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Real Holdings 2025 (Full)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Real Holdings 2025 (Full)

Last updated Mar 1, 2025

Asset Allocation

BTC-USD 1.51%BNB-USD 1.11%VOO 4.68%MRK 3.29%WMT 3.17%BRK-B 2.97%COST 2.93%MCD 2.9%TXN 2.71%JNJ 2.63%PG 2.54%ABBV 2.45%UNH 2.38%KO 2.37%PEP 2.27%CAT 2.23%LLY 2.2%PM 2.19%SGOV 2.15%XOM 2.13%ABT 2.08%ORCL 2.05%TMO 1.87%HD 1.82%JPM 1.76%ISRG 1.74%WFC 1.64%LIN 1.62%INTU 1.58%IBM 1.48%DIS 1.41%CSCO 1.32%CVX 1.31%ACN 1.3%CRM 1.24%V 1.12%QCOM 1.09%XMR-USD 1.03%AVGO 1.02%GS 1.02%MSFT 1.01%GOOGL 1%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
0.99%
AAVE-USD
Aave
0.19%
ABBV
AbbVie Inc.		Healthcare
2.45%
ABT
Abbott Laboratories		Healthcare
2.08%
ACN
Accenture plc		Technology
1.30%
ADBE
Adobe Inc		Technology
0.92%
ALGO-USD
Algorand
0.33%
AMD
Advanced Micro Devices, Inc.		Technology
0.45%
AMZN
Amazon.com, Inc.		Consumer Cyclical
0.87%
AVAX-USD
Avalanche
0.25%
AVGO
Broadcom Inc.		Technology
1.02%
BAC
Bank of America Corporation		Financial Services
0.87%
BCH-USD
Bitcoin Cash
0.32%
BNB-USD
Binance Coin
1.11%
BRK-B
Berkshire Hathaway Inc.		Financial Services
2.97%
BTC-USD
Bitcoin
1.51%
CAT
Caterpillar Inc.		Industrials
2.23%
COST
Costco Wholesale Corporation		Consumer Defensive
2.93%
CRM
salesforce.com, inc.		Technology
1.24%
CRO-USD
0.40%
CSCO
1.32%
CVX
1.31%
DIS
1.41%
DOGE-USD
0.46%
DOT-USD
0.65%
ETC-USD
0.54%
ETH-USD
0.67%
GE
0.95%
GOOG
0.94%
GOOGL
1%
GS
1.02%
HBAR-USD
0.19%
HD
1.82%
IBM
1.48%
INTU
1.58%
ISRG
1.74%
JNJ
2.63%
JPM
1.76%
KO
2.37%
LIN
1.62%
LINK-USD
0.27%
LLY
2.20%
LTC-USD
0.55%
MA
0.96%
MCD
2.90%
META
0.63%
MRK
3.29%
MSFT
1.01%
NEAR-USD
0.12%
NFLX
0.91%
NOW
0.59%
NVDA
0.97%
ORCL
2.05%
PEP
2.27%
PG
2.54%
PM
2.19%
QCOM
1.09%
SGOV
2.15%
SHIB-USD
0.20%
SOL-USD
0.18%
TMO
1.87%
TRX-USD
0.87%
TSLA
0.51%
TXN
2.71%
UNH
2.38%
V
1.12%
VET-USD
0.25%
VOO
4.68%
WFC
1.64%
WMT
3.17%
XLM-USD
0.39%
XMR-USD
1.03%
XOM
2.13%
XRP-USD
0.32%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Real Holdings 2025 (Full), 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.

30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2025FebruaryMarch
70.60%
42.17%
Real Holdings 2025 (Full)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of AAVE-USD

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.24%-1.92%5.42%15.91%14.06%11.02%
Real Holdings 2025 (Full)4.02%-0.52%8.17%21.22%N/AN/A
Portfolio components:
AAPL
Apple Inc		-3.32%1.90%5.84%35.25%27.34%23.83%
ABBV
AbbVie Inc.		18.74%19.00%8.35%21.10%23.89%18.10%
ABT
Abbott Laboratories		22.65%7.14%23.06%18.72%13.10%13.55%
ACN
Accenture plc		-0.51%-8.47%2.77%-7.00%14.68%16.39%
ADBE
Adobe Inc		-1.38%-1.67%-23.65%-23.18%4.02%18.96%
ALGO-USD
Algorand		-24.12%-34.75%105.37%10.94%-7.63%N/A
AMD
Advanced Micro Devices, Inc.		-17.33%-15.99%-32.78%-50.72%16.10%41.88%
AMZN
Amazon.com, Inc.		-3.24%-9.53%18.92%19.11%16.85%27.29%
AVAX-USD
Avalanche		-38.72%-36.25%-4.06%-48.97%N/AN/A
AVGO
Broadcom Inc.		-13.98%-7.53%23.22%44.45%52.00%35.00%
BAC
Bank of America Corporation		4.89%-1.33%14.50%36.66%12.23%13.62%
BCH-USD
Bitcoin Cash		-28.26%-28.43%-3.42%-1.55%-1.57%N/A
BNB-USD
Binance Coin		-13.33%-10.34%14.00%48.97%98.30%N/A
BRK-B
Berkshire Hathaway Inc.		13.36%8.78%7.97%26.21%18.81%13.53%
BTC-USD
Bitcoin		-7.92%-17.86%45.89%37.78%57.53%77.76%
CAT
Caterpillar Inc.		-4.84%-8.28%-2.71%3.69%24.65%18.58%
COST
Costco Wholesale Corporation		14.57%7.23%17.79%40.68%29.93%23.94%
CRM
salesforce.com, inc.		-10.91%-13.31%18.09%-5.48%11.16%16.58%
CRO-USD
-47.70%-43.76%-9.46%-41.63%N/AN/A
CSCO
9.03%6.02%28.69%36.64%N/AN/A
CVX
10.73%2.60%9.51%8.29%N/AN/A
DIS
2.20%0.33%26.47%2.57%N/AN/A
DOGE-USD
-34.57%-37.70%103.82%47.99%N/AN/A
DOT-USD
-29.73%-23.90%9.49%-46.25%N/AN/A
ETC-USD
-23.85%-27.54%3.54%-37.26%N/AN/A
ETH-USD
-33.48%-31.75%-11.81%-35.47%N/AN/A
GE
24.10%0.69%18.90%64.55%N/AN/A
GOOG
-9.57%-15.01%4.56%25.17%N/AN/A
GOOGL
-10.05%-15.23%4.48%24.62%N/AN/A
GS
9.21%-3.15%23.17%63.88%N/AN/A
HBAR-USD
-5.74%-19.96%406.45%116.73%N/AN/A
HD
1.96%-4.32%8.19%5.69%N/AN/A
IBM
15.60%-1.61%26.71%38.64%N/AN/A
INTU
-2.17%1.53%-2.28%-7.34%N/AN/A
ISRG
9.81%-1.21%16.34%44.04%N/AN/A
JNJ
15.02%8.81%1.09%5.05%N/AN/A
JPM
10.97%-1.33%19.06%46.10%N/AN/A
KO
14.38%11.18%-0.31%23.27%N/AN/A
LIN
11.56%4.63%-1.76%5.24%N/AN/A
LINK-USD
-26.06%-39.57%34.14%-26.28%N/AN/A
LLY
19.46%12.02%-3.78%18.47%N/AN/A
LTC-USD
20.57%-4.34%91.01%46.06%N/AN/A
MA
9.61%1.82%19.57%21.60%N/AN/A
MCD
6.36%6.20%8.09%8.02%N/AN/A
META
14.12%-2.74%28.40%33.39%N/AN/A
MRK
-7.27%-6.77%-20.97%-25.36%N/AN/A
MSFT
-5.63%-4.15%-4.45%-3.73%N/AN/A
NEAR-USD
-33.34%-29.05%-19.01%-17.52%N/AN/A
NFLX
10.01%0.75%39.81%58.32%N/AN/A
NOW
-12.30%-8.19%8.74%20.18%N/AN/A
NVDA
-6.98%0.22%4.67%51.86%N/AN/A
ORCL
-0.09%-2.54%18.10%47.54%N/AN/A
PEP
0.93%1.03%-9.79%-4.50%N/AN/A
PG
4.32%3.84%2.56%12.14%N/AN/A
PM
29.02%19.15%28.77%81.52%N/AN/A
QCOM
2.31%-8.58%-9.41%-2.23%N/AN/A
SGOV
0.69%0.35%2.33%5.04%N/AN/A
SHIB-USD
-35.51%-27.08%-1.39%-19.15%N/AN/A
SOL-USD
-24.09%-39.89%6.13%10.53%N/AN/A
TMO
1.68%-12.82%-13.88%-7.97%N/AN/A
