Rollover IRA before 5 Aug 24
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Rollover IRA before 5 Aug 24
Last updated Apr 27, 2025
"Rollover IRA" i.e. stock and ETF portion of my IRA. Created 30 Jun 24. Few positions changed August 5, 2024 and later so this is not CURRENT rollover IRA.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABT Abbott Laboratories | Healthcare | 5.50% |
ADM Archer-Daniels-Midland Company | Consumer Defensive | 3.10% |
ADP Automatic Data Processing, Inc. | Industrials | 3.50% |
AJG Arthur J. Gallagher & Co. | Financial Services | 2.40% |
ARCC Ares Capital Corporation | Financial Services | 4.10% |
BAESY BAE Systems PLC | Industrials | 5.70% |
BBY Best Buy Co., Inc. | Consumer Cyclical | 1% |
BRO Brown & Brown, Inc. | Financial Services | 4.40% |
CNI Canadian National Railway Company | Industrials | 3% |
COF Capital One Financial Corporation | Financial Services | 2.90% |
CSWC Capital Southwest Corporation | Financial Services | 4.25% |
CVS CVS Health Corporation | Healthcare | 2.50% |
GD General Dynamics Corporation | 4.25% | |
GIS General Mills, Inc. | Consumer Defensive | 4.20% |
ITOCY Itochu Corp ADR | Industrials | 2% |
JHG Janus Henderson Group plc | Financial Services | 3.60% |
KLAC KLA Corporation | Technology | 5.30% |
LMT Lockheed Martin Corporation | Industrials | 7.80% |
NTR Nutrien Ltd. | Basic Materials | 2.80% |
ODFL | 4% | |
STLD | 1.20% | |
STRL | 5.40% | |
SYF | 5.60% | |
TDG | 4.40% | |
TMO | 4.40% | |
TROW | 2.70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rollover IRA before 5 Aug 24, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
Rollover IRA before 5 Aug 24
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -2.95% | -4.87% | 8.34% | 13.98% | 10.15% |
| Rollover IRA before 5 Aug 24 | 1.83% | 1.32% | -0.49% | 11.32% | 23.87% | N/A |
| Portfolio components: | ||||||
ABT Abbott Laboratories | 15.04% | -1.45% | 13.93% | 22.23% | 8.22% | 12.73% |
ADM Archer-Daniels-Midland Company | -3.42% | -0.06% | -12.92% | -16.68% | 8.70% | 2.79% |
ADP Automatic Data Processing, Inc. | 0.20% | -4.48% | 2.39% | 22.61% | 17.97% | 15.60% |
AJG Arthur J. Gallagher & Co. | 13.76% | -5.48% | 14.34% | 38.82% | 34.73% | 23.23% |
ARCC Ares Capital Corporation | -1.35% | -5.59% | 2.29% | 11.26% | 22.67% | 12.38% |
BAESY BAE Systems PLC | 61.41% | 11.14% | 38.36% | 36.52% | 34.15% | 15.62% |
BBY Best Buy Co., Inc. | -20.08% | -9.56% | -25.22% | -5.81% | 1.92% | 10.64% |
BRO Brown & Brown, Inc. | 12.33% | -6.88% | 10.37% | 41.29% | 27.19% | 22.87% |
CNI Canadian National Railway Company | -3.76% | -2.67% | -11.46% | -20.74% | 6.00% | 6.04% |
COF Capital One Financial Corporation | 2.78% | 2.57% | 14.01% | 26.85% | 27.65% | 10.68% |
CSWC Capital Southwest Corporation | -4.43% | -10.66% | -16.30% | -12.90% | 21.40% | 11.02% |
CVS CVS Health Corporation | 48.88% | -2.36% | 18.31% | 1.73% | 3.83% | -1.46% |
GD General Dynamics Corporation | 4.34% | 1.48% | -9.12% | -2.38% | 17.92% | 9.45% |
GIS General Mills, Inc. | -10.12% | -4.92% | -16.08% | -17.61% | 2.00% | 3.61% |
JHG Janus Henderson Group plc | -22.13% | -11.44% | -15.24% | 7.91% | 22.31% | N/A |
KLAC KLA Corporation | 10.48% | -0.77% | 3.72% | -0.77% | 34.89% | 30.56% |
