COCONUT

ALGN

Align Technology

연복리	최대낙폭	샤프지수	누적수익률	투자액 / 평가액
				/

Ticker	Sharpe	Started At
ALGN Align Technology	0.39	2001-01-26
TSLA Tesla	0.89	2010-06-29
NVDA NVIDIA	0.87	1999-01-22
AAPL Apple	1.02	1980-12-12
AMD Advanced Micro Devices	0.45	1984-11-05
AMZN Amazon	0.71	1997-05-15
MSFT Microsoft	0.67	1986-03-13
PLTR Palantir Tech	1.15	2020-09-30
ORCL Oracle	0.61	1986-03-12
META META Platforms	0.70	2012-05-18
AVGO Broadcom	1.07	2009-08-06
GOOGL Alphabet	0.80	2004-08-19
APP AppLovin	1.02	2021-04-15
HOOD Robinhood Markets	0.76	2021-07-22
MU Micron Technology	0.45	1984-06-01
GOOG Alphabet	0.80	2004-08-19
INTC Intel	0.23	1984-11-05
MSTR Strategy	0.60	1998-06-11
NFLX Netflix	0.73	2002-05-23
BABA Alibaba Group	0.32	2014-09-19
UNH UnitedHealth Group	0.49	1984-10-17
COIN Coinbase	0.44	2021-04-14
LLY Eli Lilly	0.60	1972-06-01
JPM JPMorgan Chase	0.47	1980-03-17
IONQ IONQ	0.86	2021-01-04
COST COSTCO Wholesale	0.78	1985-11-27
V VISA	0.74	2008-03-19
CRM Salesforce	0.61	2004-06-23
ADBE Adobe	0.49	1986-08-13
BRK-B Berkshire Hathaway	0.49	1996-05-09
AMAT Applied Materials	0.48	1984-11-05
SNPS SYNOPSYS	0.52	1992-02-26
BA Boeing	0.38	1962-01-02
MRVL Marvell Technology	0.41	2000-06-27
XOM Exxon Mobil	0.35	1962-01-02
UBER Uber Technologies	0.47	2019-05-10
LRCX LAM Research	0.64	1984-05-04
MA Mastercard	0.88	2006-05-25
PFE Pfizer	0.17	1972-06-01
ASML ASML Holding NV EUR0.0...	0.66	1995-03-15
JNJ Johnson & Johnson	0.47	1962-01-02
BAC Bank of America	0.25	1973-02-21
CRWD CrowdStrike	0.85	2019-06-12
WMT Walmart	0.50	1972-08-25
ACN Accenture	0.54	2001-07-19
GEV GE Vernova	2.13	2024-03-27
ABBV AbbVie	0.77	2012-12-10
SMCI Super Micro Computer	0.64	2007-03-29
HD Home Depot	0.58	1981-09-22
IBM Intl Bus Mach	0.40	1962-01-02
WBD Warner Bros Discovery	0.24	2005-07-06
INTU Intuit	0.66	1993-03-12
CAT Caterpillar	0.56	1980-03-17
CSCO CISCO SYSTEMS	0.33	1990-02-16
GS Goldman Sachs	0.45	1999-05-04
ANET Arista Networks	0.92	2014-06-06
TMO Thermo Fisher Scientif	0.57	1980-03-17
NKE Nike	0.46	1980-12-02
C CitiGroup	0.09	1977-01-03
NOW ServiceNow	0.82	2012-06-29
TXN Texas Instruments	0.47	1972-06-01
BKNG Booking Holdings	0.80	1999-03-30
QCOM QUALCOMM	0.40	1991-12-13
PDD PDD Holdings ADS Rep 4...	0.64	2018-07-26
BSX Boston Scientific	0.23	1992-05-19
SHOP Shopify	0.97	2015-05-20
GE GE Aerospace	0.28	1962-01-02
WDC Western Digital	0.51	1978-10-31
FCX Freeport-McMoRan	0.35	1995-07-10
MRK Merck	0.32	1962-01-02
PANW Palo Alto Networks	0.76	2012-07-20
MELI MercadoLibre	0.68	2007-08-10
PG Procter & Gamble	0.40	1962-01-02
STX Seagate Technology	0.57	2002-12-11
UNP Union Pacific	0.62	1980-01-02
DELL Dell Technologies	0.85	2016-08-17
CVX Chevron	0.41	1962-01-02
WFC Wells Fargo	0.33	1972-06-01
ISRG Intuitive Surgical	0.78	2000-06-13