TRX-USD
-8.03%-7.31%48.29%65.11%N/AN/A
TSLA
-27.45%-26.81%36.84%44.58%N/AN/A
TXN
5.30%6.57%-7.28%17.79%N/AN/A
UNH
-6.11%-12.94%-18.93%-1.46%N/AN/A
V
14.96%5.91%31.71%29.05%N/AN/A
VET-USD
-33.91%-38.77%30.48%-41.78%N/AN/A
VOO
1.40%-1.79%6.13%17.41%N/AN/A
WFC
12.05%-0.14%35.39%45.70%N/AN/A
WMT
9.14%-0.04%27.97%69.82%N/AN/A
XLM-USD
-5.97%-27.48%236.93%145.27%N/AN/A
XMR-USD
15.52%-3.98%32.30%56.25%N/AN/A
XOM
4.42%2.52%-3.98%8.74%N/AN/A
XRP-USD
5.31%-30.04%286.82%263.95%N/AN/A
AAVE-USD
Aave		-36.87%-38.27%50.12%76.29%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Real Holdings 2025 (Full), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.03%-0.08%4.02%
20243.90%7.10%4.20%-3.96%4.19%3.56%0.80%4.26%1.32%-0.80%6.62%-2.97%31.30%
20233.88%-2.64%4.09%2.75%-0.25%5.75%2.77%-0.06%-3.53%-1.87%7.46%4.82%24.95%
2022-6.28%-2.15%4.93%-7.13%-1.34%-7.35%7.76%-4.76%-6.92%11.30%5.19%-4.31%-12.59%
2021-3.54%0.93%3.09%4.82%-3.65%9.84%-0.10%2.83%14.36%

Expense Ratio

Real Holdings 2025 (Full) 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 rank of Real Holdings 2025 (Full) is 73, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Real Holdings 2025 (Full) is 7373
Overall Rank
The Sharpe Ratio Rank of Real Holdings 2025 (Full) is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of Real Holdings 2025 (Full) is 8888
Sortino Ratio Rank
The Omega Ratio Rank of Real Holdings 2025 (Full) is 8484
Omega Ratio Rank
The Calmar Ratio Rank of Real Holdings 2025 (Full) is 2424
Calmar Ratio Rank
The Martin Ratio Rank of Real Holdings 2025 (Full) is 7777
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 Real Holdings 2025 (Full), currently valued at 1.56, compared to the broader market-6.00-4.00-2.000.002.004.001.561.34
The chart of Sortino ratio for Real Holdings 2025 (Full), currently valued at 2.18, compared to the broader market-6.00-4.00-2.000.002.004.002.181.83
The chart of Omega ratio for Real Holdings 2025 (Full), currently valued at 1.26, compared to the broader market0.400.600.801.001.201.401.601.261.24
The chart of Calmar ratio for Real Holdings 2025 (Full), currently valued at 0.76, compared to the broader market0.002.004.006.008.000.762.03
The chart of Martin ratio for Real Holdings 2025 (Full), currently valued at 9.54, compared to the broader market0.0010.0020.0030.009.548.08
Real Holdings 2025 (Full)
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		1.141.551.210.544.54
ABBV
AbbVie Inc.		1.511.941.330.744.79
ABT
Abbott Laboratories		2.573.671.470.7717.92
ACN
Accenture plc		0.911.401.190.235.09
ADBE
Adobe Inc		-0.80-0.920.86-0.50-1.50
ALGO-USD
Algorand		1.362.391.230.896.20
AMD
Advanced Micro Devices, Inc.		-1.10-1.650.80-0.83-1.95
AMZN
Amazon.com, Inc.		0.611.001.130.252.48
AVAX-USD
Avalanche		-0.220.331.030.00-0.74
AVGO
Broadcom Inc.		0.531.171.160.423.55
BAC
Bank of America Corporation		1.151.931.230.414.14
BCH-USD
Bitcoin Cash		-0.36-0.050.990.01-1.13
BNB-USD
Binance Coin		0.080.511.050.020.44
BRK-B
Berkshire Hathaway Inc.		2.273.291.421.6510.39
BTC-USD
Bitcoin		1.061.731.170.806.04
CAT
Caterpillar Inc.		0.330.691.080.091.13
COST
Costco Wholesale Corporation		1.902.691.321.359.72
CRM
salesforce.com, inc.		1.101.851.210.465.09
CRO-USD
-0.250.371.04—-1.09
CSCO
3.194.281.631.0628.68
CVX
0.400.641.080.071.19
DIS
0.861.391.170.092.47
DOGE-USD
1.112.001.200.664.49
DOT-USD
-0.290.161.02—-0.80
ETC-USD
-0.34-0.021.00—-1.02
ETH-USD
-0.73-0.940.91—-2.12
GE
1.321.751.260.836.22
GOOG
-0.22-0.110.99—-0.56
GOOGL
-0.25-0.160.98—-0.65
GS
2.143.051.422.7418.27
HBAR-USD
3.154.191.383.5416.44
HD
0.891.341.160.343.85
IBM
3.084.371.642.8217.21
INTU
-0.110.061.01—-0.37
ISRG
1.782.871.362.5718.99
JNJ
1.221.891.220.322.96
JPM
2.273.171.462.3515.59
KO
1.422.161.260.422.67
LIN
0.620.931.120.121.40
LINK-USD
0.140.991.090.040.62
LLY
0.210.511.070.050.54
LTC-USD
1.311.961.210.657.84
MA
2.393.211.441.2921.72
MCD
1.652.361.310.585.94
META
1.872.481.321.3810.67
MRK
-1.49-2.040.72—-1.87
MSFT
-0.73-0.860.89—-1.69
NEAR-USD
-0.50-0.300.97—-1.48
NFLX
2.333.431.422.1815.22
NOW
1.051.591.220.605.36
NVDA
-0.030.351.04—-0.17
ORCL
0.731.191.180.433.58
PEP
-0.54-0.640.92—-0.99
PG
0.420.671.090.121.55
PM
3.735.481.794.2324.15
QCOM
-0.87-1.110.86—-1.68
SGOV
17.12399.67333.0973.777,820.55
SHIB-USD
-0.340.071.01—-1.18
SOL-USD
0.130.811.080.050.57
TMO
-0.40-0.450.95—-0.89
TRX-USD
1.293.391.451.946.63
TSLA
1.432.181.260.866.45
TXN
0.110.371.050.020.36
UNH
-0.040.151.02—-0.12
V
2.713.361.521.5817.20
VET-USD
0.151.081.100.040.48
VOO
1.071.481.200.426.79
WFC
1.812.641.351.449.45
WMT
3.514.341.622.9927.65
XLM-USD
3.884.531.474.1022.98
XMR-USD
0.831.391.160.305.78
XOM
0.220.441.050.040.58
XRP-USD
7.995.101.558.3457.61
AAVE-USD
Aave		2.332.871.271.8314.89

The current Real Holdings 2025 (Full) Sharpe ratio is 2.06. 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 0.93 to 1.61, 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 Real Holdings 2025 (Full) 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 Ratio1.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
