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Pegaz
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VUSA.AS 22%KO 2%TGT 2%PG 2%HD 2%LOW 2%JNJ 2%ABBV 2%O 2%UNP 2%CAT 2%UPS 2%GD 2%NEE 2%DUK 2%SO 2%QCOM 2%TXN 2%AVGO 2%MSFT 2%AAPL 2%V 2%AXP 2%APD 2%XOM 2%CVX 2%VICI 2%UNH 2%KR 2%TROW 2%AMGN 2%MA 2%INTU 2%MSCI 2%BLK 2%AWR 2%AWK 2%AMT 2%MO 1%VOW3.DE 1%VZ 1%MAIN 1%EquityEquity

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pegaz, 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.


100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
176.91%
121.14%
Pegaz
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Pegaz-0.81%8.73%-3.88%8.11%15.19%N/A
KO
The Coca-Cola Company
15.15%4.02%13.48%16.62%12.14%9.11%
MO
17.59%8.71%17.08%47.47%19.12%N/A
TGT
-27.68%9.20%-34.75%-37.39%-1.16%N/A
PG
-4.18%0.81%-1.69%-1.52%8.89%N/A
VOW3.DE
20.07%18.19%20.05%-4.50%3.67%N/A
HD
The Home Depot, Inc.
-5.61%8.84%-7.59%10.36%11.60%15.26%
LOW
-8.16%6.60%-14.89%-1.45%16.08%N/A
JNJ
Johnson & Johnson
8.50%3.77%0.92%7.86%3.70%7.37%
ABBV
AbbVie Inc.
6.39%6.62%-5.71%19.87%21.49%15.79%
VZ
12.82%5.07%11.21%17.96%0.41%N/A
O
7.85%8.12%2.64%8.55%6.75%N/A
UNP
-4.39%4.11%-9.59%-9.84%8.62%N/A
CAT
Caterpillar Inc.
-9.84%18.95%-19.88%-4.33%25.49%16.86%
UPS
-22.02%5.47%-25.79%-31.02%3.96%N/A
GD
General Dynamics Corporation
4.35%7.50%-10.15%-5.15%17.23%9.31%
NEE
-3.92%6.57%-7.07%-3.58%5.91%N/A
DUK
Duke Energy Corporation
12.41%3.49%10.07%21.74%12.11%9.09%
SO
10.64%3.97%5.63%20.36%14.33%N/A
QCOM
-5.04%16.40%-15.19%-18.02%14.56%N/A
TXN
-10.25%14.41%-22.64%-7.31%10.35%N/A
AVGO
Broadcom Inc.
-10.11%33.16%13.68%58.68%52.09%36.25%
MSFT
4.16%23.58%3.41%7.55%19.37%N/A
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%20.64%21.49%
V
11.33%13.95%15.28%27.67%14.10%N/A
AXP
American Express Company
-3.88%22.59%-0.54%21.43%26.84%15.25%
APD
Air Products and Chemicals, Inc.
-5.89%8.46%-12.74%12.27%5.26%9.48%
XOM
-0.51%5.26%-10.94%-5.60%23.18%N/A
CVX
Chevron Corporation
-4.34%0.08%-10.71%-12.04%12.05%6.97%
VICI
9.58%7.38%4.95%14.07%18.56%N/A
UNH
-23.46%-30.29%-35.80%-22.16%7.45%N/A
KR
The Kroger Co.
18.01%8.20%22.33%32.51%22.76%11.26%
TROW
-16.92%15.44%-20.93%-12.91%-0.11%N/A
AMGN
Amgen Inc.
5.22%-2.93%-14.12%-8.78%6.04%8.48%
MAIN
-7.37%7.89%6.41%12.78%22.96%N/A
MA
8.03%18.36%9.85%25.44%15.20%N/A
INTU
Intuit Inc.
4.75%20.80%-2.35%4.41%18.73%21.43%
MSCI
-6.71%10.06%-2.51%19.95%11.60%N/A
BLK
BlackRock, Inc.
-8.92%13.84%-9.43%22.07%15.62%12.55%
AWR
American States Water Company
4.00%6.89%-3.90%7.41%3.03%9.72%
AWK
American Water Works Company, Inc.
17.52%3.22%10.76%11.96%6.03%12.80%
AMT
American Tower Corporation
19.77%7.34%12.00%24.13%0.89%11.42%
VUSA.AS
-3.74%8.99%-4.76%10.35%15.21%N/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.75%0.43%-2.24%-2.62%0.98%-0.81%
20240.74%2.77%3.75%-3.45%3.90%1.35%4.27%2.20%2.30%-1.44%3.32%-3.97%16.44%
20234.09%-3.21%2.98%0.60%-2.87%5.30%3.76%-2.19%-4.66%-2.54%8.38%5.20%14.78%
2022-4.02%-2.33%4.78%-5.83%0.17%-6.66%8.12%-3.18%-9.15%9.00%6.29%-3.60%-8.15%
2021-0.71%2.32%6.27%4.69%1.09%1.69%3.08%1.91%-5.01%7.04%-0.86%6.59%31.16%
20200.56%-8.20%-10.24%11.07%5.28%2.05%5.46%6.34%-2.13%-3.04%10.26%3.27%19.81%
20195.79%4.07%2.76%4.31%-5.49%6.38%1.59%1.61%0.99%2.21%3.84%2.55%34.62%
20184.33%-3.99%-2.27%1.36%3.10%0.60%3.38%2.78%1.32%-5.66%3.36%-6.84%0.66%
20170.52%4.79%1.38%6.79%

