#3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
#3
Currency in USD · Last updated May 9, 2025
Asset Allocation
| Position | Category/Sector | Target 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 | 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% |
Every 3 months
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 Every 3 months.
#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 May 9, 2025, the #3 returned -2.32% Year-To-Date and 18.10% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| #3 | -2.32% | 13.81% | -3.46% | 6.24% | 20.41% | 18.10% |
| Portfolio components: | ||||||
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.27% | 21.48% |
ACN Accenture plc | -11.39% | 10.31% | -13.58% | 0.76% | 12.06% | 14.28% |
CAT Caterpillar Inc. | -9.84% | 18.95% | -19.88% | -4.33% | 26.29% | 16.85% |
CCI Crown Castle International Corp. | 15.70% | 8.91% | 2.39% | 12.88% | -3.97% | 6.56% |
CRM salesforce.com, inc. | -16.20% | 14.83% | -9.74% | 0.86% | 9.90% | 14.78% |
CVX Chevron Corporation | -4.34% | 0.08% | -10.71% | -12.04% | 12.40% | 6.97% |
DG Dollar General Corporation | 23.04% | 4.87% | 19.49% | -31.37% | -11.03% | 3.38% |
DHR Danaher Corporation | -15.00% | 11.56% | -20.62% | -21.56% | 6.81% | 19.05% |
HAL Halliburton Company | -25.03% | 5.09% | -30.65% | -44.07% | 15.40% | -6.41% |
HCA HCA Healthcare, Inc. | 18.18% | 6.54% | -0.16% | 15.30% | 27.91% | 17.21% |
HD The Home Depot, Inc. | -5.61% | 8.84% | -7.59% | 10.36% | 11.94% | 15.25% |
HLT Hilton Worldwide Holdings Inc. | -1.56% | 20.82% | -1.12% | 21.67% | 27.84% | 15.50% |
JPM JPMorgan Chase & Co. | 6.94% | 16.88% | 8.45% | 32.56% | 25.80% | 17.72% |
LOW Lowe's Companies, Inc. | -8.16% | 6.60% | -14.89% | -1.45% | 16.57% | 13.94% |
LPLA LPL Financial Holdings Inc. | 3.92% | 18.16% | 11.39% | 27.53% | 39.66% | 25.31% |
LRCX Lam Research Corporation | 4.01% | 24.32% | -4.86% | -17.08% | 24.58% | 27.28% |
MAR | -6.83% | 22.82% | -6.20% | 11.28% | 25.15% | 13.65% |
MCD | 8.77% | 4.56% | 7.65% | 19.61% | 14.22% | 15.28% |
MCHP | -13.67% | 39.05% | -32.94% | -45.25% | 3.65% | 9.24% |
PG | -4.18% | 0.81% | -1.69% | -1.52% | 9.15% | 10.09% |
STZ | -12.40% | 12.57% | -17.01% | -24.43% | 4.49% | 6.51% |
V | 11.33% | 13.95% | 15.28% | 27.67% | 14.52% | 18.54% |
WMT | 8.13% | 19.12% | 16.77% | 63.40% | 20.62% | 16.34% |
YUM | 10.82% | 4.67% | 9.00% | 10.17% | 13.55% | 10.31% |
ZTS | -0.12% | 12.35% | -6.61% | -0.86% | 6.08% | 14.26% |
AVGO Broadcom Inc. | -10.11% | 33.16% | 13.68% | 58.68% | 53.87% | 36.23% |
TXRH | -3.99% | 12.62% | -11.60% | 5.76% | 31.41% | 19.52% |
SHW | 4.24% | 12.78% | -7.55% | 11.76% | 15.10% | 15.07% |
MA Mastercard Inc | 8.03% | 18.36% | 9.85% | 25.44% | 15.65% | 20.66% |
DECK Deckers Outdoor Corporation | -38.15% | 23.30% | -26.68% | -11.69% | 38.37% | 25.92% |
*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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.77% | -0.50% | -4.37% | -1.54% | 2.44% | -2.32% | |||||||
| 2024 | 2.26% | 6.66% | 2.22% | -5.27% | 3.09% | 0.81% | 1.88% | 0.54% | 3.45% | -1.84% | 6.20% | -3.65% | 16.84% |
| 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% | 4.22% | 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% | 20.01% |
| 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% |
Expense Ratio
#3 has an expense ratio of 0.00%, meaning no management fees are charged. 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 #3 is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | 0.23 | 0.61 | 1.09 | 0.26 | 0.90 |
ACN Accenture plc | 0.10 | 0.25 | 1.03 | 0.04 | 0.11 |
CAT Caterpillar Inc. | -0.21 | -0.00 | 1.00 | -0.13 | -0.35 |
CCI Crown Castle International Corp. | 0.39 | 0.96 | 1.12 | 0.27 | 1.05 |
CRM salesforce.com, inc. | 0.06 | 0.32 | 1.05 | 0.04 | 0.10 |
CVX Chevron Corporation | -0.55 | -0.49 | 0.93 | -0.55 | -1.38 |
