General Screener Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

General Screener Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	1.92%
ADBE Adobe Inc	Technology	1.92%
ADI Analog Devices, Inc.	Technology	1.92%
ADSK Autodesk, Inc.	Technology	1.92%
AMD Advanced Micro Devices, Inc.	Technology	1.92%
AMZN Amazon.com, Inc.	Consumer Cyclical	1.92%
APD Air Products and Chemicals, Inc.	Basic Materials	1.92%
AVGO Broadcom Inc.	Technology	1.92%
AXP American Express Company	Financial Services	1.92%
BABA Alibaba Group Holding Limited	Consumer Cyclical	1.92%
BIDU Baidu, Inc.	Communication Services	1.92%
CAT Caterpillar Inc.	Industrials	1.92%
CL Colgate-Palmolive Company	Consumer Defensive	1.92%
CRM salesforce.com, inc.	Technology	1.92%
CSCO Cisco Systems, Inc.	Technology	1.92%
EMR Emerson Electric Co.	Industrials	1.92%
GLW Corning Incorporated	Technology	1.92%
GOOG Alphabet Inc	Communication Services	1.92%
GS The Goldman Sachs Group, Inc.	Financial Services	1.92%
HD		1.92%
HPQ		1.92%
HRL		1.92%
IBM		1.92%
INTC		1.92%
ITW		1.92%
JNJ		1.92%
JPM		1.92%
KMB		1.92%
KO		1.92%
LOW		1.92%
MCD		1.92%
META		1.92%
MMM		1.92%
MSFT		1.92%
MU		1.92%
NFLX		1.92%
NVDA		1.92%
ORCL		1.92%
PEP		1.92%
PG		1.92%
PPG		1.92%
QCOM		1.92%
SHOP		1.92%
STM		1.92%
SWKS		1.92%
TCEHY		1.92%
TGT		1.92%
TSLA		1.92%
TXN		1.92%
UPS		1.92%
VZ		1.92%
WMT		1.92%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
General Screener Portfolio	-2.72%	8.84%	-4.54%	9.65%	16.62%	N/A
Portfolio components:
AAPL Apple Inc	-20.63%	4.26%	-12.43%	8.82%	21.04%	21.59%
ADBE Adobe Inc	-13.81%	9.49%	-22.52%	-20.53%	0.63%	17.45%
ADI Analog Devices, Inc.	-1.90%	16.34%	-7.31%	1.85%	16.00%	15.19%
ADSK Autodesk, Inc.	-2.74%	11.89%	-5.92%	32.01%	9.32%	17.27%
AMD Advanced Micro Devices, Inc.	-14.86%	15.94%	-30.49%	-32.31%	13.08%	45.95%
AMZN Amazon.com, Inc.	-12.00%	6.53%	-7.26%	2.98%	9.93%	24.71%
APD Air Products and Chemicals, Inc.	-5.37%	3.47%	-12.31%	10.96%	5.61%	9.62%
AVGO Broadcom Inc.	-9.92%	20.84%	14.02%	58.12%	53.95%	36.26%
AXP American Express Company	-3.59%	15.24%	-0.51%	18.75%	29.01%	15.26%
BABA Alibaba Group Holding Limited	47.81%	20.30%	33.06%	57.92%	-9.04%	3.89%
BIDU Baidu, Inc.	3.02%	10.69%	-2.36%	-20.06%	-2.70%	-7.51%
CAT Caterpillar Inc.	-9.46%	13.17%	-16.51%	-6.72%	27.23%	16.96%
CL Colgate-Palmolive Company	-0.09%	-1.62%	-1.89%	-3.53%	7.80%	5.33%
CRM salesforce.com, inc.	-17.49%	7.96%	-14.22%	0.13%	8.74%	14.52%
CSCO Cisco Systems, Inc.	2.33%	5.62%	4.34%	28.10%	9.98%	10.81%
EMR Emerson Electric Co.	-8.80%	12.85%	-10.82%	-0.83%	17.70%	9.35%
GLW Corning Incorporated	-4.59%	8.13%	-6.38%	35.41%	19.71%	10.91%
GOOG Alphabet Inc	-18.84%	-0.64%	-13.97%	-8.91%	17.25%	19.39%
GS The Goldman Sachs Group, Inc.	-0.47%	15.78%	-2.80%	27.46%	28.54%	13.18%
HD	-6.16%	2.57%	-9.60%	7.30%	11.61%	N/A
HPQ	-18.08%	15.70%	-26.80%	-7.86%	15.17%	N/A
HRL	-5.07%	-0.06%	-1.78%	-14.88%	-6.94%	N/A
IBM	14.87%	9.28%	19.09%	53.60%	21.64%	N/A
INTC	6.83%	7.75%	-18.24%	-27.79%	-16.81%	N/A
ITW	-3.78%	6.92%	-9.75%	-0.81%	10.98%	N/A
JNJ	7.49%	3.72%	0.79%	6.18%	3.55%	N/A
JPM	6.78%	11.43%	8.01%	30.28%	26.54%	N/A
KMB	2.44%	-3.23%	1.36%	0.82%	2.71%	N/A
KO	14.10%	-0.34%	11.98%	14.81%	12.59%	N/A
LOW	-9.07%	1.01%	-17.22%	-3.65%	16.52%	N/A
MCD	8.83%	2.25%	6.16%	16.85%	14.29%	N/A
META	1.28%	8.46%	0.71%	24.87%	22.88%	N/A
MMM	11.01%	7.24%	7.24%	47.43%	7.39%	N/A
MSFT	4.30%	15.05%	4.25%	6.59%	19.74%	N/A
MU	2.15%	22.57%	-23.07%	-28.86%	12.79%	N/A
NFLX	27.92%	23.78%	43.42%	86.66%	21.02%	N/A
NVDA	-13.13%	8.44%	-20.97%	29.82%	71.04%	N/A
ORCL	-9.22%	12.74%	-20.07%	30.32%	24.87%	N/A
PEP	-13.46%	-9.50%	-19.62%	-25.04%	2.36%	N/A
PG	-4.78%	-2.99%	-4.81%	-3.18%	9.14%	N/A
PPG	-7.85%	11.07%	-11.83%	-17.75%	5.73%	N/A
QCOM	-4.98%	8.02%	-14.15%	-18.67%	15.04%	N/A
SHOP	-13.69%	8.44%	5.34%	55.70%	4.12%	N/A
STM	-3.81%	26.41%	-9.08%	-40.17%	-0.09%	N/A
SWKS	-22.27%	26.69%	-22.08%	-23.60%	-7.20%	N/A
TCEHY	17.88%	10.43%	16.92%	34.41%	4.64%	N/A
TGT	-28.08%	3.98%	-34.62%	-39.09%	-2.03%	N/A
TSLA	-26.14%	18.17%	-7.15%	77.04%	40.86%	N/A
TXN	-6.66%	10.94%	-20.55%	-5.20%	11.56%	N/A
UPS	-22.87%	-0.69%	-25.66%	-32.34%	4.05%	N/A
VZ	12.82%	1.61%	11.46%	15.28%	0.63%	N/A
WMT	7.60%	7.00%	14.86%	61.56%	20.37%	N/A

