STOCKS June 24 THIS ONE

Asset Allocation

Position	Category/Sector	Target Weight
ACHR Archer Aviation Inc.	Industrials	2%
ACM AECOM	Industrials	0.10%
AGX Argan, Inc.	Industrials	0.50%
ANET Arista Networks, Inc.	Technology	0.20%
APH Amphenol Corporation	Technology	0.10%
APP AppLovin Corporation	Technology	0.30%
ARQQ Arqit Quantum Inc.	Technology	0.30%
AVGO Broadcom Inc.	Technology	10.20%
CLMB Climb Global Solutions	Technology	2.80%
COKE Coca-Cola Consolidated, Inc.	Consumer Defensive	4.40%
CRS Carpenter Technology Corporation	Industrials	0.10%
DGII Digi International Inc.	Technology	0.40%
EME EMCOR Group, Inc.	Industrials	4.10%
ENSG The Ensign Group, Inc.	Healthcare	0.10%
FARO FARO Technologies, Inc.	Technology	0.10%
FICO Fair Isaac Corporation	Technology	0.10%
FLEX Flex Ltd.	Technology	1%
FUBO fuboTV Inc.	Communication Services	0.10%
GENI Genius Sports Limited	Communication Services	1.20%
GFF Griffon Corporation	Industrials	1.90%
HIMS Hims & Hers Health, Inc.	Consumer Defensive	1.70%
IBKR Interactive Brokers Group, Inc.	Financial Services	3.30%
IESC IES Holdings, Inc.	Industrials	3.50%
INOD Innodata Inc.	Technology	0.10%
IONQ IonQ, Inc.	Technology	0.40%
KD Kyndryl Holdings, Inc.	Technology	0.90%
KLAC KLA Corporation	Technology	5.60%
LLY Eli Lilly and Company	Healthcare	8.90%
LRN Stride, Inc.	Consumer Defensive	4%
MELI MercadoLibre, Inc.	Consumer Cyclical	0.20%
MSTR MicroStrategy Incorporated	Technology	0.10%
MUSA Murphy USA Inc.	Consumer Cyclical	0.70%
NVDA NVIDIA Corporation	Technology	32.10%
PRIM Primoris Services Corporation	Industrials	0.10%
QBTS D-Wave Quantum Inc	Technology	1.40%
REVG REV Group, Inc.	Industrials	0.50%
RMBS Rambus Inc.	Technology	0.20%
SMR Nuscale Power Corp	Industrials	0.10%
SOUN SoundHound AI Inc	Technology	0.20%
STRL Sterling Construction Company, Inc.	Industrials	3.20%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	0.20%
URI United Rentals, Inc.	Industrials	1.20%
VST Vistra Corp.	Utilities	1.40%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in STOCKS June 24 THIS ONE, 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.

Loading graphics...

The earliest data available for this chart is Aug 8, 2022, corresponding to the inception date of QBTS

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio STOCKS June 24 THIS ONE	0.11%	-1.71%	-0.01%	-1.91%	83.90%	81.80%	—	—
Portfolio components:
ACHR Archer Aviation Inc.	4.03%	-16.10%	-27.93%	-53.15%	-12.58%	25.23%	-11.74%	—
ACM AECOM	-1.16%	-9.34%	-10.54%	-33.84%	-4.03%	1.16%	6.55%	11.24%
ANET Arista Networks, Inc.	1.47%	-9.12%	-3.32%	-12.93%	96.80%	44.56%	45.76%	41.41%
APH Amphenol Corporation	0.23%	-5.86%	-5.10%	5.14%	118.15%	47.86%	32.00%	25.52%
APP AppLovin Corporation	-0.38%	-24.03%	-42.66%	-43.41%	76.13%	190.07%	—	—
ARQQ Arqit Quantum Inc.	2.80%	-12.25%	-36.15%	-72.02%	16.22%	-24.14%	—	—
AVGO Broadcom Inc.	0.34%	-5.28%	-8.93%	-6.67%	116.76%	72.07%	48.84%	38.50%
CLMB Climb Global Solutions	1.72%	-7.90%	-19.60%	-40.88%	-16.37%	17.56%	28.53%	20.68%
COKE Coca-Cola Consolidated, Inc.	-3.14%	-4.38%	27.21%	61.95%	50.21%	55.04%	47.76%	28.99%
CRS Carpenter Technology Corporation	-3.17%	-0.88%	24.42%	58.39%	159.04%	107.80%	58.91%	30.03%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 9, 2022, STOCKS June 24 THIS ONE's average daily return is +0.25%, while the average monthly return is +5.08%. At this rate, your investment would double in approximately 1.2 years.

