#3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
#3
Last updated Sep 21, 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 Sep 21, 2024, the #3 returned 13.62% Year-To-Date and 19.58% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| #3 | 13.62% | 1.59% | 2.47% | 27.84% | 19.93% | 19.48% |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
ACN Accenture plc | -3.04% | 1.71% | 0.45% | 8.09% | 13.45% | 17.49% |
CAT Caterpillar Inc. | 26.29% | 7.73% | 3.79% | 37.45% | 26.41% | 16.97% |
CCI Crown Castle International Corp. | 4.56% | 6.74% | 15.49% | 32.72% | 0.02% | 8.01% |
CRM salesforce.com, inc. | 1.84% | 3.34% | -13.04% | 29.82% | 11.65% | 16.65% |
CVX Chevron Corporation | 0.85% | -0.03% | -3.79% | -8.59% | 7.83% | 6.20% |
DG Dollar General Corporation | -35.93% | -30.21% | -42.45% | -19.01% | -10.61% | 4.40% |
DHR Danaher Corporation | 18.10% | 1.79% | 7.23% | 24.37% | 16.80% | 24.02% |
HAL Halliburton Company | -17.20% | -5.39% | -22.41% | -26.00% | 9.25% | -5.89% |
HCA HCA Healthcare, Inc. | 50.35% | 5.80% | 23.09% | 61.69% | 27.95% | 19.47% |
HD The Home Depot, Inc. | 14.65% | 7.35% | 1.20% | 30.83% | 14.28% | 18.18% |
HLT Hilton Worldwide Holdings Inc. | 23.64% | 4.15% | 6.47% | 52.68% | 19.32% | 16.72% |
JPM JPMorgan Chase & Co. | 26.29% | -2.56% | 8.58% | 48.49% | 15.54% | 16.32% |
LOW Lowe's Companies, Inc. | 18.61% | 8.25% | 1.61% | 26.14% | 20.91% | 19.27% |
LPLA LPL Financial Holdings Inc. | -4.96% | -1.73% | -17.01% | -10.17% | 21.57% | 17.99% |
LRCX Lam Research Corporation | -0.59% | -7.20% | -20.54% | 26.11% | 28.36% | 28.10% |
MAR Marriott International, Inc. | 9.21% | 9.04% | -3.69% | 27.03% | 14.96% | 14.25% |
MCD | 1.93% | 3.24% | 6.33% | 11.69% | 9.55% | 15.02% |
MCHP | -13.26% | -3.47% | -11.63% | 2.01% | 12.71% | 14.66% |
PG | 21.14% | 2.39% | 9.12% | 17.85% | 9.89% | 10.52% |
STZ | 3.84% | 1.80% | -6.75% | -1.58% | 5.37% | 12.36% |
V | 10.01% | 6.28% | 0.92% | 22.09% | 11.04% | 19.06% |
WMT | 51.91% | 4.60% | 30.70% | 48.06% | 16.89% | 14.23% |
YUM | 0.76% | -4.68% | -3.84% | 5.82% | 4.62% | 11.12% |
ZTS | -1.66% | 5.75% | 14.65% | 10.12% | 9.84% | 18.98% |
AVGO Broadcom Inc. | 54.93% | 5.74% | 27.23% | 109.55% | 47.53% | 38.02% |
TXRH | 40.44% | 1.20% | 11.96% | 80.38% | 28.56% | 22.39% |
SHW | 22.15% | 5.76% | 10.87% | 49.94% | 17.04% | 18.95% |
MA Mastercard Inc | 16.04% | 5.10% | 2.59% | 23.23% | 13.19% | 21.19% |
DECK Deckers Outdoor Corporation | 35.30% | -5.29% | -1.96% | 77.13% | 46.23% | 25.03% |
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% | 0.55% | 13.62% | ||||
| 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 43, 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.
