Brian's Portfolio
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в Brian's Portfolio и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
Самые ранние данные для этого графика доступны с 1 дек. 2016 г., начальной даты INSW
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
---|---|---|---|---|---|---|
S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
Brian's Portfolio | 16.31% | -3.06% | 1.06% | 16.94% | 18.85% | N/A |
Активы портфеля: | ||||||
Arbor Realty Trust, Inc. | 2.49% | -5.10% | 3.52% | -1.28% | 9.84% | 18.30% |
Realty Income Corporation | -3.24% | -7.59% | 2.04% | -1.91% | -0.75% | 5.77% |
Omega Healthcare Investors, Inc. | 33.50% | -5.75% | 18.54% | 33.33% | 6.54% | 7.76% |
Altria Group, Inc. | 42.16% | -3.91% | 20.02% | 42.09% | 9.21% | 7.09% |
Canadian Natural Resources Limited | -5.45% | -13.33% | -12.11% | -5.04% | 19.34% | 11.56% |
Alliance Resource Partners, L.P. | 36.66% | -7.89% | 14.13% | 46.04% | 28.91% | 4.82% |
Enbridge Inc. | 23.20% | -4.87% | 23.13% | 23.06% | 7.88% | 3.96% |
Gladstone Investment Corporation | 7.00% | 0.32% | 5.44% | 7.00% | 10.33% | 18.26% |
Northrim BanCorp, Inc. | 39.26% | -9.39% | 42.56% | 35.93% | 19.20% | 15.30% |
Gladstone Capital Corporation | 41.53% | 5.44% | 28.58% | 43.68% | 16.13% | 15.23% |
iShares Russell Top 200 Growth ETF | 36.57% | 4.27% | 11.51% | 36.74% | 20.24% | 17.94% |
23.23% | 1.06% | 3.67% | 23.50% | 21.49% | N/A | |
20.99% | -3.20% | 8.96% | 20.99% | 11.15% | N/A | |
65.52% | 6.50% | 12.39% | 66.67% | 31.20% | N/A | |
-12.59% | -4.18% | -52.88% | -10.04% | 8.30% | N/A | |
Nuveen Nasdaq 100 Dynamic Overwrite Fund | 22.64% | 4.68% | 12.32% | 24.85% | 9.41% | 10.59% |
MV Oil Trust | -21.09% | -10.39% | -3.97% | -20.70% | 20.35% | 6.87% |
Enterprise Products Partners L.P. | 26.49% | -4.20% | 12.45% | 27.80% | 9.83% | 5.82% |
Ares Capital Corporation | 16.99% | 0.34% | 8.72% | 18.58% | 12.98% | 13.47% |
Medical Properties Trust, Inc. | -13.56% | -7.16% | -16.63% | -13.74% | -21.96% | -5.24% |
International Seaways, Inc. | -19.31% | -18.61% | -42.02% | -23.94% | 10.34% | N/A |
Rio Tinto Group | -15.60% | -6.28% | -9.12% | -14.88% | 8.50% | 10.76% |
Credit Suisse Multialternative Strategy Fund Class A Shares | -5.57% | -5.99% | -7.13% | -5.36% | 2.74% | 1.04% |
Andrews Sykes Group plc | -15.94% | -3.75% | -9.50% | -15.75% | 2.50% | 11.89% |
-9.23% | -5.44% | -5.92% | -8.67% | 19.90% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Brian's Portfolio, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.54% | 5.14% | 4.09% | -3.74% | 7.51% | 3.54% | -0.29% | 1.21% | 3.47% | -3.68% | 4.52% | 16.31% | |
2023 | 12.77% | -1.79% | 3.29% | -2.00% | 5.83% | 8.46% | 7.03% | -4.97% | -3.61% | -4.53% | 11.32% | 9.22% | 46.41% |