LMT Lockheed Martin Corporation | -0.98% | 7.99% | -13.89% | 6.26% | 7.65% | 12.60% |
NTR Nutrien Ltd. | 22.11% | 7.36% | 15.52% | 7.57% | 12.84% | N/A |
ODFL | -16.68% | -13.80% | -25.60% | -19.10% | 16.06% | N/A |
STLD | 12.09% | -0.10% | -0.93% | -3.52% | 41.36% | N/A |
STRL | -9.91% | 29.70% | 0.72% | 43.31% | 74.29% | N/A |
SYF | -20.60% | -5.06% | -6.00% | 17.35% | 27.24% | N/A |
TDG | 8.75% | -0.44% | 1.72% | 15.56% | 37.48% | N/A |
TMO | -18.38% | -17.09% | -23.35% | -25.82% | 4.63% | N/A |
TROW | -20.70% | -6.61% | -18.61% | -18.72% | 0.33% | N/A |
ITOCY Itochu Corp ADR | 1.68% | 4.54% | 1.93% | 12.68% | 20.24% | 17.99% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Rollover IRA before 5 Aug 24, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.95% | -0.78% | -2.75% | 2.51% | 1.83% | ||||||||
| 2024 | -0.40% | 9.70% | 3.76% | -3.90% | 6.29% | -0.28% | 4.23% | 1.69% | 2.49% | -2.22% | 6.61% | -7.68% | 20.74% |
| 2023 | 4.68% | -1.43% | 0.68% | 0.57% | -0.56% | 9.13% | 4.73% | 2.46% | -5.41% | -1.33% | 5.55% | 7.56% | 28.91% |
| 2022 | -5.46% | 1.91% | 1.73% | -6.19% | 0.88% | -7.30% | 9.40% | -2.97% | -8.67% | 10.04% | 8.08% | -3.41% | -4.25% |
| 2021 | 0.27% | 5.34% | 5.34% | 3.48% | 3.63% | -0.63% | 2.80% | 2.31% | -1.70% | 7.84% | -0.79% | 5.27% | 38.08% |
| 2020 | 1.96% | -8.79% | -16.64% | 11.11% | 6.59% | 1.39% | 4.49% | 7.14% | -2.20% | -0.80% | 12.17% | 3.30% | 17.15% |
| 2019 | 9.99% | 5.47% | 0.44% | 4.71% | -6.11% | 7.75% | 2.58% | 1.16% | 2.40% | 2.45% | 2.92% | 1.64% | 40.55% |
| 2018 | 4.70% | -4.08% | -1.60% | -0.28% | 3.28% | -0.80% | 4.52% | 1.28% | 1.26% | -8.52% | 2.54% | -8.97% | -7.58% |
Expense Ratio
Rollover IRA before 5 Aug 24 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Rollover IRA before 5 Aug 24 is 43, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio: 0.52
^GSPC: 0.46
Portfolio: 0.89
^GSPC: 0.77
Portfolio: 1.12
^GSPC: 1.11
Portfolio: 0.64
^GSPC: 0.47
Portfolio: 2.07
^GSPC: 1.94
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ABT Abbott Laboratories | 1.08 | 1.65 | 1.21 | 0.87 | 5.34 |
ADM Archer-Daniels-Midland Company | -0.70 | -0.85 | 0.89 | -0.35 | -1.11 |
ADP Automatic Data Processing, Inc. | 1.08 | 1.55 | 1.21 | 1.64 | 5.81 |
AJG Arthur J. Gallagher & Co. | 1.71 | 2.18 | 1.30 | 2.98 | 8.47 |
ARCC Ares Capital Corporation | 0.57 | 0.92 | 1.14 | 0.61 | 2.78 |
BAESY BAE Systems PLC | 1.04 | 1.83 | 1.23 | 1.76 | 3.94 |
BBY Best Buy Co., Inc. | -0.13 | 0.12 | 1.02 | -0.11 | -0.37 |
BRO Brown & Brown, Inc. | 1.91 | 2.45 | 1.35 | 3.42 | 9.51 |
CNI Canadian National Railway Company | -1.07 | -1.50 | 0.83 | -0.81 | -1.64 |
COF Capital One Financial Corporation | 0.64 | 1.21 | 1.16 | 0.90 | 2.84 |
CSWC Capital Southwest Corporation | -0.50 | -0.53 | 0.92 | -0.44 | -1.16 |
CVS CVS Health Corporation | -0.01 | 0.29 | 1.04 | -0.00 | -0.02 |
GD General Dynamics Corporation | -0.23 | -0.16 | 0.98 | -0.23 | -0.49 |
GIS General Mills, Inc. | -0.81 | -1.03 | 0.88 | -0.53 | -1.40 |
JHG Janus Henderson Group plc | 0.22 | 0.53 | 1.07 | 0.21 | 0.72 |
KLAC KLA Corporation | 0.17 | 0.56 | 1.08 | 0.23 | 0.44 |
LMT Lockheed Martin Corporation | 0.29 | 0.52 | 1.08 | 0.21 | 0.43 |
NTR Nutrien Ltd. | 0.29 | 0.62 | 1.07 | 0.14 | 0.51 |