Expense Ratio

Pegaz has an expense ratio of 0.02%, 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Pegaz is 30, 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 Pegaz is 3030
Overall Rank
The Sharpe Ratio Rank of Pegaz is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of Pegaz is 2020
Sortino Ratio Rank
The Omega Ratio Rank of Pegaz is 2222
Omega Ratio Rank
The Calmar Ratio Rank of Pegaz is 2727
Calmar Ratio Rank
The Martin Ratio Rank of Pegaz is 3030
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
KO
The Coca-Cola Company
0.991.441.181.022.20
MO
2.533.291.434.109.58
TGT
-0.92-1.230.81-0.60-2.01
PG
-0.08-0.100.99-0.27-0.61
VOW3.DE
-0.16-0.230.97-0.14-0.43
HD
The Home Depot, Inc.
0.440.721.090.421.10
LOW
-0.060.081.01-0.06-0.15
JNJ
Johnson & Johnson
0.420.421.060.240.64
ABBV
AbbVie Inc.
0.720.951.150.821.99
VZ
0.791.031.150.702.79
O
0.460.701.090.310.83
UNP
-0.43-0.490.94-0.51-1.33
CAT
Caterpillar Inc.
-0.14-0.080.99-0.18-0.47
UPS
-0.98-1.320.80-0.60-2.01
GD
General Dynamics Corporation
-0.23-0.240.97-0.27-0.56
NEE
-0.13-0.210.97-0.32-0.65
DUK
Duke Energy Corporation
1.221.661.201.734.31
SO
1.101.451.181.333.16
QCOM
-0.41-0.540.93-0.53-0.90
TXN
-0.19-0.240.97-0.38-0.97
AVGO
Broadcom Inc.
0.921.511.201.193.29
MSFT
0.290.451.060.200.44
AAPL
Apple Inc
0.260.421.060.130.45
V
1.251.681.261.755.95
AXP
American Express Company
0.671.031.140.662.10
APD
Air Products and Chemicals, Inc.
0.430.621.080.290.81
XOM
-0.23-0.290.96-0.41-0.90
CVX
Chevron Corporation
-0.48-0.490.93-0.55-1.45
VICI
0.710.901.110.691.69
UNH
-0.59-0.670.88-0.66-1.82
KR
The Kroger Co.
1.382.321.272.419.67
TROW
-0.45-0.700.91-0.28-1.24
AMGN
Amgen Inc.
-0.35-0.490.93-0.51-1.07
MAIN
0.591.231.180.832.96
MA
1.201.651.241.456.05
INTU
Intuit Inc.
0.130.291.040.050.10
MSCI
0.790.881.120.481.84
BLK
BlackRock, Inc.
0.841.101.160.742.39
AWR
American States Water Company
0.340.441.050.150.52
AWK
American Water Works Company, Inc.
0.520.811.100.321.17
AMT
American Tower Corporation
0.880.971.130.421.22
VUSA.AS
0.570.701.100.391.55