Historically, 69% of months were positive and 31% were negative. The best month was Feb 2024 with a return of +23.3%, while the worst month was Mar 2025 at -11.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 2 months.

On a daily basis, STOCKS June 24 THIS ONE closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.3%, while the worst single day was Jan 27, 2025 at -11.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.60%	-0.88%	-4.21%	1.64%									-0.01%
2025	1.22%	-1.23%	-11.02%	6.28%	17.55%	11.38%	7.74%	-0.52%	9.35%	4.83%	-2.91%	-1.11%	46.04%
2024	9.42%	23.33%	8.48%	-3.15%	14.49%	7.42%	0.14%	5.01%	3.09%	3.00%	19.55%	5.79%	146.24%
2023	17.59%	7.88%	9.63%	-0.54%	21.63%	12.03%	7.08%	6.25%	-8.68%	-2.27%	11.64%	9.39%	133.70%
2022								-8.69%	-9.75%	9.89%	14.32%	-7.01%	-3.73%

Benchmark Metrics

STOCKS June 24 THIS ONE has an annualized alpha of 49.48%, beta of 1.58, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since August 09, 2022.

This portfolio captured 331.90% of S&P 500 Index gains but only 64.03% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 49.48% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 1.58 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha: 49.48%

Beta: 1.58

R²: 0.68

Upside Capture: 331.90%

Downside Capture: 64.03%

Expense Ratio

STOCKS June 24 THIS ONE 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

STOCKS June 24 THIS ONE ranks 88 for risk / return — in the top 88% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.93	0.88	+1.05
Sortino ratio Return per unit of downside risk	2.67	1.37	+1.30
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.16
Calmar ratio Return relative to maximum drawdown	4.77	1.39	+3.38
Martin ratio Return relative to average drawdown	16.07	6.43	+9.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACHR Archer Aviation Inc.	28	-0.31	0.05	1.01	-0.35	-0.66
ACM AECOM	26	-0.35	-0.28	0.96	-0.23	-0.51
ANET Arista Networks, Inc.	73	1.08	1.68	1.21	2.17	4.76
APH Amphenol Corporation	88	2.20	2.57	1.39	3.37	11.48
APP AppLovin Corporation	56	0.44	1.06	1.14	0.73	1.74
ARQQ Arqit Quantum Inc.	43	0.01	0.87	1.10	0.05	0.10
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
CLMB Climb Global Solutions	17	-0.56	-0.58	0.93	-0.54	-1.29
COKE Coca-Cola Consolidated, Inc.	71	1.24	1.68	1.23	1.64	3.05
CRS Carpenter Technology Corporation	91	2.15	2.89	1.39	5.98	13.90

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.

STOCKS June 24 THIS ONE Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.93
All Time: 2.49

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of STOCKS June 24 THIS ONE compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

STOCKS June 24 THIS ONE provided a 0.29% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.29%	0.28%	0.64%	0.54%	0.82%	0.59%	0.85%	0.99%	1.34%	0.85%	1.11%	1.10%
Portfolio components:
ACHR Archer Aviation 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%
ACM AECOM	1.35%	1.09%	0.82%	0.78%	0.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ANET Arista Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
APH Amphenol Corporation	0.65%	0.55%	0.79%	1.07%	1.06%	0.89%	0.80%	0.89%	1.09%	0.80%	0.86%	1.01%
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%
ARQQ Arqit Quantum 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%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
CLMB Climb Global Solutions	0.62%	0.66%	0.67%	1.24%	2.16%	1.94%	3.56%	4.20%	6.80%	4.07%	3.64%	3.71%
COKE Coca-Cola Consolidated, Inc.	0.51%	0.65%	1.59%	0.54%	0.20%	0.16%	0.38%	0.35%	0.56%	0.46%	0.56%	0.55%
CRS Carpenter Technology Corporation	0.20%	0.25%	0.47%	1.13%	2.17%	2.74%	2.75%	1.61%	2.13%	1.41%	1.99%	2.38%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the STOCKS June 24 THIS ONE. 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 STOCKS June 24 THIS ONE was 28.62%, occurring on Apr 4, 2025. Recovery took 29 trading sessions.

