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sia
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

sia

Last updated Oct 10, 2024

Asset Allocation

ORCL 4.95%LLY 4.34%MSI 4.02%MSFT 3.65%TXN 3.19%CSCO 3.12%ACN 2.94%RSG 2.82%WMT 2.71%WM 2.39%DUK 2.38%UNH 2.3%TMUS 2.27%MRK 2.17%GILD 2.13%PAYX 2.1%ABBV 2.03%PG 2.02%PEP 1.97%SO 1.94%JNJ 1.87%VZ 1.84%GOOG 1.77%MCD 1.69%DHR 1.69%K 1.68%ED 1.62%KR 1.57%WCN 1.52%REGN 1.41%NEM 1.39%ATVI 1.38%HSY 1.35%BR 1.34%GIS 1.24%ODFL 1.24%XEL 1.23%WEC 1.22%EXPD 1.21%PSA 1.21%AMGN 1.12%ADP 1.12%HZNP 1.11%HD 1.04%EA 1%BMY 1%EquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.		Healthcare
2.03%
ACN
Accenture plc		Technology
2.94%
ADP
Automatic Data Processing, Inc.		Industrials
1.12%
AMCR
Amcor plc		Consumer Cyclical
0.54%
AMGN
Amgen Inc.		Healthcare
1.12%
APD
Air Products and Chemicals, Inc.		Basic Materials
0.39%
ATVI
Activision Blizzard, Inc.		Communication Services
1.38%
AZO
AutoZone, Inc.		Consumer Cyclical
0.87%
BDX
Becton, Dickinson and Company		Healthcare
0.99%
BMY
Bristol-Myers Squibb Company		Healthcare
1%
BR
Broadridge Financial Solutions, Inc.		Technology
1.34%
CF
CF Industries Holdings, Inc.		Basic Materials
0.53%
CHRW
C.H. Robinson Worldwide, Inc.		Industrials
0.75%
CMCSA
Comcast Corporation		Communication Services
0.49%
CSCO
Cisco Systems, Inc.		Technology
3.12%
CTVA
Corteva, Inc.		Basic Materials
0.52%
DG
Dollar General Corporation		Consumer Defensive
0.45%
DHR
Danaher Corporation		Healthcare
1.69%
DPZ
Domino's Pizza, Inc.		Consumer Cyclical
0.52%
DUK
Duke Energy Corporation		Utilities
2.38%
EA
1%
ED
1.62%
EXPD
1.21%
EXR
0.14%
GILD
2.13%
GIS
1.24%
GOOG
1.77%
HD
1.04%
HSY
1.35%
HZNP
1.11%
JNJ
1.87%
K
1.68%
KR
1.57%
LBRDK
0.17%
LLY
4.34%
LNG
0.42%
MCD
1.69%
MRK
2.17%
MSFT
3.65%
MSI
4.02%
NEM
1.39%
ODFL
1.24%
ORCL
4.95%
ORLY
0.82%
PAYX
2.10%
PEP
1.97%
PFE
0.86%
PG
2.02%
PSA
1.21%
REGN
1.41%
RSG
2.82%
SO
1.94%
TMUS
2.27%
TXN
3.19%
UNH
2.30%
VZ
1.84%
WCN
1.52%
WEC
1.22%
WM
2.39%
WMB
0.21%
WMT
2.71%
XEL
1.23%

Transactions

DateTypeSymbolQuantityPrice
Mar 31, 2023BuyActivision Blizzard, Inc.105$158.50
Mar 31, 2023BuyComcast Corporation86$283.95
Mar 31, 2023BuyEA50220.65
Mar 31, 2023BuyGOOG7811.22
Mar 31, 2023BuyLBRDK15242.23
Mar 31, 2023BuyTMUS77279.71
Mar 31, 2023BuyVZ30184.82
Mar 31, 2023BuyAutoZone, Inc.2$2,434.22
Mar 31, 2023BuyDomino's Pizza, Inc.9$246.58
Mar 31, 2023BuyHD1868.59