The current Pegaz Sharpe ratio is 0.65. 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 Pegaz 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.65
0.48
Pegaz
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Pegaz provided a 2.55% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.55%2.43%2.50%2.87%2.08%2.36%2.30%2.63%2.17%2.27%2.44%2.00%
KO
The Coca-Cola Company
2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
MO
6.69%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
TGT
4.60%3.28%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%
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%
VOW3.DE
9.14%10.18%7.84%22.87%2.74%3.19%2.76%2.85%1.24%0.13%3.63%2.20%
HD
The Home Depot, Inc.
2.48%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
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%
JNJ
Johnson & Johnson
3.19%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
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%
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%
O
5.65%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
UNP
2.45%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%
CAT
Caterpillar Inc.
1.74%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
UPS
6.74%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%
GD
General Dynamics Corporation
2.12%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%
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%
DUK
Duke Energy Corporation
3.47%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%
SO
3.19%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%
QCOM
2.34%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
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%
AVGO
Broadcom Inc.
1.08%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
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%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
V
0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
AXP
American Express Company
1.03%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
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%
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%
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%
VICI
5.43%5.81%5.05%4.63%4.58%4.93%4.59%5.32%0.00%0.00%0.00%0.00%
UNH
2.18%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
KR
The Kroger Co.
1.74%2.00%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%
TROW
5.39%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%
AMGN
Amgen Inc.
3.36%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
MAIN
7.37%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%
MA
0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
INTU
Intuit Inc.
0.61%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
MSCI
1.18%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%
BLK
BlackRock, Inc.
2.21%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
AWR
American States Water Company
2.27%2.30%2.06%1.65%1.35%1.61%1.34%1.58%1.72%2.01%2.08%2.21%
AWK
American Water Works Company, Inc.
2.10%2.41%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%
AMT
American Tower Corporation
3.01%3.53%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%
VUSA.AS
1.14%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

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
-4.75%
-7.82%
Pegaz
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Pegaz. 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 Pegaz was 33.71%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current Pegaz drawdown is 4.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.71%Feb 20, 202023Mar 23, 202096Aug 5, 2020119
-18.46%Jan 5, 2022200Oct 12, 2022199Jul 20, 2023399
-14.95%Sep 24, 201866Dec 24, 201855Mar 13, 2019121
-12.4%Dec 2, 202490Apr 8, 2025
-10.51%Aug 1, 202364Oct 27, 202332Dec 12, 202396

Volatility

Volatility Chart

The current Pegaz volatility is 5.10%, 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
5.10%
11.21%
Pegaz
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 42 assets, with an effective number of assets of 15.72, 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.

