Live Rebalance (4/21/25)

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Live Rebalance (4/21/25)

Currency in USD · Last updated May 5, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	0.79%
AJG Arthur J. Gallagher & Co.	Financial Services	0.27%
AVGO Broadcom Inc.	Technology	0.41%
AXON Axon Enterprise, Inc.	Industrials	1.67%
AZO AutoZone, Inc.	Consumer Cyclical	1.43%
BNB-USD Binance Coin		2.28%
CBOE Cboe Global Markets, Inc.	Financial Services	8.38%
CME CME Group Inc.	Financial Services	1.12%
COR Cencora Inc.	Healthcare	4.88%
COST Costco Wholesale Corporation	Consumer Defensive	1.72%
CPRT Copart, Inc.	Industrials	0.20%
CRWD CrowdStrike Holdings, Inc.	Technology	0.44%
DOGE-USD Dogecoin		0.91%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	0.76%
ED Consolidated Edison, Inc.	Utilities	0.15%
ERIE Erie Indemnity Company	Financial Services	0.46%
ETH-USD Ethereum		0.20%
FICO Fair Isaac Corporation	Technology	0.38%
FSLR First Solar, Inc.	Technology	0.13%
GRMN		0.98%
KDP		1.10%
KR		5.62%
LLY		6.94%
MCK		6.29%
MO		1.41%
MOH		0.12%
NEM		1.72%
NFLX		1.38%
NVDA		5.01%
ORLY		2.27%
PANW		0.40%
PGR		9.62%
PLTR		1.20%
PM		4.77%
PWR		0.08%
RCL		0.36%
RSG		4.96%
SMCI		1.17%
SOL-USD		1.73%
T		0.47%
TKO		3.43%
TMUS		0.73%
TPL		2.29%
TRGP		3.32%
TRX-USD		0.90%
TSLA		0.36%
TTWO		0.22%
UBER		0.21%
VST		1.52%
WELL		0.52%
WMB		0.32%
WMT		0.88%
WSM		0.89%
XRP-USD		0.19%

Benchmark

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Live Rebalance (4/21/25), 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 when any position deviates by more than 0.0% from its target allocation.

Live Rebalance (4/21/25)

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.31%	12.07%	-0.74%	10.90%	14.73%	10.57%
Live Rebalance (4/21/25)	15.91%	11.72%	23.46%	48.50%	N/A	N/A
Portfolio components:
PGR	20.42%	9.77%	19.49%	38.36%	N/A	N/A
CBOE Cboe Global Markets, Inc.	16.21%	5.25%	8.65%	27.54%	19.86%	16.46%
LLY	6.87%	11.57%	2.51%	12.79%	N/A	N/A
MCK	24.44%	3.70%	35.00%	34.57%	N/A	N/A
KR	18.35%	7.20%	29.32%	34.35%	N/A	N/A
NVDA	-14.73%	21.41%	-15.83%	28.99%	N/A	N/A
RSG	25.18%	6.41%	25.55%	36.53%	N/A	N/A
COR Cencora Inc.	30.31%	4.93%	25.46%	31.61%	28.87%	11.53%
PM	43.22%	13.44%	33.72%	83.30%	N/A	N/A
TKO	17.43%	19.24%	41.22%	69.73%	N/A	N/A
TRGP	-8.47%	0.99%	-3.44%	46.95%	N/A	N/A
TPL	21.88%	24.78%	11.73%	144.38%	N/A	N/A
BNB-USD Binance Coin	-14.50%	1.05%	8.56%	1.21%	104.19%	N/A
ORLY	18.60%	1.19%	21.49%	38.84%	N/A	N/A
SOL-USD	-22.44%	22.07%	-6.94%	0.74%	N/A	N/A
NEM	39.27%	16.64%	13.95%	29.64%	N/A	N/A
COST Costco Wholesale Corporation	10.31%	10.16%	14.07%	36.24%	29.01%	23.67%
AXON Axon Enterprise, Inc.	5.69%	26.36%	45.55%	97.19%	57.28%	34.56%
VST	1.20%	42.02%	20.74%	72.34%	N/A	N/A
AZO AutoZone, Inc.	17.31%	2.82%	23.31%	27.24%	29.84%	18.75%
MO	16.05%	6.31%	14.82%	47.88%	N/A	N/A
NFLX	29.75%	35.13%	53.07%	99.62%	N/A	N/A
PLTR	64.33%	67.92%	200.12%	432.70%	N/A	N/A
SMCI	10.60%	13.04%	29.50%	-56.93%	N/A	N/A
CME CME Group Inc.	21.36%	10.21%	30.10%	41.31%	14.07%	16.39%
KDP	8.64%	1.77%	6.78%	4.44%	N/A	N/A
GRMN	-6.69%	7.46%	-3.55%	17.40%	N/A	N/A
DOGE-USD Dogecoin	-44.32%	3.98%	11.00%	9.12%	135.02%	113.63%
TRX-USD	-3.39%	3.44%	50.82%	102.78%	N/A	N/A
WSM	-12.63%	13.87%	19.66%	7.04%	N/A	N/A
WMT	9.60%	18.70%	20.36%	66.95%	N/A	N/A
ABBV AbbVie Inc.	13.78%	7.14%	0.86%	25.58%	23.43%	16.68%
DPZ Domino's Pizza, Inc.	15.92%	9.09%	13.53%	-4.46%	6.71%	17.52%
TMUS	13.13%	0.31%	11.76%	53.34%	N/A	N/A
WELL	20.12%	5.19%	13.28%	60.70%	N/A	N/A
T	24.13%	4.74%	28.95%	72.45%	N/A	N/A
ERIE Erie Indemnity Company	-11.02%	-7.82%	-8.87%	-5.40%	17.50%	19.03%
CRWD CrowdStrike Holdings, Inc.	28.76%	36.98%	47.41%	42.03%	44.03%	N/A
AVGO Broadcom Inc.	-11.90%	39.20%	21.51%	61.28%	54.52%	36.05%
PANW	3.15%	22.22%	3.95%	26.73%	N/A	N/A
FICO Fair Isaac Corporation	2.88%	22.35%	2.87%	71.68%	42.31%	37.18%
RCL	0.03%	29.24%	13.16%	67.74%	N/A	N/A
TSLA	-28.88%	19.96%	18.27%	58.51%	N/A	N/A
WMB	11.86%	9.95%	17.12%	61.44%	N/A	N/A
AJG Arthur J. Gallagher & Co.	16.86%	3.71%	18.01%	39.85%	33.56%	23.78%
TTWO	19.24%	12.81%	34.72%	50.47%	N/A	N/A
UBER	39.72%	30.42%	15.06%	21.74%	N/A	N/A
CPRT Copart, Inc.	6.67%	12.31%	16.73%	10.91%	25.30%	30.26%
ETH-USD Ethereum	-44.97%	1.54%	-23.50%	-41.55%	54.77%	N/A
XRP-USD	5.20%	2.08%	334.87%	313.07%	N/A	N/A
ED Consolidated Edison, Inc.	24.41%	0.65%	12.93%	19.15%	11.33%	10.02%
FSLR First Solar, Inc.	-25.93%	1.44%	-38.51%	-31.85%	24.92%	8.80%
MOH	9.27%	-8.27%	-3.82%	-6.37%	N/A	N/A
PWR	1.68%	34.10%	5.60%	25.45%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Live Rebalance (4/21/25), 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	6.30%	4.54%	-0.12%	4.11%	0.31%								15.91%
2024	5.36%	10.93%	8.31%	-1.58%	4.14%	2.72%	3.38%	5.97%	1.08%	1.86%	13.25%	-6.05%	59.96%
2023									-1.29%	3.32%	8.18%	3.13%	13.78%

