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EN ACTUAL in dollars / Equal weight
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

EN ACTUAL in dollars / Equal weight

Currency in USD · Last updated Apr 2, 2026

Equal weight in dollars

Asset Allocation

1 position 2.27%42 positions 95.34%1 position 2.27%CommodityCommodityEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorTarget Weight
ADBE
Adobe Inc		Technology
2.27%
AKO-A
Embotelladora Andina S.A		Consumer Defensive
2.27%
ALGN
Align Technology, Inc.		Healthcare
2.27%
ALKS
Alkermes plc		Healthcare
2.27%
CDNS
Cadence Design Systems, Inc.		Technology
2.27%
CF
CF Industries Holdings, Inc.		Basic Materials
2.27%
CI
Cigna Corporation		Healthcare
2.27%
COP
ConocoPhillips Company		Energy
2.27%
CPB
Campbell Soup Company		Consumer Defensive
2.27%
CPRX
Catalyst Pharmaceuticals, Inc.		Healthcare
2.27%
CRL
Charles River Laboratories International, Inc.		Healthcare
2.27%
CROX
Crocs, Inc.		Consumer Cyclical
2.27%
CVS
CVS Health Corporation		Healthcare
2.27%
DGX
Quest Diagnostics Incorporated		Healthcare
2.27%
ELV
Elevance Health Inc		Healthcare
2.27%
ENEL.MI
Enel SpA		Utilities
2.27%
ENI.MI
Eni S.p.A.		Energy
2.27%
FFIDX
Fidelity Fund		Large Cap Growth Equities
2.27%
FHKCX
Fidelity China Region Fund		China Equities
2.27%
GIS
General Mills, Inc.		Consumer Defensive
2.27%
GPN
Global Payments Inc.		Industrials
2.27%
HAL
Halliburton Company		Energy
2.27%
HSY
The Hershey Company		Consumer Defensive
2.27%
JFLI
JPMorgan Flexible Income ETF		Global Allocation
2.27%
KHC
The Kraft Heinz Company		Consumer Defensive
2.27%
KRT
Karat Packaging Inc.		Consumer Cyclical
2.27%
LDO.MI
Leonardo S.p.A.		Industrials
2.27%
MOS
The Mosaic Company		Basic Materials
2.27%
MSFT
Microsoft Corporation		Technology
2.27%
NEXI.MI
Nexi S.p.A		Technology
2.27%
NOMD
Nomad Foods Limited		Consumer Defensive
2.27%
NTR
Nutrien Ltd.		Basic Materials
2.27%
OKTA
Okta, Inc.		Technology
2.27%
PEP
PepsiCo, Inc.		Consumer Defensive
2.27%
PFE
Pfizer Inc.		Healthcare
2.27%
PHSP.L
WisdomTree Physical Silver		Precious Metals
2.27%
PYPL
PayPal Holdings, Inc.		Financial Services
2.27%
QQ.L
QinetiQ Group plc		Industrials
2.27%
RIO
Rio Tinto Group		Basic Materials
2.27%
SLB
Schlumberger Limited		Energy
2.27%
SPM.MI
Saipem SpA		Energy
2.27%
STZ
Constellation Brands, Inc.		Consumer Defensive
2.27%
VALE
Vale S.A.		Basic Materials
2.27%
WDAY
Workday, Inc.		Technology
2.27%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EN ACTUAL in dollars / Equal weight, 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 Every 3 months.

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The earliest data available for this chart is Feb 13, 2025, corresponding to the inception date of JFLI

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
EN ACTUAL in dollars / Equal weight
0.20%0.72%6.37%6.88%13.29%———
Portfolio components:
ADBE
Adobe Inc		0.64%-10.36%-30.59%-30.89%-37.03%-13.86%-12.86%9.90%
ALGN
Align Technology, Inc.		-1.23%-6.59%9.25%32.56%4.04%-19.53%-20.73%8.81%
ALKS
Alkermes plc		-0.60%19.32%24.52%11.45%6.71%6.71%12.72%-0.42%
CDNS
Cadence Design Systems, Inc.		-0.52%-7.29%-10.83%-19.73%5.20%9.65%14.52%28.03%
CPB
Campbell Soup Company		0.09%-14.01%-18.41%-28.04%-40.25%-23.04%-11.73%-7.19%
CPRX
Catalyst Pharmaceuticals, Inc.		-0.52%3.22%5.78%18.47%0.94%13.38%40.50%35.31%
CF
CF Industries Holdings, Inc.		1.55%22.27%68.95%46.31%66.59%23.71%25.81%18.60%
CRL
Charles River Laboratories International, Inc.		-0.58%-1.02%-12.83%-0.84%16.49%-4.60%-9.98%8.14%
CI
Cigna Corporation		1.01%-4.38%-1.35%-8.06%-16.93%2.91%4.09%7.72%
COP
ConocoPhillips Company		1.67%10.12%40.51%42.17%27.23%9.86%23.68%16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 14, 2025, EN ACTUAL in dollars / Equal weight's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 years.

