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100
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

100

Last updated Apr 18, 2025

Asset Allocation

THC 1.72%WMT 1.72%NEM 1.72%PM 1.72%DGX 1.72%TMUS 1.72%VTR 1.72%AVB 1.72%T 1.72%TPB 1.72%FYBR 1.72%PSA 1.72%IRT 1.72%CPT 1.72%MPLX 1.72%FI 1.72%REXR 1.72%CUBE 1.72%EXR 1.72%UHS 1.72%TKO 1.72%MTCH 1.72%FAF 1.72%HCA 1.72%CLX 1.72%K 1.72%FR 1.72%AMH 1.72%EGP 1.72%NSA 1.72%COST 1.72%PEP 1.72%TTD 1.72%PLNT 1.72%ADBE 1.72%ROKU 1.72%TJX 1.72%MELI 1.72%UHAL 1.72%AXP 1.72%RCL 1.72%LIN 1.72%EAT 1.72%CHWY 1.72%ACHC 1.72%DKNG 1.72%STKL 1.72%ILMN 1.72%RH 1.72%FLTR.L 1.72%MSTR 1.72%COIN 1.72%MA 1.72%PDD 1.72%PCT 1.72%WYNN 1.72%CCL 1.72%MLCO 1.72%EquityEquity
PositionCategory/SectorTarget Weight
ACHC
Acadia Healthcare Company, Inc.		Healthcare
1.72%
ADBE
Adobe Inc		Technology
1.72%
AMH
American Homes 4 Rent		Real Estate
1.72%
AVB
AvalonBay Communities, Inc.		Real Estate
1.72%
AXP
American Express Company		Financial Services
1.72%
CCL
Carnival Corporation & Plc		Consumer Cyclical
1.72%
CHWY
Chewy, Inc.		Consumer Cyclical
1.72%
CLX
The Clorox Company		Consumer Defensive
1.72%
COIN
Coinbase Global, Inc.		Technology
1.72%
COST
Costco Wholesale Corporation		Consumer Defensive
1.72%
CPT
Camden Property Trust		Real Estate
1.72%
CUBE
CubeSmart		Real Estate
1.72%
DGX
Quest Diagnostics Incorporated		Healthcare
1.72%
DKNG
DraftKings Inc.		Consumer Cyclical
1.72%
EAT
Brinker International, Inc.		Consumer Cyclical
1.72%
EGP
EastGroup Properties, Inc.		Real Estate
1.72%
EXR
Extra Space Storage Inc.		Real Estate
1.72%
FAF
First American Financial Corporation		Financial Services
1.72%
FI
Fiserv Inc.		Technology
1.72%
FLTR.L
1.72%
FR
1.72%
FYBR
1.72%
HCA
1.72%
ILMN
1.72%
IRT
1.72%
K
1.72%
LIN
1.72%
MA
1.72%
MELI
1.72%
MLCO
1.72%
MPLX
1.72%
MSTR
1.72%
MTCH
1.72%
NEM
1.72%
NSA
1.72%
PCT
1.72%
PDD
1.72%
PEP
1.72%
PLNT
1.72%
PM
1.72%
PSA
1.72%
RCL
1.72%
REXR
1.72%
RH
1.72%
ROKU
1.72%
STKL
1.72%
T
1.72%
THC
1.72%
TJX
1.72%
TKO
1.72%
TMUS
1.72%
TPB
1.72%
TTD
1.72%
UHAL
1.72%
UHS
1.72%
VTR
1.72%
WMT
1.72%
WYNN
1.72%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 100, 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.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
47.03%
18.40%
100
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-5.91%-9.57%5.19%12.98%9.68%
100-3.58%-1.17%-0.01%31.37%N/AN/A
Portfolio components:
THC
-3.50%-2.81%-24.67%26.89%N/AN/A
WMT
3.46%9.21%15.82%58.05%N/AN/A
NEM
48.86%15.21%-1.35%46.12%N/AN/A
PM
36.81%7.03%38.57%88.27%N/AN/A
DGX
Quest Diagnostics Incorporated		9.64%-4.55%11.04%31.61%13.79%10.25%
TMUS
19.11%0.50%18.88%65.99%N/AN/A
