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AMPC 5BM Z4
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

AMPC 5BM Z4

Last updated Sep 5, 2024

Asset Allocation

IBTE 4.1%IBTF 4%IBTG 4%IBTH 3.9%IBTI 3.9%IBTJ 3.8%IBTK 3.7%XLK 10%QQQ 10%AAPL 5%MSFT 5%LLY 3%UNH 3%MRK 2.9%AMGN 2.7%GILD 2.7%XOM 2.6%GIS 2.4%TTE 2.2%USD=X 2.1%GOOGL 2%CSCO 2%WMB 2%ABBV 1.9%PM 1.9%KMB 1.8%PNC 1.6%DLR 1.2%NGG 1.1%VZ 1%SO 1%BondBondEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
5%
ABBV
AbbVie Inc.		Healthcare
1.90%
AMGN
Amgen Inc.		Healthcare
2.70%
CSCO
Cisco Systems, Inc.		Technology
2%
DLR
Digital Realty Trust, Inc.		Real Estate
1.20%
GILD
Gilead Sciences, Inc.		Healthcare
2.70%
GIS
General Mills, Inc.		Consumer Defensive
2.40%
GOOGL
Alphabet Inc.		Communication Services
2%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF		Government Bonds
4.10%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF		Government Bonds
4%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF		Government Bonds
4%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF		Government Bonds
3.90%
IBTI
iShares iBonds Dec 2028 Term Treasury ETF		Government Bonds
3.90%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF		Government Bonds
3.80%
IBTK
iShares iBonds Dec 2030 Term Treasury ETF		Government Bonds
3.70%
KMB
Kimberly-Clark Corporation		Consumer Defensive
1.80%
LLY
Eli Lilly and Company		Healthcare
3%
MRK
Merck & Co., Inc.		Healthcare
2.90%
MSFT
Microsoft Corporation		Technology
5%
NGG
National Grid plc		Utilities
1.10%
PM
1.90%
PNC
1.60%
QQQ
10%
SO
1%
TFC
0.70%
TRP
0.80%
TTE
2.20%
UNH
3%
USD=X
2.10%
VZ
1%
WMB
2%
XLK
10%
XOM
2.60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPC 5BM Z4, 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 Quarterly

0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.32%
6.71%
AMPC 5BM Z4
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2020, corresponding to the inception date of IBTK