1.56
1.34
Real Holdings 2025 (Full)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Real Holdings 2025 (Full) provided a 1.46% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.46%1.60%1.72%1.58%1.46%1.82%1.71%1.91%1.74%1.82%1.97%1.67%
Portfolio components:
AAPL
Apple Inc		0.41%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
ABBV
AbbVie Inc.		3.01%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
ABT
Abbott Laboratories		1.62%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
ACN
Accenture plc		1.59%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%
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%
ALGO-USD
Algorand		0.00%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%
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%
AVAX-USD
Avalanche		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.		1.09%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
BAC
Bank of America Corporation		1.65%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
BCH-USD
Bitcoin Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNB-USD
Binance Coin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway 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%
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAT
Caterpillar Inc.		1.61%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
COST
Costco Wholesale Corporation		0.44%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
CRM
salesforce.com, inc.		0.54%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRO-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
2.50%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
CVX
4.16%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
DIS
0.83%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%
DOGE-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DOT-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETC-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
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
0.54%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
GOOG
0.35%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
0.35%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GS
1.89%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%
HBAR-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HD
2.27%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
IBM
2.65%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
INTU
0.63%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
ISRG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
3.01%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
JPM
1.81%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
KO
2.72%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
LIN
1.19%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
LINK-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
0.59%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
LTC-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
0.48%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
MCD
1.66%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
META
0.22%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRK
3.38%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
MSFT
0.80%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NEAR-USD
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%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
ORCL
0.96%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
PEP
2.65%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
PG
2.32%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
PM
3.41%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
QCOM
1.62%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
SGOV
4.58%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
SHIB-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOL-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMO
0.29%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
TRX-USD
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%
TXN
2.71%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
UNH
1.72%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
V
0.61%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
VET-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
WFC
1.98%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%
WMT
0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
XLM-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMR-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XOM
3.49%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
XRP-USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAVE-USD
Aave		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.

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-2.18%
-3.09%
Real Holdings 2025 (Full)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Real Holdings 2025 (Full). 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 Real Holdings 2025 (Full) was 22.86%, occurring on Oct 2, 2022. Recovery took 290 trading sessions.

