General Screener Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in General Screener Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Oct 3, 2023, the General Screener Portfolio returned 18.10% Year-To-Date and 17.60% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 8.15% | 8.73% |
General Screener Portfolio | -6.58% | 3.08% | 18.10% | 27.89% | 14.58% | 17.60% |
Portfolio components: | ||||||
AAPL Apple Inc. | -8.29% | 5.19% | 34.30% | 22.70% | 26.15% | 23.55% |
ADBE Adobe Inc | -7.47% | 35.31% | 54.85% | 82.70% | 14.64% | 25.03% |
ADI Analog Devices, Inc. | -3.84% | -9.23% | 8.48% | 23.15% | 16.55% | 14.97% |
ADSK Autodesk, Inc. | -5.01% | 2.79% | 11.84% | 8.59% | 6.58% | 16.70% |
AMD Advanced Micro Devices, Inc. | -5.65% | 7.72% | 59.44% | 56.21% | 30.14% | 57.82% |
AMZN Amazon.com, Inc. | -6.27% | 24.54% | 54.12% | 11.72% | 6.30% | 23.91% |
APD Air Products and Chemicals, Inc. | -5.78% | -0.97% | -7.79% | 19.89% | 13.08% | 11.59% |
AVGO Broadcom Inc. | -3.78% | 33.03% | 52.03% | 87.65% | 32.03% | 28.59% |
AXP American Express Company | -6.35% | -7.39% | 2.25% | 8.30% | 8.24% | 9.26% |
BABA Alibaba Group Holding Limited | -8.93% | -14.09% | -1.77% | 7.56% | -11.17% | -0.97% |
BIDU Baidu, Inc. | -9.16% | -10.45% | 16.32% | 11.36% | -8.76% | -4.77% |
CAT Caterpillar Inc. | -5.08% | 26.26% | 15.15% | 62.18% | 14.46% | 17.42% |
CL Colgate-Palmolive Company | -3.43% | -4.11% | -8.47% | 2.08% | 4.24% | 2.69% |
CRM salesforce.com, inc. | -8.04% | 3.30% | 53.64% | 37.73% | 5.65% | 13.08% |
CSCO Cisco Systems, Inc. | -5.96% | 5.76% | 16.82% | 36.04% | 5.39% | 11.02% |
EMR Emerson Electric Co. | -3.25% | 13.69% | 1.42% | 29.71% | 6.89% | 8.44% |
GLW Corning Incorporated | -8.06% | -10.70% | -2.95% | 4.62% | -0.47% | 6.85% |
GOOG Alphabet Inc. | -1.19% | 28.59% | 52.34% | 36.12% | 18.33% | 21.19% |
GS The Goldman Sachs Group, Inc. | -2.72% | 0.29% | -5.09% | 9.66% | 9.48% | 7.49% |
HD The Home Depot, Inc. | -9.98% | 3.04% | -3.08% | 8.55% | 11.29% | 15.20% |
HPQ | -14.72% | -11.59% | -1.87% | 2.77% | 2.70% | 9.79% |
HRL | -2.24% | -6.94% | -15.94% | -16.65% | 1.08% | 5.32% |
IBM | -4.83% | 9.70% | 3.72% | 21.70% | 4.47% | 2.50% |
INTC | -3.14% | 7.96% | 36.85% | 35.92% | -3.27% | 3.52% |
ITW | -6.43% | -0.76% | 6.21% | 25.91% | 12.68% | 13.49% |
JNJ | -3.32% | -0.65% | -10.22% | -2.20% | 4.96% | 7.93% |
JPM | -2.08% | 13.61% | 9.60% | 37.65% | 7.60% | 12.73% |
KMB | -5.75% | -9.87% | -9.87% | 8.17% | 4.60% | 4.16% |
KO | -5.72% | -9.43% | -10.74% | 0.94% | 7.20% | 7.04% |
LOW | -11.51% | 2.34% | 4.81% | 8.27% | 15.28% | 16.05% |
MCD | -8.25% | -7.71% | -0.57% | 11.96% | 11.82% | 15.02% |
META | 3.52% | 42.89% | 154.96% | 121.35% | 14.12% | 17.37% |
MMM | -15.64% | -9.08% | -21.45% | -15.83% | -12.59% | -3.65% |
MSFT | -2.09% | 12.54% | 35.10% | 34.96% | 24.76% | 27.71% |
MU | -3.45% | 19.13% | 36.51% | 32.49% | 9.34% | 11.92% |
NFLX | -13.54% | 9.68% | 28.98% | 59.11% | 0.90% | 18.98% |
NVDA | -7.68% | 63.15% | 206.54% | 258.13% | 45.44% | 71.00% |
ORCL | -11.76% | 14.41% | 32.06% | 72.00% | 18.62% | 12.88% |
PEP | -3.51% | -5.66% | -4.40% | 5.17% | 12.87% | 10.04% |
PG | -6.03% | -2.14% | -2.39% | 15.94% | 15.11% | 10.39% |
PPG | -8.90% | -5.62% | 4.31% | 15.48% | 5.42% | 3.14% |
QCOM | -3.71% | -7.88% | 3.10% | -2.68% | 11.91% | 8.99% |
SHOP | -19.05% | 13.47% | 55.57% | 94.52% | 29.49% | 43.97% |
STM | -8.17% | -16.36% | 21.70% | 35.24% | 19.77% | 23.99% |
SWKS | -10.42% | -12.75% | 9.80% | 14.61% | 3.46% | 0.99% |
TCEHY | -8.99% | -21.06% | -4.74% | 21.30% | 1.41% | 9.30% |
TGT | -15.00% | -34.76% | -26.86% | -27.73% | 7.17% | 6.48% |
TSLA | 2.69% | 30.65% | 104.25% | 3.80% | 68.30% | 38.67% |
TXN | -5.82% | -10.03% | -1.06% | 3.09% | 11.68% | 16.53% |
UPS | -7.69% | -17.11% | -8.32% | -1.36% | 9.14% | 8.39% |
VZ | -8.89% | -17.12% | -15.28% | -13.33% | -5.97% | -0.69% |
WMT | -0.91% | 9.54% | 14.21% | 22.65% | 13.14% | 11.58% |
Returns over 1 year are annualized |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 6.99% | -1.61% | 1.76% | 7.40% | 4.35% | -2.68% | -6.23% |
Dividend yield
General Screener Portfolio granted a 2.14% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
General Screener Portfolio | 2.14% | 2.03% | 1.55% | 1.73% | 1.89% | 2.22% | 1.90% | 2.17% | 2.39% | 2.09% | 2.12% | 2.46% |
Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
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% |
ADI Analog Devices, Inc. | 1.90% | 1.88% | 1.62% | 1.76% | 1.95% | 2.45% | 2.26% | 2.64% | 3.39% | 3.21% | 3.31% | 3.64% |
