PortfoliosLab logo
IDC-4-7-22
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


APD 3.9%MCD 3.9%SYK 3.9%MSFT 3.9%UGI 3.4%LOW 3.3%PEP 3.3%ABBV 3.3%WPC 3.1%VXUS 3.1%CAG 3.1%ITW 3.1%ADP 3%CVX 3%ESS 2.9%ABT 2.9%TER 2.8%AFL 2.7%CME 2.7%LIN 2.7%TXN 2.5%JEPI 2.3%JNJ 2.3%F 2.2%WMT 2.1%PG 2.1%ENB 2.1%SPGI 1.9%PPG 1.9%JPM 1.8%IBM 1.8%VTI 1.7%FRT 1.4%MMM 1.4%JEPQ 1.2%ADM 1.1%NEE 1.1%MDT 1.1%BBVA 1%BCS 1%EquityEquity

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IDC-4-7-22, 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.


15.00%20.00%25.00%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
26.60%
31.71%
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
IDC-4-7-222.94%10.37%0.71%11.96%N/AN/A
VZ
12.82%5.07%11.21%17.96%N/AN/A
SCHW
14.38%20.65%16.09%11.99%N/AN/A
BAC
Bank of America Corporation
-4.75%18.76%-5.97%13.04%14.90%12.07%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
54.21%25.96%49.59%39.85%45.38%9.53%
BCS
Barclays PLC
25.21%28.84%25.40%57.20%29.65%3.25%
ADM
Archer-Daniels-Midland Company
-4.53%14.14%-7.24%-20.19%8.54%2.13%
NEE
-3.92%6.57%-7.07%-3.58%N/AN/A
MDT
5.51%2.13%-3.53%6.00%N/AN/A
JEPQ
-4.85%13.81%-3.31%8.05%N/AN/A
FRT
Federal Realty Investment Trust
-13.11%13.97%-14.41%-2.77%8.57%0.34%
MMM
9.86%10.98%7.14%49.80%N/AN/A
VTI
-3.64%14.17%-5.14%10.03%N/AN/A
JPM
6.94%16.88%8.45%32.56%N/AN/A
IBM
International Business Machines Corporation
16.38%14.98%20.66%54.61%21.86%9.04%
SPGI
2.11%14.97%2.48%19.15%N/AN/A
PPG
-8.55%18.49%-12.82%-16.81%N/AN/A
WMT
8.13%19.12%16.77%63.40%N/AN/A
PG
-4.18%0.81%-1.69%-1.52%N/AN/A
ENB
Enbridge Inc.
9.50%11.41%11.20%31.21%15.08%4.90%
F
Ford Motor Company
7.23%18.30%-3.14%-10.06%20.05%1.10%
JEPI
JPMorgan Equity Premium Income ETF
-0.58%9.82%-2.84%6.00%N/AN/A
JNJ
8.50%3.77%0.92%7.86%N/AN/A
TXN
-10.25%14.41%-22.64%-7.31%N/AN/A
AFL
Aflac Incorporated
3.34%6.55%-0.06%27.92%27.17%15.52%
CME
CME Group Inc.
22.03%10.57%31.43%39.28%13.80%16.06%
LIN
8.62%9.65%-2.01%7.30%N/AN/A
TER
-38.91%13.07%-31.02%-35.94%N/AN/A
ESS
Essex Property Trust, Inc.
0.37%10.60%-3.39%14.54%6.37%5.77%
ABT
Abbott Laboratories
19.64%8.61%17.37%30.26%9.37%13.13%
ADP
Automatic Data Processing, Inc.
5.46%10.96%1.80%29.12%18.56%15.94%
CVX
Chevron Corporation
-4.34%0.08%-10.71%-12.04%12.41%6.97%
WPC
13.17%8.30%12.50%13.68%N/AN/A
VXUS
9.97%16.33%4.45%10.10%N/AN/A
CAG
Conagra Brands, Inc.
-13.94%-5.73%-15.64%-20.69%-3.29%1.01%
ITW
Illinois Tool Works Inc.
-3.54%11.30%-9.85%0.61%11.15%12.39%
LOW
-8.16%6.60%-14.89%-1.45%N/AN/A
PEP
-12.80%-6.32%-18.46%-23.44%N/AN/A
ABBV
AbbVie Inc.
6.39%6.62%-5.71%19.87%22.17%15.79%
UGI
25.15%15.74%50.04%49.25%N/AN/A
APD
Air Products and Chemicals, Inc.
-5.89%8.46%-12.74%12.27%5.42%9.48%
MCD
8.77%4.56%7.65%19.61%N/AN/A
SYK
6.47%13.37%3.89%17.22%N/AN/A
MSFT
4.16%23.58%3.41%7.55%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of IDC-4-7-22, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.11%2.86%-2.37%-2.51%0.99%2.94%
2024-0.34%2.49%3.68%-2.98%3.12%-0.25%3.39%4.86%1.79%-2.65%5.21%-4.95%13.51%
20233.13%-2.22%1.64%1.90%-4.69%6.59%2.39%-2.83%-4.55%-3.15%7.00%5.15%9.80%
2022-1.85%-7.08%6.94%-3.47%-8.10%9.20%7.71%-3.03%-1.32%