VTR
16.16%-0.38%7.13%65.85%N/AN/A
AVB
AvalonBay Communities, Inc.		-6.79%-3.28%-8.35%16.02%7.25%5.34%
T
22.06%3.11%27.90%77.24%N/AN/A
TPB
-3.72%0.97%34.11%118.76%N/AN/A
FYBR
4.06%0.95%0.73%58.73%N/AN/A
PSA
-0.16%-0.83%-12.63%17.52%N/AN/A
IRT
-2.74%-7.27%-1.45%27.11%N/AN/A
CPT
Camden Property Trust		-2.40%-5.30%-4.25%22.01%8.59%8.11%
MPLX
7.64%-7.13%18.65%37.01%N/AN/A
FI
Fiserv Inc.		1.58%-3.82%6.60%41.85%15.74%19.93%
REXR
-14.82%-19.11%-25.91%-19.78%N/AN/A
CUBE
CubeSmart		-5.37%-5.30%-18.74%-1.91%13.78%9.75%
EXR
Extra Space Storage Inc.		-4.56%-4.56%-15.16%8.07%12.77%11.87%
UHS
-2.46%-0.87%-25.19%9.67%N/AN/A
TKO
5.29%2.58%16.87%55.34%N/AN/A
MTCH
-10.22%-5.79%-22.78%-9.02%N/AN/A
FAF
First American Financial Corporation		-4.40%-8.88%-10.48%11.40%9.51%8.49%
HCA
11.87%1.47%-17.22%8.57%N/AN/A
CLX
The Clorox Company		-13.27%-3.52%-12.71%1.42%-3.56%5.37%
K
2.43%0.02%3.09%51.44%N/AN/A
FR
-4.35%-13.08%-11.68%0.84%N/AN/A
AMH
American Homes 4 Rent		-0.64%1.96%-1.76%9.52%10.39%9.65%
EGP
EastGroup Properties, Inc.		0.43%-10.27%-10.67%1.88%11.31%13.68%
NSA
-1.50%-3.34%-15.36%8.37%N/AN/A
COST
Costco Wholesale Corporation		8.66%10.74%12.61%39.82%27.81%23.33%
PEP
-5.23%-4.13%-16.80%-12.92%N/AN/A
TTD
-57.24%-6.21%-57.27%-37.28%N/AN/A
PLNT
-5.12%-4.97%19.12%58.06%N/AN/A
ADBE
Adobe Inc		-21.56%-10.88%-29.79%-26.48%0.27%16.82%
ROKU
-21.36%-13.21%-24.03%1.51%N/AN/A
TJX
5.96%10.72%9.30%38.88%N/AN/A
MELI
23.46%4.82%1.62%50.18%N/AN/A
UHAL
-12.29%-5.65%-16.46%-3.63%N/AN/A
AXP
American Express Company		-14.84%-4.03%-11.56%16.76%25.22%14.21%
RCL
-16.18%-5.26%-3.68%51.80%N/AN/A
LIN
8.35%-1.86%-6.39%2.47%N/AN/A
EAT
Brinker International, Inc.		16.00%14.98%71.84%248.20%57.56%11.90%
CHWY
Chewy, Inc.		5.23%10.16%20.19%113.06%-4.26%N/A
ACHC
Acadia Healthcare Company, Inc.		-39.70%-17.95%-59.69%-65.96%0.14%-10.41%
DKNG
DraftKings Inc.		-9.65%-8.94%-10.73%-20.37%N/AN/A
STKL
-49.35%-27.78%-36.38%-33.67%N/AN/A
ILMN
-46.72%-16.39%-50.39%-38.12%N/AN/A
RH
-59.06%-27.37%-53.71%-33.89%N/AN/A
FLTR.L
-11.72%-3.68%-1.08%24.59%N/AN/A
MSTR
9.52%12.01%64.00%166.99%N/AN/A
COIN
Coinbase Global, Inc.		-29.51%-3.37%-14.29%-18.13%N/AN/A
MA
-1.45%-2.27%1.01%13.09%N/AN/A
PDD
-3.40%-26.11%-24.22%-17.40%N/AN/A
PCT
-41.56%-22.21%-39.98%16.54%N/AN/A
WYNN
-12.98%-12.48%-23.28%-22.43%N/AN/A
CCL
Carnival Corporation & Plc		-27.81%-10.59%-15.97%27.41%7.47%-7.67%
MLCO
-16.41%-15.83%-31.25%-24.37%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 100, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.20%-4.17%-4.68%-2.44%-3.58%
2024-2.82%5.34%7.19%-7.53%7.99%1.40%4.47%4.32%6.03%1.92%13.33%-8.48%35.71%
2023-5.93%-3.70%12.65%10.11%12.36%

