A&A FF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
A&A FF
Last updated Aug 27, 2024
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% |
Quarterly
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
A&A FF
Benchmark (^GSPC)
Portfolio components
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.
A&A FF
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
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 |
A&A FF
Benchmark (^GSPC)
Portfolio components
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.
A&A FF
Benchmark (^GSPC)
Portfolio components
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.
A&A FF
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.
| 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 |
The correlation results are calculated based on daily price changes starting from Oct 21, 2014