^GSPCKRVOW3.DEVZMOXOMABBVUNHDUKSOCVXAWRTGTAMTJNJNEEAMGNPGAVGOAWKMAINOVUSA.ASQCOMVICIAAPLGDKOMSFTINTUMSCICATUPSLOWTXNAXPAPDUNPHDVMATROWBLKPortfolio
^GSPC1.000.170.360.300.310.420.390.410.240.270.440.330.470.370.360.370.440.370.690.340.530.380.620.680.460.720.510.420.770.720.650.620.570.600.730.680.600.590.630.680.700.750.740.90
KR0.171.000.050.250.250.150.160.170.230.220.170.210.280.130.220.160.220.280.060.210.130.150.080.090.120.070.200.240.090.080.090.160.220.210.100.100.160.210.220.100.070.160.140.25
VOW3.DE0.360.051.000.140.200.280.140.140.030.070.270.070.220.100.130.090.160.090.270.060.290.130.520.280.260.220.240.180.190.210.210.400.280.270.290.350.290.270.230.260.300.350.360.45
VZ0.300.250.141.000.390.250.300.290.450.430.260.350.250.330.410.350.330.430.090.390.240.350.160.110.260.150.300.440.140.150.160.270.290.280.190.260.330.310.290.250.230.270.270.40
MO0.310.250.200.391.000.330.310.270.370.360.320.260.250.250.360.290.320.410.130.290.250.340.200.150.320.170.340.460.130.130.140.320.290.290.190.290.320.350.270.240.240.290.290.41
XOM0.420.150.280.250.331.000.270.250.180.180.840.140.260.090.230.160.230.140.240.090.310.200.270.270.290.230.430.250.160.190.190.560.330.290.300.440.340.400.260.320.320.370.370.47
ABBV0.390.160.140.300.310.271.000.350.270.240.270.220.240.250.450.220.500.350.210.260.260.270.250.220.250.240.300.350.260.270.280.300.320.280.280.260.310.300.310.330.320.290.310.45
UNH0.410.170.140.290.270.250.351.000.270.260.280.250.240.260.390.240.360.340.210.280.250.230.250.220.240.280.340.330.300.280.300.280.300.310.280.310.310.350.320.340.330.300.340.46
DUK0.240.230.030.450.370.180.270.271.000.790.180.580.180.490.400.670.320.500.050.700.220.510.100.050.350.140.300.540.110.130.200.150.230.220.120.180.310.280.260.220.220.200.220.40
SO0.270.220.070.430.360.180.240.260.791.000.190.550.180.490.390.670.290.480.070.680.220.500.110.080.350.160.320.520.140.150.210.150.230.230.160.180.310.280.270.240.240.220.210.41
CVX0.440.170.270.260.320.840.270.280.180.191.000.150.280.100.240.170.250.140.270.110.340.210.280.270.300.240.450.250.210.210.230.560.330.300.320.450.360.430.290.330.330.400.380.49
AWR0.330.210.070.350.260.140.220.250.580.550.151.000.220.450.360.540.290.410.120.710.220.460.180.150.330.200.330.420.220.250.300.180.270.300.210.220.300.310.330.270.250.280.300.45
TGT0.470.280.220.250.250.260.240.240.180.180.280.221.000.250.250.230.260.260.280.220.290.250.270.320.280.300.290.260.280.350.330.340.430.490.370.340.360.370.520.300.320.430.410.51
AMT0.370.130.100.330.250.090.250.260.490.490.100.450.251.000.370.510.330.410.170.570.240.560.200.190.410.290.220.430.300.330.350.170.310.300.260.210.320.280.350.320.310.290.310.46
JNJ0.360.220.130.410.360.230.450.390.400.390.240.360.250.371.000.340.490.480.130.400.200.320.210.180.240.230.330.470.240.230.240.270.320.290.260.250.350.350.320.340.320.310.340.46
NEE0.370.160.090.350.290.160.220.240.670.670.170.540.230.510.341.000.260.450.160.690.260.460.200.170.350.250.280.460.270.280.300.160.290.310.240.210.330.290.330.280.290.270.300.47
AMGN0.440.220.160.330.320.230.500.360.320.290.250.290.260.330.490.261.000.370.250.330.250.280.240.270.290.310.320.360.320.310.330.310.330.320.350.280.330.330.330.330.300.370.380.50
PG0.370.280.090.430.410.140.350.340.500.480.140.410.260.410.480.450.371.000.150.500.200.380.180.180.270.250.310.620.280.240.270.200.330.310.250.230.390.320.350.340.330.260.300.46
AVGO0.690.060.270.090.130.240.210.210.050.070.270.120.280.170.130.160.250.151.000.120.330.180.430.650.270.540.300.180.580.530.470.420.360.390.660.420.380.360.400.420.440.490.480.59
AWK0.340.210.060.390.290.090.260.280.700.680.110.710.220.570.400.690.330.500.121.000.230.520.200.140.370.230.280.490.250.290.340.130.280.300.220.210.340.290.330.290.270.270.310.47
MAIN0.530.130.290.240.250.310.260.250.220.220.340.220.290.240.200.260.250.200.330.231.000.360.370.330.390.350.380.290.340.360.350.410.340.360.360.470.360.370.360.370.370.490.460.55
O0.380.150.130.350.340.200.270.230.510.500.210.460.250.560.320.460.280.380.180.520.361.000.190.200.580.230.310.480.240.270.290.240.310.310.260.320.350.330.350.350.330.320.310.49
