Rollover IRA New Optimized (Proposed) 17 Aug 2024
New rollover IRA as of 17 Aug 2024 optimized to Max Sharpe ratio the same day. Doing optimization, kept most of position with negative balance as-is. This is a proposed (theoretical) portfolio, not the real one.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABT Abbott Laboratories | Healthcare | 0.71% |
ADM Archer-Daniels-Midland Company | Consumer Defensive | 3.08% |
ADP Automatic Data Processing, Inc. | Industrials | 1.25% |
AJG Arthur J. Gallagher & Co. | Financial Services | 5.05% |
ARCC Ares Capital Corporation | Financial Services | 4.05% |
AXP American Express Company | Financial Services | 6% |
BAESY BAE Systems PLC | Industrials | 5.50% |
BRO Brown & Brown, Inc. | Financial Services | 6% |
CSWC Capital Southwest Corporation | Financial Services | 4.16% |
CVS CVS Health Corporation | Healthcare | 2.42% |
FANG Diamondback Energy, Inc. | Energy | 5.73% |
GD General Dynamics Corporation | 4.34% | |
GIS General Mills, Inc. | Consumer Defensive | 5.05% |
INGR Ingredion Incorporated | Consumer Defensive | 6% |
ITOCY Itochu Corp ADR | Industrials | 4.04% |
LMT Lockheed Martin Corporation | Industrials | 9.56% |
MCK McKesson Corporation | Healthcare | 3.31% |
NEE NextEra Energy, Inc. | Utilities | 4% |
NTR Nutrien Ltd. | Basic Materials | 2.56% |
STRL Sterling Construction Company, Inc. | Industrials | 5% |
T | 6% | |
TMO | 2% | |
TROW | 4.19% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rollover IRA New Optimized (Proposed) 17 Aug 2024, 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
The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Rollover IRA New Optimized (Proposed) 17 Aug 2024 | 28.09% | 0.85% | 11.79% | 35.47% | 20.03% | N/A |
| Portfolio components: | ||||||
ABT Abbott Laboratories | 7.90% | -0.22% | 12.45% | 22.34% | 8.22% | 12.42% |
ADM Archer-Daniels-Midland Company | -26.91% | -11.19% | -13.67% | -28.53% | 6.53% | 2.86% |
ADP Automatic Data Processing, Inc. | 34.37% | 5.81% | 26.21% | 36.68% | 14.94% | 16.32% |
AJG Arthur J. Gallagher & Co. | 32.21% | 1.92% | 17.79% | 22.05% | 28.04% | 22.49% |
ARCC Ares Capital Corporation | 15.25% | 0.70% | 6.52% | 19.72% | 13.32% | 13.09% |
AXP American Express Company | 55.85% | 4.34% | 20.04% | 86.07% | 20.77% | 13.97% |
BAESY BAE Systems PLC | 27.96% | 5.23% | 3.57% | 35.52% | 24.12% | 13.96% |
BRO Brown & Brown, Inc. | 59.04% | 6.26% | 27.08% | 54.50% | 25.30% | 22.78% |
CSWC Capital Southwest Corporation | 4.20% | -9.38% | -8.78% | 14.44% | 14.83% | 14.62% |
CVS CVS Health Corporation | -28.71% | -19.02% | -1.80% | -17.82% | -3.30% | -2.28% |
FANG Diamondback Energy, Inc. | 20.58% | -5.66% | -7.45% | 20.03% | 23.75% | 12.78% |
GD General Dynamics Corporation | 22.60% | 3.38% | 6.97% | 28.44% | 13.53% | 10.62% |
GIS General Mills, Inc. | 2.23% | -9.28% | -6.31% | 2.21% | 7.56% | 5.91% |
INGR Ingredion Incorporated | 41.12% | 11.79% | 29.31% | 49.51% | 15.78% | 9.18% |
ITOCY Itochu Corp ADR | 26.08% | -1.87% | 11.15% | 27.92% | 18.94% | 19.09% |
LMT Lockheed Martin Corporation | 27.34% | -7.35% | 23.46% | 30.85% | 10.49% | 14.83% |
MCK McKesson Corporation | 33.88% | 21.28% | 12.25% | 36.77% | 34.18% | 12.56% |
