alt new years

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	4%
AXP American Express Company	Financial Services	3%
BKNG Booking Holdings Inc.	Consumer Cyclical	3%
INTU Intuit Inc.	Technology	3%
FICO Fair Isaac Corporation	Technology	3%
PANW Palo Alto Networks, Inc.	Technology	3%
WMT Walmart Inc.	Consumer Defensive	3%
COST Costco Wholesale Corporation	Consumer Defensive	3%
FMCC Freddie Mac	Financial Services	3%
ALIZY Allianz SE ADR	Financial Services	3%
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V.	Industrials	3%
AMAT Applied Materials, Inc.	Technology	3%
FCX Freeport-McMoRan Inc.	Basic Materials	3%
VRSN VeriSign, Inc.	Technology	3%
LMT Lockheed Martin Corporation	Industrials	3%
BABA Alibaba Group Holding Limited	Consumer Cyclical	3%
AMZN Amazon.com, Inc	Consumer Cyclical	3%
B Barrick Mining Corporation	Basic Materials	3%
LRCX Lam Research Corporation	Technology	3%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	3%
ASML ASML Holding N.V.	Technology	3%
KLAC KLA Corporation	Technology	3%
ISRG Intuitive Surgical, Inc.	Healthcare	3%
MA Mastercard Incorporated	Financial Services	3%
V Visa Inc.	Financial Services	3%
RYCEY Rolls-Royce Holdings plc	Industrials	3%
AVGO Broadcom Inc.	Technology	3%
META Meta Platforms, Inc.	Communication Services	3%
SIEGY Siemens Aktiengesellschaft	Industrials	3%
MU Micron Technology, Inc.	Technology	3%
LLY Eli Lilly and Company	Healthcare	3%
APP AppLovin Corporation	Communication Services	3%
GOOGL Alphabet Inc. Class A	Communication Services	3%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in alt new years, 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 never rebalanced.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio alt new years	0.79%	6.52%	16.78%	18.10%	47.06%	45.41%	27.70%	—
Portfolio components:
ALIZY Allianz SE ADR	0.01%	2.36%	1.59%	4.55%	17.68%	31.68%	16.69%	—
AMAT Applied Materials, Inc.	2.64%	30.08%	121.28%	119.38%	226.52%	60.05%	34.02%	38.86%
AMZN Amazon.com, Inc	-1.23%	-11.69%	3.35%	5.46%	11.87%	23.49%	7.35%	20.83%
APP AppLovin Corporation	3.80%	9.53%	-26.28%	-25.93%	30.53%	180.45%	43.23%	—
ASML ASML Holding N.V.	-1.89%	17.83%	74.80%	73.02%	138.89%	37.59%	22.97%	36.00%
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V.	1.07%	-4.15%	-9.55%	-8.65%	-3.36%	6.19%	14.67%	10.32%
AVGO Broadcom Inc.	-0.91%	-8.33%	10.62%	6.58%	50.41%	67.17%	55.09%	40.96%
AXP American Express Company	2.18%	5.11%	-11.56%	-14.47%	10.36%	24.40%	16.02%	19.88%
B Barrick Mining Corporation	2.81%	-10.03%	-6.52%	-5.53%	96.46%	36.83%	14.31%	9.32%
BABA Alibaba Group Holding Limited	0.12%	-21.91%	-22.32%	-26.87%	-2.37%	11.06%	-10.74%	4.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 15, 2021, alt new years's average daily return is +0.11%, while the average monthly return is +2.19%. At this rate, an investment would double in approximately 2.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2026 with a return of +14.2%, while the worst month was Apr 2022 at -10.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, alt new years closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.5%, while the worst single day was Apr 4, 2025 at -7.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.52%	-0.16%	-8.69%	12.06%	14.17%	-0.39%							16.78%
2025	6.03%	1.23%	-6.38%	4.48%	10.09%	6.27%	-2.11%	5.51%	12.06%	1.67%	1.30%	2.83%	50.57%
2024	3.89%	8.12%	4.15%	-2.44%	6.18%	5.89%	-2.53%	4.57%	3.31%	-1.05%	8.15%	-0.43%	43.99%
2023	10.30%	-1.21%	6.45%	1.22%	4.65%	6.19%	3.50%	1.64%	-5.25%	-1.04%	12.52%	7.49%	55.68%
2022	-6.93%	-1.80%	2.90%	-10.87%	-0.22%	-10.20%	7.93%	-5.15%	-9.03%	8.66%	10.45%	-5.44%	-20.60%
2021				0.14%	1.88%	0.64%	0.95%	1.27%	-3.88%	6.54%	-0.52%	5.70%	13.03%

Benchmark Metrics

alt new years has an annualized alpha of 12.18%, beta of 1.21, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since April 15, 2021.