Expense Ratio

IDC-4-7-22 has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IDC-4-7-22 is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IDC-4-7-22 is 7070
Overall Rank
The Sharpe Ratio Rank of IDC-4-7-22 is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IDC-4-7-22 is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IDC-4-7-22 is 7070
Omega Ratio Rank
The Calmar Ratio Rank of IDC-4-7-22 is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IDC-4-7-22 is 7474
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 components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VZ
0.771.171.171.293.35
SCHW
0.430.801.110.511.20
BAC
Bank of America Corporation
0.400.781.110.461.39
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
1.561.681.232.095.45
BCS
Barclays PLC
1.572.131.282.6812.11
ADM
Archer-Daniels-Midland Company
-0.79-0.910.88-0.36-1.10
NEE
-0.210.081.01-0.10-0.19
MDT
0.210.491.070.250.87
JEPQ
0.390.701.110.401.45
FRT
Federal Realty Investment Trust
-0.14-0.080.99-0.14-0.42
MMM
1.372.611.352.739.01
VTI
0.470.841.120.521.96
JPM
1.101.781.261.444.85
IBM
International Business Machines Corporation
2.072.811.413.3910.39
SPGI
0.841.301.181.003.49
PPG
-0.67-0.830.90-0.46-1.49
WMT
2.533.371.472.859.54
PG
-0.11-0.011.00-0.16-0.38
ENB
Enbridge Inc.
1.902.621.352.0310.54
F
Ford Motor Company
-0.26-0.110.98-0.28-0.42
JEPI
JPMorgan Equity Premium Income ETF
0.400.731.120.472.03
JNJ
0.390.691.100.491.26
TXN
-0.210.011.00-0.20-0.52
AFL
Aflac Incorporated
1.221.681.262.245.14
CME
CME Group Inc.
2.213.081.413.5711.03
LIN
0.370.641.090.451.14
TER
-0.70-0.750.90-0.62-1.23
ESS
Essex Property Trust, Inc.
0.520.891.120.722.14
ABT
Abbott Laboratories
1.502.051.261.756.90
ADP
Automatic Data Processing, Inc.
1.482.021.282.217.58
CVX
Chevron Corporation
-0.55-0.490.93-0.55-1.38
WPC
0.550.921.110.391.60
VXUS
0.560.951.130.732.32
CAG
Conagra Brands, Inc.
-0.86-1.080.87-0.55-1.45
ITW
Illinois Tool Works Inc.
-0.020.201.030.030.11
LOW
-0.130.101.01-0.05-0.11
PEP
-1.22-1.650.80-0.82-1.90
ABBV
AbbVie Inc.
0.731.001.150.882.16
UGI
1.752.761.371.1410.55
APD
Air Products and Chemicals, Inc.
0.370.811.100.431.20
MCD
0.981.461.191.173.78
SYK
0.761.141.151.053.23
MSFT
0.280.631.080.330.74