The current Real Holdings 2025 (Full) drawdown is 4.43%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.86%Dec 28, 2021279Oct 2, 2022290Jul 19, 2023569
-7.44%Sep 15, 202343Oct 27, 202324Nov 20, 202367
-7.34%Jul 17, 202420Aug 5, 202414Aug 19, 202434
-5.43%Apr 1, 202419Apr 19, 202426May 15, 202445
-5.42%May 11, 202113May 23, 202167Jul 29, 202180

Volatility

Volatility Chart

The current Real Holdings 2025 (Full) volatility is 3.21%, 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%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
3.21%
3.71%
Real Holdings 2025 (Full)
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.
SGOVMRKXOMABBVCVXLLYJNJUNHPMPGPEPWMTKOMCDXMR-USDABTTSLAIBMTRX-USDNFLXWFCCATTMOGEBACORCLSHIB-USDJPMDISHDMETACOSTAMDNEAR-USDSOL-USDXRP-USDLINHBAR-USDCRMAMZNXLM-USDNVDAAVAX-USDBRK-BAAPLBNB-USDMADOGE-USDCRO-USDLTC-USDVBCH-USDALGO-USDAVGOCSCONOWLINK-USDQCOMAAVE-USDGSGOOGLADBEGOOGISRGDOT-USDACNTXNETC-USDINTUMSFTBTC-USDETH-USDVET-USDVOO
SGOV1.000.01-0.020.060.010.060.020.030.060.06-0.010.10-0.000.04-0.030.02-0.030.08-0.000.020.010.000.000.07-0.010.070.020.05-0.010.040.060.05-0.02-0.01-0.010.010.010.000.020.04-0.020.06-0.010.030.03-0.020.020.020.000.020.06-0.01-0.010.010.060.050.010.020.050.020.06-0.010.060.02-0.02-0.000.010.02-0.010.03-0.01-0.010.020.05
MRK0.011.000.160.370.160.340.450.300.240.360.330.240.320.250.010.29-0.100.200.020.020.110.120.240.080.120.130.010.140.060.110.030.13-0.040.060.040.020.190.060.010.020.03-0.070.040.280.120.060.180.040.050.040.200.040.04-0.020.150.050.05-0.010.050.120.060.030.070.130.040.100.050.050.070.090.050.060.080.14
XOM-0.020.161.000.180.830.050.120.190.190.060.120.130.160.150.070.060.070.260.060.050.330.500.110.310.380.130.080.330.250.170.070.090.090.070.080.080.220.090.140.050.080.070.040.360.120.090.200.110.080.060.210.080.050.120.260.090.060.170.090.310.080.110.090.110.060.150.190.080.110.030.090.080.100.26
ABBV0.060.370.181.000.180.310.460.320.310.390.350.240.390.300.030.360.020.260.040.030.230.220.290.150.200.130.040.250.120.230.070.170.010.080.050.060.230.070.130.040.060.030.050.330.120.030.220.040.080.030.250.040.070.110.220.100.070.090.090.190.110.130.110.220.050.200.140.050.140.120.050.050.080.24
CVX0.010.160.830.181.000.080.160.210.210.090.140.120.190.180.070.090.070.270.070.050.350.500.130.300.380.150.070.360.250.190.090.110.110.070.070.090.250.090.130.070.080.100.040.370.140.090.190.110.060.080.210.090.070.160.270.080.060.180.080.330.130.140.140.150.060.180.210.080.130.090.080.070.110.29
LLY0.060.340.050.310.081.000.300.290.160.280.230.240.240.200.050.270.080.180.060.170.060.130.210.170.050.270.040.120.090.190.240.280.130.070.050.050.230.080.210.220.050.220.070.220.240.090.200.030.100.080.190.080.090.220.210.210.080.140.080.130.200.210.210.300.080.220.170.090.260.260.070.070.100.31
JNJ0.020.450.120.460.160.301.000.360.350.460.450.300.440.340.030.48-0.010.280.040.020.200.150.330.070.210.140.050.240.160.260.040.230.020.070.050.070.300.060.070.060.07-0.040.050.400.170.070.250.060.080.080.280.060.090.040.310.040.080.080.100.220.130.130.120.210.070.240.170.060.130.140.070.070.080.24
UNH0.030.300.190.320.210.290.361.000.230.360.370.270.350.290.080.280.080.220.070.080.220.160.280.140.210.190.100.240.180.250.050.230.090.120.100.110.300.110.130.090.120.070.100.320.230.110.260.100.110.090.270.100.120.130.270.140.100.130.130.210.170.170.180.220.120.260.180.130.200.190.100.110.130.29
PM0.060.240.190.310.210.160.350.231.000.430.420.290.490.350.090.360.050.310.070.070.280.230.280.200.300.210.060.300.280.250.140.210.050.120.110.100.290.120.110.070.120.050.080.350.190.100.270.090.080.080.280.100.110.100.290.070.100.130.110.290.140.140.140.220.090.270.220.090.140.120.100.090.110.31
PG0.060.360.060.390.090.280.460.360.431.000.620.420.600.420.060.440.020.290.050.100.170.120.330.140.170.200.060.210.160.310.100.330.010.070.070.060.380.100.120.100.070.020.060.360.220.090.300.070.060.070.310.050.080.110.310.080.070.100.080.170.140.170.140.300.080.270.180.070.160.210.070.070.080.28
PEP-0.010.330.120.350.140.230.450.370.420.621.000.410.680.450.080.420.070.250.060.090.170.140.310.120.170.200.040.190.200.320.080.330.040.090.050.080.350.080.160.120.090.030.040.370.260.080.300.060.070.070.300.040.060.140.330.130.060.120.080.180.160.200.170.260.070.270.190.060.240.230.070.070.070.31
WMT0.100.240.130.240.120.240.300.270.290.420.411.000.390.330.070.290.160.290.060.200.170.190.260.220.220.240.060.230.230.360.220.550.110.090.050.060.300.080.190.230.070.140.070.340.250.080.290.080.110.060.280.050.080.200.300.180.080.150.100.210.230.190.240.280.070.270.170.100.250.260.110.090.100.35
