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sia
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Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

sia

Last updated Apr 25, 2024

Asset Allocation

MSFT 4.07%LLY 3.93%ORCL 3.64%MSI 3.38%CSCO 3.21%TXN 3.09%RSG 3%ACN 2.87%MRK 2.85%WM 2.69%DUK 2.41%PEP 2.3%WMT 2.3%PG 2.21%UNH 2.15%PAYX 2.09%TMUS 2%ABBV 1.99%GOOG 1.98%JNJ 1.97%VZ 1.88%GILD 1.88%SO 1.83%KR 1.78%DHR 1.78%MCD 1.75%ED 1.68%ATVI 1.57%WCN 1.57%HSY 1.54%REGN 1.43%ODFL 1.42%GIS 1.4%K 1.39%BR 1.36%EXPD 1.28%HZNP 1.27%XEL 1.24%WEC 1.21%NEM 1.16%BDX 1.11%ADP 1.09%AMGN 1.08%BMY 1.06%PSA 1.03%EA 1.01%EquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.		Healthcare

1.99%

ACN
Accenture plc		Technology

2.87%

ADP
Automatic Data Processing, Inc.		Industrials

1.09%

AMCR
Amcor plc		Consumer Cyclical

0.51%

AMGN
Amgen Inc.		Healthcare

1.08%

APD
Air Products and Chemicals, Inc.		Basic Materials

0.33%

ATVI
Activision Blizzard, Inc.		Communication Services

1.57%

AZO
AutoZone, Inc.		Consumer Cyclical

0.94%

BDX
Becton, Dickinson and Company		Healthcare

1.11%

BMY
Bristol-Myers Squibb Company		Healthcare

1.06%

BR
Broadridge Financial Solutions, Inc.		Technology

1.36%

CF
CF Industries Holdings, Inc.		Basic Materials

0.55%

CHRW
C.H. Robinson Worldwide, Inc.		Industrials

0.56%

CMCSA
Comcast Corporation		Communication Services

0.55%

CSCO
Cisco Systems, Inc.		Technology

3.21%

CTVA
Corteva, Inc.		Basic Materials

0.57%

DG
Dollar General Corporation		Consumer Defensive

0.88%

DHR
Danaher Corporation		Healthcare

1.78%

DPZ
Domino's Pizza, Inc.		Consumer Cyclical

0.69%

DUK
Duke Energy Corporation		Utilities

2.41%

EA

1.01%

ED

1.68%

EXPD

1.28%

EXR

0.13%

GILD

1.88%

GIS

1.40%

GOOG

1.98%

HD

0.95%

HSY

1.54%

HZNP

1.27%

JNJ

1.97%

K

1.39%

KR

1.78%

LBRDK

0.12%

LLY

3.93%

LNG

0.40%

MCD

1.75%

MRK

2.85%

MSFT

4.07%

MSI

3.38%

NEM

1.16%

ODFL

1.42%

ORCL

3.64%

ORLY

0.86%

PAYX

2.09%

PEP

2.30%

PFE

0.85%

PG

2.21%

PSA

1.03%

REGN

1.43%

RSG

3%

SO

1.83%

TMUS

2%

TXN

3.09%

UNH

2.15%

VZ

1.88%

WCN

1.57%

WEC

1.21%

WM

2.69%

WMB

0.19%

WMT

2.30%

XEL

1.24%

S&P 500

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

-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-37.49%
25.20%
sia
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		6.33%-2.81%21.13%24.56%11.55%10.55%
sia3.22%-1.35%10.82%7.66%N/AN/A
Portfolio components:
ATVI
Activision Blizzard, Inc.		0.00%0.00%0.00%24.25%N/AN/A
CMCSA
Comcast Corporation		-7.01%-4.64%4.16%13.18%1.00%6.89%
EA