Expense Ratio

100 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, 100 is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 100 is 8585
Overall Rank
The Sharpe Ratio Rank of 100 is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of 100 is 8686
Sortino Ratio Rank
The Omega Ratio Rank of 100 is 8787
Omega Ratio Rank
The Calmar Ratio Rank of 100 is 8383
Calmar Ratio Rank
The Martin Ratio Rank of 100 is 8282
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 Portfolio, currently valued at 1.26, compared to the broader market-4.00-2.000.002.00
Portfolio: 1.26
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.86, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.86
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.24, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.24
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 1.39, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 1.39
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 5.58, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 5.58
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
THC
0.591.171.150.861.71
WMT
2.293.131.442.589.02
NEM
0.841.241.180.811.63
PM
3.194.381.687.0621.33
DGX
Quest Diagnostics Incorporated		1.111.781.222.536.34
TMUS
2.673.231.504.2913.00
VTR
2.793.761.524.4812.14
AVB
AvalonBay Communities, Inc.		0.460.781.100.491.67
T
3.263.911.598.4626.14
TPB
3.254.011.564.8914.69
FYBR
1.353.441.605.098.33
PSA
0.811.251.150.741.71
IRT
1.131.561.211.484.24
CPT
Camden Property Trust		0.851.281.161.263.38
MPLX
1.632.231.312.118.45
FI
Fiserv Inc.		1.512.041.302.047.12
REXR
-0.73-0.870.89-0.51-1.30
CUBE
CubeSmart		0.000.171.020.000.00
EXR
Extra Space Storage Inc.		0.390.701.090.340.87
UHS
0.200.491.070.200.39
TKO
1.852.441.352.637.83
MTCH
-0.190.011.00-0.19-0.60
FAF
First American Financial Corporation		0.570.931.120.721.87
HCA
0.270.531.070.260.49
CLX
The Clorox Company		-0.14-0.040.99-0.15-0.36
K
1.995.851.924.8515.38
FR
0.270.521.070.261.02
AMH
American Homes 4 Rent		0.290.551.070.320.73
EGP
EastGroup Properties, Inc.		0.260.531.070.270.77
NSA
0.380.721.090.330.72
COST
Costco Wholesale Corporation		1.772.371.322.216.85
PEP
-0.88-1.140.86-0.79-1.46
TTD
-0.68-0.680.89-0.59-1.58
PLNT
1.852.651.342.619.91
ADBE
Adobe Inc		-0.72-0.840.87-0.57-1.41
ROKU
-0.110.261.03-0.13-0.51
TJX
1.832.741.353.0910.00
MELI
1.351.881.262.385.89
UHAL
-0.25-0.180.98-0.27-0.70
AXP
American Express Company		0.230.541.080.250.91
RCL
0.951.521.221.183.85
LIN
0.170.361.050.210.53
EAT
Brinker International, Inc.		4.394.131.577.3320.30
CHWY
Chewy, Inc.		2.273.311.383.2111.67
ACHC
Acadia Healthcare Company, Inc.		-1.26-2.140.68-0.93-1.72
DKNG
DraftKings Inc.		-0.37-0.240.97-0.45-0.92
STKL
-0.80-1.100.86-0.77-2.23
ILMN
-0.95-1.370.84-0.72-1.83
RH
-0.42-0.110.98-0.50-1.53
FLTR.L
0.651.161.150.742.29
MSTR
1.522.361.273.136.56
COIN
Coinbase Global, Inc.		-0.260.171.02-0.39-0.83
MA
0.610.951.140.753.26
PDD
-0.44-0.280.96-0.58-1.00
PCT
0.201.151.130.310.73
WYNN
-0.56-0.650.92-0.57-1.30
CCL
Carnival Corporation & Plc		0.380.881.120.441.29
MLCO
-0.47-0.440.95-0.41-0.77

The current 100 Sharpe ratio is 1.12. 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 0.21 to 0.77, 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 100 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.26
0.24
100
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

