General Screener Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Apple Inc | Technology | 1.92% |
Adobe Inc | Technology | 1.92% |
Analog Devices, Inc. | Technology | 1.92% |
Autodesk, Inc. | Technology | 1.92% |
Advanced Micro Devices, Inc. | Technology | 1.92% |
Amazon.com, Inc. | Consumer Cyclical | 1.92% |
Air Products and Chemicals, Inc. | Basic Materials | 1.92% |
Broadcom Inc. | Technology | 1.92% |
American Express Company | Financial Services | 1.92% |
Alibaba Group Holding Limited | Consumer Cyclical | 1.92% |
Baidu, Inc. | Communication Services | 1.92% |
Caterpillar Inc. | Industrials | 1.92% |
Colgate-Palmolive Company | Consumer Defensive | 1.92% |
salesforce.com, inc. | Technology | 1.92% |
Cisco Systems, Inc. | Technology | 1.92% |
Emerson Electric Co. | Industrials | 1.92% |
Corning Incorporated | Technology | 1.92% |
Alphabet Inc. | Communication Services | 1.92% |
The Goldman Sachs Group, Inc. | Financial Services | 1.92% |
The Home Depot, Inc. | Consumer Cyclical | 1.92% |
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Performance
Performance Chart
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
The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
General Screener Portfolio | 22.29% | 4.38% | 18.85% | 43.03% | 20.34% | N/A |
Portfolio components: | ||||||
Apple Inc | 22.52% | 2.98% | 42.06% | 36.63% | 32.06% | 26.36% |
Adobe Inc | -17.05% | -5.25% | 6.00% | -8.51% | 13.68% | 22.29% |
Analog Devices, Inc. | 16.48% | 0.68% | 23.56% | 39.55% | 18.94% | 19.74% |
Autodesk, Inc. | 20.33% | 9.62% | 34.94% | 44.55% | 15.67% | 18.73% |
Advanced Micro Devices, Inc. | 5.81% | 0.01% | 4.93% | 53.20% | 38.00% | 49.76% |
Amazon.com, Inc. | 24.38% | -1.36% | 6.64% | 50.99% | 16.56% | 28.26% |
Air Products and Chemicals, Inc. | 23.76% | 16.01% | 43.54% | 22.42% | 12.26% | 13.43% |
Broadcom Inc. | 62.89% | 5.14% | 47.86% | 113.98% | 49.65% | 39.78% |
American Express Company | 49.52% | 3.17% | 19.46% | 97.86% | 20.63% | 14.14% |
Alibaba Group Holding Limited | 33.28% | 16.02% | 46.16% | 30.95% | -9.27% | 1.42% |
Baidu, Inc. | -20.74% | 9.45% | -2.93% | -11.34% | -1.96% | -8.23% |
Caterpillar Inc. | 34.86% | 6.79% | 10.59% | 60.01% | 26.59% | 18.29% |
Colgate-Palmolive Company | 28.81% | -2.04% | 14.88% | 40.13% | 10.88% | 6.86% |
salesforce.com, inc. | 11.82% | 9.80% | 7.32% | 44.43% | 15.25% | 17.83% |
Cisco Systems, Inc. | 16.01% | 10.05% | 19.82% | 10.73% | 7.14% | 12.71% |
Emerson Electric Co. | 15.14% | 5.02% | 2.65% | 23.24% | 12.07% | 8.83% |
Corning Incorporated | 56.80% | 4.85% | 50.02% | 77.44% | 12.57% | 12.71% |
Alphabet Inc. | 17.40% | 0.25% | 4.75% | 21.00% | 21.41% | 20.26% |
The Goldman Sachs Group, Inc. | 39.63% | 6.03% | 28.15% | 80.99% | 23.22% | 13.59% |
The Home Depot, Inc. | 22.04% | 6.45% | 25.08% | 48.66% | 14.90% | 18.76% |
27.01% | 7.25% | 36.74% | 48.28% | 20.82% | N/A | |
3.86% | 2.25% | -6.70% | 6.14% | -2.20% | N/A | |
45.96% | 6.66% | 30.05% | 76.01% | 18.09% | N/A | |
-54.08% | 4.26% | -33.14% | -33.70% | -12.93% | N/A | |
1.35% | 3.22% | 5.65% | 19.38% | 12.71% | N/A | |
7.82% | 0.58% | 12.47% | 11.34% | 7.88% | N/A | |
35.66% | 7.42% | 20.38% | 61.42% | 15.86% | N/A | |
22.95% | 3.31% | 14.74% | 22.55% | 5.16% | N/A | |
22.26% | -1.68% | 18.04% | 33.07% | 8.56% | N/A | |
28.42% | 8.26% | 22.98% | 50.90% | 22.53% | N/A | |
8.70% | 6.65% | 16.30% | 25.62% | 12.34% | N/A | |
63.35% | 2.69% | 19.90% | 87.33% | 25.56% | N/A | |
52.16% | 0.27% | 47.71% | 95.22% | 3.31% | N/A | |
11.81% | -3.93% | 4.67% | 28.97% | 26.23% | N/A | |
30.63% | 22.41% | 2.06% | 66.07% | 20.58% | N/A | |
56.89% | 8.97% | 37.74% | 90.52% | 23.11% | N/A | |
178.72% | 18.97% | 73.57% | 233.54% | 95.85% | N/A | |
67.72% | 4.22% | 53.30% | 73.61% | 28.50% | N/A | |
5.48% | 2.27% | 0.75% | 12.82% | 8.02% | N/A | |
19.79% | -1.11% | 7.96% | 18.57% | 9.56% | N/A | |
-11.11% | 3.50% | 0.89% | 7.13% | 2.85% | N/A | |
19.88% | 1.18% | 7.70% | 60.62% | 19.99% | N/A | |
6.14% | 5.03% | 17.19% | 61.67% | 22.81% | N/A | |
-43.78% | 0.50% | -28.30% | -29.05% | 7.19% | N/A | |
-10.49% | 0.87% | 1.91% | 9.95% | 4.07% | N/A | |
46.88% | 11.26% | 35.32% | 52.41% | 8.59% | N/A | |
12.58% | 1.35% | -4.76% | 48.85% | 9.61% | N/A | |
-11.18% | -7.37% | 55.37% | 4.11% | 67.37% | N/A | |
18.97% | -2.38% | 23.11% | 38.45% | 13.99% | N/A | |
-10.48% | 5.70% | -4.24% | -6.29% | 6.94% | N/A | |
24.46% | 0.78% | 17.64% | 48.62% | -0.98% | N/A | |
56.23% | 2.85% | 36.05% | 55.72% | 17.24% | N/A |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.33% | 4.48% | 3.76% | -4.03% | 3.64% | 3.03% | 1.70% | 2.05% | 4.49% | 22.29% | |||
2023 | 10.30% | -2.10% | 6.97% | -1.58% | 1.75% | 7.40% | 4.35% | -2.68% | -6.23% | -3.55% | 10.81% | 5.88% | 33.86% |
2022 | -5.31% | -5.49% | 0.87% | -8.43% | 0.23% | -8.35% | 8.88% | -4.83% | -10.71% | 6.60% | 10.11% | -5.52% | -22.08% |
2021 | 0.01% | 2.50% | 3.92% | 3.57% | 0.86% | 2.59% | 0.67% | 1.75% | -4.87% | 7.26% | 0.38% | 3.04% | 23.42% |
2020 | 1.67% | -5.99% | -9.89% | 13.27% | 5.79% | 5.57% | 6.86% | 10.10% | -2.38% | -2.38% | 10.85% | 4.06% | 40.91% |
2019 | 8.77% | 3.88% | 2.51% | 5.36% | -9.72% | 9.27% | 2.15% | -1.43% | 1.21% | 2.91% | 5.28% | 5.25% | 39.92% |
2018 | 7.91% | -2.81% | -3.34% | -0.57% | 4.58% | 0.41% | 3.00% | 4.21% | 1.03% | -8.28% | 2.64% | -7.56% | -0.10% |
2017 | 4.34% | 4.88% | 2.50% | 2.04% | 3.88% | -0.69% | 3.73% | 1.85% | 2.68% | 5.12% | 2.44% | 0.52% | 38.64% |
2016 | -6.26% | 0.64% | 9.60% | -0.44% | 3.27% | 0.06% | 6.37% | 2.73% | 1.72% | -0.92% | 3.37% | 2.58% | 24.22% |
2015 | -0.36% | -2.94% | 0.88% | -5.67% | -1.14% | 9.07% | 2.54% | -1.10% | 0.64% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current rank of General Screener Portfolio is 63, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
Adobe Inc | -0.33 | -0.24 | 0.97 | -0.31 | -0.71 |