-6.34%-2.11%3.78%2.87%N/AN/A
GOOG
14.31%6.20%30.51%54.24%N/AN/A
LBRDK
-37.95%-9.89%-41.12%-32.74%N/AN/A
TMUS
2.81%1.91%15.89%11.65%N/AN/A
VZ
8.24%-1.76%18.38%14.90%N/AN/A
AZO
AutoZone, Inc.		15.58%-6.36%21.94%12.99%23.72%19.09%
DPZ
Domino's Pizza, Inc.		18.71%0.98%41.88%45.80%13.50%22.12%
HD
-3.33%-12.35%21.31%18.67%N/AN/A
MCD
-6.13%-0.67%9.44%-2.34%N/AN/A
ORLY
15.01%-3.71%18.56%22.20%N/AN/A
DG
Dollar General Corporation		6.16%-4.63%19.33%-33.58%3.76%10.93%
GIS
11.89%5.68%10.85%-15.62%N/AN/A
HSY
1.63%-1.45%0.85%-26.48%N/AN/A
K
5.08%5.12%16.76%-6.62%N/AN/A
KR
23.63%-0.43%27.06%20.30%N/AN/A
PEP
4.46%2.71%10.75%-3.85%N/AN/A
PG
12.38%1.93%9.93%7.88%N/AN/A
WMT
14.32%-1.06%11.82%20.75%N/AN/A
LNG
-7.79%-1.45%-5.97%5.47%N/AN/A
WMB
14.17%3.05%16.45%40.59%N/AN/A
ABBV
AbbVie Inc.		10.33%-5.48%17.76%7.92%21.50%17.85%
AMGN
Amgen Inc.		-4.47%-3.11%2.82%18.17%11.91%12.47%
BDX
Becton, Dickinson and Company		-3.71%-3.33%-7.26%-8.17%1.53%9.46%
BMY
Bristol-Myers Squibb Company		-2.55%-5.94%-5.60%-25.08%4.72%2.70%
DHR
Danaher Corporation		8.36%0.89%29.56%22.07%17.14%23.75%
GILD
-16.35%-7.36%-12.89%-16.74%N/AN/A
HZNP
0.00%0.00%0.00%5.22%N/AN/A
JNJ
-5.24%-4.65%0.48%-6.56%N/AN/A
LLY
25.83%-5.51%29.35%96.22%N/AN/A
MRK
17.23%1.18%21.96%15.03%N/AN/A
PFE
-7.38%-4.78%-13.27%-28.50%N/AN/A
REGN
3.22%-5.92%14.46%16.52%N/AN/A
UNH
-7.08%-1.02%-7.09%2.45%N/AN/A
ADP
Automatic Data Processing, Inc.		6.47%0.63%14.03%19.64%10.87%16.57%
BR
Broadridge Financial Solutions, Inc.		-4.81%-3.29%16.14%41.79%12.55%20.25%
CHRW
C.H. Robinson Worldwide, Inc.		-17.21%-2.60%-11.05%-21.08%-1.83%4.79%
EXPD
-11.27%-5.89%4.63%7.01%N/AN/A
ODFL
-3.64%-9.97%5.73%28.25%N/AN/A
PAYX
3.61%2.46%11.31%19.89%N/AN/A
RSG
16.75%1.50%32.28%41.72%N/AN/A
WCN
11.52%-2.26%30.45%19.40%N/AN/A
WM
17.91%-0.63%30.24%30.76%N/AN/A
ACN
Accenture plc		-9.98%-6.43%8.17%17.39%13.23%16.86%
CSCO
Cisco Systems, Inc.		-2.76%-1.62%-4.37%7.12%0.17%11.15%
MSFT
8.98%-2.99%25.24%39.63%N/AN/A
MSI
10.54%-0.72%26.31%21.43%N/AN/A
ORCL
10.18%-8.51%15.70%24.85%N/AN/A
TXN
3.36%4.11%23.47%9.71%N/AN/A
AMCR
Amcor plc		-4.71%-1.41%7.26%-10.96%0.32%3.67%
APD
Air Products and Chemicals, Inc.		-13.66%-0.60%-14.31%-15.71%5.41%10.68%
CF
CF Industries Holdings, Inc.		0.34%-3.13%-0.13%13.33%14.76%8.10%
CTVA
Corteva, Inc.		14.63%-2.72%13.17%-7.03%N/AN/A
NEM
-6.00%13.53%4.83%-14.96%N/AN/A
EXR
-15.09%-4.14%30.83%-5.73%N/AN/A
PSA
-13.15%-4.77%12.15%-5.21%N/AN/A
DUK
Duke Energy Corporation		3.14%5.65%13.50%5.17%6.16%7.40%
ED
3.67%6.84%6.58%-2.32%N/AN/A
SO
6.52%6.70%12.33%6.00%N/AN/A
WEC
-0.77%5.06%1.46%-10.42%N/AN/A
XEL
-9.67%6.81%-5.65%-17.66%N/AN/A