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		15.38%5.03%6.71%23.24%13.10%10.67%
AMPC 5BM Z412.78%3.92%9.32%20.27%N/AN/A
Portfolio components:
AAPL
Apple Inc		15.94%7.43%31.92%22.20%34.03%26.18%
MSFT
Microsoft Corporation		9.20%2.38%0.18%23.60%25.25%26.30%
XLK
9.30%4.53%-0.05%20.77%N/AN/A
QQQ
12.91%4.89%3.80%23.88%N/AN/A
GOOGL
Alphabet Inc.		12.69%-0.66%17.15%17.08%21.21%18.04%
LLY
Eli Lilly and Company		57.34%15.24%17.36%64.10%53.84%32.89%
UNH
15.70%6.30%27.23%28.65%N/AN/A
XOM
17.01%0.72%7.96%3.10%N/AN/A
CSCO
Cisco Systems, Inc.		-0.35%8.79%2.16%-11.29%3.29%10.44%
ABBV
AbbVie Inc.		27.98%3.85%8.79%37.57%28.97%18.07%
VZ
15.55%3.03%8.38%30.17%N/AN/A
KMB
Kimberly-Clark Corporation		24.15%6.45%18.65%21.46%4.77%7.15%
MRK
Merck & Co., Inc.		10.12%6.69%-3.17%14.33%10.84%10.71%
AMGN
Amgen Inc.		15.10%-0.71%20.55%34.18%12.72%11.95%
DLR
Digital Realty Trust, Inc.		13.27%0.86%0.61%19.47%6.88%12.66%
WMB
30.80%3.78%25.18%38.14%N/AN/A
GILD
Gilead Sciences, Inc.		-0.56%6.17%9.36%10.56%8.35%0.17%
GIS
General Mills, Inc.		17.54%9.69%18.03%17.35%9.82%6.93%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF		3.40%0.40%2.56%5.42%N/AN/A
PM
36.66%9.61%40.50%41.29%N/AN/A
PNC
20.40%7.01%22.67%59.61%N/AN/A
SO
30.71%3.96%30.97%39.74%N/AN/A
TFC
23.00%6.04%21.23%55.46%N/AN/A
IBTF
iShares iBonds Dec 2025 Term Treasury ETF		3.06%0.48%2.66%5.66%N/AN/A
IBTG
iShares iBonds Dec 2026 Term Treasury ETF		3.23%0.68%3.16%6.41%N/AN/A
IBTH
iShares iBonds Dec 2027 Term Treasury ETF		3.48%0.81%3.62%7.25%N/AN/A
IBTI
iShares iBonds Dec 2028 Term Treasury ETF		3.75%0.98%4.05%7.92%N/AN/A
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF		3.92%1.05%4.22%8.29%N/AN/A
IBTK
iShares iBonds Dec 2030 Term Treasury ETF		4.22%1.21%4.72%8.76%N/AN/A
NGG
National Grid plc		11.15%8.33%9.97%24.81%12.80%5.80%
TRP
23.46%8.31%19.84%40.84%N/AN/A
TTE
1.16%2.31%3.82%8.86%N/AN/A
USD=X
0.00%0.00%0.00%0.00%N/AN/A

Monthly Returns

The table below presents the monthly returns of AMPC 5BM Z4, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.56%0.98%2.39%-2.26%3.52%3.33%1.50%2.50%12.78%
20233.22%-2.01%5.20%2.19%0.52%3.10%1.44%0.07%-2.36%-0.02%5.66%2.58%21.04%
2022-1.73%-2.04%1.91%-4.43%1.67%-3.93%5.38%-3.57%-6.74%6.63%4.89%-3.75%-6.56%
20211.01%0.24%2.49%2.79%0.76%3.32%1.77%2.00%-3.30%5.17%-0.22%4.13%21.80%
20200.00%4.44%-3.75%-3.43%7.38%3.21%7.58%

Expense Ratio

AMPC 5BM Z4 has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IBTE
iShares iBonds Dec 2024 Term Treasury ETF
Expense ratio chart for IBTE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
Expense ratio chart for IBTF: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
Expense ratio chart for IBTG: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
Expense ratio chart for IBTH: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
Expense ratio chart for IBTI: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
Expense ratio chart for IBTJ: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
Expense ratio chart for IBTK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AMPC 5BM Z4 is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of AMPC 5BM Z4 is 9595
AMPC 5BM Z4
The Sharpe Ratio Rank of AMPC 5BM Z4 is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of AMPC 5BM Z4 is 9494Sortino Ratio Rank
The Omega Ratio Rank of AMPC 5BM Z4 is 9595Omega Ratio Rank
The Calmar Ratio Rank of AMPC 5BM Z4 is 9696Calmar Ratio Rank
The Martin Ratio Rank of AMPC 5BM Z4 is 9595Martin 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.