Analog Devices, Inc. | 1.13 | 1.71 | 1.21 | 1.66 | 6.72 |
Autodesk, Inc. | 1.46 | 1.98 | 1.26 | 0.93 | 4.31 |
Advanced Micro Devices, Inc. | 1.09 | 1.68 | 1.21 | 1.25 | 2.63 |
Amazon.com, Inc. | 1.72 | 2.36 | 1.31 | 1.32 | 8.19 |
Air Products and Chemicals, Inc. | 0.66 | 0.98 | 1.18 | 0.64 | 1.74 |
Broadcom Inc. | 2.32 | 2.89 | 1.37 | 4.19 | 12.99 |
American Express Company | 3.62 | 4.30 | 1.63 | 3.15 | 30.11 |
Alibaba Group Holding Limited | 0.70 | 1.24 | 1.15 | 0.33 | 2.17 |
Baidu, Inc. | -0.44 | -0.42 | 0.95 | -0.23 | -0.90 |
Caterpillar Inc. | 2.08 | 2.65 | 1.36 | 2.57 | 7.94 |
Colgate-Palmolive Company | 2.86 | 3.92 | 1.51 | 3.57 | 16.39 |
salesforce.com, inc. | 1.27 | 1.64 | 1.29 | 1.19 | 3.31 |
Cisco Systems, Inc. | 0.44 | 0.70 | 1.11 | 0.38 | 1.19 |
Emerson Electric Co. | 0.80 | 1.27 | 1.18 | 1.20 | 3.28 |
Corning Incorporated | 2.85 | 4.07 | 1.54 | 1.96 | 14.35 |
Alphabet Inc. | 0.68 | 1.03 | 1.15 | 0.84 | 2.21 |
The Goldman Sachs Group, Inc. | 3.49 | 4.34 | 1.59 | 2.87 | 31.80 |
The Home Depot, Inc. | 2.31 | 3.14 | 1.39 | 1.53 | 5.78 |
1.45 | 2.32 | 1.29 | 1.31 | 7.16 | |
0.17 | 0.45 | 1.06 | 0.10 | 0.49 | |
3.38 | 4.45 | 1.66 | 4.30 | 10.93 | |
-0.69 | -0.72 | 0.89 | -0.50 | -1.01 | |
1.22 | 1.76 | 1.22 | 1.23 | 2.96 | |
0.77 | 1.20 | 1.15 | 0.63 | 2.30 | |
2.92 | 3.36 | 1.54 | 3.61 | 17.22 | |
1.25 | 1.72 | 1.26 | 1.19 | 8.77 | |
2.81 | 4.08 | 1.51 | 2.35 | 20.45 | |
2.21 | 3.07 | 1.38 | 1.80 | 6.29 | |
1.60 | 2.27 | 1.29 | 1.55 | 3.52 | |
2.27 | 3.18 | 1.44 | 3.36 | 13.94 | |
2.74 | 4.37 | 1.65 | 1.54 | 15.81 | |
1.42 | 1.92 | 1.25 | 1.78 | 4.78 | |
1.30 | 1.98 | 1.24 | 1.41 | 3.26 | |
3.60 | 4.92 | 1.66 | 2.84 | 28.77 | |
4.39 | 4.17 | 1.54 | 8.40 | 26.44 | |
1.89 | 2.71 | 1.40 | 3.08 | 11.25 | |
0.72 | 1.15 | 1.14 | 0.65 | 2.61 | |
1.18 | 1.68 | 1.23 | 2.10 | 7.66 | |
0.25 | 0.47 | 1.06 | 0.15 | 0.44 | |
1.54 | 2.04 | 1.28 | 1.35 | 4.26 | |
1.06 | 1.71 | 1.25 | 0.78 | 2.86 | |
-0.84 | -1.04 | 0.87 | -0.65 | -1.37 | |
0.21 | 0.53 | 1.07 | 0.14 | 0.67 | |
1.33 | 2.00 | 1.25 | 0.75 | 4.92 | |
1.36 | 2.45 | 1.30 | 0.81 | 4.42 | |
-0.16 | 0.15 | 1.02 | -0.14 | -0.40 | |
1.32 | 1.89 | 1.23 | 1.36 | 8.47 | |
-0.28 | -0.18 | 0.97 | -0.18 | -0.63 | |
2.29 | 3.27 | 1.45 | 1.28 | 13.90 | |
2.82 | 3.73 | 1.58 | 4.90 | 14.76 |
Dividends
Dividend yield
General Screener Portfolio granted a 1.69% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
General Screener Portfolio | 1.69% | 2.00% | 2.00% | 1.47% | 1.60% | 1.70% | 1.95% | 1.62% | 1.85% | 1.92% | 1.59% | 1.56% |
Portfolio components: | ||||||||||||
Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
Analog Devices, Inc. | 1.59% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
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% |
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% |
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% |
Air Products and Chemicals, Inc. | 2.13% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.14% | 2.54% |
Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
American Express Company | 0.98% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
Alibaba Group Holding Limited | 1.61% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Caterpillar Inc. | 1.02% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
Colgate-Palmolive Company | 1.97% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
salesforce.com, inc. | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Cisco Systems, Inc. | 2.80% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
Emerson Electric Co. | 1.90% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
Corning Incorporated | 2.40% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% | 2.19% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
The Goldman Sachs Group, Inc. | 2.13% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
The Home Depot, Inc. | 2.13% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
2.96% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% | |
3.51% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% | |
2.87% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% | |
2.20% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% | |
2.18% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% | |
2.94% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | |
2.04% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% | |
3.33% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% | 0.01% | |
2.72% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | |
1.58% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% | |
2.11% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% | |
0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.90% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% | |
0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | |
0.41% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% | |
0.92% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% | |
2.99% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% | |
2.31% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% | |
2.01% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% | 1.28% | |
1.93% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.07% | 0.48% | 0.82% | 0.45% | 0.50% | 0.89% | 1.73% | 1.10% | 2.33% | 5.11% | 4.55% | 4.25% | |
2.78% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% | |
0.79% | 6.80% | 4.27% | 0.35% | 0.22% | 0.27% | 0.29% | 0.15% | 0.25% | 0.24% | 0.04% | 0.20% | |
2.82% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.62% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% | |
4.79% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% | |
6.08% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% | |
1.00% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
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.
