#3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
#3
Last updated Dec 19, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 3.33% |
ACN Accenture plc | Technology | 3.33% |
AVGO Broadcom Inc. | Technology | 3.33% |
CAT Caterpillar Inc. | Industrials | 3.33% |
CCI Crown Castle International Corp. | Real Estate | 3.33% |
CRM salesforce.com, inc. | Technology | 3.33% |
CVX Chevron Corporation | Energy | 3.33% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 3.33% |
DG Dollar General Corporation | Consumer Defensive | 3.33% |
DHR Danaher Corporation | Healthcare | 3.33% |
HAL Halliburton Company | Energy | 3.33% |
HCA HCA Healthcare, Inc. | Healthcare | 3.33% |
HD The Home Depot, Inc. | Consumer Cyclical | 3.33% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 3.33% |
JPM JPMorgan Chase & Co. | Financial Services | 3.33% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 3.33% |
LPLA LPL Financial Holdings Inc. | Financial Services | 3.33% |
LRCX Lam Research Corporation | Technology | 3.33% |
MA Mastercard Inc | Financial Services | 3.33% |
MAR Marriott International, Inc. | Consumer Cyclical | 3.33% |
MCD | 3.33% | |
MCHP | 3.33% | |
PG | 3.33% | |
SHW | 3.33% | |
STZ | 3.33% | |
TXRH | 3.33% | |
V | 3.33% | |
WMT | 3.33% | |
YUM | 3.33% | |
ZTS | 3.33% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in #3, 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
#3
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of HLT
Returns By Period
As of Dec 19, 2024, the #3 returned 16.43% Year-To-Date and 19.10% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| #3 | 17.26% | 0.08% | 6.26% | 17.92% | 18.57% | 19.04% |
| Portfolio components: | ||||||
AAPL Apple Inc | 32.83% | 11.13% | 22.93% | 31.36% | 30.37% | 26.14% |
ACN Accenture plc | 6.08% | 2.60% | 19.58% | 6.74% | 13.33% | 16.84% |
CAT Caterpillar Inc. | 25.79% | -4.05% | 12.51% | 28.21% | 22.63% | 17.76% |
CCI Crown Castle International Corp. | -16.49% | -11.74% | -3.27% | -16.06% | -4.63% | 5.57% |
CRM salesforce.com, inc. | 31.33% | 5.63% | 40.83% | 29.31% | 16.02% | 19.08% |
CVX Chevron Corporation | -0.10% | -11.45% | -6.03% | -1.13% | 8.33% | 6.76% |
DG Dollar General Corporation | -42.69% | 4.27% | -39.98% | -40.11% | -12.39% | 2.11% |
DHR Danaher Corporation | -0.90% | -1.95% | -10.17% | -0.37% | 11.48% | 20.46% |
HAL Halliburton Company | -26.64% | -16.71% | -21.94% | -27.62% | 2.83% | -2.44% |
HCA HCA Healthcare, Inc. | 13.05% | -8.63% | -10.08% | 13.86% | 16.52% | 15.80% |