Historically, 73% of months were positive and 27% were negative. The best month was Jan 2026 with a return of +6.0%, while the worst month was Mar 2026 at -2.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, EN ACTUAL in dollars / Equal weight closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -5.4%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.99%2.11%-2.35%0.66%6.37%
20250.08%1.05%-1.43%3.55%1.35%-1.41%2.43%0.65%-1.23%0.31%2.77%8.27%

Benchmark Metrics

EN ACTUAL in dollars / Equal weight has an annualized alpha of 8.15%, beta of 0.59, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since February 14, 2025.

  • This portfolio captured 46.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -13.06%) — a profile typical of hedging or uncorrelated assets.
  • This portfolio generated an annualized alpha of 8.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
Alpha
8.15%
Beta
0.59
R²
0.56
Upside Capture
46.00%
Downside Capture
-13.06%

Expense Ratio

EN ACTUAL in dollars / Equal weight has an expense ratio of 0.05%, 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.

FHKCX
Fidelity China Region Fund
PHSP.L
WisdomTree Physical Silver
FFIDX
Fidelity Fund
JFLI
JPMorgan Flexible Income ETF

Return for Risk

Risk / Return Rank

EN ACTUAL in dollars / Equal weight ranks 41 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

EN ACTUAL in dollars / Equal weight Risk / Return Rank: 4141
Overall Rank
EN ACTUAL in dollars / Equal weight Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EN ACTUAL in dollars / Equal weight Sortino Ratio Rank: 1818
Sortino Ratio Rank
EN ACTUAL in dollars / Equal weight Omega Ratio Rank: 1717
Omega Ratio Rank
EN ACTUAL in dollars / Equal weight Calmar Ratio Rank: 8585
Calmar Ratio Rank
EN ACTUAL in dollars / Equal weight Martin Ratio Rank: 6262
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

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.88

+0.01

Sortino ratio

Return per unit of downside risk

1.29

1.37

-0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

3.82

1.39

+2.43

Martin ratio

Return relative to average drawdown

10.29

6.43

+3.86

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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ADBE
Adobe Inc		5-1.20-1.690.79-0.83-1.69
ALGN
Align Technology, Inc.		430.070.481.090.200.35
ALKS
Alkermes plc		440.170.541.070.320.58
CDNS
Cadence Design Systems, Inc.		440.130.491.060.270.60
CPB
Campbell Soup Company		3-1.37-2.110.76-0.90-1.76
CPRX
Catalyst Pharmaceuticals, Inc.		390.030.281.030.120.21
CF
CF Industries Holdings, Inc.		821.752.391.312.705.08
CRL
Charles River Laboratories International, Inc.		510.290.771.120.581.30
CI
Cigna Corporation		18-0.51-0.480.93-0.61-1.17
COP
ConocoPhillips Company		630.791.231.161.272.45

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.

EN ACTUAL in dollars / Equal weight Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.89
  • All Time: 0.91

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of EN ACTUAL in dollars / Equal weight 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

EN ACTUAL in dollars / Equal weight provided a 2.78% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio2.78%3.01%2.56%2.21%2.23%2.35%1.87%1.82%1.95%1.64%1.45%2.62%
Portfolio components:
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%
ALGN
Align Technology, 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%
ALKS
Alkermes plc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CDNS
Cadence Design Systems, 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%
CPB
Campbell Soup Company		8.86%5.60%3.53%3.42%2.61%3.41%2.90%2.83%4.24%2.91%2.13%2.37%
CPRX
Catalyst Pharmaceuticals, 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%
CF
CF Industries Holdings, Inc.		1.54%2.59%2.34%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%
CRL
Charles River Laboratories International, 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%
CI
Cigna Corporation		2.26%2.19%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%
COP
ConocoPhillips Company		2.48%3.40%3.35%3.37%4.23%2.70%4.23%2.05%1.86%1.93%1.99%6.30%