Expense Ratio

Live Rebalance (4/21/25) 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

With an overall rank of 95, Live Rebalance (4/21/25) is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is 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.

Sharpe ratio

Portfolio: 2.44

^GSPC: 0.67

Sortino ratio

Portfolio: 3.23

^GSPC: 1.05

Omega ratio

Portfolio: 1.43

^GSPC: 1.16

Calmar ratio

Portfolio: 1.59

^GSPC: 0.68

Martin ratio

Portfolio: 14.26

^GSPC: 2.70

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PGR	1.17	1.59	1.24	0.77	5.20
CBOE Cboe Global Markets, Inc.	0.59	0.93	1.11	0.25	2.39
LLY	-0.48	-0.46	0.94	—	-1.31
MCK	1.59	2.22	1.34	0.69	6.08
KR	2.50	3.56	1.43	2.68	20.89
NVDA	-0.28	-0.01	1.00	—	-1.05
RSG	1.89	2.59	1.35	1.34	10.55
COR Cencora Inc.	1.84	2.62	1.34	1.10	7.26
PM	2.67	3.81	1.55	3.02	17.17
TKO	1.93	2.42	1.34	1.32	7.36
TRGP	0.53	0.87	1.13	0.22	2.02
TPL	1.63	2.03	1.30	1.19	4.65
BNB-USD Binance Coin	0.09	0.50	1.05	0.02	0.36
ORLY	1.94	2.79	1.33	1.61	13.10
SOL-USD	-0.14	0.45	1.04	—	-0.42
NEM	0.03	0.30	1.04	0.00	0.05
COST Costco Wholesale Corporation	0.97	1.42	1.19	0.37	3.42
AXON Axon Enterprise, Inc.	1.93	2.73	1.43	1.96	8.41
VST	1.29	1.81	1.27	1.06	4.93
AZO AutoZone, Inc.	1.41	2.01	1.25	1.08	9.36
MO	1.57	2.46	1.29	0.96	5.92
NFLX	3.12	3.79	1.52	3.01	17.70
PLTR	7.89	5.51	1.73	11.57	39.43
SMCI	-0.46	-0.09	0.99	—	-1.42
CME CME Group Inc.	3.64	4.38	1.62	4.60	32.01
KDP	-0.12	-0.02	1.00	—	-0.22
GRMN	0.25	0.78	1.12	0.09	1.23
DOGE-USD Dogecoin	0.88	1.79	1.18	0.62	2.41
TRX-USD	0.69	2.61	1.33	0.83	2.65
WSM	0.45	1.11	1.15	0.20	1.64
WMT	1.84	2.45	1.34	0.84	6.23
ABBV AbbVie Inc.	0.16	0.39	1.06	0.03	0.46
DPZ Domino's Pizza, Inc.	0.77	1.28	1.15	0.27	3.90
TMUS	1.37	1.70	1.28	1.00	6.64
WELL	1.83	2.51	1.32	1.18	8.17
T	2.99	3.47	1.53	3.69	21.82
ERIE Erie Indemnity Company	-0.95	-1.21	0.84	-0.10	-1.58
CRWD CrowdStrike Holdings, Inc.	2.00	2.66	1.32	1.35	9.09
AVGO Broadcom Inc.	0.54	1.25	1.17	0.30	2.30
PANW	0.28	0.66	1.08	0.08	1.03
FICO Fair Isaac Corporation	0.75	1.24	1.16	0.27	1.64
RCL	1.42	2.05	1.30	0.82	4.95
TSLA	0.61	1.45	1.17	0.33	1.79
WMB	1.99	2.40	1.35	1.89	10.87
AJG Arthur J. Gallagher & Co.	1.00	1.40	1.19	0.56	4.41
TTWO	1.83	2.71	1.38	1.88	15.78
UBER	0.45	0.94	1.12	0.18	1.21
CPRT Copart, Inc.	0.92	1.59	1.20	0.39	2.80
ETH-USD Ethereum	-0.62	-0.65	0.93	0.03	-1.46
XRP-USD	4.92	4.17	1.46	8.60	25.46
ED Consolidated Edison, Inc.	0.83	1.32	1.15	0.25	2.01
FSLR First Solar, Inc.	-1.01	-1.66	0.82	-0.42	-1.72
MOH	-0.24	-0.02	1.00	—	-0.79
PWR	0.60	1.04	1.16	0.24	1.72

The current Live Rebalance (4/21/25) Sharpe ratio is 2.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.55 to 1.09, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Live Rebalance (4/21/25) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Live Rebalance (4/21/25)