*Annualized

Monthly Returns

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

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.33%	-0.57%	-5.66%	-2.00%	2.42%								-2.72%
2024	0.33%	4.51%	3.72%	-3.99%	3.58%	3.07%	1.70%	2.06%	4.53%	-2.57%	5.70%	-2.67%	21.24%
2023	10.28%	-2.11%	6.99%	-1.61%	1.77%	7.38%	4.34%	-2.66%	-6.21%	-3.58%	10.82%	5.86%	33.80%
2022	-5.38%	-5.43%	0.91%	-8.44%	0.22%	-8.38%	8.91%	-4.83%	-10.72%	6.59%	10.06%	-5.46%	-22.09%
2021	-0.06%	2.49%	3.94%	3.62%	0.83%	2.61%	0.68%	1.75%	-4.90%	7.31%	0.37%	3.05%	23.41%
2020	1.67%	-6.00%	-9.90%	13.32%	5.69%	5.64%	6.86%	10.09%	-2.43%	-2.34%	10.84%	4.10%	40.92%
2019	8.71%	3.90%	2.51%	5.37%	-9.73%	9.27%	2.18%	-1.44%	1.22%	2.91%	5.27%	5.24%	39.88%
2018	7.92%	-2.80%	-3.39%	-0.51%	4.55%	0.42%	2.99%	4.23%	1.05%	-8.31%	2.64%	-7.52%	-0.08%
2017	4.33%	4.87%	2.47%	2.05%	3.88%	-0.69%	3.74%	1.82%	2.66%	5.15%	2.44%	0.53%	38.62%
2016	-6.29%	0.64%	9.60%	-0.42%	3.26%	0.02%	6.38%	2.75%	1.67%	-0.89%	3.37%	2.60%	24.18%
2015					-0.33%	-2.97%	0.90%	-5.66%	-1.19%	9.10%	2.53%	-1.10%	0.63%

Expense Ratio

General Screener Portfolio 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

The current rank of General Screener Portfolio is 35, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.25	0.63	1.09	0.28	0.95
ADBE Adobe Inc	-0.56	-0.64	0.90	-0.44	-1.08
ADI Analog Devices, Inc.	0.07	0.45	1.06	0.11	0.32
ADSK Autodesk, Inc.	1.09	1.72	1.23	0.82	3.75
AMD Advanced Micro Devices, Inc.	-0.62	-0.74	0.91	-0.53	-1.13
AMZN Amazon.com, Inc.	0.06	0.33	1.04	0.07	0.20
APD Air Products and Chemicals, Inc.	0.39	0.84	1.11	0.45	1.27
AVGO Broadcom Inc.	0.99	1.73	1.23	1.50	4.15
AXP American Express Company	0.64	1.17	1.16	0.79	2.51
BABA Alibaba Group Holding Limited	1.29	1.92	1.24	0.77	3.62
BIDU Baidu, Inc.	-0.50	-0.49	0.94	-0.28	-0.99
CAT Caterpillar Inc.	-0.20	0.02	1.00	-0.12	-0.32
CL Colgate-Palmolive Company	-0.12	-0.03	1.00	-0.12	-0.22
CRM salesforce.com, inc.	0.02	0.27	1.04	-0.00	-0.00
CSCO Cisco Systems, Inc.	1.28	1.91	1.28	1.27	5.76
EMR Emerson Electric Co.	-0.03	0.52	1.07	0.23	0.60
GLW Corning Incorporated	1.04	1.68	1.24	1.39	4.07
GOOG Alphabet Inc	-0.32	-0.28	0.97	-0.35	-0.77
GS The Goldman Sachs Group, Inc.	0.81	1.44	1.20	0.99	3.31
HD	0.31	0.72	1.08	0.42	1.10
HPQ	-0.20	0.14	1.02	-0.08	-0.22
HRL	-0.62	-0.68	0.91	-0.32	-0.97
IBM	2.00	2.73	1.39	3.27	10.01
INTC	-0.45	-0.35	0.95	-0.42	-0.89
ITW	-0.03	0.18	1.02	0.02	0.07
JNJ	0.34	0.62	1.09	0.41	1.10
JPM	1.09	1.77	1.26	1.43	4.82
KMB	0.04	0.22	1.03	0.09	0.20
KO	0.94	1.45	1.18	1.03	2.27
LOW	-0.17	0.04	1.01	-0.09	-0.21
MCD	0.99	1.47	1.19	1.17	3.79
META	0.70	1.26	1.16	0.79	2.47
MMM	1.41	2.67	1.36	1.22	9.30
MSFT	0.28	0.63	1.08	0.34	0.75
MU	-0.43	-0.27	0.97	-0.48	-0.80
NFLX	2.69	3.51	1.47	4.60	15.07
NVDA	0.53	1.05	1.13	0.78	1.94
ORCL	0.72	1.23	1.17	0.81	2.23
PEP	-1.24	-1.70	0.80	-0.83	-1.95
PG	-0.14	-0.06	0.99	-0.22	-0.50
PPG	-0.64	-0.79	0.90	-0.36	-1.43
QCOM	-0.42	-0.32	0.96	-0.40	-0.69
SHOP	0.80	0.89	1.12	0.28	1.38
STM	-0.77	-1.03	0.87	-0.61	-1.07
SWKS	-0.46	-0.36	0.94	-0.33	-0.86
TCEHY	1.01	1.57	1.22	0.74	3.44
TGT	-0.99	-1.21	0.82	-0.60	-1.94
TSLA	1.03	1.74	1.21	1.15	2.83
TXN	-0.11	0.16	1.02	-0.09	-0.23
UPS	-1.02	-1.24	0.81	-0.57	-1.86
VZ	0.77	1.17	1.17	0.82	3.35
WMT	2.50	3.34	1.46	2.82	9.42