#3
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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 | 2.05 | 1.26 | 1.85 | 4.36 |
ACN Accenture plc | 0.34 | 0.60 | 1.08 | 0.26 | 0.60 |
CAT Caterpillar Inc. | 1.32 | 1.80 | 1.24 | 1.63 | 4.38 |
CCI Crown Castle International Corp. | 1.04 | 1.67 | 1.20 | 0.47 | 2.94 |
CRM salesforce.com, inc. | 0.75 | 1.11 | 1.19 | 0.70 | 2.01 |
CVX Chevron Corporation | -0.43 | -0.45 | 0.94 | -0.40 | -0.90 |
DG Dollar General Corporation | -0.53 | -0.41 | 0.93 | -0.36 | -1.42 |
DHR Danaher Corporation | 0.92 | 1.51 | 1.18 | 0.58 | 4.26 |
HAL Halliburton Company | -1.02 | -1.37 | 0.84 | -0.50 | -1.53 |
HCA HCA Healthcare, Inc. | 2.57 | 3.16 | 1.43 | 2.26 | 14.72 |
HD The Home Depot, Inc. | 1.40 | 2.04 | 1.24 | 0.94 | 3.45 |
HLT Hilton Worldwide Holdings Inc. | 2.42 | 3.19 | 1.39 | 4.11 | 12.12 |
JPM JPMorgan Chase & Co. | 2.37 | 2.77 | 1.43 | 2.85 | 14.45 |
LOW Lowe's Companies, Inc. | 1.05 | 1.61 | 1.20 | 0.87 | 2.82 |
LPLA LPL Financial Holdings Inc. | -0.40 | -0.35 | 0.95 | -0.37 | -1.02 |
LRCX Lam Research Corporation | 0.66 | 1.10 | 1.15 | 0.75 | 2.09 |
MAR Marriott International, Inc. | 1.10 | 1.56 | 1.20 | 1.30 | 3.53 |
MCD | 0.56 | 0.90 | 1.11 | 0.56 | 1.24 |
MCHP | 0.07 | 0.35 | 1.04 | 0.09 | 0.24 |
PG | 1.07 | 1.54 | 1.21 | 1.71 | 6.86 |
STZ | -0.20 | -0.14 | 0.98 | -0.24 | -0.59 |
V | 1.24 | 1.68 | 1.22 | 1.50 | 3.93 |
WMT | 2.51 | 3.39 | 1.52 | 4.31 | 12.86 |
YUM | 0.26 | 0.47 | 1.05 | 0.23 | 0.96 |
ZTS | 0.28 | 0.57 | 1.07 | 0.18 | 0.69 |
AVGO Broadcom Inc. | 2.40 | 2.96 | 1.38 | 4.32 | 13.40 |
TXRH | 3.03 | 4.24 | 1.52 | 3.40 | 28.62 |
SHW | 2.19 | 3.01 | 1.38 | 1.46 | 7.12 |
MA Mastercard Inc | 1.25 | 1.67 | 1.24 | 1.65 | 4.19 |
DECK Deckers Outdoor Corporation | 1.79 | 2.92 | 1.36 | 3.15 | 7.60 |
#3
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
#3 granted a 1.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| #3 | 1.52% | 1.47% | 1.49% | 1.15% | 1.38% | 1.57% | 1.80% | 1.40% | 2.85% | 1.72% | 1.38% | 1.21% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 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 | 1.53% | 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. | 1.44% | 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. | 5.43% | 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. | 0.45% | 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 | 4.39% | 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 | 2.74% | 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 | 0.39% | 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 | 2.27% | 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. | 0.64% | 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. | 2.27% | 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. | 0.27% | 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. | 2.08% | 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. | 1.71% | 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. | 0.56% | 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 | 1.07% | 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. | 0.94% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
MCD | 2.25% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
MCHP | 2.33% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% |
PG | 2.24% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
STZ | 1.53% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% |
V | 0.73% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
WMT | 1.03% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
YUM | 2.02% | 1.85% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% |
ZTS | 0.87% | 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. | 1.23% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
TXRH | 1.40% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% |
SHW | 0.73% | 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 | 0.52% | 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 0.20%.