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 EN ACTUAL in dollars / Equal weight. 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 EN ACTUAL in dollars / Equal weight was 12.46%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current EN ACTUAL in dollars / Equal weight drawdown is 2.01%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.46%Mar 10, 202522Apr 8, 202523May 12, 202545
-6.2%Feb 12, 202627Mar 20, 2026———
-6.01%Oct 6, 202534Nov 20, 202515Dec 11, 202549
-5.75%Jul 24, 202513Aug 11, 202538Oct 2, 202551
-2.75%Jun 11, 202511Jun 25, 20254Jul 1, 202515

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 44 assets, with an effective number of assets of 44.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkAKO-ALDO.MIQQ.LENEL.MIPHSP.LCFCVSHSYNTRDGXENI.MISPM.MICINOMDNEXI.MIELVMOSMSFTCOPCPBCROXGISALKSWDAYPEPSTZADBECPRXKHCOKTAHALKRTRIOVALECDNSFHKCXPYPLSLBCRLGPNPFEALGNFFIDXJFLIPortfolio
Benchmark1.000.060.090.110.100.130.020.200.030.090.110.090.230.120.060.210.170.170.610.16-0.020.40-0.030.310.430.060.190.380.440.050.490.300.450.400.420.660.600.580.330.490.510.300.560.940.890.62
AKO-A0.061.000.110.120.020.190.01-0.05-0.070.05-0.050.100.16-0.00-0.000.080.050.060.020.02-0.030.120.010.020.08-0.020.040.03-0.01-0.08-0.030.01-0.060.090.08-0.000.12-0.050.040.070.040.01-0.020.040.090.18
LDO.MI0.090.111.000.690.150.180.090.00-0.060.09-0.060.120.190.09-0.020.110.080.190.12-0.07-0.07-0.04-0.06-0.000.06-0.090.030.03-0.020.000.07-0.050.000.100.080.110.150.01-0.060.03-0.04-0.03-0.010.070.120.21
QQ.L0.110.120.691.000.090.190.09-0.060.020.080.000.080.150.05-0.080.15-0.010.170.17-0.11-0.06-0.08-0.02-0.010.08-0.100.030.060.01-0.020.11-0.010.040.120.100.160.130.05-0.010.040.02-0.080.000.110.140.25
ENEL.MI0.100.020.150.091.000.18-0.070.020.090.060.210.260.130.210.080.270.120.010.03-0.050.13-0.050.090.08-0.060.130.09-0.070.070.120.00-0.100.090.200.19-0.000.070.050.000.010.050.190.030.070.250.17
PHSP.L0.130.190.180.190.181.000.030.020.020.19-0.020.200.21-0.020.030.170.070.110.050.07-0.030.03-0.030.00-0.03-0.000.06-0.01-0.010.06-0.010.100.040.470.440.100.270.020.150.01-0.030.020.040.100.220.28
CF0.020.010.090.09-0.070.031.000.050.030.660.020.320.100.050.04-0.060.010.530.080.460.07-0.000.130.070.050.010.040.060.060.110.060.360.070.070.090.06-0.020.100.290.020.090.100.040.010.050.30
CVS0.20-0.050.00-0.060.020.020.051.000.120.050.200.020.030.490.060.080.440.150.050.070.100.100.130.160.110.230.110.090.190.130.030.070.15-0.020.040.090.010.050.090.150.150.240.130.140.180.27
HSY0.03-0.07-0.060.020.090.020.030.121.000.080.310.05-0.090.280.29-0.020.130.01-0.070.060.400.080.510.11-0.010.500.34-0.020.030.45-0.100.080.090.090.11-0.060.020.080.100.120.180.240.06-0.060.090.24
NTR0.090.050.090.080.060.190.660.050.081.000.140.310.080.080.11-0.000.030.620.050.310.08-0.040.130.070.030.100.080.050.070.140.050.240.080.240.210.080.100.100.200.090.050.200.020.060.140.34
DGX0.11-0.05-0.060.000.21-0.020.020.200.310.141.00-0.00-0.040.330.150.000.170.14-0.080.030.35-0.010.380.150.070.430.260.060.170.340.03-0.030.110.080.110.01-0.060.110.050.190.150.350.130.020.170.29
ENI.MI0.090.100.120.080.260.200.320.020.050.31-0.001.000.420.080.060.200.030.240.030.440.100.030.100.05-0.010.080.100.010.040.160.080.330.060.230.230.070.140.100.390.060.060.130.150.060.150.32