This portfolio captured 148.48% of S&P 500 Index gains but only 86.75% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 12.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.18%

Beta: 1.21

R²: 0.84

Upside Capture: 148.48%

Downside Capture: 86.75%

See how alpha, beta & R² have trended over time →

Expense Ratio

alt new years 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.

Return for Risk

Risk / Return Rank

alt new years ranks 57 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for alt new years and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.20	1.86	+0.34
Sortino ratioReturn per unit of downside risk	2.91	2.53	+0.37
Omega ratioGain probability vs. loss probability	1.37	1.34	+0.03
Calmar ratioReturn relative to maximum drawdown	2.84	2.53	+0.31
Martin ratioReturn relative to average drawdown	10.92	11.37	-0.46

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ALIZY Allianz SE ADR	67	0.89	1.31	1.16	1.31	3.39
AMAT Applied Materials, Inc.	97	4.65	4.13	1.59	10.67	30.41
AMZN Amazon.com, Inc	54	0.40	0.76	1.09	0.55	1.29
APP AppLovin Corporation	57	0.43	1.02	1.13	0.61	1.22
ASML ASML Holding N.V.	95	3.27	3.70	1.45	7.83	21.08
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V.	36	-0.13	-0.00	1.00	-0.13	-0.33
AVGO Broadcom Inc.	74	1.11	1.69	1.22	1.77	4.11
AXP American Express Company	52	0.39	0.69	1.09	0.44	0.93
B Barrick Mining Corporation	86	2.15	2.48	1.34	3.31	7.95
BABA Alibaba Group Holding Limited	40	-0.05	0.26	1.03	-0.06	-0.12

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current alt new years Sharpe ratio is 2.20 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of alt new years compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

alt new years provided a 1.03% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.03%	1.15%	1.04%	1.06%	1.12%	0.85%	1.30%	1.01%	1.18%	1.07%	1.13%	1.76%
Portfolio components:
ALIZY Allianz SE ADR	4.37%	3.71%	4.91%	4.70%	5.43%	4.87%	2.95%	0.00%	0.00%	0.00%	0.00%	0.00%
AMAT Applied Materials, Inc.	0.34%	0.69%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%
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%
APP AppLovin Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V.	7.64%	12.61%	4.68%	3.86%	3.18%	2.00%	0.00%	2.80%	2.29%	0.05%	0.05%	0.52%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
AXP American Express Company	1.05%	0.85%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%
B Barrick Mining Corporation	2.29%	1.21%	2.58%	2.21%	3.20%	2.47%	1.82%	0.70%	1.40%	0.83%	0.50%	1.90%
BABA Alibaba Group Holding Limited	0.93%	1.36%	1.96%	1.29%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the alt new years. 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 alt new years was 31.83%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.

The current alt new years drawdown is 2.19%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-31.83%Oct 2022	9mo 20d	8mo 1d	1y 5moDec 2021 - Jun 2023
2025 selloff2025	-21.26%Apr 2025	1mo 18d	1mo 11d	2mo 29dFeb 2025 - May 2025
2026 correction2026	-16.66%Mar 2026	2mo 16d	1mo 6d	3mo 22dJan 2026 - May 2026
2024 correction2024	-12.72%Aug 2024	25d	1mo 15d	2mo 10dJul 2024 - Sep 2024
2023 pullback2023	-7.89%Oct 2023	1mo 25d	15d	2mo 10dSep 2023 - Nov 2023

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 33 assets, with an effective number of assets of 32.89, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.21	1.90	1.76	1.76

The portfolio has a diversification ratio of 1.76, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

alt new years correlation to the S&P 500 Index

alt new years has a 0.85 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while LMT has the lowest at 0.19.