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20241.51%1.49%3.21%
2023-3.79%-1.21%4.80%2.21%

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 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 0.63, compared to the broader market-1.000.001.002.003.004.005.000.63
Sortino ratio
The chart of Sortino ratio for sia, currently valued at 0.95, compared to the broader market-2.000.002.004.006.000.95
Omega ratio
The chart of Omega ratio for sia, currently valued at 1.11, compared to the broader market0.801.001.201.401.601.801.11
Calmar ratio
The chart of Calmar ratio for sia, currently valued at 0.13, compared to the broader market0.002.004.006.008.000.13
Martin ratio
The chart of Martin ratio for sia, currently valued at 2.02, compared to the broader market0.0010.0020.0030.0040.0050.002.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.005.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.007.61
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ATVI
Activision Blizzard, Inc.		0.630.971.350.782.77
CMCSA
Comcast Corporation		0.470.851.110.681.54
EA
-0.030.081.01-0.04-0.08
GOOG
1.882.371.333.5410.76
LBRDK
-0.92-1.160.84-0.68-1.55
TMUS
0.811.151.160.852.24
VZ
0.591.051.140.751.72
AZO
AutoZone, Inc.		0.540.881.110.741.70
DPZ
Domino's Pizza, Inc.		1.852.721.353.188.04
HD
0.671.091.130.782.12
MCD
-0.24-0.230.97-0.20-0.55
ORLY
1.051.471.202.045.36
DG
Dollar General Corporation		-0.92-1.130.83-0.64-0.99
GIS
-0.84-1.080.87-0.50-0.67
HSY
-1.35-1.960.78-0.77-1.08
K
-0.29-0.280.97-0.20-0.36
KR
0.921.481.191.372.76
PEP
-0.14-0.080.99-0.12-0.21
PG
0.470.771.100.741.63
WMT
1.271.641.251.785.23
LNG
0.180.401.050.240.51
WMB
2.022.831.353.5710.34
ABBV
AbbVie Inc.		0.330.551.080.330.64
AMGN
Amgen Inc.		0.711.161.140.841.95
BDX
Becton, Dickinson and Company		-0.47-0.510.93-0.53-0.85
BMY
Bristol-Myers Squibb Company		-1.39-1.940.77-0.92-1.40
DHR
Danaher Corporation		0.480.841.110.541.81
GILD
-0.91-1.130.85-0.84-1.78
HZNP
0.290.441.210.350.97
JNJ
-0.48-0.590.93-0.45-0.89
LLY
3.114.441.587.4923.23
MRK
0.721.201.140.881.68
PFE
-1.31-1.940.78-0.85-1.44
REGN
0.671.011.140.832.60
UNH
0.060.231.030.060.19
ADP
Automatic Data Processing, Inc.		0.911.281.200.983.15
BR
Broadridge Financial Solutions, Inc.		2.013.161.383.3610.76
CHRW
C.H. Robinson Worldwide, Inc.		-0.94-1.220.84-0.77-1.39
EXPD
0.070.241.030.090.21
ODFL
0.320.641.080.671.50
PAYX
0.721.061.140.982.52
RSG
2.994.631.574.6512.98
WCN
1.031.541.201.514.11
WM
1.923.241.402.356.12
ACN
Accenture plc		0.680.991.140.792.53
CSCO
Cisco Systems, Inc.		0.280.461.070.310.55
MSFT
2.112.931.363.578.98
MSI
1.111.671.212.224.91
ORCL
0.701.081.181.102.21
TXN
0.110.331.040.110.25
AMCR
Amcor plc		-0.64-0.760.91-0.58-1.13
APD
Air Products and Chemicals, Inc.		-0.64-0.630.89-0.62-1.40
CF
CF Industries Holdings, Inc.		0.300.641.070.391.15
CTVA
Corteva, Inc.		-0.32-0.310.96-0.32-0.62
NEM
-0.50-0.520.94-0.40-0.80
EXR
-0.24-0.150.98-0.21-0.50
PSA
-0.22-0.170.98-0.22-0.55
DUK
Duke Energy Corporation		0.260.501.060.370.72
ED
-0.17-0.120.99-0.17-0.37
SO
0.210.431.050.250.59
WEC
-0.63-0.780.91-0.59-0.95
XEL
-0.87-1.080.86-0.64-1.24

Sharpe Ratio

The current sia Sharpe ratio is 0.63. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.63

The Sharpe ratio of sia is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.

