My stocks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
My stocks
Currency in USD · Last updated May 9, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AFL Aflac Incorporated | Financial Services | 1.75% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 1.75% |
BTI British American Tobacco p.l.c. | Consumer Defensive | 7.20% |
CMRE Costamare Inc. | Industrials | 1.75% |
DIA SPDR Dow Jones Industrial Average ETF | Large Cap Growth Equities | 7.20% |
FDX FedEx Corporation | Industrials | 1.75% |
FL Foot Locker, Inc. | Consumer Cyclical | 1.75% |
FNF Fidelity National Financial, Inc. | Financial Services | 1.75% |
GM General Motors Company | Consumer Cyclical | 1.75% |
HUN Huntsman Corporation | Basic Materials | 7.20% |
INTC Intel Corporation | Technology | 7.20% |
IP International Paper Company | Consumer Cyclical | 1.75% |
KSS Kohl's Corporation | Consumer Cyclical | 1.75% |
M Macy's, Inc. | Consumer Cyclical | 1.75% |
MGV Vanguard Mega Cap Value ETF | Large Cap Value Equities | 7.20% |
PCH PotlatchDeltic Corporation | Real Estate | 7.20% |
PFE Pfizer Inc. | Healthcare | 7.20% |
PGRE Paramount Group, Inc. | Real Estate | 1.75% |
QQQ Invesco QQQ | Large Cap Blend Equities | 7.20% |
SHEL | 1.75% | |
TM | 1.75% | |
TSN | 1.75% | |
VOO | 7.20% | |
VOOV | 1.75% | |
VZ | 7.20% | |
XOM | 1.75% |
Every 3 months
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My stocks, 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.
My stocks
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Nov 19, 2014, corresponding to the inception date of PGRE
Returns By Period
As of May 9, 2025, the My stocks returned -4.84% Year-To-Date and 7.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| My stocks | -4.84% | 8.20% | -9.57% | -3.00% | 9.67% | 7.16% |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 13.23% | 4.18% | 11.54% | 26.30% | 23.82% | 13.41% |
AFL Aflac Incorporated | 3.34% | 6.55% | -0.06% | 27.92% | 27.14% | 15.52% |
PGRE Paramount Group, Inc. | -7.89% | 15.48% | -12.50% | -4.28% | -9.57% | -10.38% |
CMRE Costamare Inc. | -38.08% | -5.83% | -45.28% | -38.29% | 15.97% | -2.93% |
M Macy's, Inc. | -29.42% | 17.66% | -26.58% | -35.28% | 20.40% | -12.19% |
KSS Kohl's Corporation | -48.97% | 14.24% | -59.65% | -67.54% | -12.57% | -16.78% |
BTI British American Tobacco p.l.c. | 21.43% | 9.48% | 27.14% | 55.88% | 11.29% | 3.96% |
GM General Motors Company | -10.89% | 11.46% | -14.10% | 6.15% | 15.31% | 5.55% |
FDX FedEx Corporation | -21.66% | 10.67% | -21.79% | -13.26% | 14.76% | 3.79% |
FNF Fidelity National Financial, Inc. | 7.24% | 2.45% | 2.69% | 18.55% | 24.93% | 11.20% |
FL Foot Locker, Inc. | -43.84% | 6.63% | -50.82% | -48.74% | -11.71% | -12.74% |
HUN Huntsman Corporation | -32.33% | -1.88% | -41.53% | -49.74% | -1.87% | -3.03% |
INTC Intel Corporation | 4.74% | 15.83% | -19.94% | -29.56% | -17.00% | -1.91% |
IP International Paper Company | -15.84% | 0.58% | -21.82% | 18.72% | 12.54% | 1.60% |
PFE Pfizer Inc. | -11.99% | 5.17% | -13.65% | -13.66% | -4.28% | 0.57% |
PCH PotlatchDeltic Corporation | -1.85% | -0.18% | -8.50% | -6.40% | 6.59% | 6.35% |
SHEL | 4.99% | 8.92% | -3.11% | -6.73% | 18.53% | 5.12% |
TM | -3.44% | 17.95% | 5.31% | -17.75% | 11.54% | 6.16% |
VZ | 12.82% | 5.07% | 11.21% | 17.96% | 0.42% | 3.89% |