NEE NextEra Energy, Inc. | 24.98% | -10.43% | -2.37% | 32.98% | 7.62% | 14.22% |
NTR Nutrien Ltd. | -13.88% | -3.19% | -16.26% | -13.03% | 2.58% | N/A |
STRL Sterling Construction Company, Inc. | 117.79% | 19.93% | 41.28% | 185.82% | 67.14% | 38.84% |
T | 40.16% | 4.19% | 31.39% | 50.47% | 0.61% | N/A |
TMO | 2.08% | -10.44% | -9.61% | 18.06% | 12.32% | N/A |
TROW | 13.34% | 7.65% | 4.94% | 27.31% | 3.38% | N/A |
Monthly Returns
The table below presents the monthly returns of Rollover IRA New Optimized (Proposed) 17 Aug 2024, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.55% | 5.02% | 5.46% | -1.44% | 5.15% | -1.62% | 5.52% | 2.28% | 1.74% | -1.95% | 28.09% | ||
| 2023 | 3.39% | -2.32% | 1.30% | 1.34% | -3.26% | 6.35% | 2.67% | 0.76% | -3.50% | 0.85% | 3.50% | 4.53% | 16.18% |
| 2022 | 0.87% | 4.83% | 2.34% | -4.81% | 2.87% | -5.42% | 4.78% | -0.18% | -8.26% | 12.66% | 5.19% | -2.92% | 10.66% |
| 2021 | -0.12% | 6.75% | 5.72% | 4.71% | 2.20% | -0.05% | 0.30% | 1.52% | -0.33% | 5.56% | -2.16% | 6.26% | 34.28% |
| 2020 | 1.44% | -8.23% | -15.20% | 10.78% | 4.46% | -0.24% | 3.35% | 5.15% | -3.49% | -4.16% | 14.75% | 3.99% | 9.31% |
| 2019 | 8.66% | 2.94% | -0.49% | 4.60% | -4.39% | 7.58% | 0.94% | 0.55% | 2.39% | 1.18% | 1.41% | 2.88% | 31.38% |
| 2018 | 3.47% | -3.58% | -1.26% | 0.56% | -0.44% | 0.21% | 2.82% | 1.07% | 2.49% | -7.29% | 2.54% | -9.46% | -9.39% |
Expense Ratio
Rollover IRA New Optimized (Proposed) 17 Aug 2024 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Rollover IRA New Optimized (Proposed) 17 Aug 2024 is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ABT Abbott Laboratories | 1.45 | 2.11 | 1.26 | 0.89 | 3.31 |
ADM Archer-Daniels-Midland Company | -0.79 | -0.83 | 0.85 | -0.58 | -1.34 |
ADP Automatic Data Processing, Inc. | 2.55 | 3.53 | 1.46 | 2.64 | 14.10 |
AJG Arthur J. Gallagher & Co. | 1.08 | 1.44 | 1.20 | 1.57 | 4.09 |
ARCC Ares Capital Corporation | 1.81 | 2.55 | 1.33 | 2.96 | 12.55 |
AXP American Express Company | 3.72 | 4.60 | 1.64 | 4.41 | 30.25 |
BAESY BAE Systems PLC | 1.64 | 2.19 | 1.29 | 3.49 | 7.81 |
BRO Brown & Brown, Inc. | 2.95 | 3.89 | 1.53 | 6.62 | 18.81 |
CSWC Capital Southwest Corporation | 0.85 | 1.14 | 1.16 | 1.09 | 3.16 |
CVS CVS Health Corporation | -0.50 | -0.47 | 0.93 | -0.35 | -0.85 |
FANG Diamondback Energy, Inc. | 0.77 | 1.22 | 1.16 | 1.10 | 2.96 |
GD General Dynamics Corporation | 1.92 | 2.76 | 1.36 | 4.77 | 14.94 |
GIS General Mills, Inc. | 0.11 | 0.27 | 1.03 | 0.07 | 0.38 |
INGR Ingredion Incorporated | 2.27 | 4.63 | 1.55 | 2.77 | 20.27 |
ITOCY Itochu Corp ADR | 1.16 | 1.76 | 1.22 | 1.98 | 6.30 |
LMT Lockheed Martin Corporation | 1.93 | 2.69 | 1.40 | 2.06 | 7.97 |
MCK McKesson Corporation | 1.22 | 1.60 | 1.29 | 1.35 | 3.48 |
NEE NextEra Energy, Inc. | 1.47 | 1.96 | 1.26 | 0.99 | 6.88 |
NTR Nutrien Ltd. | -0.31 | -0.27 | 0.97 | -0.15 | -0.64 |
STRL Sterling Construction Company, Inc. | 3.60 | 3.88 | 1.52 | 7.58 | 17.99 |
T | 2.56 | 3.56 | 1.44 | 1.58 | 14.82 |
TMO | 1.03 | 1.61 | 1.19 | 0.63 | 4.41 |
TROW | 1.39 | 2.01 | 1.25 | 0.61 | 5.22 |
Dividends
Dividend yield