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 3.34%, 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 | ZTS | CRM | AAPL | YUM | HLT | AVGO | DHR | SHW | CAT | LRCX | MAR | JPM | LOW | MCHP | HD | V | ACN | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DG | 1.00 | 0.25 | 0.41 | 0.29 | 0.11 | 0.25 | 0.14 | 0.26 | 0.26 | 0.26 | 0.19 | 0.27 | 0.28 | 0.23 | 0.22 | 0.29 | 0.19 | 0.21 | 0.28 | 0.31 | 0.20 | 0.22 | 0.19 | 0.20 | 0.42 | 0.21 | 0.43 | 0.25 | 0.28 | 0.25 |
| CCI | 0.25 | 1.00 | 0.28 | 0.37 | 0.11 | 0.15 | 0.16 | 0.17 | 0.32 | 0.25 | 0.12 | 0.36 | 0.37 | 0.28 | 0.28 | 0.34 | 0.19 | 0.23 | 0.37 | 0.36 | 0.19 | 0.22 | 0.17 | 0.20 | 0.30 | 0.22 | 0.34 | 0.32 | 0.37 | 0.31 |
| WMT | 0.41 | 0.28 | 1.00 | 0.44 | 0.13 | 0.22 | 0.21 | 0.21 | 0.30 | 0.23 | 0.17 | 0.34 | 0.29 | 0.20 | 0.27 | 0.30 | 0.19 | 0.22 | 0.30 | 0.32 | 0.24 | 0.22 | 0.20 | 0.25 | 0.35 | 0.22 | 0.40 | 0.29 | 0.33 | 0.29 |
| PG | 0.29 | 0.37 | 0.44 | 1.00 | 0.12 | 0.18 | 0.21 | 0.14 | 0.34 | 0.24 | 0.12 | 0.42 | 0.33 | 0.22 | 0.26 | 0.37 | 0.20 | 0.20 | 0.37 | 0.36 | 0.23 | 0.21 | 0.22 | 0.25 | 0.31 | 0.22 | 0.35 | 0.35 | 0.37 | 0.36 |
| HAL | 0.11 | 0.11 | 0.13 | 0.12 | 1.00 | 0.25 | 0.71 | 0.25 | 0.26 | 0.30 | 0.41 | 0.17 | 0.19 | 0.20 | 0.24 | 0.25 | 0.36 | 0.30 | 0.21 | 0.20 | 0.57 | 0.30 | 0.38 | 0.46 | 0.29 | 0.34 | 0.26 | 0.27 | 0.30 | 0.30 |
| TXRH | 0.25 | 0.15 | 0.22 | 0.18 | 0.25 | 1.00 | 0.22 | 0.35 | 0.27 | 0.30 | 0.33 | 0.33 | 0.25 | 0.29 | 0.25 | 0.40 | 0.39 | 0.27 | 0.24 | 0.29 | 0.29 | 0.29 | 0.42 | 0.35 | 0.37 | 0.32 | 0.36 | 0.31 | 0.33 | 0.34 |
| CVX | 0.14 | 0.16 | 0.21 | 0.21 | 0.71 | 0.22 | 1.00 | 0.23 | 0.28 | 0.31 | 0.41 | 0.25 | 0.22 | 0.22 | 0.25 | 0.29 | 0.34 | 0.29 | 0.26 | 0.23 | 0.56 | 0.28 | 0.36 | 0.50 | 0.29 | 0.33 | 0.29 | 0.34 | 0.35 | 0.35 |
| DECK | 0.26 | 0.17 | 0.21 | 0.14 | 0.25 | 0.35 | 0.23 | 1.00 | 0.24 | 0.31 | 0.35 | 0.25 | 0.29 | 0.32 | 0.30 | 0.32 | 0.39 | 0.33 | 0.32 | 0.33 | 0.35 | 0.35 | 0.38 | 0.36 | 0.40 | 0.39 | 0.41 | 0.34 | 0.36 | 0.36 |
| STZ | 0.26 | 0.32 | 0.30 | 0.34 | 0.26 | 0.27 | 0.28 | 0.24 | 1.00 | 0.33 | 0.30 | 0.35 | 0.33 | 0.30 | 0.30 | 0.38 | 0.33 | 0.29 | 0.33 | 0.35 | 0.31 | 0.30 | 0.34 | 0.34 | 0.35 | 0.30 | 0.38 | 0.40 | 0.39 | 0.39 |