Rolling 12-month Sharpe Ratio0.501.001.502.00Fri 05Apr 07Tue 09Thu 11Sat 13Mon 15Wed 17Fri 19Apr 21Tue 23
0.63
1.91
sia
Benchmark (^GSPC)
Portfolio components

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-37.49%
-3.48%
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 37.49%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.2%Mar 31, 2023146Oct 27, 2023———

Volatility

Volatility Chart

The current sia volatility is 2.70%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.70%
3.59%
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.
HZNPATVILLYGOOGLNGCFUNHMSFTDGORLYKRVZNEMORCLODFLDPZWMTPFEAZOMRKGISABBVACNDHRCHRWEACTVABMYTMUSEXPDHSYJNJTXNCMCSAKEXRREGNRSGCSCOGILDAMGNWCNWMWMBPAYXLBRDKMSIXELEDPGPSABRBDXSOHDADPMCDDUKWECAMCRAPDPEP
HZNP1.000.110.010.030.110.13-0.000.130.030.080.000.050.060.120.120.07-0.000.060.12-0.02-0.04-0.010.110.080.180.080.15-0.00-0.020.16-0.02-0.160.170.04-0.070.100.11-0.010.030.050.030.09-0.030.170.080.03-0.02-0.05-0.01-0.030.030.160.05-0.020.090.140.05-0.03-0.040.080.12-0.06
ATVI0.111.000.070.100.120.050.130.170.050.110.090.050.080.120.120.060.140.060.120.020.020.040.200.050.090.270.070.120.150.140.100.070.230.150.070.090.140.060.250.130.110.020.040.030.170.140.080.110.080.140.100.110.190.060.190.190.050.080.080.120.120.13
LLY0.010.071.000.15-0.01-0.010.210.270.000.21-0.030.02-0.070.300.110.100.220.060.160.40-0.010.280.150.04-0.070.200.020.090.120.040.130.170.01-0.000.030.020.320.340.080.090.220.240.290.050.090.020.230.050.060.240.030.200.210.120.110.130.200.030.030.000.100.17
GOOG0.030.100.151.000.030.03-0.020.60-0.050.13-0.010.050.070.430.220.200.160.100.150.02-0.120.050.330.120.120.200.020.050.150.180.050.070.300.23-0.130.130.120.020.340.130.170.09-0.000.070.220.220.240.080.040.110.140.190.200.070.180.180.150.060.060.180.180.15
LNG0.110.12-0.010.031.000.280.21-0.020.110.030.130.150.25-0.010.050.060.030.220.090.090.130.110.020.060.170.150.220.220.130.220.080.120.100.140.090.170.140.070.190.140.140.080.080.520.140.190.110.150.120.160.190.140.170.210.150.120.120.220.180.300.240.09
CF0.130.05-0.010.030.281.000.12-0.000.200.040.250.120.180.100.080.120.050.240.090.070.130.180.120.190.280.060.480.280.020.210.170.150.130.190.220.180.160.060.210.030.160.100.060.330.160.240.040.130.120.040.160.190.150.140.190.130.130.130.200.380.240.07
UNH-0.000.130.21-0.020.210.121.000.050.070.180.110.060.030.100.070.010.160.170.230.340.270.250.070.050.130.270.120.240.220.140.260.250.020.040.200.050.230.240.100.150.130.160.300.170.130.100.170.170.110.310.090.110.250.090.090.280.250.130.110.140.080.31
MSFT0.130.170.270.60-0.02-0.000.051.000.010.250.01-0.010.020.570.290.240.160.080.260.02-0.140.020.460.150.100.310.040.020.160.200.110.010.380.14-0.110.180.160.210.350.140.130.230.110.010.280.180.350.02-0.020.140.130.310.14-0.010.230.270.20-0.02-0.010.200.180.14
DG0.030.050.00-0.050.110.200.070.011.000.110.340.190.230.060.140.220.280.150.150.190.190.110.100.170.280.090.230.170.130.160.260.190.210.170.280.220.170.100.060.230.130.120.160.220.160.230.050.190.170.190.200.120.130.170.280.110.180.150.250.300.260.18
ORLY0.080.110.210.130.030.040.180.250.111.000.240.050.040.310.240.200.220.020.710.320.090.200.210.180.120.220.050.020.180.220.190.080.130.120.070.120.270.330.170.160.090.300.320.160.150.050.350.080.060.220.150.190.110.100.290.250.300.040.050.060.140.18