The current STOCKS June 24 THIS ONE drawdown is 6.68%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.62%	Jan 23, 2025	51	Apr 4, 2025	29	May 16, 2025	80
-22.14%	Aug 16, 2022	43	Oct 14, 2022	40	Dec 12, 2022	83
-15.44%	Jul 17, 2024	14	Aug 5, 2024	12	Aug 21, 2024	26
-13.21%	Aug 26, 2024	9	Sep 6, 2024	13	Sep 25, 2024	22
-12.8%	Feb 26, 2026	23	Mar 30, 2026	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 43 assets, with an effective number of assets of 7.36, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	MUSA	LLY	COKE	LRN	ENSG	ARQQ	CLMB	QBTS	SOUN	FICO	FUBO	GENI	SMR	MELI	HIMS	MSTR	AGX	FARO	IBKR	VST	INOD	KD	REVG	APP	ACHR	IONQ	DGII	CRS	GFF	ACM	NVDA	IESC	TSM	ANET	AVGO	RMBS	STRL	URI	KLAC	PRIM	FLEX	EME	APH	Portfolio
Benchmark	1.00	0.16	0.32	0.31	0.26	0.38	0.31	0.31	0.31	0.38	0.49	0.41	0.44	0.37	0.52	0.43	0.46	0.41	0.45	0.46	0.45	0.46	0.54	0.50	0.54	0.47	0.47	0.54	0.53	0.58	0.56	0.67	0.49	0.62	0.60	0.67	0.61	0.52	0.62	0.69	0.57	0.62	0.57	0.70	0.81
MUSA	0.16	1.00	0.11	0.18	0.13	0.21	0.04	0.09	0.03	0.05	0.15	0.03	0.10	0.03	0.06	0.06	0.08	0.08	0.11	0.08	0.11	0.04	0.09	0.19	0.00	0.03	0.04	0.10	0.13	0.21	0.17	0.01	0.09	-0.01	0.03	0.04	0.05	0.14	0.18	0.05	0.13	0.08	0.16	0.08	0.09
LLY	0.32	0.11	1.00	0.13	0.08	0.26	0.09	0.04	0.07	0.08	0.22	0.03	0.12	0.06	0.13	0.16	0.09	0.09	0.13	0.20	0.15	0.09	0.11	0.14	0.13	0.08	0.10	0.09	0.15	0.18	0.16	0.20	0.13	0.16	0.18	0.19	0.13	0.16	0.16	0.20	0.13	0.14	0.20	0.21	0.31
COKE	0.31	0.18	0.13	1.00	0.12	0.24	0.08	0.11	-0.00	0.07	0.22	0.17	0.12	0.05	0.19	0.08	0.13	0.14	0.20	0.11	0.11	0.11	0.16	0.20	0.10	0.11	0.08	0.23	0.23	0.26	0.22	0.14	0.13	0.11	0.11	0.15	0.15	0.18	0.21	0.20	0.20	0.19	0.18	0.22	0.22
LRN	0.26	0.13	0.08	0.12	1.00	0.17	0.10	0.13	0.06	0.13	0.22	0.16	0.19	0.17	0.18	0.15	0.14	0.16	0.16	0.26	0.19	0.22	0.23	0.21	0.19	0.16	0.16	0.17	0.22	0.23	0.24	0.13	0.23	0.15	0.19	0.14	0.21	0.25	0.21	0.15	0.19	0.21	0.26	0.21	0.24
ENSG	0.38	0.21	0.26	0.24	0.17	1.00	0.08	0.13	0.05	0.11	0.24	0.20	0.18	0.08	0.22	0.20	0.14	0.20	0.28	0.16	0.19	0.14	0.29	0.30	0.13	0.17	0.13	0.25	0.29	0.33	0.32	0.11	0.25	0.17	0.17	0.22	0.21	0.27	0.31	0.26	0.31	0.26	0.30	0.27	0.25
ARQQ	0.31	0.04	0.09	0.08	0.10	0.08	1.00	0.13	0.41	0.32	0.13	0.24	0.22	0.27	0.19	0.26	0.24	0.19	0.21	0.20	0.18	0.26	0.23	0.17	0.23	0.35	0.45	0.22	0.19	0.19	0.19	0.22	0.21	0.23	0.23	0.22	0.27	0.24	0.20	0.26	0.21	0.27	0.20	0.25	0.35