ODFL | -0.84 | -1.08 | 0.86 | -0.90 | -2.06 |
STLD | -0.10 | 0.14 | 1.02 | -0.13 | -0.26 |
STRL | 0.77 | 1.39 | 1.19 | 1.04 | 2.40 |
SYF | 0.51 | 1.04 | 1.14 | 0.59 | 1.85 |
TDG | 0.63 | 0.99 | 1.13 | 1.34 | 2.76 |
TMO | -1.04 | -1.49 | 0.82 | -0.71 | -2.06 |
TROW | -0.60 | -0.74 | 0.91 | -0.30 | -1.41 |
ITOCY Itochu Corp ADR | 0.50 | 0.94 | 1.11 | 0.58 | 1.37 |
Rollover IRA before 5 Aug 24
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Rollover IRA before 5 Aug 24 provided a 3.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.00% | 2.95% | 2.75% | 2.85% | 2.43% | 2.89% | 3.31% | 3.00% | 2.61% | 2.53% | 2.24% | 3.73% |
| Portfolio components: | ||||||||||||
ABT Abbott Laboratories | 1.77% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
ADM Archer-Daniels-Midland Company | 4.17% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
ADP Automatic Data Processing, Inc. | 2.02% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% |
AJG Arthur J. Gallagher & Co. | 0.76% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
ARCC Ares Capital Corporation | 9.10% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% |
BAESY BAE Systems PLC | 1.87% | 2.79% | 2.40% | 3.09% | 4.46% | 7.12% | 3.71% | 5.10% | 3.47% | 3.97% | 4.36% | 4.66% |
BBY Best Buy Co., Inc. | 5.57% | 4.38% | 4.70% | 4.39% | 2.76% | 2.20% | 2.28% | 3.40% | 1.99% | 3.68% | 4.70% | 1.85% |
BRO Brown & Brown, Inc. | 0.49% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
CNI Canadian National Railway Company | 2.54% | 2.44% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.54% | 1.70% | 1.73% | 1.30% |
COF Capital One Financial Corporation | 1.31% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% |
CSWC Capital Southwest Corporation | 12.55% | 11.59% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.35% | 0.00% | 0.00% |
CVS CVS Health Corporation | 4.07% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% |
GD General Dynamics Corporation | 2.12% | 2.12% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% |
GIS General Mills, Inc. | 4.28% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
JHG Janus Henderson Group plc | 4.75% | 3.67% | 5.17% | 6.59% | 3.58% | 4.43% | 5.89% | 6.76% | 1.67% | 0.00% | 0.00% | 0.00% |
KLAC KLA Corporation | 0.91% | 0.96% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% |
LMT Lockheed Martin Corporation | 2.70% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
NTR Nutrien Ltd. | 4.01% | 4.83% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% |
ODFL | 0.72% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% |
STLD | 1.48% | 1.61% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% | 2.33% |
STRL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYF | 1.94% | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% |
TDG | 5.44% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
TMO | 0.38% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
TROW | 5.64% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Rollover IRA before 5 Aug 24
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Rollover IRA before 5 Aug 24. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Rollover IRA before 5 Aug 24 was 38.75%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.