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Live Rebalance (4/21/25) provided a 1.11% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.11%	1.12%	1.50%	2.26%	1.83%	1.91%	2.03%	6.41%	1.58%	1.94%	1.94%	1.88%
Portfolio components:
PGR	1.73%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
CBOE Cboe Global Markets, Inc.	1.08%	1.21%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%	1.23%
LLY	0.66%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.95%	2.46%	2.77%	2.37%	2.84%
MCK	0.39%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%	0.46%
KR	1.74%	2.00%	2.41%	17.47%	1.72%	2.14%	2.07%	1.93%	1.79%	1.30%	0.94%	1.06%
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%
RSG	0.91%	0.82%	1.25%	1.48%	1.27%	1.72%	1.74%	2.00%	1.97%	2.17%	2.64%	2.68%
COR Cencora Inc.	0.73%	0.93%	0.96%	1.13%	1.34%	1.74%	1.88%	2.07%	1.61%	1.77%	1.17%	1.10%
PM	3.13%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%	4.76%
TKO	0.23%	0.00%	4.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TRGP	2.01%	1.54%	2.13%	1.90%	0.77%	4.59%	8.92%	10.11%	7.52%	6.49%	12.53%	2.52%
TPL	1.15%	1.58%	0.83%	1.37%	0.88%	3.58%	0.77%	0.75%	0.30%	0.10%	0.22%	0.23%
BNB-USD Binance Coin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ORLY	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOL-USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NEM	1.94%	2.69%	3.87%	4.66%	3.55%	1.74%	3.31%	1.62%	0.67%	0.37%	0.56%	1.19%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
AXON Axon Enterprise, 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%
VST	0.63%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%	0.00%	0.00%
AZO AutoZone, 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%
MO	6.78%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%	4.06%
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%
PLTR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMCI	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CME CME Group Inc.	3.74%	4.48%	4.58%	5.05%	3.00%	3.24%	2.74%	2.42%	4.20%	4.90%	5.41%	4.38%
KDP	2.63%	2.72%	2.45%	2.14%	1.83%	1.88%	2.07%	407.49%	2.39%	2.34%	2.06%	2.29%
GRMN	1.56%	1.44%	2.27%	3.10%	1.92%	2.01%	2.30%	3.32%	3.42%	4.21%	5.41%	3.58%
DOGE-USD Dogecoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TRX-USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WSM	1.48%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%	1.72%
WMT	0.87%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.87%	3.17%	2.22%
ABBV AbbVie Inc.	3.21%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%
DPZ Domino's Pizza, Inc.	1.29%	1.44%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%	1.06%
TMUS	1.23%	1.28%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WELL	1.74%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%	4.20%
T	4.02%	4.87%	6.62%	7.35%	11.19%	9.58%	6.91%	9.28%	6.67%	5.98%	7.23%	7.25%
ERIE Erie Indemnity Company	1.45%	1.24%	1.42%	1.79%	2.15%	2.39%	2.17%	2.52%	2.57%	1.95%	3.61%	2.80%
CRWD CrowdStrike Holdings, 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%
AVGO Broadcom Inc.	1.10%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
PANW	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%	0.11%
RCL	0.74%	0.41%	0.00%	0.00%	0.00%	1.04%	2.22%	2.66%	1.81%	2.08%	1.33%	1.33%
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%
WMB	3.21%	3.51%	5.14%	5.17%	6.30%	7.98%	6.41%	6.17%	3.94%	5.39%	9.53%	4.36%
AJG Arthur J. Gallagher & Co.	0.74%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%
TTWO	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UBER	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CPRT Copart, 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%
ETH-USD Ethereum	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XRP-USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ED Consolidated Edison, Inc.	3.04%	3.72%	3.56%	3.32%	3.63%	4.23%	3.27%	3.74%	3.25%	3.64%	4.05%	3.82%
FSLR First Solar, 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%
MOH	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PWR	0.12%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%	0.00%

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.

Live Rebalance (4/21/25)

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Live Rebalance (4/21/25). 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 Live Rebalance (4/21/25) was 9.31%, occurring on Apr 8, 2025. Recovery took 16 trading sessions.

The current Live Rebalance (4/21/25) drawdown is 0.06%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-9.31%	Feb 20, 2025	48	Apr 8, 2025	16	Apr 24, 2025	64
-7.02%	Dec 4, 2024	16	Dec 19, 2024	48	Feb 5, 2025	64
-3.86%	Jul 23, 2024	14	Aug 5, 2024	3	Aug 8, 2024	17
-3.8%	Aug 25, 2024	13	Sep 6, 2024	7	Sep 13, 2024	20
-3.47%	Apr 1, 2024	19	Apr 19, 2024	17	May 6, 2024	36

Volatility

Volatility Chart

The current Live Rebalance (4/21/25) volatility is 9.67%, 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.

Live Rebalance (4/21/25)