DG Dollar General Corporation | -0.71 | -0.68 | 0.88 | -0.45 | -0.86 |
DHR Danaher Corporation | -0.77 | -0.91 | 0.88 | -0.54 | -1.26 |
HAL Halliburton Company | -1.16 | -1.70 | 0.78 | -0.65 | -1.76 |
HCA HCA Healthcare, Inc. | 0.38 | 0.78 | 1.11 | 0.47 | 0.86 |
HD The Home Depot, Inc. | 0.34 | 0.76 | 1.09 | 0.45 | 1.17 |
HLT Hilton Worldwide Holdings Inc. | 0.79 | 1.35 | 1.17 | 0.84 | 2.62 |
JPM JPMorgan Chase & Co. | 1.10 | 1.78 | 1.26 | 1.44 | 4.85 |
LOW Lowe's Companies, Inc. | -0.13 | 0.10 | 1.01 | -0.05 | -0.11 |
LPLA LPL Financial Holdings Inc. | 0.74 | 1.15 | 1.17 | 0.80 | 1.84 |
LRCX Lam Research Corporation | -0.32 | -0.15 | 0.98 | -0.37 | -0.61 |
MAR | 0.37 | 0.73 | 1.10 | 0.36 | 1.01 |
MCD | 0.98 | 1.46 | 1.19 | 1.17 | 3.78 |
MCHP | -0.79 | -1.10 | 0.85 | -0.71 | -1.35 |
PG | -0.11 | -0.01 | 1.00 | -0.16 | -0.38 |
STZ | -0.87 | -1.00 | 0.84 | -0.62 | -1.28 |
V | 1.25 | 1.77 | 1.27 | 1.87 | 6.25 |
WMT | 2.53 | 3.37 | 1.47 | 2.85 | 9.54 |
YUM | 0.43 | 0.88 | 1.11 | 0.81 | 1.88 |
ZTS | -0.11 | 0.01 | 1.00 | -0.07 | -0.25 |
AVGO Broadcom Inc. | 0.98 | 1.72 | 1.23 | 1.49 | 4.13 |
TXRH | 0.19 | 0.50 | 1.06 | 0.22 | 0.55 |
SHW | 0.46 | 0.90 | 1.11 | 0.55 | 1.33 |
MA Mastercard Inc | 1.21 | 1.73 | 1.26 | 1.55 | 6.47 |
DECK Deckers Outdoor Corporation | -0.28 | -0.04 | 1.00 | -0.23 | -0.51 |
#3
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
#3 provided a 1.71% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.71% | 1.63% | 1.47% | 1.49% | 1.15% | 1.38% | 1.57% | 1.80% | 1.41% | 2.85% | 1.72% | 1.38% |
| Portfolio components: | ||||||||||||
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% |
ACN Accenture plc | 1.86% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% |
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% |
CCI Crown Castle International Corp. | 6.06% | 6.90% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% |
CRM salesforce.com, inc. | 0.58% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
DG Dollar General Corporation | 2.57% | 3.11% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% |
DHR Danaher Corporation | 0.58% | 0.47% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% |
HAL Halliburton Company | 3.36% | 2.50% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% |
HCA HCA Healthcare, Inc. | 0.76% | 0.88% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
HLT Hilton Worldwide Holdings Inc. | 0.25% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% |
JPM JPMorgan Chase & Co. | 1.99% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
LOW Lowe's Companies, Inc. | 2.05% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
LPLA LPL Financial Holdings Inc. | 0.35% | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% |
LRCX Lam Research Corporation | 1.19% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% |
MAR | 0.97% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% |
MCD | 2.19% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
MCHP | 3.70% | 3.16% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% |
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% |
STZ | 2.12% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% |
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% |
WMT | 1.12% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
YUM | 1.84% | 2.00% | 1.87% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% |
ZTS | 1.15% | 1.06% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% |
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% |
TXRH | 1.45% | 1.35% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% |
SHW | 0.83% | 0.84% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% |
MA Mastercard Inc | 0.50% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
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 6.03%.