ADSK Autodesk, 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% |
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% |
APD Air Products and Chemicals, Inc. | 2.46% | 2.14% | 2.06% | 2.09% | 2.15% | 3.06% | 2.65% | 2.70% | 3.00% | 2.63% | 3.20% | 3.95% |
AVGO Broadcom Inc. | 2.20% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
AXP American Express Company | 1.50% | 1.36% | 1.08% | 1.47% | 1.35% | 1.62% | 1.43% | 1.77% | 1.78% | 1.20% | 1.09% | 1.58% |
BABA Alibaba Group Holding Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIDU Baidu, 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% |
CAT Caterpillar Inc. | 1.80% | 1.96% | 2.15% | 2.40% | 2.80% | 2.90% | 2.26% | 3.93% | 5.33% | 3.63% | 2.49% | 3.71% |
CL Colgate-Palmolive Company | 2.69% | 2.41% | 2.19% | 2.18% | 2.72% | 3.13% | 2.42% | 2.78% | 2.70% | 2.52% | 2.56% | 2.99% |
CRM salesforce.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% |
CSCO Cisco Systems, Inc. | 3.55% | 3.24% | 2.45% | 3.47% | 3.23% | 3.41% | 3.51% | 4.04% | 3.85% | 3.50% | 3.09% | 3.53% |
EMR Emerson Electric Co. | 2.17% | 2.19% | 2.27% | 2.66% | 2.83% | 3.68% | 3.21% | 4.10% | 4.91% | 3.68% | 3.14% | 4.14% |
GLW Corning Incorporated | 3.67% | 3.47% | 2.73% | 2.65% | 3.07% | 2.74% | 2.28% | 2.67% | 3.24% | 2.20% | 2.82% | 3.30% |
GOOG Alphabet 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% |
GS The Goldman Sachs Group, Inc. | 3.22% | 2.68% | 1.78% | 2.03% | 1.98% | 2.11% | 1.29% | 1.25% | 1.65% | 1.37% | 1.38% | 1.68% |
HD The Home Depot, Inc. | 2.72% | 2.46% | 1.66% | 2.41% | 2.72% | 2.69% | 2.16% | 2.42% | 2.14% | 2.19% | 2.37% | 2.40% |
HPQ | 4.09% | 3.87% | 2.34% | 3.20% | 3.61% | 3.30% | 3.06% | 4.19% | 3.85% | 2.04% | 2.71% | 4.95% |
HRL | 2.89% | 2.33% | 2.09% | 2.12% | 2.02% | 1.95% | 2.11% | 1.92% | 1.48% | 1.83% | 1.83% | 2.37% |
IBM | 4.70% | 4.85% | 5.16% | 5.91% | 5.77% | 6.89% | 5.07% | 4.53% | 5.16% | 3.89% | 2.96% | 2.64% |
INTC | 2.76% | 5.63% | 2.86% | 2.88% | 2.35% | 2.92% | 2.73% | 3.45% | 3.47% | 3.18% | 4.59% | 5.80% |
ITW | 2.32% | 2.34% | 1.99% | 2.31% | 2.52% | 3.15% | 1.97% | 2.30% | 2.68% | 2.34% | 2.38% | 3.12% |
JNJ | 2.99% | 2.57% | 2.57% | 2.72% | 2.84% | 3.12% | 2.77% | 3.27% | 3.53% | 3.34% | 3.68% | 4.59% |
JPM | 2.78% | 3.05% | 2.46% | 3.06% | 2.65% | 2.93% | 2.25% | 2.58% | 3.17% | 3.19% | 3.05% | 3.53% |
KMB | 3.95% | 3.51% | 3.40% | 3.50% | 3.40% | 4.11% | 3.91% | 4.04% | 3.57% | 3.75% | 4.26% | 4.98% |
KO | 3.28% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
LOW | 2.07% | 1.88% | 1.12% | 1.47% | 1.84% | 2.10% | 1.81% | 2.00% | 1.54% | 1.39% | 1.63% | 2.04% |
MCD | 2.36% | 2.18% | 2.04% | 2.50% | 2.61% | 2.63% | 2.55% | 3.48% | 3.52% | 4.38% | 4.16% | 4.35% |
META | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MMM | 6.64% | 5.19% | 3.63% | 3.78% | 3.80% | 3.44% | 2.47% | 3.14% | 3.53% | 2.77% | 2.47% | 3.55% |
MSFT | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
MU | 0.68% | 0.89% | 0.22% | 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% |
NVDA | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
ORCL | 1.35% | 1.58% | 1.42% | 1.55% | 1.83% | 1.82% | 1.67% | 1.74% | 1.77% | 1.23% | 0.73% | 1.48% |
PEP | 2.86% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
PG | 2.55% | 2.43% | 2.17% | 2.40% | 2.60% | 3.49% | 3.48% | 3.83% | 4.12% | 3.57% | 3.85% | 4.45% |
PPG | 1.94% | 1.95% | 1.35% | 1.53% | 1.58% | 1.98% | 1.61% | 1.85% | 1.63% | 1.31% | 1.49% | 2.05% |
QCOM | 2.79% | 2.72% | 1.53% | 1.79% | 3.06% | 4.82% | 4.11% | 3.87% | 4.70% | 2.82% | 2.33% | 2.12% |
SHOP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STM | 0.56% | 0.68% | 0.46% | 0.51% | 0.91% | 1.79% | 1.15% | 2.62% | 6.66% | 6.24% | 6.12% | 7.08% |
SWKS | 2.59% | 2.64% | 1.42% | 1.30% | 1.45% | 2.28% | 1.40% | 1.62% | 1.16% | 0.55% | 0.00% | 0.00% |
TCEHY | 5.07% | 3.70% | 0.38% | 0.23% | 0.29% | 0.28% | 0.17% | 0.27% | 0.26% | 0.24% | 0.22% | 0.33% |
TGT | 4.07% | 2.71% | 1.42% | 1.61% | 2.19% | 4.25% | 4.30% | 3.85% | 3.69% | 3.19% | 3.28% | 3.00% |
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 | 3.10% | 2.90% | 2.35% | 2.44% | 2.77% | 3.17% | 2.37% | 2.69% | 3.14% | 2.93% | 3.16% | 3.11% |
UPS | 4.11% | 3.59% | 2.02% | 2.60% | 3.68% | 4.33% | 3.34% | 3.36% | 3.86% | 3.16% | 3.17% | 4.27% |
VZ | 8.22% | 6.86% | 5.38% | 4.88% | 4.77% | 5.32% | 5.79% | 5.89% | 6.93% | 6.94% | 6.69% | 7.71% |
WMT | 1.42% | 1.60% | 1.56% | 1.56% | 1.89% | 2.42% | 2.29% | 3.29% | 3.74% | 2.69% | 2.95% | 2.94% |
Expense Ratio
The General Screener Portfolio 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.