1–10 of 62

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in sia, 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%MayJuneJulyAugustSeptemberOctober
13.17%
12.23%
sia
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		21.43%5.87%12.23%32.90%14.34%11.78%
sia17.32%2.82%13.18%22.57%N/AN/A
Portfolio components:
ATVI
Activision Blizzard, Inc.		0.00%0.00%0.00%0.08%N/AN/A
CMCSA
Comcast Corporation		-2.75%5.01%5.87%-4.11%0.59%6.94%
EA
5.49%-0.39%11.47%12.84%N/AN/A
GOOG
15.99%9.04%3.68%17.43%N/AN/A
LBRDK
-0.58%34.00%61.86%-13.02%N/AN/A
TMUS
33.75%8.60%33.18%51.24%N/AN/A
VZ
22.88%3.23%10.64%45.86%N/AN/A
AZO
AutoZone, Inc.		21.68%0.82%3.98%22.06%23.79%20.02%
DPZ
Domino's Pizza, Inc.		1.24%-1.29%-17.93%17.71%11.15%19.69%
HD
22.36%13.83%20.24%42.66%N/AN/A
MCD
4.33%4.30%14.49%23.73%N/AN/A
ORLY
23.90%4.73%7.69%28.21%N/AN/A
DG
Dollar General Corporation		-37.84%3.04%-45.79%-19.80%-11.59%4.49%
GIS
13.69%-4.10%5.69%17.07%N/AN/A
HSY
2.39%-8.01%-1.29%-1.17%N/AN/A
K
47.96%0.49%43.65%64.92%N/AN/A
KR
25.04%8.04%0.34%28.31%N/AN/A
PEP
3.96%-3.17%3.71%8.22%N/AN/A
PG
17.69%-3.86%9.00%19.88%N/AN/A
WMT
54.48%3.96%33.47%55.11%N/AN/A
LNG
12.76%7.00%21.46%12.86%N/AN/A
WMB
47.45%12.55%30.37%51.09%N/AN/A
ABBV
AbbVie Inc.		29.23%-0.85%17.36%35.85%26.69%18.22%
AMGN
Amgen Inc.		14.41%-1.08%22.71%22.44%13.36%12.03%
BDX
Becton, Dickinson and Company		-1.12%0.42%-0.35%-9.41%0.72%8.26%
BMY
Bristol-Myers Squibb Company		8.11%10.08%7.78%-1.63%4.08%3.67%
DHR
Danaher Corporation		16.74%-1.32%9.73%23.77%17.49%24.85%
GILD
9.76%9.82%29.20%18.10%N/AN/A
HZNP
0.00%0.00%0.00%0.00%N/AN/A
JNJ
4.90%-3.58%8.64%4.66%N/AN/A
LLY
58.55%1.26%21.08%59.83%N/AN/A
MRK
3.08%-3.81%-11.90%9.25%N/AN/A
PFE
9.57%2.65%18.08%-3.62%N/AN/A
REGN
15.25%-11.58%8.12%21.23%N/AN/A
UNH
13.62%-0.13%32.39%14.49%N/AN/A
ADP
Automatic Data Processing, Inc.		25.58%4.95%18.35%18.14%14.56%17.32%
BR
Broadridge Financial Solutions, Inc.		8.10%4.74%8.82%23.07%14.06%20.83%
CHRW
C.H. Robinson Worldwide, Inc.		28.01%7.11%52.32%28.81%7.50%7.84%
EXPD
-4.09%-1.04%3.11%4.24%N/AN/A
ODFL
-3.67%2.46%-9.32%-8.06%N/AN/A
PAYX
20.18%5.76%14.13%21.82%N/AN/A
RSG
25.27%0.06%8.60%41.58%N/AN/A
WCN
22.42%-1.72%8.32%32.74%N/AN/A
WM
19.80%2.18%2.69%37.36%N/AN/A
ACN
Accenture plc		5.28%6.81%13.03%18.78%16.31%18.96%
CSCO
Cisco Systems, Inc.		9.47%10.82%10.61%2.66%6.11%12.14%
MSFT
11.62%2.89%-1.01%28.08%N/AN/A
MSI
50.17%6.54%34.93%65.43%N/AN/A
ORCL
70.79%27.45%46.85%64.73%N/AN/A
TXN
22.86%1.89%23.01%34.05%N/AN/A
AMCR
Amcor plc		19.00%-0.45%24.20%29.33%7.54%5.37%
APD
Air Products and Chemicals, Inc.		17.01%15.35%34.81%11.99%10.25%13.49%
CF
CF Industries Holdings, Inc.		12.17%11.44%9.52%4.93%14.40%8.12%
CTVA
Corteva, Inc.		18.96%1.25%-0.57%13.23%17.82%N/A
NEM
29.80%3.96%36.47%41.16%N/AN/A
EXR
10.60%-0.66%23.08%47.91%N/AN/A
PSA
17.53%-0.17%28.61%33.48%N/AN/A
DUK
Duke Energy Corporation		18.27%-4.98%18.94%30.54%7.34%8.23%
ED
15.50%-2.27%17.11%20.34%N/AN/A
SO
30.42%-0.44%29.70%39.02%N/AN/A
WEC
15.45%-0.58%20.60%19.33%N/AN/A
XEL
4.10%-0.58%18.63%11.94%N/AN/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.51%1.49%3.21%-3.82%2.46%2.17%2.91%4.54%1.71%17.32%
2023-41.59%1.13%-2.81%3.40%1.33%-1.11%-3.79%-1.21%4.80%2.21%-39.44%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of sia is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of sia is 5252
sia
The Sharpe Ratio Rank of sia is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of sia is 6767Sortino Ratio Rank
The Omega Ratio Rank of sia is 6262Omega Ratio Rank
The Calmar Ratio Rank of sia is 55Calmar Ratio Rank
The Martin Ratio Rank of sia is 6666Martin 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.

