General Screener Portfolio

Last updated Oct 3, 2023

Asset Allocation

Position	Category/Sector	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 The Home Depot, Inc.	Consumer Cyclical	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 portfolio

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

General Screener Portfolio

Benchmark (^GSPC)

Portfolio components

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%

Sharpe Ratio

The current General Screener Portfolio Sharpe ratio is 1.59. A Sharpe ratio greater than 1.0 is considered acceptable.

The Sharpe ratio of General Screener Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

General Screener Portfolio

Benchmark (^GSPC)

Portfolio components

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.

The portfolio doesn't hold funds that charge fees

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

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

	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.

General Screener Portfolio

Benchmark (^GSPC)

Portfolio components

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.

General Screener Portfolio

Benchmark (^GSPC)

Portfolio components