KR0.000.09-0.03-0.010.130.250.110.010.340.241.000.150.08-0.010.020.110.300.190.210.200.320.140.010.090.210.040.230.210.140.100.360.110.080.190.410.120.110.180.160.180.060.190.180.230.200.200.120.220.250.290.160.130.170.280.170.200.240.260.290.260.240.30
VZ0.050.050.020.050.150.120.06-0.010.190.050.151.000.300.040.120.140.110.240.140.160.190.150.060.310.190.140.210.190.340.170.200.260.130.300.300.160.150.100.200.170.210.080.140.330.090.320.150.350.330.210.170.220.240.340.230.140.140.380.320.300.240.22
NEM0.060.08-0.070.070.250.180.030.020.230.040.080.301.000.140.100.190.070.200.170.080.140.020.100.240.120.150.310.190.210.130.100.130.270.150.160.340.140.080.200.160.270.110.100.340.130.220.070.370.310.190.330.220.270.360.160.120.130.410.430.430.340.20
ORCL0.120.120.300.43-0.010.100.100.570.060.31-0.010.040.141.000.270.240.190.090.290.17-0.080.090.470.190.130.310.140.110.150.270.150.090.340.22-0.010.160.220.240.330.150.230.210.200.140.200.210.290.060.050.150.170.280.210.100.220.190.270.050.070.210.230.18
ODFL0.120.120.110.220.050.080.070.290.140.240.020.120.100.271.000.320.130.070.200.06-0.170.130.400.320.380.290.170.040.090.500.010.070.410.23-0.020.350.160.160.330.130.180.230.110.240.380.230.280.000.080.090.300.460.220.010.420.360.150.020.020.190.300.09
DPZ0.070.060.100.200.060.120.010.240.220.200.110.140.190.240.321.000.240.070.220.07-0.050.160.320.280.260.220.130.100.200.300.140.110.350.240.150.250.280.220.290.180.210.230.190.200.280.260.210.060.060.220.260.390.230.070.380.280.300.090.090.240.220.22
WMT-0.000.140.220.160.030.050.160.160.280.220.300.110.070.190.130.241.000.190.240.230.210.220.090.100.110.180.060.180.210.160.300.200.120.210.210.100.230.190.180.260.280.220.250.180.210.210.240.220.210.440.180.160.200.230.270.150.310.220.210.190.210.44
PFE0.060.060.060.100.220.240.170.080.150.020.190.240.200.090.070.070.191.000.070.310.140.250.130.320.150.180.320.470.300.150.100.350.200.200.170.250.280.100.270.330.320.160.170.350.220.200.190.240.200.130.280.190.260.280.210.260.200.260.270.320.250.18
AZO0.120.120.160.150.090.090.230.260.150.710.210.140.170.290.200.220.240.071.000.260.160.210.240.240.180.250.120.140.210.260.170.120.180.130.120.210.260.340.170.180.120.310.380.230.190.080.300.140.130.230.230.220.150.140.360.280.320.150.120.170.250.23
MRK-0.020.020.400.020.090.070.340.020.190.320.200.160.080.170.060.070.230.310.261.000.300.390.020.190.090.150.150.370.310.080.260.450.030.070.320.100.360.380.050.330.300.370.460.200.080.010.260.190.240.360.160.210.300.230.130.190.320.230.220.150.160.34
GIS-0.040.02-0.01-0.120.130.130.27-0.140.190.090.320.190.14-0.08-0.17-0.050.210.140.160.301.000.25-0.150.050.150.090.160.350.27-0.000.570.26-0.040.150.650.080.140.280.010.270.200.220.360.150.160.130.180.450.460.440.190.060.230.430.040.170.310.460.450.200.200.57
ABBV-0.010.040.280.050.110.180.250.020.110.200.140.150.020.090.130.160.220.250.210.390.251.000.180.250.160.180.190.330.250.170.260.380.070.180.250.090.440.290.120.340.350.330.330.190.220.150.260.250.250.350.140.180.300.260.220.300.320.300.290.180.210.31
ACN0.110.200.150.330.020.120.070.460.100.210.010.060.100.470.400.320.090.130.240.02-0.150.181.000.320.210.380.220.110.120.360.040.110.500.280.050.350.280.180.420.210.230.210.110.160.370.340.390.110.070.150.330.450.230.060.410.400.270.090.120.250.360.11
