1.12.26

Asset Allocation

Position	Category/Sector	Target Weight
AMLP Alerian MLP ETF	MLPs	2.57%
AMZN Amazon.com, Inc	Consumer Cyclical	5.02%
ASML ASML Holding N.V.	Technology	1.66%
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V.	Industrials	1.67%
AVGO Broadcom Inc.	Technology	1.89%
AXP American Express Company	Financial Services	1.35%
B Barrick Mining Corporation	Basic Materials	1.59%
CME CME Group Inc.	Financial Services	1.20%
CNI Canadian National Railway Company	Industrials	2.18%
CP Canadian Pacific Railway Limited	Industrials	2.08%
CWEN Clearway Energy, Inc.	Utilities	0.85%
DE Deere & Company	Industrials	1.90%
ETN Eaton Corporation plc	Industrials	1.83%
FCX Freeport-McMoRan Inc.	Basic Materials	1.40%
GLD SPDR Gold Shares	Gold, Precious Metals	5.46%
GOOGL Alphabet Inc Class A	Communication Services	5.49%
IBIT iShares Bitcoin Trust ETF	Cryptocurrency	0.52%
ISRG Intuitive Surgical, Inc.	Healthcare	3.08%
KLAC KLA Corporation	Technology	0.92%
LIN Linde plc	Basic Materials	2.01%
LLY Eli Lilly and Company	Healthcare	1.83%
LMT Lockheed Martin Corporation	Industrials	2.49%
LRCX Lam Research Corporation	Technology	1.74%
MA Mastercard Inc	Financial Services	1.35%
MCO Moody's Corporation	Financial Services	1.38%
MELI MercadoLibre, Inc.	Consumer Cyclical	2.78%
META Meta Platforms, Inc.	Communication Services	1.91%
MSFT Microsoft Corporation	Technology	4.85%
MU Micron Technology, Inc.	Technology	2.46%
OMAB Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.	Industrials	1.72%
RYCEY Rolls-Royce Holdings plc	Industrials	2.28%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	16.69%
SIEGY Siemens Aktiengesellschaft	Industrials	3.13%
SLV iShares Silver Trust	Precious Metals	3%
SMNEY Siemens Energy AG	Industrials	0.78%
SOBO.TO South Bow Corp	Energy	1.01%
SPGI S&P Global Inc.	Financial Services	1.41%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	2.36%
V Visa Inc.	Financial Services	1.33%
WDS Woodside Energy Group Ltd	Energy	0.83%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1.12.26, 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 never rebalanced.

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The earliest data available for this chart is Sep 25, 2024, corresponding to the inception date of SOBO.TO

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 1.12.26	-0.51%	-3.72%	3.01%	12.26%	39.99%	—	—	—
Portfolio components:
IBIT iShares Bitcoin Trust ETF	-1.73%	-1.89%	-23.52%	-44.79%	-23.15%	—	—	—
SMNEY Siemens Energy AG	—	—	—	—	—	—	—	—
WDS Woodside Energy Group Ltd	2.32%	15.71%	59.73%	66.46%	76.56%	7.84%	13.84%	8.60%
CWEN Clearway Energy, Inc.	1.15%	7.45%	22.85%	37.68%	39.24%	16.16%	12.66%	17.19%
KLAC KLA Corporation	-0.20%	5.24%	25.00%	33.54%	122.73%	57.51%	35.71%	37.81%
SOBO.TO South Bow Corp	2.13%	1.95%	22.41%	18.92%	37.09%	—	—	—
CME CME Group Inc.	2.75%	-3.91%	14.40%	18.24%	20.66%	22.20%	12.78%	16.60%
V Visa Inc.	0.77%	-6.24%	-14.05%	-12.70%	-12.50%	10.35%	7.55%	15.28%
AXP American Express Company	-0.11%	-2.17%	-18.42%	-8.45%	10.57%	23.99%	17.15%	19.06%
MA Mastercard Inc	0.36%	-5.89%	-13.44%	-14.29%	-9.33%	11.07%	6.92%	18.61%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 26, 2024, 1.12.26's average daily return is +0.10%, while the average monthly return is +1.89%. At this rate, your investment would double in approximately 3.1 years.