APH Amphenol	0.76	1991-11-08
KO Coca-Cola	0.40	1962-01-02
DIS Walt Disney	0.37	1962-01-02
VRT Vertiv Holdings	0.97	2018-07-30
NEM Newmont	0.28	1980-03-17
SNOW Snowflake	0.25	2020-09-16
PYPL PayPal	0.30	2015-07-06
KLAC KLA	0.62	1980-10-08
CVNA Carvana	0.89	2017-04-28
PM Philip Morris	0.51	2008-03-17
DHR Danaher	0.56	1978-12-29
HON Honeywell	0.43	1984-11-05
VST Vistra	0.94	2016-10-05
PEP PepsiCo	0.39	1972-06-01
TMUS T-Mobile	0.38	2007-04-19
VZ Verizon	0.32	1983-11-21
EA Electronic Arts	0.31	1989-09-20
RBLX ROBLOX	0.52	2021-03-10
T AT&T	0.42	1983-11-21
MCD MCDONALD'S	0.72	1966-07-05
SPGI S&P Global	0.54	1973-02-21
AXP American Express	0.43	1972-06-01
F Ford	0.22	1972-06-01
GILD Gilead Sciences	0.56	1992-01-22
MS Morgan Stanley	0.35	1993-02-23
RKT Rocket Companies	0.28	2020-08-06
LULU Lululemon Athletica	0.49	2007-07-27
SCHW Schwab	0.46	1987-09-22
CMCSA Comcast	0.32	1980-03-17
CMG Chipotle	0.65	2006-01-26
WDAY Workday	0.45	2012-10-12
ETN Eaton	0.57	1972-06-01
BMY Bristol-Myers Squibb	0.31	1972-06-01
NEE Nextera Energy	0.62	1973-02-21
DASH DoorDash	0.57	2020-12-03
LIN Linde	0.61	1992-06-17
SBUX Starbucks	0.45	1992-06-26
TGT TARGET	0.27	1973-02-21
CCL Carnival	0.19	1987-07-24
AMGN Amgen	0.43	1983-06-17
CEG Constellation Energy	1.40	2022-01-19
ABT Abbott Laboratories	0.54	1980-03-17
SMR Nuscale Power	0.73	2020-12-09
MDT Medtronic	0.27	1973-05-02
ARM ARM Holdings ADS	0.89	2023-09-14
ADI Analog Devices	0.41	1980-03-17
GLW Corning	0.43	1981-12-31
COF Capital One	0.33	1994-11-16
PGR Progressive	0.60	1980-03-17
VRTX Vertex Pharmaceuticals	0.57	1991-07-24
LOW Lowe's Companies	0.49	1980-03-17
RTX RTX	0.48	1962-04-02
TJX TJX	0.66	1984-11-05
DE Deere	0.55	1972-06-01
UPS United Parcel Service	0.20	1999-11-10
ELV Elevance Health	0.44	2001-10-30
REGN Regeneron Pharmaceutic	0.59	1991-04-02
BLK BlackRock	0.60	1999-10-01
MDB MongoDB	0.74	2017-10-19
BX Blackstone	0.49	2007-06-22
DDOG Datadog	0.65	2019-09-19
WELL Welltower	0.51	1985-08-08
KVUE Kenvue	-0.62	2023-05-04
EME EMCOR Group	0.69	1995-01-10
RCL Royal Caribbean	0.43	1993-04-28
FI FISERV	0.57	1986-09-25
KKR KKR	0.45	2007-01-11
CDNS Cadence Design Systems	0.55	1987-06-15
LMT Lockheed Martin	0.63	1962-01-02
ADP Automatic Data Process	0.57	1980-03-17
COP ConocoPhillips	0.37	1981-12-31
AZO AUTOZONE	0.78	1991-04-02
FICO Fair Isaac	0.63	1987-07-22
ABNB AIRBNB	0.12	2020-12-10
HUM Humana	0.50	1980-03-17
AMT American Tower	0.56	1998-02-27
ICE Intercontinental Excha	0.55	2005-11-16
FDX FedEx	0.30	1984-11-05
MCK McKesson	0.62	1984-11-05
SLB Schlumberger	0.21	1980-03-17
HPE Hewlett Packard Enterp...	0.46	2015-10-19
SHW Sherwin-Williams	0.68	1980-03-17
MO Altria Group	0.82	1980-03-18
CSX CSX	0.60	1980-11-03
SYK Stryker	0.45	1980-03-17
DHI DR Horton	0.42	1992-06-05