DHR0.080.050.040.120.060.190.050.150.170.180.090.310.240.190.320.280.100.320.240.190.050.250.321.000.300.190.350.190.100.330.160.200.320.200.170.300.210.190.280.230.190.220.190.310.370.300.150.190.160.200.270.380.330.210.380.410.240.180.200.300.280.20
CHRW0.180.09-0.070.120.170.280.130.100.280.120.210.190.120.130.380.260.110.150.180.090.150.160.210.301.000.200.330.230.080.590.180.170.370.350.260.310.220.150.290.210.150.180.170.360.370.350.180.150.230.150.270.340.200.230.440.300.230.200.220.370.340.24
EA0.080.270.200.200.150.060.270.310.090.220.040.140.150.310.290.220.180.180.250.150.090.180.380.190.201.000.150.160.290.320.220.220.330.250.210.270.290.260.350.320.280.250.220.200.270.230.400.180.170.210.260.270.310.120.300.320.240.140.130.270.330.25
CTVA0.150.070.020.020.220.480.120.040.230.050.230.210.310.140.170.130.060.320.120.150.160.190.220.350.330.151.000.310.160.290.190.230.280.300.250.260.190.200.230.210.180.270.190.410.240.420.140.320.240.210.280.260.220.250.300.260.280.270.330.480.380.17
BMY-0.000.120.090.050.220.280.240.020.170.020.210.190.190.110.040.100.180.470.140.370.350.330.110.190.230.160.311.000.290.150.290.370.190.230.310.180.250.200.240.390.360.250.250.270.190.250.230.340.300.260.240.150.290.300.200.210.270.320.340.380.220.27
TMUS-0.020.150.120.150.130.020.220.160.130.180.140.340.210.150.090.200.210.300.210.310.270.250.120.100.080.290.160.291.000.080.260.230.240.280.250.220.290.240.170.400.310.260.310.220.160.240.330.360.420.290.310.170.280.330.220.190.310.400.370.310.260.39
EXPD0.160.140.040.180.220.210.140.200.160.220.100.170.130.270.500.300.160.150.260.08-0.000.170.360.330.590.320.290.150.081.000.060.120.440.310.130.360.260.170.370.140.120.210.160.370.370.280.290.100.140.160.320.460.200.160.530.370.190.170.160.370.410.18
HSY-0.020.100.130.050.080.170.260.110.260.190.360.200.100.150.010.140.300.100.170.260.570.260.040.160.180.220.190.290.260.061.000.270.130.170.610.100.160.350.140.280.240.330.390.160.150.250.290.360.370.510.200.120.250.340.160.210.410.370.380.250.230.60
JNJ-0.160.070.170.070.120.150.250.010.190.080.110.260.130.090.070.110.200.350.120.450.260.380.110.200.170.220.230.370.230.120.271.000.090.260.300.160.340.320.180.340.430.280.370.290.150.270.250.300.320.360.260.220.430.300.210.230.360.340.360.230.270.38
TXN0.170.230.010.300.100.130.020.380.210.130.080.130.270.340.410.350.120.200.180.03-0.040.070.500.320.370.330.280.190.240.440.130.091.000.380.070.450.290.100.460.240.190.220.080.240.370.400.310.120.120.090.400.380.180.100.470.370.250.110.160.430.450.12
CMCSA0.040.15-0.000.230.140.190.040.140.170.120.190.300.150.220.230.240.210.200.130.070.150.180.280.200.350.250.300.230.280.310.170.260.381.000.260.240.240.040.450.300.340.150.080.320.290.710.280.270.270.170.240.220.290.260.440.240.290.300.280.390.350.27
K-0.070.070.03-0.130.090.220.20-0.110.280.070.410.300.16-0.01-0.020.150.210.170.120.320.650.250.050.170.260.210.250.310.250.130.610.300.070.261.000.190.190.290.080.230.240.270.350.220.110.230.240.420.410.460.260.170.300.390.160.190.360.410.420.280.300.59
EXR0.100.090.020.130.170.180.050.180.220.120.120.160.340.160.350.250.100.250.210.100.080.090.350.300.310.270.260.180.220.360.100.160.450.240.191.000.220.150.300.190.290.190.160.330.390.290.290.270.340.100.800.400.270.310.410.380.220.360.370.390.350.16