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 |
| -17.43% | Dec 3, 2024 | 86 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current #3 volatility is 6.04%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 30 assets, with an effective number of assets of 30.00, 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.
| ^GSPC | DG | CCI | WMT | PG | HAL | TXRH | CVX | DECK | STZ | HCA | MCD | LPLA | ZTS | CRM | AAPL | YUM | AVGO | DHR | HLT | LRCX | SHW | CAT | MAR | JPM | LOW | MCHP | HD | V | ACN | MA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.33 | 0.39 | 0.41 | 0.41 | 0.45 | 0.44 | 0.48 | 0.49 | 0.48 | 0.48 | 0.47 | 0.54 | 0.56 | 0.63 | 0.67 | 0.54 | 0.66 | 0.61 | 0.58 | 0.66 | 0.60 | 0.62 | 0.60 | 0.65 | 0.59 | 0.67 | 0.62 | 0.68 | 0.72 | 0.70 | 0.92 |
| DG | 0.33 | 1.00 | 0.25 | 0.39 | 0.29 | 0.10 | 0.22 | 0.14 | 0.23 | 0.26 | 0.25 | 0.27 | 0.16 | 0.28 | 0.20 | 0.20 | 0.28 | 0.18 | 0.27 | 0.17 | 0.20 | 0.30 | 0.19 | 0.18 | 0.18 | 0.40 | 0.21 | 0.41 | 0.24 | 0.27 | 0.24 | 0.40 |
| CCI | 0.39 | 0.25 | 1.00 | 0.27 | 0.39 | 0.12 | 0.15 | 0.17 | 0.16 | 0.32 | 0.26 | 0.36 | 0.11 | 0.37 | 0.26 | 0.27 | 0.34 | 0.20 | 0.36 | 0.18 | 0.20 | 0.36 | 0.18 | 0.16 | 0.20 | 0.31 | 0.21 | 0.34 | 0.31 | 0.35 | 0.31 | 0.40 |
| WMT | 0.41 | 0.39 | 0.27 | 1.00 | 0.43 | 0.13 | 0.22 | 0.20 | 0.22 | 0.29 | 0.23 | 0.34 | 0.18 | 0.29 | 0.20 | 0.27 | 0.30 | 0.22 | 0.29 | 0.20 | 0.22 | 0.33 | 0.23 | 0.21 | 0.26 | 0.35 | 0.22 | 0.41 | 0.30 | 0.33 | 0.30 | 0.41 |
| PG | 0.41 | 0.29 | 0.39 | 0.43 | 1.00 | 0.11 | 0.18 | 0.21 | 0.14 | 0.34 | 0.25 | 0.42 | 0.12 | 0.34 | 0.20 | 0.26 | 0.37 | 0.17 | 0.35 | 0.20 | 0.20 | 0.36 | 0.22 | 0.21 | 0.25 | 0.31 | 0.22 | 0.35 | 0.35 | 0.36 | 0.36 | 0.40 |
| HAL | 0.45 | 0.10 | 0.12 | 0.13 | 0.11 | 1.00 | 0.24 | 0.70 | 0.25 | 0.26 | 0.29 | 0.16 | 0.40 | 0.19 | 0.20 | 0.24 | 0.24 | 0.29 | 0.21 | 0.36 | 0.30 | 0.21 | 0.56 | 0.37 | 0.46 | 0.29 | 0.34 | 0.26 | 0.27 | 0.29 | 0.29 | 0.51 |