Risk-Adjusted Performance
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AAPL Apple Inc. | 0.82 | ||||
ADBE Adobe Inc | 2.50 | ||||
ADI Analog Devices, Inc. | 0.86 | ||||
ADSK Autodesk, Inc. | 0.28 | ||||
AMD Advanced Micro Devices, Inc. | 1.19 | ||||
AMZN Amazon.com, Inc. | 0.33 | ||||
APD Air Products and Chemicals, Inc. | 0.97 | ||||
AVGO Broadcom Inc. | 2.72 | ||||
AXP American Express Company | 0.36 | ||||
BABA Alibaba Group Holding Limited | 0.19 | ||||
BIDU Baidu, Inc. | 0.18 | ||||
CAT Caterpillar Inc. | 2.30 | ||||
CL Colgate-Palmolive Company | 0.07 | ||||
CRM salesforce.com, inc. | 1.09 | ||||
CSCO Cisco Systems, Inc. | 1.93 | ||||
EMR Emerson Electric Co. | 1.36 | ||||
GLW Corning Incorporated | 0.22 | ||||
GOOG Alphabet Inc. | 1.10 | ||||
GS The Goldman Sachs Group, Inc. | 0.44 | ||||
HD The Home Depot, Inc. | 0.44 | ||||
HPQ | N/A | ||||
HRL | N/A | ||||
IBM | N/A | ||||
INTC | N/A | ||||
ITW | N/A | ||||
JNJ | N/A | ||||
JPM | N/A | ||||
KMB | N/A | ||||
KO | N/A | ||||
LOW | N/A | ||||
MCD | N/A | ||||
META | N/A | ||||
MMM | N/A | ||||
MSFT | N/A | ||||
MU | N/A | ||||
NFLX | N/A | ||||
NVDA | N/A | ||||
ORCL | N/A | ||||
PEP | N/A | ||||
PG | N/A | ||||
PPG | N/A | ||||
QCOM | N/A | ||||
SHOP | N/A | ||||
STM | N/A | ||||
SWKS | N/A | ||||
TCEHY | N/A | ||||
TGT | N/A | ||||
TSLA | N/A | ||||
TXN | N/A | ||||
UPS | N/A | ||||
VZ | N/A | ||||
WMT | N/A |
Asset Correlations Table
TCEHY | HRL | KMB | VZ | WMT | TSLA | JNJ | CL | SHOP | PG | TGT | BABA | BIDU | KO | MCD | NFLX | PEP | AMD | META | LOW | CAT | MU | AMZN | JPM | CRM | IBM | UPS | HD | GS | MMM | ORCL | STM | AXP | APD | PPG | HPQ | NVDA | EMR | QCOM | AVGO | AAPL | INTC | ADSK | ADBE | SWKS | GOOG | GLW | ITW | CSCO | ADI | MSFT | TXN | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCEHY | 1.00 | -0.01 | -0.02 | -0.01 | -0.01 | 0.15 | 0.02 | -0.02 | 0.17 | 0.01 | 0.06 | 0.40 | 0.34 | 0.03 | 0.03 | 0.12 | -0.00 | 0.10 | 0.13 | 0.09 | 0.14 | 0.16 | 0.16 | 0.15 | 0.15 | 0.11 | 0.11 | 0.09 | 0.17 | 0.12 | 0.10 | 0.17 | 0.15 | 0.12 | 0.13 | 0.14 | 0.14 | 0.16 | 0.16 | 0.15 | 0.15 | 0.12 | 0.17 | 0.13 | 0.17 | 0.16 | 0.17 | 0.14 | 0.13 | 0.15 | 0.13 | 0.16 |
HRL | -0.01 | 1.00 | 0.49 | 0.36 | 0.34 | 0.07 | 0.33 | 0.49 | 0.04 | 0.45 | 0.24 | 0.07 | 0.05 | 0.42 | 0.30 | 0.09 | 0.49 | 0.05 | 0.12 | 0.23 | 0.17 | 0.09 | 0.12 | 0.15 | 0.14 | 0.27 | 0.26 | 0.26 | 0.15 | 0.28 | 0.23 | 0.08 | 0.15 | 0.27 | 0.24 | 0.16 | 0.09 | 0.18 | 0.12 | 0.11 | 0.19 | 0.15 | 0.12 | 0.16 | 0.13 | 0.14 | 0.19 | 0.27 | 0.24 | 0.11 | 0.20 | 0.17 |
KMB | -0.02 | 0.49 | 1.00 | 0.42 | 0.37 | 0.06 | 0.42 | 0.69 | 0.08 | 0.68 | 0.23 | 0.07 | 0.05 | 0.55 | 0.39 | 0.12 | 0.60 | 0.09 | 0.17 | 0.27 | 0.18 | 0.11 | 0.15 | 0.19 | 0.16 | 0.31 | 0.32 | 0.31 | 0.18 | 0.35 | 0.31 | 0.09 | 0.20 | 0.34 | 0.30 | 0.17 | 0.11 | 0.22 | 0.16 | 0.16 | 0.20 | 0.20 | 0.15 | 0.20 | 0.13 | 0.20 | 0.21 | 0.34 | 0.30 | 0.14 | 0.26 | 0.22 |
VZ | -0.01 | 0.36 | 0.42 | 1.00 | 0.33 | 0.08 | 0.40 | 0.41 | 0.06 | 0.44 | 0.28 | 0.10 | 0.10 | 0.45 | 0.33 | 0.10 | 0.42 | 0.11 | 0.14 | 0.29 | 0.30 | 0.14 | 0.14 | 0.33 | 0.15 | 0.42 | 0.31 | 0.32 | 0.28 | 0.37 | 0.28 | 0.14 | 0.30 | 0.33 | 0.33 | 0.27 | 0.11 | 0.31 | 0.18 | 0.18 | 0.20 | 0.25 | 0.18 | 0.16 | 0.15 | 0.21 | 0.29 | 0.36 | 0.35 | 0.19 | 0.24 | 0.25 |
WMT | -0.01 | 0.34 | 0.37 | 0.33 | 1.00 | 0.16 | 0.35 | 0.39 | 0.16 | 0.44 | 0.47 | 0.14 | 0.14 | 0.37 | 0.35 | 0.22 | 0.45 | 0.19 | 0.22 | 0.36 | 0.24 | 0.18 | 0.27 | 0.25 | 0.21 | 0.31 | 0.35 | 0.41 | 0.24 | 0.32 | 0.33 | 0.19 | 0.25 | 0.31 | 0.29 | 0.26 | 0.23 | 0.28 | 0.23 | 0.23 | 0.28 | 0.28 | 0.25 | 0.26 | 0.21 | 0.28 | 0.28 | 0.35 | 0.34 | 0.26 | 0.31 | 0.29 |