sia
Sharpe ratio
The chart of Sharpe ratio for sia, currently valued at 2.62, compared to the broader market0.002.004.002.62
Sortino ratio
The chart of Sortino ratio for sia, currently valued at 3.70, compared to the broader market-2.000.002.004.006.003.70
Omega ratio
The chart of Omega ratio for sia, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.801.47
Calmar ratio
The chart of Calmar ratio for sia, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.000.51
Martin ratio
The chart of Martin ratio for sia, currently valued at 16.52, compared to the broader market0.0010.0020.0030.0040.0050.0016.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market0.0010.0020.0030.0040.0050.0016.37
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ATVI
Activision Blizzard, Inc.		0.571.602.601.601.61
CMCSA
Comcast Corporation		-0.18-0.090.99-0.20-0.35
EA
0.741.121.140.992.28
GOOG
0.630.971.140.782.09
LBRDK
-0.28-0.120.98-0.26-0.39
TMUS
3.634.891.685.7125.03
VZ
2.042.961.402.3812.52
AZO
AutoZone, Inc.		1.061.521.201.433.39
DPZ
Domino's Pizza, Inc.		0.651.001.150.731.67
HD
2.092.891.352.415.24
MCD
1.412.031.261.383.14
ORLY
1.421.941.271.563.94
DG
Dollar General Corporation		-0.43-0.260.95-0.31-0.97
GIS
0.901.341.170.553.76
HSY
-0.060.061.01-0.03-0.20
K
2.444.821.572.4117.14
KR
1.322.171.272.005.28
PEP
0.510.841.100.451.89
PG
1.311.841.252.228.77
WMT
2.953.861.615.1015.36
LNG
0.681.091.130.811.45
WMB
2.823.751.475.0015.14
ABBV
AbbVie Inc.		1.902.431.342.426.91
AMGN
Amgen Inc.		0.901.461.191.222.90
BDX
Becton, Dickinson and Company		-0.48-0.510.93-0.45-1.11
BMY
Bristol-Myers Squibb Company		-0.060.101.01-0.04-0.11
DHR
Danaher Corporation		1.021.671.201.125.32
GILD
0.751.151.160.681.24
HZNP
—————
JNJ
0.310.551.070.290.89
LLY
2.002.751.363.1911.50
MRK
0.450.731.110.521.37
PFE
-0.14-0.031.00-0.10-0.30
REGN
1.131.651.201.244.31
UNH
0.661.081.140.731.96
ADP
Automatic Data Processing, Inc.		1.021.321.211.053.84
BR
Broadridge Financial Solutions, Inc.		1.251.791.232.096.28
CHRW
C.H. Robinson Worldwide, Inc.		0.921.571.230.863.12
EXPD
0.200.411.050.280.66
ODFL
-0.25-0.140.98-0.32-0.65
PAYX
1.131.511.221.545.02
RSG
2.943.591.565.3119.49
WCN
1.952.711.392.7711.82
WM
2.062.701.453.159.51
ACN
Accenture plc		0.821.221.170.701.43
CSCO
Cisco Systems, Inc.		0.130.301.050.130.30
MSFT
1.441.951.251.815.06
MSI
3.865.241.747.8929.98
ORCL
1.932.761.413.1511.41
TXN
1.311.901.231.467.83
AMCR
Amcor plc		1.372.211.261.237.76
APD
Air Products and Chemicals, Inc.		0.390.681.120.421.02
CF
CF Industries Holdings, Inc.		0.180.441.050.260.51
CTVA
Corteva, Inc.		0.430.941.120.431.96
NEM
1.181.791.221.013.87
EXR
1.612.491.301.335.42
PSA
1.472.111.261.484.32
DUK
Duke Energy Corporation		1.912.701.332.6410.68
ED
1.241.821.231.665.37
SO
2.283.351.403.3111.87
WEC
1.061.581.190.993.68
XEL
0.550.851.120.391.20

Sharpe Ratio

The current sia Sharpe ratio is 2.62. 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 2.16 to 2.86, 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 sia 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 Ratio0.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.62
2.68
sia
Benchmark (^GSPC)
Portfolio components

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.