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

Effective Assets: 22.22

The portfolio contains 54 assets, with an effective number of assets of 22.22, 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	TRX-USD	CME	CBOE	KR	MOH	T	KDP	TKO	COR	MCK	XRP-USD	FSLR	BNB-USD	ABBV	SOL-USD	PGR	MO	NEM	DOGE-USD	ED	TPL	PM	AZO	TMUS	LLY	ETH-USD	ERIE	WMT	UBER	DPZ	ORLY	AJG	TSLA	SMCI	WSM	NFLX	VST	TRGP	PANW	WELL	TTWO	RCL	RSG	WMB	NVDA	AVGO	FICO	COST	CRWD	PLTR	AXON	PWR	CPRT	GRMN	Portfolio
^GSPC	1.00	0.12	0.01	-0.14	0.05	0.15	0.09	0.10	0.35	0.06	0.12	0.24	0.36	0.25	0.22	0.27	0.11	0.12	0.27	0.27	0.03	0.34	0.19	0.24	0.25	0.41	0.33	0.27	0.33	0.50	0.41	0.26	0.26	0.56	0.47	0.54	0.57	0.47	0.37	0.54	0.34	0.45	0.54	0.35	0.40	0.66	0.69	0.56	0.56	0.62	0.61	0.59	0.63	0.62	0.62	0.75
TRX-USD	0.12	1.00	0.03	0.01	-0.04	-0.00	0.04	0.01	0.02	-0.05	-0.07	0.37	0.02	0.36	0.01	0.34	-0.01	0.07	0.04	0.35	0.01	0.08	-0.02	0.07	0.08	0.01	0.40	0.01	0.06	0.14	0.03	0.05	0.07	0.06	0.09	0.07	0.07	0.02	0.02	0.05	0.02	0.12	0.00	-0.02	0.05	0.05	0.09	0.04	0.04	0.10	0.12	0.01	0.08	0.05	0.06	0.20
CME	0.01	0.03	1.00	0.35	0.12	0.11	0.16	0.11	-0.02	0.15	0.17	0.00	0.00	0.00	0.20	-0.00	0.23	0.25	0.02	0.03	0.29	-0.01	0.22	0.21	0.18	0.09	-0.03	0.23	0.16	-0.01	0.04	0.27	0.28	-0.04	-0.15	-0.02	-0.02	-0.02	0.04	0.01	0.26	-0.07	-0.04	0.25	0.10	-0.12	-0.08	0.05	0.07	-0.06	0.07	0.05	0.01	0.00	0.11	0.17
CBOE	-0.14	0.01	0.35	1.00	0.13	0.13	0.16	0.08	0.00	0.16	0.15	0.01	-0.05	0.00	0.13	-0.08	0.24	0.16	-0.00	-0.05	0.25	-0.05	0.15	0.12	0.11	-0.03	-0.06	0.11	0.07	-0.14	0.01	0.16	0.20	-0.13	-0.16	-0.19	-0.10	-0.09	-0.03	-0.07	0.08	-0.08	-0.08	0.09	0.03	-0.21	-0.22	-0.08	-0.06	-0.17	-0.15	-0.05	-0.14	-0.09	-0.03	0.09
KR	0.05	-0.04	0.12	0.13	1.00	0.16	0.29	0.22	-0.00	0.17	0.15	-0.01	-0.01	-0.03	0.15	-0.01	0.17	0.26	0.10	-0.05	0.31	0.06	0.19	0.19	0.25	-0.05	-0.03	0.16	0.24	-0.05	0.15	0.21	0.19	-0.05	-0.08	-0.04	-0.08	0.04	0.10	-0.01	0.11	-0.06	-0.03	0.19	0.17	-0.14	-0.07	-0.01	0.19	-0.07	-0.01	-0.01	0.05	0.03	0.04	0.16
MOH	0.15	-0.00	0.11	0.13	0.16	1.00	0.06	0.15	-0.04	0.31	0.29	0.00	0.06	0.03	0.24	0.03	0.18	0.20	0.06	-0.01	0.20	0.05	0.18	0.30	0.13	0.10	0.04	0.22	0.16	-0.01	0.13	0.31	0.23	0.02	0.01	0.12	-0.03	-0.02	0.05	0.06	0.19	0.06	-0.06	0.26	0.07	-0.04	-0.02	0.11	0.13	-0.02	-0.05	0.02	0.01	0.11	0.13	0.16
T	0.09	0.04	0.16	0.16	0.29	0.06	1.00	0.20	0.13	0.22	0.09	0.06	0.08	-0.04	0.28	0.05	0.17	0.35	0.21	0.03	0.39	0.07	0.37	0.20	0.37	-0.03	0.02	0.16	0.16	-0.01	0.10	0.18	0.19	0.06	-0.02	0.06	0.00	0.04	0.13	-0.01	0.31	0.07	0.08	0.22	0.23	-0.13	-0.10	0.03	0.01	-0.08	0.12	0.00	0.01	0.09	0.16	0.18
KDP	0.10	0.01	0.11	0.08	0.22	0.15	0.20	1.00	0.05	0.21	0.15	0.05	0.08	0.09	0.18	0.02	0.25	0.35	0.16	0.04	0.34	-0.04	0.34	0.19	0.29	-0.04	0.06	0.14	0.19	0.02	0.14	0.23	0.22	0.11	-0.09	0.02	0.02	-0.06	0.00	0.01	0.32	0.16	0.09	0.32	0.12	-0.14	-0.05	0.08	0.19	-0.05	-0.01	0.03	0.06	0.18	0.19	0.16
TKO	0.35	0.02	-0.02	0.00	-0.00	-0.04	0.13	0.05	1.00	0.02	-0.00	0.06	0.13	0.04	0.02	0.07	0.03	0.01	0.11	0.09	-0.03	0.21	0.18	0.01	0.06	0.08	0.13	0.07	0.08	0.22	0.25	0.09	0.14	0.22	0.13	0.11	0.28	0.23	0.22	0.22	0.12	0.29	0.22	0.07	0.22	0.21	0.18	0.21	0.12	0.27	0.24	0.28	0.23	0.23	0.22	0.29
COR	0.06	-0.05	0.15	0.16	0.17	0.31	0.22	0.21	0.02	1.00	0.64	-0.03	-0.02	-0.02	0.24	-0.09	0.28	0.19	0.09	-0.07	0.32	0.04	0.16	0.25	0.24	0.14	-0.06	0.22	0.13	-0.04	0.15	0.29	0.27	-0.09	-0.11	-0.02	0.01	0.02	0.10	0.03	0.21	0.11	-0.02	0.34	0.11	-0.07	-0.07	0.12	0.11	-0.06	-0.05	0.03	0.08	0.14	0.10	0.26