TSLA | 0.15 | 0.07 | 0.06 | 0.08 | 0.16 | 1.00 | 0.11 | 0.10 | 0.38 | 0.13 | 0.20 | 0.32 | 0.34 | 0.16 | 0.18 | 0.38 | 0.17 | 0.38 | 0.36 | 0.25 | 0.24 | 0.33 | 0.42 | 0.25 | 0.41 | 0.22 | 0.25 | 0.25 | 0.28 | 0.20 | 0.28 | 0.37 | 0.30 | 0.23 | 0.27 | 0.32 | 0.44 | 0.24 | 0.35 | 0.40 | 0.42 | 0.36 | 0.40 | 0.42 | 0.39 | 0.38 | 0.30 | 0.25 | 0.29 | 0.39 | 0.41 | 0.38 |
JNJ | 0.02 | 0.33 | 0.42 | 0.40 | 0.35 | 0.11 | 1.00 | 0.47 | 0.11 | 0.49 | 0.25 | 0.16 | 0.14 | 0.46 | 0.38 | 0.19 | 0.49 | 0.15 | 0.22 | 0.29 | 0.29 | 0.17 | 0.22 | 0.30 | 0.23 | 0.41 | 0.34 | 0.33 | 0.28 | 0.43 | 0.36 | 0.21 | 0.30 | 0.37 | 0.34 | 0.28 | 0.18 | 0.34 | 0.26 | 0.24 | 0.28 | 0.29 | 0.24 | 0.28 | 0.23 | 0.31 | 0.34 | 0.41 | 0.41 | 0.26 | 0.34 | 0.31 |
CL | -0.02 | 0.49 | 0.69 | 0.41 | 0.39 | 0.10 | 0.47 | 1.00 | 0.11 | 0.74 | 0.27 | 0.10 | 0.10 | 0.61 | 0.43 | 0.17 | 0.67 | 0.13 | 0.21 | 0.32 | 0.25 | 0.14 | 0.20 | 0.24 | 0.22 | 0.37 | 0.34 | 0.37 | 0.23 | 0.39 | 0.34 | 0.16 | 0.25 | 0.42 | 0.36 | 0.24 | 0.16 | 0.29 | 0.21 | 0.22 | 0.26 | 0.25 | 0.23 | 0.26 | 0.19 | 0.26 | 0.27 | 0.40 | 0.36 | 0.20 | 0.32 | 0.29 |
SHOP | 0.17 | 0.04 | 0.08 | 0.06 | 0.16 | 0.38 | 0.11 | 0.11 | 1.00 | 0.13 | 0.25 | 0.42 | 0.40 | 0.11 | 0.19 | 0.45 | 0.16 | 0.46 | 0.45 | 0.29 | 0.22 | 0.38 | 0.51 | 0.22 | 0.54 | 0.18 | 0.27 | 0.29 | 0.27 | 0.20 | 0.33 | 0.42 | 0.29 | 0.29 | 0.26 | 0.30 | 0.50 | 0.23 | 0.40 | 0.41 | 0.44 | 0.37 | 0.52 | 0.54 | 0.43 | 0.45 | 0.31 | 0.26 | 0.32 | 0.42 | 0.48 | 0.41 |
PG | 0.01 | 0.45 | 0.68 | 0.44 | 0.44 | 0.13 | 0.49 | 0.74 | 0.13 | 1.00 | 0.28 | 0.12 | 0.11 | 0.62 | 0.41 | 0.19 | 0.66 | 0.15 | 0.23 | 0.32 | 0.25 | 0.19 | 0.24 | 0.26 | 0.24 | 0.39 | 0.37 | 0.37 | 0.24 | 0.39 | 0.35 | 0.18 | 0.27 | 0.40 | 0.36 | 0.26 | 0.20 | 0.32 | 0.25 | 0.24 | 0.30 | 0.28 | 0.24 | 0.29 | 0.21 | 0.29 | 0.29 | 0.41 | 0.38 | 0.25 | 0.36 | 0.32 |
TGT | 0.06 | 0.24 | 0.23 | 0.28 | 0.47 | 0.20 | 0.25 | 0.27 | 0.25 | 0.28 | 1.00 | 0.20 | 0.23 | 0.29 | 0.27 | 0.24 | 0.29 | 0.26 | 0.25 | 0.49 | 0.32 | 0.27 | 0.29 | 0.36 | 0.29 | 0.35 | 0.41 | 0.52 | 0.37 | 0.36 | 0.34 | 0.28 | 0.35 | 0.34 | 0.37 | 0.37 | 0.31 | 0.38 | 0.31 | 0.29 | 0.30 | 0.33 | 0.34 | 0.32 | 0.32 | 0.30 | 0.37 | 0.41 | 0.37 | 0.32 | 0.32 | 0.36 |
BABA | 0.40 | 0.07 | 0.07 | 0.10 | 0.14 | 0.32 | 0.16 | 0.10 | 0.42 | 0.12 | 0.20 | 1.00 | 0.66 | 0.15 | 0.18 | 0.40 | 0.14 | 0.35 | 0.45 | 0.23 | 0.31 | 0.40 | 0.45 | 0.30 | 0.41 | 0.27 | 0.28 | 0.25 | 0.33 | 0.27 | 0.33 | 0.40 | 0.30 | 0.30 | 0.31 | 0.33 | 0.42 | 0.31 | 0.40 | 0.38 | 0.40 | 0.39 | 0.42 | 0.42 | 0.44 | 0.45 | 0.39 | 0.30 | 0.32 | 0.39 | 0.43 | 0.39 |
BIDU | 0.34 | 0.05 | 0.05 | 0.10 | 0.14 | 0.34 | 0.14 | 0.10 | 0.40 | 0.11 | 0.23 | 0.66 | 1.00 | 0.15 | 0.19 | 0.39 | 0.14 | 0.35 | 0.42 | 0.28 | 0.33 | 0.40 | 0.42 | 0.33 | 0.42 | 0.28 | 0.29 | 0.28 | 0.37 | 0.27 | 0.33 | 0.39 | 0.33 | 0.28 | 0.31 | 0.37 | 0.42 | 0.32 | 0.40 | 0.40 | 0.41 | 0.39 | 0.43 | 0.43 | 0.43 | 0.45 | 0.37 | 0.31 | 0.35 | 0.41 | 0.43 | 0.42 |
KO | 0.03 | 0.42 | 0.55 | 0.45 | 0.37 | 0.16 | 0.46 | 0.61 | 0.11 | 0.62 | 0.29 | 0.15 | 0.15 | 1.00 | 0.50 | 0.14 | 0.73 | 0.14 | 0.22 | 0.33 | 0.32 | 0.19 | 0.22 | 0.34 | 0.25 | 0.42 | 0.38 | 0.37 | 0.31 | 0.44 | 0.35 | 0.20 | 0.37 | 0.45 | 0.41 | 0.30 | 0.18 | 0.38 | 0.25 | 0.27 | 0.29 | 0.28 | 0.26 | 0.28 | 0.20 | 0.32 | 0.35 | 0.45 | 0.38 | 0.26 | 0.36 | 0.32 |
MCD | 0.03 | 0.30 | 0.39 | 0.33 | 0.35 | 0.18 | 0.38 | 0.43 | 0.19 | 0.41 | 0.27 | 0.18 | 0.19 | 0.50 | 1.00 | 0.22 | 0.47 | 0.22 | 0.31 | 0.37 | 0.30 | 0.22 | 0.30 | 0.36 | 0.30 | 0.37 | 0.37 | 0.41 | 0.34 | 0.37 | 0.39 | 0.28 | 0.37 | 0.41 | 0.38 | 0.33 | 0.26 | 0.35 | 0.30 | 0.33 | 0.34 | 0.32 | 0.30 | 0.34 | 0.28 | 0.35 | 0.36 | 0.41 | 0.40 | 0.31 | 0.40 | 0.37 |