-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-28.95%
0
sia
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the sia. 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 sia was 44.20%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current sia drawdown is 28.95%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.2%Mar 31, 2023146Oct 27, 2023———

Volatility

Volatility Chart

The current sia volatility is 2.17%, 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%MayJuneJulyAugustSeptemberOctober
2.17%
2.94%
sia
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.
HZNPATVILLYGOOGLNGDGCFMSFTDPZORCLUNHMRKKRORLYNEMODFLWMTACNAZOVZTMUSPFECHRWBMYGISEXPDKTXNCTVAABBVDHRLBRDKHSYCMCSAREGNWMBGILDJNJEACSCORSGEXRMSIWCNWMXELPGBDXAPDEDAMGNSOHDPAYXMCDPSAADPDUKBRWECPEPAMCR
HZNP1.000.090.010.020.090.030.110.110.050.09-0.00-0.020.000.070.050.10-0.010.090.100.04-0.020.050.150.00-0.030.13-0.070.130.13-0.010.070.02-0.020.020.090.130.04-0.130.070.02-0.000.08-0.020.08-0.02-0.04-0.030.040.10-0.000.03-0.020.070.060.040.020.11-0.020.13-0.03-0.050.07
ATVI0.091.000.060.070.110.040.050.140.050.100.090.010.070.090.060.100.110.170.090.040.120.040.070.080.010.120.060.180.070.030.050.110.080.120.100.030.100.050.210.210.040.060.070.010.020.090.110.140.110.060.080.040.160.140.040.080.140.060.090.060.110.10
LLY0.010.061.000.18-0.02-0.02-0.030.280.110.310.080.30-0.010.13-0.020.060.180.100.090.020.150.02-0.060.01-0.090.010.030.05-0.040.180.06-0.040.04-0.040.290.030.010.060.130.070.270.020.220.210.23-0.040.170.150.09-0.020.210.030.110.070.090.040.10-0.010.12-0.040.08-0.02
GOOG0.020.070.181.000.04-0.010.040.600.140.41-0.040.090.000.120.130.200.170.270.070.010.140.050.090.04-0.100.17-0.130.290.07-0.010.140.200.030.220.180.100.080.000.210.290.030.100.230.11-0.010.060.060.150.14-0.020.180.050.180.180.120.090.140.040.150.010.100.15
LNG0.090.11-0.020.041.000.110.28-0.050.040.030.220.060.140.030.240.060.050.030.090.150.120.200.160.170.120.160.100.100.270.120.070.220.100.190.120.510.110.110.170.210.100.180.140.120.130.120.100.160.210.100.160.190.190.130.140.220.150.180.140.170.070.29
DG0.030.04-0.02-0.010.111.000.20-0.020.180.040.110.140.260.140.190.150.230.080.140.140.090.120.210.150.160.080.220.140.220.100.190.200.180.160.160.170.170.170.150.060.080.160.060.090.110.150.150.110.170.160.150.140.240.130.190.180.080.130.140.220.170.26
CF0.110.05-0.030.040.280.201.00-0.020.160.080.130.060.180.030.190.100.060.130.100.130.030.200.230.290.140.210.180.170.460.210.210.230.170.210.150.290.090.180.140.230.060.140.060.060.080.170.010.180.230.130.190.120.180.180.140.140.170.130.230.170.090.33
MSFT0.110.140.280.60-0.05-0.02-0.021.000.200.560.000.040.020.210.080.250.160.380.17-0.020.160.080.05-0.01-0.160.20-0.140.410.05-0.020.190.130.040.090.210.040.09-0.030.290.300.170.190.340.260.10-0.030.100.070.17-0.080.17-0.050.240.240.160.120.20-0.040.28-0.060.090.18
DPZ0.050.050.110.140.040.180.160.201.000.23-0.030.040.090.160.190.260.160.210.200.120.110.050.190.08-0.050.290.120.320.100.120.290.190.090.180.220.170.070.060.200.210.180.190.230.210.160.020.170.220.230.060.180.060.330.230.260.200.190.070.310.070.140.22
ORCL0.090.100.310.410.030.040.080.560.231.000.050.120.040.230.180.220.140.380.220.040.120.090.100.04-0.110.22-0.030.350.140.050.240.170.100.170.230.150.070.020.300.310.160.150.270.190.12-0.010.090.170.22-0.040.230.010.240.180.180.150.17-0.020.24-0.010.110.19