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.

General Screener Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.49
5-Year: 0.87
All Time: 0.91

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of General Screener Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

General Screener Portfolio provided a 1.84% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.84%	1.77%	2.00%	2.00%	1.47%	1.60%	1.70%	1.95%	1.62%	1.79%	1.87%	1.55%
Portfolio components:
AAPL Apple Inc	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
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.	1.81%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%	2.67%
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.	2.62%	1.83%	2.56%	2.10%	1.97%	1.96%	1.97%	2.75%	2.32%	1.20%	0.00%	0.00%
AVGO Broadcom Inc.	1.07%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
AXP American Express Company	1.03%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%	1.05%
BABA Alibaba Group Holding Limited	0.53%	0.78%	1.29%	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.	1.73%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%
CL Colgate-Palmolive Company	2.25%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%	2.05%
CRM salesforce.com, inc.	0.59%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CSCO Cisco Systems, Inc.	2.69%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%	2.66%
EMR Emerson Electric Co.	1.87%	1.70%	2.14%	2.15%	2.18%	2.49%	2.58%	3.26%	2.76%	3.42%	3.94%	2.85%
GLW Corning Incorporated	2.48%	2.36%	3.68%	3.38%	2.58%	2.44%	2.75%	2.38%	1.94%	2.22%	2.63%	1.74%
GOOG Alphabet Inc	0.52%	0.32%	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.	2.07%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%	1.16%
HD	2.50%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%
HPQ	4.27%	3.42%	3.54%	3.77%	2.21%	2.94%	3.19%	2.82%	2.56%	4.24%	3.01%	1.56%
HRL	3.92%	3.60%	3.43%	2.28%	2.01%	2.00%	1.86%	1.76%	1.87%	1.67%	1.26%	1.54%
IBM	2.68%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%	2.65%
INTC	0.58%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%	2.48%
ITW	2.43%	2.29%	2.07%	2.30%	1.91%	2.17%	2.30%	2.81%	1.71%	1.96%	2.23%	1.91%
JNJ	3.22%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
JPM	2.00%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
KMB	3.70%	3.72%	3.88%	3.42%	3.19%	3.17%	3.00%	3.51%	3.22%	3.22%	2.77%	0.73%
KO	2.79%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%
LOW	2.07%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%	1.19%
MCD	2.19%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%	3.50%
META	0.34%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MMM	1.98%	2.60%	5.49%	4.97%	3.33%	3.36%	3.26%	2.86%	2.00%	2.49%	2.72%	2.08%
MSFT	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
MU	0.54%	0.55%	0.54%	0.89%	0.21%	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	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
ORCL	1.13%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%	1.07%
PEP	4.17%	3.52%	2.92%	2.51%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%	2.68%
PG	2.59%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%	2.78%
PPG	1.86%	2.23%	1.70%	1.92%	1.31%	1.46%	1.48%	1.82%	1.46%	1.65%	1.43%	1.13%
QCOM	2.34%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%	2.17%
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	1.50%	1.32%	0.48%	0.82%	0.45%	0.50%	0.86%	1.47%	0.93%	2.10%	5.11%	4.55%
SWKS	4.08%	3.11%	2.31%	2.59%	1.37%	1.23%	1.36%	2.09%	1.26%	1.45%	1.02%	0.48%
TCEHY	0.69%	0.81%	6.83%	4.22%	0.35%	0.21%	0.26%	0.29%	0.15%	0.25%	0.24%	0.04%
TGT	4.63%	3.28%	3.06%	2.66%	1.37%	1.52%	2.03%	3.81%	3.74%	3.21%	2.97%	2.50%
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	3.12%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%	2.32%
UPS	5.11%	5.17%	4.12%	3.50%	1.90%	2.40%	3.28%	3.73%	2.79%	2.72%	3.03%	2.41%
VZ	6.19%	6.68%	6.96%	6.53%	4.86%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%	4.57%
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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the General Screener Portfolio. 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 General Screener Portfolio was 30.96%, occurring on Oct 11, 2022. Recovery took 200 trading sessions.

The current General Screener Portfolio drawdown is 8.65%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.96%	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
-20.75%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-19.56%	Sep 21, 2018	65	Dec 24, 2018	59	Mar 21, 2019	124
-14.68%	Dec 7, 2015	46	Feb 11, 2016	25	Mar 18, 2016	71