NFLX | 0.12 | 0.09 | 0.12 | 0.10 | 0.22 | 0.38 | 0.19 | 0.17 | 0.45 | 0.19 | 0.24 | 0.40 | 0.39 | 0.14 | 0.22 | 1.00 | 0.20 | 0.40 | 0.52 | 0.33 | 0.24 | 0.36 | 0.56 | 0.25 | 0.49 | 0.23 | 0.28 | 0.33 | 0.30 | 0.25 | 0.37 | 0.36 | 0.29 | 0.29 | 0.27 | 0.31 | 0.48 | 0.26 | 0.40 | 0.40 | 0.47 | 0.41 | 0.47 | 0.54 | 0.41 | 0.49 | 0.33 | 0.26 | 0.36 | 0.39 | 0.51 | 0.43 |
PEP | -0.00 | 0.49 | 0.60 | 0.42 | 0.45 | 0.17 | 0.49 | 0.67 | 0.16 | 0.66 | 0.29 | 0.14 | 0.14 | 0.73 | 0.47 | 0.20 | 1.00 | 0.16 | 0.26 | 0.35 | 0.22 | 0.20 | 0.27 | 0.25 | 0.28 | 0.36 | 0.36 | 0.40 | 0.22 | 0.39 | 0.37 | 0.22 | 0.28 | 0.41 | 0.36 | 0.26 | 0.22 | 0.30 | 0.27 | 0.29 | 0.34 | 0.30 | 0.28 | 0.33 | 0.23 | 0.34 | 0.31 | 0.40 | 0.40 | 0.27 | 0.41 | 0.33 |
AMD | 0.10 | 0.05 | 0.09 | 0.11 | 0.19 | 0.38 | 0.15 | 0.13 | 0.46 | 0.15 | 0.26 | 0.35 | 0.35 | 0.14 | 0.22 | 0.40 | 0.16 | 1.00 | 0.43 | 0.31 | 0.28 | 0.52 | 0.47 | 0.28 | 0.47 | 0.29 | 0.32 | 0.32 | 0.32 | 0.25 | 0.38 | 0.51 | 0.33 | 0.31 | 0.30 | 0.42 | 0.67 | 0.32 | 0.52 | 0.51 | 0.46 | 0.48 | 0.49 | 0.50 | 0.51 | 0.46 | 0.39 | 0.32 | 0.40 | 0.56 | 0.50 | 0.56 |
META | 0.13 | 0.12 | 0.17 | 0.14 | 0.22 | 0.36 | 0.22 | 0.21 | 0.45 | 0.23 | 0.25 | 0.45 | 0.42 | 0.22 | 0.31 | 0.52 | 0.26 | 0.43 | 1.00 | 0.35 | 0.29 | 0.41 | 0.62 | 0.32 | 0.53 | 0.29 | 0.35 | 0.37 | 0.36 | 0.31 | 0.41 | 0.44 | 0.37 | 0.35 | 0.34 | 0.36 | 0.52 | 0.32 | 0.46 | 0.47 | 0.55 | 0.45 | 0.52 | 0.61 | 0.49 | 0.69 | 0.39 | 0.34 | 0.42 | 0.47 | 0.60 | 0.49 |
LOW | 0.09 | 0.23 | 0.27 | 0.29 | 0.36 | 0.25 | 0.29 | 0.32 | 0.29 | 0.32 | 0.49 | 0.23 | 0.28 | 0.33 | 0.37 | 0.33 | 0.35 | 0.31 | 0.35 | 1.00 | 0.41 | 0.34 | 0.37 | 0.42 | 0.39 | 0.40 | 0.47 | 0.79 | 0.43 | 0.44 | 0.40 | 0.37 | 0.44 | 0.45 | 0.49 | 0.43 | 0.38 | 0.47 | 0.40 | 0.39 | 0.39 | 0.40 | 0.44 | 0.43 | 0.41 | 0.40 | 0.47 | 0.52 | 0.45 | 0.42 | 0.44 | 0.44 |
CAT | 0.14 | 0.17 | 0.18 | 0.30 | 0.24 | 0.24 | 0.29 | 0.25 | 0.22 | 0.25 | 0.32 | 0.31 | 0.33 | 0.32 | 0.30 | 0.24 | 0.22 | 0.28 | 0.29 | 0.41 | 1.00 | 0.41 | 0.27 | 0.61 | 0.28 | 0.52 | 0.48 | 0.40 | 0.58 | 0.59 | 0.41 | 0.42 | 0.57 | 0.52 | 0.56 | 0.53 | 0.34 | 0.73 | 0.43 | 0.42 | 0.36 | 0.44 | 0.40 | 0.30 | 0.44 | 0.36 | 0.58 | 0.65 | 0.47 | 0.48 | 0.35 | 0.49 |
MU | 0.16 | 0.09 | 0.11 | 0.14 | 0.18 | 0.33 | 0.17 | 0.14 | 0.38 | 0.19 | 0.27 | 0.40 | 0.40 | 0.19 | 0.22 | 0.36 | 0.20 | 0.52 | 0.41 | 0.34 | 0.41 | 1.00 | 0.41 | 0.42 | 0.42 | 0.40 | 0.37 | 0.33 | 0.45 | 0.36 | 0.38 | 0.59 | 0.43 | 0.34 | 0.37 | 0.50 | 0.60 | 0.44 | 0.58 | 0.58 | 0.46 | 0.59 | 0.49 | 0.45 | 0.63 | 0.47 | 0.51 | 0.41 | 0.45 | 0.63 | 0.48 | 0.64 |
AMZN | 0.16 | 0.12 | 0.15 | 0.14 | 0.27 | 0.42 | 0.22 | 0.20 | 0.51 | 0.24 | 0.29 | 0.45 | 0.42 | 0.22 | 0.30 | 0.56 | 0.27 | 0.47 | 0.62 | 0.37 | 0.27 | 0.41 | 1.00 | 0.31 | 0.59 | 0.30 | 0.36 | 0.40 | 0.35 | 0.31 | 0.43 | 0.45 | 0.35 | 0.33 | 0.33 | 0.38 | 0.56 | 0.32 | 0.49 | 0.47 | 0.59 | 0.46 | 0.55 | 0.63 | 0.48 | 0.68 | 0.38 | 0.34 | 0.45 | 0.46 | 0.67 | 0.49 |
JPM | 0.15 | 0.15 | 0.19 | 0.33 | 0.25 | 0.25 | 0.30 | 0.24 | 0.22 | 0.26 | 0.36 | 0.30 | 0.33 | 0.34 | 0.36 | 0.25 | 0.25 | 0.28 | 0.32 | 0.42 | 0.61 | 0.42 | 0.31 | 1.00 | 0.32 | 0.52 | 0.47 | 0.42 | 0.81 | 0.54 | 0.44 | 0.42 | 0.71 | 0.50 | 0.56 | 0.51 | 0.34 | 0.62 | 0.40 | 0.41 | 0.39 | 0.44 | 0.38 | 0.31 | 0.44 | 0.40 | 0.56 | 0.58 | 0.49 | 0.47 | 0.38 | 0.47 |
CRM | 0.15 | 0.14 | 0.16 | 0.15 | 0.21 | 0.41 | 0.23 | 0.22 | 0.54 | 0.24 | 0.29 | 0.41 | 0.42 | 0.25 | 0.30 | 0.49 | 0.28 | 0.47 | 0.53 | 0.39 | 0.28 | 0.42 | 0.59 | 0.32 | 1.00 | 0.32 | 0.36 | 0.39 | 0.36 | 0.30 | 0.47 | 0.45 | 0.39 | 0.40 | 0.34 | 0.40 | 0.55 | 0.33 | 0.48 | 0.48 | 0.54 | 0.45 | 0.65 | 0.70 | 0.49 | 0.58 | 0.42 | 0.34 | 0.48 | 0.49 | 0.65 | 0.50 |