HD The Home Depot, Inc. | 16.06% | -1.33% | 11.60% | 15.26% | 14.92% | 16.97% |
HLT Hilton Worldwide Holdings Inc. | 37.36% | -0.29% | 15.69% | 37.79% | 17.79% | 17.30% |
JPM JPMorgan Chase & Co. | 43.02% | -1.32% | 22.46% | 45.24% | 14.90% | 17.53% |
LOW Lowe's Companies, Inc. | 13.43% | -5.82% | 9.36% | 12.92% | 17.78% | 15.90% |
LPLA LPL Financial Holdings Inc. | 44.75% | 3.43% | 17.56% | 47.74% | 29.59% | 23.84% |
LRCX Lam Research Corporation | -7.41% | 2.80% | -31.23% | -6.66% | 20.79% | 26.18% |
MAR Marriott International, Inc. | 27.17% | 1.58% | 17.20% | 29.28% | 14.21% | 14.87% |
MCD | 1.11% | 1.21% | 14.18% | 2.88% | 10.78% | 14.92% |
MCHP | -37.05% | -14.17% | -38.63% | -36.84% | 2.89% | 11.41% |
PG | 17.54% | -1.66% | 1.07% | 19.40% | 8.70% | 9.10% |
STZ | -4.48% | -5.21% | -13.03% | -2.10% | 5.32% | 10.10% |
V | 21.55% | 2.17% | 14.56% | 21.93% | 11.61% | 17.68% |
WMT | 79.36% | 7.07% | 37.84% | 82.66% | 20.18% | 14.72% |
YUM | 2.54% | -0.66% | -1.21% | 3.08% | 7.48% | 11.27% |
ZTS | -15.83% | -6.36% | -3.39% | -14.66% | 5.19% | 15.23% |
AVGO Broadcom Inc. | 99.92% | 35.25% | 33.98% | 97.97% | 51.49% | 39.77% |
TXRH | 52.48% | -4.73% | 8.53% | 55.98% | 28.83% | 20.60% |
SHW | 11.22% | -7.44% | 14.63% | 13.02% | 13.20% | 15.76% |
MA Mastercard Inc | 24.52% | 3.02% | 16.42% | 25.42% | 12.73% | 20.46% |
DECK Deckers Outdoor Corporation | 89.37% | 19.62% | 29.15% | 79.77% | 49.96% | 30.05% |
*Annualized
Monthly Returns
The table below presents the monthly returns of #3, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.26% | 6.66% | 2.22% | -5.27% | 3.09% | 0.81% | 1.88% | 0.54% | 3.45% | -1.84% | 6.22% | 17.26% | |
| 2023 | 6.54% | -2.77% | 2.42% | 1.97% | -1.58% | 7.25% | 4.20% | -1.87% | -5.16% | -2.81% | 9.88% | 6.09% | 25.46% |
| 2022 | -5.22% | -2.75% | 2.99% | -3.56% | 0.22% | -9.94% | 10.88% | -4.05% | -7.57% | 12.47% | 6.80% | -4.85% | -7.13% |
| 2021 | -2.55% | 6.58% | 5.10% | 4.97% | 0.60% | 0.21% | 3.38% | 0.77% | -2.19% | 5.95% | -0.22% | 7.51% | 33.79% |
| 2020 | 0.22% | -8.72% | -16.28% | 16.04% | 7.49% | 2.60% | 6.21% | 8.49% | -3.01% | -0.86% | 13.46% | 3.78% | 27.88% |
| 2019 | 7.26% | 5.04% | 1.86% | 5.18% | -6.65% | 8.21% | 2.04% | -0.28% | 1.40% | 2.24% | 3.43% | 3.98% | 38.33% |
| 2018 | 5.75% | -3.19% | -0.75% | 0.55% | 3.16% | -0.07% | 2.29% | 3.42% | 1.61% | -6.71% | 3.68% | -6.64% | 2.23% |
| 2017 | 3.85% | 2.84% | 1.63% | 2.81% | 4.21% | -0.47% | 2.04% | 1.72% | 3.72% | 4.23% | 4.24% | 2.96% | 39.37% |