The current Rollover IRA before 5 Aug 24 drawdown is 7.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.75% | Feb 14, 2020 | 26 | Mar 23, 2020 | 139 | Oct 8, 2020 | 165 |
| -20.2% | Sep 24, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -18.23% | Nov 12, 2024 | 98 | Apr 4, 2025 | — | — | — |
| -17.84% | Dec 30, 2021 | 117 | Jun 16, 2022 | 150 | Jan 23, 2023 | 267 |
| -9.51% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
Volatility
Volatility Chart
The current Rollover IRA before 5 Aug 24 volatility is 13.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Rollover IRA before 5 Aug 24
Benchmark (^GSPC)
Portfolio components
Diversification
Diversification Metrics
Number of Effective Assets
Effective Assets: 22.59
The portfolio contains 26 assets, with an effective number of assets of 22.59, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | GIS | BAESY | ITOCY | CSWC | LMT | CVS | NTR | ABT | STRL | TMO | BBY | ADM | ARCC | KLAC | STLD | ODFL | AJG | CNI | TDG | BRO | GD | SYF | COF | ADP | JHG | TROW | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.16 | 0.34 | 0.42 | 0.40 | 0.35 | 0.41 | 0.42 | 0.54 | 0.48 | 0.59 | 0.56 | 0.45 | 0.53 | 0.71 | 0.51 | 0.59 | 0.54 | 0.59 | 0.60 | 0.59 | 0.52 | 0.59 | 0.61 | 0.66 | 0.65 | 0.75 | 0.88 |
| GIS | 0.16 | 1.00 | 0.10 | 0.07 | 0.09 | 0.29 | 0.27 | 0.09 | 0.27 | 0.02 | 0.20 | 0.15 | 0.30 | 0.10 | 0.01 | 0.04 | 0.10 | 0.25 | 0.18 | 0.08 | 0.27 | 0.25 | 0.09 | 0.07 | 0.26 | 0.11 | 0.15 | 0.19 |
| BAESY | 0.34 | 0.10 | 1.00 | 0.24 | 0.21 | 0.32 | 0.20 | 0.26 | 0.18 | 0.24 | 0.16 | 0.16 | 0.28 | 0.26 | 0.22 | 0.28 | 0.22 | 0.25 | 0.31 | 0.34 | 0.27 | 0.38 | 0.26 | 0.27 | 0.28 | 0.29 | 0.27 | 0.43 |
| ITOCY | 0.42 | 0.07 | 0.24 | 1.00 | 0.22 | 0.17 | 0.19 | 0.26 | 0.26 | 0.25 | 0.24 | 0.26 | 0.24 | 0.26 | 0.31 | 0.26 | 0.27 | 0.23 | 0.33 | 0.31 | 0.23 | 0.27 | 0.30 | 0.29 | 0.26 | 0.33 | 0.35 | 0.43 |
| CSWC | 0.40 | 0.09 | 0.21 | 0.22 | 1.00 | 0.19 | 0.23 | 0.26 | 0.16 | 0.28 | 0.22 | 0.30 | 0.26 | 0.51 | 0.26 | 0.30 | 0.28 | 0.26 | 0.27 | 0.32 | 0.26 | 0.28 | 0.37 | 0.37 | 0.29 | 0.35 | 0.37 | 0.45 |
| LMT | 0.35 | 0.29 | 0.32 | 0.17 | 0.19 | 1.00 | 0.32 | 0.27 | 0.28 | 0.22 | 0.25 | 0.23 | 0.38 | 0.25 | 0.16 | 0.27 | 0.23 | 0.38 | 0.31 | 0.41 | 0.38 | 0.66 | 0.27 | 0.27 | 0.40 | 0.25 | 0.31 | 0.47 |