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 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.96% | Jan 5, 2022 | 193 | Oct 11, 2022 | 200 | Jul 31, 2023 | 393 |
-29.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
-19.61% | 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 |
-13.99% | Jun 23, 2015 | 45 | Aug 25, 2015 | 49 | Nov 3, 2015 | 94 |
Volatility
Volatility Chart
The current General Screener Portfolio volatility is 3.20%, 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.
Diversification
Asset Correlations Table
HRL | KMB | VZ | WMT | CL | JNJ | TSLA | PG | TCEHY | TGT | PEP | KO | BABA | SHOP | MCD | BIDU | NFLX | AMD | META | MU | LOW | JPM | CAT | AMZN | IBM | CRM | UPS | MMM | ORCL | GS | APD | NVDA | HD | AXP | HPQ | STM | PPG | AAPL | AVGO | EMR | QCOM | ADBE | GOOG | INTC | ADSK | SWKS | GLW | ITW | CSCO | MSFT | ADI | TXN | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRL | 1.00 | 0.48 | 0.35 | 0.32 | 0.47 | 0.33 | 0.07 | 0.45 | 0.08 | 0.24 | 0.49 | 0.42 | 0.07 | 0.04 | 0.30 | 0.05 | 0.07 | 0.04 | 0.09 | 0.06 | 0.23 | 0.15 | 0.16 | 0.10 | 0.25 | 0.12 | 0.26 | 0.28 | 0.20 | 0.15 | 0.28 | 0.04 | 0.25 | 0.15 | 0.15 | 0.07 | 0.24 | 0.16 | 0.07 | 0.17 | 0.10 | 0.13 | 0.13 | 0.13 | 0.11 | 0.12 | 0.18 | 0.27 | 0.23 | 0.16 | 0.09 | 0.15 |
KMB | 0.48 | 1.00 | 0.41 | 0.36 | 0.68 | 0.41 | 0.05 | 0.68 | 0.09 | 0.23 | 0.59 | 0.54 | 0.07 | 0.08 | 0.39 | 0.05 | 0.11 | 0.07 | 0.14 | 0.09 | 0.27 | 0.19 | 0.16 | 0.13 | 0.30 | 0.14 | 0.31 | 0.34 | 0.27 | 0.17 | 0.34 | 0.08 | 0.30 | 0.19 | 0.16 | 0.09 | 0.30 | 0.18 | 0.12 | 0.21 | 0.14 | 0.18 | 0.17 | 0.18 | 0.14 | 0.13 | 0.21 | 0.33 | 0.29 | 0.23 | 0.14 | 0.21 |
VZ | 0.35 | 0.41 | 1.00 | 0.31 | 0.39 | 0.40 | 0.07 | 0.42 | 0.10 | 0.27 | 0.40 | 0.44 | 0.09 | 0.06 | 0.32 | 0.10 | 0.09 | 0.10 | 0.12 | 0.11 | 0.28 | 0.31 | 0.29 | 0.12 | 0.40 | 0.14 | 0.31 | 0.35 | 0.25 | 0.28 | 0.32 | 0.09 | 0.31 | 0.29 | 0.26 | 0.13 | 0.32 | 0.17 | 0.14 | 0.29 | 0.16 | 0.14 | 0.18 | 0.23 | 0.17 | 0.14 | 0.27 | 0.35 | 0.34 | 0.21 | 0.18 | 0.24 |
WMT | 0.32 | 0.36 | 0.31 | 1.00 | 0.38 | 0.33 | 0.16 | 0.43 | 0.12 | 0.44 | 0.43 | 0.37 | 0.13 | 0.15 | 0.33 | 0.13 | 0.21 | 0.17 | 0.21 | 0.16 | 0.34 | 0.24 | 0.22 | 0.26 | 0.30 | 0.19 | 0.33 | 0.30 | 0.30 | 0.23 | 0.30 | 0.21 | 0.39 | 0.24 | 0.23 | 0.17 | 0.28 | 0.26 | 0.21 | 0.26 | 0.21 | 0.25 | 0.27 | 0.26 | 0.24 | 0.20 | 0.26 | 0.33 | 0.32 | 0.30 | 0.24 | 0.27 |
CL | 0.47 | 0.68 | 0.39 | 0.38 | 1.00 | 0.45 | 0.08 | 0.73 | 0.10 | 0.26 | 0.65 | 0.60 | 0.08 | 0.10 | 0.42 | 0.08 | 0.16 | 0.12 | 0.18 | 0.12 | 0.30 | 0.23 | 0.22 | 0.18 | 0.35 | 0.20 | 0.32 | 0.37 | 0.31 | 0.22 | 0.40 | 0.13 | 0.35 | 0.24 | 0.22 | 0.14 | 0.34 | 0.23 | 0.18 | 0.27 | 0.18 | 0.24 | 0.24 | 0.22 | 0.22 | 0.17 | 0.25 | 0.38 | 0.34 | 0.29 | 0.19 | 0.26 |
JNJ | 0.33 | 0.41 | 0.40 | 0.33 | 0.45 | 1.00 | 0.09 | 0.47 | 0.16 | 0.25 | 0.47 | 0.46 | 0.15 | 0.10 | 0.38 | 0.14 | 0.17 | 0.13 | 0.18 | 0.14 | 0.28 | 0.30 | 0.27 | 0.19 | 0.38 | 0.21 | 0.34 | 0.42 | 0.31 | 0.28 | 0.36 | 0.13 | 0.32 | 0.28 | 0.26 | 0.20 | 0.34 | 0.25 | 0.18 | 0.31 | 0.22 | 0.25 | 0.27 | 0.26 | 0.23 | 0.22 | 0.32 | 0.40 | 0.40 | 0.30 | 0.24 | 0.29 |
TSLA | 0.07 | 0.05 | 0.07 | 0.16 | 0.08 | 0.09 | 1.00 | 0.11 | 0.30 | 0.20 | 0.15 | 0.14 | 0.33 | 0.38 | 0.17 | 0.34 | 0.37 | 0.37 | 0.35 | 0.33 | 0.25 | 0.24 | 0.24 | 0.41 | 0.21 | 0.39 | 0.24 | 0.20 | 0.28 | 0.28 | 0.22 | 0.42 | 0.25 | 0.30 | 0.32 | 0.38 | 0.27 | 0.42 | 0.40 | 0.24 | 0.35 | 0.41 | 0.37 | 0.37 | 0.39 | 0.40 | 0.30 | 0.25 | 0.27 | 0.39 | 0.40 | 0.39 |