| 2016 | -4.17% | 0.24% | 9.06% | 0.37% | 2.16% | 0.43% | 6.42% | 0.17% | -0.60% | -1.42% | 5.62% | 0.82% | 20.00% |
| 2015 | -2.81% | 8.55% | -1.47% | 0.07% | 2.47% | -0.73% | 0.80% | -5.35% | -3.15% | 6.13% | 1.32% | -1.22% | 3.85% |
| 2014 | -2.93% | 4.95% | 0.40% | -0.01% | 2.23% | 3.31% | -1.48% | 6.07% | -0.32% | 1.98% | 4.78% | 0.42% | 20.73% |
| 2013 | 4.49% | 4.49% |
Expense Ratio
#3 has an expense ratio of 0.00%, indicating no management fees are charged. 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 #3 is 35, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 2.04 | 1.26 | 1.88 | 4.89 |
ACN Accenture plc | 0.39 | 0.71 | 1.10 | 0.33 | 0.72 |
CAT Caterpillar Inc. | 1.09 | 1.63 | 1.21 | 1.79 | 3.92 |
CCI Crown Castle International Corp. | -0.72 | -0.92 | 0.89 | -0.32 | -1.51 |
CRM salesforce.com, inc. | 0.91 | 1.32 | 1.22 | 1.05 | 2.46 |
CVX Chevron Corporation | -0.04 | 0.07 | 1.01 | -0.04 | -0.13 |
DG Dollar General Corporation | -0.89 | -0.99 | 0.82 | -0.56 | -1.30 |
DHR Danaher Corporation | 0.05 | 0.24 | 1.03 | 0.05 | 0.17 |
HAL Halliburton Company | -0.99 | -1.33 | 0.84 | -0.47 | -1.43 |
HCA HCA Healthcare, Inc. | 0.66 | 0.99 | 1.14 | 0.57 | 1.89 |
HD The Home Depot, Inc. | 0.75 | 1.15 | 1.14 | 0.87 | 1.86 |
HLT Hilton Worldwide Holdings Inc. | 2.17 | 2.87 | 1.36 | 3.53 | 10.47 |
JPM JPMorgan Chase & Co. | 1.97 | 2.70 | 1.40 | 4.55 | 13.24 |
LOW Lowe's Companies, Inc. | 0.62 | 1.01 | 1.12 | 0.77 | 1.69 |
LPLA LPL Financial Holdings Inc. | 1.54 | 2.13 | 1.32 | 1.47 | 3.88 |
LRCX Lam Research Corporation | -0.09 | 0.17 | 1.02 | -0.10 | -0.19 |
MAR Marriott International, Inc. | 1.52 | 2.05 | 1.27 | 1.79 | 4.91 |
MCD | 0.21 | 0.41 | 1.05 | 0.22 | 0.47 |
MCHP | -0.95 | -1.28 | 0.85 | -0.82 | -2.03 |
PG | 1.32 | 1.88 | 1.26 | 2.22 | 7.48 |
STZ | -0.09 | 0.01 | 1.00 | -0.11 | -0.23 |
V | 1.37 | 1.86 | 1.26 | 1.85 | 4.71 |
WMT | 4.87 | 7.10 | 1.93 | 9.89 | 54.32 |
YUM | 0.24 | 0.45 | 1.05 | 0.33 | 0.81 |
ZTS | -0.59 | -0.69 | 0.91 | -0.37 | -1.30 |
AVGO Broadcom Inc. | 1.89 | 2.76 | 1.35 | 4.00 | 11.61 |
TXRH | 2.26 | 3.30 | 1.39 | 4.59 | 18.42 |
SHW | 0.66 | 1.05 | 1.13 | 0.89 | 2.04 |
MA Mastercard Inc | 1.69 | 2.28 | 1.31 | 2.25 | 5.58 |
DECK Deckers Outdoor Corporation | 2.05 | 2.99 | 1.37 | 3.49 | 7.67 |
#3
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