REGN0.110.140.320.120.140.160.230.160.170.270.110.150.140.220.160.280.230.280.260.360.140.440.280.210.220.290.190.250.290.260.160.340.290.240.190.221.000.240.340.380.440.220.240.260.270.240.290.200.200.250.280.340.320.230.310.320.310.210.240.200.230.21
RSG-0.010.060.340.020.070.060.240.210.100.330.180.100.080.240.160.220.190.100.340.380.280.290.180.190.150.260.200.200.240.170.350.320.100.040.290.150.241.000.160.190.150.680.820.170.270.090.440.280.260.430.240.370.360.330.220.380.440.260.240.160.350.45
CSCO0.030.250.080.340.190.210.100.350.060.170.160.200.200.330.330.290.180.270.170.050.010.120.420.280.290.350.230.240.170.370.140.180.460.450.080.300.340.161.000.240.340.190.140.260.420.430.430.130.140.190.300.350.280.150.350.410.270.150.140.380.340.24
GILD0.050.130.090.130.140.030.150.140.230.160.180.170.160.150.130.180.260.330.180.330.270.340.210.230.210.320.210.390.400.140.280.340.240.300.230.190.380.190.241.000.470.280.260.280.250.290.240.350.340.350.280.210.300.340.260.270.340.350.340.270.310.37
AMGN0.030.110.220.170.140.160.130.130.130.090.060.210.270.230.180.210.280.320.120.300.200.350.230.190.150.280.180.360.310.120.240.430.190.340.240.290.440.150.340.471.000.170.180.300.260.370.300.330.300.280.340.220.340.310.270.280.270.340.340.350.270.35
WCN0.090.020.240.090.080.100.160.230.120.300.190.080.110.210.230.230.220.160.310.370.220.330.210.220.180.250.270.250.260.210.330.280.220.150.270.190.220.680.190.280.171.000.670.230.270.200.360.270.290.380.290.390.330.290.300.340.420.270.300.240.340.37
WM-0.030.040.29-0.000.080.060.300.110.160.320.180.140.100.200.110.190.250.170.380.460.360.330.110.190.170.220.190.250.310.160.390.370.080.080.350.160.240.820.140.260.180.671.000.240.240.150.400.300.300.430.240.300.360.370.230.330.440.320.280.230.360.47
WMB0.170.030.050.070.520.330.170.010.220.160.230.330.340.140.240.200.180.350.230.200.150.190.160.310.360.200.410.270.220.370.160.290.240.320.220.330.260.170.260.280.300.230.241.000.300.390.250.300.320.200.360.330.270.390.400.290.240.380.380.420.360.18
PAYX0.080.170.090.220.140.160.130.280.160.150.200.090.130.200.380.280.210.220.190.080.160.220.370.370.370.270.240.190.160.370.150.150.370.290.110.390.270.270.420.250.260.270.240.301.000.380.380.220.240.250.390.580.290.270.460.770.320.230.230.360.300.23
LBRDK0.030.140.020.220.190.240.100.180.230.050.200.320.220.210.230.260.210.200.080.010.130.150.340.300.350.230.420.250.240.280.250.270.400.710.230.290.240.090.430.290.370.200.150.390.381.000.280.350.290.210.320.310.280.280.420.340.300.330.350.450.400.30
MSI-0.020.080.230.240.110.040.170.350.050.350.120.150.070.290.280.210.240.190.300.260.180.260.390.150.180.400.140.230.330.290.290.250.310.280.240.290.290.440.430.240.300.360.400.250.380.281.000.240.250.320.310.420.310.240.350.430.420.250.210.300.340.34
XEL-0.050.110.050.080.150.130.170.020.190.080.220.350.370.060.000.060.220.240.140.190.450.250.110.190.150.180.320.340.360.100.360.300.120.270.420.270.200.280.130.350.330.270.300.300.220.350.241.000.750.420.340.150.380.710.160.250.270.760.800.310.280.50
ED-0.010.080.060.040.120.120.11-0.020.170.060.250.330.310.050.080.060.210.200.130.240.460.250.070.160.230.170.240.300.420.140.370.320.120.270.410.340.200.260.140.340.300.290.300.320.240.290.250.751.000.430.390.220.400.740.200.220.290.810.840.340.340.47