UAL United Airlines	0.35	2006-01-26
OXY Occidental Petroleum	0.31	1984-11-05
KR Kroger	0.52	1962-01-02
CHTR Charter Communications	0.51	2010-01-05
RF Regions Financial	0.26	1980-03-17
LEN Lennar	0.33	1980-03-17
TT Trane Technologies	0.60	1980-03-17
EBAY EBAY	0.35	1998-09-24
EQT EQT	0.35	1984-11-05
HCA HCA Healthcare	0.71	2011-03-10
ORLY O'Reilly Automotive	0.80	1993-04-23
CVS CVS Health	0.36	1973-02-21
TER Teradyne	0.38	1973-02-21
SO Southern	0.51	1981-12-31
KEY KEYCORP	0.21	1984-11-05
VLO Valero Energy	0.48	1982-01-04
CB Chubb	0.50	1993-03-25
HBAN Huntington Bancshares	0.26	1984-11-05
HLT Hilton Worldwide	0.62	2013-12-12
COR Cencora	0.72	1995-04-04
NSC Norfolk Southern	0.55	1982-06-02
DAL Delta Air Lines	0.33	2007-04-26
GM General Motors	0.28	2010-11-18
CME CME Group	0.54	2002-12-06
FTNT Fortinet	0.76	2009-11-18
ROP Roper Technologies	0.60	1992-02-13
KDP Keurig Dr Pepper	0.56	2008-05-07
CL Colgate-Palmolive	0.36	1973-05-02
NXPI NXP Semiconductors	0.62	2010-08-06
APO Apollo Global Manageme	0.67	2011-03-30
XYZ BLOCK	0.57	2015-11-19
LYV Live Nation Entertainm	0.48	2005-12-14
CPNG Coupang	0.06	2021-03-11
DXCM Dexcom	0.52	2005-04-14
FSLR First Solar	0.46	2006-11-17
MDLZ Mondelez	0.30	2001-06-13
MMC Marsh & McLennan	0.43	1973-02-21
USB US Bancorp	0.28	1973-05-03
URI United Rentals	0.60	1997-12-18
IT Gartner	0.54	1993-10-05
U Unity Software	0.21	2020-09-18
NOC Northrop Grumman	0.63	1981-12-31
ADSK Autodesk	0.50	1985-06-28
PAYX Paychex	0.41	1984-11-05
AON AON	0.59	1980-06-02
TTWO Take Two Interactive	0.45	1997-04-15
CNC Centene	0.41	2001-12-13
STZ Constellation Brands	0.43	1986-07-07
ZTS Zoetis	0.56	2013-02-01
CI Cigna	0.48	1982-03-31
MCHP Microchip Tech	0.39	1993-03-19
EOG EOG Resources	0.44	1989-10-04
XEL XCEL Energy	0.56	1984-11-05
DLTR Dollar Tree	0.44	1995-03-07
MPWR Monolithic Power Syste	0.67	2004-11-19
ZS Zscaler	0.77	2018-03-16
AXON Axon Enterprise	0.57	2001-06-07
WMB Williams Companies	0.49	1981-12-31
AZN AstraZeneca ADR	0.43	1993-05-12
EXE Expand Energy	0.80	2021-02-10
NRG NRG Energy	0.51	2003-12-02
KHC Kraft Heinz	0.06	2012-09-17
MCO Moodys	0.52	1984-11-05
TEAM Atlassian	0.56	2015-12-10
SRE Sempra	0.51	1998-06-29
EMR Emerson Electric	0.42	1972-06-01
CTAS Cintas	0.62	1983-08-19
JCI Johnson Controls	0.38	1987-09-28
MMM 3M	0.32	1962-01-02
HWM Howmet Aerospace	0.88	2016-11-01
CTVA Corteva	0.51	2019-05-24
NDAQ NASDAQ	0.62	2002-07-01
EXPE Expedia Group	0.49	2005-07-20
MAR Marriott	0.47	1993-10-01
AIG American International...	0.06	1973-01-02
ON ON Semiconductor	0.42	2000-04-28
EQIX Equinix	0.59	2000-08-11
PCG PG&E	0.16	1972-06-01
CAH Cardinal Health	0.35	1983-08-04
PWR Quanta Services	0.67	1998-02-12
AJG Gallagher & Co	0.63	1984-06-20
PH Parker-Hannifin	0.60	1980-03-17
MSI Motorola Solutions	0.41	1962-01-02