TSN | -1.10% | -2.27% | -2.49% | -1.60% | 1.53% | 5.55% |
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.56% | 17.20% |
DIA SPDR Dow Jones Industrial Average ETF | -2.31% | 9.99% | -4.64% | 7.71% | 13.28% | 10.90% |
MGV Vanguard Mega Cap Value ETF | 0.40% | 8.60% | -3.48% | 8.88% | 14.48% | 10.18% |
VOO | -3.28% | 13.71% | -4.52% | 10.70% | 15.88% | 12.40% |
VOOV | -2.48% | 10.11% | -6.72% | 3.94% | 14.35% | 9.45% |
XOM | -0.51% | 5.26% | -10.94% | -5.60% | 23.90% | 6.51% |
*Annualized
Monthly Returns
The table below presents the monthly returns of My stocks, 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 | 1.64% | 1.88% | -2.37% | -5.25% | -0.66% | -4.84% | |||||||
| 2024 | -0.82% | 2.21% | 4.30% | -7.76% | 5.54% | 0.00% | 4.48% | -1.15% | 1.86% | -3.42% | 4.01% | -5.47% | 2.83% |
| 2023 | 6.37% | -5.17% | 1.92% | -0.32% | -5.17% | 7.71% | 4.17% | -3.28% | -3.99% | -1.81% | 9.36% | 4.74% | 13.87% |
| 2022 | -0.27% | -0.86% | 1.48% | -6.39% | 2.79% | -9.65% | 3.00% | -4.24% | -10.57% | 9.51% | 6.24% | -4.47% | -14.49% |
| 2021 | 0.84% | 4.05% | 6.52% | 2.65% | 1.83% | -0.91% | -0.31% | 2.62% | -2.25% | 2.99% | 0.37% | 6.89% | 27.91% |
| 2020 | -2.51% | -10.31% | -14.35% | 11.95% | 2.98% | 0.32% | 1.47% | 6.95% | -1.26% | -2.24% | 14.39% | 4.10% | 8.07% |
| 2019 | 7.42% | 3.48% | 1.91% | 1.03% | -9.32% | 7.62% | 0.46% | -2.89% | 4.74% | 2.38% | 3.14% | 3.29% | 24.47% |
| 2018 | 4.69% | -4.35% | -1.48% | 0.48% | 2.27% | -0.54% | 3.13% | 0.39% | -1.35% | -5.60% | 0.91% | -8.19% | -9.91% |
| 2017 | 0.62% | 4.44% | 1.14% | 0.40% | -0.28% | 0.61% | 2.06% | -0.43% | 4.08% | 3.69% | 3.30% | 2.26% | 24.05% |
| 2016 | -5.29% | 0.82% | 8.91% | 2.77% | -0.05% | 0.83% | 5.58% | 1.05% | 0.20% | -3.42% | 4.21% | 1.94% | 18.14% |
| 2015 | -2.68% | 5.51% | -1.61% | 0.94% | 0.84% | -3.30% | 0.81% | -7.06% | -4.68% | 10.30% | -0.35% | -3.17% | -5.49% |
| 2014 | 1.40% | -2.07% | -0.69% |
Expense Ratio
My stocks has an expense ratio of 0.03%, 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 My stocks is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.31 | 1.87 | 1.27 | 3.00 | 7.56 |
AFL Aflac Incorporated | 1.22 | 1.68 | 1.26 | 2.24 | 5.14 |
PGRE Paramount Group, Inc. | -0.16 | -0.02 | 1.00 | -0.07 | -0.44 |
CMRE Costamare Inc. | -0.90 | -0.96 | 0.86 | -0.63 | -1.37 |
M Macy's, Inc. | -0.75 | -0.95 | 0.88 | -0.46 | -1.52 |
KSS Kohl's Corporation | -0.95 | -1.55 | 0.78 | -0.76 | -1.62 |
BTI British American Tobacco p.l.c. | 2.83 | 3.43 | 1.55 | 1.73 | 12.43 |
GM General Motors Company | 0.15 | 0.47 | 1.06 | 0.15 | 0.42 |
FDX FedEx Corporation | -0.40 | -0.30 | 0.95 | -0.38 | -0.91 |
FNF Fidelity National Financial, Inc. | 0.72 | 1.13 | 1.15 | 1.29 | 3.30 |
FL Foot Locker, Inc. | -0.86 | -1.21 | 0.86 | -0.59 | -1.41 |
HUN Huntsman Corporation | -1.25 | -2.20 | 0.74 | -0.72 | -2.07 |
INTC Intel Corporation | -0.48 | -0.39 | 0.95 | -0.44 | -0.93 |
IP International Paper Company | 0.50 | 1.04 | 1.14 | 0.76 | 2.17 |
PFE Pfizer Inc. | -0.62 | -0.58 | 0.93 | -0.21 | -0.91 |
PCH PotlatchDeltic Corporation | -0.27 | -0.14 | 0.98 | -0.20 | -0.70 |
SHEL | -0.35 | -0.27 | 0.96 | -0.39 | -0.91 |
TM | -0.54 | -0.70 | 0.92 | -0.49 | -0.89 |
VZ | 0.77 | 1.17 | 1.17 | 0.82 | 3.35 |
TSN | -0.11 | 0.08 | 1.01 | -0.03 | -0.15 |
QQQ Invesco QQQ | 0.46 | 0.81 | 1.11 | 0.51 | 1.66 |