MCK	0.12	-0.07	0.17	0.15	0.15	0.29	0.09	0.15	-0.00	0.64	1.00	-0.05	-0.05	-0.05	0.24	-0.08	0.31	0.15	-0.01	-0.07	0.21	0.09	0.13	0.19	0.23	0.20	-0.06	0.27	0.20	0.02	0.14	0.30	0.31	-0.08	-0.06	-0.05	0.05	0.07	0.15	0.08	0.16	0.03	-0.03	0.35	0.12	0.00	-0.06	0.11	0.18	0.03	-0.06	0.08	0.05	0.18	0.11	0.31
XRP-USD	0.24	0.37	0.00	0.01	-0.01	0.00	0.06	0.05	0.06	-0.03	-0.05	1.00	0.15	0.50	0.01	0.57	0.02	0.06	0.14	0.64	0.05	0.14	0.08	0.09	0.09	-0.01	0.59	0.08	0.09	0.16	0.08	0.09	0.07	0.19	0.12	0.13	0.14	0.09	0.10	0.09	0.10	0.15	0.16	0.08	0.12	0.12	0.10	0.10	0.09	0.14	0.13	0.14	0.18	0.09	0.22	0.37
FSLR	0.36	0.02	0.00	-0.05	-0.01	0.06	0.08	0.08	0.13	-0.02	-0.05	0.15	1.00	0.12	0.09	0.10	-0.06	0.08	0.28	0.12	0.02	0.22	0.18	0.04	0.06	0.04	0.15	0.05	0.06	0.27	0.21	0.01	-0.01	0.23	0.27	0.32	0.13	0.22	0.19	0.11	0.11	0.23	0.22	0.01	0.20	0.20	0.19	0.15	0.15	0.15	0.26	0.27	0.32	0.16	0.27	0.23
BNB-USD	0.25	0.36	0.00	0.00	-0.03	0.03	-0.04	0.09	0.04	-0.02	-0.05	0.50	0.12	1.00	-0.03	0.52	0.07	0.04	0.12	0.58	0.00	0.10	0.05	0.10	0.09	0.07	0.64	0.08	0.10	0.17	0.07	0.08	0.07	0.17	0.15	0.11	0.14	0.13	0.10	0.08	0.11	0.14	0.17	0.05	0.09	0.14	0.15	0.12	0.15	0.13	0.16	0.12	0.20	0.19	0.15	0.41
ABBV	0.22	0.01	0.20	0.13	0.15	0.24	0.28	0.18	0.02	0.24	0.24	0.01	0.09	-0.03	1.00	-0.01	0.26	0.33	0.08	-0.01	0.26	0.07	0.27	0.22	0.26	0.21	0.02	0.27	0.21	0.17	0.13	0.29	0.29	0.01	0.05	0.20	-0.01	0.01	0.13	0.07	0.34	0.04	0.08	0.26	0.21	0.00	0.02	0.17	0.17	-0.00	0.11	0.08	0.11	0.15	0.21	0.27
SOL-USD	0.27	0.34	-0.00	-0.08	-0.01	0.03	0.05	0.02	0.07	-0.09	-0.08	0.57	0.10	0.52	-0.01	1.00	0.01	0.05	0.10	0.65	0.01	0.14	0.08	0.08	0.08	0.01	0.64	0.07	0.09	0.14	0.11	0.08	0.03	0.18	0.14	0.12	0.14	0.17	0.14	0.12	0.06	0.21	0.15	0.06	0.14	0.15	0.11	0.15	0.11	0.17	0.18	0.17	0.18	0.14	0.16	0.42
PGR	0.11	-0.01	0.23	0.24	0.17	0.18	0.17	0.25	0.03	0.28	0.31	0.02	-0.06	0.07	0.26	0.01	1.00	0.23	0.03	-0.03	0.28	0.08	0.21	0.21	0.29	0.21	0.00	0.39	0.21	0.01	0.08	0.32	0.48	-0.06	-0.03	-0.06	0.07	0.13	0.17	0.05	0.23	0.05	0.05	0.34	0.17	-0.03	0.01	0.14	0.21	0.07	0.03	0.07	0.10	0.20	0.18	0.34
MO	0.12	0.07	0.25	0.16	0.26	0.20	0.35	0.35	0.01	0.19	0.15	0.06	0.08	0.04	0.33	0.05	0.23	1.00	0.15	0.07	0.42	0.05	0.57	0.24	0.32	0.02	0.05	0.24	0.20	0.01	0.11	0.31	0.26	-0.01	-0.13	0.07	-0.05	-0.01	0.10	-0.02	0.31	0.06	0.08	0.29	0.24	-0.18	-0.14	0.10	0.10	-0.08	0.05	-0.03	0.04	0.13	0.19	0.18
NEM	0.27	0.04	0.02	-0.00	0.10	0.06	0.21	0.16	0.11	0.09	-0.01	0.14	0.28	0.12	0.08	0.10	0.03	0.15	1.00	0.14	0.22	0.25	0.22	0.16	0.09	0.04	0.12	0.07	0.19	0.12	0.21	0.12	0.10	0.17	0.17	0.22	0.14	0.18	0.33	0.08	0.24	0.23	0.16	0.16	0.41	0.10	0.16	0.15	0.14	0.11	0.18	0.17	0.24	0.21	0.27	0.30
DOGE-USD	0.27	0.35	0.03	-0.05	-0.05	-0.01	0.03	0.04	0.09	-0.07	-0.07	0.64	0.12	0.58	-0.01	0.65	-0.03	0.07	0.14	1.00	-0.01	0.13	0.04	0.11	0.09	0.01	0.69	0.06	0.11	0.13	0.11	0.10	0.05	0.19	0.15	0.13	0.14	0.17	0.12	0.10	0.13	0.18	0.21	0.07	0.14	0.15	0.10	0.11	0.13	0.18	0.14	0.19	0.19	0.17	0.19	0.40
ED	0.03	0.01	0.29	0.25	0.31	0.20	0.39	0.34	-0.03	0.32	0.21	0.05	0.02	0.00	0.26	0.01	0.28	0.42	0.22	-0.01	1.00	-0.01	0.36	0.23	0.36	-0.01	0.00	0.23	0.13	-0.08	0.09	0.25	0.33	-0.07	-0.12	-0.02	-0.18	0.02	0.11	-0.09	0.41	-0.01	-0.03	0.36	0.24	-0.24	-0.21	0.01	0.06	-0.20	-0.05	-0.03	0.06	0.06	0.16	0.15