ECL Ecolab	0.51	1973-02-21
MSCI MSCI	0.63	2007-11-15
GD General Dynamics	0.52	1962-01-02
AEP American Electric Powe	0.49	1962-01-02
PSX Phillips 66	0.51	2012-04-12
PLD Prologis	0.39	1997-11-21
CMI Cummins	0.63	1973-02-21
EW Edwards Lifesciences	0.59	2000-03-27
ROST Ross Stores	0.61	1985-08-08
JBL Jabil	0.42	1993-05-03
BULL Webull	0.42	2022-08-18
TEL TE Connectivity	0.46	2007-06-14
TDG TransDigm Group	0.88	2006-03-15
MLTX Moonlake Immunotherape...	0.55	2020-10-20
MPC Marathon Petroleum	0.40	2011-06-23
MNST Monster Beverage	0.80	1985-12-06
VALE Vale S.A. Sponsored AD	0.43	2002-03-21
TFC Truist Financial	0.26	1980-03-18
KMI Kinder Morgan	0.22	2011-02-11
CPRT Copart	0.67	1994-03-17
DG Dollar General	0.44	2009-11-13
TPR Tapestry	0.40	2000-10-05
DUK Duke Energy	0.52	1980-03-17
O Realty Income	0.43	1994-10-18
IR Ingersoll Rand	0.68	2017-05-12
BK Bank of New York Mello	0.35	1973-05-03
DOW DOW	-0.02	2019-03-20
CARR Carrier Global	0.93	2020-03-19
SPG Simon Property Group	0.42	1993-12-14
TKO TKO Group Holdings	0.60	1999-10-19
WM Waste Management	0.59	1988-06-22
GIS General Mills	0.35	1980-03-17
VRSK Verisk Analytics	0.66	2009-10-07
BKR BAKER HUGHES	0.27	1987-04-03
NCLH Norwegian Cruise Line	0.24	2013-01-18
FITB Fifth Third Bank	0.26	1984-11-05
APD Air Products & Chemica	0.41	1980-03-17
SHEL SHELL PLC ADS REP 2 OR...	0.31	1980-03-17
MRNA Moderna	0.41	2018-12-07
LUV Southwest Airlines	0.24	1971-06-07
HAL Halliburton	0.26	1972-06-01
DRI Darden Restaurants	0.50	1995-05-09
IBKR Interactive Brokers	0.47	2007-05-04
PCAR PACCAR	0.47	1980-03-17
CELH Celsius Holdings	0.65	2007-01-22
CTSH Cognizant Technology S...	0.47	1998-06-19
EFX Equifax	0.48	1980-03-17
OMC Omnicom Group	0.27	1980-03-17
ULTA ULTA Beauty	0.54	2007-10-25
FANG Diamondback Energy	0.58	2012-10-12
MET MetLife	0.30	2000-04-05
KMB Kimberly Clark	0.25	1980-03-17
DECK Deckers Outdoor	0.63	1993-10-15
K Kellanova	0.33	1973-02-21
CCI Crown Castle	0.46	1998-08-18
ODFL Old Dominion Freight L	0.63	1991-10-24
ALL Allstate	0.41	1993-06-03
D Dominion Energy	0.35	1980-03-17
FIS Fidelity National Info...	0.33	2001-06-20
PNC PNC Financial Services	0.37	1984-11-05
PATH UIPATH	-0.32	2021-04-21
DPZ Domino's Pizza	0.69	2004-07-13
FAST Fastenal	0.58	1987-08-20
LHX L3 Harris Technologies	0.57	1981-12-31
KMX CarMax	0.31	1997-02-04
TRV Travelers	0.49	1984-11-05
VICI VICI Properties	0.50	2017-10-18
YUM YUM Brands	0.53	1997-09-17
LVS Las Vegas Sands	0.30	2004-12-15
GWW Grainger	0.63	1973-02-21
RSG Republic Services	0.64	1998-07-01
HPQ HP	0.32	1962-01-02
OKE ONEOK	0.49	1980-10-01
AMP Ameriprise Financial	0.52	2005-09-15
EXC Exelon	0.32	1973-05-02
FDS FactSet	0.48	1996-06-28
BIIB Biogen	0.25	1991-09-17
DVN Devon Energy	0.24	1985-07-30
ALB Albemarle	0.40	1994-02-22