LMT

0.19

FMCC

0.20

0.26

0.31

0.33

0.36

0.40

0.45

0.48

0.49

0.50

0.50

0.51

0.51

0.53

0.56

0.57

0.58

SIEGY

0.58

0.59

TSM

0.62

INTU

0.62

Portfolio Correlations

Correlation vs. alt new years. LRCX has the highest portfolio correlation at 0.78, while LMT has the lowest at 0.12.

LMT

0.12

WMT

0.26

FMCC

0.28

0.29

0.32

0.37

0.42

0.44

0.46

0.46

0.50

0.52

0.53

0.54

0.54

0.56

0.56

0.59

0.61

0.61

0.61

0.64

0.65

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	LMT	FMCC	B	WMT	LLY	BABA	ASR	RYCEY	VRSN	COST	ALIZY	PANW	FCX	FICO	APP	V	BKNG	MA	MU	SIEGY	AXP	INTU	META	TSM	GOOGL	ISRG	AMZN	AVGO	MSFT	AMAT	KLAC	LRCX	ASML
LMT	1.00	-0.02	0.15	0.21	0.15	0.02	0.09	0.14	0.18	0.18	0.15	0.07	0.14	0.09	-0.04	0.20	0.06	0.19	-0.00	0.05	0.18	0.05	0.00	-0.01	0.04	0.10	-0.01	0.04	0.04	0.04	0.04	0.04	0.02
FMCC	-0.02	1.00	0.06	0.05	0.04	0.14	0.15	0.16	0.08	0.10	0.12	0.15	0.15	0.13	0.18	0.17	0.17	0.17	0.17	0.16	0.24	0.14	0.15	0.17	0.17	0.15	0.17	0.15	0.15	0.17	0.15	0.17	0.18
B	0.15	0.06	1.00	0.13	0.10	0.22	0.21	0.18	0.12	0.11	0.27	0.08	0.45	0.09	0.14	0.11	0.12	0.11	0.16	0.26	0.16	0.11	0.12	0.17	0.17	0.18	0.16	0.17	0.13	0.21	0.19	0.20	0.24
WMT	0.21	0.05	0.13	1.00	0.25	0.07	0.11	0.10	0.24	0.59	0.15	0.15	0.10	0.18	0.12	0.25	0.15	0.27	0.08	0.12	0.20	0.19	0.18	0.07	0.18	0.25	0.19	0.13	0.21	0.12	0.13	0.11	0.15
LLY	0.15	0.04	0.10	0.25	1.00	0.02	0.10	0.12	0.18	0.27	0.14	0.18	0.10	0.18	0.12	0.22	0.12	0.21	0.13	0.18	0.17	0.22	0.21	0.15	0.21	0.31	0.20	0.19	0.23	0.18	0.19	0.19	0.21
BABA	0.02	0.14	0.22	0.07	0.02	1.00	0.29	0.20	0.16	0.10	0.25	0.17	0.38	0.19	0.27	0.23	0.25	0.26	0.31	0.31	0.22	0.21	0.32	0.32	0.30	0.23	0.31	0.24	0.23	0.32	0.32	0.30	0.35
ASR	0.09	0.15	0.21	0.11	0.10	0.29	1.00	0.32	0.18	0.16	0.36	0.15	0.34	0.22	0.22	0.22	0.31	0.24	0.28	0.40	0.34	0.21	0.26	0.31	0.27	0.27	0.28	0.28	0.26	0.32	0.30	0.32	0.33
RYCEY	0.14	0.16	0.18	0.10	0.12	0.20	0.32	1.00	0.16	0.16	0.47	0.23	0.34	0.22	0.29	0.27	0.37	0.29	0.34	0.47	0.37	0.25	0.31	0.36	0.29	0.29	0.31	0.36	0.28	0.34	0.34	0.35	0.37
VRSN	0.18	0.08	0.12	0.24	0.18	0.16	0.18	0.16	1.00	0.40	0.23	0.33	0.20	0.41	0.25	0.43	0.32	0.45	0.20	0.27	0.32	0.49	0.34	0.20	0.36	0.40	0.36	0.26	0.42	0.29	0.31	0.28	0.32