100 provided a 1.59% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.59%1.52%1.73%1.67%1.26%1.64%1.79%2.07%1.78%2.12%1.84%1.61%
Portfolio components:
THC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMT
0.92%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
NEM
1.82%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%1.19%
PM
3.28%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
DGX
Quest Diagnostics Incorporated		1.86%1.96%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%
TMUS
1.17%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTR
2.69%3.06%3.61%4.00%3.52%4.37%5.49%5.40%5.19%4.74%5.04%4.14%
AVB
AvalonBay Communities, Inc.		3.37%3.09%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%2.84%
T
4.09%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%
TPB
0.49%0.47%0.99%1.11%0.58%0.45%0.63%0.61%0.19%0.00%0.00%0.00%
FYBR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSA
4.05%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%
IRT
3.34%3.23%4.05%3.20%1.86%4.02%5.11%7.84%7.14%8.07%9.59%7.73%
CPT
Camden Property Trust		3.69%3.55%4.03%3.36%1.86%3.32%3.02%3.50%3.26%8.62%3.65%3.58%
MPLX
7.15%7.33%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%
FI
Fiserv Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.06%5.08%7.87%7.61%
REXR
5.17%4.32%2.71%2.31%1.18%1.75%1.62%2.17%1.99%2.33%3.12%3.06%
CUBE
CubeSmart		5.21%3.57%4.27%4.42%2.55%3.96%4.10%4.25%3.84%3.36%2.25%2.49%
EXR
Extra Space Storage Inc.		4.59%4.33%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%3.09%
UHS
0.46%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%
TKO
0.25%0.00%4.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MTCH
1.31%0.00%0.00%0.00%0.00%0.00%0.00%4.68%0.00%0.00%0.00%0.00%
FAF
First American Financial Corporation		3.63%3.43%3.26%3.94%2.48%3.45%2.88%3.58%2.57%3.28%2.79%2.48%
HCA
0.81%0.88%0.89%0.93%0.75%0.47%1.08%1.12%0.00%0.00%0.00%0.00%
CLX
The Clorox Company		3.48%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%
K
2.76%2.79%3.99%3.28%3.59%3.66%3.27%3.86%3.12%2.77%2.74%2.90%
FR
3.27%2.95%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%
AMH
American Homes 4 Rent		2.93%2.78%2.45%2.39%0.92%0.67%0.76%1.01%0.92%0.95%1.20%1.17%
EGP
EastGroup Properties, Inc.		3.42%3.33%2.75%3.17%1.57%2.23%2.22%2.97%2.85%3.30%5.23%3.51%
NSA
6.15%5.94%5.38%5.95%2.30%3.75%3.78%4.38%3.82%3.99%3.15%0.00%
COST
Costco Wholesale Corporation		0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
PEP
3.79%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
TTD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PLNT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%13.83%0.00%0.00%
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%
ROKU
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TJX
1.18%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%
MELI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
UHAL
0.00%0.00%0.00%0.17%0.21%0.55%0.40%0.61%0.66%0.54%1.28%0.35%
AXP
American Express Company		1.16%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
RCL
0.88%0.41%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%1.33%
LIN
1.25%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
EAT
Brinker International, Inc.		0.00%0.00%0.00%0.00%0.00%0.67%3.62%3.46%3.71%2.67%2.50%1.77%
CHWY
Chewy, 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%
ACHC
Acadia Healthcare Company, 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%
DKNG
DraftKings 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%
STKL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILMN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR.L
0.00%0.00%0.00%0.00%0.00%0.88%2.17%3.16%2.02%1.81%1.64%2.54%
MSTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COIN
Coinbase Global, 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%
MA
0.55%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
PDD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PCT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WYNN
1.34%1.16%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.20%
CCL
Carnival Corporation & Plc		0.00%0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%
MLCO
0.00%0.00%0.00%0.00%0.00%0.89%2.65%3.18%5.79%4.55%0.69%2.45%

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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.40%
-14.02%
100
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 100. 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 100 was 20.11%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current 100 drawdown is 13.22%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.11%Dec 5, 202487Apr 8, 2025———
-11.54%Sep 15, 202331Oct 27, 202322Nov 28, 202353
-9.53%Mar 28, 202415Apr 18, 202422May 20, 202437
-5.71%Dec 29, 202313Jan 17, 202429Feb 27, 202442
-5.42%Jul 17, 202414Aug 5, 20248Aug 15, 202422