GBTC Bitcoin	1.01	2015-05-04
HSY Hershey	0.44	1980-03-17
IDXX IDEXX Laboratories	0.66	1991-06-24
PHM Pulte Group	0.37	1980-03-17
DLR Digital Realty	0.62	2004-10-29
ARGX Argenx ADR	1.01	2017-05-18
FOXA FOX	0.38	2019-03-12
ETR Entergy	0.46	1980-03-17
BRK-A Berkshire Hathaway	0.49	1980-03-17
ROK Rockwell Automation	0.50	1981-12-31
LYB LyondellBasell Industr	0.47	2010-04-28
DD DuPont	0.28	1972-06-01
TRGP Targa Resources	0.57	2010-12-07
AFL AFLAC	0.41	1980-03-17
BDX Becton Dickinson	0.40	1973-02-21
ES Eversource Energy	0.46	1973-02-21
EL Estee Lauder	0.34	1995-11-17
CSGP CoStar Group	0.53	1998-07-01
CFG Citizens Financial Gro	0.43	2014-09-24
OTIS OTIS Worldwide	0.61	2020-03-19
SYY SYSCO	0.31	1973-05-08
TSCO Tractor Supply	0.62	1994-02-17
IQV IQVIA	0.51	2013-05-09
NUE Nucor	0.47	1980-03-17
GEHC GE Healthcare	0.38	2022-12-15
SYF Synchrony Financial	0.46	2014-07-31
NTAP NetApp	0.40	1995-11-21
SBAC SBA Communications	0.67	1999-06-16
RMD ResMed	0.59	1995-06-02
BLDR Builders FirstSource	0.46	2005-06-22
BRO Brown & Brown	0.52	1981-02-11
ADM Archer Daniels Midland	0.36	1980-03-17
PSA Public Storage	0.49	1980-11-18
PSKY Paramount Skydance	0.18	1990-06-18
CF CF Industries	0.59	2005-08-11
GME GameStop	0.52	2002-02-13
CDW CDW	0.73	2013-06-27
SJM Smucker	0.33	1984-11-05
CHRW CH Robinson Worldwide	0.45	1997-10-15
A Agilent Technologies	0.43	1999-11-18
ITW Illinois Tool Works	0.47	1973-03-13
WEC WEC Energy Group	0.63	1980-03-17
HUBB Hubbell	0.54	1972-06-05
CBRE CBRE Group	0.51	2004-06-10
LII Lennox	0.66	1999-07-29
TRI Thomson-Reuters	0.46	2002-06-12
ZM Zoom Communications	0.31	2019-04-18
AME Ametek	0.65	1984-07-19
BBY Best Buy	0.31	1985-04-18
CTRA Coterra Energy	0.42	1990-02-08
CNP CenterPoint Energy	0.44	1962-01-02
CLX Clorox	0.34	1973-02-21
GDDY GoDaddy	0.63	2015-03-31
PEG Public Service Enterpr...	0.46	1980-01-02
WING Wingstop	0.79	2015-06-11
CAG Conagra Brands	0.15	1980-03-17
WSM Williams-Sonoma	0.49	1984-11-05
MTB M&T Bank	0.30	1984-11-05
VMC Vulcan Materials	0.41	1984-11-05
PODD Insulet	0.53	2007-05-15
WAT Waters	0.39	1995-11-17
WYNN Wynn Resorts	0.38	2002-10-25
MKC MCCORMICK & COMPANY	0.41	1973-02-21
WAB Westinghouse Air Brake	0.55	1995-06-16
GPN Global Payments	0.40	2001-01-16
VTR Ventas	0.44	1989-09-19
RJF Raymond James	0.50	1983-07-01
MLM Martin Marietta Materi	0.52	1994-02-17
SW Smurfit Westrock	0.45	2008-06-17
SWKS Skyworks Solutions	0.43	1972-01-21
TYL Tyler Technologies	0.70	1980-03-17
GAP GAP	0.23	1980-03-17
MOH Molina Healthcare	0.39	2003-07-02
GRMN Garmin	0.56	2000-12-08
NI NiSource	0.54	1973-02-21
RL Ralph Lauren	0.45	1997-06-12
CHD Church & Dwight	0.63	1980-03-17
CBOE CBOE Global Markets	0.64	2010-06-15
VRSN VeriSign	0.52	1998-01-30
EIX Edison	0.34	1973-05-03
FE FirstEnergy	0.25	1984-11-05