Historically, 75% of months were positive and 25% were negative. The best month was Jan 2026 with a return of +8.8%, while the worst month was Mar 2026 at -8.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 1.12.26 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Apr 4, 2025 at -5.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.80%	1.74%	-8.08%	1.24%									3.01%
2025	5.30%	-0.90%	-2.87%	2.09%	7.14%	5.38%	0.39%	1.92%	5.53%	4.56%	2.51%	3.03%	39.30%
2024									0.08%	-1.25%	2.33%	-1.12%	0.00%

Benchmark Metrics

1.12.26 has an annualized alpha of 17.58%, beta of 0.84, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since September 26, 2024.

This portfolio captured 147.12% of S&P 500 Index gains but only 47.45% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 17.58% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 17.58%

Beta: 0.84

R²: 0.76

Upside Capture: 147.12%

Downside Capture: 47.45%

Expense Ratio

1.12.26 has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

AMLP

Alerian MLP ETF

SLV

iShares Silver Trust

GLD

SPDR Gold Shares

IBIT

iShares Bitcoin Trust ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

Return for Risk

Risk / Return Rank

1.12.26 ranks 93 for risk / return — in the top 93% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.20	0.88	+1.32
Sortino ratio Return per unit of downside risk	2.93	1.37	+1.57
Omega ratio Gain probability vs. loss probability	1.44	1.21	+0.23
Calmar ratio Return relative to maximum drawdown	4.08	1.39	+2.69
Martin ratio Return relative to average drawdown	18.40	6.43	+11.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IBIT iShares Bitcoin Trust ETF	5	-0.51	-0.49	0.94	-0.43	-0.91
SMNEY Siemens Energy AG	—	—	—	—	—	—
WDS Woodside Energy Group Ltd	88	2.26	2.67	1.40	3.54	9.66
CWEN Clearway Energy, Inc.	78	1.34	1.86	1.26	2.82	6.32
KLAC KLA Corporation	92	2.50	2.81	1.41	5.53	17.56
SOBO.TO South Bow Corp	81	1.51	2.13	1.28	2.44	8.11
CME CME Group Inc.	70	1.06	1.45	1.19	2.05	4.03
V Visa Inc.	16	-0.53	-0.59	0.92	-0.61	-1.33
AXP American Express Company	50	0.33	0.67	1.10	0.52	1.47
MA Mastercard Inc	21	-0.39	-0.38	0.95	-0.50	-1.21

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

1.12.26 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.20
All Time: 1.62

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 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 1.12.26 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

1.12.26 provided a 1.85% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.85%	1.91%	2.02%	1.92%	1.53%	0.93%	1.39%	1.18%	1.33%	1.15%	1.35%	1.76%
Portfolio components:
IBIT iShares Bitcoin Trust ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMNEY Siemens Energy AG	0.00%	0.00%	0.00%	0.00%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WDS Woodside Energy Group Ltd	4.62%	6.80%	8.27%	10.62%	8.84%	2.39%	4.41%	5.12%	5.45%	3.65%	5.21%	9.84%
CWEN Clearway Energy, Inc.	4.45%	5.32%	6.36%	5.62%	4.48%	3.68%	3.29%	4.01%	7.29%	5.81%	5.98%	6.88%
KLAC KLA Corporation	0.50%	0.61%	0.96%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%
SOBO.TO South Bow Corp	5.98%	7.37%	2.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CME CME Group Inc.	3.67%	1.83%	4.48%	4.58%	5.05%	3.00%	3.24%	2.74%	2.42%	4.20%	4.90%	5.41%
V Visa Inc.	0.84%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
AXP American Express Company	1.41%	0.85%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%

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 1.12.26. 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 1.12.26 was 13.74%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current 1.12.26 drawdown is 9.46%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-13.74%	Feb 19, 2025	35	Apr 8, 2025	23	May 12, 2025	58
-13.42%	Jan 30, 2026	41	Mar 30, 2026	—	—	—
-4.85%	Nov 13, 2025	6	Nov 20, 2025	6	Nov 28, 2025	12
-3.63%	Dec 17, 2024	3	Dec 19, 2024	19	Jan 17, 2025	22
-2.86%	Nov 8, 2024	6	Nov 15, 2024	12	Dec 3, 2024	18

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 40 assets, with an effective number of assets of 19.44, 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.