PG | 0.45 | 0.68 | 0.42 | 0.43 | 0.73 | 0.47 | 0.11 | 1.00 | 0.11 | 0.26 | 0.65 | 0.62 | 0.11 | 0.11 | 0.41 | 0.09 | 0.17 | 0.12 | 0.20 | 0.16 | 0.30 | 0.24 | 0.22 | 0.21 | 0.36 | 0.21 | 0.35 | 0.37 | 0.31 | 0.22 | 0.38 | 0.15 | 0.35 | 0.25 | 0.23 | 0.16 | 0.34 | 0.26 | 0.19 | 0.29 | 0.21 | 0.26 | 0.26 | 0.25 | 0.22 | 0.19 | 0.27 | 0.39 | 0.36 | 0.33 | 0.23 | 0.28 |
TCEHY | 0.08 | 0.09 | 0.10 | 0.12 | 0.10 | 0.16 | 0.30 | 0.11 | 1.00 | 0.20 | 0.14 | 0.15 | 0.67 | 0.38 | 0.16 | 0.61 | 0.34 | 0.32 | 0.36 | 0.37 | 0.26 | 0.30 | 0.32 | 0.39 | 0.24 | 0.37 | 0.26 | 0.28 | 0.29 | 0.33 | 0.31 | 0.37 | 0.27 | 0.30 | 0.31 | 0.41 | 0.30 | 0.38 | 0.37 | 0.32 | 0.38 | 0.37 | 0.40 | 0.36 | 0.38 | 0.40 | 0.35 | 0.30 | 0.32 | 0.39 | 0.38 | 0.39 |
TGT | 0.24 | 0.23 | 0.27 | 0.44 | 0.26 | 0.25 | 0.20 | 0.26 | 0.20 | 1.00 | 0.28 | 0.28 | 0.20 | 0.25 | 0.27 | 0.22 | 0.22 | 0.25 | 0.23 | 0.25 | 0.48 | 0.35 | 0.32 | 0.27 | 0.33 | 0.27 | 0.41 | 0.37 | 0.31 | 0.36 | 0.34 | 0.28 | 0.51 | 0.34 | 0.36 | 0.28 | 0.37 | 0.28 | 0.26 | 0.38 | 0.30 | 0.30 | 0.28 | 0.32 | 0.34 | 0.31 | 0.36 | 0.41 | 0.35 | 0.29 | 0.31 | 0.35 |
PEP | 0.49 | 0.59 | 0.40 | 0.43 | 0.65 | 0.47 | 0.15 | 0.65 | 0.14 | 0.28 | 1.00 | 0.72 | 0.13 | 0.14 | 0.47 | 0.13 | 0.18 | 0.13 | 0.23 | 0.16 | 0.34 | 0.23 | 0.20 | 0.24 | 0.34 | 0.26 | 0.34 | 0.37 | 0.33 | 0.21 | 0.40 | 0.17 | 0.38 | 0.26 | 0.24 | 0.20 | 0.35 | 0.31 | 0.24 | 0.27 | 0.23 | 0.31 | 0.31 | 0.27 | 0.26 | 0.21 | 0.29 | 0.39 | 0.38 | 0.37 | 0.25 | 0.30 |
KO | 0.42 | 0.54 | 0.44 | 0.37 | 0.60 | 0.46 | 0.14 | 0.62 | 0.15 | 0.28 | 0.72 | 1.00 | 0.14 | 0.11 | 0.49 | 0.14 | 0.13 | 0.12 | 0.19 | 0.15 | 0.31 | 0.33 | 0.29 | 0.20 | 0.40 | 0.23 | 0.37 | 0.42 | 0.31 | 0.29 | 0.43 | 0.13 | 0.35 | 0.35 | 0.28 | 0.19 | 0.40 | 0.27 | 0.22 | 0.35 | 0.21 | 0.26 | 0.29 | 0.25 | 0.24 | 0.19 | 0.33 | 0.43 | 0.38 | 0.33 | 0.24 | 0.29 |
BABA | 0.07 | 0.07 | 0.09 | 0.13 | 0.08 | 0.15 | 0.33 | 0.11 | 0.67 | 0.20 | 0.13 | 0.14 | 1.00 | 0.40 | 0.17 | 0.67 | 0.38 | 0.34 | 0.42 | 0.39 | 0.24 | 0.29 | 0.31 | 0.43 | 0.26 | 0.38 | 0.28 | 0.27 | 0.31 | 0.32 | 0.30 | 0.40 | 0.24 | 0.29 | 0.32 | 0.40 | 0.30 | 0.38 | 0.36 | 0.31 | 0.38 | 0.39 | 0.43 | 0.38 | 0.40 | 0.42 | 0.37 | 0.30 | 0.31 | 0.40 | 0.39 | 0.39 |
SHOP | 0.04 | 0.08 | 0.06 | 0.15 | 0.10 | 0.10 | 0.38 | 0.11 | 0.38 | 0.25 | 0.14 | 0.11 | 0.40 | 1.00 | 0.19 | 0.39 | 0.45 | 0.46 | 0.44 | 0.37 | 0.30 | 0.21 | 0.24 | 0.51 | 0.19 | 0.54 | 0.26 | 0.21 | 0.33 | 0.28 | 0.28 | 0.48 | 0.30 | 0.30 | 0.30 | 0.42 | 0.27 | 0.43 | 0.41 | 0.24 | 0.40 | 0.54 | 0.44 | 0.37 | 0.53 | 0.42 | 0.31 | 0.26 | 0.32 | 0.48 | 0.42 | 0.42 |
MCD | 0.30 | 0.39 | 0.32 | 0.33 | 0.42 | 0.38 | 0.17 | 0.41 | 0.16 | 0.27 | 0.47 | 0.49 | 0.17 | 0.19 | 1.00 | 0.17 | 0.20 | 0.21 | 0.29 | 0.19 | 0.36 | 0.34 | 0.28 | 0.28 | 0.35 | 0.30 | 0.36 | 0.36 | 0.36 | 0.32 | 0.39 | 0.23 | 0.40 | 0.35 | 0.31 | 0.27 | 0.37 | 0.32 | 0.29 | 0.33 | 0.27 | 0.33 | 0.32 | 0.29 | 0.29 | 0.27 | 0.34 | 0.40 | 0.40 | 0.37 | 0.30 | 0.34 |
BIDU | 0.05 | 0.05 | 0.10 | 0.13 | 0.08 | 0.14 | 0.34 | 0.09 | 0.61 | 0.22 | 0.13 | 0.14 | 0.67 | 0.39 | 0.17 | 1.00 | 0.38 | 0.35 | 0.39 | 0.39 | 0.28 | 0.31 | 0.33 | 0.40 | 0.26 | 0.39 | 0.29 | 0.27 | 0.31 | 0.35 | 0.27 | 0.40 | 0.28 | 0.31 | 0.36 | 0.40 | 0.31 | 0.39 | 0.37 | 0.32 | 0.38 | 0.40 | 0.43 | 0.38 | 0.41 | 0.42 | 0.36 | 0.30 | 0.34 | 0.40 | 0.40 | 0.41 |