Volatility

Volatility Chart

The current 100 volatility is 12.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.85%
13.60%
100
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.
PDDKTTKOFLTR.LMLCOCLXWMTACHCTMUSMSTRPEPSTKLFYBRMELIADBEDGXPMPCTNEMCHWYMPLXCOSTTTDEATDKNGCOINPLNTHCAILMNTPBROKUWYNNMTCHRCLLINTHCUHSCCLTJXMAVTRAXPRHAMHFINSAPSACUBEFAFUHALEXRCPTREXRAVBFRIRTEGP
PDD1.00-0.11-0.030.150.200.37-0.010.010.02-0.030.15-0.010.080.020.240.160.130.020.050.150.140.150.060.210.000.170.190.120.070.130.110.170.330.230.100.140.130.080.080.060.130.060.070.200.060.110.060.090.090.120.210.140.060.200.040.140.060.16
K-0.111.000.280.030.010.100.340.120.120.210.020.460.180.11-0.01-0.060.250.300.100.100.070.170.050.020.130.010.010.070.110.140.160.060.060.080.080.170.080.130.060.150.190.240.120.110.190.160.200.230.190.200.110.140.230.180.250.220.220.21
T-0.030.281.000.100.050.020.280.170.040.370.030.290.140.220.060.000.290.380.060.200.020.22-0.01-0.030.11-0.040.010.090.200.010.170.060.070.180.060.180.090.130.070.100.220.310.140.080.220.180.290.250.240.260.140.210.240.210.260.210.290.22
TKO0.150.030.101.000.170.15-0.010.080.040.030.13-0.010.170.120.230.190.060.170.180.150.220.130.130.260.250.260.210.180.090.120.190.230.180.180.230.150.140.150.260.190.230.100.270.220.120.200.090.090.120.180.210.160.140.160.110.200.150.21
FLTR.L0.200.010.050.171.000.26-0.010.10-0.000.070.160.010.150.120.280.17-0.010.040.160.210.180.170.180.210.150.360.220.220.070.120.170.230.280.170.260.170.110.070.280.210.230.130.310.230.150.180.130.150.150.230.200.140.150.220.150.220.160.22
MLCO0.370.100.020.150.261.000.070.060.100.010.230.090.160.200.140.110.130.110.180.150.220.160.090.240.160.250.160.230.150.230.140.300.590.280.220.130.250.210.220.200.110.170.170.270.130.090.180.170.180.180.300.220.140.210.130.190.150.19
CLX-0.010.340.28-0.01-0.010.071.000.270.140.250.000.480.240.120.070.090.290.340.040.100.060.100.18-0.020.080.120.030.180.230.130.240.100.120.140.050.290.160.230.100.260.280.250.170.130.280.250.260.300.270.240.160.250.270.220.290.230.260.27
WMT0.010.120.170.080.100.060.271.000.170.220.160.290.150.010.110.130.190.220.040.200.230.190.550.150.160.180.160.230.140.110.210.160.070.130.180.300.190.190.170.370.320.220.220.160.260.310.210.200.170.170.190.190.240.190.290.220.240.23
ACHC0.020.120.040.04-0.000.100.140.171.000.130.080.200.200.190.110.200.250.100.120.110.130.140.190.230.220.130.140.180.410.260.130.170.180.260.160.290.350.460.190.270.180.200.180.240.230.210.220.240.230.200.270.250.220.260.270.210.230.22
TMUS-0.030.210.370.030.070.010.250.220.131.000.060.390.210.100.120.190.350.320.060.090.090.190.240.060.180.030.080.150.220.070.150.050.050.110.200.380.140.210.130.290.310.320.200.110.310.320.260.270.250.250.180.260.340.240.320.260.320.26
MSTR0.150.020.030.130.160.230.000.160.080.061.00-0.030.200.210.230.220.100.060.310.180.270.220.230.350.280.310.710.190.000.190.230.360.280.190.340.150.140.070.370.170.130.090.300.330.160.290.100.090.080.230.240.150.190.220.200.190.260.23
PEP-0.010.460.29-0.010.010.090.480.290.200.39-0.031.000.240.040.050.120.390.42-0.010.10-0.020.160.18-0.000.08-0.01-0.080.080.270.150.16-0.010.140.150.000.320.170.250.000.260.290.320.100.110.290.260.330.380.330.290.210.300.340.250.350.280.280.31
STKL0.080.180.140.170.150.160.240.150.200.210.200.241.000.200.220.160.200.170.180.150.210.220.190.180.270.200.160.280.130.240.280.240.210.210.270.230.210.180.270.260.220.150.300.300.150.250.160.130.150.260.220.190.160.220.170.220.170.22
FYBR0.020.110.220.120.120.200.120.010.190.100.210.040.201.000.110.190.140.190.250.220.160.170.150.190.230.130.190.200.210.230.240.230.270.230.200.140.240.240.220.130.150.270.250.280.190.200.290.240.280.320.300.300.260.340.290.300.300.28