	Benchmark	SGOV	SOBO.TO	LMT	CME	GLD	WDS	LLY	B	CWEN	SLV	OMAB	DE	AMLP	LIN	MELI	IBIT	ASR	MA	V	SPGI	CNI	SMNEY	RYCEY	MCO	MSFT	CP	GOOGL	META	FCX	AXP	AVGO	AMZN	MU	ISRG	SIEGY	TSM	ASML	ETN	LRCX	KLAC	Portfolio
Benchmark	1.00	-0.05	0.08	0.13	-0.06	0.05	0.15	0.31	0.19	0.26	0.17	0.27	0.33	0.32	0.35	0.41	0.43	0.36	0.46	0.48	0.46	0.38	0.45	0.44	0.53	0.61	0.45	0.59	0.60	0.47	0.63	0.61	0.66	0.54	0.62	0.56	0.60	0.58	0.67	0.64	0.64	0.85
SGOV	-0.05	1.00	-0.01	0.02	0.09	0.01	0.07	0.01	-0.03	-0.03	-0.00	-0.01	0.01	0.08	-0.01	-0.05	0.03	-0.08	-0.06	-0.07	-0.02	-0.06	-0.03	-0.04	-0.03	-0.05	-0.05	-0.06	-0.07	-0.07	-0.05	-0.09	-0.02	-0.02	-0.01	-0.06	-0.11	-0.15	-0.09	-0.13	-0.13	-0.06
SOBO.TO	0.08	-0.01	1.00	0.07	-0.02	0.10	0.23	0.03	0.09	0.24	0.11	0.06	0.04	0.29	0.12	0.07	0.16	0.09	0.06	0.01	-0.02	0.14	0.12	0.08	-0.01	0.04	0.16	-0.01	0.07	0.14	0.02	0.07	0.04	0.05	0.10	0.07	0.11	0.14	0.10	0.04	0.07	0.13
LMT	0.13	0.02	0.07	1.00	0.21	0.14	0.08	0.14	0.12	0.09	0.05	-0.02	0.18	0.07	0.25	0.08	0.08	0.02	0.10	0.10	0.22	0.18	0.08	0.15	0.18	-0.04	0.12	-0.00	-0.10	0.03	0.01	0.02	-0.07	0.02	-0.02	0.06	0.01	0.03	0.10	0.02	0.08	0.13
CME	-0.06	0.09	-0.02	0.21	1.00	0.07	-0.05	0.11	0.07	0.13	-0.03	-0.01	0.04	0.06	0.16	-0.01	-0.05	0.01	0.13	0.16	0.20	-0.04	-0.01	-0.01	0.14	-0.07	-0.01	-0.18	-0.10	-0.13	-0.02	-0.17	-0.20	-0.23	-0.10	-0.08	-0.22	-0.20	-0.15	-0.25	-0.21	-0.12
GLD	0.05	0.01	0.10	0.14	0.07	1.00	0.14	0.09	0.68	0.10	0.73	0.17	-0.01	0.06	0.08	0.02	0.11	0.15	-0.07	-0.04	-0.02	0.06	0.03	0.19	-0.04	-0.02	0.12	0.04	-0.01	0.40	-0.07	0.04	-0.05	0.11	0.06	0.13	0.06	0.09	0.03	0.12	0.11	0.30
WDS	0.15	0.07	0.23	0.08	-0.05	0.14	1.00	0.02	0.13	0.21	0.19	0.09	0.24	0.41	0.13	0.06	0.12	0.14	0.03	0.04	0.05	0.28	0.11	0.08	0.03	0.04	0.29	0.10	0.02	0.29	0.12	0.08	0.05	0.19	0.07	0.09	0.15	0.10	0.13	0.10	0.15	0.22
LLY	0.31	0.01	0.03	0.14	0.11	0.09	0.02	1.00	0.15	0.19	0.09	0.08	0.14	0.07	0.20	0.15	0.04	0.11	0.23	0.23	0.29	0.22	0.14	0.13	0.32	0.10	0.20	0.16	0.15	0.12	0.18	0.13	0.11	0.15	0.30	0.24	0.18	0.18	0.19	0.19	0.18	0.27