AMPC 5BM Z4
Sharpe ratio
The chart of Sharpe ratio for AMPC 5BM Z4, currently valued at 2.67, compared to the broader market-1.000.001.002.003.002.67
Sortino ratio
The chart of Sortino ratio for AMPC 5BM Z4, currently valued at 3.84, compared to the broader market-2.000.002.004.003.84
Omega ratio
The chart of Omega ratio for AMPC 5BM Z4, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.52
Calmar ratio
The chart of Calmar ratio for AMPC 5BM Z4, currently valued at 4.60, compared to the broader market0.002.004.006.004.60
Martin ratio
The chart of Martin ratio for AMPC 5BM Z4, currently valued at 18.71, compared to the broader market0.005.0010.0015.0020.0025.0030.0018.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.48, compared to the broader market0.005.0010.0015.0020.0025.0030.008.48
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		1.261.901.241.653.89
MSFT
Microsoft Corporation		1.461.971.261.835.88
XLK
1.281.761.241.566.03
QQQ
1.582.151.291.967.73
GOOGL
Alphabet Inc.		0.641.001.140.962.58
LLY
Eli Lilly and Company		2.042.811.383.2712.34
UNH
1.101.661.231.213.23
XOM
0.070.251.030.080.15
CSCO
Cisco Systems, Inc.		-0.43-0.440.93-0.36-0.96
ABBV
AbbVie Inc.		1.632.141.311.925.31
VZ
1.462.221.300.798.44
KMB
Kimberly-Clark Corporation		1.231.711.261.177.91
MRK
Merck & Co., Inc.		0.640.961.150.772.34
AMGN
Amgen Inc.		0.961.581.211.252.98
DLR
Digital Realty Trust, Inc.		0.781.201.160.673.86
WMB
1.942.661.343.389.95
GILD
Gilead Sciences, Inc.		0.300.571.080.270.49
GIS
General Mills, Inc.		0.911.361.170.563.68
IBTE
iShares iBonds Dec 2024 Term Treasury ETF		8.6821.784.671.58311.61
PM
2.163.021.402.4911.01
PNC
2.132.921.371.1013.82
SO
1.692.481.311.627.85
TFC
2.263.171.381.1214.29
IBTF
iShares iBonds Dec 2025 Term Treasury ETF		4.418.032.180.7747.85
IBTG
iShares iBonds Dec 2026 Term Treasury ETF		2.684.381.580.6115.58
IBTH
iShares iBonds Dec 2027 Term Treasury ETF		2.113.331.430.549.98
IBTI
iShares iBonds Dec 2028 Term Treasury ETF		1.842.821.350.507.24
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF		1.662.481.310.456.37
IBTK
iShares iBonds Dec 2030 Term Treasury ETF		1.502.221.270.415.63
NGG
National Grid plc		0.791.081.190.872.95
TRP
2.032.751.360.938.62
TTE
0.210.411.050.330.77
USD=X
—————

Sharpe Ratio

The current AMPC 5BM Z4 Sharpe ratio is 2.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.41 to 2.01, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of AMPC 5BM Z4 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.67
1.78
AMPC 5BM Z4
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AMPC 5BM Z4 granted a 2.61% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
AMPC 5BM Z42.61%2.58%2.18%1.77%2.03%1.65%1.91%1.81%1.78%1.85%1.65%1.60%
Portfolio components:
AAPL
Apple Inc		0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation		0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
XLK
0.73%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
QQQ
0.63%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
GOOGL
Alphabet Inc.		0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company		0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
UNH
1.28%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
XOM
3.33%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
CSCO
Cisco Systems, Inc.		3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
ABBV
AbbVie Inc.		3.18%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
VZ
6.41%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
KMB
Kimberly-Clark Corporation		4.07%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.99%0.39%
MRK
Merck & Co., Inc.		2.56%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
AMGN
Amgen Inc.		2.74%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
DLR
Digital Realty Trust, Inc.		3.26%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%
WMB
4.15%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%
GILD
Gilead Sciences, Inc.		3.86%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
GIS
General Mills, Inc.		3.18%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF		4.60%4.23%2.00%0.47%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PM
4.15%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
PNC
3.45%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%2.06%2.22%
SO
3.19%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.90%
TFC
4.77%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.44%2.77%2.44%3.00%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF		4.27%4.03%1.93%0.57%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF		3.91%3.61%2.06%0.66%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF		3.84%3.61%2.00%0.77%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTI
iShares iBonds Dec 2028 Term Treasury ETF		3.75%3.27%1.70%0.90%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF		3.72%3.48%1.86%0.74%0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTK
iShares iBonds Dec 2030 Term Treasury ETF		3.62%3.05%2.27%0.84%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NGG
National Grid plc		10.57%5.20%5.18%4.75%5.32%4.94%6.44%24.15%5.07%4.73%7.86%4.82%
TRP
6.02%7.11%9.13%7.81%5.92%4.27%7.69%4.01%6.32%6.49%3.52%3.88%
TTE
4.94%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%4.31%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.26%
-2.89%
AMPC 5BM Z4
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AMPC 5BM Z4. 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 AMPC 5BM Z4 was 13.62%, occurring on Sep 30, 2022. Recovery took 134 trading sessions.