NFLX | 0.07 | 0.11 | 0.09 | 0.21 | 0.16 | 0.17 | 0.37 | 0.17 | 0.34 | 0.22 | 0.18 | 0.13 | 0.38 | 0.45 | 0.20 | 0.38 | 1.00 | 0.40 | 0.52 | 0.36 | 0.31 | 0.24 | 0.25 | 0.55 | 0.23 | 0.49 | 0.27 | 0.23 | 0.37 | 0.29 | 0.27 | 0.48 | 0.32 | 0.29 | 0.30 | 0.35 | 0.26 | 0.46 | 0.41 | 0.26 | 0.40 | 0.53 | 0.49 | 0.40 | 0.46 | 0.39 | 0.32 | 0.25 | 0.35 | 0.51 | 0.38 | 0.42 |
AMD | 0.04 | 0.07 | 0.10 | 0.17 | 0.12 | 0.13 | 0.37 | 0.12 | 0.32 | 0.25 | 0.13 | 0.12 | 0.34 | 0.46 | 0.21 | 0.35 | 0.40 | 1.00 | 0.43 | 0.52 | 0.31 | 0.27 | 0.29 | 0.47 | 0.30 | 0.46 | 0.32 | 0.25 | 0.39 | 0.31 | 0.29 | 0.66 | 0.32 | 0.32 | 0.40 | 0.51 | 0.30 | 0.45 | 0.52 | 0.33 | 0.52 | 0.49 | 0.45 | 0.49 | 0.48 | 0.50 | 0.38 | 0.30 | 0.38 | 0.49 | 0.56 | 0.55 |
META | 0.09 | 0.14 | 0.12 | 0.21 | 0.18 | 0.18 | 0.35 | 0.20 | 0.36 | 0.23 | 0.23 | 0.19 | 0.42 | 0.44 | 0.29 | 0.39 | 0.52 | 0.43 | 1.00 | 0.41 | 0.34 | 0.31 | 0.29 | 0.62 | 0.29 | 0.52 | 0.32 | 0.30 | 0.42 | 0.34 | 0.33 | 0.52 | 0.36 | 0.36 | 0.34 | 0.42 | 0.32 | 0.52 | 0.47 | 0.32 | 0.45 | 0.59 | 0.67 | 0.43 | 0.50 | 0.47 | 0.36 | 0.31 | 0.39 | 0.60 | 0.45 | 0.47 |
MU | 0.06 | 0.09 | 0.11 | 0.16 | 0.12 | 0.14 | 0.33 | 0.16 | 0.37 | 0.25 | 0.16 | 0.15 | 0.39 | 0.37 | 0.19 | 0.39 | 0.36 | 0.52 | 0.41 | 1.00 | 0.32 | 0.39 | 0.41 | 0.40 | 0.39 | 0.41 | 0.35 | 0.35 | 0.39 | 0.43 | 0.33 | 0.60 | 0.32 | 0.42 | 0.49 | 0.57 | 0.35 | 0.44 | 0.59 | 0.43 | 0.58 | 0.44 | 0.44 | 0.57 | 0.48 | 0.61 | 0.49 | 0.39 | 0.42 | 0.47 | 0.62 | 0.62 |
LOW | 0.23 | 0.27 | 0.28 | 0.34 | 0.30 | 0.28 | 0.25 | 0.30 | 0.26 | 0.48 | 0.34 | 0.31 | 0.24 | 0.30 | 0.36 | 0.28 | 0.31 | 0.31 | 0.34 | 0.32 | 1.00 | 0.41 | 0.42 | 0.36 | 0.40 | 0.38 | 0.47 | 0.45 | 0.38 | 0.44 | 0.43 | 0.36 | 0.80 | 0.44 | 0.42 | 0.37 | 0.49 | 0.38 | 0.37 | 0.47 | 0.39 | 0.41 | 0.37 | 0.38 | 0.44 | 0.41 | 0.47 | 0.52 | 0.44 | 0.42 | 0.43 | 0.44 |
JPM | 0.15 | 0.19 | 0.31 | 0.24 | 0.23 | 0.30 | 0.24 | 0.24 | 0.30 | 0.35 | 0.23 | 0.33 | 0.29 | 0.21 | 0.34 | 0.31 | 0.24 | 0.27 | 0.31 | 0.39 | 0.41 | 1.00 | 0.59 | 0.29 | 0.50 | 0.31 | 0.46 | 0.52 | 0.41 | 0.79 | 0.47 | 0.32 | 0.41 | 0.70 | 0.49 | 0.39 | 0.54 | 0.36 | 0.38 | 0.60 | 0.38 | 0.29 | 0.37 | 0.42 | 0.37 | 0.42 | 0.55 | 0.56 | 0.48 | 0.36 | 0.44 | 0.45 |
CAT | 0.16 | 0.16 | 0.29 | 0.22 | 0.22 | 0.27 | 0.24 | 0.22 | 0.32 | 0.32 | 0.20 | 0.29 | 0.31 | 0.24 | 0.28 | 0.33 | 0.25 | 0.29 | 0.29 | 0.41 | 0.42 | 0.59 | 1.00 | 0.28 | 0.51 | 0.29 | 0.48 | 0.57 | 0.40 | 0.58 | 0.50 | 0.33 | 0.41 | 0.56 | 0.52 | 0.42 | 0.55 | 0.35 | 0.41 | 0.72 | 0.43 | 0.29 | 0.34 | 0.42 | 0.40 | 0.44 | 0.57 | 0.64 | 0.46 | 0.34 | 0.48 | 0.49 |
AMZN | 0.10 | 0.13 | 0.12 | 0.26 | 0.18 | 0.19 | 0.41 | 0.21 | 0.39 | 0.27 | 0.24 | 0.20 | 0.43 | 0.51 | 0.28 | 0.40 | 0.55 | 0.47 | 0.62 | 0.40 | 0.36 | 0.29 | 0.28 | 1.00 | 0.30 | 0.58 | 0.34 | 0.29 | 0.43 | 0.34 | 0.31 | 0.55 | 0.39 | 0.35 | 0.36 | 0.44 | 0.32 | 0.57 | 0.48 | 0.32 | 0.48 | 0.62 | 0.67 | 0.44 | 0.54 | 0.46 | 0.36 | 0.32 | 0.44 | 0.67 | 0.45 | 0.48 |
IBM | 0.25 | 0.30 | 0.40 | 0.30 | 0.35 | 0.38 | 0.21 | 0.36 | 0.24 | 0.33 | 0.34 | 0.40 | 0.26 | 0.19 | 0.35 | 0.26 | 0.23 | 0.30 | 0.29 | 0.39 | 0.40 | 0.50 | 0.51 | 0.30 | 1.00 | 0.32 | 0.44 | 0.53 | 0.50 | 0.49 | 0.44 | 0.31 | 0.42 | 0.51 | 0.53 | 0.37 | 0.47 | 0.36 | 0.40 | 0.54 | 0.39 | 0.36 | 0.37 | 0.45 | 0.39 | 0.39 | 0.52 | 0.54 | 0.54 | 0.41 | 0.44 | 0.47 |