CLMB	0.31	0.09	0.04	0.11	0.13	0.13	0.13	1.00	0.17	0.22	0.14	0.22	0.23	0.26	0.15	0.19	0.20	0.25	0.25	0.20	0.16	0.26	0.24	0.30	0.21	0.26	0.21	0.36	0.20	0.35	0.34	0.17	0.28	0.23	0.22	0.19	0.27	0.30	0.33	0.24	0.30	0.29	0.27	0.27	0.29
QBTS	0.31	0.03	0.07	-0.00	0.06	0.05	0.41	0.17	1.00	0.39	0.15	0.26	0.22	0.35	0.18	0.30	0.24	0.21	0.22	0.23	0.20	0.35	0.15	0.15	0.26	0.38	0.49	0.24	0.19	0.19	0.18	0.21	0.19	0.25	0.24	0.25	0.24	0.21	0.23	0.25	0.24	0.25	0.21	0.22	0.38
SOUN	0.38	0.05	0.08	0.07	0.13	0.11	0.32	0.22	0.39	1.00	0.20	0.35	0.28	0.34	0.25	0.28	0.32	0.20	0.28	0.26	0.22	0.35	0.24	0.25	0.32	0.45	0.47	0.33	0.25	0.28	0.29	0.26	0.29	0.28	0.28	0.27	0.31	0.28	0.32	0.27	0.29	0.30	0.27	0.30	0.40
FICO	0.49	0.15	0.22	0.22	0.22	0.24	0.13	0.14	0.15	0.20	1.00	0.24	0.28	0.15	0.35	0.25	0.23	0.20	0.29	0.22	0.20	0.25	0.40	0.25	0.34	0.28	0.31	0.27	0.29	0.35	0.33	0.34	0.28	0.27	0.34	0.34	0.33	0.24	0.37	0.31	0.29	0.26	0.31	0.35	0.42
FUBO	0.41	0.03	0.03	0.17	0.16	0.20	0.24	0.22	0.26	0.35	0.24	1.00	0.35	0.31	0.31	0.36	0.35	0.22	0.37	0.28	0.23	0.32	0.34	0.31	0.35	0.43	0.43	0.32	0.31	0.31	0.30	0.25	0.21	0.25	0.22	0.23	0.28	0.23	0.37	0.27	0.28	0.31	0.24	0.29	0.36
GENI	0.44	0.10	0.12	0.12	0.19	0.18	0.22	0.23	0.22	0.28	0.28	0.35	1.00	0.23	0.35	0.26	0.28	0.19	0.28	0.25	0.29	0.29	0.34	0.28	0.37	0.35	0.34	0.33	0.29	0.32	0.30	0.30	0.26	0.27	0.36	0.29	0.32	0.25	0.36	0.30	0.26	0.32	0.28	0.33	0.41
SMR	0.37	0.03	0.06	0.05	0.17	0.08	0.27	0.26	0.35	0.34	0.15	0.31	0.23	1.00	0.24	0.36	0.33	0.35	0.27	0.31	0.35	0.31	0.27	0.24	0.27	0.44	0.42	0.28	0.32	0.23	0.32	0.24	0.32	0.28	0.30	0.28	0.35	0.36	0.34	0.29	0.34	0.33	0.34	0.34	0.40
MELI	0.52	0.06	0.13	0.19	0.18	0.22	0.19	0.15	0.18	0.25	0.35	0.31	0.35	0.24	1.00	0.27	0.27	0.20	0.28	0.28	0.27	0.28	0.30	0.28	0.34	0.32	0.33	0.29	0.33	0.27	0.32	0.40	0.29	0.34	0.36	0.34	0.36	0.32	0.35	0.36	0.27	0.34	0.30	0.36	0.47
HIMS	0.43	0.06	0.16	0.08	0.15	0.20	0.26	0.19	0.30	0.28	0.25	0.36	0.26	0.36	0.27	1.00	0.34	0.26	0.33	0.31	0.27	0.37	0.29	0.26	0.33	0.37	0.34	0.30	0.29	0.27	0.27	0.32	0.29	0.28	0.30	0.31	0.35	0.30	0.35	0.36	0.31	0.33	0.34	0.35	0.47