The current AMPC 5BM Z4 drawdown is 1.16%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.62%Dec 28, 2021199Sep 30, 2022134Apr 6, 2023333
-8.27%Sep 3, 202040Oct 28, 202027Dec 4, 202067
-4.43%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-3.7%Sep 15, 202313Oct 3, 202324Nov 6, 202337
-3.57%Sep 7, 202118Sep 30, 202114Oct 20, 202132

Volatility

Volatility Chart

The current AMPC 5BM Z4 volatility is 2.14%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.14%
4.56%
AMPC 5BM Z4
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USD=XLLYGISIBTEMRKXOMUNHABBVIBTKVZTTEKMBWMBIBTFGILDTRPIBTGGOOGLIBTJIBTIIBTHPMDLRAAPLMSFTPNCNGGSOTFCAMGNXLKCSCOQQQ
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
LLY0.001.000.130.020.400.110.310.390.030.170.110.210.150.030.270.150.020.230.030.030.040.210.220.240.300.080.180.220.090.360.290.230.29
GIS0.000.131.000.080.340.090.300.280.070.350.090.550.170.080.370.200.09-0.000.100.100.090.340.190.070.050.120.320.420.100.310.010.210.02
IBTE0.000.020.081.000.03-0.110.00-0.020.550.02-0.120.060.010.800.020.030.750.060.660.660.71-0.000.190.060.07-0.070.130.09-0.080.060.060.040.07
MRK0.000.400.340.031.000.170.360.420.050.290.150.300.200.050.380.220.040.100.020.040.030.280.160.110.130.120.270.280.130.400.110.210.10
XOM0.000.110.09-0.110.171.000.190.23-0.110.240.670.040.66-0.130.180.48-0.140.12-0.17-0.16-0.150.280.000.120.040.430.120.180.420.160.130.280.12
UNH0.000.310.300.000.360.191.000.360.030.270.170.290.220.020.290.250.000.21-0.000.00-0.000.280.220.240.260.240.280.330.240.320.240.320.23
ABBV0.000.390.28-0.020.420.230.361.000.040.250.210.330.25-0.010.440.24-0.000.16-0.01-0.00-0.010.340.120.140.170.240.250.290.260.470.180.280.18
IBTK0.000.030.070.550.05-0.110.030.041.000.10-0.080.120.020.690.070.080.780.060.850.840.820.090.190.070.06-0.050.220.18-0.030.100.070.030.09
VZ0.000.170.350.020.290.240.270.250.101.000.190.350.290.070.310.290.080.110.080.090.080.350.250.120.090.320.320.410.320.310.110.320.12
TTE0.000.110.09-0.120.150.670.170.21-0.080.191.000.070.55-0.130.150.45-0.140.23-0.17-0.15-0.150.290.030.170.160.410.210.130.420.180.230.270.22
KMB0.000.210.550.060.300.040.290.330.120.350.071.000.150.110.370.180.120.080.150.150.140.400.300.150.150.140.330.450.140.360.120.280.12
WMB0.000.150.170.010.200.660.220.250.020.290.550.151.00-0.000.210.610.010.20-0.02-0.00-0.010.330.170.180.130.440.250.310.450.250.220.310.22
IBTF0.000.030.080.800.05-0.130.02-0.010.690.07-0.130.11-0.001.000.070.050.900.080.810.820.870.050.230.090.09-0.100.180.13-0.110.080.080.050.10
GILD0.000.270.370.020.380.180.290.440.070.310.150.370.210.071.000.210.070.180.070.080.070.340.200.210.210.250.270.320.240.530.210.350.24