DIA SPDR Dow Jones Industrial Average ETF | 0.40 | 0.81 | 1.11 | 0.51 | 1.81 |
MGV Vanguard Mega Cap Value ETF | 0.53 | 0.92 | 1.13 | 0.69 | 2.60 |
VOO | 0.53 | 0.90 | 1.13 | 0.57 | 2.21 |
VOOV | 0.19 | 0.47 | 1.07 | 0.23 | 0.78 |
XOM | -0.31 | -0.16 | 0.98 | -0.30 | -0.66 |
My stocks
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
My stocks provided a 4.12% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.12% | 3.70% | 3.61% | 3.92% | 3.31% | 2.99% | 3.05% | 4.19% | 2.66% | 2.99% | 3.17% | 2.57% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway 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% |
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% |
PGRE Paramount Group, Inc. | 0.77% | 1.42% | 3.53% | 5.22% | 3.36% | 4.09% | 2.87% | 3.18% | 2.40% | 2.38% | 2.31% | 0.00% |
CMRE Costamare Inc. | 5.91% | 3.58% | 4.42% | 10.34% | 3.40% | 4.83% | 4.20% | 9.11% | 8.67% | 17.32% | 11.04% | 6.30% |
M Macy's, Inc. | 5.97% | 4.11% | 3.28% | 3.06% | 1.15% | 3.36% | 8.89% | 5.08% | 6.00% | 4.17% | 3.98% | 1.81% |
KSS Kohl's Corporation | 23.02% | 14.25% | 6.97% | 7.92% | 2.02% | 1.73% | 5.26% | 3.68% | 4.06% | 4.05% | 3.78% | 2.56% |
BTI British American Tobacco p.l.c. | 6.88% | 8.16% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.77% | 4.21% | 4.55% |
GM General Motors Company | 1.01% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% |
FDX FedEx Corporation | 2.52% | 1.92% | 1.95% | 2.42% | 1.12% | 1.00% | 1.72% | 1.52% | 0.76% | 0.78% | 0.64% | 0.43% |
FNF Fidelity National Financial, Inc. | 3.28% | 3.46% | 3.59% | 8.72% | 2.99% | 1.79% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FL Foot Locker, Inc. | 0.00% | 0.00% | 5.14% | 3.97% | 1.95% | 2.30% | 3.81% | 2.53% | 2.57% | 1.52% | 1.49% | 1.53% |
HUN Huntsman Corporation | 8.32% | 5.55% | 3.78% | 3.09% | 2.08% | 2.59% | 2.69% | 3.37% | 1.50% | 2.62% | 4.40% | 2.19% |
INTC Intel Corporation | 0.60% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
IP International Paper Company | 4.10% | 3.42% | 5.09% | 5.31% | 10.38% | 2.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFE Pfizer Inc. | 9.23% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
PCH PotlatchDeltic Corporation | 4.72% | 4.59% | 3.67% | 6.18% | 9.42% | 3.22% | 3.70% | 16.25% | 3.06% | 3.60% | 4.96% | 3.40% |
SHEL | 4.27% | 4.39% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% |
TM | 1.38% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% |
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% |
TSN | 3.51% | 3.43% | 3.59% | 2.99% | 2.06% | 2.65% | 2.11% | 2.39% | 1.48% | 1.09% | 0.84% | 0.81% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
DIA SPDR Dow Jones Industrial Average ETF | 1.62% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% |
MGV Vanguard Mega Cap Value ETF | 2.30% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% |
VOO | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VOOV | 2.20% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% |
XOM | 3.66% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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.
My stocks
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the My stocks. 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 My stocks was 36.03%, occurring on Mar 23, 2020. Recovery took 167 trading sessions.