PG-0.030.140.240.110.160.040.310.140.190.220.290.210.190.150.090.220.440.130.230.360.440.350.150.200.150.210.210.260.290.160.510.360.090.170.460.100.250.430.190.350.280.380.430.200.250.210.320.420.431.000.220.280.430.410.230.320.480.440.430.290.320.65
PSA0.030.100.030.140.190.160.090.130.200.150.160.170.330.170.300.260.180.280.230.160.190.140.330.270.270.260.280.240.310.320.200.260.400.240.260.800.280.240.300.280.340.290.240.360.390.320.310.340.390.221.000.420.300.390.490.370.300.440.440.340.370.30
BR0.160.110.200.190.140.190.110.310.120.190.130.220.220.280.460.390.160.190.220.210.060.180.450.380.340.270.260.150.170.460.120.220.380.220.170.400.340.370.350.210.220.390.300.330.580.310.420.150.220.280.421.000.320.260.480.510.370.270.240.340.400.22
BDX0.050.190.210.200.170.150.250.140.130.110.170.240.270.210.220.230.200.260.150.300.230.300.230.330.200.310.220.290.280.200.250.430.180.290.300.270.320.360.280.300.340.330.360.270.290.280.310.380.400.430.300.321.000.380.230.340.370.420.400.340.430.43
SO-0.020.060.120.070.210.140.09-0.010.170.100.280.340.360.100.010.070.230.280.140.230.430.260.060.210.230.120.250.300.330.160.340.300.100.260.390.310.230.330.150.340.310.290.370.390.270.280.240.710.740.410.390.260.381.000.230.250.330.800.790.390.350.47
HD0.090.190.110.180.150.190.090.230.280.290.170.230.160.220.420.380.270.210.360.130.040.220.410.380.440.300.300.200.220.530.160.210.470.440.160.410.310.220.350.260.270.300.230.400.460.420.350.160.200.230.490.480.230.231.000.430.350.220.210.380.350.23
ADP0.140.190.130.180.120.130.280.270.110.250.200.140.120.190.360.280.150.260.280.190.170.300.400.410.300.320.260.210.190.370.210.230.370.240.190.380.320.380.410.270.280.340.330.290.770.340.430.250.220.320.370.510.340.250.431.000.360.240.220.330.340.29
MCD0.050.050.200.150.120.130.250.200.180.300.240.140.130.270.150.300.310.200.320.320.310.320.270.240.230.240.280.270.310.190.410.360.250.290.360.220.310.440.270.340.270.420.440.240.320.300.420.270.290.480.300.370.370.330.350.361.000.310.300.260.370.51
DUK-0.030.080.030.060.220.130.13-0.020.150.040.260.380.410.050.020.090.220.260.150.230.460.300.090.180.200.140.270.320.400.170.370.340.110.300.410.360.210.260.150.350.340.270.320.380.230.330.250.760.810.440.440.270.420.800.220.240.311.000.830.400.380.51
WEC-0.040.080.030.060.180.200.11-0.010.250.050.290.320.430.070.020.090.210.270.120.220.450.290.120.200.220.130.330.340.370.160.380.360.160.280.420.370.240.240.140.340.340.300.280.380.230.350.210.800.840.430.440.240.400.790.210.220.300.831.000.390.350.49
AMCR0.080.120.000.180.300.380.140.200.300.060.260.300.430.210.190.240.190.320.170.150.200.180.250.300.370.270.480.380.310.370.250.230.430.390.280.390.200.160.380.270.350.240.230.420.360.450.300.310.340.290.340.340.340.390.380.330.260.400.391.000.510.30
APD0.120.120.100.180.240.240.080.180.260.140.240.240.340.230.300.220.210.250.250.160.200.210.360.280.340.330.380.220.260.410.230.270.450.350.300.350.230.350.340.310.270.340.360.360.300.400.340.280.340.320.370.400.430.350.350.340.370.380.350.511.000.36
PEP-0.060.130.170.150.090.070.310.140.180.180.300.220.200.180.090.220.440.180.230.340.570.310.110.200.240.250.170.270.390.180.600.380.120.270.590.160.210.450.240.370.350.370.470.180.230.300.340.500.470.650.300.220.430.470.230.290.510.510.490.300.361.00