TRP0.000.150.200.030.220.480.250.240.080.290.450.180.610.050.211.000.050.230.030.040.050.320.190.210.170.410.330.340.410.250.250.320.26
IBTG0.000.020.090.750.04-0.140.00-0.000.780.08-0.140.120.010.900.070.051.000.070.910.910.930.050.240.090.08-0.090.210.14-0.100.110.070.040.09
GOOGL0.000.23-0.000.060.100.120.210.160.060.110.230.080.200.080.180.230.071.000.050.060.060.190.340.620.730.260.210.180.290.240.720.460.77
IBTJ0.000.030.100.660.02-0.17-0.00-0.010.850.08-0.170.15-0.020.810.070.030.910.051.000.960.940.060.250.080.08-0.110.230.17-0.110.090.070.020.09
IBTI0.000.030.100.660.04-0.160.00-0.000.840.09-0.150.15-0.000.820.080.040.910.060.961.000.950.070.250.080.08-0.100.230.18-0.110.110.070.030.09
IBTH0.000.040.090.710.03-0.15-0.00-0.010.820.08-0.150.14-0.010.870.070.050.930.060.940.951.000.070.250.100.09-0.110.220.17-0.120.100.080.020.09
PM0.000.210.34-0.000.280.280.280.340.090.350.290.400.330.050.340.320.050.190.060.070.071.000.210.200.170.350.340.380.350.350.210.350.22
DLR0.000.220.190.190.160.000.220.120.190.250.030.300.170.230.200.190.240.340.250.250.250.211.000.360.410.220.310.340.210.270.450.350.46
AAPL0.000.240.070.060.110.120.240.140.070.120.170.150.180.090.210.210.090.620.080.080.100.200.361.000.680.240.210.190.260.260.810.480.79
MSFT0.000.300.050.070.130.040.260.170.060.090.160.150.130.090.210.170.080.730.080.080.090.170.410.681.000.240.220.160.250.270.870.480.85
PNC0.000.080.12-0.070.120.430.240.24-0.050.320.410.140.44-0.100.250.41-0.090.26-0.11-0.10-0.110.350.220.240.241.000.230.250.850.260.350.410.35
NGG0.000.180.320.130.270.120.280.250.220.320.210.330.250.180.270.330.210.210.230.230.220.340.310.210.220.231.000.480.260.330.220.270.23
SO0.000.220.420.090.280.180.330.290.180.410.130.450.310.130.320.340.140.180.170.180.170.380.340.190.160.250.481.000.250.330.150.300.16
TFC0.000.090.10-0.080.130.420.240.26-0.030.320.420.140.45-0.110.240.41-0.100.29-0.11-0.11-0.120.350.210.260.250.850.260.251.000.300.360.400.37
AMGN0.000.360.310.060.400.160.320.470.100.310.180.360.250.080.530.250.110.240.090.110.100.350.270.260.270.260.330.330.301.000.290.390.31
XLK0.000.290.010.060.110.130.240.180.070.110.230.120.220.080.210.250.070.720.070.070.080.210.450.810.870.350.220.150.360.291.000.580.97
CSCO0.000.230.210.040.210.280.320.280.030.320.270.280.310.050.350.320.040.460.020.030.020.350.350.480.480.410.270.300.400.390.581.000.56
QQQ0.000.290.020.070.100.120.230.180.090.120.220.120.220.100.240.260.090.770.090.090.090.220.460.790.850.350.230.160.370.310.970.561.00
The correlation results are calculated based on daily price changes starting from Jul 21, 2020