COST	0.18	0.10	0.11	0.59	0.27	0.10	0.16	0.16	0.40	1.00	0.21	0.31	0.15	0.33	0.25	0.37	0.25	0.38	0.23	0.21	0.29	0.40	0.35	0.26	0.32	0.43	0.36	0.33	0.41	0.34	0.33	0.33	0.33
ALIZY	0.15	0.12	0.27	0.15	0.14	0.25	0.36	0.47	0.23	0.21	1.00	0.17	0.39	0.24	0.20	0.36	0.39	0.37	0.29	0.58	0.43	0.23	0.30	0.31	0.31	0.30	0.29	0.27	0.29	0.31	0.31	0.32	0.38
PANW	0.07	0.15	0.08	0.15	0.18	0.17	0.15	0.23	0.33	0.31	0.17	1.00	0.18	0.41	0.41	0.33	0.34	0.33	0.30	0.27	0.33	0.52	0.39	0.32	0.40	0.42	0.44	0.42	0.51	0.36	0.36	0.36	0.37
FCX	0.14	0.15	0.45	0.10	0.10	0.38	0.34	0.34	0.20	0.15	0.39	0.18	1.00	0.19	0.30	0.26	0.33	0.28	0.39	0.47	0.39	0.22	0.32	0.40	0.33	0.31	0.33	0.37	0.27	0.45	0.43	0.44	0.44
FICO	0.09	0.13	0.09	0.18	0.18	0.19	0.22	0.22	0.41	0.33	0.24	0.41	0.19	1.00	0.36	0.40	0.41	0.42	0.30	0.28	0.39	0.50	0.37	0.31	0.34	0.45	0.39	0.36	0.42	0.34	0.34	0.33	0.35
APP	-0.04	0.18	0.14	0.12	0.12	0.27	0.22	0.29	0.25	0.25	0.20	0.41	0.30	0.36	1.00	0.27	0.38	0.30	0.35	0.33	0.34	0.45	0.48	0.40	0.42	0.40	0.48	0.43	0.45	0.39	0.38	0.39	0.40
V	0.20	0.17	0.11	0.25	0.22	0.23	0.22	0.27	0.43	0.37	0.36	0.33	0.26	0.40	0.27	1.00	0.45	0.86	0.24	0.34	0.55	0.45	0.39	0.27	0.39	0.45	0.36	0.30	0.43	0.32	0.34	0.32	0.34
BKNG	0.06	0.17	0.12	0.15	0.12	0.25	0.31	0.37	0.32	0.25	0.39	0.34	0.33	0.41	0.38	0.45	1.00	0.49	0.33	0.43	0.49	0.44	0.41	0.39	0.40	0.43	0.44	0.38	0.41	0.39	0.41	0.40	0.41
MA	0.19	0.17	0.11	0.27	0.21	0.26	0.24	0.29	0.45	0.38	0.37	0.33	0.28	0.42	0.30	0.86	0.49	1.00	0.24	0.37	0.56	0.50	0.40	0.28	0.39	0.47	0.39	0.31	0.45	0.33	0.35	0.33	0.35
MU	-0.00	0.17	0.16	0.08	0.13	0.31	0.28	0.34	0.20	0.23	0.29	0.30	0.39	0.30	0.35	0.24	0.33	0.24	1.00	0.42	0.35	0.34	0.43	0.62	0.43	0.37	0.44	0.60	0.41	0.69	0.66	0.72	0.61
SIEGY	0.05	0.16	0.26	0.12	0.18	0.31	0.40	0.47	0.27	0.21	0.58	0.27	0.47	0.28	0.33	0.34	0.43	0.37	0.42	1.00	0.45	0.33	0.39	0.45	0.39	0.39	0.39	0.41	0.39	0.47	0.47	0.48	0.55
AXP	0.18	0.24	0.16	0.20	0.17	0.22	0.34	0.37	0.32	0.29	0.43	0.33	0.39	0.39	0.34	0.55	0.49	0.56	0.35	0.45	1.00	0.43	0.41	0.38	0.41	0.42	0.42	0.37	0.38	0.42	0.43	0.41	0.41