Rollover IRA New Optimized (Proposed) 17 Aug 2024 provided a 2.98% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.98% | 3.11% | 3.17% | 2.99% | 3.44% | 3.01% | 3.19% | 2.54% | 2.44% | 2.70% | 2.41% | 2.32% |
| Portfolio components: | ||||||||||||
ABT Abbott Laboratories | 1.89% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
ADM Archer-Daniels-Midland Company | 2.92% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
ADP Automatic Data Processing, Inc. | 1.82% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% | 2.21% |
AJG Arthur J. Gallagher & Co. | 0.80% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% | 2.98% |
ARCC Ares Capital Corporation | 8.92% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% | 8.84% |
AXP American Express Company | 0.94% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
BAESY BAE Systems PLC | 2.26% | 2.45% | 3.16% | 4.45% | 7.23% | 3.75% | 5.11% | 3.49% | 3.94% | 4.36% | 4.62% | 4.20% |
BRO Brown & Brown, Inc. | 0.48% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
CSWC Capital Southwest Corporation | 11.05% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.00% |
CVS CVS Health Corporation | 4.92% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
FANG Diamondback Energy, Inc. | 5.98% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GD General Dynamics Corporation | 1.79% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
GIS General Mills, Inc. | 3.70% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% |
INGR Ingredion Incorporated | 2.09% | 2.75% | 2.78% | 2.67% | 3.23% | 2.70% | 2.68% | 1.57% | 1.52% | 1.82% | 1.98% | 2.28% |
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% | 3.26% |
LMT Lockheed Martin Corporation | 2.23% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
MCK McKesson Corporation | 0.42% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
NEE NextEra Energy, Inc. | 2.71% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
NTR Nutrien Ltd. | 4.58% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STRL Sterling Construction Company, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
T | 5.01% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
TMO | 0.28% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
TROW | 4.18% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% | 1.81% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Rollover IRA New Optimized (Proposed) 17 Aug 2024. 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 New Optimized (Proposed) 17 Aug 2024 was 37.83%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Rollover IRA New Optimized (Proposed) 17 Aug 2024 drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.83% | Feb 21, 2020 | 22 | Mar 23, 2020 | 172 | Nov 24, 2020 | 194 |
| -18.77% | Oct 3, 2018 | 57 | Dec 24, 2018 | 117 | Jun 13, 2019 | 174 |
| -14.47% | Apr 21, 2022 | 41 | Jun 17, 2022 | 101 | Nov 10, 2022 | 142 |
| -8.84% | Jan 29, 2018 | 9 | Feb 8, 2018 | 152 | Sep 17, 2018 | 161 |
| -6.59% | Aug 14, 2023 | 37 | Oct 4, 2023 | 36 | Nov 24, 2023 | 73 |
Volatility
Volatility Chart
The current Rollover IRA New Optimized (Proposed) 17 Aug 2024 volatility is 4.11%, 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.