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 52 assets, with an effective number of assets of 52.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	TCEHY	HRL	VZ	KMB	WMT	JNJ	CL	TSLA	PG	KO	PEP	TGT	MCD	BABA	BIDU	SHOP	NFLX	AMD	META	MU	LOW	AMZN	JPM	IBM	UPS	CAT	CRM	MMM	NVDA	APD	ORCL	HD	GS	AXP	STM	HPQ	PPG	AVGO	AAPL	INTC	GOOG	ADBE	QCOM	EMR	GLW	SWKS	ADSK	ITW	CSCO	MSFT	ADI	TXN	Portfolio
^GSPC	1.00	0.16	0.25	0.34	0.30	0.40	0.40	0.37	0.47	0.39	0.44	0.42	0.46	0.47	0.45	0.46	0.50	0.52	0.54	0.62	0.59	0.59	0.65	0.64	0.60	0.58	0.62	0.64	0.59	0.64	0.61	0.65	0.62	0.67	0.68	0.62	0.64	0.63	0.66	0.69	0.63	0.71	0.68	0.66	0.68	0.68	0.66	0.69	0.66	0.69	0.76	0.69	0.72	0.93
TCEHY	0.16	1.00	-0.01	-0.02	-0.02	-0.01	0.02	-0.03	0.12	0.00	0.02	-0.01	0.05	0.02	0.39	0.34	0.14	0.12	0.10	0.13	0.16	0.08	0.15	0.12	0.10	0.11	0.13	0.13	0.09	0.14	0.11	0.11	0.07	0.15	0.12	0.16	0.12	0.13	0.14	0.13	0.11	0.15	0.12	0.15	0.14	0.15	0.15	0.16	0.12	0.13	0.13	0.14	0.13	0.24
HRL	0.25	-0.01	1.00	0.36	0.49	0.30	0.34	0.47	0.06	0.45	0.43	0.50	0.24	0.31	0.08	0.06	0.02	0.06	0.03	0.07	0.05	0.23	0.08	0.14	0.25	0.27	0.17	0.10	0.27	0.03	0.28	0.18	0.25	0.14	0.14	0.07	0.15	0.25	0.05	0.16	0.13	0.11	0.13	0.09	0.17	0.16	0.12	0.10	0.28	0.22	0.15	0.09	0.15	0.23
VZ	0.34	-0.02	0.36	1.00	0.42	0.29	0.41	0.40	0.05	0.43	0.44	0.41	0.26	0.32	0.10	0.10	0.04	0.07	0.08	0.09	0.09	0.28	0.09	0.30	0.39	0.31	0.28	0.12	0.34	0.06	0.32	0.22	0.30	0.26	0.27	0.12	0.25	0.31	0.11	0.17	0.22	0.15	0.13	0.15	0.27	0.24	0.13	0.16	0.35	0.32	0.18	0.17	0.22	0.29
KMB	0.30	-0.02	0.49	0.42	1.00	0.35	0.42	0.68	0.04	0.68	0.55	0.59	0.22	0.39	0.07	0.05	0.06	0.09	0.06	0.12	0.07	0.26	0.10	0.18	0.29	0.31	0.16	0.13	0.33	0.06	0.34	0.25	0.30	0.16	0.18	0.08	0.16	0.30	0.10	0.17	0.18	0.14	0.17	0.13	0.20	0.19	0.12	0.13	0.33	0.28	0.20	0.13	0.20	0.28
WMT	0.40	-0.01	0.30	0.29	0.35	1.00	0.32	0.37	0.17	0.42	0.37	0.42	0.43	0.33	0.13	0.13	0.17	0.22	0.17	0.22	0.16	0.34	0.26	0.25	0.31	0.32	0.23	0.20	0.30	0.21	0.30	0.30	0.40	0.23	0.25	0.17	0.23	0.27	0.21	0.26	0.24	0.26	0.24	0.21	0.26	0.26	0.19	0.25	0.33	0.33	0.30	0.23	0.26	0.38
JNJ	0.40	0.02	0.34	0.41	0.42	0.32	1.00	0.45	0.08	0.47	0.46	0.48	0.25	0.37	0.15	0.14	0.09	0.15	0.11	0.16	0.12	0.28	0.16	0.29	0.37	0.35	0.27	0.18	0.40	0.11	0.36	0.28	0.32	0.27	0.27	0.19	0.26	0.34	0.16	0.24	0.25	0.24	0.23	0.22	0.29	0.30	0.21	0.21	0.40	0.38	0.27	0.23	0.28	0.35
CL	0.37	-0.03	0.47	0.40	0.68	0.37	0.45	1.00	0.07	0.74	0.60	0.65	0.25	0.42	0.09	0.08	0.08	0.14	0.10	0.16	0.10	0.30	0.15	0.22	0.34	0.32	0.22	0.18	0.35	0.11	0.39	0.29	0.35	0.20	0.22	0.13	0.21	0.33	0.15	0.22	0.20	0.21	0.22	0.17	0.25	0.23	0.16	0.20	0.38	0.33	0.27	0.17	0.25	0.34
TSLA	0.47	0.12	0.06	0.05	0.04	0.17	0.08	0.07	1.00	0.10	0.12	0.13	0.20	0.16	0.31	0.33	0.39	0.38	0.38	0.36	0.33	0.25	0.42	0.25	0.22	0.23	0.25	0.40	0.20	0.42	0.23	0.29	0.26	0.29	0.31	0.38	0.32	0.26	0.41	0.42	0.36	0.39	0.40	0.36	0.26	0.31	0.39	0.40	0.26	0.28	0.40	0.40	0.39	0.53
PG	0.39	0.00	0.45	0.43	0.68	0.42	0.47	0.74	0.10	1.00	0.62	0.65	0.26	0.41	0.11	0.09	0.10	0.16	0.11	0.18	0.14	0.30	0.19	0.24	0.36	0.35	0.22	0.20	0.36	0.13	0.39	0.30	0.35	0.21	0.24	0.16	0.23	0.34	0.17	0.26	0.24	0.23	0.25	0.20	0.28	0.25	0.18	0.21	0.39	0.35	0.31	0.22	0.28	0.37