#3 provided a 1.62% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.62% | 1.47% | 1.49% | 1.15% | 1.38% | 1.57% | 1.80% | 1.41% | 2.85% | 1.72% | 1.38% | 1.21% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.39% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ACN Accenture plc | 1.46% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
CAT Caterpillar Inc. | 1.48% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
CCI Crown Castle International Corp. | 6.90% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% | 0.00% |
CRM salesforce.com, inc. | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CVX Chevron Corporation | 4.56% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
DG Dollar General Corporation | 3.09% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% | 0.00% |
DHR Danaher Corporation | 0.46% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
HAL Halliburton Company | 2.62% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
HCA HCA Healthcare, Inc. | 0.87% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.29% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
HLT Hilton Worldwide Holdings Inc. | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.94% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
LOW Lowe's Companies, Inc. | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
LPLA LPL Financial Holdings Inc. | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% | 1.38% |
LRCX Lam Research Corporation | 1.20% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
MAR Marriott International, Inc. | 0.85% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
MCD | 2.32% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
MCHP | 3.26% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% | 3.16% |
PG | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
STZ | 1.72% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% |
V | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
WMT | 0.89% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
YUM | 2.04% | 1.87% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% |
ZTS | 1.05% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% |
AVGO Broadcom Inc. | 0.72% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
TXRH | 1.33% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% |
SHW | 0.83% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
MA Mastercard Inc | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
#3