IBM | 0.11 | 0.27 | 0.31 | 0.42 | 0.31 | 0.22 | 0.41 | 0.37 | 0.18 | 0.39 | 0.35 | 0.27 | 0.28 | 0.42 | 0.37 | 0.23 | 0.36 | 0.29 | 0.29 | 0.40 | 0.52 | 0.40 | 0.30 | 0.52 | 0.32 | 1.00 | 0.46 | 0.43 | 0.50 | 0.56 | 0.51 | 0.37 | 0.52 | 0.45 | 0.49 | 0.54 | 0.32 | 0.55 | 0.40 | 0.40 | 0.39 | 0.47 | 0.39 | 0.36 | 0.40 | 0.40 | 0.53 | 0.56 | 0.56 | 0.44 | 0.42 | 0.49 |
UPS | 0.11 | 0.26 | 0.32 | 0.31 | 0.35 | 0.25 | 0.34 | 0.34 | 0.27 | 0.37 | 0.41 | 0.28 | 0.29 | 0.38 | 0.37 | 0.28 | 0.36 | 0.32 | 0.35 | 0.47 | 0.48 | 0.37 | 0.36 | 0.47 | 0.36 | 0.46 | 1.00 | 0.50 | 0.48 | 0.54 | 0.47 | 0.37 | 0.47 | 0.48 | 0.50 | 0.45 | 0.39 | 0.53 | 0.43 | 0.42 | 0.42 | 0.42 | 0.43 | 0.43 | 0.40 | 0.40 | 0.51 | 0.56 | 0.49 | 0.44 | 0.44 | 0.47 |
HD | 0.09 | 0.26 | 0.31 | 0.32 | 0.41 | 0.25 | 0.33 | 0.37 | 0.29 | 0.37 | 0.52 | 0.25 | 0.28 | 0.37 | 0.41 | 0.33 | 0.40 | 0.32 | 0.37 | 0.79 | 0.40 | 0.33 | 0.40 | 0.42 | 0.39 | 0.43 | 0.50 | 1.00 | 0.43 | 0.48 | 0.43 | 0.38 | 0.44 | 0.47 | 0.49 | 0.44 | 0.39 | 0.46 | 0.41 | 0.39 | 0.42 | 0.41 | 0.44 | 0.44 | 0.41 | 0.44 | 0.46 | 0.55 | 0.48 | 0.43 | 0.48 | 0.48 |
GS | 0.17 | 0.15 | 0.18 | 0.28 | 0.24 | 0.28 | 0.28 | 0.23 | 0.27 | 0.24 | 0.37 | 0.33 | 0.37 | 0.31 | 0.34 | 0.30 | 0.22 | 0.32 | 0.36 | 0.43 | 0.58 | 0.45 | 0.35 | 0.81 | 0.36 | 0.50 | 0.48 | 0.43 | 1.00 | 0.53 | 0.44 | 0.44 | 0.67 | 0.49 | 0.54 | 0.51 | 0.39 | 0.60 | 0.43 | 0.43 | 0.42 | 0.45 | 0.42 | 0.35 | 0.46 | 0.44 | 0.54 | 0.55 | 0.47 | 0.48 | 0.41 | 0.48 |
MMM | 0.12 | 0.28 | 0.35 | 0.37 | 0.32 | 0.20 | 0.43 | 0.39 | 0.20 | 0.39 | 0.36 | 0.27 | 0.27 | 0.44 | 0.37 | 0.25 | 0.39 | 0.25 | 0.31 | 0.44 | 0.59 | 0.36 | 0.31 | 0.54 | 0.30 | 0.56 | 0.54 | 0.48 | 0.53 | 1.00 | 0.43 | 0.40 | 0.50 | 0.51 | 0.58 | 0.50 | 0.32 | 0.61 | 0.39 | 0.40 | 0.39 | 0.45 | 0.39 | 0.35 | 0.40 | 0.40 | 0.56 | 0.68 | 0.51 | 0.45 | 0.41 | 0.48 |
ORCL | 0.10 | 0.23 | 0.31 | 0.28 | 0.33 | 0.28 | 0.36 | 0.34 | 0.33 | 0.35 | 0.34 | 0.33 | 0.33 | 0.35 | 0.39 | 0.37 | 0.37 | 0.38 | 0.41 | 0.40 | 0.41 | 0.38 | 0.43 | 0.44 | 0.47 | 0.51 | 0.47 | 0.43 | 0.44 | 0.43 | 1.00 | 0.41 | 0.44 | 0.46 | 0.45 | 0.45 | 0.42 | 0.45 | 0.42 | 0.43 | 0.47 | 0.44 | 0.50 | 0.52 | 0.42 | 0.49 | 0.46 | 0.49 | 0.54 | 0.45 | 0.57 | 0.48 |
STM | 0.17 | 0.08 | 0.09 | 0.14 | 0.19 | 0.37 | 0.21 | 0.16 | 0.42 | 0.18 | 0.28 | 0.40 | 0.39 | 0.20 | 0.28 | 0.36 | 0.22 | 0.51 | 0.44 | 0.37 | 0.42 | 0.59 | 0.45 | 0.42 | 0.45 | 0.37 | 0.37 | 0.38 | 0.44 | 0.40 | 0.41 | 1.00 | 0.45 | 0.43 | 0.43 | 0.49 | 0.60 | 0.47 | 0.59 | 0.62 | 0.51 | 0.55 | 0.54 | 0.51 | 0.66 | 0.48 | 0.53 | 0.46 | 0.48 | 0.69 | 0.52 | 0.68 |
AXP | 0.15 | 0.15 | 0.20 | 0.30 | 0.25 | 0.30 | 0.30 | 0.25 | 0.29 | 0.27 | 0.35 | 0.30 | 0.33 | 0.37 | 0.37 | 0.29 | 0.28 | 0.33 | 0.37 | 0.44 | 0.57 | 0.43 | 0.35 | 0.71 | 0.39 | 0.52 | 0.47 | 0.44 | 0.67 | 0.50 | 0.44 | 0.45 | 1.00 | 0.49 | 0.54 | 0.53 | 0.39 | 0.59 | 0.45 | 0.42 | 0.41 | 0.45 | 0.45 | 0.39 | 0.46 | 0.45 | 0.55 | 0.54 | 0.49 | 0.50 | 0.43 | 0.50 |
APD | 0.12 | 0.27 | 0.34 | 0.33 | 0.31 | 0.23 | 0.37 | 0.42 | 0.29 | 0.40 | 0.34 | 0.30 | 0.28 | 0.45 | 0.41 | 0.29 | 0.41 | 0.31 | 0.35 | 0.45 | 0.52 | 0.34 | 0.33 | 0.50 | 0.40 | 0.45 | 0.48 | 0.47 | 0.49 | 0.51 | 0.46 | 0.43 | 0.49 | 1.00 | 0.60 | 0.45 | 0.37 | 0.56 | 0.44 | 0.43 | 0.41 | 0.43 | 0.45 | 0.43 | 0.42 | 0.41 | 0.51 | 0.60 | 0.48 | 0.45 | 0.46 | 0.50 |