The current IDC-4-7-22 Sharpe ratio is 0.79. 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 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of IDC-4-7-22 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.79
0.48
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IDC-4-7-22 provided a 3.14% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.14%3.11%3.33%3.08%2.38%2.68%2.51%2.86%2.37%2.63%2.63%2.32%
VZ
6.19%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
SCHW
1.53%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%
BAC
Bank of America Corporation
2.45%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
5.32%7.71%5.51%6.29%2.80%3.50%5.23%5.71%3.89%6.07%4.31%5.85%
BCS
Barclays PLC
2.59%3.13%4.87%4.17%1.60%3.90%3.72%3.21%1.39%2.25%3.09%2.87%
ADM
Archer-Daniels-Midland Company
4.21%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%
NEE
3.09%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
MDT
3.35%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
JEPQ
11.50%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRT
Federal Realty Investment Trust
4.61%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%
MMM
2.01%2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%
VTI
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
JPM
1.99%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
IBM
International Business Machines Corporation
3.29%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
SPGI
0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
PPG
2.48%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%
WMT
1.12%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
PG
2.57%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
ENB
Enbridge Inc.
5.81%6.28%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%
F
Ford Motor Company
5.84%7.88%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%
JEPI
JPMorgan Equity Premium Income ETF
8.07%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
3.19%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
TXN
3.25%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
AFL
Aflac Incorporated
1.96%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%
CME
CME Group Inc.
3.72%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%
LIN
1.25%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
TER
0.62%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%
ESS
Essex Property Trust, Inc.
3.52%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%
ABT
Abbott Laboratories
1.70%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
ADP
Automatic Data Processing, Inc.
1.91%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
CVX
Chevron Corporation
4.82%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
WPC
5.78%6.41%6.17%5.43%5.12%5.91%5.17%6.26%5.82%6.65%6.48%5.26%
VXUS
3.02%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%
CAG
Conagra Brands, Inc.
6.03%5.05%4.75%3.32%3.44%2.52%2.49%3.99%2.19%1.97%2.37%2.76%
ITW
Illinois Tool Works Inc.
2.43%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%
LOW
2.05%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
PEP
4.14%3.52%2.92%2.51%2.45%2.71%2.79%3.25%2.64%2.83%2.76%2.68%
ABBV
AbbVie Inc.
3.44%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
UGI
4.29%5.31%6.04%3.84%2.97%3.76%2.68%1.93%2.10%2.04%2.67%2.16%
APD
Air Products and Chemicals, Inc.
2.63%1.83%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.20%0.00%0.00%
MCD
2.19%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
SYK
0.86%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%
MSFT
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.88%
-7.82%
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IDC-4-7-22. 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 IDC-4-7-22 was 14.70%, occurring on Sep 30, 2022. Recovery took 39 trading sessions.

The current IDC-4-7-22 drawdown is 3.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.7%Aug 17, 202232Sep 30, 202239Nov 25, 202271
-12.91%Mar 3, 202527Apr 8, 2025
-12.45%Jul 27, 202366Oct 27, 202340Dec 26, 2023106
-11.74%May 5, 202231Jun 17, 202238Aug 12, 202269
-6.68%Feb 3, 202325Mar 10, 202367Jun 15, 202392

Volatility

Volatility Chart

The current IDC-4-7-22 volatility is 4.95%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.95%
11.21%
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 43 assets, with an effective number of assets of 36.78, 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.