INTU	0.05	0.14	0.11	0.19	0.22	0.21	0.21	0.25	0.49	0.40	0.23	0.52	0.22	0.50	0.45	0.45	0.44	0.50	0.34	0.33	0.43	1.00	0.46	0.38	0.47	0.53	0.51	0.45	0.61	0.43	0.45	0.42	0.45
META	0.00	0.15	0.12	0.18	0.21	0.32	0.26	0.31	0.34	0.35	0.30	0.39	0.32	0.37	0.48	0.39	0.41	0.40	0.43	0.39	0.41	0.46	1.00	0.47	0.58	0.50	0.61	0.51	0.59	0.48	0.49	0.49	0.49
TSM	-0.01	0.17	0.17	0.07	0.15	0.32	0.31	0.36	0.20	0.26	0.31	0.32	0.40	0.31	0.40	0.27	0.39	0.28	0.62	0.45	0.38	0.38	0.47	1.00	0.47	0.41	0.48	0.65	0.48	0.68	0.68	0.70	0.68
GOOGL	0.04	0.17	0.17	0.18	0.21	0.30	0.27	0.29	0.36	0.32	0.31	0.40	0.33	0.34	0.42	0.39	0.40	0.39	0.43	0.39	0.41	0.47	0.58	0.47	1.00	0.48	0.65	0.49	0.61	0.49	0.50	0.51	0.51
ISRG	0.10	0.15	0.18	0.25	0.31	0.23	0.27	0.29	0.40	0.43	0.30	0.42	0.31	0.45	0.40	0.45	0.43	0.47	0.37	0.39	0.42	0.53	0.50	0.41	0.48	1.00	0.49	0.46	0.54	0.48	0.49	0.48	0.52
AMZN	-0.01	0.17	0.16	0.19	0.20	0.31	0.28	0.31	0.36	0.36	0.29	0.44	0.33	0.39	0.48	0.36	0.44	0.39	0.44	0.39	0.42	0.51	0.61	0.48	0.65	0.49	1.00	0.51	0.63	0.49	0.48	0.50	0.52
AVGO	0.04	0.15	0.17	0.13	0.19	0.24	0.28	0.36	0.26	0.33	0.27	0.42	0.37	0.36	0.43	0.30	0.38	0.31	0.60	0.41	0.37	0.45	0.51	0.65	0.49	0.46	0.51	1.00	0.57	0.68	0.69	0.68	0.64
MSFT	0.04	0.15	0.13	0.21	0.23	0.23	0.26	0.28	0.42	0.41	0.29	0.51	0.27	0.42	0.45	0.43	0.41	0.45	0.41	0.39	0.38	0.61	0.59	0.48	0.61	0.54	0.63	0.57	1.00	0.49	0.50	0.49	0.53
AMAT	0.04	0.17	0.21	0.12	0.18	0.32	0.32	0.34	0.29	0.34	0.31	0.36	0.45	0.34	0.39	0.32	0.39	0.33	0.69	0.47	0.42	0.43	0.48	0.68	0.49	0.48	0.49	0.68	0.49	1.00	0.90	0.91	0.81
KLAC	0.04	0.15	0.19	0.13	0.19	0.32	0.30	0.34	0.31	0.33	0.31	0.36	0.43	0.34	0.38	0.34	0.41	0.35	0.66	0.47	0.43	0.45	0.49	0.68	0.50	0.49	0.48	0.69	0.50	0.90	1.00	0.89	0.81
LRCX	0.04	0.17	0.20	0.11	0.19	0.30	0.32	0.35	0.28	0.33	0.32	0.36	0.44	0.33	0.39	0.32	0.40	0.33	0.72	0.48	0.41	0.42	0.49	0.70	0.51	0.48	0.50	0.68	0.49	0.91	0.89	1.00	0.80
ASML	0.02	0.18	0.24	0.15	0.21	0.35	0.33	0.37	0.32	0.33	0.38	0.37	0.44	0.35	0.40	0.34	0.41	0.35	0.61	0.55	0.41	0.45	0.49	0.68	0.51	0.52	0.52	0.64	0.53	0.81	0.81	0.80	1.00

The correlation results are calculated based on daily price changes starting from Apr 15, 2021

Diversification Analysis

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