2022 | -4.56% | -1.61% | 4.34% | -9.20% | 2.43% | -12.01% | 15.34% | -5.75% | -13.37% | 9.03% | 9.11% | -8.99% | -18.25% |
2021 | 1.37% | 7.42% | 3.12% | 5.74% | 2.08% | 5.46% | 1.20% | 2.24% | -3.67% | 7.66% | 0.91% | 5.03% | 45.38% |
2020 | -1.46% | -10.82% | -27.89% | 20.99% | 7.55% | 5.49% | 6.68% | 9.04% | -7.05% | -2.00% | 20.75% | 7.10% | 19.22% |
2019 | 14.10% | 5.01% | 3.58% | 6.28% | -10.12% | 7.20% | 2.90% | -2.07% | 3.48% | 4.50% | 5.16% | 4.42% | 52.07% |
2018 | 4.07% | -3.77% | -0.90% | 0.00% | 9.16% | 0.31% | 3.81% | 5.04% | -0.78% | -7.95% | 0.57% | -9.44% | -1.42% |
2017 | 5.35% | 3.13% | 2.78% | 2.89% | 2.14% | -0.68% | 3.31% | 0.16% | 4.09% | 3.51% | 1.03% | 2.32% | 34.33% |
2016 | 6.62% | 6.62% |
Комиссия
Комиссия Brian's Portfolio составляет 0.24%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Brian's Portfolio составляет 14, что хуже, чем результаты 86% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
---|---|---|---|---|---|
Arbor Realty Trust, Inc. | 0.07 | 0.34 | 1.05 | 0.09 | 0.26 |
Realty Income Corporation | -0.19 | -0.14 | 0.98 | -0.13 | -0.40 |
Omega Healthcare Investors, Inc. | 1.79 | 2.62 | 1.34 | 2.17 | 11.18 |
Altria Group, Inc. | 2.37 | 3.52 | 1.47 | 2.25 | 12.70 |
Canadian Natural Resources Limited | -0.21 | -0.12 | 0.99 | -0.21 | -0.45 |
Alliance Resource Partners, L.P. | 1.54 | 2.05 | 1.29 | 1.96 | 7.02 |
Enbridge Inc. | 1.62 | 2.35 | 1.28 | 1.07 | 6.98 |
Gladstone Investment Corporation | 0.38 | 0.63 | 1.08 | 0.55 | 1.35 |
Northrim BanCorp, Inc. | 0.97 | 1.66 | 1.20 | 1.66 | 4.32 |
Gladstone Capital Corporation | 2.33 | 2.85 | 1.42 | 3.48 | 9.48 |
iShares Russell Top 200 Growth ETF | 2.06 | 2.67 | 1.38 | 2.64 | 9.96 |
1.05 | 1.49 | 1.20 | 1.37 | 4.70 | |
1.51 | 2.10 | 1.27 | 1.47 | 9.49 | |
1.23 | 1.72 | 1.23 | 1.39 | 5.21 | |
-0.12 | 0.53 | 1.07 | -0.20 | -0.35 | |
Nuveen Nasdaq 100 Dynamic Overwrite Fund | 1.60 | 2.17 | 1.29 | 1.53 | 7.90 |
MV Oil Trust | -0.68 | -0.81 | 0.90 | -0.57 | -1.26 |
Enterprise Products Partners L.P. | 2.02 | 2.88 | 1.37 | 2.29 | 10.15 |
Ares Capital Corporation | 1.47 | 2.08 | 1.27 | 2.44 | 10.02 |
Medical Properties Trust, Inc. | -0.19 | 0.21 | 1.03 | -0.16 | -0.61 |
International Seaways, Inc. | -0.66 | -0.81 | 0.91 | -0.43 | -1.11 |
Rio Tinto Group | -0.68 | -0.86 | 0.90 | -0.87 | -1.57 |
Credit Suisse Multialternative Strategy Fund Class A Shares | -0.65 | -0.68 | 0.85 | -0.61 | -2.47 |
Andrews Sykes Group plc | -0.88 | -1.13 | 0.84 | -0.70 | -1.70 |
-0.37 | -0.38 | 0.96 | -0.43 | -0.74 |
Дивиденды
Дивидендный доход
Дивидендная доходность Brian's Portfolio за предыдущие двенадцать месяцев составила 6.39%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 6.39% | 6.94% | 6.30% | 5.34% | 5.94% | 5.45% | 6.02% | 4.86% | 5.16% | 5.75% | 4.85% | 4.40% |