B	0.19	-0.03	0.09	0.12	0.07	0.68	0.13	0.15	1.00	0.19	0.65	0.23	0.10	0.09	0.12	0.09	0.11	0.26	0.02	0.05	-0.00	0.09	0.10	0.22	0.04	0.07	0.18	0.12	0.06	0.47	0.02	0.17	0.06	0.19	0.15	0.23	0.14	0.20	0.13	0.20	0.21	0.38
CWEN	0.26	-0.03	0.24	0.09	0.13	0.10	0.21	0.19	0.19	1.00	0.13	0.16	0.29	0.36	0.11	0.16	0.08	0.24	0.03	0.07	0.12	0.22	0.21	0.12	0.15	0.12	0.25	0.13	0.07	0.18	0.15	0.12	0.07	0.19	0.16	0.20	0.21	0.18	0.25	0.19	0.21	0.31
SLV	0.17	-0.00	0.11	0.05	-0.03	0.73	0.19	0.09	0.65	0.13	1.00	0.19	0.02	0.08	0.05	0.04	0.19	0.22	-0.06	-0.03	-0.03	0.11	0.12	0.22	-0.03	0.12	0.15	0.16	0.08	0.53	0.01	0.16	0.10	0.22	0.14	0.26	0.19	0.26	0.14	0.24	0.24	0.44
OMAB	0.27	-0.01	0.06	-0.02	-0.01	0.17	0.09	0.08	0.23	0.16	0.19	1.00	0.16	0.10	0.18	0.10	0.19	0.70	0.06	0.07	0.08	0.20	0.14	0.10	0.08	0.14	0.25	0.15	0.19	0.24	0.17	0.21	0.20	0.28	0.20	0.26	0.21	0.22	0.19	0.24	0.24	0.37
DE	0.33	0.01	0.04	0.18	0.04	-0.01	0.24	0.14	0.10	0.29	0.02	0.16	1.00	0.31	0.30	0.15	0.14	0.19	0.29	0.27	0.22	0.37	0.07	0.15	0.24	0.04	0.41	0.18	0.09	0.23	0.36	0.08	0.10	0.16	0.15	0.23	0.14	0.17	0.27	0.19	0.21	0.29
AMLP	0.32	0.08	0.29	0.07	0.06	0.06	0.41	0.07	0.09	0.36	0.08	0.10	0.31	1.00	0.26	0.19	0.17	0.15	0.23	0.21	0.22	0.28	0.15	0.15	0.20	0.13	0.29	0.11	0.15	0.22	0.31	0.16	0.12	0.17	0.24	0.15	0.17	0.16	0.28	0.16	0.23	0.29
LIN	0.35	-0.01	0.12	0.25	0.16	0.08	0.13	0.20	0.12	0.11	0.05	0.18	0.30	0.26	1.00	0.16	0.12	0.13	0.46	0.40	0.41	0.41	0.08	0.14	0.40	0.14	0.39	0.11	0.10	0.20	0.31	0.02	0.17	0.09	0.23	0.19	0.06	0.15	0.14	0.15	0.18	0.28
MELI	0.41	-0.05	0.07	0.08	-0.01	0.02	0.06	0.15	0.09	0.16	0.04	0.10	0.15	0.19	0.16	1.00	0.24	0.22	0.28	0.26	0.34	0.18	0.23	0.21	0.35	0.30	0.15	0.25	0.37	0.15	0.31	0.23	0.34	0.22	0.33	0.23	0.24	0.25	0.27	0.19	0.19	0.39