| HCA | 0.26 | 0.25 | 0.23 | 0.24 | 0.30 | 0.30 | 0.31 | 0.31 | 0.33 | 1.00 | 0.33 | 0.32 | 0.38 | 0.28 | 0.30 | 0.38 | 0.36 | 0.33 | 0.36 | 0.38 | 0.38 | 0.31 | 0.37 | 0.41 | 0.38 | 0.35 | 0.38 | 0.35 | 0.39 | 0.36 |
| LPLA | 0.19 | 0.12 | 0.17 | 0.12 | 0.41 | 0.33 | 0.41 | 0.35 | 0.30 | 0.33 | 1.00 | 0.25 | 0.26 | 0.34 | 0.30 | 0.32 | 0.42 | 0.34 | 0.30 | 0.30 | 0.48 | 0.37 | 0.43 | 0.59 | 0.35 | 0.40 | 0.33 | 0.40 | 0.40 | 0.41 |
| MCD | 0.27 | 0.36 | 0.34 | 0.42 | 0.17 | 0.33 | 0.25 | 0.25 | 0.35 | 0.32 | 0.25 | 1.00 | 0.34 | 0.30 | 0.31 | 0.57 | 0.32 | 0.29 | 0.37 | 0.37 | 0.29 | 0.25 | 0.34 | 0.35 | 0.37 | 0.29 | 0.40 | 0.42 | 0.41 | 0.43 |
| ZTS | 0.28 | 0.37 | 0.29 | 0.33 | 0.19 | 0.25 | 0.22 | 0.29 | 0.33 | 0.38 | 0.26 | 0.34 | 1.00 | 0.42 | 0.41 | 0.41 | 0.31 | 0.38 | 0.53 | 0.43 | 0.31 | 0.39 | 0.31 | 0.32 | 0.40 | 0.38 | 0.43 | 0.45 | 0.49 | 0.46 |
| CRM | 0.23 | 0.28 | 0.20 | 0.22 | 0.20 | 0.29 | 0.22 | 0.32 | 0.30 | 0.28 | 0.34 | 0.30 | 0.42 | 1.00 | 0.49 | 0.34 | 0.36 | 0.48 | 0.44 | 0.38 | 0.30 | 0.46 | 0.37 | 0.33 | 0.39 | 0.47 | 0.38 | 0.53 | 0.53 | 0.54 |
| AAPL | 0.22 | 0.28 | 0.27 | 0.26 | 0.24 | 0.25 | 0.25 | 0.30 | 0.30 | 0.30 | 0.30 | 0.31 | 0.41 | 0.49 | 1.00 | 0.33 | 0.36 | 0.55 | 0.41 | 0.37 | 0.35 | 0.51 | 0.37 | 0.36 | 0.37 | 0.50 | 0.39 | 0.48 | 0.48 | 0.49 |
| YUM | 0.29 | 0.34 | 0.30 | 0.37 | 0.25 | 0.40 | 0.29 | 0.32 | 0.38 | 0.38 | 0.32 | 0.57 | 0.41 | 0.34 | 0.33 | 1.00 | 0.41 | 0.35 | 0.40 | 0.41 | 0.36 | 0.35 | 0.41 | 0.39 | 0.40 | 0.37 | 0.44 | 0.47 | 0.44 | 0.47 |
| HLT | 0.19 | 0.19 | 0.19 | 0.20 | 0.36 | 0.39 | 0.34 | 0.39 | 0.33 | 0.36 | 0.42 | 0.32 | 0.31 | 0.36 | 0.36 | 0.41 | 1.00 | 0.40 | 0.31 | 0.37 | 0.46 | 0.41 | 0.80 | 0.48 | 0.40 | 0.45 | 0.39 | 0.47 | 0.40 | 0.47 |
| AVGO | 0.21 | 0.23 | 0.22 | 0.20 | 0.30 | 0.27 | 0.29 | 0.33 | 0.29 | 0.33 | 0.34 | 0.29 | 0.38 | 0.48 | 0.55 | 0.35 | 0.40 | 1.00 | 0.41 | 0.40 | 0.42 | 0.65 | 0.42 | 0.39 | 0.37 | 0.68 | 0.38 | 0.45 | 0.49 | 0.47 |
| DHR | 0.28 | 0.37 | 0.30 | 0.37 | 0.21 | 0.24 | 0.26 | 0.32 | 0.33 | 0.36 | 0.30 | 0.37 | 0.53 | 0.44 | 0.41 | 0.40 | 0.31 | 0.41 | 1.00 | 0.48 | 0.37 | 0.41 | 0.32 | 0.36 | 0.43 | 0.45 | 0.46 | 0.48 | 0.54 | 0.49 |
| SHW | 0.31 | 0.36 | 0.32 | 0.36 | 0.20 | 0.29 | 0.23 | 0.33 | 0.35 | 0.38 | 0.30 | 0.37 | 0.43 | 0.38 | 0.37 | 0.41 | 0.37 | 0.40 | 0.48 | 1.00 | 0.38 | 0.41 | 0.39 | 0.37 | 0.53 | 0.41 | 0.55 | 0.44 | 0.51 | 0.45 |