KO	0.44	0.02	0.43	0.44	0.55	0.37	0.46	0.60	0.12	0.62	1.00	0.72	0.27	0.49	0.15	0.14	0.10	0.11	0.10	0.17	0.13	0.31	0.17	0.31	0.38	0.37	0.28	0.21	0.40	0.11	0.42	0.29	0.35	0.27	0.32	0.18	0.27	0.39	0.19	0.26	0.24	0.26	0.25	0.20	0.33	0.30	0.18	0.23	0.43	0.37	0.30	0.23	0.28	0.38
PEP	0.42	-0.01	0.50	0.41	0.59	0.42	0.48	0.65	0.13	0.65	0.72	1.00	0.28	0.46	0.13	0.13	0.13	0.16	0.12	0.20	0.14	0.34	0.21	0.22	0.33	0.35	0.20	0.24	0.36	0.15	0.40	0.31	0.38	0.20	0.24	0.20	0.24	0.35	0.21	0.30	0.27	0.27	0.29	0.22	0.27	0.27	0.21	0.25	0.39	0.37	0.34	0.24	0.30	0.39
TGT	0.46	0.05	0.24	0.26	0.22	0.43	0.25	0.25	0.20	0.26	0.27	0.28	1.00	0.26	0.20	0.21	0.25	0.22	0.25	0.23	0.25	0.48	0.26	0.34	0.32	0.41	0.32	0.26	0.36	0.27	0.34	0.31	0.51	0.36	0.33	0.28	0.36	0.37	0.25	0.28	0.31	0.28	0.29	0.30	0.37	0.35	0.31	0.33	0.40	0.35	0.28	0.31	0.35	0.46
MCD	0.47	0.02	0.31	0.32	0.39	0.33	0.37	0.42	0.16	0.41	0.49	0.46	0.26	1.00	0.18	0.18	0.18	0.18	0.20	0.27	0.18	0.37	0.26	0.33	0.35	0.35	0.28	0.28	0.35	0.21	0.38	0.34	0.40	0.31	0.34	0.26	0.31	0.37	0.27	0.32	0.28	0.31	0.32	0.27	0.32	0.32	0.26	0.28	0.39	0.39	0.35	0.28	0.33	0.43
BABA	0.45	0.39	0.08	0.10	0.07	0.13	0.15	0.09	0.31	0.11	0.15	0.13	0.20	0.18	1.00	0.67	0.39	0.37	0.34	0.41	0.38	0.24	0.41	0.28	0.25	0.28	0.31	0.37	0.27	0.39	0.30	0.31	0.24	0.32	0.28	0.39	0.32	0.31	0.35	0.38	0.37	0.42	0.38	0.38	0.30	0.36	0.42	0.39	0.30	0.31	0.39	0.38	0.37	0.55
BIDU	0.46	0.34	0.06	0.10	0.05	0.13	0.14	0.08	0.33	0.09	0.14	0.13	0.21	0.18	0.67	1.00	0.38	0.36	0.35	0.38	0.38	0.28	0.39	0.30	0.25	0.30	0.33	0.38	0.26	0.38	0.28	0.30	0.27	0.34	0.29	0.40	0.36	0.31	0.36	0.39	0.37	0.42	0.39	0.38	0.32	0.35	0.42	0.40	0.30	0.33	0.39	0.39	0.39	0.55
SHOP	0.50	0.14	0.02	0.04	0.06	0.17	0.09	0.08	0.39	0.10	0.10	0.13	0.25	0.18	0.39	0.38	1.00	0.45	0.46	0.45	0.38	0.31	0.52	0.23	0.20	0.26	0.25	0.54	0.22	0.49	0.28	0.35	0.31	0.30	0.31	0.42	0.31	0.27	0.42	0.42	0.37	0.45	0.54	0.40	0.26	0.33	0.42	0.53	0.27	0.33	0.48	0.42	0.41	0.58
NFLX	0.52	0.12	0.06	0.07	0.09	0.22	0.15	0.14	0.38	0.16	0.11	0.16	0.22	0.18	0.37	0.36	0.45	1.00	0.40	0.52	0.36	0.30	0.55	0.25	0.24	0.25	0.25	0.49	0.24	0.48	0.27	0.38	0.31	0.30	0.30	0.35	0.30	0.25	0.41	0.45	0.39	0.48	0.53	0.40	0.27	0.33	0.39	0.47	0.24	0.36	0.51	0.38	0.41	0.56
AMD	0.54	0.10	0.03	0.08	0.06	0.17	0.11	0.10	0.38	0.11	0.10	0.12	0.25	0.20	0.34	0.35	0.46	0.40	1.00	0.44	0.53	0.30	0.47	0.27	0.31	0.31	0.30	0.46	0.26	0.65	0.30	0.39	0.32	0.32	0.33	0.51	0.41	0.30	0.52	0.45	0.48	0.46	0.50	0.53	0.34	0.39	0.50	0.48	0.30	0.39	0.50	0.56	0.55	0.64
META	0.62	0.13	0.07	0.09	0.12	0.22	0.16	0.16	0.36	0.18	0.17	0.20	0.23	0.27	0.41	0.38	0.45	0.52	0.44	1.00	0.41	0.34	0.62	0.31	0.29	0.30	0.29	0.52	0.30	0.52	0.32	0.42	0.35	0.35	0.36	0.42	0.34	0.31	0.48	0.51	0.42	0.66	0.58	0.45	0.33	0.37	0.46	0.50	0.30	0.39	0.60	0.45	0.46	0.62
MU	0.59	0.16	0.05	0.09	0.07	0.16	0.12	0.10	0.33	0.14	0.13	0.14	0.25	0.18	0.38	0.38	0.38	0.36	0.53	0.41	1.00	0.33	0.41	0.38	0.38	0.34	0.41	0.41	0.35	0.60	0.32	0.40	0.32	0.43	0.42	0.57	0.49	0.35	0.59	0.43	0.56	0.45	0.43	0.59	0.43	0.49	0.61	0.48	0.38	0.42	0.47	0.62	0.62	0.67