IBIT	0.43	0.03	0.16	0.08	-0.05	0.11	0.12	0.04	0.11	0.08	0.19	0.19	0.14	0.17	0.12	0.24	1.00	0.22	0.13	0.11	0.12	0.15	0.27	0.30	0.19	0.28	0.18	0.29	0.28	0.25	0.26	0.29	0.31	0.30	0.28	0.24	0.31	0.31	0.33	0.30	0.31	0.45
ASR	0.36	-0.08	0.09	0.02	0.01	0.15	0.14	0.11	0.26	0.24	0.22	0.70	0.19	0.15	0.13	0.22	0.22	1.00	0.11	0.14	0.12	0.23	0.24	0.21	0.14	0.18	0.32	0.22	0.24	0.32	0.24	0.25	0.22	0.28	0.25	0.37	0.26	0.27	0.24	0.26	0.26	0.46
MA	0.46	-0.06	0.06	0.10	0.13	-0.07	0.03	0.23	0.02	0.03	-0.06	0.06	0.29	0.23	0.46	0.28	0.13	0.11	1.00	0.84	0.57	0.30	0.13	0.18	0.59	0.27	0.33	0.19	0.28	0.12	0.55	0.09	0.30	0.05	0.35	0.25	0.07	0.14	0.20	0.15	0.17	0.29
V	0.48	-0.07	0.01	0.10	0.16	-0.04	0.04	0.23	0.05	0.07	-0.03	0.07	0.27	0.21	0.40	0.26	0.11	0.14	0.84	1.00	0.51	0.28	0.14	0.20	0.54	0.24	0.32	0.21	0.27	0.14	0.54	0.14	0.27	0.10	0.35	0.26	0.10	0.17	0.21	0.19	0.21	0.32
SPGI	0.46	-0.02	-0.02	0.22	0.20	-0.02	0.05	0.29	-0.00	0.12	-0.03	0.08	0.22	0.22	0.41	0.34	0.12	0.12	0.57	0.51	1.00	0.24	0.14	0.21	0.87	0.32	0.23	0.18	0.28	0.15	0.46	0.10	0.33	0.07	0.36	0.23	0.10	0.15	0.20	0.16	0.17	0.32
CNI	0.38	-0.06	0.14	0.18	-0.04	0.06	0.28	0.22	0.09	0.22	0.11	0.20	0.37	0.28	0.41	0.18	0.15	0.23	0.30	0.28	0.24	1.00	0.13	0.16	0.23	0.18	0.78	0.15	0.15	0.29	0.35	0.11	0.16	0.20	0.23	0.26	0.22	0.26	0.28	0.26	0.26	0.36
SMNEY	0.45	-0.03	0.12	0.08	-0.01	0.03	0.11	0.14	0.10	0.21	0.12	0.14	0.07	0.15	0.08	0.23	0.27	0.24	0.13	0.14	0.14	0.13	1.00	0.36	0.21	0.36	0.21	0.26	0.34	0.23	0.26	0.43	0.33	0.36	0.24	0.42	0.40	0.36	0.47	0.34	0.33	0.52
RYCEY	0.44	-0.04	0.08	0.15	-0.01	0.19	0.08	0.13	0.22	0.12	0.22	0.10	0.15	0.15	0.14	0.21	0.30	0.21	0.18	0.20	0.21	0.16	0.36	1.00	0.23	0.29	0.22	0.26	0.31	0.31	0.27	0.39	0.28	0.31	0.26	0.43	0.33	0.36	0.37	0.31	0.30	0.54
MCO	0.53	-0.03	-0.01	0.18	0.14	-0.04	0.03	0.32	0.04	0.15	-0.03	0.08	0.24	0.20	0.40	0.35	0.19	0.14	0.59	0.54	0.87	0.23	0.21	0.23	1.00	0.30	0.23	0.24	0.32	0.18	0.49	0.17	0.37	0.13	0.41	0.33	0.15	0.21	0.23	0.25	0.24	0.39