CRM | 0.12 | 0.14 | 0.14 | 0.19 | 0.20 | 0.21 | 0.39 | 0.21 | 0.37 | 0.27 | 0.26 | 0.23 | 0.38 | 0.54 | 0.30 | 0.39 | 0.49 | 0.46 | 0.52 | 0.41 | 0.38 | 0.31 | 0.29 | 0.58 | 0.32 | 1.00 | 0.35 | 0.29 | 0.47 | 0.35 | 0.37 | 0.54 | 0.38 | 0.39 | 0.38 | 0.44 | 0.33 | 0.51 | 0.48 | 0.33 | 0.47 | 0.69 | 0.56 | 0.43 | 0.64 | 0.48 | 0.40 | 0.33 | 0.47 | 0.63 | 0.48 | 0.48 |
UPS | 0.26 | 0.31 | 0.31 | 0.33 | 0.32 | 0.34 | 0.24 | 0.35 | 0.26 | 0.41 | 0.34 | 0.37 | 0.28 | 0.26 | 0.36 | 0.29 | 0.27 | 0.32 | 0.32 | 0.35 | 0.47 | 0.46 | 0.48 | 0.34 | 0.44 | 0.35 | 1.00 | 0.53 | 0.44 | 0.47 | 0.47 | 0.35 | 0.49 | 0.46 | 0.43 | 0.37 | 0.49 | 0.40 | 0.39 | 0.51 | 0.41 | 0.39 | 0.37 | 0.41 | 0.42 | 0.40 | 0.49 | 0.55 | 0.48 | 0.41 | 0.43 | 0.46 |
MMM | 0.28 | 0.34 | 0.35 | 0.30 | 0.37 | 0.42 | 0.20 | 0.37 | 0.28 | 0.37 | 0.37 | 0.42 | 0.27 | 0.21 | 0.36 | 0.27 | 0.23 | 0.25 | 0.30 | 0.35 | 0.45 | 0.52 | 0.57 | 0.29 | 0.53 | 0.29 | 0.53 | 1.00 | 0.41 | 0.52 | 0.49 | 0.29 | 0.48 | 0.48 | 0.48 | 0.38 | 0.56 | 0.36 | 0.36 | 0.59 | 0.37 | 0.32 | 0.37 | 0.43 | 0.38 | 0.39 | 0.54 | 0.66 | 0.49 | 0.38 | 0.44 | 0.47 |
ORCL | 0.20 | 0.27 | 0.25 | 0.30 | 0.31 | 0.31 | 0.28 | 0.31 | 0.29 | 0.31 | 0.33 | 0.31 | 0.31 | 0.33 | 0.36 | 0.31 | 0.37 | 0.39 | 0.42 | 0.39 | 0.38 | 0.41 | 0.40 | 0.43 | 0.50 | 0.47 | 0.44 | 0.41 | 1.00 | 0.42 | 0.42 | 0.43 | 0.41 | 0.43 | 0.43 | 0.41 | 0.42 | 0.46 | 0.45 | 0.44 | 0.43 | 0.52 | 0.48 | 0.43 | 0.50 | 0.40 | 0.44 | 0.46 | 0.51 | 0.57 | 0.44 | 0.46 |
GS | 0.15 | 0.17 | 0.28 | 0.23 | 0.22 | 0.28 | 0.28 | 0.22 | 0.33 | 0.36 | 0.21 | 0.29 | 0.32 | 0.28 | 0.32 | 0.35 | 0.29 | 0.31 | 0.34 | 0.43 | 0.44 | 0.79 | 0.58 | 0.34 | 0.49 | 0.35 | 0.47 | 0.52 | 0.42 | 1.00 | 0.47 | 0.37 | 0.44 | 0.66 | 0.49 | 0.43 | 0.54 | 0.40 | 0.41 | 0.59 | 0.43 | 0.33 | 0.41 | 0.42 | 0.42 | 0.45 | 0.53 | 0.54 | 0.46 | 0.39 | 0.48 | 0.48 |
APD | 0.28 | 0.34 | 0.32 | 0.30 | 0.40 | 0.36 | 0.22 | 0.38 | 0.31 | 0.34 | 0.40 | 0.43 | 0.30 | 0.28 | 0.39 | 0.27 | 0.27 | 0.29 | 0.33 | 0.33 | 0.43 | 0.47 | 0.50 | 0.31 | 0.44 | 0.37 | 0.47 | 0.49 | 0.42 | 0.47 | 1.00 | 0.34 | 0.44 | 0.46 | 0.44 | 0.42 | 0.59 | 0.38 | 0.39 | 0.54 | 0.42 | 0.39 | 0.38 | 0.41 | 0.43 | 0.41 | 0.49 | 0.57 | 0.46 | 0.42 | 0.44 | 0.48 |
NVDA | 0.04 | 0.08 | 0.09 | 0.21 | 0.13 | 0.13 | 0.42 | 0.15 | 0.37 | 0.28 | 0.17 | 0.13 | 0.40 | 0.48 | 0.23 | 0.40 | 0.48 | 0.66 | 0.52 | 0.60 | 0.36 | 0.32 | 0.33 | 0.55 | 0.31 | 0.54 | 0.35 | 0.29 | 0.43 | 0.37 | 0.34 | 1.00 | 0.37 | 0.37 | 0.44 | 0.58 | 0.32 | 0.54 | 0.62 | 0.37 | 0.60 | 0.58 | 0.53 | 0.55 | 0.55 | 0.59 | 0.43 | 0.35 | 0.44 | 0.60 | 0.61 | 0.63 |
HD | 0.25 | 0.30 | 0.31 | 0.39 | 0.35 | 0.32 | 0.25 | 0.35 | 0.27 | 0.51 | 0.38 | 0.35 | 0.24 | 0.30 | 0.40 | 0.28 | 0.32 | 0.32 | 0.36 | 0.32 | 0.80 | 0.41 | 0.41 | 0.39 | 0.42 | 0.38 | 0.49 | 0.48 | 0.41 | 0.44 | 0.44 | 0.37 | 1.00 | 0.44 | 0.43 | 0.38 | 0.49 | 0.40 | 0.38 | 0.46 | 0.40 | 0.42 | 0.41 | 0.39 | 0.44 | 0.42 | 0.46 | 0.54 | 0.47 | 0.46 | 0.44 | 0.48 |
AXP | 0.15 | 0.19 | 0.29 | 0.24 | 0.24 | 0.28 | 0.30 | 0.25 | 0.30 | 0.34 | 0.26 | 0.35 | 0.29 | 0.30 | 0.35 | 0.31 | 0.29 | 0.32 | 0.36 | 0.42 | 0.44 | 0.70 | 0.56 | 0.35 | 0.51 | 0.39 | 0.46 | 0.48 | 0.43 | 0.66 | 0.46 | 0.37 | 0.44 | 1.00 | 0.51 | 0.44 | 0.52 | 0.39 | 0.41 | 0.58 | 0.44 | 0.37 | 0.42 | 0.43 | 0.45 | 0.44 | 0.53 | 0.53 | 0.47 | 0.42 | 0.48 | 0.49 |