KO-0.000.320.160.390.190.240.440.350.490.600.680.391.000.470.090.420.090.320.070.080.250.210.340.210.240.210.060.280.230.300.100.350.040.090.060.090.400.070.180.140.090.050.030.440.270.100.360.080.070.070.360.040.070.140.370.140.070.130.100.250.190.180.190.260.090.290.220.070.200.240.080.070.090.34
MCD0.040.250.150.300.180.200.340.290.350.420.450.330.471.000.090.380.140.310.050.130.270.240.330.240.270.270.090.320.260.360.230.340.160.110.090.100.360.090.230.220.100.150.080.390.300.110.360.130.110.080.380.090.080.210.380.190.100.200.130.290.220.230.230.300.120.310.270.100.270.280.120.100.130.40
XMR-USD-0.030.010.070.030.070.050.030.080.090.060.080.070.090.091.000.110.150.110.500.150.110.110.110.170.110.110.470.120.100.150.180.150.180.450.460.480.120.470.170.170.490.180.470.100.150.520.120.500.510.520.130.530.490.160.130.170.500.160.500.160.160.170.150.160.530.150.160.530.150.170.570.550.550.20
ABT0.020.290.060.360.090.270.480.280.360.440.420.290.420.380.111.000.100.290.110.200.210.160.540.190.270.290.090.290.290.340.250.350.160.140.120.100.370.120.300.220.130.190.120.360.240.130.390.100.110.120.400.110.130.230.380.290.110.230.130.280.250.310.250.470.120.400.290.140.320.300.120.130.130.40
TSLA-0.03-0.100.070.020.070.08-0.010.080.050.020.070.160.090.140.150.101.000.170.160.420.260.230.230.260.270.260.190.260.360.270.350.340.420.190.220.200.210.210.380.410.190.430.240.210.450.210.280.210.210.210.260.180.220.410.240.370.220.400.240.300.410.390.410.350.240.300.430.210.400.410.250.240.230.49
IBM0.080.200.260.260.270.180.280.220.310.290.250.290.320.310.110.290.171.000.080.180.340.400.270.390.390.390.110.400.320.320.230.310.250.150.100.140.360.150.240.210.140.210.110.430.290.130.350.150.130.120.370.110.150.320.440.260.120.320.160.410.260.300.270.280.130.440.350.150.280.300.150.130.160.48
TRX-USD-0.000.020.060.040.070.060.040.070.070.050.060.060.070.050.500.110.160.081.000.160.160.120.110.150.140.090.510.150.150.120.180.130.190.520.520.580.120.560.150.170.590.200.510.130.150.560.120.530.580.580.130.570.560.190.130.200.560.170.540.190.180.150.180.160.600.140.190.590.190.190.590.610.630.20
NFLX0.020.020.050.030.050.170.020.080.070.100.090.200.080.130.150.200.420.180.161.000.180.190.250.240.200.350.160.210.400.290.520.360.420.180.180.180.290.180.470.510.190.470.200.210.440.190.340.190.180.180.310.170.180.430.310.530.160.410.160.270.450.490.440.450.200.380.370.200.460.480.240.200.180.53
WFC0.010.110.330.230.350.060.200.220.280.170.170.170.250.270.110.210.260.340.160.181.000.460.260.440.770.270.140.750.400.320.250.210.240.180.150.180.330.160.250.230.160.250.150.570.260.160.370.200.170.160.380.160.150.270.360.220.160.300.170.650.270.210.270.220.150.300.330.170.300.260.190.170.170.50
CAT0.000.120.500.220.500.130.150.160.230.120.140.190.210.240.110.160.230.400.120.190.461.000.250.510.520.310.130.530.370.380.250.250.290.150.160.170.380.160.260.250.150.300.160.510.240.170.370.200.140.170.340.180.150.350.380.250.170.400.170.540.260.250.270.270.160.340.430.190.290.240.190.180.190.53
TMO0.000.240.110.290.130.210.330.280.280.330.310.260.340.330.110.540.230.270.110.250.260.251.000.210.280.330.110.290.290.390.270.380.270.150.170.150.400.140.330.280.130.290.160.340.330.160.370.120.150.130.360.140.140.330.370.380.140.340.170.350.310.390.310.470.150.440.410.170.410.390.160.170.140.49
GE0.070.080.310.150.300.170.070.140.200.140.120.220.210.240.170.190.260.390.150.240.440.510.211.000.440.350.190.500.410.340.340.290.300.170.170.180.370.210.310.310.190.360.180.440.280.210.360.230.180.220.350.220.180.380.340.300.210.340.220.490.290.280.290.340.200.350.360.240.340.280.230.220.230.52
BAC-0.010.120.380.200.380.050.210.210.300.170.170.220.240.270.110.270.270.390.140.200.770.520.280.441.000.300.150.770.470.360.270.230.240.180.170.180.340.160.250.250.170.250.150.610.250.160.370.210.170.180.360.170.170.260.370.220.160.330.160.690.280.220.280.250.150.320.340.180.320.250.200.180.170.52
ORCL0.070.130.130.130.150.270.140.190.210.200.200.240.210.270.110.290.260.390.090.350.270.310.330.350.301.000.130.340.330.350.390.370.380.120.160.130.360.110.440.420.120.440.160.360.410.110.400.150.130.160.380.140.130.430.410.490.140.380.140.390.420.460.430.460.150.460.370.140.460.520.160.150.140.57
SHIB-USD0.020.010.080.040.070.040.050.100.060.060.040.060.060.090.470.090.190.110.510.160.140.130.110.190.150.131.000.130.190.170.170.160.210.600.600.590.130.620.170.160.630.190.640.120.150.630.130.770.660.620.150.640.650.150.130.160.640.200.620.190.180.160.180.150.690.140.190.680.160.160.690.690.720.22
JPM0.050.140.330.250.360.120.240.240.300.210.190.230.280.320.120.290.260.400.150.210.750.530.290.500.770.340.131.000.430.340.260.240.260.170.160.180.400.170.260.260.180.290.160.650.290.180.410.210.170.180.410.160.160.300.420.230.170.330.180.690.280.260.270.290.160.320.370.190.300.260.180.180.180.54