The current My stocks drawdown is 10.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.03% | Jan 21, 2020 | 44 | Mar 23, 2020 | 167 | Nov 17, 2020 | 211 |
| -25.34% | Jan 18, 2022 | 178 | Sep 30, 2022 | 448 | Jul 16, 2024 | 626 |
| -21.39% | Jan 29, 2018 | 229 | Dec 24, 2018 | 220 | Nov 7, 2019 | 449 |
| -18.66% | May 22, 2015 | 167 | Jan 20, 2016 | 118 | Jul 8, 2016 | 285 |
| -17.25% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current My stocks volatility is 5.87%, 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.
My stocks
Benchmark (^GSPC)
Portfolio components
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 26 assets, with an effective number of assets of 17.62, 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 | VZ | PFE | BTI | TSN | CMRE | M | KSS | FL | SHEL | TM | PGRE | FNF | INTC | XOM | PCH | HUN | FDX | GM | IP | QQQ | AFL | BRK-B | VOO | DIA | MGV | VOOV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.34 | 0.41 | 0.38 | 0.34 | 0.38 | 0.42 | 0.42 | 0.43 | 0.44 | 0.54 | 0.47 | 0.51 | 0.63 | 0.46 | 0.51 | 0.53 | 0.60 | 0.55 | 0.54 | 0.91 | 0.58 | 0.69 | 1.00 | 0.91 | 0.87 | 0.88 | 0.86 |
| VZ | 0.34 | 1.00 | 0.34 | 0.32 | 0.34 | 0.14 | 0.16 | 0.17 | 0.20 | 0.22 | 0.24 | 0.29 | 0.27 | 0.22 | 0.27 | 0.26 | 0.21 | 0.27 | 0.23 | 0.31 | 0.20 | 0.37 | 0.40 | 0.34 | 0.41 | 0.48 | 0.45 | 0.45 |
| PFE | 0.41 | 0.34 | 1.00 | 0.28 | 0.25 | 0.16 | 0.16 | 0.15 | 0.18 | 0.22 | 0.25 | 0.23 | 0.27 | 0.25 | 0.26 | 0.29 | 0.25 | 0.26 | 0.26 | 0.29 | 0.32 | 0.33 | 0.40 | 0.41 | 0.44 | 0.50 | 0.45 | 0.49 |
| BTI | 0.38 | 0.32 | 0.28 | 1.00 | 0.29 | 0.18 | 0.18 | 0.16 | 0.21 | 0.34 | 0.32 | 0.28 | 0.27 | 0.25 | 0.28 | 0.30 | 0.26 | 0.25 | 0.26 | 0.29 | 0.29 | 0.33 | 0.35 | 0.38 | 0.41 | 0.44 | 0.43 | 0.50 |
| TSN | 0.34 | 0.34 | 0.25 | 0.29 | 1.00 | 0.20 | 0.24 | 0.28 | 0.27 | 0.23 | 0.24 | 0.33 | 0.32 | 0.24 | 0.30 | 0.31 | 0.29 | 0.30 | 0.30 | 0.36 | 0.22 | 0.36 | 0.36 | 0.35 | 0.40 | 0.44 | 0.44 | 0.46 |
| CMRE | 0.38 | 0.14 | 0.16 | 0.18 | 0.20 | 1.00 | 0.29 | 0.29 | 0.29 | 0.39 | 0.30 | 0.29 | 0.26 | 0.26 | 0.37 | 0.31 | 0.41 | 0.32 | 0.36 | 0.36 | 0.30 | 0.33 | 0.31 | 0.38 | 0.38 | 0.41 | 0.43 | 0.48 |