HPQ | 0.15 | 0.16 | 0.26 | 0.23 | 0.22 | 0.26 | 0.32 | 0.23 | 0.31 | 0.36 | 0.24 | 0.28 | 0.32 | 0.30 | 0.31 | 0.36 | 0.30 | 0.40 | 0.34 | 0.49 | 0.42 | 0.49 | 0.52 | 0.36 | 0.53 | 0.38 | 0.43 | 0.48 | 0.43 | 0.49 | 0.44 | 0.44 | 0.43 | 0.51 | 1.00 | 0.48 | 0.49 | 0.44 | 0.46 | 0.55 | 0.48 | 0.41 | 0.41 | 0.51 | 0.47 | 0.49 | 0.57 | 0.50 | 0.56 | 0.46 | 0.53 | 0.56 |
STM | 0.07 | 0.09 | 0.13 | 0.17 | 0.14 | 0.20 | 0.38 | 0.16 | 0.41 | 0.28 | 0.20 | 0.19 | 0.40 | 0.42 | 0.27 | 0.40 | 0.35 | 0.51 | 0.42 | 0.57 | 0.37 | 0.39 | 0.42 | 0.44 | 0.37 | 0.44 | 0.37 | 0.38 | 0.41 | 0.43 | 0.42 | 0.58 | 0.38 | 0.44 | 0.48 | 1.00 | 0.44 | 0.50 | 0.60 | 0.47 | 0.60 | 0.49 | 0.46 | 0.56 | 0.53 | 0.66 | 0.52 | 0.45 | 0.46 | 0.50 | 0.70 | 0.69 |
PPG | 0.24 | 0.30 | 0.32 | 0.28 | 0.34 | 0.34 | 0.27 | 0.34 | 0.30 | 0.37 | 0.35 | 0.40 | 0.30 | 0.27 | 0.37 | 0.31 | 0.26 | 0.30 | 0.32 | 0.35 | 0.49 | 0.54 | 0.55 | 0.32 | 0.47 | 0.33 | 0.49 | 0.56 | 0.42 | 0.54 | 0.59 | 0.32 | 0.49 | 0.52 | 0.49 | 0.44 | 1.00 | 0.37 | 0.41 | 0.60 | 0.42 | 0.36 | 0.38 | 0.43 | 0.44 | 0.44 | 0.55 | 0.64 | 0.49 | 0.39 | 0.48 | 0.48 |
AAPL | 0.16 | 0.18 | 0.17 | 0.26 | 0.23 | 0.25 | 0.42 | 0.26 | 0.38 | 0.28 | 0.31 | 0.27 | 0.38 | 0.43 | 0.32 | 0.39 | 0.46 | 0.45 | 0.52 | 0.44 | 0.38 | 0.36 | 0.35 | 0.57 | 0.36 | 0.51 | 0.40 | 0.36 | 0.46 | 0.40 | 0.38 | 0.54 | 0.40 | 0.39 | 0.44 | 0.50 | 0.37 | 1.00 | 0.57 | 0.40 | 0.55 | 0.56 | 0.60 | 0.50 | 0.53 | 0.60 | 0.46 | 0.41 | 0.51 | 0.64 | 0.54 | 0.57 |
AVGO | 0.07 | 0.12 | 0.14 | 0.21 | 0.18 | 0.18 | 0.40 | 0.19 | 0.37 | 0.26 | 0.24 | 0.22 | 0.36 | 0.41 | 0.29 | 0.37 | 0.41 | 0.52 | 0.47 | 0.59 | 0.37 | 0.38 | 0.41 | 0.48 | 0.40 | 0.48 | 0.39 | 0.36 | 0.45 | 0.41 | 0.39 | 0.62 | 0.38 | 0.41 | 0.46 | 0.60 | 0.41 | 0.57 | 1.00 | 0.45 | 0.63 | 0.53 | 0.49 | 0.57 | 0.54 | 0.69 | 0.49 | 0.43 | 0.50 | 0.56 | 0.69 | 0.68 |
EMR | 0.17 | 0.21 | 0.29 | 0.26 | 0.27 | 0.31 | 0.24 | 0.29 | 0.32 | 0.38 | 0.27 | 0.35 | 0.31 | 0.24 | 0.33 | 0.32 | 0.26 | 0.33 | 0.32 | 0.43 | 0.47 | 0.60 | 0.72 | 0.32 | 0.54 | 0.33 | 0.51 | 0.59 | 0.44 | 0.59 | 0.54 | 0.37 | 0.46 | 0.58 | 0.55 | 0.47 | 0.60 | 0.40 | 0.45 | 1.00 | 0.47 | 0.35 | 0.40 | 0.47 | 0.45 | 0.47 | 0.59 | 0.69 | 0.53 | 0.41 | 0.53 | 0.55 |
QCOM | 0.10 | 0.14 | 0.16 | 0.21 | 0.18 | 0.22 | 0.35 | 0.21 | 0.38 | 0.30 | 0.23 | 0.21 | 0.38 | 0.40 | 0.27 | 0.38 | 0.40 | 0.52 | 0.45 | 0.58 | 0.39 | 0.38 | 0.43 | 0.48 | 0.39 | 0.47 | 0.41 | 0.37 | 0.43 | 0.43 | 0.42 | 0.60 | 0.40 | 0.44 | 0.48 | 0.60 | 0.42 | 0.55 | 0.63 | 0.47 | 1.00 | 0.52 | 0.49 | 0.60 | 0.52 | 0.66 | 0.53 | 0.43 | 0.47 | 0.55 | 0.67 | 0.68 |
ADBE | 0.13 | 0.18 | 0.14 | 0.25 | 0.24 | 0.25 | 0.41 | 0.26 | 0.37 | 0.30 | 0.31 | 0.26 | 0.39 | 0.54 | 0.33 | 0.40 | 0.53 | 0.49 | 0.59 | 0.44 | 0.41 | 0.29 | 0.29 | 0.62 | 0.36 | 0.69 | 0.39 | 0.32 | 0.52 | 0.33 | 0.39 | 0.58 | 0.42 | 0.37 | 0.41 | 0.49 | 0.36 | 0.56 | 0.53 | 0.35 | 0.52 | 1.00 | 0.63 | 0.49 | 0.66 | 0.50 | 0.40 | 0.38 | 0.50 | 0.73 | 0.53 | 0.55 |
GOOG | 0.13 | 0.17 | 0.18 | 0.27 | 0.24 | 0.27 | 0.37 | 0.26 | 0.40 | 0.28 | 0.31 | 0.29 | 0.43 | 0.44 | 0.32 | 0.43 | 0.49 | 0.45 | 0.67 | 0.44 | 0.37 | 0.37 | 0.34 | 0.67 | 0.37 | 0.56 | 0.37 | 0.37 | 0.48 | 0.41 | 0.38 | 0.53 | 0.41 | 0.42 | 0.41 | 0.46 | 0.38 | 0.60 | 0.49 | 0.40 | 0.49 | 0.63 | 1.00 | 0.48 | 0.55 | 0.49 | 0.43 | 0.40 | 0.49 | 0.71 | 0.50 | 0.53 |