MSFT	0.61	-0.05	0.04	-0.04	-0.07	-0.02	0.04	0.10	0.07	0.12	0.12	0.14	0.04	0.13	0.14	0.30	0.28	0.18	0.27	0.24	0.32	0.18	0.36	0.29	0.30	1.00	0.20	0.39	0.53	0.24	0.31	0.51	0.55	0.32	0.42	0.35	0.40	0.32	0.39	0.34	0.33	0.53
CP	0.45	-0.05	0.16	0.12	-0.01	0.12	0.29	0.20	0.18	0.25	0.15	0.25	0.41	0.29	0.39	0.15	0.18	0.32	0.33	0.32	0.23	0.78	0.21	0.22	0.23	0.20	1.00	0.19	0.22	0.35	0.39	0.21	0.19	0.26	0.25	0.34	0.28	0.29	0.34	0.29	0.29	0.44
GOOGL	0.59	-0.06	-0.01	-0.00	-0.18	0.04	0.10	0.16	0.12	0.13	0.16	0.15	0.18	0.11	0.11	0.25	0.29	0.22	0.19	0.21	0.18	0.15	0.26	0.26	0.24	0.39	0.19	1.00	0.48	0.28	0.34	0.44	0.56	0.39	0.35	0.37	0.41	0.39	0.38	0.45	0.44	0.60
META	0.60	-0.07	0.07	-0.10	-0.10	-0.01	0.02	0.15	0.06	0.07	0.08	0.19	0.09	0.15	0.10	0.37	0.28	0.24	0.28	0.27	0.28	0.15	0.34	0.31	0.32	0.53	0.22	0.48	1.00	0.29	0.38	0.48	0.62	0.33	0.48	0.41	0.41	0.42	0.38	0.40	0.41	0.57
FCX	0.47	-0.07	0.14	0.03	-0.13	0.40	0.29	0.12	0.47	0.18	0.53	0.24	0.23	0.22	0.20	0.15	0.25	0.32	0.12	0.14	0.15	0.29	0.23	0.31	0.18	0.24	0.35	0.28	0.29	1.00	0.26	0.34	0.32	0.42	0.30	0.46	0.40	0.43	0.41	0.48	0.45	0.61
AXP	0.63	-0.05	0.02	0.01	-0.02	-0.07	0.12	0.18	0.02	0.15	0.01	0.17	0.36	0.31	0.31	0.31	0.26	0.24	0.55	0.54	0.46	0.35	0.26	0.27	0.49	0.31	0.39	0.34	0.38	0.26	1.00	0.28	0.40	0.27	0.47	0.36	0.30	0.32	0.44	0.36	0.37	0.48
AVGO	0.61	-0.09	0.07	0.02	-0.17	0.04	0.08	0.13	0.17	0.12	0.16	0.21	0.08	0.16	0.02	0.23	0.29	0.25	0.09	0.14	0.10	0.11	0.43	0.39	0.17	0.51	0.21	0.44	0.48	0.34	0.28	1.00	0.46	0.52	0.40	0.39	0.63	0.53	0.59	0.57	0.58	0.65
AMZN	0.66	-0.02	0.04	-0.07	-0.20	-0.05	0.05	0.11	0.06	0.07	0.10	0.20	0.10	0.12	0.17	0.34	0.31	0.22	0.30	0.27	0.33	0.16	0.33	0.28	0.37	0.55	0.19	0.56	0.62	0.32	0.40	0.46	1.00	0.39	0.43	0.39	0.42	0.39	0.44	0.42	0.39	0.62
MU	0.54	-0.02	0.05	0.02	-0.23	0.11	0.19	0.15	0.19	0.19	0.22	0.28	0.16	0.17	0.09	0.22	0.30	0.28	0.05	0.10	0.07	0.20	0.36	0.31	0.13	0.32	0.26	0.39	0.33	0.42	0.27	0.52	0.39	1.00	0.34	0.42	0.60	0.59	0.54	0.71	0.63	0.70
