24 | 0.38 | 0.42 | 0.50 | 0.41 | 0.50 | 0.35 | 0.36 |
INGR | 0.01 | 0.35 | 0.34 | 0.25 | 0.40 | 0.30 | 0.40 | 0.35 | 0.17 | 1.00 | 0.18 | 0.21 | 0.30 | 0.38 | 0.37 | 0.40 | 0.31 | 0.26 | 0.25 | 0.29 | 0.30 | 0.35 | 0.43 |
ANET | 0.01 | 0.17 | 0.16 | 0.24 | 0.15 | 0.27 | 0.19 | 0.21 | 0.48 | 0.18 | 1.00 | 0.42 | 0.32 | 0.33 | 0.30 | 0.31 | 0.42 | 0.45 | 0.50 | 0.48 | 0.57 | 0.39 | 0.41 |
MELI | 0.01 | 0.15 | 0.16 | 0.33 | 0.16 | 0.26 | 0.21 | 0.22 | 0.42 | 0.21 | 0.42 | 1.00 | 0.36 | 0.35 | 0.36 | 0.25 | 0.35 | 0.46 | 0.51 | 0.41 | 0.52 | 0.50 | 0.44 |
INDA | 0.02 | 0.22 | 0.26 | 0.26 | 0.28 | 0.28 | 0.30 | 0.28 | 0.30 | 0.30 | 0.32 | 0.36 | 1.00 | 0.36 | 0.51 | 0.37 | 0.37 | 0.40 | 0.38 | 0.41 | 0.46 | 0.70 | 0.59 |
BC | -0.01 | 0.26 | 0.33 | 0.32 | 0.32 | 0.45 | 0.35 | 0.32 | 0.29 | 0.38 | 0.33 | 0.35 | 0.36 | 1.00 | 0.41 | 0.42 | 0.38 | 0.35 | 0.35 | 0.45 | 0.47 | 0.46 | 0.53 |
EWW | 0.02 | 0.26 | 0.28 | 0.27 | 0.35 | 0.32 | 0.39 | 0.30 | 0.25 | 0.37 | 0.30 | 0.36 | 0.51 | 0.41 | 1.00 | 0.41 | 0.39 | 0.38 | 0.35 | 0.39 | 0.44 | 0.67 | 0.62 |
IBM | 0.03 | 0.38 | 0.39 | 0.29 | 0.45 | 0.29 | 0.42 | 0.35 | 0.24 | 0.40 | 0.31 | 0.25 | 0.37 | 0.42 | 0.41 | 1.00 | 0.50 | 0.38 | 0.36 | 0.41 | 0.45 | 0.44 | 0.51 |
ORCL | 0.03 | 0.29 | 0.30 | 0.29 | 0.30 | 0.29 | 0.29 | 0.36 | 0.38 | 0.31 | 0.42 | 0.35 | 0.37 | 0.38 | 0.39 | 0.50 | 1.00 | 0.47 | 0.52 | 0.45 | 0.52 | 0.46 | 0.50 |
GOOGL | 0.00 | 0.22 | 0.25 | 0.34 | 0.23 | 0.29 | 0.25 | 0.33 | 0.42 | 0.26 | 0.45 | 0.46 | 0.40 | 0.35 | 0.38 | 0.38 | 0.47 | 1.00 | 0.63 | 0.46 | 0.58 | 0.51 | 0.52 |
ADBE | -0.00 | 0.24 | 0.19 | 0.35 | 0.17 | 0.30 | 0.18 | 0.32 | 0.50 | 0.25 | 0.50 | 0.51 | 0.38 | 0.35 | 0.35 | 0.36 | 0.52 | 0.63 | 1.00 | 0.51 | 0.63 | 0.49 | 0.51 |
KEYS | -0.00 | 0.24 | 0.26 | 0.29 | 0.25 | 0.34 | 0.27 | 0.29 | 0.41 | 0.29 | 0.48 | 0.41 | 0.41 | 0.45 | 0.39 | 0.41 | 0.45 | 0.46 | 0.51 | 1.00 | 0.64 | 0.49 | 0.53 |
SMH | 0.02 | 0.22 | 0.23 | 0.33 | 0.22 | 0.35 | 0.29 | 0.30 | 0.50 | 0.30 | 0.57 | 0.52 | 0.46 | 0.47 | 0.44 | 0.45 | 0.52 | 0.58 | 0.63 | 0.64 | 1.00 | 0.63 | 0.61 |
VWO | 0.03 | 0.25 | 0.27 | 0.32 | 0.32 | 0.35 | 0.41 | 0.29 | 0.35 | 0.35 | 0.39 | 0.50 | 0.70 | 0.46 | 0.67 | 0.44 | 0.46 | 0.51 | 0.49 | 0.49 | 0.63 | 1.00 | 0.74 |
IEUR | 0.01 | 0.32 | 0.37 | 0.35 | 0.40 | 0.38 | 0.44 | 0.40 | 0.36 | 0.43 | 0.41 | 0.44 | 0.59 | 0.53 | 0.62 | 0.51 | 0.50 | 0.52 | 0.51 | 0.53 | 0.61 | 0.74 | 1.00 |