ED Consolidated Edison	0.45	1962-01-02
CPB Campbells	0.20	1973-02-21
STLD Steel Dynamics	0.55	1996-11-22
HIG Hartford Insurance	0.32	1995-12-15
MTD Mettler-Toledo	0.63	1997-11-14
PPG PPG Industries	0.36	1980-03-17
AES AES	0.25	1991-06-26
ACGL Arch Capital	0.63	1995-09-14
XYL XYLEM	0.60	2011-10-13
WTW Willis Towers Watson	0.38	2001-06-12
IPG Interpublic Group	0.27	1980-03-17
COO Cooper Companies	0.34	1986-08-08
JKHY Henry Jack & Associate	0.48	1985-11-20
MGM MGM Resorts	0.28	1988-05-02
IP International Paper	0.18	1962-01-02
FTV Fortive	0.32	2016-06-13
CMS CMS Energy	0.61	1973-02-21
AMCR Amcor	0.22	2012-05-15
APA APA	0.19	1980-03-17
STT State Street	0.32	1980-03-17
WST West Pharmaceutical Se...	0.63	1984-11-05
AWK American Water Works	0.60	2008-04-23
APTV APTIV	0.46	2011-11-17
GNRC Generac Holdings	0.61	2010-02-11
BXP BXP	0.31	1997-06-18
LDOS Leidos Holdings	0.46	2006-10-13
JBHT Hunt Transport Service	0.44	1984-11-05
KEYS Keysight Technologies	0.63	2014-10-20
EVRG Evergy	0.51	1973-02-21
PAYC Paycom Software	0.68	2014-04-15
PPL PPL	0.35	1980-03-17
RACE Ferrari	0.86	2015-10-21
ALLE Allegion	0.52	2013-11-18
AI C3.AI	-0.02	2020-12-09
AVB AvalonBay Communities	0.40	1994-03-11
DAY Dayforce	0.42	2018-04-26
VLTO Veralto	0.63	2023-09-27
DOV Dover	0.40	1980-03-17
PRU Prudential Financial	0.34	2001-12-13
NTRS Northern Trust	0.34	1980-03-17
MTCH Match Group	0.32	1993-01-19
POOL POOL	0.50	1995-10-13
IRM Iron Mountain	0.50	1996-02-01
TECH Bio-Techne	0.40	1989-02-09
AEE Ameren	0.39	1984-11-05
MAS Masco	0.28	1980-03-17
BR Broadridge Financial S...	0.64	2007-03-22
TDY Teledyne Technologies	0.62	1999-11-23
PTC PTC	0.50	1989-12-08
GPC Genuine Parts	0.42	1984-11-05
CRL Charles River Laborato...	0.30	2000-06-23
DGX Quest Diagnostics	0.39	1996-12-17
NVR NVR	0.51	1986-06-17
HOLX Hologic	0.47	1990-03-01
CCEP Coca-Cola Europacific ...	0.48	1986-11-21
TSN Tyson Foods	0.30	1980-03-17
BLD TopBuild	0.82	2015-06-17
MEDP Medpace	0.85	2016-08-12
WRB Berkley	0.61	1984-11-05
FFIV F5	0.51	1999-06-04
LH Labcorp	0.45	1990-03-29
IFF International Flavors ...	0.24	1974-12-17
TROW T Rowe Group	0.39	1986-04-02
DTE DTE Energy	0.52	1962-01-02
INCY Incyte	0.45	1993-11-04
STE STERIS	0.54	1992-06-01
ZBRA Zebra Technologies	0.35	1991-08-15
HST Host Hotels & Resorts	0.28	1980-03-17
BG Bunge Global	0.29	2001-08-02
MOS Mosaic	0.33	1988-01-26
BAX Baxter	0.14	1981-10-27
FOX FOX	0.31	2019-03-13
EXR Extra Space Storage	0.58	2004-08-12
EXPD Expeditors Internation	0.39	1984-09-26
NWSA News Corp	0.28	2013-06-19
SWK Stanley Black & Decker	0.26	1980-03-17
INVH Invitation Homes	0.31	2017-02-01
EQR Equity Residential	0.35	1993-08-12
ARE Alexandria Real Estate	0.27	1997-05-28
ATO Atmos Energy	0.61	1983-12-28
AKAM Akamai Technologies	0.34	1999-10-29