PPG | 0.13 | 0.24 | 0.30 | 0.33 | 0.29 | 0.27 | 0.34 | 0.36 | 0.26 | 0.36 | 0.37 | 0.31 | 0.31 | 0.41 | 0.38 | 0.27 | 0.36 | 0.30 | 0.34 | 0.49 | 0.56 | 0.37 | 0.33 | 0.56 | 0.34 | 0.49 | 0.50 | 0.49 | 0.54 | 0.58 | 0.45 | 0.43 | 0.54 | 0.60 | 1.00 | 0.50 | 0.35 | 0.61 | 0.43 | 0.45 | 0.39 | 0.44 | 0.44 | 0.38 | 0.44 | 0.40 | 0.56 | 0.64 | 0.50 | 0.49 | 0.41 | 0.48 |
HPQ | 0.14 | 0.16 | 0.17 | 0.27 | 0.26 | 0.32 | 0.28 | 0.24 | 0.30 | 0.26 | 0.37 | 0.33 | 0.37 | 0.30 | 0.33 | 0.31 | 0.26 | 0.42 | 0.36 | 0.43 | 0.53 | 0.50 | 0.38 | 0.51 | 0.40 | 0.54 | 0.45 | 0.44 | 0.51 | 0.50 | 0.45 | 0.49 | 0.53 | 0.45 | 0.50 | 1.00 | 0.46 | 0.56 | 0.48 | 0.47 | 0.46 | 0.53 | 0.48 | 0.44 | 0.49 | 0.45 | 0.58 | 0.52 | 0.58 | 0.53 | 0.48 | 0.57 |
NVDA | 0.14 | 0.09 | 0.11 | 0.11 | 0.23 | 0.44 | 0.18 | 0.16 | 0.50 | 0.20 | 0.31 | 0.42 | 0.42 | 0.18 | 0.26 | 0.48 | 0.22 | 0.67 | 0.52 | 0.38 | 0.34 | 0.60 | 0.56 | 0.34 | 0.55 | 0.32 | 0.39 | 0.39 | 0.39 | 0.32 | 0.42 | 0.60 | 0.39 | 0.37 | 0.35 | 0.46 | 1.00 | 0.38 | 0.60 | 0.61 | 0.57 | 0.58 | 0.57 | 0.61 | 0.62 | 0.56 | 0.46 | 0.39 | 0.48 | 0.64 | 0.61 | 0.66 |
EMR | 0.16 | 0.18 | 0.22 | 0.31 | 0.28 | 0.24 | 0.34 | 0.29 | 0.23 | 0.32 | 0.38 | 0.31 | 0.32 | 0.38 | 0.35 | 0.26 | 0.30 | 0.32 | 0.32 | 0.47 | 0.73 | 0.44 | 0.32 | 0.62 | 0.33 | 0.55 | 0.53 | 0.46 | 0.60 | 0.61 | 0.45 | 0.47 | 0.59 | 0.56 | 0.61 | 0.56 | 0.38 | 1.00 | 0.47 | 0.46 | 0.42 | 0.48 | 0.44 | 0.36 | 0.46 | 0.42 | 0.61 | 0.71 | 0.54 | 0.53 | 0.42 | 0.55 |
QCOM | 0.16 | 0.12 | 0.16 | 0.18 | 0.23 | 0.35 | 0.26 | 0.21 | 0.40 | 0.25 | 0.31 | 0.40 | 0.40 | 0.25 | 0.30 | 0.40 | 0.27 | 0.52 | 0.46 | 0.40 | 0.43 | 0.58 | 0.49 | 0.40 | 0.48 | 0.40 | 0.43 | 0.41 | 0.43 | 0.39 | 0.42 | 0.59 | 0.45 | 0.44 | 0.43 | 0.48 | 0.60 | 0.47 | 1.00 | 0.62 | 0.57 | 0.60 | 0.53 | 0.54 | 0.66 | 0.52 | 0.53 | 0.45 | 0.50 | 0.66 | 0.57 | 0.67 |
AVGO | 0.15 | 0.11 | 0.16 | 0.18 | 0.23 | 0.40 | 0.24 | 0.22 | 0.41 | 0.24 | 0.29 | 0.38 | 0.40 | 0.27 | 0.33 | 0.40 | 0.29 | 0.51 | 0.47 | 0.39 | 0.42 | 0.58 | 0.47 | 0.41 | 0.48 | 0.40 | 0.42 | 0.39 | 0.43 | 0.40 | 0.43 | 0.62 | 0.42 | 0.43 | 0.45 | 0.47 | 0.61 | 0.46 | 0.62 | 1.00 | 0.59 | 0.59 | 0.55 | 0.54 | 0.72 | 0.51 | 0.51 | 0.47 | 0.53 | 0.71 | 0.56 | 0.71 |
AAPL | 0.15 | 0.19 | 0.20 | 0.20 | 0.28 | 0.42 | 0.28 | 0.26 | 0.44 | 0.30 | 0.30 | 0.40 | 0.41 | 0.29 | 0.34 | 0.47 | 0.34 | 0.46 | 0.55 | 0.39 | 0.36 | 0.46 | 0.59 | 0.39 | 0.54 | 0.39 | 0.42 | 0.42 | 0.42 | 0.39 | 0.47 | 0.51 | 0.41 | 0.41 | 0.39 | 0.46 | 0.57 | 0.42 | 0.57 | 0.59 | 1.00 | 0.53 | 0.54 | 0.59 | 0.62 | 0.62 | 0.49 | 0.43 | 0.54 | 0.57 | 0.66 | 0.60 |
INTC | 0.12 | 0.15 | 0.20 | 0.25 | 0.28 | 0.36 | 0.29 | 0.25 | 0.37 | 0.28 | 0.33 | 0.39 | 0.39 | 0.28 | 0.32 | 0.41 | 0.30 | 0.48 | 0.45 | 0.40 | 0.44 | 0.59 | 0.46 | 0.44 | 0.45 | 0.47 | 0.42 | 0.41 | 0.45 | 0.45 | 0.44 | 0.55 | 0.45 | 0.43 | 0.44 | 0.53 | 0.58 | 0.48 | 0.60 | 0.59 | 0.53 | 1.00 | 0.50 | 0.51 | 0.61 | 0.51 | 0.54 | 0.48 | 0.56 | 0.64 | 0.56 | 0.69 |
ADSK | 0.17 | 0.12 | 0.15 | 0.18 | 0.25 | 0.40 | 0.24 | 0.23 | 0.52 | 0.24 | 0.34 | 0.42 | 0.43 | 0.26 | 0.30 | 0.47 | 0.28 | 0.49 | 0.52 | 0.44 | 0.40 | 0.49 | 0.55 | 0.38 | 0.65 | 0.39 | 0.43 | 0.44 | 0.42 | 0.39 | 0.50 | 0.54 | 0.45 | 0.45 | 0.44 | 0.48 | 0.57 | 0.44 | 0.53 | 0.55 | 0.54 | 0.50 | 1.00 | 0.69 | 0.56 | 0.58 | 0.51 | 0.45 | 0.52 | 0.59 | 0.63 | 0.58 |
ADBE | 0.13 | 0.16 | 0.20 | 0.16 | 0.26 | 0.42 | 0.28 | 0.26 | 0.54 | 0.29 | 0.32 | 0.42 | 0.43 | 0.28 | 0.34 | 0.54 | 0.33 | 0.50 | 0.61 | 0.43 | 0.30 | 0.45 | 0.63 | 0.31 | 0.70 | 0.36 | 0.43 | 0.44 | 0.35 | 0.35 | 0.52 | 0.51 | 0.39 | 0.43 | 0.38 | 0.44 | 0.61 | 0.36 | 0.54 | 0.54 | 0.59 | 0.51 | 0.69 | 1.00 | 0.53 | 0.66 | 0.44 | 0.41 | 0.52 | 0.55 | 0.75 | 0.58 |