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the #3. 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 #3 was 37.97%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current #3 drawdown is 4.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -19.16% | Jan 5, 2022 | 113 | Jun 16, 2022 | 209 | Apr 18, 2023 | 322 |
| -16.11% | Sep 21, 2018 | 65 | Dec 24, 2018 | 34 | Feb 13, 2019 | 99 |
| -14.88% | Jun 23, 2015 | 162 | Feb 11, 2016 | 32 | Mar 30, 2016 | 194 |
| -11.18% | Aug 2, 2023 | 61 | Oct 26, 2023 | 25 | Dec 1, 2023 | 86 |
Volatility
Volatility Chart
The current #3 volatility is 4.13%, 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.
#3
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.
| DG | CCI | WMT | PG | HAL | TXRH | CVX | DECK | STZ | HCA | LPLA | MCD | CRM | ZTS | AAPL | AVGO | HLT | YUM | DHR | LRCX | CAT | SHW | MAR | JPM | LOW | MCHP | HD | V | ACN | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DG | 1.00 | 0.24 | 0.40 | 0.29 | 0.11 | 0.24 | 0.14 | 0.25 | 0.26 | 0.25 | 0.18 | 0.27 | 0.22 | 0.28 | 0.21 | 0.20 | 0.18 | 0.29 | 0.28 | 0.21 | 0.20 | 0.31 | 0.19 | 0.20 | 0.42 | 0.21 | 0.43 | 0.24 | 0.28 | 0.25 |
| CCI | 0.24 | 1.00 | 0.28 | 0.38 | 0.11 | 0.15 | 0.16 | 0.17 | 0.32 | 0.25 | 0.11 | 0.36 | 0.27 | 0.37 | 0.27 | 0.21 | 0.18 | 0.34 | 0.37 | 0.21 | 0.19 | 0.36 | 0.16 | 0.20 | 0.31 | 0.22 | 0.35 | 0.31 | 0.36 | 0.31 |
| WMT | 0.40 | 0.28 | 1.00 | 0.44 | 0.13 | 0.22 | 0.20 | 0.21 | 0.29 | 0.22 | 0.18 | 0.34 | 0.20 | 0.28 | 0.26 | 0.21 | 0.19 | 0.30 | 0.29 | 0.21 | 0.23 | 0.32 | 0.20 | 0.25 | 0.34 | 0.21 | 0.39 | 0.28 | 0.33 | 0.29 |
| PG | 0.29 | 0.38 | 0.44 | 1.00 | 0.11 | 0.18 | 0.21 | 0.14 | 0.33 | 0.24 | 0.12 | 0.41 | 0.21 | 0.33 | 0.26 | 0.19 | 0.20 | 0.37 | 0.36 | 0.20 | 0.22 | 0.36 | 0.21 | 0.25 | 0.31 | 0.22 | 0.36 | 0.35 | 0.37 | 0.35 |
| HAL | 0.11 | 0.11 | 0.13 | 0.11 | 1.00 | 0.24 | 0.70 | 0.25 | 0.26 | 0.30 | 0.40 | 0.16 | 0.20 | 0.19 | 0.24 | 0.29 | 0.36 | 0.24 | 0.21 | 0.29 | 0.56 | 0.20 | 0.37 | 0.46 | 0.29 | 0.33 | 0.26 | 0.27 | 0.29 | 0.29 |
| TXRH | 0.24 | 0.15 | 0.22 | 0.18 | 0.24 | 1.00 | 0.22 | 0.35 | 0.27 | 0.30 | 0.33 | 0.33 | 0.29 | 0.25 | 0.25 | 0.27 | 0.39 | 0.39 | 0.24 | 0.28 | 0.29 | 0.29 | 0.42 | 0.35 | 0.36 | 0.32 | 0.35 | 0.31 | 0.34 | 0.34 |
| CVX | 0.14 | 0.16 | 0.20 | 0.21 | 0.70 | 0.22 | 1.00 | 0.23 | 0.28 | 0.31 | 0.40 | 0.25 | 0.22 | 0.22 | 0.24 | 0.28 | 0.34 | 0.29 | 0.25 | 0.27 | 0.56 | 0.22 | 0.35 | 0.49 | 0.29 | 0.32 | 0.29 | 0.34 | 0.34 | 0.34 |
| DECK | 0.25 | 0.17 | 0.21 | 0.14 | 0.25 | 0.35 | 0.23 | 1.00 | 0.24 | 0.31 | 0.35 | 0.25 | 0.33 | 0.28 | 0.30 | 0.34 | 0.39 | 0.32 | 0.32 | 0.35 | 0.35 | 0.33 | 0.38 | 0.35 | 0.40 | 0.39 | 0.41 | 0.34 | 0.36 | 0.35 |
