The document analyzes the performance of a portfolio compared to benchmark indices like SPY, NASDAQ 100 and Dow Jones across various sectors and time periods. It includes return ratios by sector for a 1 year period and value at risk correlations for the portfolio and benchmarks on a 1 day 5% VaR for 1 year periods. The correlations between the portfolio and benchmarks range from 0.73 to 0.97, indicating a high degree of relationship between their market movements.

1. PORTFOLIO PERFORMANCE - RETURN
BY SECTOR
Figure 1
Table 1
1Y_Shape Ratio
PORTFOLIO SPY NASDAQ 100 DOWN JONES TECH
BASIC
MATERIALS
CONSTRUCTIO
N & UTILITIES
1.62 1.59 1.74 1.61 1.39 0.15 1.18
Figure 2 Figure 3

2. Figure 4

3. PORTFOLIO PERFORMANCE - VAR
BY SECTOR
Figure 5
Figure 6
Table 3
1Y - 1 Day - 5% VaR - CORRELATION
PORTFOLIO SPY NASDAQ 100 DOWN JONES
PORTFOLIO 1 0.57 0.52 0.44
SPY 0.57 1 0.99 0.93
NASDAQ 100 0.52 0.99 1 0.91
DOWN JONES 0.44 0.93 0.91 1
Table 2
1Y - 1 Day - 5% VaR - CORRELATION
PORTFOLIO SPY NASDAQ 100 DOWN JONES
PORTFOLIO 1 0.90 0.85 0.87
SPY 0.90 1 0.98 0.92
NASDAQ 100 0.85 0.98 1 0.91
DOWN JONES 0.87 0.92 0.91 1

4. Figure 7
Table 4
1Y - 1 Day - 5% VaR - CORRELATION
PORTFOLIO SPY NASDAQ 100 DOWN JONES
PORTFOLIO 1 0.73 0.69 1
SPY 0.73 1 0.99 0.93
NASDAQ 100 0.69 0.99 1 0.91
DOWN JONES 0.56 0.93 0.91 1
Figure 8
Table 5
1Y - 1 Day - 5% VaR - CORRELATION
PORTFOLIO SPY NASDAQ 100 DOWN JONES
PORTFOLIO 1 0.83 0.80 0.79
SPY 0.83 1 0.99 0.93
NASDAQ 100 0.80 0.99 1 0.91
DOWN JONES 0.79 0.93 0.91 1

5. Figure 9
Table 6
1Y - 1 Day - 5% VaR - CORRELATION
PORTFOLIO SPY NASDAQ 100 DOWN JONES
PORTFOLIO 1 0.97 0.97 0.95
SPY 0.97 1 1.00 0.99
NASDAQ 100 0.97 1.00 1 0.98
DOWN JONES 0.95 0.99 0.98 1