MSTR	0.46	0.08	0.09	0.13	0.14	0.14	0.24	0.20	0.24	0.32	0.23	0.35	0.28	0.33	0.27	0.34	1.00	0.27	0.30	0.30	0.26	0.31	0.34	0.24	0.36	0.40	0.39	0.33	0.33	0.31	0.30	0.39	0.31	0.34	0.32	0.30	0.35	0.33	0.33	0.34	0.34	0.33	0.31	0.33	0.46
AGX	0.41	0.08	0.09	0.14	0.16	0.20	0.19	0.25	0.21	0.20	0.20	0.22	0.19	0.35	0.20	0.26	0.27	1.00	0.27	0.34	0.35	0.33	0.25	0.34	0.29	0.32	0.26	0.29	0.41	0.33	0.43	0.27	0.50	0.30	0.34	0.32	0.34	0.53	0.35	0.32	0.52	0.40	0.51	0.41	0.42
FARO	0.45	0.11	0.13	0.20	0.16	0.28	0.21	0.25	0.22	0.28	0.29	0.37	0.28	0.27	0.28	0.33	0.30	0.27	1.00	0.19	0.25	0.29	0.36	0.37	0.28	0.35	0.34	0.37	0.35	0.37	0.36	0.30	0.32	0.29	0.29	0.35	0.35	0.36	0.40	0.34	0.40	0.36	0.35	0.38	0.43
IBKR	0.46	0.08	0.20	0.11	0.26	0.16	0.20	0.20	0.23	0.26	0.22	0.28	0.25	0.31	0.28	0.31	0.30	0.34	0.19	1.00	0.38	0.33	0.31	0.30	0.33	0.31	0.30	0.29	0.34	0.32	0.39	0.34	0.36	0.35	0.35	0.32	0.35	0.38	0.37	0.35	0.37	0.41	0.46	0.40	0.48
VST	0.45	0.11	0.15	0.11	0.19	0.19	0.18	0.16	0.20	0.22	0.20	0.23	0.29	0.35	0.27	0.27	0.26	0.35	0.25	0.38	1.00	0.29	0.30	0.31	0.35	0.24	0.33	0.24	0.36	0.34	0.32	0.38	0.45	0.38	0.45	0.38	0.33	0.45	0.36	0.37	0.45	0.44	0.53	0.45	0.49
INOD	0.46	0.04	0.09	0.11	0.22	0.14	0.26	0.26	0.35	0.35	0.25	0.32	0.29	0.31	0.28	0.37	0.31	0.33	0.29	0.33	0.29	1.00	0.29	0.29	0.37	0.37	0.40	0.32	0.32	0.28	0.33	0.36	0.37	0.36	0.38	0.38	0.39	0.37	0.34	0.36	0.40	0.36	0.37	0.40	0.49
KD	0.54	0.09	0.11	0.16	0.23	0.29	0.23	0.24	0.15	0.24	0.40	0.34	0.34	0.27	0.30	0.29	0.34	0.25	0.36	0.31	0.30	0.29	1.00	0.36	0.35	0.35	0.34	0.41	0.34	0.41	0.36	0.32	0.32	0.34	0.39	0.37	0.35	0.32	0.39	0.35	0.36	0.40	0.32	0.37	0.44
REVG	0.50	0.19	0.14	0.20	0.21	0.30	0.17	0.30	0.15	0.25	0.25	0.31	0.28	0.24	0.28	0.26	0.24	0.34	0.37	0.30	0.31	0.29	0.36	1.00	0.23	0.28	0.23	0.40	0.40	0.50	0.45	0.27	0.42	0.32	0.31	0.34	0.33	0.42	0.54	0.36	0.48	0.42	0.44	0.44	0.43
APP	0.54	0.00	0.13	0.10	0.19	0.13	0.23	0.21	0.26	0.32	0.34	0.35	0.37	0.27	0.34	0.33	0.36	0.29	0.28	0.33	0.35	0.37	0.35	0.23	1.00	0.33	0.45	0.31	0.34	0.28	0.28	0.47	0.38	0.40	0.45	0.44	0.38	0.35	0.33	0.39	0.36	0.38	0.35	0.43	0.54
ACHR	0.47	0.03	0.08	0.11	0.16	0.17	0.35	0.26	0.38	0.45	0.28	0.43	0.35	0.44	0.32	0.37	0.40	0.32	0.35	0.31	0.24	0.37	0.35	0.28	0.33	1.00	0.53	0.39	0.32	0.31	0.37	0.31	0.34	0.37	0.31	0.31	0.39	0.35	0.42	0.34	0.39	0.38	0.33	0.36	0.50