LOW	0.59	0.08	0.23	0.28	0.26	0.34	0.28	0.30	0.25	0.30	0.31	0.34	0.48	0.37	0.24	0.28	0.31	0.30	0.30	0.34	0.33	1.00	0.35	0.41	0.39	0.47	0.43	0.38	0.45	0.35	0.44	0.38	0.81	0.44	0.44	0.37	0.43	0.50	0.36	0.37	0.38	0.36	0.40	0.39	0.47	0.46	0.40	0.44	0.52	0.44	0.41	0.42	0.44	0.59
AMZN	0.65	0.15	0.08	0.09	0.10	0.26	0.16	0.15	0.42	0.19	0.17	0.21	0.26	0.26	0.41	0.39	0.52	0.55	0.47	0.62	0.41	0.35	1.00	0.30	0.29	0.32	0.29	0.58	0.30	0.56	0.30	0.44	0.38	0.35	0.36	0.43	0.36	0.31	0.49	0.57	0.43	0.68	0.61	0.48	0.34	0.37	0.45	0.54	0.31	0.44	0.67	0.45	0.47	0.65
JPM	0.64	0.12	0.14	0.30	0.18	0.25	0.29	0.22	0.25	0.24	0.31	0.22	0.34	0.33	0.28	0.30	0.23	0.25	0.27	0.31	0.38	0.41	0.30	1.00	0.49	0.45	0.59	0.32	0.53	0.32	0.47	0.41	0.41	0.79	0.70	0.39	0.49	0.54	0.38	0.36	0.41	0.36	0.30	0.39	0.60	0.54	0.41	0.38	0.56	0.48	0.36	0.44	0.44	0.58
IBM	0.60	0.10	0.25	0.39	0.29	0.31	0.37	0.34	0.22	0.36	0.38	0.33	0.32	0.35	0.25	0.25	0.20	0.24	0.31	0.29	0.38	0.39	0.29	0.49	1.00	0.42	0.50	0.32	0.52	0.31	0.44	0.49	0.41	0.48	0.51	0.37	0.52	0.46	0.39	0.37	0.43	0.37	0.36	0.39	0.53	0.50	0.39	0.39	0.53	0.54	0.40	0.43	0.46	0.58
UPS	0.58	0.11	0.27	0.31	0.31	0.32	0.35	0.32	0.23	0.35	0.37	0.35	0.41	0.35	0.28	0.30	0.26	0.25	0.31	0.30	0.34	0.47	0.32	0.45	0.42	1.00	0.48	0.34	0.52	0.33	0.47	0.42	0.50	0.46	0.44	0.37	0.43	0.50	0.36	0.39	0.40	0.36	0.38	0.41	0.51	0.47	0.40	0.40	0.55	0.47	0.39	0.43	0.45	0.59
CAT	0.62	0.13	0.17	0.28	0.16	0.23	0.27	0.22	0.25	0.22	0.28	0.20	0.32	0.28	0.31	0.33	0.25	0.25	0.30	0.29	0.41	0.43	0.29	0.59	0.50	0.48	1.00	0.30	0.57	0.33	0.51	0.41	0.41	0.58	0.57	0.43	0.52	0.55	0.41	0.35	0.42	0.35	0.31	0.44	0.72	0.56	0.45	0.40	0.64	0.47	0.34	0.48	0.49	0.61
CRM	0.64	0.13	0.10	0.12	0.13	0.20	0.18	0.18	0.40	0.20	0.21	0.24	0.26	0.28	0.37	0.38	0.54	0.49	0.46	0.52	0.41	0.38	0.58	0.32	0.32	0.34	0.30	1.00	0.30	0.54	0.37	0.48	0.38	0.37	0.40	0.44	0.38	0.33	0.48	0.50	0.43	0.55	0.68	0.47	0.35	0.41	0.47	0.64	0.33	0.47	0.63	0.48	0.48	0.66
MMM	0.59	0.09	0.27	0.34	0.33	0.30	0.40	0.35	0.20	0.36	0.40	0.36	0.36	0.35	0.27	0.26	0.22	0.24	0.26	0.30	0.35	0.45	0.30	0.53	0.52	0.52	0.57	0.30	1.00	0.29	0.50	0.41	0.48	0.52	0.49	0.37	0.47	0.56	0.36	0.36	0.42	0.37	0.33	0.37	0.59	0.54	0.39	0.38	0.65	0.49	0.38	0.44	0.46	0.58
NVDA	0.64	0.14	0.03	0.06	0.06	0.21	0.11	0.11	0.42	0.13	0.11	0.15	0.27	0.21	0.39	0.38	0.49	0.48	0.65	0.52	0.60	0.35	0.56	0.32	0.31	0.33	0.33	0.54	0.29	1.00	0.32	0.45	0.36	0.37	0.38	0.57	0.43	0.31	0.62	0.52	0.53	0.54	0.58	0.59	0.38	0.44	0.57	0.55	0.34	0.44	0.61	0.60	0.61	0.71
APD	0.61	0.11	0.28	0.32	0.34	0.30	0.36	0.39	0.23	0.39	0.42	0.40	0.34	0.38	0.30	0.28	0.28	0.27	0.30	0.32	0.32	0.44	0.30	0.47	0.44	0.47	0.51	0.37	0.50	0.32	1.00	0.42	0.45	0.46	0.46	0.42	0.44	0.59	0.38	0.38	0.41	0.38	0.39	0.41	0.54	0.48	0.40	0.43	0.57	0.47	0.41	0.43	0.47	0.60
ORCL	0.65	0.11	0.18	0.22	0.25	0.30	0.28	0.29	0.29	0.30	0.29	0.31	0.31	0.34	0.31	0.30	0.35	0.38	0.39	0.42	0.40	0.38	0.44	0.41	0.49	0.42	0.41	0.48	0.41	0.45	0.42	1.00	0.41	0.44	0.44	0.40	0.43	0.42	0.46	0.45	0.43	0.48	0.52	0.43	0.45	0.45	0.40	0.51	0.45	0.52	0.57	0.44	0.46	0.63