DIS-0.010.060.250.120.250.090.160.180.280.160.200.230.230.260.100.290.360.320.150.400.400.370.290.410.470.330.190.431.000.370.380.260.300.190.190.200.340.190.380.380.200.320.200.430.340.200.430.210.210.200.410.190.180.320.410.360.190.390.210.490.390.370.390.370.200.420.360.230.400.370.250.230.200.55
HD0.040.110.170.230.190.190.260.250.250.310.320.360.300.360.150.340.270.320.120.290.320.380.390.340.360.350.170.340.371.000.300.470.310.170.170.150.420.160.320.370.160.300.190.400.350.190.420.180.170.170.400.200.170.370.400.360.150.370.190.420.310.380.320.390.180.430.440.180.430.380.210.200.190.56
META0.060.030.070.070.090.240.040.050.140.100.080.220.100.230.180.250.350.230.180.520.250.250.270.340.270.390.170.260.380.301.000.390.480.190.210.160.320.190.480.540.190.520.200.240.440.220.350.180.210.210.340.220.210.490.330.490.220.460.230.310.560.510.560.450.220.400.430.250.460.560.250.240.230.60
COST0.050.130.090.170.110.280.230.230.210.330.330.550.350.340.150.350.340.310.130.360.210.250.380.290.230.370.160.240.260.470.391.000.340.140.160.140.370.170.350.410.150.370.190.310.430.190.370.160.180.160.370.160.170.450.390.400.170.390.180.280.410.430.410.480.190.430.430.200.450.470.200.200.200.56
AMD-0.02-0.040.090.010.110.130.020.090.050.010.040.110.040.160.180.160.420.250.190.420.240.290.270.300.240.380.210.260.300.310.480.341.000.220.230.220.330.210.470.500.230.680.270.230.420.240.310.230.250.270.310.250.250.580.350.480.270.610.280.330.490.530.480.430.250.400.560.280.510.530.260.280.270.58
NEAR-USD-0.010.060.070.080.070.070.070.120.120.070.090.090.090.110.450.140.190.150.520.180.180.150.150.170.180.120.600.170.190.170.190.140.221.000.640.580.160.640.190.190.610.210.670.160.190.620.160.610.610.580.170.610.680.190.140.220.670.190.610.200.210.200.210.190.710.180.200.660.210.180.650.660.700.24
SOL-USD-0.010.040.080.050.070.050.050.100.110.070.050.050.060.090.460.120.220.100.520.180.150.160.170.170.170.160.600.160.190.170.210.160.230.641.000.610.160.640.170.230.620.210.720.140.170.620.160.610.640.590.170.630.660.170.150.210.660.190.630.200.210.220.220.190.710.180.190.660.210.190.690.700.700.25
XRP-USD0.010.020.080.060.090.050.070.110.100.060.080.060.090.100.480.100.200.140.580.180.180.170.150.180.180.130.590.180.200.150.160.140.220.580.611.000.160.660.180.170.820.210.630.170.160.620.140.650.630.680.160.670.670.190.190.200.650.220.620.210.190.190.190.160.690.190.220.680.200.170.680.690.700.25
LIN0.010.190.220.230.250.230.300.300.290.380.350.300.400.360.120.370.210.360.120.290.330.380.400.370.340.360.130.400.340.420.320.370.330.160.160.161.000.160.340.300.170.310.160.460.360.190.440.170.160.170.430.150.150.360.430.380.170.360.180.400.350.390.360.440.170.510.420.170.430.400.190.180.180.56
HBAR-USD0.000.060.090.070.090.080.060.110.120.100.080.080.070.090.470.120.210.150.560.180.160.160.140.210.160.110.620.170.190.160.190.170.210.640.640.660.161.000.150.180.680.220.650.170.160.650.140.620.660.640.180.640.720.170.140.190.670.190.630.210.190.190.190.190.710.160.180.670.200.180.670.680.740.24
CRM0.020.010.140.130.130.210.070.130.110.120.160.190.180.230.170.300.380.240.150.470.250.260.330.310.250.440.170.260.380.320.480.350.470.190.170.180.340.151.000.520.180.510.200.270.430.180.400.200.220.210.390.190.170.470.410.660.190.460.200.350.480.610.480.470.220.500.420.220.590.550.240.230.210.59
AMZN0.040.020.050.040.070.220.060.090.070.100.120.230.140.220.170.220.410.210.170.510.230.250.280.310.250.420.160.260.380.370.540.410.500.190.230.170.300.180.521.000.160.530.220.250.510.190.370.210.190.210.340.200.200.480.390.590.200.480.240.330.640.560.630.470.220.450.420.220.540.630.240.240.220.63
XLM-USD-0.020.030.080.060.080.050.070.120.120.070.090.070.090.100.490.130.190.140.590.190.160.150.130.190.170.120.630.180.200.160.190.150.230.610.620.820.170.680.180.161.000.200.640.140.170.640.130.660.650.660.150.700.700.170.170.190.670.200.620.210.180.180.180.160.720.190.220.690.200.160.680.690.730.24
NVDA0.06-0.070.070.030.100.22-0.040.070.050.020.030.140.050.150.180.190.430.210.200.470.250.300.290.360.250.440.190.290.320.300.520.370.680.210.210.210.310.220.510.530.201.000.240.230.460.230.300.220.230.260.300.250.240.630.360.560.250.590.270.360.500.540.490.470.240.430.520.260.530.590.260.280.250.63
AVAX-USD-0.010.040.040.050.040.070.050.100.080.060.040.070.030.080.470.120.240.110.510.200.150.160.160.180.150.160.640.160.200.190.200.190.270.670.720.630.160.650.200.220.640.241.000.130.170.650.130.650.660.620.160.650.690.200.140.250.700.220.670.180.220.230.210.210.740.180.210.680.230.200.680.700.750.25
BRK-B0.030.280.360.330.370.220.400.320.350.360.370.340.440.390.100.360.210.430.130.210.570.510.340.440.610.360.120.650.430.400.240.310.230.160.140.170.460.170.270.250.140.230.131.000.360.180.490.190.150.170.480.160.140.260.440.220.150.290.150.580.330.290.340.330.160.410.350.170.320.300.170.170.170.55