IONQ	0.47	0.04	0.10	0.08	0.16	0.13	0.45	0.21	0.49	0.47	0.31	0.43	0.34	0.42	0.33	0.34	0.39	0.26	0.34	0.30	0.33	0.40	0.34	0.23	0.45	0.53	1.00	0.37	0.32	0.29	0.28	0.34	0.33	0.35	0.39	0.36	0.41	0.33	0.38	0.37	0.36	0.36	0.32	0.39	0.50
DGII	0.54	0.10	0.09	0.23	0.17	0.25	0.22	0.36	0.24	0.33	0.27	0.32	0.33	0.28	0.29	0.30	0.33	0.29	0.37	0.29	0.24	0.32	0.41	0.40	0.31	0.39	0.37	1.00	0.38	0.42	0.43	0.32	0.40	0.39	0.40	0.40	0.47	0.38	0.46	0.44	0.46	0.47	0.40	0.46	0.48
CRS	0.53	0.13	0.15	0.23	0.22	0.29	0.19	0.20	0.19	0.25	0.29	0.31	0.29	0.32	0.33	0.29	0.33	0.41	0.35	0.34	0.36	0.32	0.34	0.40	0.34	0.32	0.32	0.38	1.00	0.44	0.46	0.34	0.44	0.34	0.34	0.36	0.38	0.47	0.48	0.39	0.52	0.42	0.52	0.44	0.47
GFF	0.58	0.21	0.18	0.26	0.23	0.33	0.19	0.35	0.19	0.28	0.35	0.31	0.32	0.23	0.27	0.27	0.31	0.33	0.37	0.32	0.34	0.28	0.41	0.50	0.28	0.31	0.29	0.42	0.44	1.00	0.49	0.30	0.44	0.34	0.34	0.35	0.35	0.47	0.60	0.40	0.50	0.49	0.47	0.45	0.48
ACM	0.56	0.17	0.16	0.22	0.24	0.32	0.19	0.34	0.18	0.29	0.33	0.30	0.30	0.32	0.32	0.27	0.30	0.43	0.36	0.39	0.32	0.33	0.36	0.45	0.28	0.37	0.28	0.43	0.46	0.49	1.00	0.30	0.45	0.35	0.34	0.33	0.39	0.48	0.59	0.38	0.51	0.42	0.53	0.44	0.46
NVDA	0.67	0.01	0.20	0.14	0.13	0.11	0.22	0.17	0.21	0.26	0.34	0.25	0.30	0.24	0.40	0.32	0.39	0.27	0.30	0.34	0.38	0.36	0.32	0.27	0.47	0.31	0.34	0.32	0.34	0.30	0.30	1.00	0.39	0.66	0.58	0.66	0.56	0.42	0.39	0.63	0.42	0.52	0.44	0.56	0.87
IESC	0.49	0.09	0.13	0.13	0.23	0.25	0.21	0.28	0.19	0.29	0.28	0.21	0.26	0.32	0.29	0.29	0.31	0.50	0.32	0.36	0.45	0.37	0.32	0.42	0.38	0.34	0.33	0.40	0.44	0.44	0.45	0.39	1.00	0.44	0.41	0.39	0.42	0.64	0.46	0.44	0.64	0.50	0.63	0.51	0.57
TSM	0.62	-0.01	0.16	0.11	0.15	0.17	0.23	0.23	0.25	0.28	0.27	0.25	0.27	0.28	0.34	0.28	0.34	0.30	0.29	0.35	0.38	0.36	0.34	0.32	0.40	0.37	0.35	0.39	0.34	0.34	0.35	0.66	0.44	1.00	0.54	0.65	0.57	0.45	0.42	0.68	0.46	0.55	0.46	0.57	0.72
ANET	0.60	0.03	0.18	0.11	0.19	0.17	0.23	0.22	0.24	0.28	0.34	0.22	0.36	0.30	0.36	0.30	0.32	0.34	0.29	0.35	0.45	0.38	0.39	0.31	0.45	0.31	0.39	0.40	0.34	0.34	0.34	0.58	0.41	0.54	1.00	0.63	0.56	0.46	0.38	0.56	0.44	0.51	0.51	0.60	0.67
AVGO	0.67	0.04	0.19	0.15	0.14	0.22	0.22	0.19	0.25	0.27	0.34	0.23	0.29	0.28	0.34	0.31	0.30	0.32	0.35	0.32	0.38	0.38	0.37	0.34	0.44	0.31	0.36	0.40	0.36	0.35	0.33	0.66	0.39	0.65	0.63	1.00	0.58	0.45	0.42	0.67	0.45	0.56	0.47	0.60	0.76