UNH-0.000.090.08-0.040.220.110.130.00-0.030.051.000.270.110.170.060.110.190.110.220.100.170.220.090.280.260.080.210.030.130.260.080.110.300.110.180.170.210.280.260.150.250.120.170.160.280.240.320.250.080.180.160.170.140.200.250.160.280.230.130.210.310.18
MRK-0.020.010.300.090.060.140.060.040.040.120.271.000.140.270.100.050.220.000.170.160.220.250.050.320.320.060.23-0.020.090.310.150.010.180.040.300.150.300.390.120.080.310.100.210.250.350.180.330.240.130.220.260.220.060.080.250.140.160.220.150.200.300.09
KR0.000.07-0.010.000.140.260.180.020.090.040.110.141.000.220.100.050.300.020.180.220.170.160.200.190.310.090.390.080.180.180.090.170.310.200.110.240.180.160.100.190.230.110.150.220.220.180.290.180.210.250.090.250.160.210.250.160.170.240.180.250.290.24
ORLY0.070.090.130.120.030.140.030.210.160.230.170.270.221.000.100.250.230.210.680.080.160.070.110.070.140.200.090.090.080.230.180.080.160.110.240.140.170.130.240.180.310.140.320.290.290.110.240.130.110.130.140.130.290.200.280.190.250.100.260.120.240.11
NEM0.050.06-0.020.130.240.190.190.080.190.180.060.100.100.101.000.120.150.100.190.280.180.180.140.140.100.160.130.290.310.060.260.200.100.160.150.370.130.110.170.230.140.310.130.170.130.310.160.280.330.270.280.350.220.130.180.290.130.350.210.370.140.37
ODFL0.100.100.060.200.060.150.100.250.260.220.110.050.050.250.121.000.140.350.220.130.110.070.330.05-0.120.46-0.010.380.240.170.300.210.060.240.210.190.140.070.270.330.190.320.270.240.170.040.050.190.240.090.210.050.450.370.150.260.340.050.420.040.100.20
WMT-0.010.110.180.170.050.230.060.160.160.140.190.220.300.230.150.141.000.090.190.130.230.150.140.190.170.160.190.080.060.230.110.140.230.160.180.220.210.210.160.160.260.160.260.270.310.200.400.150.200.240.230.250.240.220.280.210.150.240.180.240.390.17
ACN0.090.170.100.270.030.080.130.380.210.380.110.000.020.210.100.350.091.000.200.080.080.140.170.12-0.110.270.040.430.200.150.310.270.080.260.220.160.220.090.340.430.180.290.330.220.160.120.120.200.250.050.220.040.340.350.250.280.380.080.390.120.100.23
AZO0.100.090.090.070.090.140.100.170.200.220.220.170.180.680.190.220.190.201.000.160.180.100.150.130.150.230.130.170.140.200.210.090.160.130.240.150.170.140.260.160.330.210.260.280.320.160.220.200.250.180.170.150.350.220.280.240.270.170.260.180.240.18
VZ0.040.040.020.010.150.140.13-0.020.120.040.100.160.220.080.280.130.130.080.161.000.340.290.190.240.220.160.300.130.190.220.280.260.270.290.160.260.220.300.170.270.150.190.150.120.190.350.260.270.240.340.230.330.250.150.190.220.160.360.220.340.260.31
TMUS-0.020.120.150.140.120.090.030.160.110.120.170.220.170.160.180.110.230.080.180.341.000.220.080.190.200.060.210.180.100.230.080.170.230.230.240.200.310.190.280.190.270.210.310.290.310.290.260.200.230.330.270.300.190.180.260.260.210.350.130.300.340.22
PFE0.050.040.020.050.200.120.200.080.050.090.220.250.160.070.180.070.150.140.100.290.221.000.180.400.170.160.150.190.260.260.330.220.180.230.250.270.330.380.220.300.090.260.140.160.160.240.150.270.270.200.370.260.190.230.220.310.230.270.230.280.210.35
CHRW0.150.07-0.060.090.160.210.230.050.190.100.090.050.200.110.140.330.140.170.150.190.080.181.000.210.120.550.220.290.340.180.290.320.160.350.230.310.170.160.180.240.150.300.170.180.160.130.090.210.300.190.210.220.330.320.230.280.280.170.310.210.180.35