Diversification
Asset Correlations Table
| BAESY | GIS | ITOCY | NEE | CSWC | FANG | STRL | MCK | NTR | TMO | ABT | T | LMT | CVS | ARCC | INGR | ADM | AJG | BRO | ADP | AXP | TROW | GD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BAESY | 1.00 | 0.05 | 0.17 | 0.12 | 0.17 | 0.21 | 0.17 | 0.16 | 0.23 | 0.08 | 0.08 | 0.17 | 0.25 | 0.15 | 0.21 | 0.19 | 0.21 | 0.17 | 0.16 | 0.17 | 0.22 | 0.18 | 0.29 |
| GIS | 0.05 | 1.00 | 0.06 | 0.32 | 0.09 | 0.03 | 0.04 | 0.28 | 0.08 | 0.19 | 0.25 | 0.28 | 0.29 | 0.29 | 0.10 | 0.31 | 0.28 | 0.25 | 0.26 | 0.25 | 0.10 | 0.14 | 0.24 |
| ITOCY | 0.17 | 0.06 | 1.00 | 0.16 | 0.22 | 0.20 | 0.25 | 0.19 | 0.27 | 0.24 | 0.26 | 0.23 | 0.18 | 0.19 | 0.26 | 0.24 | 0.26 | 0.25 | 0.24 | 0.26 | 0.33 | 0.35 | 0.28 |
| NEE | 0.12 | 0.32 | 0.16 | 1.00 | 0.18 | 0.07 | 0.15 | 0.18 | 0.14 | 0.31 | 0.35 | 0.30 | 0.27 | 0.22 | 0.25 | 0.23 | 0.26 | 0.36 | 0.38 | 0.38 | 0.23 | 0.28 | 0.29 |
| CSWC | 0.17 | 0.09 | 0.22 | 0.18 | 1.00 | 0.28 | 0.29 | 0.20 | 0.27 | 0.22 | 0.16 | 0.24 | 0.19 | 0.23 | 0.50 | 0.26 | 0.27 | 0.26 | 0.26 | 0.28 | 0.37 | 0.37 | 0.28 |
| FANG | 0.21 | 0.03 | 0.20 | 0.07 | 0.28 | 1.00 | 0.36 | 0.23 | 0.46 | 0.12 | 0.11 | 0.22 | 0.26 | 0.26 | 0.33 | 0.33 | 0.41 | 0.22 | 0.21 | 0.25 | 0.41 | 0.36 | 0.36 |
| STRL | 0.17 | 0.04 | 0.25 | 0.15 | 0.29 | 0.36 | 1.00 | 0.26 | 0.32 | 0.21 | 0.17 | 0.25 | 0.23 | 0.27 | 0.34 | 0.36 | 0.34 | 0.27 | 0.31 | 0.32 | 0.42 | 0.41 | 0.38 |
| MCK | 0.16 | 0.28 | 0.19 | 0.18 | 0.20 | 0.23 | 0.26 | 1.00 | 0.21 | 0.24 | 0.29 | 0.31 | 0.31 | 0.53 | 0.26 | 0.32 | 0.34 | 0.34 | 0.34 | 0.35 | 0.30 | 0.29 | 0.37 |
| NTR | 0.23 | 0.08 | 0.27 | 0.14 | 0.27 | 0.46 | 0.32 | 0.21 | 1.00 | 0.24 | 0.19 | 0.26 | 0.27 | 0.29 | 0.36 | 0.34 | 0.51 | 0.25 | 0.26 | 0.34 | 0.41 | 0.38 | 0.38 |
| TMO | 0.08 | 0.19 | 0.24 | 0.31 | 0.22 | 0.12 | 0.21 | 0.24 | 0.24 | 1.00 | 0.63 | 0.26 | 0.24 | 0.29 | 0.28 | 0.27 | 0.27 | 0.42 | 0.46 | 0.48 | 0.37 | 0.47 | 0.30 |
| ABT | 0.08 | 0.25 | 0.26 | 0.35 | 0.16 | 0.11 | 0.17 | 0.29 | 0.19 | 0.63 | 1.00 | 0.29 | 0.27 | 0.33 | 0.28 | 0.28 | 0.28 | 0.45 | 0.46 | 0.49 | 0.36 | 0.44 | 0.32 |