SPM.MI0.230.160.190.150.130.210.100.03-0.090.08-0.040.421.00-0.00-0.040.260.020.130.060.24-0.060.06-0.070.080.06-0.040.000.100.19-0.040.160.220.090.260.280.160.290.150.280.130.060.120.180.210.260.32
CI0.12-0.000.090.050.21-0.020.050.490.280.080.330.08-0.001.000.180.190.510.14-0.040.100.270.110.320.190.060.300.240.080.160.300.010.050.170.050.04-0.01-0.020.110.110.180.230.300.110.010.160.34
NOMD0.06-0.00-0.02-0.080.080.030.040.060.290.110.150.06-0.040.181.000.140.220.080.010.130.490.200.470.230.040.430.310.100.090.510.020.150.130.190.17-0.010.050.030.220.190.140.370.17-0.030.140.33
NEXI.MI0.210.080.110.150.270.17-0.060.08-0.02-0.000.000.200.260.190.141.000.210.130.06-0.060.100.130.030.120.190.050.200.240.160.070.200.030.220.170.190.160.230.200.110.260.260.240.310.190.270.39
ELV0.170.050.08-0.010.120.070.010.440.130.030.170.030.020.510.220.211.000.10-0.030.080.240.120.230.300.120.270.210.180.220.250.130.000.150.120.090.100.150.160.070.230.240.360.180.100.230.41
MOS0.170.060.190.170.010.110.530.150.010.620.140.240.130.140.080.130.101.000.110.320.100.090.140.110.090.080.130.100.070.150.140.270.180.260.300.140.180.140.310.190.120.200.170.130.230.45
MSFT0.610.020.120.170.030.050.080.05-0.070.05-0.080.030.06-0.040.010.06-0.030.111.000.04-0.090.15-0.080.090.45-0.12-0.070.350.21-0.060.410.100.180.160.180.530.360.380.080.190.280.010.220.650.510.31
COP0.160.02-0.07-0.11-0.050.070.460.070.060.310.030.440.240.100.13-0.060.080.320.041.000.120.120.150.110.130.160.200.130.120.200.070.700.100.170.220.110.090.140.670.190.160.200.230.090.160.39
CPB-0.02-0.03-0.07-0.060.13-0.030.070.100.400.080.350.10-0.060.270.490.100.240.10-0.090.121.000.120.770.250.100.570.380.180.140.750.010.110.080.050.08-0.02-0.030.060.200.160.170.430.17-0.110.090.38
CROX0.400.12-0.04-0.08-0.050.03-0.000.100.08-0.04-0.010.030.060.110.200.130.120.090.150.120.121.000.090.280.240.170.240.320.210.110.230.200.380.210.200.220.250.310.240.320.350.240.330.340.380.43
GIS-0.030.01-0.06-0.020.09-0.030.130.130.510.130.380.10-0.070.320.470.030.230.14-0.080.150.770.091.000.160.020.660.380.120.110.75-0.050.140.100.060.10-0.06-0.110.050.210.110.210.410.10-0.120.060.35
ALKS0.310.02-0.00-0.010.080.000.070.160.110.070.150.050.080.190.230.120.300.110.090.110.250.280.161.000.160.210.170.170.400.200.230.130.220.260.220.190.260.260.170.330.230.440.270.240.310.45
WDAY0.430.080.060.08-0.06-0.030.050.11-0.010.030.07-0.010.060.060.040.190.120.090.450.130.100.240.020.161.00-0.020.090.610.270.100.550.110.260.090.060.430.210.440.110.300.460.190.310.410.420.43
PEP0.06-0.02-0.09-0.100.13-0.000.010.230.500.100.430.08-0.040.300.430.050.270.08-0.120.160.570.170.660.21-0.021.000.480.050.130.64-0.050.120.140.150.14-0.090.020.060.200.170.190.400.13-0.080.150.36
STZ0.190.040.030.030.090.060.040.110.340.080.260.100.000.240.310.200.210.13-0.070.200.380.240.380.170.090.481.000.100.110.400.110.290.250.200.180.060.150.240.320.320.300.350.330.070.240.48
ADBE0.380.030.030.06-0.07-0.010.060.09-0.020.050.060.010.100.080.100.240.180.100.350.130.180.320.120.170.610.050.101.000.270.170.470.120.240.130.120.380.200.510.140.320.440.230.330.350.390.46
CPRX0.44-0.01-0.020.010.07-0.010.060.190.030.070.170.040.190.160.090.160.220.070.210.120.140.210.110.400.270.130.110.271.000.110.310.160.290.210.210.350.210.300.210.350.360.350.340.430.410.44