RMBS	0.61	0.05	0.13	0.15	0.21	0.21	0.27	0.27	0.24	0.31	0.33	0.28	0.32	0.35	0.36	0.35	0.35	0.34	0.35	0.35	0.33	0.39	0.35	0.33	0.38	0.39	0.41	0.47	0.38	0.35	0.39	0.56	0.42	0.57	0.56	0.58	1.00	0.45	0.44	0.69	0.45	0.57	0.45	0.53	0.66
STRL	0.52	0.14	0.16	0.18	0.25	0.27	0.24	0.30	0.21	0.28	0.24	0.23	0.25	0.36	0.32	0.30	0.33	0.53	0.36	0.38	0.45	0.37	0.32	0.42	0.35	0.35	0.33	0.38	0.47	0.47	0.48	0.42	0.64	0.45	0.46	0.45	0.45	1.00	0.52	0.46	0.68	0.53	0.68	0.54	0.60
URI	0.62	0.18	0.16	0.21	0.21	0.31	0.20	0.33	0.23	0.32	0.37	0.37	0.36	0.34	0.35	0.35	0.33	0.35	0.40	0.37	0.36	0.34	0.39	0.54	0.33	0.42	0.38	0.46	0.48	0.60	0.59	0.39	0.46	0.42	0.38	0.42	0.44	0.52	1.00	0.47	0.53	0.50	0.53	0.53	0.56
KLAC	0.69	0.05	0.20	0.20	0.15	0.26	0.26	0.24	0.25	0.27	0.31	0.27	0.30	0.29	0.36	0.36	0.34	0.32	0.34	0.35	0.37	0.36	0.35	0.36	0.39	0.34	0.37	0.44	0.39	0.40	0.38	0.63	0.44	0.68	0.56	0.67	0.69	0.46	0.47	1.00	0.51	0.60	0.52	0.61	0.74
PRIM	0.57	0.13	0.13	0.20	0.19	0.31	0.21	0.30	0.24	0.29	0.29	0.28	0.26	0.34	0.27	0.31	0.34	0.52	0.40	0.37	0.45	0.40	0.36	0.48	0.36	0.39	0.36	0.46	0.52	0.50	0.51	0.42	0.64	0.46	0.44	0.45	0.45	0.68	0.53	0.51	1.00	0.56	0.71	0.59	0.60
FLEX	0.62	0.08	0.14	0.19	0.21	0.26	0.27	0.29	0.25	0.30	0.26	0.31	0.32	0.33	0.34	0.33	0.33	0.40	0.36	0.41	0.44	0.36	0.40	0.42	0.38	0.38	0.36	0.47	0.42	0.49	0.42	0.52	0.50	0.55	0.51	0.56	0.57	0.53	0.50	0.60	0.56	1.00	0.58	0.62	0.67
EME	0.57	0.16	0.20	0.18	0.26	0.30	0.20	0.27	0.21	0.27	0.31	0.24	0.28	0.34	0.30	0.34	0.31	0.51	0.35	0.46	0.53	0.37	0.32	0.44	0.35	0.33	0.32	0.40	0.52	0.47	0.53	0.44	0.63	0.46	0.51	0.47	0.45	0.68	0.53	0.52	0.71	0.58	1.00	0.61	0.63
APH	0.70	0.08	0.21	0.22	0.21	0.27	0.25	0.27	0.22	0.30	0.35	0.29	0.33	0.34	0.36	0.35	0.33	0.41	0.38	0.40	0.45	0.40	0.37	0.44	0.43	0.36	0.39	0.46	0.44	0.45	0.44	0.56	0.51	0.57	0.60	0.60	0.53	0.54	0.53	0.61	0.59	0.62	0.61	1.00	0.69
Portfolio	0.81	0.09	0.31	0.22	0.24	0.25	0.35	0.29	0.38	0.40	0.42	0.36	0.41	0.40	0.47	0.47	0.46	0.42	0.43	0.48	0.49	0.49	0.44	0.43	0.54	0.50	0.50	0.48	0.47	0.48	0.46	0.87	0.57	0.72	0.67	0.76	0.66	0.60	0.56	0.74	0.60	0.67	0.63	0.69	1.00

The correlation results are calculated based on daily price changes starting from Aug 9, 2022

STOCKS June 24 THIS ONE

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table