SWKS | 0.17 | 0.13 | 0.13 | 0.15 | 0.21 | 0.39 | 0.23 | 0.19 | 0.43 | 0.21 | 0.32 | 0.44 | 0.43 | 0.20 | 0.28 | 0.41 | 0.23 | 0.51 | 0.49 | 0.41 | 0.44 | 0.63 | 0.48 | 0.44 | 0.49 | 0.40 | 0.40 | 0.41 | 0.46 | 0.40 | 0.42 | 0.66 | 0.46 | 0.42 | 0.44 | 0.49 | 0.62 | 0.46 | 0.66 | 0.72 | 0.62 | 0.61 | 0.56 | 0.53 | 1.00 | 0.52 | 0.54 | 0.47 | 0.51 | 0.74 | 0.55 | 0.73 |
GOOG | 0.16 | 0.14 | 0.20 | 0.21 | 0.28 | 0.38 | 0.31 | 0.26 | 0.45 | 0.29 | 0.30 | 0.45 | 0.45 | 0.32 | 0.35 | 0.49 | 0.34 | 0.46 | 0.69 | 0.40 | 0.36 | 0.47 | 0.68 | 0.40 | 0.58 | 0.40 | 0.40 | 0.44 | 0.44 | 0.40 | 0.49 | 0.48 | 0.45 | 0.41 | 0.40 | 0.45 | 0.56 | 0.42 | 0.52 | 0.51 | 0.62 | 0.51 | 0.58 | 0.66 | 0.52 | 1.00 | 0.47 | 0.43 | 0.52 | 0.53 | 0.72 | 0.57 |
GLW | 0.17 | 0.19 | 0.21 | 0.29 | 0.28 | 0.30 | 0.34 | 0.27 | 0.31 | 0.29 | 0.37 | 0.39 | 0.37 | 0.35 | 0.36 | 0.33 | 0.31 | 0.39 | 0.39 | 0.47 | 0.58 | 0.51 | 0.38 | 0.56 | 0.42 | 0.53 | 0.51 | 0.46 | 0.54 | 0.56 | 0.46 | 0.53 | 0.55 | 0.51 | 0.56 | 0.58 | 0.46 | 0.61 | 0.53 | 0.51 | 0.49 | 0.54 | 0.51 | 0.44 | 0.54 | 0.47 | 1.00 | 0.62 | 0.57 | 0.58 | 0.48 | 0.60 |
ITW | 0.14 | 0.27 | 0.34 | 0.36 | 0.35 | 0.25 | 0.41 | 0.40 | 0.26 | 0.41 | 0.41 | 0.30 | 0.31 | 0.45 | 0.41 | 0.26 | 0.40 | 0.32 | 0.34 | 0.52 | 0.65 | 0.41 | 0.34 | 0.58 | 0.34 | 0.56 | 0.56 | 0.55 | 0.55 | 0.68 | 0.49 | 0.46 | 0.54 | 0.60 | 0.64 | 0.52 | 0.39 | 0.71 | 0.45 | 0.47 | 0.43 | 0.48 | 0.45 | 0.41 | 0.47 | 0.43 | 0.62 | 1.00 | 0.55 | 0.53 | 0.46 | 0.56 |
CSCO | 0.13 | 0.24 | 0.30 | 0.35 | 0.34 | 0.29 | 0.41 | 0.36 | 0.32 | 0.38 | 0.37 | 0.32 | 0.35 | 0.38 | 0.40 | 0.36 | 0.40 | 0.40 | 0.42 | 0.45 | 0.47 | 0.45 | 0.45 | 0.49 | 0.48 | 0.56 | 0.49 | 0.48 | 0.47 | 0.51 | 0.54 | 0.48 | 0.49 | 0.48 | 0.50 | 0.58 | 0.48 | 0.54 | 0.50 | 0.53 | 0.54 | 0.56 | 0.52 | 0.52 | 0.51 | 0.52 | 0.57 | 0.55 | 1.00 | 0.54 | 0.58 | 0.58 |
ADI | 0.15 | 0.11 | 0.14 | 0.19 | 0.26 | 0.39 | 0.26 | 0.20 | 0.42 | 0.25 | 0.32 | 0.39 | 0.41 | 0.26 | 0.31 | 0.39 | 0.27 | 0.56 | 0.47 | 0.42 | 0.48 | 0.63 | 0.46 | 0.47 | 0.49 | 0.44 | 0.44 | 0.43 | 0.48 | 0.45 | 0.45 | 0.69 | 0.50 | 0.45 | 0.49 | 0.53 | 0.64 | 0.53 | 0.66 | 0.71 | 0.57 | 0.64 | 0.59 | 0.55 | 0.74 | 0.53 | 0.58 | 0.53 | 0.54 | 1.00 | 0.57 | 0.82 |
MSFT | 0.13 | 0.20 | 0.26 | 0.24 | 0.31 | 0.41 | 0.34 | 0.32 | 0.48 | 0.36 | 0.32 | 0.43 | 0.43 | 0.36 | 0.40 | 0.51 | 0.41 | 0.50 | 0.60 | 0.44 | 0.35 | 0.48 | 0.67 | 0.38 | 0.65 | 0.42 | 0.44 | 0.48 | 0.41 | 0.41 | 0.57 | 0.52 | 0.43 | 0.46 | 0.41 | 0.48 | 0.61 | 0.42 | 0.57 | 0.56 | 0.66 | 0.56 | 0.63 | 0.75 | 0.55 | 0.72 | 0.48 | 0.46 | 0.58 | 0.57 | 1.00 | 0.62 |
TXN | 0.16 | 0.17 | 0.22 | 0.25 | 0.29 | 0.38 | 0.31 | 0.29 | 0.41 | 0.32 | 0.36 | 0.39 | 0.42 | 0.32 | 0.37 | 0.43 | 0.33 | 0.56 | 0.49 | 0.44 | 0.49 | 0.64 | 0.49 | 0.47 | 0.50 | 0.49 | 0.47 | 0.48 | 0.48 | 0.48 | 0.48 | 0.68 | 0.50 | 0.50 | 0.48 | 0.57 | 0.66 | 0.55 | 0.67 | 0.71 | 0.60 | 0.69 | 0.58 | 0.58 | 0.73 | 0.57 | 0.60 | 0.56 | 0.58 | 0.82 | 0.62 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the General Screener Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the General Screener Portfolio is 30.97%, recorded on Oct 11, 2022. It took 200 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.97% | Jan 5, 2022 | 193 | Oct 11, 2022 | 200 | Jul 31, 2023 | 393 |
-29.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
-19.56% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
-14.67% | Dec 7, 2015 | 46 | Feb 11, 2016 | 25 | Mar 18, 2016 | 71 |
-14.01% | Jun 23, 2015 | 45 | Aug 25, 2015 | 49 | Nov 3, 2015 | 94 |
Volatility Chart
The current General Screener Portfolio volatility is 3.46%, 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.