TPL	0.34	0.08	-0.01	-0.05	0.06	0.05	0.07	-0.04	0.21	0.04	0.09	0.14	0.22	0.10	0.07	0.14	0.08	0.05	0.25	0.13	-0.01	1.00	0.08	0.06	0.05	0.03	0.13	0.12	0.07	0.18	0.17	0.05	0.09	0.14	0.20	0.28	0.12	0.32	0.50	0.18	0.09	0.18	0.21	0.16	0.47	0.16	0.24	0.20	0.12	0.26	0.25	0.31	0.33	0.15	0.23	0.37
PM	0.19	-0.02	0.22	0.15	0.19	0.18	0.37	0.34	0.18	0.16	0.13	0.08	0.18	0.05	0.27	0.08	0.21	0.57	0.22	0.04	0.36	0.08	1.00	0.16	0.30	0.13	0.08	0.22	0.22	0.06	0.17	0.26	0.22	0.04	-0.03	0.12	0.01	0.07	0.17	0.04	0.38	0.14	0.14	0.31	0.24	-0.08	-0.06	0.13	0.19	-0.01	0.09	0.08	0.07	0.16	0.21	0.27
AZO	0.24	0.07	0.21	0.12	0.19	0.30	0.20	0.19	0.01	0.25	0.19	0.09	0.04	0.10	0.22	0.08	0.21	0.24	0.16	0.11	0.23	0.06	0.16	1.00	0.24	0.13	0.10	0.26	0.24	0.11	0.24	0.69	0.26	0.03	0.02	0.10	0.07	0.03	0.09	0.07	0.22	0.15	0.09	0.36	0.12	0.05	0.11	0.18	0.29	0.03	0.09	0.17	0.10	0.26	0.26	0.28
TMUS	0.25	0.08	0.18	0.11	0.25	0.13	0.37	0.29	0.06	0.24	0.23	0.09	0.06	0.09	0.26	0.08	0.29	0.32	0.09	0.09	0.36	0.05	0.30	0.24	1.00	0.10	0.09	0.15	0.23	0.04	0.12	0.29	0.34	0.04	-0.02	0.05	0.09	0.08	0.12	0.09	0.35	0.10	0.21	0.35	0.20	0.02	0.03	0.15	0.23	0.07	0.10	0.10	0.14	0.23	0.19	0.31
LLY	0.41	0.01	0.09	-0.03	-0.05	0.10	-0.03	-0.04	0.08	0.14	0.20	-0.01	0.04	0.07	0.21	0.01	0.21	0.02	0.04	0.01	-0.01	0.03	0.13	0.13	0.10	1.00	0.04	0.21	0.21	0.25	0.19	0.15	0.26	0.13	0.24	0.22	0.25	0.20	0.18	0.32	0.23	0.16	0.25	0.23	0.13	0.31	0.28	0.23	0.32	0.29	0.25	0.28	0.25	0.27	0.22	0.48
ETH-USD	0.33	0.40	-0.03	-0.06	-0.03	0.04	0.02	0.06	0.13	-0.06	-0.06	0.59	0.15	0.64	0.02	0.64	0.00	0.05	0.12	0.69	0.00	0.13	0.08	0.10	0.09	0.04	1.00	0.10	0.13	0.15	0.14	0.09	0.05	0.23	0.22	0.15	0.13	0.23	0.11	0.14	0.12	0.19	0.19	0.04	0.14	0.20	0.19	0.15	0.17	0.21	0.21	0.17	0.22	0.18	0.20	0.42
ERIE	0.27	0.01	0.23	0.11	0.16	0.22	0.16	0.14	0.07	0.22	0.27	0.08	0.05	0.08	0.27	0.07	0.39	0.24	0.07	0.06	0.23	0.12	0.22	0.26	0.15	0.21	0.10	1.00	0.19	0.13	0.20	0.31	0.39	0.08	0.03	0.20	0.11	0.14	0.15	0.18	0.24	0.12	0.17	0.30	0.15	0.03	0.07	0.33	0.28	0.17	0.19	0.22	0.22	0.28	0.29	0.35
WMT	0.33	0.06	0.16	0.07	0.24	0.16	0.16	0.19	0.08	0.13	0.20	0.09	0.06	0.10	0.21	0.09	0.21	0.20	0.19	0.11	0.13	0.07	0.22	0.24	0.23	0.21	0.13	0.19	1.00	0.15	0.22	0.29	0.29	0.23	0.08	0.16	0.23	0.17	0.19	0.22	0.31	0.18	0.16	0.34	0.24	0.12	0.15	0.18	0.54	0.12	0.18	0.20	0.16	0.25	0.25	0.40
UBER	0.50	0.14	-0.01	-0.14	-0.05	-0.01	-0.01	0.02	0.22	-0.04	0.02	0.16	0.27	0.17	0.17	0.14	0.01	0.01	0.12	0.13	-0.08	0.18	0.06	0.11	0.04	0.25	0.15	0.13	0.15	1.00	0.29	0.14	0.10	0.23	0.34	0.31	0.31	0.18	0.15	0.32	0.11	0.30	0.31	0.12	0.11	0.35	0.34	0.31	0.28	0.37	0.37	0.32	0.35	0.36	0.30	0.35
DPZ	0.41	0.03	0.04	0.01	0.15	0.13	0.10	0.14	0.25	0.15	0.14	0.08	0.21	0.07	0.13	0.11	0.08	0.11	0.21	0.11	0.09	0.17	0.17	0.24	0.12	0.19	0.14	0.20	0.22	0.29	1.00	0.23	0.15	0.21	0.18	0.22	0.14	0.23	0.24	0.20	0.18	0.25	0.23	0.21	0.23	0.22	0.23	0.20	0.29	0.25	0.24	0.30	0.33	0.33	0.35	0.39
ORLY	0.26	0.05	0.27	0.16	0.21	0.31	0.18	0.23	0.09	0.29	0.30	0.09	0.01	0.08	0.29	0.08	0.32	0.31	0.12	0.10	0.25	0.05	0.26	0.69	0.29	0.15	0.09	0.31	0.29	0.14	0.23	1.00	0.38	0.03	-0.06	0.07	0.11	0.05	0.14	0.15	0.26	0.15	0.09	0.43	0.18	0.01	0.05	0.23	0.30	0.10	0.09	0.14	0.11	0.34	0.28	0.32
AJG	0.26	0.07	0.28	0.20	0.19	0.23	0.19	0.22	0.14	0.27	0.31	0.07	-0.01	0.07	0.29	0.03	0.48	0.26	0.10	0.05	0.33	0.09	0.22	0.26	0.34	0.26	0.05	0.39	0.29	0.10	0.15	0.38	1.00	-0.02	0.01	0.04	0.09	0.13	0.16	0.16	0.35	0.11	0.07	0.44	0.23	0.00	0.07	0.22	0.29	0.13	0.13	0.18	0.17	0.31	0.30	0.37