BMY0.000.080.010.040.170.150.29-0.010.080.040.280.320.190.070.140.050.190.120.130.240.190.400.211.000.290.100.230.120.240.340.220.240.240.220.220.220.400.410.180.240.120.190.200.150.170.340.240.290.200.290.340.290.190.230.250.200.210.310.180.310.230.35
GIS-0.030.01-0.09-0.100.120.160.14-0.16-0.05-0.110.260.320.310.140.10-0.120.17-0.110.150.220.200.170.120.291.000.010.59-0.060.160.260.070.120.540.160.130.130.300.320.140.030.280.100.140.180.320.430.440.230.160.450.190.400.030.190.310.220.200.430.100.440.570.22
EXPD0.130.120.010.170.160.080.210.200.290.220.080.060.090.200.160.460.160.270.230.160.060.160.550.100.011.000.080.390.300.180.350.240.060.270.260.300.110.130.290.290.180.330.230.240.190.140.120.200.380.150.160.190.450.280.230.280.280.140.390.160.150.34
K-0.070.060.03-0.130.100.220.18-0.140.12-0.030.210.230.390.090.13-0.010.190.040.130.300.210.150.220.230.590.081.000.050.220.220.160.180.550.230.160.160.190.290.190.120.280.150.210.230.310.370.410.260.240.350.220.320.120.150.310.230.170.340.150.390.530.27
TXN0.130.180.050.290.100.140.170.410.320.350.03-0.020.080.090.290.380.080.430.170.130.180.190.290.12-0.060.390.051.000.310.030.350.300.130.320.280.220.190.060.380.420.110.390.340.250.110.080.070.170.390.070.250.060.440.340.200.310.310.070.350.080.080.44
CTVA0.130.07-0.040.070.270.220.460.050.100.140.130.090.180.080.310.240.060.200.140.190.100.260.340.240.160.300.220.311.000.180.340.400.190.350.240.350.200.210.210.270.160.270.140.220.170.270.130.260.320.190.230.190.360.250.280.280.280.190.260.250.160.47
ABBV-0.010.030.18-0.010.120.100.21-0.020.120.050.260.310.180.230.060.170.230.150.200.220.230.260.180.340.260.180.220.030.181.000.290.120.290.170.410.210.340.420.170.170.290.170.220.300.310.280.370.300.170.300.380.280.250.270.300.230.310.320.230.320.330.17
DHR0.070.050.060.140.070.190.210.190.290.240.080.150.090.180.260.300.110.310.210.280.080.330.290.220.070.350.160.350.340.291.000.250.190.200.280.240.220.220.270.290.190.300.190.230.170.170.200.320.300.130.270.180.380.350.270.280.360.160.390.170.200.35
LBRDK0.020.11-0.040.200.220.200.230.130.190.170.110.010.170.080.200.210.140.270.090.260.170.220.320.240.120.240.180.300.400.120.251.000.220.700.200.320.290.230.240.380.050.250.230.170.140.290.140.290.330.200.310.230.370.370.280.250.310.250.290.250.250.43
HSY-0.020.080.040.030.100.180.170.040.090.100.300.180.310.160.100.060.230.080.160.270.230.180.160.240.540.060.550.130.190.290.190.221.000.220.180.170.310.280.230.170.320.140.240.280.350.380.490.240.200.390.270.370.150.210.350.220.230.420.170.420.570.29
CMCSA0.020.12-0.040.220.190.160.210.090.180.170.110.040.200.110.160.240.160.260.130.290.230.230.350.220.160.270.230.320.350.170.200.700.221.000.230.310.330.240.270.460.060.210.250.160.140.270.130.320.280.200.330.240.410.310.300.210.280.240.220.220.280.40
REGN0.090.100.290.180.120.160.150.210.220.230.180.300.110.240.150.210.180.220.240.160.240.250.230.220.130.260.160.280.240.410.280.200.180.231.000.190.330.310.300.310.260.230.270.250.210.190.240.290.220.190.460.210.300.270.270.280.280.200.310.220.240.25
WMB0.130.030.030.100.510.170.290.040.170.150.170.150.240.140.370.190.220.160.150.260.200.270.310.220.130.300.160.220.350.210.240.320.170.310.191.000.220.200.190.250.190.320.280.270.260.280.160.210.290.270.290.360.360.250.230.340.270.320.280.330.140.35