| CAT | 0.20 | 0.19 | 0.24 | 0.23 | 0.57 | 0.29 | 0.56 | 0.35 | 0.31 | 0.38 | 0.48 | 0.29 | 0.31 | 0.30 | 0.35 | 0.36 | 0.46 | 0.42 | 0.37 | 0.38 | 1.00 | 0.43 | 0.49 | 0.58 | 0.42 | 0.48 | 0.40 | 0.42 | 0.44 | 0.44 |
| LRCX | 0.22 | 0.22 | 0.22 | 0.21 | 0.30 | 0.29 | 0.28 | 0.35 | 0.30 | 0.31 | 0.37 | 0.25 | 0.39 | 0.46 | 0.51 | 0.35 | 0.41 | 0.65 | 0.41 | 0.41 | 0.43 | 1.00 | 0.44 | 0.42 | 0.38 | 0.73 | 0.40 | 0.46 | 0.48 | 0.49 |
| MAR | 0.19 | 0.17 | 0.20 | 0.22 | 0.38 | 0.42 | 0.36 | 0.38 | 0.34 | 0.37 | 0.43 | 0.34 | 0.31 | 0.37 | 0.37 | 0.41 | 0.80 | 0.42 | 0.32 | 0.39 | 0.49 | 0.44 | 1.00 | 0.50 | 0.41 | 0.48 | 0.41 | 0.47 | 0.43 | 0.48 |
| JPM | 0.20 | 0.20 | 0.25 | 0.25 | 0.46 | 0.35 | 0.50 | 0.36 | 0.34 | 0.41 | 0.59 | 0.35 | 0.32 | 0.33 | 0.36 | 0.39 | 0.48 | 0.39 | 0.36 | 0.37 | 0.58 | 0.42 | 0.50 | 1.00 | 0.41 | 0.45 | 0.42 | 0.47 | 0.45 | 0.48 |
| LOW | 0.42 | 0.30 | 0.35 | 0.31 | 0.29 | 0.37 | 0.29 | 0.40 | 0.35 | 0.38 | 0.35 | 0.37 | 0.40 | 0.39 | 0.37 | 0.40 | 0.40 | 0.37 | 0.43 | 0.53 | 0.42 | 0.38 | 0.41 | 0.41 | 1.00 | 0.42 | 0.80 | 0.43 | 0.47 | 0.44 |
| MCHP | 0.21 | 0.22 | 0.22 | 0.22 | 0.34 | 0.32 | 0.33 | 0.39 | 0.30 | 0.35 | 0.40 | 0.29 | 0.38 | 0.47 | 0.50 | 0.37 | 0.45 | 0.68 | 0.45 | 0.41 | 0.48 | 0.73 | 0.48 | 0.45 | 0.42 | 1.00 | 0.43 | 0.47 | 0.53 | 0.49 |
| HD | 0.43 | 0.34 | 0.40 | 0.35 | 0.26 | 0.36 | 0.29 | 0.41 | 0.38 | 0.38 | 0.33 | 0.40 | 0.43 | 0.38 | 0.39 | 0.44 | 0.39 | 0.38 | 0.46 | 0.55 | 0.40 | 0.40 | 0.41 | 0.42 | 0.80 | 0.43 | 1.00 | 0.46 | 0.51 | 0.46 |
| V | 0.25 | 0.32 | 0.29 | 0.35 | 0.27 | 0.31 | 0.34 | 0.34 | 0.40 | 0.35 | 0.40 | 0.42 | 0.45 | 0.53 | 0.48 | 0.47 | 0.47 | 0.45 | 0.48 | 0.44 | 0.42 | 0.46 | 0.47 | 0.47 | 0.43 | 0.47 | 0.46 | 1.00 | 0.59 | 0.85 |
| ACN | 0.28 | 0.37 | 0.33 | 0.37 | 0.30 | 0.33 | 0.35 | 0.36 | 0.39 | 0.39 | 0.40 | 0.41 | 0.49 | 0.53 | 0.48 | 0.44 | 0.40 | 0.49 | 0.54 | 0.51 | 0.44 | 0.48 | 0.43 | 0.45 | 0.47 | 0.53 | 0.51 | 0.59 | 1.00 | 0.61 |
| MA | 0.25 | 0.31 | 0.29 | 0.36 | 0.30 | 0.34 | 0.35 | 0.36 | 0.39 | 0.36 | 0.41 | 0.43 | 0.46 | 0.54 | 0.49 | 0.47 | 0.47 | 0.47 | 0.49 | 0.45 | 0.44 | 0.49 | 0.48 | 0.48 | 0.44 | 0.49 | 0.46 | 0.85 | 0.61 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 13, 2013