Активы портфеля: | ||||||||||||
Arbor Realty Trust, Inc. | 12.50% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
Realty Income Corporation | 5.93% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% | 5.84% |
Omega Healthcare Investors, Inc. | 7.08% | 8.74% | 9.59% | 9.06% | 7.38% | 6.26% | 7.51% | 9.22% | 7.55% | 6.23% | 5.17% | 6.24% |
Altria Group, Inc. | 5.53% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
Canadian Natural Resources Limited | 5.22% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.19% | 3.22% | 2.60% | 1.62% |
Alliance Resource Partners, L.P. | 10.90% | 13.22% | 7.38% | 3.16% | 8.93% | 19.82% | 11.94% | 9.55% | 8.86% | 19.74% | 5.75% | 5.93% |
Enbridge Inc. | 6.44% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
Gladstone Investment Corporation | 12.33% | 17.24% | 9.88% | 6.06% | 9.22% | 7.74% | 9.88% | 7.94% | 8.87% | 9.68% | 11.00% | 8.44% |
Northrim BanCorp, Inc. | 3.22% | 4.20% | 3.34% | 3.45% | 4.06% | 3.29% | 3.10% | 2.54% | 2.47% | 2.78% | 2.67% | 2.44% |
Gladstone Capital Corporation | 8.70% | 9.19% | 8.45% | 6.73% | 8.97% | 8.46% | 11.51% | 9.12% | 8.95% | 11.49% | 10.16% | 8.78% |
iShares Russell Top 200 Growth ETF | 0.42% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
0.48% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% | |
10.20% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% | |
0.88% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% | |
0.89% | 0.51% | 1.08% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% | |
Nuveen Nasdaq 100 Dynamic Overwrite Fund | 6.89% | 7.26% | 9.65% | 5.86% | 6.00% | 6.49% | 8.40% | 5.95% | 7.54% | 7.23% | 7.07% | 6.79% |
MV Oil Trust | 18.74% | 12.15% | 13.59% | 11.16% | 15.71% | 16.75% | 20.29% | 8.57% | 6.42% | 26.18% | 23.30% | 13.55% |
Enterprise Products Partners L.P. | 6.71% | 7.51% | 7.79% | 8.20% | 9.09% | 6.24% | 6.98% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
Ares Capital Corporation | 8.98% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% | 8.84% |
Medical Properties Trust, Inc. | 11.92% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% | 6.63% |
International Seaways, Inc. | 17.74% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Rio Tinto Group | 7.42% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
Credit Suisse Multialternative Strategy Fund Class A Shares | 0.00% | 1.34% | 1.37% | 9.06% | 13.23% | 4.76% | 0.00% | 0.48% | 0.11% | 0.00% | 1.51% | 0.00% |
Andrews Sykes Group plc | 5.22% | 12.03% | 6.26% | 4.73% | 7.47% | 3.84% | 4.95% | 4.29% | 5.50% | 7.50% | 7.74% | 5.55% |
6.79% | 5.59% | 7.67% | 8.09% | 11.48% | 10.80% | 12.15% | 11.63% | 12.16% | 6.77% | 4.13% | 5.43% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Brian's Portfolio показал максимальную просадку в 50.30%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 165 торговых сессий.