MELI0.24-0.010.060.230.280.140.070.110.110.120.230.050.220.111.000.320.040.120.160.210.240.200.330.320.200.330.280.220.110.140.230.310.210.190.370.210.210.150.330.260.350.190.300.300.190.340.120.160.140.250.240.170.170.240.120.260.180.27
ADBE0.16-0.060.000.190.170.110.090.130.200.190.220.120.160.190.321.000.070.110.160.090.200.170.370.370.210.330.270.190.120.260.250.310.270.270.270.290.190.180.250.320.370.130.310.240.230.330.150.150.130.150.300.170.160.200.170.200.180.25
DGX0.130.250.290.06-0.010.130.290.190.250.350.100.390.200.140.040.071.000.320.080.190.130.200.140.020.120.040.050.210.300.200.210.100.170.160.100.350.210.310.100.230.230.340.170.150.250.270.290.350.320.310.270.320.320.310.340.290.290.34
PM0.020.300.380.170.040.110.340.220.100.320.060.420.170.190.120.110.321.000.070.220.110.160.200.040.190.080.060.060.260.120.380.100.150.170.140.250.210.240.160.260.250.380.170.150.240.230.300.360.320.300.230.310.330.270.330.320.290.31
PCT0.050.100.060.180.160.180.040.040.120.060.31-0.010.180.250.160.160.080.071.000.240.340.150.120.280.250.340.340.200.140.290.280.370.260.330.290.170.230.170.300.210.160.150.360.350.210.310.290.190.230.310.340.270.210.280.250.250.290.26
NEM0.150.100.200.150.210.150.100.200.110.090.180.100.150.220.210.090.190.220.241.000.230.320.160.160.170.260.250.290.240.270.190.240.220.190.180.300.270.210.220.200.200.290.230.280.260.250.270.270.290.310.330.300.270.330.340.280.310.26
CHWY0.140.070.020.220.180.220.060.230.130.090.27-0.020.210.160.240.200.130.110.340.231.000.130.250.340.300.350.320.290.090.370.280.320.270.360.380.230.190.140.390.260.210.130.300.420.180.270.220.180.220.260.300.190.180.250.200.250.220.23
MPLX0.150.170.220.130.170.160.100.190.140.190.220.160.220.170.200.170.200.160.150.320.131.000.130.200.230.160.270.300.220.110.210.240.250.160.280.290.270.230.230.150.270.250.310.270.320.310.230.240.240.280.320.270.270.320.340.290.320.34
COST0.060.05-0.010.130.180.090.180.550.190.240.230.180.190.150.330.370.140.200.120.160.250.131.000.290.220.340.270.260.230.190.220.220.170.100.330.340.270.270.300.430.410.230.310.230.290.370.210.260.200.230.290.240.300.230.310.250.280.30
TTD0.210.02-0.030.260.210.24-0.020.150.230.060.35-0.000.180.190.320.370.020.040.280.160.340.200.291.000.300.400.490.250.130.360.280.500.330.300.380.190.250.130.380.260.240.140.320.410.250.300.190.180.190.230.360.230.230.200.230.220.260.24
EAT0.000.130.110.250.150.160.080.160.220.180.280.080.270.230.200.210.120.190.250.170.300.230.220.301.000.230.350.310.210.320.290.360.240.290.430.260.250.240.450.300.330.190.360.380.220.330.150.170.140.300.290.170.200.320.250.310.270.27
DKNG0.170.01-0.040.260.360.250.120.180.130.030.31-0.010.200.130.330.330.040.080.340.260.350.160.340.400.231.000.420.370.160.260.250.440.370.280.400.240.260.200.400.310.270.150.360.390.250.330.150.150.160.240.320.160.180.250.210.230.230.27
COIN0.190.010.010.210.220.160.030.160.140.080.71-0.080.160.190.280.270.050.060.340.250.320.270.270.490.350.421.000.270.070.270.290.480.250.250.380.170.210.100.430.240.230.150.380.360.270.360.170.140.150.300.320.200.250.310.280.280.330.31
PLNT0.120.070.090.180.220.230.180.230.180.150.190.080.280.200.220.190.210.060.200.290.290.300.260.250.310.370.271.000.250.280.220.320.300.260.350.260.280.250.350.320.240.230.290.410.270.300.260.250.260.220.310.320.320.290.290.310.320.34
HCA0.070.110.200.090.070.150.230.140.410.220.000.270.130.210.110.120.300.260.140.240.090.220.230.130.210.160.070.251.000.280.140.170.280.260.200.320.740.750.220.260.310.360.270.280.260.290.360.380.390.320.380.380.330.350.330.370.310.35