GILD0.040.100.010.080.110.170.090.090.070.070.210.300.180.170.130.140.210.220.170.220.310.330.170.400.300.110.190.190.200.340.220.290.310.330.330.221.000.410.300.270.180.210.190.230.250.350.310.310.260.310.400.290.220.290.320.270.310.320.240.310.370.29
JNJ-0.130.050.060.000.110.170.18-0.030.060.020.280.390.160.130.110.070.210.090.140.300.190.380.160.410.320.130.290.060.210.420.220.230.280.240.310.200.411.000.210.220.270.190.200.240.300.340.380.400.240.370.420.320.170.250.360.280.300.360.270.380.420.26
EA0.070.210.130.210.170.150.140.290.200.300.260.120.100.240.170.270.160.340.260.170.280.220.180.180.140.290.190.380.210.170.270.240.230.270.300.190.300.211.000.350.270.270.370.280.250.180.220.310.330.160.320.120.320.320.290.260.340.160.330.130.260.36
CSCO0.020.210.070.290.210.060.230.300.210.310.150.080.190.180.230.330.160.430.160.270.190.300.240.240.030.290.120.420.270.170.290.380.170.460.310.250.270.220.351.000.180.290.390.220.180.170.170.310.290.120.370.140.360.410.330.290.390.150.330.150.250.38
RSG-0.000.040.270.030.100.080.060.170.180.160.250.310.230.310.140.190.260.180.330.150.270.090.150.120.280.180.280.110.160.290.190.050.320.060.260.190.180.270.270.181.000.200.450.680.810.270.420.300.290.320.180.350.240.300.430.290.400.320.380.310.450.19
EXR0.080.060.020.100.180.160.140.190.190.150.120.100.110.140.310.320.160.290.210.190.210.260.300.190.100.330.150.390.270.170.300.250.140.210.230.320.210.190.270.290.201.000.300.250.220.280.170.280.360.330.290.310.440.410.250.810.380.360.420.360.190.39
MSI-0.020.070.220.230.140.060.060.340.230.270.170.210.150.320.130.270.260.330.260.150.310.140.170.200.140.230.210.340.140.220.190.230.240.250.270.280.190.200.370.390.450.301.000.400.430.180.290.250.270.220.320.230.340.390.380.310.410.240.410.210.290.30
WCN0.080.010.210.110.120.090.060.260.210.190.160.250.220.290.170.240.270.220.280.120.290.160.180.150.180.240.230.250.220.300.230.170.280.160.250.270.230.240.280.220.680.250.401.000.680.240.350.280.300.280.210.290.310.290.400.320.340.280.380.300.350.27
WM-0.020.020.23-0.010.130.110.080.100.160.120.280.350.220.290.130.170.310.160.320.190.310.160.160.170.320.190.310.110.170.310.170.140.350.140.210.260.250.300.250.180.810.220.430.681.000.260.400.290.270.310.200.340.270.290.420.290.370.320.340.310.440.27
XEL-0.040.09-0.040.060.120.150.17-0.030.02-0.010.240.180.180.110.310.040.200.120.160.350.290.240.130.340.430.140.370.080.270.280.170.290.380.270.190.280.350.340.180.170.270.280.180.240.261.000.420.340.270.710.320.690.150.230.290.340.250.720.150.750.490.29
PG-0.030.110.170.060.100.150.010.100.170.090.320.330.290.240.160.050.400.120.220.260.260.150.090.240.440.120.410.070.130.370.200.140.490.130.240.160.310.380.220.170.420.170.290.350.400.421.000.360.310.460.270.430.210.260.430.280.280.470.280.440.620.29
BDX0.040.140.150.150.160.110.180.070.220.170.250.240.180.130.280.190.150.200.200.270.200.270.210.290.230.200.260.170.260.300.320.290.240.320.290.210.310.400.310.310.300.280.250.280.290.340.361.000.400.350.330.320.240.310.360.300.340.360.310.350.370.33
APD0.100.110.090.140.210.170.230.170.230.220.080.130.210.110.330.240.200.250.250.240.230.270.300.200.160.380.240.390.320.170.300.330.200.280.220.290.260.240.330.290.290.360.270.300.270.270.310.401.000.280.270.330.330.300.290.360.290.330.360.290.290.44