^GSPCCMECAGVZABBVCVXWMTJNJADMMSFTMCDPGPEPBBVATERNEEBCSSCHWIBMWPCABTUGIMDTENBSYKTXNESSFMMMAFLLOWJEPQAPDJPMLINBACADPFRTPPGSPGIVXUSITWVTIJEPIPortfolio
^GSPC1.000.210.160.210.260.330.420.220.310.780.380.310.310.490.730.380.530.520.540.370.440.420.460.490.590.710.510.590.550.490.600.930.550.600.590.600.590.520.620.690.760.620.990.830.82
CME0.211.000.200.230.240.090.250.280.130.140.270.340.290.150.030.240.140.160.160.260.310.210.210.210.260.080.270.170.140.300.120.140.210.260.240.190.290.240.180.290.170.210.200.310.33
CAG0.160.201.000.360.320.180.250.430.340.030.390.490.600.130.000.360.110.180.210.340.310.320.320.270.180.100.270.200.250.320.230.040.280.200.230.200.310.290.260.200.150.290.150.360.42
VZ0.210.230.361.000.290.220.210.410.270.070.270.390.360.200.030.340.180.190.280.340.350.380.320.290.230.160.310.220.280.300.290.100.290.230.260.280.260.330.270.210.230.310.210.340.41
ABBV0.260.240.320.291.000.220.260.490.200.090.320.420.390.160.110.270.150.190.280.320.390.270.370.250.370.190.280.190.260.320.260.170.250.280.280.240.370.310.240.250.210.290.260.440.45
CVX0.330.090.180.220.221.000.150.200.500.130.210.140.180.290.220.260.350.320.280.260.180.370.220.520.170.260.230.380.300.390.280.200.350.390.330.400.270.290.270.200.370.390.350.380.45
WMT0.420.250.250.210.260.151.000.260.190.300.340.420.400.160.190.260.140.230.330.250.300.270.300.280.380.210.320.270.300.330.350.360.300.300.340.270.340.320.280.360.270.330.410.480.48
JNJ0.220.280.430.410.490.200.261.000.290.090.390.480.510.180.040.350.150.130.270.360.510.330.460.290.320.170.320.230.290.340.280.080.310.260.330.250.390.310.290.320.200.350.220.420.48
ADM0.310.130.340.270.200.500.190.291.000.130.290.290.360.300.210.320.340.350.290.330.240.380.290.400.200.290.270.380.340.420.310.200.360.360.350.410.330.320.360.250.370.450.320.420.48
MSFT0.780.140.030.070.090.130.300.090.131.000.240.210.200.330.570.220.300.320.360.170.270.180.270.220.430.510.310.350.330.260.360.820.320.330.400.320.400.270.380.540.510.370.750.540.53
MCD0.380.270.390.270.320.210.340.390.290.241.000.500.500.260.170.360.200.240.330.370.410.280.360.320.350.260.260.260.300.390.350.280.340.320.370.270.400.340.330.370.330.390.360.530.53
PG0.310.340.490.390.420.140.420.480.290.210.501.000.650.180.080.460.120.200.320.350.480.340.410.320.410.210.320.170.320.350.300.200.400.230.410.200.420.330.320.360.250.370.290.500.53
PEP0.310.290.600.360.390.180.400.510.360.200.500.651.000.160.080.440.100.210.280.400.440.310.420.320.340.210.350.220.290.360.340.210.370.200.370.190.460.360.340.380.240.360.290.520.54
BBVA0.490.150.130.200.160.290.160.180.300.330.260.180.161.000.360.220.650.380.320.300.280.320.270.390.320.380.290.390.350.390.320.430.340.480.380.490.280.350.440.350.650.430.500.440.52
TER0.730.030.000.030.110.220.190.040.210.570.170.080.080.361.000.200.390.360.380.240.250.250.280.300.380.760.340.440.410.260.420.730.410.390.430.410.380.350.510.460.620.490.740.540.58
NEE0.380.240.360.340.270.260.260.350.320.220.360.460.440.220.201.000.230.300.270.420.380.460.370.460.320.300.430.320.350.370.410.260.420.260.390.300.370.420.360.400.370.390.380.520.55
BCS0.530.140.110.180.150.350.140.150.340.300.200.120.100.650.390.231.000.430.310.290.260.410.310.450.290.390.340.480.400.420.350.430.350.580.380.620.300.420.460.390.660.440.550.470.56
SCHW0.520.160.180.190.190.320.230.130.350.320.240.200.210.380.360.300.431.000.370.330.250.380.260.360.310.430.390.440.420.480.390.410.360.570.390.630.390.440.420.410.430.450.540.530.56
IBM0.540.160.210.280.280.280.330.270.290.360.330.320.280.320.380.270.310.371.000.390.350.380.300.350.350.420.320.380.410.410.380.460.390.410.420.420.460.380.360.430.420.460.540.580.58
WPC0.370.260.340.340.320.260.250.360.330.170.370.350.400.300.240.420.290.330.391.000.380.480.400.410.330.340.590.400.380.370.400.250.400.310.350.370.410.660.410.430.410.450.390.510.60
ABT0.440.310.310.350.390.180.300.510.240.270.410.480.440.280.250.380.260.250.350.381.000.350.630.350.580.330.410.360.360.370.390.330.410.370.440.360.510.390.400.450.390.430.440.550.63
UGI0.420.210.320.380.270.370.270.330.380.180.280.340.310.320.250.460.410.380.380.480.351.000.420.500.310.340.470.450.490.440.390.270.410.410.360.500.390.530.430.400.420.510.440.510.64