AAPL0.030.120.120.120.140.240.170.230.190.220.260.250.270.300.150.240.450.290.150.440.260.240.330.280.250.410.150.290.340.350.440.430.420.190.170.160.360.160.430.510.170.460.170.361.000.170.380.180.170.190.390.160.170.480.430.460.190.500.200.320.560.500.570.480.200.440.480.190.490.620.190.180.180.67
BNB-USD-0.020.060.090.030.090.090.070.110.100.090.080.080.100.110.520.130.210.130.560.190.160.170.160.210.160.110.630.180.200.190.220.190.240.620.620.620.190.650.180.190.640.230.650.180.171.000.150.650.660.640.170.670.670.210.150.220.650.200.650.220.190.190.190.200.710.200.230.690.210.170.720.740.730.26
MA0.020.180.200.220.190.200.250.260.270.300.300.290.360.360.120.390.280.350.120.340.370.370.370.360.370.400.130.410.430.420.350.370.310.160.160.140.440.140.400.370.130.300.130.490.380.151.000.180.170.170.800.140.150.360.410.400.160.370.170.440.420.440.430.450.170.480.400.170.470.430.180.180.160.57
DOGE-USD0.020.040.110.040.110.030.060.100.090.070.060.080.080.130.500.100.210.150.530.190.200.200.120.230.210.150.770.210.210.180.180.160.230.610.610.650.170.620.200.210.660.220.650.190.180.650.181.000.650.640.190.690.660.170.160.210.640.210.600.250.200.190.190.180.700.190.220.690.200.190.720.690.710.26
CRO-USD0.000.050.080.080.060.100.080.110.080.060.070.110.070.110.510.110.210.130.580.180.170.140.150.180.170.130.660.170.210.170.210.180.250.610.640.630.160.660.220.190.650.230.660.150.170.660.170.651.000.640.190.670.690.230.150.220.670.220.640.220.210.190.210.180.710.190.210.710.230.190.750.730.740.26
LTC-USD0.020.040.060.030.080.080.080.090.080.070.070.060.070.080.520.120.210.120.580.180.160.170.130.220.180.160.620.180.200.170.210.160.270.580.590.680.170.640.210.210.660.260.620.170.190.640.170.640.641.000.190.740.660.230.170.220.680.270.650.220.220.210.210.200.710.180.250.730.230.220.690.730.710.27
V0.060.200.210.250.210.190.280.270.280.310.300.280.360.380.130.400.260.370.130.310.380.340.360.350.360.380.150.410.410.400.340.370.310.170.170.160.430.180.390.340.150.300.160.480.390.170.800.190.190.191.000.160.190.350.400.370.170.350.200.410.400.450.410.420.190.460.390.190.430.430.210.200.190.56
BCH-USD-0.010.040.080.040.090.080.060.100.100.050.040.050.040.090.530.110.180.110.570.170.160.180.140.220.170.140.640.160.190.200.220.160.250.610.630.670.150.640.190.200.700.250.650.160.160.670.140.690.670.740.161.000.660.220.160.200.700.230.650.220.210.200.210.190.720.180.240.780.240.190.740.750.740.27
ALGO-USD-0.010.040.050.070.070.090.090.120.110.080.060.080.070.080.490.130.220.150.560.180.150.150.140.180.170.130.650.160.180.170.210.170.250.680.660.670.150.720.170.200.700.240.690.140.170.670.150.660.690.660.190.661.000.210.160.210.710.230.660.220.210.210.210.180.750.170.220.690.200.190.680.710.780.26
AVGO0.01-0.020.120.110.160.220.040.130.100.110.140.200.140.210.160.230.410.320.190.430.270.350.330.380.260.430.150.300.320.370.490.450.580.190.170.190.360.170.470.480.170.630.200.260.480.210.360.170.230.230.350.220.211.000.440.520.230.630.240.380.480.530.470.490.220.490.600.240.510.580.230.240.220.65
CSCO0.060.150.260.220.270.210.310.270.290.310.330.300.370.380.130.380.240.440.130.310.360.380.370.340.370.410.130.420.410.400.330.390.350.140.150.190.430.140.410.390.170.360.140.440.430.150.410.160.150.170.400.160.160.441.000.430.140.420.190.400.430.440.430.440.160.530.470.160.440.440.180.170.170.61
NOW0.050.050.090.100.080.210.040.140.070.080.130.180.140.190.170.290.370.260.200.530.220.250.380.300.220.490.160.230.360.360.490.400.480.220.210.200.380.190.660.590.190.560.250.220.460.220.400.210.220.220.370.200.210.520.431.000.220.490.220.320.510.660.510.540.230.560.450.230.630.630.250.240.230.62
LINK-USD0.010.050.060.070.060.080.080.100.100.070.060.080.070.100.500.110.220.120.560.160.160.170.140.210.160.140.640.170.190.150.220.170.270.670.660.650.170.670.190.200.670.250.700.150.190.650.160.640.670.680.170.700.710.230.140.221.000.210.700.230.220.200.220.190.770.180.220.730.210.210.690.750.780.26
QCOM0.02-0.010.170.090.180.140.080.130.130.100.120.150.130.200.160.230.400.320.170.410.300.400.340.340.330.380.200.330.390.370.460.390.610.190.190.220.360.190.460.480.200.590.220.290.500.200.370.210.220.270.350.230.230.630.420.490.211.000.250.410.470.500.460.440.230.430.680.260.500.540.250.260.250.68
AAVE-USD0.050.050.090.090.080.080.100.130.110.080.080.100.100.130.500.130.240.160.540.160.170.170.170.220.160.140.620.180.210.190.230.180.280.610.630.620.180.630.200.240.620.270.670.150.200.650.170.600.640.650.200.650.660.240.190.220.700.251.000.230.240.200.240.210.730.190.230.720.220.230.660.750.730.28