| CVS | 0.41 | 0.27 | 0.20 | 0.19 | 0.23 | 0.32 | 1.00 | 0.29 | 0.32 | 0.25 | 0.29 | 0.30 | 0.40 | 0.31 | 0.21 | 0.34 | 0.26 | 0.32 | 0.32 | 0.27 | 0.34 | 0.39 | 0.36 | 0.38 | 0.36 | 0.34 | 0.36 | 0.43 |
| NTR | 0.42 | 0.09 | 0.26 | 0.26 | 0.26 | 0.27 | 0.29 | 1.00 | 0.19 | 0.30 | 0.25 | 0.31 | 0.50 | 0.35 | 0.29 | 0.46 | 0.29 | 0.24 | 0.44 | 0.33 | 0.25 | 0.37 | 0.39 | 0.41 | 0.32 | 0.38 | 0.37 | 0.48 |
| ABT | 0.54 | 0.27 | 0.18 | 0.26 | 0.16 | 0.28 | 0.32 | 0.19 | 1.00 | 0.16 | 0.62 | 0.31 | 0.28 | 0.28 | 0.35 | 0.20 | 0.34 | 0.44 | 0.38 | 0.28 | 0.46 | 0.32 | 0.26 | 0.27 | 0.49 | 0.33 | 0.43 | 0.52 |
| STRL | 0.48 | 0.02 | 0.24 | 0.25 | 0.28 | 0.22 | 0.25 | 0.30 | 0.16 | 1.00 | 0.20 | 0.35 | 0.30 | 0.33 | 0.38 | 0.43 | 0.38 | 0.26 | 0.34 | 0.43 | 0.30 | 0.36 | 0.43 | 0.43 | 0.31 | 0.43 | 0.41 | 0.63 |
| TMO | 0.59 | 0.20 | 0.16 | 0.24 | 0.22 | 0.25 | 0.29 | 0.25 | 0.62 | 0.20 | 1.00 | 0.32 | 0.27 | 0.28 | 0.44 | 0.26 | 0.40 | 0.41 | 0.39 | 0.32 | 0.45 | 0.31 | 0.27 | 0.29 | 0.47 | 0.36 | 0.46 | 0.57 |
| BBY | 0.56 | 0.15 | 0.16 | 0.26 | 0.30 | 0.23 | 0.30 | 0.31 | 0.31 | 0.35 | 0.32 | 1.00 | 0.35 | 0.34 | 0.42 | 0.39 | 0.41 | 0.30 | 0.38 | 0.36 | 0.35 | 0.35 | 0.44 | 0.45 | 0.38 | 0.44 | 0.51 | 0.53 |
| ADM | 0.45 | 0.30 | 0.28 | 0.24 | 0.26 | 0.38 | 0.40 | 0.50 | 0.28 | 0.30 | 0.27 | 0.35 | 1.00 | 0.35 | 0.26 | 0.45 | 0.30 | 0.33 | 0.41 | 0.34 | 0.34 | 0.46 | 0.44 | 0.44 | 0.39 | 0.37 | 0.42 | 0.51 |
| ARCC | 0.53 | 0.10 | 0.26 | 0.26 | 0.51 | 0.25 | 0.31 | 0.35 | 0.28 | 0.33 | 0.28 | 0.34 | 0.35 | 1.00 | 0.35 | 0.36 | 0.33 | 0.36 | 0.36 | 0.45 | 0.37 | 0.38 | 0.48 | 0.47 | 0.39 | 0.44 | 0.48 | 0.56 |
| KLAC | 0.71 | 0.01 | 0.22 | 0.31 | 0.26 | 0.16 | 0.21 | 0.29 | 0.35 | 0.38 | 0.44 | 0.42 | 0.26 | 0.35 | 1.00 | 0.38 | 0.46 | 0.34 | 0.40 | 0.44 | 0.36 | 0.29 | 0.41 | 0.41 | 0.43 | 0.46 | 0.55 | 0.70 |
| STLD | 0.51 | 0.04 | 0.28 | 0.26 | 0.30 | 0.27 | 0.34 | 0.46 | 0.20 | 0.43 | 0.26 | 0.39 | 0.45 | 0.36 | 0.38 | 1.00 | 0.40 | 0.32 | 0.41 | 0.41 | 0.35 | 0.42 | 0.51 | 0.53 | 0.35 | 0.46 | 0.46 | 0.57 |
| ODFL | 0.59 | 0.10 | 0.22 | 0.27 | 0.28 | 0.23 | 0.26 | 0.29 | 0.34 | 0.38 | 0.40 | 0.41 | 0.30 | 0.33 | 0.46 | 0.40 | 1.00 | 0.35 | 0.46 | 0.43 | 0.41 | 0.38 | 0.38 | 0.41 | 0.44 | 0.47 | 0.53 | 0.64 |