ILMN0.130.140.010.120.120.230.130.110.260.070.190.150.240.230.140.260.200.120.290.270.370.110.190.360.320.260.270.280.281.000.310.370.360.370.260.230.290.280.300.290.260.230.360.450.280.320.310.260.290.350.400.280.330.330.320.310.310.29
TPB0.110.160.170.190.170.140.240.210.130.150.230.160.280.240.230.250.210.380.280.190.280.210.220.280.290.250.290.220.140.311.000.250.170.280.360.190.240.250.340.330.270.270.380.350.300.360.280.260.250.370.310.290.360.300.340.310.380.34
ROKU0.170.060.060.230.230.300.100.160.170.050.36-0.010.240.230.310.310.100.100.370.240.320.240.220.500.360.440.480.320.170.370.251.000.370.400.400.160.300.150.430.270.230.180.410.480.210.280.200.180.180.270.360.220.240.270.240.270.310.30
WYNN0.330.060.070.180.280.590.120.070.180.050.280.140.210.270.210.270.170.150.260.220.270.250.170.330.240.370.250.300.280.360.170.371.000.400.290.320.360.280.270.290.270.210.330.380.260.260.260.260.270.310.420.290.220.320.220.320.230.31
MTCH0.230.080.180.180.170.280.140.130.260.110.190.150.210.230.190.270.160.170.330.190.360.160.100.300.290.280.250.260.260.370.280.400.401.000.310.290.270.210.330.290.280.220.330.380.250.280.350.290.330.370.410.380.310.380.320.400.350.36
RCL0.100.080.060.230.260.220.050.180.160.200.340.000.270.200.370.270.100.140.290.180.380.280.330.380.430.400.380.350.200.260.360.400.290.311.000.280.300.220.790.340.320.180.440.410.200.380.190.200.200.360.360.230.250.250.280.290.270.28
LIN0.140.170.180.150.170.130.290.300.290.380.150.320.230.140.210.290.350.250.170.300.230.290.340.190.260.240.170.260.320.230.190.160.320.290.281.000.270.350.230.390.460.260.320.250.340.390.310.330.330.340.340.330.280.320.330.330.320.34
THC0.130.080.090.140.110.250.160.190.350.140.140.170.210.240.210.190.210.210.230.270.190.270.270.250.250.260.210.280.740.290.240.300.360.270.300.271.000.700.290.280.230.300.290.400.260.310.320.310.310.330.410.360.350.380.330.380.340.36
UHS0.080.130.130.150.070.210.230.190.460.210.070.250.180.240.150.180.310.240.170.210.140.230.270.130.240.200.100.250.750.280.250.150.280.210.220.350.701.000.240.310.280.380.320.360.350.360.360.370.370.350.380.390.410.400.420.350.380.37
CCL0.080.060.070.260.280.220.100.170.190.130.370.000.270.220.330.250.100.160.300.220.390.230.300.380.450.400.430.350.220.300.340.430.270.330.790.230.290.241.000.310.320.180.440.420.210.350.240.210.250.390.340.270.280.280.310.310.280.28
TJX0.060.150.100.190.210.200.260.370.270.290.170.260.260.130.260.320.230.260.210.200.260.150.430.260.300.310.240.320.260.290.330.270.290.290.340.390.280.310.311.000.430.260.320.340.410.360.270.290.260.350.330.270.380.350.400.350.370.34
MA0.130.190.220.230.230.110.280.320.180.310.130.290.220.150.350.370.230.250.160.200.210.270.410.240.330.270.230.240.310.260.270.230.270.280.320.460.230.280.320.431.000.330.490.250.390.580.300.310.290.400.340.300.340.330.380.390.340.41
VTR0.060.240.310.100.130.170.250.220.200.320.090.320.150.270.190.130.340.380.150.290.130.250.230.140.190.150.150.230.360.230.270.180.210.220.180.260.300.380.180.260.331.000.260.220.520.340.530.560.560.430.330.550.580.530.620.510.570.50
AXP0.070.120.140.270.310.170.170.220.180.200.300.100.300.250.300.310.170.170.360.230.300.310.310.320.360.360.380.290.270.360.380.410.330.330.440.320.290.320.440.320.490.261.000.410.370.540.240.250.250.390.440.260.300.330.370.380.350.37
RH0.200.110.080.220.230.270.130.160.240.110.330.110.300.280.300.240.150.150.350.280.420.270.230.410.380.390.360.410.280.450.350.480.380.380.410.250.400.360.420.340.250.220.411.000.280.330.320.300.330.480.500.340.380.440.360.410.420.40