| STZ | 0.26 | 0.32 | 0.29 | 0.33 | 0.26 | 0.27 | 0.28 | 0.24 | 1.00 | 0.33 | 0.29 | 0.35 | 0.29 | 0.33 | 0.30 | 0.28 | 0.32 | 0.38 | 0.33 | 0.30 | 0.31 | 0.35 | 0.34 | 0.34 | 0.35 | 0.30 | 0.38 | 0.40 | 0.38 | 0.39 |
| HCA | 0.25 | 0.25 | 0.22 | 0.24 | 0.30 | 0.30 | 0.31 | 0.31 | 0.33 | 1.00 | 0.33 | 0.32 | 0.28 | 0.38 | 0.29 | 0.33 | 0.36 | 0.37 | 0.36 | 0.31 | 0.37 | 0.38 | 0.36 | 0.40 | 0.38 | 0.34 | 0.38 | 0.35 | 0.38 | 0.36 |
| LPLA | 0.18 | 0.11 | 0.18 | 0.12 | 0.40 | 0.33 | 0.40 | 0.35 | 0.29 | 0.33 | 1.00 | 0.25 | 0.34 | 0.25 | 0.30 | 0.34 | 0.42 | 0.32 | 0.29 | 0.37 | 0.47 | 0.29 | 0.43 | 0.59 | 0.34 | 0.39 | 0.32 | 0.39 | 0.39 | 0.41 |
| MCD | 0.27 | 0.36 | 0.34 | 0.41 | 0.16 | 0.33 | 0.25 | 0.25 | 0.35 | 0.32 | 0.25 | 1.00 | 0.30 | 0.34 | 0.31 | 0.29 | 0.32 | 0.57 | 0.37 | 0.25 | 0.29 | 0.37 | 0.34 | 0.34 | 0.37 | 0.29 | 0.40 | 0.42 | 0.40 | 0.42 |
| CRM | 0.22 | 0.27 | 0.20 | 0.21 | 0.20 | 0.29 | 0.22 | 0.33 | 0.29 | 0.28 | 0.34 | 0.30 | 1.00 | 0.41 | 0.48 | 0.48 | 0.36 | 0.34 | 0.43 | 0.46 | 0.30 | 0.38 | 0.37 | 0.32 | 0.38 | 0.46 | 0.38 | 0.52 | 0.52 | 0.53 |
| ZTS | 0.28 | 0.37 | 0.28 | 0.33 | 0.19 | 0.25 | 0.22 | 0.28 | 0.33 | 0.38 | 0.25 | 0.34 | 0.41 | 1.00 | 0.40 | 0.37 | 0.31 | 0.41 | 0.53 | 0.38 | 0.31 | 0.43 | 0.31 | 0.32 | 0.40 | 0.39 | 0.44 | 0.45 | 0.49 | 0.46 |
| AAPL | 0.21 | 0.27 | 0.26 | 0.26 | 0.24 | 0.25 | 0.24 | 0.30 | 0.30 | 0.29 | 0.30 | 0.31 | 0.48 | 0.40 | 1.00 | 0.54 | 0.35 | 0.32 | 0.41 | 0.51 | 0.34 | 0.37 | 0.37 | 0.35 | 0.36 | 0.50 | 0.38 | 0.47 | 0.47 | 0.48 |
| AVGO | 0.20 | 0.21 | 0.21 | 0.19 | 0.29 | 0.27 | 0.28 | 0.34 | 0.28 | 0.33 | 0.34 | 0.29 | 0.48 | 0.37 | 0.54 | 1.00 | 0.40 | 0.34 | 0.41 | 0.65 | 0.41 | 0.39 | 0.42 | 0.38 | 0.37 | 0.67 | 0.38 | 0.44 | 0.49 | 0.46 |
| HLT | 0.18 | 0.18 | 0.19 | 0.20 | 0.36 | 0.39 | 0.34 | 0.39 | 0.32 | 0.36 | 0.42 | 0.32 | 0.36 | 0.31 | 0.35 | 0.40 | 1.00 | 0.40 | 0.31 | 0.41 | 0.46 | 0.37 | 0.80 | 0.48 | 0.39 | 0.45 | 0.39 | 0.46 | 0.40 | 0.47 |
| YUM | 0.29 | 0.34 | 0.30 | 0.37 | 0.24 | 0.39 | 0.29 | 0.32 | 0.38 | 0.37 | 0.32 | 0.57 | 0.34 | 0.41 | 0.32 | 0.34 | 0.40 | 1.00 | 0.40 | 0.35 | 0.36 | 0.41 | 0.41 | 0.38 | 0.40 | 0.37 | 0.44 | 0.46 | 0.43 | 0.47 |
| DHR | 0.28 | 0.37 | 0.29 | 0.36 | 0.21 | 0.24 | 0.25 | 0.32 | 0.33 | 0.36 | 0.29 | 0.37 | 0.43 | 0.53 | 0.41 | 0.41 | 0.31 | 0.40 | 1.00 | 0.41 | 0.37 | 0.48 | 0.32 | 0.35 | 0.43 | 0.45 | 0.46 | 0.47 | 0.53 | 0.48 |