HD	0.62	0.07	0.25	0.30	0.30	0.40	0.32	0.35	0.26	0.35	0.35	0.38	0.51	0.40	0.24	0.27	0.31	0.31	0.32	0.35	0.32	0.81	0.38	0.41	0.41	0.50	0.41	0.38	0.48	0.36	0.45	0.41	1.00	0.44	0.44	0.38	0.43	0.49	0.37	0.40	0.38	0.39	0.42	0.40	0.46	0.45	0.41	0.44	0.54	0.46	0.44	0.43	0.47	0.61
GS	0.67	0.15	0.14	0.26	0.16	0.23	0.27	0.20	0.29	0.21	0.27	0.20	0.36	0.31	0.32	0.34	0.30	0.30	0.32	0.35	0.43	0.44	0.35	0.79	0.48	0.46	0.58	0.37	0.52	0.37	0.46	0.44	0.44	1.00	0.67	0.43	0.49	0.53	0.42	0.40	0.42	0.41	0.34	0.43	0.59	0.54	0.45	0.43	0.54	0.46	0.39	0.48	0.48	0.63
AXP	0.68	0.12	0.14	0.27	0.18	0.25	0.27	0.22	0.31	0.24	0.32	0.24	0.33	0.34	0.28	0.29	0.31	0.30	0.33	0.36	0.42	0.44	0.36	0.70	0.51	0.44	0.57	0.40	0.49	0.38	0.46	0.44	0.44	0.67	1.00	0.43	0.50	0.52	0.41	0.39	0.43	0.43	0.38	0.44	0.58	0.54	0.44	0.46	0.53	0.47	0.42	0.49	0.48	0.63
STM	0.62	0.16	0.07	0.12	0.08	0.17	0.19	0.13	0.38	0.16	0.18	0.20	0.28	0.26	0.39	0.40	0.42	0.35	0.51	0.42	0.57	0.37	0.43	0.39	0.37	0.37	0.43	0.44	0.37	0.57	0.42	0.40	0.38	0.43	0.43	1.00	0.49	0.44	0.59	0.50	0.54	0.46	0.48	0.60	0.47	0.51	0.66	0.52	0.45	0.46	0.50	0.70	0.68	0.70
HPQ	0.64	0.12	0.15	0.25	0.16	0.23	0.26	0.21	0.32	0.23	0.27	0.24	0.36	0.31	0.32	0.36	0.31	0.30	0.41	0.34	0.49	0.43	0.36	0.49	0.52	0.43	0.52	0.38	0.47	0.43	0.44	0.43	0.43	0.49	0.50	0.49	1.00	0.49	0.45	0.44	0.51	0.41	0.41	0.49	0.55	0.57	0.50	0.47	0.51	0.55	0.45	0.54	0.56	0.66
PPG	0.63	0.13	0.25	0.31	0.30	0.27	0.34	0.33	0.26	0.34	0.39	0.35	0.37	0.37	0.31	0.31	0.27	0.25	0.30	0.31	0.35	0.50	0.31	0.54	0.46	0.50	0.55	0.33	0.56	0.31	0.59	0.42	0.49	0.53	0.52	0.44	0.49	1.00	0.40	0.38	0.43	0.37	0.36	0.42	0.60	0.53	0.45	0.43	0.64	0.48	0.38	0.48	0.48	0.62
AVGO	0.66	0.14	0.05	0.11	0.10	0.21	0.16	0.15	0.41	0.17	0.19	0.21	0.25	0.27	0.35	0.36	0.42	0.41	0.52	0.48	0.59	0.36	0.49	0.38	0.39	0.36	0.41	0.48	0.36	0.62	0.38	0.46	0.37	0.42	0.41	0.59	0.45	0.40	1.00	0.55	0.55	0.50	0.52	0.62	0.46	0.49	0.68	0.55	0.41	0.49	0.56	0.68	0.66	0.72
AAPL	0.69	0.13	0.16	0.17	0.17	0.26	0.24	0.22	0.42	0.26	0.26	0.30	0.28	0.32	0.38	0.39	0.42	0.45	0.45	0.51	0.43	0.37	0.57	0.36	0.37	0.39	0.35	0.50	0.36	0.52	0.38	0.45	0.40	0.40	0.39	0.50	0.44	0.38	0.55	1.00	0.48	0.60	0.55	0.54	0.40	0.46	0.59	0.52	0.40	0.50	0.64	0.54	0.56	0.68
INTC	0.63	0.11	0.13	0.22	0.18	0.24	0.25	0.20	0.36	0.24	0.24	0.27	0.31	0.28	0.37	0.37	0.37	0.39	0.48	0.42	0.56	0.38	0.43	0.41	0.43	0.40	0.42	0.43	0.42	0.53	0.41	0.43	0.38	0.42	0.43	0.54	0.51	0.43	0.55	0.48	1.00	0.46	0.47	0.58	0.47	0.51	0.59	0.48	0.45	0.52	0.52	0.63	0.66	0.69
GOOG	0.71	0.15	0.11	0.15	0.14	0.26	0.24	0.21	0.39	0.23	0.26	0.27	0.28	0.31	0.42	0.42	0.45	0.48	0.46	0.66	0.45	0.36	0.68	0.36	0.37	0.36	0.35	0.55	0.37	0.54	0.38	0.48	0.39	0.41	0.43	0.46	0.41	0.37	0.50	0.60	0.46	1.00	0.62	0.50	0.41	0.43	0.49	0.55	0.39	0.49	0.71	0.50	0.52	0.69
ADBE	0.68	0.12	0.13	0.13	0.17	0.24	0.23	0.22	0.40	0.25	0.25	0.29	0.29	0.32	0.38	0.39	0.54	0.53	0.50	0.58	0.43	0.40	0.61	0.30	0.36	0.38	0.31	0.68	0.33	0.58	0.39	0.52	0.42	0.34	0.38	0.48	0.41	0.36	0.52	0.55	0.47	0.62	1.00	0.51	0.36	0.40	0.49	0.65	0.38	0.50	0.71	0.52	0.54	0.71