AMH0.060.190.220.120.150.130.280.260.230.310.160.290.150.190.190.230.250.240.210.260.180.320.290.250.220.250.270.270.260.280.300.210.260.250.200.340.260.350.210.410.390.520.370.281.000.440.490.550.520.370.360.500.690.540.710.530.650.58
FI0.110.160.180.200.180.090.250.310.210.320.290.260.250.200.340.330.270.230.310.250.270.310.370.300.330.330.360.300.290.320.360.280.260.280.380.390.310.360.350.360.580.340.540.330.441.000.350.330.320.420.380.330.460.420.460.440.450.45
NSA0.060.200.290.090.130.180.260.210.220.260.100.330.160.290.120.150.290.300.290.270.220.230.210.190.150.150.170.260.360.310.280.200.260.350.190.310.320.360.240.270.300.530.240.320.490.351.000.830.870.500.470.850.630.570.610.610.660.59
PSA0.090.230.250.090.150.170.300.200.240.270.090.380.130.240.160.150.350.360.190.270.180.240.260.180.170.150.140.250.380.260.260.180.260.290.200.330.310.370.210.290.310.560.250.300.550.330.831.000.870.460.470.850.630.590.640.620.620.62
CUBE0.090.190.240.120.150.180.270.170.230.250.080.330.150.280.140.130.320.320.230.290.220.240.200.190.140.160.150.260.390.290.250.180.270.330.200.330.310.370.250.260.290.560.250.330.520.320.870.871.000.510.500.870.630.590.630.640.630.61
FAF0.120.200.260.180.230.180.240.170.200.250.230.290.260.320.250.150.310.300.310.310.260.280.230.230.300.240.300.220.320.350.370.270.310.370.360.340.330.350.390.350.400.430.390.480.370.420.500.460.511.000.510.470.500.560.510.550.510.53
UHAL0.210.110.140.210.200.300.160.190.270.180.240.210.220.300.240.300.270.230.340.330.300.320.290.360.290.320.320.310.380.400.310.360.420.410.360.340.410.380.340.330.340.330.440.500.360.380.470.470.500.511.000.500.450.500.460.470.460.49
EXR0.140.140.210.160.140.220.250.190.250.260.150.300.190.300.170.170.320.310.270.300.190.270.240.230.170.160.200.320.380.280.290.220.290.380.230.330.360.390.270.270.300.550.260.340.500.330.850.850.870.470.501.000.650.610.640.650.650.63
CPT0.060.230.240.140.150.140.270.240.220.340.190.340.160.260.170.160.320.330.210.270.180.270.300.230.200.180.250.320.330.330.360.240.220.310.250.280.350.410.280.380.340.580.300.380.690.460.630.630.630.500.450.651.000.590.820.600.840.62
REXR0.200.180.210.160.220.210.220.190.260.240.220.250.220.340.240.200.310.270.280.330.250.320.230.200.320.250.310.290.350.330.300.270.320.380.250.320.380.400.280.350.330.530.330.440.540.420.570.590.590.560.500.610.591.000.590.800.630.78
AVB0.040.250.260.110.150.130.290.290.270.320.200.350.170.290.120.170.340.330.250.340.200.340.310.230.250.210.280.290.330.320.340.240.220.320.280.330.330.420.310.400.380.620.370.360.710.460.610.640.630.510.460.640.820.591.000.600.760.61
FR0.140.220.210.200.220.190.230.220.210.260.190.280.220.300.260.200.290.320.250.280.250.290.250.220.310.230.280.310.370.310.310.270.320.400.290.330.380.350.310.350.390.510.380.410.530.440.610.620.640.550.470.650.600.800.601.000.630.85
IRT0.060.220.290.150.160.150.260.240.230.320.260.280.170.300.180.180.290.290.290.310.220.320.280.260.270.230.330.320.310.310.380.310.230.350.270.320.340.380.280.370.340.570.350.420.650.450.660.620.630.510.460.650.840.630.760.631.000.66
EGP0.160.210.220.210.220.190.270.230.220.260.230.310.220.280.270.250.340.310.260.260.230.340.300.240.270.270.310.340.350.290.340.300.310.360.280.340.360.370.280.340.410.500.370.400.580.450.590.620.610.530.490.630.620.780.610.850.661.00
The correlation results are calculated based on daily price changes starting from Sep 13, 2023
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

AlphaBeta

Lazy PortfoliosUser Portfolios

ETF ScreenerFund ScreenerStock Screener

Discussions
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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