GFS GLOBALFOUNDRIES	0.07	2021-10-28
LW Lamb Weston	0.40	2016-11-10
UHS Universal Health Servi	0.44	1981-07-09
CPAY Corpay	0.60	2010-12-15
HAS Hasbro	0.39	1984-11-05
ZBH Zimmer Biomet	0.12	2001-07-25
TPL Texas Pacific Land	0.80	1984-11-05
HII Huntington Ingalls	0.62	2011-03-22
DOC Healthpeak Properties	0.30	1985-05-23
TAP Molson Coors Beverage	0.21	1975-06-12
PKG Packaging	0.54	2000-01-28
SYM Symbotic	0.81	2021-03-09
EG Everest Group	0.39	1995-10-03
SNA Snap-On	0.54	1973-02-21
TECL Technology Bull 3X	0.86	2008-12-17
TXT Textron	0.31	1973-02-21
EPAM EPAM Systems	0.58	2012-02-08
BALL Ball	0.41	1973-02-21
PNR Pentair	0.41	1973-05-03
MAA Mid-America Apartments	0.43	1994-01-28
SITM Sitime	1.04	2019-11-20
LNT Alliant Energy	0.55	1984-11-05
VTRS Viatris	0.05	1980-03-17
TRMB Trimble	0.44	1990-07-20
WY Weyerhaeuser	0.25	1984-11-05
IEX IDEX	0.47	1989-06-02
J Jacobs Solutions	0.42	1980-03-17
RVTY Revvity	0.35	1973-02-21
BNTX Biontech ADS 1 Ord Shs	0.77	2019-10-10
ROL Rollins	0.68	1980-03-17
DVA DaVita	0.43	1995-10-31
ESS Essex Property	0.42	1994-06-07
KNSL Kinsale Capital	1.05	2016-07-28
TMDX TransMedics Group	0.67	2019-05-02
PFG Principal Financial Gr	0.33	2001-10-23
AVY Avery Dennison	0.32	1973-02-21
HRL Hormel Foods	0.37	1980-03-17
HSIC Henry Schein	0.35	1995-11-03
BEN Franklin Resources	0.25	1983-09-23
EMN Eastman Chemical	0.34	1993-12-14
IVZ Invesco	0.31	1995-08-25
GEN GEN Digital	0.28	1989-06-23
NTES NetEase ADR 5 Ord Shs	0.66	2000-06-30
PNW Pinnacle West	0.40	1973-02-21
ACMR ACM Research	0.85	2017-11-03
BF-B Brown-Forman	0.32	1984-11-05
UDR UDR	0.33	1984-11-05
ASO Academy Sports & Outdo	0.80	2020-10-02
MHK Mohawk Industries	0.21	1992-04-01
CHRD Chord Energy	0.98	2020-11-20
CPT Camden Property	0.35	1993-07-22
SOLV Solventum	-0.03	2024-03-26
GL Globe Life	0.40	1980-10-01
L Loews	0.37	1980-03-17
SMMT Summit Therapeutics	0.54	2015-03-04
REG Regency Centers	0.32	1993-10-29
KIM KIMCO Realty	0.26	1991-11-22
LKQ LKQ	0.48	2003-10-03
CINF Cincinnati Financial	0.42	1980-03-17
AIZ Assurant	0.47	2004-02-05
OHI Omega Healthcare	0.53	1992-08-07
APPF AppFolio	0.81	2015-06-26
CRC California Resources	0.79	2020-10-28
AOS Smith A O	0.55	1983-09-30
ZIM ZIM Shipping Services	0.80	2021-01-28
NDSN NORDSON	0.50	1980-03-18
KRYS Krystal Biotech	0.76	2017-09-20
NWS News Corp	0.32	2013-06-19
VAL Valaris	0.55	2021-05-03
FRT Federal Realty	0.35	1973-05-03
VOD Vodafone ADR	0.13	1988-11-01
HCC Warrior Met Coal	0.74	2017-04-13
PARR Par Pacific Holdings	0.69	2012-09-05
AMR Alpha Metallurgical Re...	0.70	2016-08-18
URNM Uranium Miners	0.83	2019-12-04
ERIE Erie Indemnity	0.52	1995-10-02
KRUS Kura Sushi	0.60	2019-08-01
SGML SIGMA LITHIUM	0.61	2018-07-03
TRMD TORM	0.63	2018-02-23
ASTH Astrana Health	0.65	2008-09-08
DIVB Core Dividend	0.62	2017-11-09