TSLA	0.56	0.06	-0.04	-0.13	-0.05	0.02	0.06	0.11	0.22	-0.09	-0.08	0.19	0.23	0.17	0.01	0.18	-0.06	-0.01	0.17	0.19	-0.07	0.14	0.04	0.03	0.04	0.13	0.23	0.08	0.23	0.23	0.21	0.03	-0.02	1.00	0.32	0.25	0.38	0.20	0.20	0.34	0.19	0.30	0.32	0.12	0.19	0.30	0.39	0.27	0.32	0.32	0.46	0.34	0.33	0.26	0.38	0.32
SMCI	0.47	0.09	-0.15	-0.16	-0.08	0.01	-0.02	-0.09	0.13	-0.11	-0.06	0.12	0.27	0.15	0.05	0.14	-0.03	-0.13	0.17	0.15	-0.12	0.20	-0.03	0.02	-0.02	0.24	0.22	0.03	0.08	0.34	0.18	-0.06	0.01	0.32	1.00	0.31	0.32	0.32	0.21	0.31	0.09	0.26	0.29	0.02	0.15	0.53	0.50	0.26	0.20	0.43	0.39	0.31	0.37	0.30	0.26	0.40
WSM	0.54	0.07	-0.02	-0.19	-0.04	0.12	0.06	0.02	0.11	-0.02	-0.05	0.13	0.32	0.11	0.20	0.12	-0.06	0.07	0.22	0.13	-0.02	0.28	0.12	0.10	0.05	0.22	0.15	0.20	0.16	0.31	0.22	0.07	0.04	0.25	0.31	1.00	0.21	0.34	0.21	0.27	0.20	0.27	0.31	0.10	0.25	0.32	0.35	0.32	0.25	0.26	0.34	0.35	0.44	0.33	0.37	0.37
NFLX	0.57	0.07	-0.02	-0.10	-0.08	-0.03	0.00	0.02	0.28	0.01	0.05	0.14	0.13	0.14	-0.01	0.14	0.07	-0.05	0.14	0.14	-0.18	0.12	0.01	0.07	0.09	0.25	0.13	0.11	0.23	0.31	0.14	0.11	0.09	0.38	0.32	0.21	1.00	0.28	0.17	0.36	0.08	0.32	0.31	0.15	0.16	0.43	0.43	0.37	0.35	0.45	0.40	0.39	0.31	0.32	0.31	0.43
VST	0.47	0.02	-0.02	-0.09	0.04	-0.02	0.04	-0.06	0.23	0.02	0.07	0.09	0.22	0.13	0.01	0.17	0.13	-0.01	0.18	0.17	0.02	0.32	0.07	0.03	0.08	0.20	0.23	0.14	0.17	0.18	0.23	0.05	0.13	0.20	0.32	0.34	0.28	1.00	0.45	0.27	0.19	0.20	0.28	0.13	0.44	0.40	0.35	0.25	0.27	0.40	0.35	0.41	0.49	0.26	0.25	0.45
TRGP	0.37	0.02	0.04	-0.03	0.10	0.05	0.13	0.00	0.22	0.10	0.15	0.10	0.19	0.10	0.13	0.14	0.17	0.10	0.33	0.12	0.11	0.50	0.17	0.09	0.12	0.18	0.11	0.15	0.19	0.15	0.24	0.14	0.16	0.20	0.21	0.21	0.17	0.45	1.00	0.22	0.22	0.27	0.25	0.21	0.72	0.24	0.19	0.25	0.15	0.25	0.33	0.34	0.38	0.27	0.29	0.46
PANW	0.54	0.05	0.01	-0.07	-0.01	0.06	-0.01	0.01	0.22	0.03	0.08	0.09	0.11	0.08	0.07	0.12	0.05	-0.02	0.08	0.10	-0.09	0.18	0.04	0.07	0.09	0.32	0.14	0.18	0.22	0.32	0.20	0.15	0.16	0.34	0.31	0.27	0.36	0.27	0.22	1.00	0.16	0.32	0.26	0.21	0.22	0.42	0.45	0.42	0.35	0.61	0.47	0.45	0.40	0.40	0.31	0.44
WELL	0.34	0.02	0.26	0.08	0.11	0.19	0.31	0.32	0.12	0.21	0.16	0.10	0.11	0.11	0.34	0.06	0.23	0.31	0.24	0.13	0.41	0.09	0.38	0.22	0.35	0.23	0.12	0.24	0.31	0.11	0.18	0.26	0.35	0.19	0.09	0.20	0.08	0.19	0.22	0.16	1.00	0.20	0.21	0.36	0.31	0.04	0.09	0.26	0.29	0.10	0.20	0.27	0.20	0.28	0.34	0.36
TTWO	0.45	0.12	-0.07	-0.08	-0.06	0.06	0.07	0.16	0.29	0.11	0.03	0.15	0.23	0.14	0.04	0.21	0.05	0.06	0.23	0.18	-0.01	0.18	0.14	0.15	0.10	0.16	0.19	0.12	0.18	0.30	0.25	0.15	0.11	0.30	0.26	0.27	0.32	0.20	0.27	0.32	0.20	1.00	0.32	0.17	0.29	0.34	0.36	0.37	0.24	0.34	0.35	0.40	0.40	0.41	0.36	0.35
RCL	0.54	0.00	-0.04	-0.08	-0.03	-0.06	0.08	0.09	0.22	-0.02	-0.03	0.16	0.22	0.17	0.08	0.15	0.05	0.08	0.16	0.21	-0.03	0.21	0.14	0.09	0.21	0.25	0.19	0.17	0.16	0.31	0.23	0.09	0.07	0.32	0.29	0.31	0.31	0.28	0.25	0.26	0.21	0.32	1.00	0.19	0.29	0.35	0.31	0.41	0.30	0.36	0.33	0.42	0.42	0.37	0.41	0.37
RSG	0.35	-0.02	0.25	0.09	0.19	0.26	0.22	0.32	0.07	0.34	0.35	0.08	0.01	0.05	0.26	0.06	0.34	0.29	0.16	0.07	0.36	0.16	0.31	0.36	0.35	0.23	0.04	0.30	0.34	0.12	0.21	0.43	0.44	0.12	0.02	0.10	0.15	0.13	0.21	0.21	0.36	0.17	0.19	1.00	0.23	0.08	0.09	0.31	0.37	0.09	0.09	0.24	0.22	0.33	0.32	0.42
WMB	0.40	0.05	0.10	0.03	0.17	0.07	0.23	0.12	0.22	0.11	0.12	0.12	0.20	0.09	0.21	0.14	0.17	0.24	0.41	0.14	0.24	0.47	0.24	0.12	0.20	0.13	0.14	0.15	0.24	0.11	0.23	0.18	0.23	0.19	0.15	0.25	0.16	0.44	0.72	0.22	0.31	0.29	0.29	0.23	1.00	0.20	0.17	0.23	0.14	0.20	0.28	0.31	0.37	0.26	0.33	0.45