KHC0.05-0.080.00-0.020.120.060.110.130.450.140.340.16-0.040.300.510.070.250.15-0.060.200.750.110.750.200.100.640.400.170.111.00-0.000.170.130.130.14-0.04-0.020.120.240.190.210.410.13-0.060.170.40
OKTA0.49-0.030.070.110.00-0.010.060.03-0.100.050.030.080.160.010.020.200.130.140.410.070.010.23-0.050.230.55-0.050.110.470.31-0.001.000.080.310.200.150.500.310.460.140.380.390.180.400.480.470.44
HAL0.300.01-0.05-0.01-0.100.100.360.070.080.24-0.030.330.220.050.150.030.000.270.100.700.110.200.140.130.110.120.290.120.160.170.081.000.200.260.320.190.210.190.840.250.250.250.340.250.300.48
KRT0.45-0.060.000.040.090.040.070.150.090.080.110.060.090.170.130.220.150.180.180.100.080.380.100.220.260.140.250.240.290.130.310.201.000.280.230.340.270.330.290.350.400.250.420.400.450.48
RIO0.400.090.100.120.200.470.07-0.020.090.240.080.230.260.050.190.170.120.260.160.170.050.210.060.260.090.150.200.130.210.130.200.260.281.000.750.270.490.210.330.190.180.230.270.340.480.49
VALE0.420.080.080.100.190.440.090.040.110.210.110.230.280.040.170.190.090.300.180.220.080.200.100.220.060.140.180.120.210.140.150.320.230.751.000.250.520.220.390.180.170.220.320.370.470.48
CDNS0.66-0.000.110.16-0.000.100.060.09-0.060.080.010.070.16-0.01-0.010.160.100.140.530.11-0.020.22-0.060.190.43-0.090.060.380.35-0.040.500.190.340.270.251.000.450.400.220.390.370.190.480.650.590.49
FHKCX0.600.120.150.130.070.27-0.020.010.020.10-0.060.140.29-0.020.050.230.150.180.360.09-0.030.25-0.110.260.210.020.150.200.21-0.020.310.210.270.490.520.451.000.390.270.330.240.210.390.570.610.48
PYPL0.58-0.050.010.050.050.020.100.050.080.100.110.100.150.110.030.200.160.140.380.140.060.310.050.260.440.060.240.510.300.120.460.190.330.210.220.400.391.000.210.380.550.270.430.540.540.52
SLB0.330.04-0.06-0.010.000.150.290.090.100.200.050.390.280.110.220.110.070.310.080.670.200.240.210.170.110.200.320.140.210.240.140.840.290.330.390.220.270.211.000.250.290.290.410.250.350.54
CRL0.490.070.030.040.010.010.020.150.120.090.190.060.130.180.190.260.230.190.190.190.160.320.110.330.300.170.320.320.350.190.380.250.350.190.180.390.330.380.251.000.410.480.470.410.470.56
GPN0.510.04-0.040.020.05-0.030.090.150.180.050.150.060.060.230.140.260.240.120.280.160.170.350.210.230.460.190.300.440.360.210.390.250.400.180.170.370.240.550.290.411.000.290.480.450.510.58
PFE0.300.01-0.03-0.080.190.020.100.240.240.200.350.130.120.300.370.240.360.200.010.200.430.240.410.440.190.400.350.230.350.410.180.250.250.230.220.190.210.270.290.480.291.000.360.190.390.54
ALGN0.56-0.02-0.010.000.030.040.040.130.060.020.130.150.180.110.170.310.180.170.220.230.170.330.100.270.310.130.330.330.340.130.400.340.420.270.320.480.390.430.410.470.480.361.000.510.560.58
FFIDX0.940.040.070.110.070.100.010.14-0.060.060.020.060.210.01-0.030.190.100.130.650.09-0.110.34-0.120.240.41-0.080.070.350.43-0.060.480.250.400.340.370.650.570.540.250.410.450.190.511.000.810.50
JFLI0.890.090.120.140.250.220.050.180.090.140.170.150.260.160.140.270.230.230.510.160.090.380.060.310.420.150.240.390.410.170.470.300.450.480.470.590.610.540.350.470.510.390.560.811.000.69
Portfolio0.620.180.210.250.170.280.300.270.240.340.290.320.320.340.330.390.410.450.310.390.380.430.350.450.430.360.480.460.440.400.440.480.480.490.480.490.480.520.540.560.580.540.580.500.691.00
The correlation results are calculated based on daily price changes starting from Feb 14, 2025