기간/방식

⦁ 기간 설정

⦁ 즐겨찾기 구간 선택

⦁ 투자방식(거치/적립) 선택

⦁ 투자금액(단위: 만원)

백테스트 실행

◾️기간 : 21.4년 ( 2004년 05월 25일 ~ 2025년 10월 02일 )

DASHBOARD - 분석 리포트

포트폴리오 & 종목별 종합 분석

포트폴리오를 구성하는 모든 종목과 벤치마크가 되는 지수들인 S&P 500, KOSPI 등의 수익 및 리스크, 월별 & 연별 승률, 손익비 등을 종합 분석해서 테이블로 보여줍니다.

CAGR - 연복리 수익률

CAGR은 Compound Annual Growth Rate의 약자로 연복리 수익률을 의미합니다. CAGR은 투자 기간이 다른 여러 투자 자산의 수익률을 비교해 볼 수 있는 유용한 지표입니다. 단순 CAGR은 최종 결과만을 보여주기 때문에 투자 성과가 우연의 결과인지 아닌지를 확인하기 어렵습니다. 히스토그램(확률 분포) 분석은 전략이 지닌 확률적 우위가 있는지를 확인하는데 도움이 됩니다.

수익률(CAGR) 확률 분포

단순히 CAGR의 최종 결과만을 보여주는 것은 좋은 투자 성과가 단지 어쩌다 운이 좋았기 때문인지 아니면 확률적으로 의미가 있는 결과인지 아닌지를 확인하기 어렵습니다. 히스토그램(확률 분포) 분석은 전략이 지닌 확률적 우위가 있는지를 확인하는데 도움이 됩니다.

MDD - 최대 낙폭 분석

> MDD는 Maximum Drawdown의 약자로 투자자산의 최대 낙폭을 의미합니다. 투자는 필연적으로 시장의 상승과 하락을 거치게 되는데 그 과정에서 투자자가 얼마나 잘 견뎌낼 수 있는가는 성공적인 투자를 위해 제일 중요한 요소라고 할 수 있습니다. MDD는 일반적인 위험 지표인 표준편차보다 더 중요한 리스크 측정 지료라 할 수 있습니다.

MDD - 기간별 낙폭

> 전략 혹은 투자 자산의 시계열 낙폭을 분석합니다. 어떤 시점에서 가장 큰 낙폭을 보였는지, 그 낙폭이 얼마나 지속되었는지 등을 분석하여 전략의 안정성을 확인하는데 도움이 됩니다. 종목별로도 낙폭을 분석할 수 있습니다.

SHARPE - 샤프지수 분석

> 샤프지수는 투자자산의 수익률과 리스크를 종합적으로 분석하는 지표입니다. 샤프지수는 투자자산의 수익률을 투자자산의 리스크로 나눈 값으로, 샤프지수가 높을수록 투자자산의 수익률이 리스크에 비해 높다고 할 수 있습니다. 샤프지수는 계산 방법에 따라 값이 다르므로 절대적인 평가 기준이라 할 수는 없지만 일반적으로 샤프지수가 1 이상이면 좋은 전략이라 할 수 있습니다.

누적수익률 분석

> 포트폴리오를 구성하는 종목들과 투자 전략, 벤치마크의 최종 결과인 누적 수익률을 보여줍니다. 투자는 결국 수익이 목적이므로 가장 관심이 가고 중요한 지표입니다. 하지만 최종 결과에만 집중하는 것은 오히려 합리적인 의사 결정에 방해가 될 수 있습니다. 수익과 함께 리스크, 수익의 안정성, 수익의 지속성 등을 함께 고려하는 것이 중요합니다.

월별 손익 분석

> 전체 투자 기간의 월별 손익을 보여줍니다. 투자는 확률적 관점으로 접근해야합니다. 월별 승률, 손익비, 수익률 등을 통해 투자 전략의 안정성과 지속성을 확인할 수 있습니다.

연도별 손익 분석

전체 투자 기간의 연도별 손익을 보여줍니다.

ETF List