Текущая просадка Brian's Portfolio составляет 5.04%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
---|---|---|---|---|---|---|
-50.3% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 165 | 11 нояб. 2020 г. | 188 |
-26.04% | 13 янв. 2022 г. | 194 | 12 окт. 2022 г. | 168 | 9 июн. 2023 г. | 362 |
-22.69% | 30 авг. 2018 г. | 83 | 24 дек. 2018 г. | 42 | 22 февр. 2019 г. | 125 |
-13.49% | 1 авг. 2023 г. | 64 | 27 окт. 2023 г. | 32 | 12 дек. 2023 г. | 96 |
-12.94% | 24 янв. 2018 г. | 12 | 8 февр. 2018 г. | 73 | 23 мая 2018 г. | 85 |
Волатильность
График волатильности
Текущая волатильность Brian's Portfolio составляет 5.20%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
ASY.L | MVO | CSQAX | INSW | MO | ARLP | NRIM | OHI | O | SUN | MPW | RIO | GLAD | GAIN | CNQ | ABR | EPD | ENB | ARCC | SOXL | QQQX | XLK | TQQQ | IWY | USA | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASY.L | 1.00 | 0.08 | 0.03 | 0.07 | 0.10 | 0.09 | 0.07 | 0.10 | 0.10 | 0.10 | 0.12 | 0.21 | 0.12 | 0.11 | 0.15 | 0.11 | 0.12 | 0.18 | 0.12 | 0.13 | 0.15 | 0.14 | 0.15 | 0.15 | 0.16 |
MVO | 0.08 | 1.00 | 0.08 | 0.22 | 0.10 | 0.25 | 0.16 | 0.10 | 0.10 | 0.19 | 0.08 | 0.21 | 0.17 | 0.15 | 0.36 | 0.19 | 0.33 | 0.25 | 0.18 | 0.11 | 0.13 | 0.11 | 0.10 | 0.11 | 0.18 |
CSQAX | 0.03 | 0.08 | 1.00 | 0.15 | 0.12 | 0.14 | 0.13 | 0.12 | 0.10 | 0.18 | 0.10 | 0.19 | 0.15 | 0.14 | 0.15 | 0.14 | 0.20 | 0.16 | 0.19 | 0.23 | 0.24 | 0.25 | 0.26 | 0.26 | 0.25 |
INSW | 0.07 | 0.22 | 0.15 | 1.00 | 0.16 | 0.29 | 0.23 | 0.13 | 0.06 | 0.23 | 0.13 | 0.26 | 0.17 | 0.20 | 0.35 | 0.19 | 0.29 | 0.26 | 0.22 | 0.18 | 0.14 | 0.15 | 0.16 | 0.15 | 0.23 |
MO | 0.10 | 0.10 | 0.12 | 0.16 | 1.00 | 0.21 | 0.24 | 0.28 | 0.33 | 0.20 | 0.31 | 0.22 | 0.23 | 0.23 | 0.22 | 0.26 | 0.27 | 0.31 | 0.27 | 0.13 | 0.16 | 0.17 | 0.16 | 0.20 | 0.28 |
ARLP | 0.09 | 0.25 | 0.14 | 0.29 | 0.21 | 1.00 | 0.25 | 0.15 | 0.13 | 0.30 | 0.15 | 0.30 | 0.23 | 0.22 | 0.37 | 0.22 | 0.38 | 0.32 | 0.26 | 0.20 | 0.17 | 0.19 | 0.19 | 0.19 | 0.27 |
NRIM | 0.07 | 0.16 | 0.13 | 0.23 | 0.24 | 0.25 | 1.00 | 0.22 | 0.19 | 0.22 | 0.26 | 0.25 | 0.32 | 0.30 | 0.26 | 0.35 | 0.26 | 0.26 | 0.34 | 0.28 | 0.25 | 0.25 | 0.25 | 0.24 | 0.36 |
OHI | 0.10 | 0.10 | 0.12 | 0.13 | 0.28 | 0.15 | 0.22 | 1.00 | 0.60 | 0.19 | 0.55 | 0.16 | 0.28 | 0.26 | 0.17 | 0.36 | 0.24 | 0.31 | 0.32 | 0.18 | 0.24 | 0.23 | 0.24 | 0.26 | 0.31 |
O | 0.10 | 0.10 | 0.10 | 0.06 | 0.33 | 0.13 | 0.19 | 0.60 | 1.00 | 0.20 | 0.59 | 0.17 | 0.32 | 0.29 | 0.14 | 0.37 | 0.23 | 0.34 | 0.33 | 0.19 | 0.26 | 0.26 | 0.26 | 0.29 | 0.33 |
SUN | 0.10 | 0.19 | 0.18 | 0.23 | 0.20 | 0.30 | 0.22 | 0.19 | 0.20 | 1.00 | 0.21 | 0.28 | 0.28 | 0.27 | 0.37 | 0.28 | 0.46 | 0.39 | 0.31 | 0.23 | 0.24 | 0.24 | 0.24 | 0.25 | 0.33 |