| T | 0.17 | 0.28 | 0.23 | 0.30 | 0.24 | 0.22 | 0.25 | 0.31 | 0.26 | 0.26 | 0.29 | 1.00 | 0.32 | 0.40 | 0.32 | 0.41 | 0.37 | 0.32 | 0.34 | 0.33 | 0.39 | 0.38 | 0.40 |
| LMT | 0.25 | 0.29 | 0.18 | 0.27 | 0.19 | 0.26 | 0.23 | 0.31 | 0.27 | 0.24 | 0.27 | 0.32 | 1.00 | 0.32 | 0.26 | 0.34 | 0.38 | 0.39 | 0.37 | 0.40 | 0.35 | 0.31 | 0.66 |
| CVS | 0.15 | 0.29 | 0.19 | 0.22 | 0.23 | 0.26 | 0.27 | 0.53 | 0.29 | 0.29 | 0.33 | 0.40 | 0.32 | 1.00 | 0.31 | 0.33 | 0.42 | 0.32 | 0.35 | 0.37 | 0.39 | 0.36 | 0.39 |
| ARCC | 0.21 | 0.10 | 0.26 | 0.25 | 0.50 | 0.33 | 0.34 | 0.26 | 0.36 | 0.28 | 0.28 | 0.32 | 0.26 | 0.31 | 1.00 | 0.34 | 0.37 | 0.37 | 0.38 | 0.39 | 0.48 | 0.47 | 0.39 |
| INGR | 0.19 | 0.31 | 0.24 | 0.23 | 0.26 | 0.33 | 0.36 | 0.32 | 0.34 | 0.27 | 0.28 | 0.41 | 0.34 | 0.33 | 0.34 | 1.00 | 0.55 | 0.35 | 0.36 | 0.35 | 0.43 | 0.39 | 0.45 |
| ADM | 0.21 | 0.28 | 0.26 | 0.26 | 0.27 | 0.41 | 0.34 | 0.34 | 0.51 | 0.27 | 0.28 | 0.37 | 0.38 | 0.42 | 0.37 | 0.55 | 1.00 | 0.35 | 0.35 | 0.39 | 0.46 | 0.43 | 0.47 |
| AJG | 0.17 | 0.25 | 0.25 | 0.36 | 0.26 | 0.22 | 0.27 | 0.34 | 0.25 | 0.42 | 0.45 | 0.32 | 0.39 | 0.32 | 0.37 | 0.35 | 0.35 | 1.00 | 0.78 | 0.57 | 0.46 | 0.47 | 0.46 |
| BRO | 0.16 | 0.26 | 0.24 | 0.38 | 0.26 | 0.21 | 0.31 | 0.34 | 0.26 | 0.46 | 0.46 | 0.34 | 0.37 | 0.35 | 0.38 | 0.36 | 0.35 | 0.78 | 1.00 | 0.58 | 0.49 | 0.52 | 0.49 |
| ADP | 0.17 | 0.25 | 0.26 | 0.38 | 0.28 | 0.25 | 0.32 | 0.35 | 0.34 | 0.48 | 0.49 | 0.33 | 0.40 | 0.37 | 0.39 | 0.35 | 0.39 | 0.57 | 0.58 | 1.00 | 0.49 | 0.56 | 0.49 |
| AXP | 0.22 | 0.10 | 0.33 | 0.23 | 0.37 | 0.41 | 0.42 | 0.30 | 0.41 | 0.37 | 0.36 | 0.39 | 0.35 | 0.39 | 0.48 | 0.43 | 0.46 | 0.46 | 0.49 | 0.49 | 1.00 | 0.61 | 0.52 |
| TROW | 0.18 | 0.14 | 0.35 | 0.28 | 0.37 | 0.36 | 0.41 | 0.29 | 0.38 | 0.47 | 0.44 | 0.38 | 0.31 | 0.36 | 0.47 | 0.39 | 0.43 | 0.47 | 0.52 | 0.56 | 0.61 | 1.00 | 0.48 |
| GD | 0.29 | 0.24 | 0.28 | 0.29 | 0.28 | 0.36 | 0.38 | 0.37 | 0.38 | 0.30 | 0.32 | 0.40 | 0.66 | 0.39 | 0.39 | 0.45 | 0.47 | 0.46 | 0.49 | 0.49 | 0.52 | 0.48 | 1.00 |