MDT0.460.210.320.320.370.220.300.460.290.270.360.410.420.270.280.370.310.260.300.400.630.421.000.350.580.350.410.380.440.400.360.350.420.380.410.420.460.410.450.450.410.460.470.550.63
ENB0.490.210.270.290.250.520.280.290.400.220.320.320.320.390.300.460.450.360.350.410.350.500.351.000.330.340.390.450.430.450.390.360.430.420.430.480.350.480.410.420.590.440.500.540.61
SYK0.590.260.180.230.370.170.380.320.200.430.350.410.340.320.380.320.290.310.350.330.580.310.580.331.000.410.410.350.340.370.430.530.420.380.470.350.440.410.450.560.460.450.580.620.65
TXN0.710.080.100.160.190.260.210.170.290.510.260.210.210.380.760.300.390.430.420.340.330.340.350.340.411.000.400.500.470.320.470.670.440.420.440.440.460.410.520.480.590.540.710.610.65
ESS0.510.270.270.310.280.230.320.320.270.310.260.320.350.290.340.430.340.390.320.590.410.470.410.390.410.401.000.440.420.410.470.380.430.410.360.460.450.680.470.510.430.470.520.570.65
F0.590.170.200.220.190.380.270.230.380.350.260.170.220.390.440.320.480.440.380.400.360.450.380.450.350.500.441.000.470.440.530.480.430.490.370.540.410.520.560.450.540.540.620.550.67
MMM0.550.140.250.280.260.300.300.290.340.330.300.320.290.350.410.350.400.420.410.380.360.490.440.430.340.470.420.471.000.440.520.430.470.500.430.510.440.470.520.480.510.560.580.580.66
AFL0.490.300.320.300.320.390.330.340.420.260.390.350.360.390.260.370.420.480.410.370.370.440.400.450.370.320.410.440.441.000.380.340.440.590.480.570.520.470.450.450.430.540.500.610.65
LOW0.600.120.230.290.260.280.350.280.310.360.350.300.340.320.420.410.350.390.380.400.390.390.360.390.430.470.470.530.520.381.000.490.450.390.430.450.450.500.580.550.500.580.620.620.68
JEPQ0.930.140.040.100.170.200.360.080.200.820.280.200.210.430.730.260.430.410.460.250.330.270.350.360.530.670.380.480.430.340.491.000.430.460.480.450.470.370.500.590.680.480.910.710.66
APD0.550.210.280.290.250.350.300.310.360.320.340.400.370.340.410.420.350.360.390.400.410.410.420.430.420.440.430.430.470.440.450.431.000.430.640.420.470.460.560.490.520.560.570.610.69
JPM0.600.260.200.230.280.390.300.260.360.330.320.230.200.480.390.260.580.570.410.310.370.410.380.420.380.420.410.490.500.590.390.460.431.000.450.780.450.480.500.460.510.550.610.600.65
LIN0.590.240.230.260.280.330.340.330.350.400.370.410.370.380.430.390.380.390.420.350.440.360.410.430.470.440.360.370.430.480.430.480.640.451.000.390.520.380.580.520.550.570.590.650.69
BAC0.600.190.200.280.240.400.270.250.410.320.270.200.190.490.410.300.620.630.420.370.360.500.420.480.350.440.460.540.510.570.450.450.420.780.391.000.430.530.510.460.550.530.620.570.66
ADP0.590.290.310.260.370.270.340.390.330.400.400.420.460.280.380.370.300.390.460.410.510.390.460.350.440.460.450.410.440.520.450.470.470.450.520.431.000.470.480.550.430.540.590.680.69
FRT0.520.240.290.330.310.290.320.310.320.270.340.330.360.350.350.420.420.440.380.660.390.530.410.480.410.410.680.520.470.470.500.370.460.480.380.530.471.000.530.520.490.560.540.600.69
PPG0.620.180.260.270.240.270.280.290.360.380.330.320.340.440.510.360.460.420.360.410.400.430.450.410.450.520.470.560.520.450.580.500.560.500.580.510.480.531.000.540.600.660.640.640.71
SPGI0.690.290.200.210.250.200.360.320.250.540.370.360.380.350.460.400.390.410.430.430.450.400.450.420.560.480.510.450.480.450.550.590.490.460.520.460.550.520.541.000.550.570.700.690.72
VXUS0.760.170.150.230.210.370.270.200.370.510.330.250.240.650.620.370.660.430.420.410.390.420.410.590.460.590.430.540.510.430.500.680.520.510.550.550.430.490.600.551.000.570.780.660.73
ITW0.620.210.290.310.290.390.330.350.450.370.390.370.360.430.490.390.440.450.460.450.430.510.460.440.450.540.470.540.560.540.580.480.560.550.570.530.540.560.660.570.571.000.640.700.77
VTI0.990.200.150.210.260.350.410.220.320.750.360.290.290.500.740.380.550.540.540.390.440.440.470.500.580.710.520.620.580.500.620.910.570.610.590.620.590.540.640.700.780.641.000.820.83
JEPI0.830.310.360.340.440.380.480.420.420.540.530.500.520.440.540.520.470.530.580.510.550.510.550.540.620.610.570.550.580.610.620.710.610.600.650.570.680.600.640.690.660.700.821.000.90
Portfolio0.820.330.420.410.450.450.480.480.480.530.530.530.540.520.580.550.560.560.580.600.630.640.630.610.650.650.650.670.660.650.680.660.690.650.690.660.690.690.710.720.730.770.830.901.00
The correlation results are calculated based on daily price changes starting from May 5, 2022