QCOM	0.66	0.15	0.09	0.15	0.13	0.21	0.22	0.17	0.36	0.20	0.20	0.22	0.30	0.27	0.38	0.38	0.40	0.40	0.53	0.45	0.59	0.39	0.48	0.39	0.39	0.41	0.44	0.47	0.37	0.59	0.41	0.43	0.40	0.43	0.44	0.60	0.49	0.42	0.62	0.54	0.58	0.50	0.51	1.00	0.47	0.53	0.67	0.52	0.43	0.48	0.55	0.67	0.68	0.72
EMR	0.68	0.14	0.17	0.27	0.20	0.26	0.29	0.25	0.26	0.28	0.33	0.27	0.37	0.32	0.30	0.32	0.26	0.27	0.34	0.33	0.43	0.47	0.34	0.60	0.53	0.51	0.72	0.35	0.59	0.38	0.54	0.45	0.46	0.59	0.58	0.47	0.55	0.60	0.46	0.40	0.47	0.41	0.36	0.47	1.00	0.59	0.46	0.46	0.69	0.53	0.42	0.53	0.54	0.66
GLW	0.68	0.15	0.16	0.24	0.19	0.26	0.30	0.23	0.31	0.25	0.30	0.27	0.35	0.32	0.36	0.35	0.33	0.33	0.39	0.37	0.49	0.46	0.37	0.54	0.50	0.47	0.56	0.41	0.54	0.44	0.48	0.45	0.45	0.54	0.54	0.51	0.57	0.53	0.49	0.46	0.51	0.43	0.40	0.53	0.59	1.00	0.54	0.51	0.59	0.55	0.46	0.58	0.59	0.69
SWKS	0.66	0.15	0.12	0.13	0.12	0.19	0.21	0.16	0.39	0.18	0.18	0.21	0.31	0.26	0.42	0.42	0.42	0.39	0.50	0.46	0.61	0.40	0.45	0.41	0.39	0.40	0.45	0.47	0.39	0.57	0.40	0.40	0.41	0.45	0.44	0.66	0.50	0.45	0.68	0.59	0.59	0.49	0.49	0.67	0.46	0.54	1.00	0.55	0.47	0.50	0.53	0.74	0.73	0.74
ADSK	0.69	0.16	0.10	0.16	0.13	0.25	0.21	0.20	0.40	0.21	0.23	0.25	0.33	0.28	0.39	0.40	0.53	0.47	0.48	0.50	0.48	0.44	0.54	0.38	0.39	0.40	0.40	0.64	0.38	0.55	0.43	0.51	0.44	0.43	0.46	0.52	0.47	0.43	0.55	0.52	0.48	0.55	0.65	0.52	0.46	0.51	0.55	1.00	0.45	0.52	0.61	0.57	0.56	0.73
ITW	0.66	0.12	0.28	0.35	0.33	0.33	0.40	0.38	0.26	0.39	0.43	0.39	0.40	0.39	0.30	0.30	0.27	0.24	0.30	0.30	0.38	0.52	0.31	0.56	0.53	0.55	0.64	0.33	0.65	0.34	0.57	0.45	0.54	0.54	0.53	0.45	0.51	0.64	0.41	0.40	0.45	0.39	0.38	0.43	0.69	0.59	0.47	0.45	1.00	0.53	0.42	0.51	0.54	0.65
CSCO	0.69	0.13	0.22	0.32	0.28	0.33	0.38	0.33	0.28	0.35	0.37	0.37	0.35	0.39	0.31	0.33	0.33	0.36	0.39	0.39	0.42	0.44	0.44	0.48	0.54	0.47	0.47	0.47	0.49	0.44	0.47	0.52	0.46	0.46	0.47	0.46	0.55	0.48	0.49	0.50	0.52	0.49	0.50	0.48	0.53	0.55	0.50	0.52	0.53	1.00	0.55	0.53	0.56	0.68
MSFT	0.76	0.13	0.15	0.18	0.20	0.30	0.27	0.27	0.40	0.31	0.30	0.34	0.28	0.35	0.39	0.39	0.48	0.51	0.50	0.60	0.47	0.41	0.67	0.36	0.40	0.39	0.34	0.63	0.38	0.61	0.41	0.57	0.44	0.39	0.42	0.50	0.45	0.38	0.56	0.64	0.52	0.71	0.71	0.55	0.42	0.46	0.53	0.61	0.42	0.55	1.00	0.55	0.58	0.74
ADI	0.69	0.14	0.09	0.17	0.13	0.23	0.23	0.17	0.40	0.22	0.23	0.24	0.31	0.28	0.38	0.39	0.42	0.38	0.56	0.45	0.62	0.42	0.45	0.44	0.43	0.43	0.48	0.48	0.44	0.60	0.43	0.44	0.43	0.48	0.49	0.70	0.54	0.48	0.68	0.54	0.63	0.50	0.52	0.67	0.53	0.58	0.74	0.57	0.51	0.53	0.55	1.00	0.83	0.76
TXN	0.72	0.13	0.15	0.22	0.20	0.26	0.28	0.25	0.39	0.28	0.28	0.30	0.35	0.33	0.37	0.39	0.41	0.41	0.55	0.46	0.62	0.44	0.47	0.44	0.46	0.45	0.49	0.48	0.46	0.61	0.47	0.46	0.47	0.48	0.48	0.68	0.56	0.48	0.66	0.56	0.66	0.52	0.54	0.68	0.54	0.59	0.73	0.56	0.54	0.56	0.58	0.83	1.00	0.79
Portfolio	0.93	0.24	0.23	0.29	0.28	0.38	0.35	0.34	0.53	0.37	0.38	0.39	0.46	0.43	0.55	0.55	0.58	0.56	0.64	0.62	0.67	0.59	0.65	0.58	0.58	0.59	0.61	0.66	0.58	0.71	0.60	0.63	0.61	0.63	0.63	0.70	0.66	0.62	0.72	0.68	0.69	0.69	0.71	0.72	0.66	0.69	0.74	0.73	0.65	0.68	0.74	0.76	0.79	1.00

The correlation results are calculated based on daily price changes starting from May 22, 2015

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