ISRG	0.62	-0.01	0.10	-0.02	-0.10	0.06	0.07	0.30	0.15	0.16	0.14	0.20	0.15	0.24	0.23	0.33	0.28	0.25	0.35	0.35	0.36	0.23	0.24	0.26	0.41	0.42	0.25	0.35	0.48	0.30	0.47	0.40	0.43	0.34	1.00	0.36	0.37	0.42	0.41	0.47	0.45	0.56
SIEGY	0.56	-0.06	0.07	0.06	-0.08	0.13	0.09	0.24	0.23	0.20	0.26	0.26	0.23	0.15	0.19	0.23	0.24	0.37	0.25	0.26	0.23	0.26	0.42	0.43	0.33	0.35	0.34	0.37	0.41	0.46	0.36	0.39	0.39	0.42	0.36	1.00	0.41	0.49	0.38	0.47	0.43	0.65
TSM	0.60	-0.11	0.11	0.01	-0.22	0.06	0.15	0.18	0.14	0.21	0.19	0.21	0.14	0.17	0.06	0.24	0.31	0.26	0.07	0.10	0.10	0.22	0.40	0.33	0.15	0.40	0.28	0.41	0.41	0.40	0.30	0.63	0.42	0.60	0.37	0.41	1.00	0.63	0.63	0.67	0.65	0.69
ASML	0.58	-0.15	0.14	0.03	-0.20	0.09	0.10	0.18	0.20	0.18	0.26	0.22	0.17	0.16	0.15	0.25	0.31	0.27	0.14	0.17	0.15	0.26	0.36	0.36	0.21	0.32	0.29	0.39	0.42	0.43	0.32	0.53	0.39	0.59	0.42	0.49	0.63	1.00	0.52	0.79	0.79	0.69
ETN	0.67	-0.09	0.10	0.10	-0.15	0.03	0.13	0.19	0.13	0.25	0.14	0.19	0.27	0.28	0.14	0.27	0.33	0.24	0.20	0.21	0.20	0.28	0.47	0.37	0.23	0.39	0.34	0.38	0.38	0.41	0.44	0.59	0.44	0.54	0.41	0.38	0.63	0.52	1.00	0.60	0.60	0.67
LRCX	0.64	-0.13	0.04	0.02	-0.25	0.12	0.10	0.19	0.20	0.19	0.24	0.24	0.19	0.16	0.15	0.19	0.30	0.26	0.15	0.19	0.16	0.26	0.34	0.31	0.25	0.34	0.29	0.45	0.40	0.48	0.36	0.57	0.42	0.71	0.47	0.47	0.67	0.79	0.60	1.00	0.87	0.74
KLAC	0.64	-0.13	0.07	0.08	-0.21	0.11	0.15	0.18	0.21	0.21	0.24	0.24	0.21	0.23	0.18	0.19	0.31	0.26	0.17	0.21	0.17	0.26	0.33	0.30	0.24	0.33	0.29	0.44	0.41	0.45	0.37	0.58	0.39	0.63	0.45	0.43	0.65	0.79	0.60	0.87	1.00	0.72
Portfolio	0.85	-0.06	0.13	0.13	-0.12	0.30	0.22	0.27	0.38	0.31	0.44	0.37	0.29	0.29	0.28	0.39	0.45	0.46	0.29	0.32	0.32	0.36	0.52	0.54	0.39	0.53	0.44	0.60	0.57	0.61	0.48	0.65	0.62	0.70	0.56	0.65	0.69	0.69	0.67	0.74	0.72	1.00

The correlation results are calculated based on daily price changes starting from Sep 26, 2024

1.12.26

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table