Correlated Assets

Assets that tend to move strongly with EVT

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  IJH  BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap (0.85)

  SPXL  Direxion Daily S&P 500 Bull 3X Shares (0.82)

  IYT  BlackRock Institutional Trust Company N.A. - iShares U.S. Transportation (0.81)

  FITB  Fifth Third Bancorp (0.8)

  AIRS  Airsculpt (0.78)

Uncorrelated Assets

Assets with little price relationship to EVT

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  O  Realty Income (-0.0)

  DHT  DHT (0.01)

  XP  XP (0.01)

  HIMS  Hims & Hers Health (-0.01)

  DX  Dynex Capital (-0.01)

Anticorrelated Assets

Assets that tend to move strongly against EVT

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  YUM  Yum Brands (-0.41)

  KO  Coca-Cola (-0.42)

  FNV  Franco-Nevada (-0.43)

  SPXU  ProShares UltraPro Short S&P 500 (-0.44)

  OKTA  Okta (-0.51)

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