| TXRH | 0.44 | 0.22 | 0.15 | 0.22 | 0.18 | 0.24 | 1.00 | 0.22 | 0.35 | 0.27 | 0.30 | 0.33 | 0.33 | 0.25 | 0.29 | 0.25 | 0.39 | 0.26 | 0.24 | 0.39 | 0.28 | 0.30 | 0.29 | 0.42 | 0.35 | 0.36 | 0.32 | 0.36 | 0.32 | 0.34 | 0.35 | 0.51 |
| CVX | 0.48 | 0.14 | 0.17 | 0.20 | 0.21 | 0.70 | 0.22 | 1.00 | 0.22 | 0.28 | 0.31 | 0.25 | 0.39 | 0.22 | 0.21 | 0.24 | 0.29 | 0.27 | 0.25 | 0.33 | 0.27 | 0.23 | 0.55 | 0.35 | 0.48 | 0.29 | 0.32 | 0.29 | 0.34 | 0.33 | 0.34 | 0.51 |
| DECK | 0.49 | 0.23 | 0.16 | 0.22 | 0.14 | 0.25 | 0.35 | 0.22 | 1.00 | 0.24 | 0.30 | 0.23 | 0.35 | 0.28 | 0.34 | 0.30 | 0.31 | 0.34 | 0.32 | 0.40 | 0.36 | 0.34 | 0.35 | 0.38 | 0.36 | 0.40 | 0.39 | 0.42 | 0.34 | 0.36 | 0.36 | 0.56 |
| STZ | 0.48 | 0.26 | 0.32 | 0.29 | 0.34 | 0.26 | 0.27 | 0.28 | 0.24 | 1.00 | 0.33 | 0.35 | 0.29 | 0.34 | 0.28 | 0.30 | 0.37 | 0.27 | 0.33 | 0.32 | 0.29 | 0.35 | 0.31 | 0.33 | 0.33 | 0.35 | 0.30 | 0.38 | 0.39 | 0.38 | 0.38 | 0.52 |
| HCA | 0.48 | 0.25 | 0.26 | 0.23 | 0.25 | 0.29 | 0.30 | 0.31 | 0.30 | 0.33 | 1.00 | 0.32 | 0.31 | 0.38 | 0.27 | 0.29 | 0.38 | 0.31 | 0.35 | 0.35 | 0.30 | 0.38 | 0.37 | 0.36 | 0.39 | 0.38 | 0.34 | 0.38 | 0.35 | 0.38 | 0.36 | 0.55 |
| MCD | 0.47 | 0.27 | 0.36 | 0.34 | 0.42 | 0.16 | 0.33 | 0.25 | 0.23 | 0.35 | 0.32 | 1.00 | 0.24 | 0.34 | 0.28 | 0.31 | 0.57 | 0.27 | 0.36 | 0.31 | 0.24 | 0.37 | 0.29 | 0.33 | 0.34 | 0.37 | 0.28 | 0.40 | 0.41 | 0.39 | 0.42 | 0.51 |
| LPLA | 0.54 | 0.16 | 0.11 | 0.18 | 0.12 | 0.40 | 0.33 | 0.39 | 0.35 | 0.29 | 0.31 | 0.24 | 1.00 | 0.24 | 0.35 | 0.30 | 0.31 | 0.35 | 0.29 | 0.43 | 0.38 | 0.30 | 0.47 | 0.43 | 0.59 | 0.34 | 0.40 | 0.32 | 0.40 | 0.39 | 0.41 | 0.58 |
| ZTS | 0.56 | 0.28 | 0.37 | 0.29 | 0.34 | 0.19 | 0.25 | 0.22 | 0.28 | 0.34 | 0.38 | 0.34 | 0.24 | 1.00 | 0.40 | 0.40 | 0.41 | 0.36 | 0.52 | 0.31 | 0.37 | 0.44 | 0.31 | 0.31 | 0.31 | 0.40 | 0.38 | 0.44 | 0.45 | 0.48 | 0.46 | 0.57 |
| CRM | 0.63 | 0.20 | 0.26 | 0.20 | 0.20 | 0.20 | 0.29 | 0.21 | 0.34 | 0.28 | 0.27 | 0.28 | 0.35 | 0.40 | 1.00 | 0.48 | 0.33 | 0.48 | 0.43 | 0.37 | 0.46 | 0.38 | 0.30 | 0.38 | 0.33 | 0.38 | 0.46 | 0.38 | 0.52 | 0.52 | 0.53 | 0.60 |