ED-0.000.06-0.02-0.020.100.160.13-0.080.06-0.040.180.220.250.130.270.090.240.050.180.340.330.200.190.290.450.150.350.070.190.300.130.200.390.200.190.270.310.370.160.120.320.330.220.280.310.710.460.350.281.000.290.740.170.240.320.380.210.810.240.820.480.30
AMGN0.030.080.210.180.160.150.190.170.180.230.160.260.090.140.280.210.230.220.170.230.270.370.210.340.190.160.220.250.230.380.270.310.270.330.460.290.400.420.320.370.180.290.320.210.200.320.270.330.270.291.000.320.300.280.290.350.270.340.280.340.310.39
SO-0.020.040.030.050.190.140.12-0.050.060.010.170.220.250.130.350.050.250.040.150.330.300.260.220.290.400.190.320.060.190.280.180.230.370.240.210.360.290.320.120.140.350.310.230.290.340.690.430.320.330.740.321.000.200.250.330.380.230.800.250.770.420.34
HD0.070.160.110.180.190.240.180.240.330.240.140.060.160.290.220.450.240.340.350.250.190.190.330.190.030.450.120.440.360.250.380.370.150.410.300.360.220.170.320.360.240.440.340.310.270.150.210.240.330.170.300.201.000.430.330.480.380.180.440.190.200.41
PAYX0.060.140.070.180.130.130.180.240.230.180.200.080.210.200.130.370.220.350.220.150.180.230.320.230.190.280.150.340.250.270.350.370.210.310.270.250.290.250.320.410.300.410.390.290.290.230.260.310.300.240.280.250.431.000.300.400.780.260.570.250.310.38
MCD0.040.040.090.120.140.190.140.160.260.180.250.250.250.280.180.150.280.250.280.190.260.220.230.250.310.230.310.200.280.300.270.280.350.300.270.230.320.360.290.330.430.250.380.400.420.290.430.360.290.320.290.330.330.301.000.330.350.340.360.350.440.30
PSA0.020.080.040.090.220.180.140.120.200.150.160.140.160.190.290.260.210.280.240.220.260.310.280.200.220.280.230.310.280.230.280.250.220.210.280.340.270.280.260.290.290.810.310.320.290.340.280.300.360.380.350.380.480.400.331.000.360.430.450.440.310.35
ADP0.110.140.100.140.150.080.170.200.190.170.280.160.170.250.130.340.150.380.270.160.210.230.280.210.200.280.170.310.280.310.360.310.230.280.280.270.310.300.340.390.400.380.410.340.370.250.280.340.290.210.270.230.380.780.350.361.000.250.510.240.330.33
DUK-0.020.06-0.010.040.180.130.13-0.040.07-0.020.230.220.240.100.350.050.240.080.170.360.350.270.170.310.430.140.340.070.190.320.160.250.420.240.200.320.320.360.160.150.320.360.240.280.320.720.470.360.330.810.340.800.180.260.340.430.251.000.260.810.480.36
BR0.130.090.120.150.140.140.230.280.310.240.130.150.180.260.210.420.180.390.260.220.130.230.310.180.100.390.150.350.260.230.390.290.170.220.310.280.240.270.330.330.380.420.410.380.340.150.280.310.360.240.280.250.440.570.360.450.510.261.000.250.280.36
WEC-0.030.06-0.040.010.170.220.17-0.060.07-0.010.210.200.250.120.370.040.240.120.180.340.300.280.210.310.440.160.390.080.250.320.170.250.420.220.220.330.310.380.130.150.310.360.210.300.310.750.440.350.290.820.340.770.190.250.350.440.240.810.251.000.480.36
PEP-0.050.110.080.100.070.170.090.090.140.110.310.300.290.240.140.100.390.100.240.260.340.210.180.230.570.150.530.080.160.330.200.250.570.280.240.140.370.420.260.250.450.190.290.350.440.490.620.370.290.480.310.420.200.310.440.310.330.480.280.481.000.30
AMCR0.070.10-0.020.150.290.260.330.180.220.190.180.090.240.110.370.200.170.230.180.310.220.350.350.350.220.340.270.440.470.170.350.430.290.400.250.350.290.260.360.380.190.390.300.270.270.290.290.330.440.300.390.340.410.380.300.350.330.360.360.360.301.00
The correlation results are calculated based on daily price changes starting from Mar 31, 2023