| LRCX | 0.21 | 0.21 | 0.21 | 0.20 | 0.29 | 0.28 | 0.27 | 0.35 | 0.30 | 0.31 | 0.37 | 0.25 | 0.46 | 0.38 | 0.51 | 0.65 | 0.41 | 0.35 | 0.41 | 1.00 | 0.43 | 0.40 | 0.43 | 0.41 | 0.38 | 0.72 | 0.39 | 0.45 | 0.47 | 0.48 |
| CAT | 0.20 | 0.19 | 0.23 | 0.22 | 0.56 | 0.29 | 0.56 | 0.35 | 0.31 | 0.37 | 0.47 | 0.29 | 0.30 | 0.31 | 0.34 | 0.41 | 0.46 | 0.36 | 0.37 | 0.43 | 1.00 | 0.38 | 0.49 | 0.58 | 0.41 | 0.48 | 0.40 | 0.41 | 0.43 | 0.44 |
| SHW | 0.31 | 0.36 | 0.32 | 0.36 | 0.20 | 0.29 | 0.22 | 0.33 | 0.35 | 0.38 | 0.29 | 0.37 | 0.38 | 0.43 | 0.37 | 0.39 | 0.37 | 0.41 | 0.48 | 0.40 | 0.38 | 1.00 | 0.38 | 0.37 | 0.53 | 0.41 | 0.55 | 0.44 | 0.50 | 0.45 |
| MAR | 0.19 | 0.16 | 0.20 | 0.21 | 0.37 | 0.42 | 0.35 | 0.38 | 0.34 | 0.36 | 0.43 | 0.34 | 0.37 | 0.31 | 0.37 | 0.42 | 0.80 | 0.41 | 0.32 | 0.43 | 0.49 | 0.38 | 1.00 | 0.50 | 0.40 | 0.47 | 0.40 | 0.46 | 0.43 | 0.48 |
| JPM | 0.20 | 0.20 | 0.25 | 0.25 | 0.46 | 0.35 | 0.49 | 0.35 | 0.34 | 0.40 | 0.59 | 0.34 | 0.32 | 0.32 | 0.35 | 0.38 | 0.48 | 0.38 | 0.35 | 0.41 | 0.58 | 0.37 | 0.50 | 1.00 | 0.41 | 0.44 | 0.41 | 0.47 | 0.44 | 0.48 |
| LOW | 0.42 | 0.31 | 0.34 | 0.31 | 0.29 | 0.36 | 0.29 | 0.40 | 0.35 | 0.38 | 0.34 | 0.37 | 0.38 | 0.40 | 0.36 | 0.37 | 0.39 | 0.40 | 0.43 | 0.38 | 0.41 | 0.53 | 0.40 | 0.41 | 1.00 | 0.42 | 0.80 | 0.42 | 0.46 | 0.43 |
| MCHP | 0.21 | 0.22 | 0.21 | 0.22 | 0.33 | 0.32 | 0.32 | 0.39 | 0.30 | 0.34 | 0.39 | 0.29 | 0.46 | 0.39 | 0.50 | 0.67 | 0.45 | 0.37 | 0.45 | 0.72 | 0.48 | 0.41 | 0.47 | 0.44 | 0.42 | 1.00 | 0.42 | 0.46 | 0.52 | 0.48 |
| HD | 0.43 | 0.35 | 0.39 | 0.36 | 0.26 | 0.35 | 0.29 | 0.41 | 0.38 | 0.38 | 0.32 | 0.40 | 0.38 | 0.44 | 0.38 | 0.38 | 0.39 | 0.44 | 0.46 | 0.39 | 0.40 | 0.55 | 0.40 | 0.41 | 0.80 | 0.42 | 1.00 | 0.46 | 0.50 | 0.46 |
| V | 0.24 | 0.31 | 0.28 | 0.35 | 0.27 | 0.31 | 0.34 | 0.34 | 0.40 | 0.35 | 0.39 | 0.42 | 0.52 | 0.45 | 0.47 | 0.44 | 0.46 | 0.46 | 0.47 | 0.45 | 0.41 | 0.44 | 0.46 | 0.47 | 0.42 | 0.46 | 0.46 | 1.00 | 0.59 | 0.85 |
| ACN | 0.28 | 0.36 | 0.33 | 0.37 | 0.29 | 0.34 | 0.34 | 0.36 | 0.38 | 0.38 | 0.39 | 0.40 | 0.52 | 0.49 | 0.47 | 0.49 | 0.40 | 0.43 | 0.53 | 0.47 | 0.43 | 0.50 | 0.43 | 0.44 | 0.46 | 0.52 | 0.50 | 0.59 | 1.00 | 0.60 |
| MA | 0.25 | 0.31 | 0.29 | 0.35 | 0.29 | 0.34 | 0.34 | 0.35 | 0.39 | 0.36 | 0.41 | 0.42 | 0.53 | 0.46 | 0.48 | 0.46 | 0.47 | 0.47 | 0.48 | 0.48 | 0.44 | 0.45 | 0.48 | 0.48 | 0.43 | 0.48 | 0.46 | 0.85 | 0.60 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 13, 2013