| AAPL | 0.67 | 0.20 | 0.27 | 0.27 | 0.26 | 0.24 | 0.25 | 0.24 | 0.30 | 0.30 | 0.29 | 0.31 | 0.30 | 0.40 | 0.48 | 1.00 | 0.32 | 0.53 | 0.41 | 0.36 | 0.50 | 0.37 | 0.35 | 0.37 | 0.36 | 0.36 | 0.50 | 0.39 | 0.47 | 0.47 | 0.48 | 0.60 |
| YUM | 0.54 | 0.28 | 0.34 | 0.30 | 0.37 | 0.24 | 0.39 | 0.29 | 0.31 | 0.37 | 0.38 | 0.57 | 0.31 | 0.41 | 0.33 | 0.32 | 1.00 | 0.33 | 0.39 | 0.40 | 0.35 | 0.41 | 0.36 | 0.41 | 0.37 | 0.40 | 0.37 | 0.44 | 0.46 | 0.42 | 0.47 | 0.60 |
| AVGO | 0.66 | 0.18 | 0.20 | 0.22 | 0.17 | 0.29 | 0.26 | 0.27 | 0.34 | 0.27 | 0.31 | 0.27 | 0.35 | 0.36 | 0.48 | 0.53 | 0.33 | 1.00 | 0.40 | 0.40 | 0.65 | 0.39 | 0.41 | 0.42 | 0.38 | 0.36 | 0.66 | 0.37 | 0.44 | 0.48 | 0.45 | 0.65 |
| DHR | 0.61 | 0.27 | 0.36 | 0.29 | 0.35 | 0.21 | 0.24 | 0.25 | 0.32 | 0.33 | 0.35 | 0.36 | 0.29 | 0.52 | 0.43 | 0.41 | 0.39 | 0.40 | 1.00 | 0.31 | 0.41 | 0.48 | 0.38 | 0.31 | 0.35 | 0.43 | 0.45 | 0.46 | 0.46 | 0.53 | 0.47 | 0.61 |
| HLT | 0.58 | 0.17 | 0.18 | 0.20 | 0.20 | 0.36 | 0.39 | 0.33 | 0.40 | 0.32 | 0.35 | 0.31 | 0.43 | 0.31 | 0.37 | 0.36 | 0.40 | 0.40 | 0.31 | 1.00 | 0.41 | 0.38 | 0.46 | 0.81 | 0.49 | 0.40 | 0.45 | 0.39 | 0.47 | 0.41 | 0.48 | 0.65 |
| LRCX | 0.66 | 0.20 | 0.20 | 0.22 | 0.20 | 0.30 | 0.28 | 0.27 | 0.36 | 0.29 | 0.30 | 0.24 | 0.38 | 0.37 | 0.46 | 0.50 | 0.35 | 0.65 | 0.41 | 0.41 | 1.00 | 0.41 | 0.43 | 0.44 | 0.41 | 0.37 | 0.72 | 0.39 | 0.45 | 0.46 | 0.48 | 0.67 |
| SHW | 0.60 | 0.30 | 0.36 | 0.33 | 0.36 | 0.21 | 0.30 | 0.23 | 0.34 | 0.35 | 0.38 | 0.37 | 0.30 | 0.44 | 0.38 | 0.37 | 0.41 | 0.39 | 0.48 | 0.38 | 0.41 | 1.00 | 0.39 | 0.39 | 0.38 | 0.54 | 0.41 | 0.56 | 0.45 | 0.50 | 0.46 | 0.63 |
| CAT | 0.62 | 0.19 | 0.18 | 0.23 | 0.22 | 0.56 | 0.29 | 0.55 | 0.35 | 0.31 | 0.37 | 0.29 | 0.47 | 0.31 | 0.30 | 0.35 | 0.36 | 0.41 | 0.38 | 0.46 | 0.43 | 0.39 | 1.00 | 0.50 | 0.58 | 0.42 | 0.48 | 0.41 | 0.42 | 0.43 | 0.44 | 0.66 |
| MAR | 0.60 | 0.18 | 0.16 | 0.21 | 0.21 | 0.37 | 0.42 | 0.35 | 0.38 | 0.33 | 0.36 | 0.33 | 0.43 | 0.31 | 0.38 | 0.37 | 0.41 | 0.42 | 0.31 | 0.81 | 0.44 | 0.39 | 0.50 | 1.00 | 0.51 | 0.40 | 0.47 | 0.41 | 0.47 | 0.43 | 0.48 | 0.67 |