| M | 0.42 | 0.16 | 0.16 | 0.18 | 0.24 | 0.29 | 1.00 | 0.73 | 0.53 | 0.27 | 0.26 | 0.36 | 0.29 | 0.29 | 0.31 | 0.33 | 0.38 | 0.37 | 0.42 | 0.37 | 0.31 | 0.33 | 0.35 | 0.42 | 0.44 | 0.44 | 0.47 | 0.55 |
| KSS | 0.42 | 0.17 | 0.15 | 0.16 | 0.28 | 0.29 | 0.73 | 1.00 | 0.53 | 0.27 | 0.26 | 0.36 | 0.31 | 0.28 | 0.31 | 0.33 | 0.37 | 0.35 | 0.43 | 0.38 | 0.31 | 0.32 | 0.34 | 0.42 | 0.43 | 0.44 | 0.48 | 0.54 |
| FL | 0.43 | 0.20 | 0.18 | 0.21 | 0.27 | 0.29 | 0.53 | 0.53 | 1.00 | 0.24 | 0.28 | 0.36 | 0.34 | 0.28 | 0.28 | 0.36 | 0.36 | 0.38 | 0.41 | 0.38 | 0.33 | 0.35 | 0.36 | 0.43 | 0.46 | 0.46 | 0.49 | 0.55 |
| SHEL | 0.44 | 0.22 | 0.22 | 0.34 | 0.23 | 0.39 | 0.27 | 0.27 | 0.24 | 1.00 | 0.37 | 0.31 | 0.28 | 0.31 | 0.71 | 0.30 | 0.42 | 0.33 | 0.37 | 0.37 | 0.30 | 0.41 | 0.42 | 0.44 | 0.48 | 0.54 | 0.54 | 0.53 |
| TM | 0.54 | 0.24 | 0.25 | 0.32 | 0.24 | 0.30 | 0.26 | 0.26 | 0.28 | 0.37 | 1.00 | 0.33 | 0.35 | 0.38 | 0.33 | 0.34 | 0.36 | 0.40 | 0.45 | 0.38 | 0.48 | 0.40 | 0.43 | 0.54 | 0.54 | 0.53 | 0.53 | 0.55 |
| PGRE | 0.47 | 0.29 | 0.23 | 0.28 | 0.33 | 0.29 | 0.36 | 0.36 | 0.36 | 0.31 | 0.33 | 1.00 | 0.43 | 0.29 | 0.32 | 0.43 | 0.36 | 0.37 | 0.42 | 0.41 | 0.34 | 0.42 | 0.41 | 0.47 | 0.49 | 0.51 | 0.53 | 0.56 |
| FNF | 0.51 | 0.27 | 0.27 | 0.27 | 0.32 | 0.26 | 0.29 | 0.31 | 0.34 | 0.28 | 0.35 | 0.43 | 1.00 | 0.32 | 0.30 | 0.41 | 0.37 | 0.37 | 0.38 | 0.40 | 0.39 | 0.50 | 0.47 | 0.51 | 0.53 | 0.54 | 0.55 | 0.56 |
| INTC | 0.63 | 0.22 | 0.25 | 0.25 | 0.24 | 0.26 | 0.29 | 0.28 | 0.28 | 0.31 | 0.38 | 0.29 | 0.32 | 1.00 | 0.31 | 0.34 | 0.36 | 0.43 | 0.38 | 0.36 | 0.64 | 0.34 | 0.42 | 0.63 | 0.57 | 0.56 | 0.57 | 0.65 |
| XOM | 0.46 | 0.27 | 0.26 | 0.28 | 0.30 | 0.37 | 0.31 | 0.31 | 0.28 | 0.71 | 0.33 | 0.32 | 0.30 | 0.31 | 1.00 | 0.31 | 0.43 | 0.36 | 0.38 | 0.39 | 0.28 | 0.47 | 0.49 | 0.46 | 0.53 | 0.61 | 0.59 | 0.56 |
| PCH | 0.51 | 0.26 | 0.29 | 0.30 | 0.31 | 0.31 | 0.33 | 0.33 | 0.36 | 0.30 | 0.34 | 0.43 | 0.41 | 0.34 | 0.31 | 1.00 | 0.42 | 0.41 | 0.38 | 0.43 | 0.40 | 0.40 | 0.44 | 0.52 | 0.51 | 0.53 | 0.56 | 0.65 |
| HUN | 0.53 | 0.21 | 0.25 | 0.26 | 0.29 | 0.41 | 0.38 | 0.37 | 0.36 | 0.42 | 0.36 | 0.36 | 0.37 | 0.36 | 0.43 | 0.42 | 1.00 | 0.47 | 0.47 | 0.53 | 0.40 | 0.43 | 0.47 | 0.53 | 0.56 | 0.59 | 0.61 | 0.70 |