| AJG | 0.54 | 0.25 | 0.25 | 0.23 | 0.26 | 0.38 | 0.32 | 0.24 | 0.44 | 0.26 | 0.41 | 0.30 | 0.33 | 0.36 | 0.34 | 0.32 | 0.35 | 1.00 | 0.40 | 0.43 | 0.78 | 0.46 | 0.35 | 0.35 | 0.57 | 0.39 | 0.46 | 0.58 |
| CNI | 0.59 | 0.18 | 0.31 | 0.33 | 0.27 | 0.31 | 0.32 | 0.44 | 0.38 | 0.34 | 0.39 | 0.38 | 0.41 | 0.36 | 0.40 | 0.41 | 0.46 | 0.40 | 1.00 | 0.41 | 0.42 | 0.43 | 0.42 | 0.43 | 0.47 | 0.45 | 0.50 | 0.61 |
| TDG | 0.60 | 0.08 | 0.34 | 0.31 | 0.32 | 0.41 | 0.27 | 0.33 | 0.28 | 0.43 | 0.32 | 0.36 | 0.34 | 0.45 | 0.44 | 0.41 | 0.43 | 0.43 | 0.41 | 1.00 | 0.45 | 0.51 | 0.48 | 0.48 | 0.48 | 0.47 | 0.49 | 0.69 |
| BRO | 0.59 | 0.27 | 0.27 | 0.23 | 0.26 | 0.38 | 0.34 | 0.25 | 0.46 | 0.30 | 0.45 | 0.35 | 0.34 | 0.37 | 0.36 | 0.35 | 0.41 | 0.78 | 0.42 | 0.45 | 1.00 | 0.49 | 0.37 | 0.39 | 0.59 | 0.44 | 0.51 | 0.64 |
| GD | 0.52 | 0.25 | 0.38 | 0.27 | 0.28 | 0.66 | 0.39 | 0.37 | 0.32 | 0.36 | 0.31 | 0.35 | 0.46 | 0.38 | 0.29 | 0.42 | 0.38 | 0.46 | 0.43 | 0.51 | 0.49 | 1.00 | 0.43 | 0.45 | 0.49 | 0.41 | 0.47 | 0.63 |
| SYF | 0.59 | 0.09 | 0.26 | 0.30 | 0.37 | 0.27 | 0.36 | 0.39 | 0.26 | 0.43 | 0.27 | 0.44 | 0.44 | 0.48 | 0.41 | 0.51 | 0.38 | 0.35 | 0.42 | 0.48 | 0.37 | 0.43 | 1.00 | 0.85 | 0.41 | 0.58 | 0.58 | 0.64 |
| COF | 0.61 | 0.07 | 0.27 | 0.29 | 0.37 | 0.27 | 0.38 | 0.41 | 0.27 | 0.43 | 0.29 | 0.45 | 0.44 | 0.47 | 0.41 | 0.53 | 0.41 | 0.35 | 0.43 | 0.48 | 0.39 | 0.45 | 0.85 | 1.00 | 0.42 | 0.60 | 0.60 | 0.65 |
| ADP | 0.66 | 0.26 | 0.28 | 0.26 | 0.29 | 0.40 | 0.36 | 0.32 | 0.49 | 0.31 | 0.47 | 0.38 | 0.39 | 0.39 | 0.43 | 0.35 | 0.44 | 0.57 | 0.47 | 0.48 | 0.59 | 0.49 | 0.41 | 0.42 | 1.00 | 0.44 | 0.56 | 0.66 |
| JHG | 0.65 | 0.11 | 0.29 | 0.33 | 0.35 | 0.25 | 0.34 | 0.38 | 0.33 | 0.43 | 0.36 | 0.44 | 0.37 | 0.44 | 0.46 | 0.46 | 0.47 | 0.39 | 0.45 | 0.47 | 0.44 | 0.41 | 0.58 | 0.60 | 0.44 | 1.00 | 0.68 | 0.68 |
| TROW | 0.75 | 0.15 | 0.27 | 0.35 | 0.37 | 0.31 | 0.36 | 0.37 | 0.43 | 0.41 | 0.46 | 0.51 | 0.42 | 0.48 | 0.55 | 0.46 | 0.53 | 0.46 | 0.50 | 0.49 | 0.51 | 0.47 | 0.58 | 0.60 | 0.56 | 0.68 | 1.00 | 0.73 |
| Portfolio | 0.88 | 0.19 | 0.43 | 0.43 | 0.45 | 0.47 | 0.43 | 0.48 | 0.52 | 0.63 | 0.57 | 0.53 | 0.51 | 0.56 | 0.70 | 0.57 | 0.64 | 0.58 | 0.61 | 0.69 | 0.64 | 0.63 | 0.64 | 0.65 | 0.66 | 0.68 | 0.73 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jan 3, 2018