| JPM | 0.65 | 0.18 | 0.20 | 0.26 | 0.25 | 0.46 | 0.35 | 0.48 | 0.36 | 0.33 | 0.39 | 0.34 | 0.59 | 0.31 | 0.33 | 0.36 | 0.37 | 0.38 | 0.35 | 0.49 | 0.41 | 0.38 | 0.58 | 0.51 | 1.00 | 0.41 | 0.44 | 0.42 | 0.47 | 0.45 | 0.49 | 0.65 |
| LOW | 0.59 | 0.40 | 0.31 | 0.35 | 0.31 | 0.29 | 0.36 | 0.29 | 0.40 | 0.35 | 0.38 | 0.37 | 0.34 | 0.40 | 0.38 | 0.36 | 0.40 | 0.36 | 0.43 | 0.40 | 0.37 | 0.54 | 0.42 | 0.40 | 0.41 | 1.00 | 0.42 | 0.80 | 0.43 | 0.46 | 0.44 | 0.66 |
| MCHP | 0.67 | 0.21 | 0.21 | 0.22 | 0.22 | 0.34 | 0.32 | 0.32 | 0.39 | 0.30 | 0.34 | 0.28 | 0.40 | 0.38 | 0.46 | 0.50 | 0.37 | 0.66 | 0.45 | 0.45 | 0.72 | 0.41 | 0.48 | 0.47 | 0.44 | 0.42 | 1.00 | 0.42 | 0.46 | 0.52 | 0.48 | 0.70 |
| HD | 0.62 | 0.41 | 0.34 | 0.41 | 0.35 | 0.26 | 0.36 | 0.29 | 0.42 | 0.38 | 0.38 | 0.40 | 0.32 | 0.44 | 0.38 | 0.39 | 0.44 | 0.37 | 0.46 | 0.39 | 0.39 | 0.56 | 0.41 | 0.41 | 0.42 | 0.80 | 0.42 | 1.00 | 0.46 | 0.50 | 0.47 | 0.67 |
| V | 0.68 | 0.24 | 0.31 | 0.30 | 0.35 | 0.27 | 0.32 | 0.34 | 0.34 | 0.39 | 0.35 | 0.41 | 0.40 | 0.45 | 0.52 | 0.47 | 0.46 | 0.44 | 0.46 | 0.47 | 0.45 | 0.45 | 0.42 | 0.47 | 0.47 | 0.43 | 0.46 | 0.46 | 1.00 | 0.58 | 0.85 | 0.69 |
| ACN | 0.72 | 0.27 | 0.35 | 0.33 | 0.36 | 0.29 | 0.34 | 0.33 | 0.36 | 0.38 | 0.38 | 0.39 | 0.39 | 0.48 | 0.52 | 0.47 | 0.42 | 0.48 | 0.53 | 0.41 | 0.46 | 0.50 | 0.43 | 0.43 | 0.45 | 0.46 | 0.52 | 0.50 | 0.58 | 1.00 | 0.60 | 0.71 |
| MA | 0.70 | 0.24 | 0.31 | 0.30 | 0.36 | 0.29 | 0.35 | 0.34 | 0.36 | 0.38 | 0.36 | 0.42 | 0.41 | 0.46 | 0.53 | 0.48 | 0.47 | 0.45 | 0.47 | 0.48 | 0.48 | 0.46 | 0.44 | 0.48 | 0.49 | 0.44 | 0.48 | 0.47 | 0.85 | 0.60 | 1.00 | 0.71 |
| Portfolio | 0.92 | 0.40 | 0.40 | 0.41 | 0.40 | 0.51 | 0.51 | 0.51 | 0.56 | 0.52 | 0.55 | 0.51 | 0.58 | 0.57 | 0.60 | 0.60 | 0.60 | 0.65 | 0.61 | 0.65 | 0.67 | 0.63 | 0.66 | 0.67 | 0.65 | 0.66 | 0.70 | 0.67 | 0.69 | 0.71 | 0.71 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 13, 2013