{
  "calculator": "correlation-matrix-visualizer",
  "title": "Portfolio Correlation Matrix",
  "site": "AI Fin Hub",
  "input": {},
  "defaults_used": {
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      {
        "name": "GLD",
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        "name": "XLE",
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      }
    ]
  },
  "result": {
    "columns": [
      "SPY",
      "QQQ",
      "TLT",
      "GLD",
      "XLE"
    ],
    "n": 90,
    "m": 5,
    "corr": [
      [
        1,
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        -0.29293017417329725,
        0.08550422192032223,
        0.28416072565588996
      ],
      [
        0.5663862962205396,
        1,
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        0.062091639265233846,
        0.15157979473589436
      ],
      [
        -0.29293017417329725,
        -0.12526358315178723,
        1,
        0.1130378635971051,
        -0.05772216298239507
      ],
      [
        0.08550422192032223,
        0.062091639265233846,
        0.1130378635971051,
        1,
        0.05683261231811275
      ],
      [
        0.28416072565588996,
        0.15157979473589436,
        -0.05772216298239507,
        0.05683261231811275,
        1
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    ],
    "avgAbsOffDiag": 0.1795509074020577,
    "conditionNumber": 4.710301702940861,
    "largestEigenvalue": 1.819669592692515,
    "explainedByFirst": 0.363933918538503,
    "effectiveN": 4.089615666850892,
    "eigenvalues": [
      1.819669592692515,
      1.1086084086705634,
      0.8833104374991178,
      0.8020945675667951,
      0.38631699357100846
    ]
  },
  "provenance": {
    "run": "https://aifinhub.io/api/run/correlation-matrix-visualizer",
    "page": "https://aifinhub.io/correlation-matrix-visualizer/",
    "methodology": "https://aifinhub.io/methodology/correlation-matrix-visualizer/",
    "contract": "https://aifinhub.io/contracts/correlation-matrix-visualizer.json",
    "engine": "https://aifinhub.io/engines/correlation-matrix-visualizer.js",
    "engine_sha256": "36043e62f9a133521b341e7e6741ddfd988bed06bd692cba33905f4a66e18bea",
    "build": "9e8a56a16bda662ba90601b49561a2b176e9c379"
  },
  "disclaimer": "Planning estimates only — not financial, tax, or investment advice.",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "cite": "AI Fin Hub, Portfolio Correlation Matrix (engine 36043e62f9a1), https://aifinhub.io/api/run/correlation-matrix-visualizer"
}