VUSA.AS0.620.080.520.160.200.270.250.250.100.110.280.180.270.200.210.200.240.180.430.200.370.191.000.400.300.410.330.240.440.460.420.440.370.380.410.460.380.370.380.430.440.500.510.71
QCOM0.680.090.280.110.150.270.220.220.050.080.270.150.320.190.180.170.270.180.650.140.330.200.401.000.290.570.280.180.570.530.430.440.400.410.700.440.410.360.420.450.450.510.500.61
VICI0.460.120.260.260.320.290.250.240.350.350.300.330.280.410.240.350.290.270.270.370.390.580.300.291.000.280.360.370.260.320.350.340.380.390.330.420.350.380.390.360.360.410.400.54
AAPL0.720.070.220.150.170.230.240.280.140.160.240.200.300.290.230.250.310.250.540.230.350.230.410.570.281.000.270.260.670.560.520.340.400.400.560.390.390.350.420.490.510.490.480.61
GD0.510.200.240.300.340.430.300.340.300.320.450.330.290.220.330.280.320.310.300.280.380.310.330.280.360.271.000.400.290.300.300.520.390.370.320.500.420.500.390.410.420.470.470.58
KO0.420.240.180.440.460.250.350.330.540.520.250.420.260.430.470.460.360.620.180.490.290.480.240.180.370.260.401.000.270.260.300.290.350.310.260.330.430.400.340.400.400.330.360.53
MSFT0.770.090.190.140.130.160.260.300.110.140.210.220.280.300.240.270.320.280.580.250.340.240.440.570.260.670.290.271.000.690.580.330.370.410.580.420.410.370.450.580.590.520.520.63
INTU0.720.080.210.150.130.190.270.280.130.150.210.250.350.330.230.280.310.240.530.290.360.270.460.530.320.560.300.260.691.000.610.340.390.450.560.450.400.360.470.570.600.550.530.65
MSCI0.650.090.210.160.140.190.280.300.200.210.230.300.330.350.240.300.330.270.470.340.350.290.420.430.350.520.300.300.580.611.000.320.390.440.490.420.450.390.470.550.570.550.560.63
CAT0.620.160.400.270.320.560.300.280.150.150.560.180.340.170.270.160.310.200.420.130.410.240.440.440.340.340.520.290.330.340.321.000.480.450.490.580.510.570.440.430.450.560.570.64
UPS0.570.220.280.290.290.330.320.300.230.230.330.270.430.310.320.290.330.330.360.280.340.310.370.400.380.400.390.350.370.390.390.481.000.470.460.430.460.530.500.400.410.550.520.63
LOW0.600.210.270.280.290.290.280.310.220.230.300.300.490.300.290.310.320.310.390.300.360.310.380.410.390.400.370.310.410.450.440.450.471.000.460.440.440.470.820.430.440.530.540.65
TXN0.730.100.290.190.190.300.280.280.120.160.320.210.370.260.260.240.350.250.660.220.360.260.410.700.330.560.320.260.580.560.490.490.460.461.000.490.470.450.500.510.520.580.560.67
AXP0.680.100.350.260.290.440.260.310.180.180.450.220.340.210.250.210.280.230.420.210.470.320.460.440.420.390.500.330.420.450.420.580.430.440.491.000.460.500.440.580.580.600.620.67
APD0.600.160.290.330.320.340.310.310.310.310.360.300.360.320.350.330.330.390.380.340.360.350.380.410.350.390.420.430.410.400.450.510.460.440.470.461.000.490.460.470.480.510.540.65
UNP0.590.210.270.310.350.400.300.350.280.280.430.310.370.280.350.290.330.320.360.290.370.330.370.360.380.350.500.400.370.360.390.570.530.470.450.500.491.000.480.470.480.530.570.65
HD0.630.220.230.290.270.260.310.320.260.270.290.330.520.350.320.330.330.350.400.330.360.350.380.420.390.420.390.340.450.470.470.440.500.820.500.440.460.481.000.470.470.530.550.67
V0.680.100.260.250.240.320.330.340.220.240.330.270.300.320.340.280.330.340.420.290.370.350.430.450.360.490.410.400.580.570.550.430.400.430.510.580.470.470.471.000.870.510.540.68
MA0.700.070.300.230.240.320.320.330.220.240.330.250.320.310.320.290.300.330.440.270.370.330.440.450.360.510.420.400.590.600.570.450.410.440.520.580.480.480.470.871.000.540.560.69
TROW0.750.160.350.270.290.370.290.300.200.220.400.280.430.290.310.270.370.260.490.270.490.320.500.510.410.490.470.330.520.550.550.560.550.530.580.600.510.530.530.510.541.000.760.75
BLK0.740.140.360.270.290.370.310.340.220.210.380.300.410.310.340.300.380.300.480.310.460.310.510.500.400.480.470.360.520.530.560.570.520.540.560.620.540.570.550.540.560.761.000.76
Portfolio0.900.250.450.400.410.470.450.460.400.410.490.450.510.460.460.470.500.460.590.470.550.490.710.610.540.610.580.530.630.650.630.640.630.650.670.670.650.650.670.680.690.750.761.00
The correlation results are calculated based on daily price changes starting from Oct 19, 2017