| FDX | 0.60 | 0.27 | 0.26 | 0.25 | 0.30 | 0.32 | 0.37 | 0.35 | 0.38 | 0.33 | 0.40 | 0.37 | 0.37 | 0.43 | 0.36 | 0.41 | 0.47 | 1.00 | 0.47 | 0.49 | 0.49 | 0.44 | 0.53 | 0.59 | 0.61 | 0.62 | 0.63 | 0.64 |
| GM | 0.55 | 0.23 | 0.26 | 0.26 | 0.30 | 0.36 | 0.42 | 0.43 | 0.41 | 0.37 | 0.45 | 0.42 | 0.38 | 0.38 | 0.38 | 0.38 | 0.47 | 0.47 | 1.00 | 0.50 | 0.43 | 0.46 | 0.49 | 0.55 | 0.59 | 0.60 | 0.63 | 0.63 |
| IP | 0.54 | 0.31 | 0.29 | 0.29 | 0.36 | 0.36 | 0.37 | 0.38 | 0.38 | 0.37 | 0.38 | 0.41 | 0.40 | 0.36 | 0.39 | 0.43 | 0.53 | 0.49 | 0.50 | 1.00 | 0.39 | 0.49 | 0.52 | 0.54 | 0.58 | 0.62 | 0.63 | 0.65 |
| QQQ | 0.91 | 0.20 | 0.32 | 0.29 | 0.22 | 0.30 | 0.31 | 0.31 | 0.33 | 0.30 | 0.48 | 0.34 | 0.39 | 0.64 | 0.28 | 0.40 | 0.40 | 0.49 | 0.43 | 0.39 | 1.00 | 0.38 | 0.50 | 0.91 | 0.74 | 0.66 | 0.68 | 0.69 |
| AFL | 0.58 | 0.37 | 0.33 | 0.33 | 0.36 | 0.33 | 0.33 | 0.32 | 0.35 | 0.41 | 0.40 | 0.42 | 0.50 | 0.34 | 0.47 | 0.40 | 0.43 | 0.44 | 0.46 | 0.49 | 0.38 | 1.00 | 0.69 | 0.58 | 0.67 | 0.72 | 0.71 | 0.64 |
| BRK-B | 0.69 | 0.40 | 0.40 | 0.35 | 0.36 | 0.31 | 0.35 | 0.34 | 0.36 | 0.42 | 0.43 | 0.41 | 0.47 | 0.42 | 0.49 | 0.44 | 0.47 | 0.53 | 0.49 | 0.52 | 0.50 | 0.69 | 1.00 | 0.69 | 0.76 | 0.81 | 0.79 | 0.72 |
| VOO | 1.00 | 0.34 | 0.41 | 0.38 | 0.35 | 0.38 | 0.42 | 0.42 | 0.43 | 0.44 | 0.54 | 0.47 | 0.51 | 0.63 | 0.46 | 0.52 | 0.53 | 0.59 | 0.55 | 0.54 | 0.91 | 0.58 | 0.69 | 1.00 | 0.91 | 0.87 | 0.88 | 0.86 |
| DIA | 0.91 | 0.41 | 0.44 | 0.41 | 0.40 | 0.38 | 0.44 | 0.43 | 0.46 | 0.48 | 0.54 | 0.49 | 0.53 | 0.57 | 0.53 | 0.51 | 0.56 | 0.61 | 0.59 | 0.58 | 0.74 | 0.67 | 0.76 | 0.91 | 1.00 | 0.93 | 0.93 | 0.88 |
| MGV | 0.87 | 0.48 | 0.50 | 0.44 | 0.44 | 0.41 | 0.44 | 0.44 | 0.46 | 0.54 | 0.53 | 0.51 | 0.54 | 0.56 | 0.61 | 0.53 | 0.59 | 0.62 | 0.60 | 0.62 | 0.66 | 0.72 | 0.81 | 0.87 | 0.93 | 1.00 | 0.96 | 0.90 |
| VOOV | 0.88 | 0.45 | 0.45 | 0.43 | 0.44 | 0.43 | 0.47 | 0.48 | 0.49 | 0.54 | 0.53 | 0.53 | 0.55 | 0.57 | 0.59 | 0.56 | 0.61 | 0.63 | 0.63 | 0.63 | 0.68 | 0.71 | 0.79 | 0.88 | 0.93 | 0.96 | 1.00 | 0.92 |
| Portfolio | 0.86 | 0.45 | 0.49 | 0.50 | 0.46 | 0.48 | 0.55 | 0.54 | 0.55 | 0.53 | 0.55 | 0.56 | 0.56 | 0.65 | 0.56 | 0.65 | 0.70 | 0.64 | 0.63 | 0.65 | 0.69 | 0.64 | 0.72 | 0.86 | 0.88 | 0.90 | 0.92 | 1.00 |
The correlation results are calculated based on daily price changes starting from Nov 20, 2014