MPW | 0.12 | 0.08 | 0.10 | 0.13 | 0.31 | 0.15 | 0.26 | 0.55 | 0.59 | 0.21 | 1.00 | 0.21 | 0.30 | 0.29 | 0.18 | 0.40 | 0.25 | 0.33 | 0.33 | 0.25 | 0.29 | 0.28 | 0.29 | 0.30 | 0.36 |
RIO | 0.21 | 0.21 | 0.19 | 0.26 | 0.22 | 0.30 | 0.25 | 0.16 | 0.17 | 0.28 | 0.21 | 1.00 | 0.26 | 0.28 | 0.45 | 0.27 | 0.36 | 0.40 | 0.34 | 0.41 | 0.34 | 0.39 | 0.39 | 0.38 | 0.40 |
GLAD | 0.12 | 0.17 | 0.15 | 0.17 | 0.23 | 0.23 | 0.32 | 0.28 | 0.32 | 0.28 | 0.30 | 0.26 | 1.00 | 0.56 | 0.29 | 0.39 | 0.33 | 0.33 | 0.52 | 0.31 | 0.33 | 0.32 | 0.31 | 0.33 | 0.40 |
GAIN | 0.11 | 0.15 | 0.14 | 0.20 | 0.23 | 0.22 | 0.30 | 0.26 | 0.29 | 0.27 | 0.29 | 0.28 | 0.56 | 1.00 | 0.28 | 0.38 | 0.30 | 0.32 | 0.50 | 0.32 | 0.36 | 0.34 | 0.35 | 0.36 | 0.42 |
CNQ | 0.15 | 0.36 | 0.15 | 0.35 | 0.22 | 0.37 | 0.26 | 0.17 | 0.14 | 0.37 | 0.18 | 0.45 | 0.29 | 0.28 | 1.00 | 0.32 | 0.52 | 0.55 | 0.33 | 0.30 | 0.27 | 0.29 | 0.29 | 0.29 | 0.39 |
ABR | 0.11 | 0.19 | 0.14 | 0.19 | 0.26 | 0.22 | 0.35 | 0.36 | 0.37 | 0.28 | 0.40 | 0.27 | 0.39 | 0.38 | 0.32 | 1.00 | 0.33 | 0.36 | 0.45 | 0.33 | 0.34 | 0.33 | 0.35 | 0.35 | 0.40 |
EPD | 0.12 | 0.33 | 0.20 | 0.29 | 0.27 | 0.38 | 0.26 | 0.24 | 0.23 | 0.46 | 0.25 | 0.36 | 0.33 | 0.30 | 0.52 | 0.33 | 1.00 | 0.53 | 0.36 | 0.29 | 0.30 | 0.30 | 0.30 | 0.30 | 0.39 |
ENB | 0.18 | 0.25 | 0.16 | 0.26 | 0.31 | 0.32 | 0.26 | 0.31 | 0.34 | 0.39 | 0.33 | 0.40 | 0.33 | 0.32 | 0.55 | 0.36 | 0.53 | 1.00 | 0.38 | 0.28 | 0.35 | 0.33 | 0.33 | 0.34 | 0.42 |
ARCC | 0.12 | 0.18 | 0.19 | 0.22 | 0.27 | 0.26 | 0.34 | 0.32 | 0.33 | 0.31 | 0.33 | 0.34 | 0.52 | 0.50 | 0.33 | 0.45 | 0.36 | 0.38 | 1.00 | 0.36 | 0.39 | 0.39 | 0.39 | 0.41 | 0.45 |
SOXL | 0.13 | 0.11 | 0.23 | 0.18 | 0.13 | 0.20 | 0.28 | 0.18 | 0.19 | 0.23 | 0.25 | 0.41 | 0.31 | 0.32 | 0.30 | 0.33 | 0.29 | 0.28 | 0.36 | 1.00 | 0.68 | 0.86 | 0.84 | 0.79 | 0.61 |
QQQX | 0.15 | 0.13 | 0.24 | 0.14 | 0.16 | 0.17 | 0.25 | 0.24 | 0.26 | 0.24 | 0.29 | 0.34 | 0.33 | 0.36 | 0.27 | 0.34 | 0.30 | 0.35 | 0.39 | 0.68 | 1.00 | 0.76 | 0.78 | 0.78 | 0.64 |
XLK | 0.14 | 0.11 | 0.25 | 0.15 | 0.17 | 0.19 | 0.25 | 0.23 | 0.26 | 0.24 | 0.28 | 0.39 | 0.32 | 0.34 | 0.29 | 0.33 | 0.30 | 0.33 | 0.39 | 0.86 | 0.76 | 1.00 | 0.96 | 0.96 | 0.67 |
TQQQ | 0.15 | 0.10 | 0.26 | 0.16 | 0.16 | 0.19 | 0.25 | 0.24 | 0.26 | 0.24 | 0.29 | 0.39 | 0.31 | 0.35 | 0.29 | 0.35 | 0.30 | 0.33 | 0.39 | 0.84 | 0.78 | 0.96 | 1.00 | 0.98 | 0.68 |
IWY | 0.15 | 0.11 | 0.26 | 0.15 | 0.20 | 0.19 | 0.24 | 0.26 | 0.29 | 0.25 | 0.30 | 0.38 | 0.33 | 0.36 | 0.29 | 0.35 | 0.30 | 0.34 | 0.41 | 0.79 | 0.78 | 0.96 | 0.98 | 1.00 | 0.69 |
USA | 0.16 | 0.18 | 0.25 | 0.23 | 0.28 | 0.27 | 0.36 | 0.31 | 0.33 | 0.33 | 0.36 | 0.40 | 0.40 | 0.42 | 0.39 | 0.40 | 0.39 | 0.42 | 0.45 | 0.61 | 0.64 | 0.67 | 0.68 | 0.69 | 1.00 |