GS0.020.120.310.190.330.130.220.210.290.170.180.210.250.290.160.280.300.410.190.270.650.540.350.490.690.390.190.690.490.420.310.280.330.200.200.210.400.210.350.330.210.360.180.580.320.220.440.250.220.220.410.220.220.380.400.320.230.410.231.000.350.330.350.360.210.400.420.240.390.330.260.250.230.61
GOOGL0.060.060.080.110.130.200.130.170.140.140.160.230.190.220.160.250.410.260.180.450.270.260.310.290.280.420.180.280.390.310.560.410.490.210.210.190.350.190.480.640.180.500.220.330.560.190.420.200.210.220.400.210.210.480.430.510.220.470.240.351.000.550.980.470.230.470.470.240.540.670.250.260.230.65
ADBE-0.010.030.110.130.140.210.130.170.140.170.200.190.180.230.170.310.390.300.150.490.210.250.390.280.220.460.160.260.370.380.510.430.530.200.220.190.390.190.610.560.180.540.230.290.500.190.440.190.190.210.450.200.210.530.440.660.200.500.200.330.551.000.550.500.220.570.490.220.630.650.240.230.210.63
GOOG0.060.070.090.110.140.210.120.180.140.140.170.240.190.230.150.250.410.270.180.440.270.270.310.290.280.430.180.270.390.320.560.410.480.210.220.190.360.190.480.630.180.490.210.340.570.190.430.190.210.210.410.210.210.470.430.510.220.460.240.350.980.551.000.480.230.480.460.240.540.670.250.250.230.66
ISRG0.020.130.110.220.150.300.210.220.220.300.260.280.260.300.160.470.350.280.160.450.220.270.470.340.250.460.150.290.370.390.450.480.430.190.190.160.440.190.470.470.160.470.210.330.480.200.450.180.180.200.420.190.180.490.440.540.190.440.210.360.470.500.481.000.190.530.500.210.530.560.210.220.210.65
DOT-USD-0.020.040.060.050.060.080.070.120.090.080.070.070.090.120.530.120.240.130.600.200.150.160.150.200.150.150.690.160.200.180.220.190.250.710.710.690.170.710.220.220.720.240.740.160.200.710.170.700.710.710.190.720.750.220.160.230.770.230.730.210.230.220.230.191.000.190.220.750.230.220.730.770.810.27
ACN-0.000.100.150.200.180.220.240.260.270.270.270.270.290.310.150.400.300.440.140.380.300.340.440.350.320.460.140.320.420.430.400.430.400.180.180.190.510.160.500.450.190.430.180.410.440.200.480.190.190.180.460.180.170.490.530.560.180.430.190.400.470.570.480.530.191.000.490.200.560.540.230.190.190.65
TXN0.010.050.190.140.210.170.170.180.220.180.190.170.220.270.160.290.430.350.190.370.330.430.410.360.340.370.190.370.360.440.430.430.560.200.190.220.420.180.420.420.220.520.210.350.480.230.400.220.210.250.390.240.220.600.470.450.220.680.230.420.470.490.460.500.220.491.000.250.500.510.260.270.240.67
ETC-USD0.020.050.080.050.080.090.060.130.090.070.060.100.070.100.530.140.210.150.590.200.170.190.170.240.180.140.680.190.230.180.250.200.280.660.660.680.170.670.220.220.690.260.680.170.190.690.170.690.710.730.190.780.690.240.160.230.730.260.720.240.240.220.240.210.750.200.251.000.230.220.740.830.780.29
INTU-0.010.070.110.140.130.260.130.200.140.160.240.250.200.270.150.320.400.280.190.460.300.290.410.340.320.460.160.300.400.430.460.450.510.210.210.200.430.200.590.540.200.530.230.320.490.210.470.200.230.230.430.240.200.510.440.630.210.500.220.390.540.630.540.530.230.560.500.231.000.600.250.230.220.67
MSFT0.030.090.030.120.090.260.140.190.120.210.230.260.240.280.170.300.410.300.190.480.260.240.390.280.250.520.160.260.370.380.560.470.530.180.190.170.400.180.550.630.160.590.200.300.620.170.430.190.190.220.430.190.190.580.440.630.210.540.230.330.670.650.670.560.220.540.510.220.601.000.220.220.200.72
BTC-USD-0.010.050.090.050.080.070.070.100.100.070.070.110.080.120.570.120.250.150.590.240.190.190.160.230.200.160.690.180.250.210.250.200.260.650.690.680.190.670.240.240.680.260.680.170.190.720.180.720.750.690.210.740.680.230.180.250.690.250.660.260.250.240.250.210.730.230.260.740.250.221.000.820.760.30
ETH-USD-0.010.060.080.050.070.070.070.110.090.070.070.090.070.100.550.130.240.130.610.200.170.180.170.220.180.150.690.180.230.200.240.200.280.660.700.690.180.680.230.240.690.280.700.170.180.740.180.690.730.730.200.750.710.240.170.240.750.260.750.250.260.230.250.220.770.190.270.830.230.220.821.000.770.29
VET-USD0.020.080.100.080.110.100.080.130.110.080.070.100.090.130.550.130.230.160.630.180.170.190.140.230.170.140.720.180.200.190.230.200.270.700.700.700.180.740.210.220.730.250.750.170.180.730.160.710.740.710.190.740.780.220.170.230.780.250.730.230.230.210.230.210.810.190.240.780.220.200.760.771.000.29
VOO0.050.140.260.240.290.310.240.290.310.280.310.350.340.400.200.400.490.480.200.530.500.530.490.520.520.570.220.540.550.560.600.560.580.240.250.250.560.240.590.630.240.630.250.550.670.260.570.260.260.270.560.270.260.650.610.620.260.680.280.610.650.630.660.650.270.650.670.290.670.720.300.290.291.00
The correlation results are calculated based on daily price changes starting from May 11, 2021
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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

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