INTC | 0.13 | 0.18 | 0.23 | 0.26 | 0.22 | 0.26 | 0.37 | 0.25 | 0.36 | 0.32 | 0.27 | 0.25 | 0.38 | 0.37 | 0.29 | 0.38 | 0.40 | 0.49 | 0.43 | 0.57 | 0.38 | 0.42 | 0.42 | 0.44 | 0.45 | 0.43 | 0.41 | 0.43 | 0.43 | 0.42 | 0.41 | 0.55 | 0.39 | 0.43 | 0.51 | 0.56 | 0.43 | 0.50 | 0.57 | 0.47 | 0.60 | 0.49 | 0.48 | 1.00 | 0.49 | 0.60 | 0.52 | 0.46 | 0.54 | 0.54 | 0.64 | 0.68 |
ADSK | 0.11 | 0.14 | 0.17 | 0.24 | 0.22 | 0.23 | 0.39 | 0.22 | 0.38 | 0.34 | 0.26 | 0.24 | 0.40 | 0.53 | 0.29 | 0.41 | 0.46 | 0.48 | 0.50 | 0.48 | 0.44 | 0.37 | 0.40 | 0.54 | 0.39 | 0.64 | 0.42 | 0.38 | 0.50 | 0.42 | 0.43 | 0.55 | 0.44 | 0.45 | 0.47 | 0.53 | 0.44 | 0.53 | 0.54 | 0.45 | 0.52 | 0.66 | 0.55 | 0.49 | 1.00 | 0.56 | 0.50 | 0.45 | 0.51 | 0.61 | 0.58 | 0.57 |
SWKS | 0.12 | 0.13 | 0.14 | 0.20 | 0.17 | 0.22 | 0.40 | 0.19 | 0.40 | 0.31 | 0.21 | 0.19 | 0.42 | 0.42 | 0.27 | 0.42 | 0.39 | 0.50 | 0.47 | 0.61 | 0.41 | 0.42 | 0.44 | 0.46 | 0.39 | 0.48 | 0.40 | 0.39 | 0.40 | 0.45 | 0.41 | 0.59 | 0.42 | 0.44 | 0.49 | 0.66 | 0.44 | 0.60 | 0.69 | 0.47 | 0.66 | 0.50 | 0.49 | 0.60 | 0.56 | 1.00 | 0.54 | 0.47 | 0.50 | 0.53 | 0.74 | 0.73 |
GLW | 0.18 | 0.21 | 0.27 | 0.26 | 0.25 | 0.32 | 0.30 | 0.27 | 0.35 | 0.36 | 0.29 | 0.33 | 0.37 | 0.31 | 0.34 | 0.36 | 0.32 | 0.38 | 0.36 | 0.49 | 0.47 | 0.55 | 0.57 | 0.36 | 0.52 | 0.40 | 0.49 | 0.54 | 0.44 | 0.53 | 0.49 | 0.43 | 0.46 | 0.53 | 0.57 | 0.52 | 0.55 | 0.46 | 0.49 | 0.59 | 0.53 | 0.40 | 0.43 | 0.52 | 0.50 | 0.54 | 1.00 | 0.60 | 0.55 | 0.45 | 0.58 | 0.60 |
ITW | 0.27 | 0.33 | 0.35 | 0.33 | 0.38 | 0.40 | 0.25 | 0.39 | 0.30 | 0.41 | 0.39 | 0.43 | 0.30 | 0.26 | 0.40 | 0.30 | 0.25 | 0.30 | 0.31 | 0.39 | 0.52 | 0.56 | 0.64 | 0.32 | 0.54 | 0.33 | 0.55 | 0.66 | 0.46 | 0.54 | 0.57 | 0.35 | 0.54 | 0.53 | 0.50 | 0.45 | 0.64 | 0.41 | 0.43 | 0.69 | 0.43 | 0.38 | 0.40 | 0.46 | 0.45 | 0.47 | 0.60 | 1.00 | 0.53 | 0.43 | 0.52 | 0.54 |
CSCO | 0.23 | 0.29 | 0.34 | 0.32 | 0.34 | 0.40 | 0.27 | 0.36 | 0.32 | 0.35 | 0.38 | 0.38 | 0.31 | 0.32 | 0.40 | 0.34 | 0.35 | 0.38 | 0.39 | 0.42 | 0.44 | 0.48 | 0.46 | 0.44 | 0.54 | 0.47 | 0.48 | 0.49 | 0.51 | 0.46 | 0.46 | 0.44 | 0.47 | 0.47 | 0.56 | 0.46 | 0.49 | 0.51 | 0.50 | 0.53 | 0.47 | 0.50 | 0.49 | 0.54 | 0.51 | 0.50 | 0.55 | 0.53 | 1.00 | 0.55 | 0.52 | 0.56 |
MSFT | 0.16 | 0.23 | 0.21 | 0.30 | 0.29 | 0.30 | 0.39 | 0.33 | 0.39 | 0.29 | 0.37 | 0.33 | 0.40 | 0.48 | 0.37 | 0.40 | 0.51 | 0.49 | 0.60 | 0.47 | 0.42 | 0.36 | 0.34 | 0.67 | 0.41 | 0.63 | 0.41 | 0.38 | 0.57 | 0.39 | 0.42 | 0.60 | 0.46 | 0.42 | 0.46 | 0.50 | 0.39 | 0.64 | 0.56 | 0.41 | 0.55 | 0.73 | 0.71 | 0.54 | 0.61 | 0.53 | 0.45 | 0.43 | 0.55 | 1.00 | 0.55 | 0.59 |
ADI | 0.09 | 0.14 | 0.18 | 0.24 | 0.19 | 0.24 | 0.40 | 0.23 | 0.38 | 0.31 | 0.25 | 0.24 | 0.39 | 0.42 | 0.30 | 0.40 | 0.38 | 0.56 | 0.45 | 0.62 | 0.43 | 0.44 | 0.48 | 0.45 | 0.44 | 0.48 | 0.43 | 0.44 | 0.44 | 0.48 | 0.44 | 0.61 | 0.44 | 0.48 | 0.53 | 0.70 | 0.48 | 0.54 | 0.69 | 0.53 | 0.67 | 0.53 | 0.50 | 0.64 | 0.58 | 0.74 | 0.58 | 0.52 | 0.52 | 0.55 | 1.00 | 0.83 |
TXN | 0.15 | 0.21 | 0.24 | 0.27 | 0.26 | 0.29 | 0.39 | 0.28 | 0.39 | 0.35 | 0.30 | 0.29 | 0.39 | 0.42 | 0.34 | 0.41 | 0.42 | 0.55 | 0.47 | 0.62 | 0.44 | 0.45 | 0.49 | 0.48 | 0.47 | 0.48 | 0.46 | 0.47 | 0.46 | 0.48 | 0.48 | 0.63 | 0.48 | 0.49 | 0.56 | 0.69 | 0.48 | 0.57 | 0.68 | 0.55 | 0.68 | 0.55 | 0.53 | 0.68 | 0.57 | 0.73 | 0.60 | 0.54 | 0.56 | 0.59 | 0.83 | 1.00 |