NVDA	0.66	0.05	-0.12	-0.21	-0.14	-0.04	-0.13	-0.14	0.21	-0.07	0.00	0.12	0.20	0.14	0.00	0.15	-0.03	-0.18	0.10	0.15	-0.24	0.16	-0.08	0.05	0.02	0.31	0.20	0.03	0.12	0.35	0.22	0.01	0.00	0.30	0.53	0.32	0.43	0.40	0.24	0.42	0.04	0.34	0.35	0.08	0.20	1.00	0.64	0.39	0.30	0.52	0.42	0.42	0.42	0.32	0.31	0.48
AVGO	0.69	0.09	-0.08	-0.22	-0.07	-0.02	-0.10	-0.05	0.18	-0.07	-0.06	0.10	0.19	0.15	0.02	0.11	0.01	-0.14	0.16	0.10	-0.21	0.24	-0.06	0.11	0.03	0.28	0.19	0.07	0.15	0.34	0.23	0.05	0.07	0.39	0.50	0.35	0.43	0.35	0.19	0.45	0.09	0.36	0.31	0.09	0.17	0.64	1.00	0.41	0.38	0.53	0.48	0.46	0.44	0.39	0.35	0.43
FICO	0.56	0.04	0.05	-0.08	-0.01	0.11	0.03	0.08	0.21	0.12	0.11	0.10	0.15	0.12	0.17	0.15	0.14	0.10	0.15	0.11	0.01	0.20	0.13	0.18	0.15	0.23	0.15	0.33	0.18	0.31	0.20	0.23	0.22	0.27	0.26	0.32	0.37	0.25	0.25	0.42	0.26	0.37	0.41	0.31	0.23	0.39	0.41	1.00	0.41	0.42	0.38	0.49	0.38	0.41	0.39	0.45
COST	0.56	0.04	0.07	-0.06	0.19	0.13	0.01	0.19	0.12	0.11	0.18	0.09	0.15	0.15	0.17	0.11	0.21	0.10	0.14	0.13	0.06	0.12	0.19	0.29	0.23	0.32	0.17	0.28	0.54	0.28	0.29	0.30	0.29	0.32	0.20	0.25	0.35	0.27	0.15	0.35	0.29	0.24	0.30	0.37	0.14	0.30	0.38	0.41	1.00	0.34	0.29	0.36	0.27	0.38	0.37	0.49
CRWD	0.62	0.10	-0.06	-0.17	-0.07	-0.02	-0.08	-0.05	0.27	-0.06	0.03	0.14	0.15	0.13	-0.00	0.17	0.07	-0.08	0.11	0.18	-0.20	0.26	-0.01	0.03	0.07	0.29	0.21	0.17	0.12	0.37	0.25	0.10	0.13	0.32	0.43	0.26	0.45	0.40	0.25	0.61	0.10	0.34	0.36	0.09	0.20	0.52	0.53	0.42	0.34	1.00	0.55	0.52	0.44	0.39	0.31	0.48
PLTR	0.61	0.12	0.07	-0.15	-0.01	-0.05	0.12	-0.01	0.24	-0.05	-0.06	0.13	0.26	0.16	0.11	0.18	0.03	0.05	0.18	0.14	-0.05	0.25	0.09	0.09	0.10	0.25	0.21	0.19	0.18	0.37	0.24	0.09	0.13	0.46	0.39	0.34	0.40	0.35	0.33	0.47	0.20	0.35	0.33	0.09	0.28	0.42	0.48	0.38	0.29	0.55	1.00	0.52	0.44	0.38	0.37	0.49
AXON	0.59	0.01	0.05	-0.05	-0.01	0.02	0.00	0.03	0.28	0.03	0.08	0.14	0.27	0.12	0.08	0.17	0.07	-0.03	0.17	0.19	-0.03	0.31	0.08	0.17	0.10	0.28	0.17	0.22	0.20	0.32	0.30	0.14	0.18	0.34	0.31	0.35	0.39	0.41	0.34	0.45	0.27	0.40	0.42	0.24	0.31	0.42	0.46	0.49	0.36	0.52	0.52	1.00	0.51	0.38	0.44	0.52
PWR	0.63	0.08	0.01	-0.14	0.05	0.01	0.01	0.06	0.23	0.08	0.05	0.18	0.32	0.20	0.11	0.18	0.10	0.04	0.24	0.19	0.06	0.33	0.07	0.10	0.14	0.25	0.22	0.22	0.16	0.35	0.33	0.11	0.17	0.33	0.37	0.44	0.31	0.49	0.38	0.40	0.20	0.40	0.42	0.22	0.37	0.42	0.44	0.38	0.27	0.44	0.44	0.51	1.00	0.42	0.42	0.49
CPRT	0.62	0.05	0.00	-0.09	0.03	0.11	0.09	0.18	0.23	0.14	0.18	0.09	0.16	0.19	0.15	0.14	0.20	0.13	0.21	0.17	0.06	0.15	0.16	0.26	0.23	0.27	0.18	0.28	0.25	0.36	0.33	0.34	0.31	0.26	0.30	0.33	0.32	0.26	0.27	0.40	0.28	0.41	0.37	0.33	0.26	0.32	0.39	0.41	0.38	0.39	0.38	0.38	0.42	1.00	0.48	0.49
GRMN	0.62	0.06	0.11	-0.03	0.04	0.13	0.16	0.19	0.22	0.10	0.11	0.22	0.27	0.15	0.21	0.16	0.18	0.19	0.27	0.19	0.16	0.23	0.21	0.26	0.19	0.22	0.20	0.29	0.25	0.30	0.35	0.28	0.30	0.38	0.26	0.37	0.31	0.25	0.29	0.31	0.34	0.36	0.41	0.32	0.33	0.31	0.35	0.39	0.37	0.31	0.37	0.44	0.42	0.48	1.00	0.47
Portfolio	0.75	0.20	0.17	0.09	0.16	0.16	0.18	0.16	0.29	0.26	0.31	0.37	0.23	0.41	0.27	0.42	0.34	0.18	0.30	0.40	0.15	0.37	0.27	0.28	0.31	0.48	0.42	0.35	0.40	0.35	0.39	0.32	0.37	0.32	0.40	0.37	0.43	0.45	0.46	0.44	0.36	0.35	0.37	0.42	0.45	0.48	0.43	0.45	0.49	0.48	0.49	0.52	0.49	0.49	0.47	1.00

The correlation results are calculated based on daily price changes starting from Sep 13, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

Live Rebalance (4/21/25)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community