PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


HD 1.03%UPS 1.03%PEP 1.03%CSCO 1.03%AMGN 1.03%KO 1.03%TXN 1.03%CVX 1.03%MRK 1.03%VZ 1.03%PFE 1.03%BLK 1.03%ADP 1.03%LMT 1.03%MO 1.03%EOG 1.03%BX 1.03%ITW 1.03%MMM 1.03%USB 1.03%F 1.03%VLO 1.03%KMB 1.03%PAYX 1.03%NEM 1.03%FAST 1.03%OKE 1.03%ALL 1.03%TROW 1.03%LYB 1.03%MTB 1.03%CTRA 1.03%DRI 1.03%FITB 1.03%RF 1.03%HBAN 1.03%K 1.03%NTRS 1.03%BBY 1.03%TSN 1.03%AMCR 1.03%SNA 1.03%PKG 1.03%IPG 1.03%IP 1.03%WSO 1.03%KEY 1.03%FNF 1.03%WSM 1.03%UNM 1.03%NRG 1.03%RHI 1.03%WHR 1.03%CMA 1.03%FAF 1.03%ZION 1.03%HUN 1.03%HRB 1.03%SNV 1.03%OZK 1.03%MSM 1.03%WU 1.03%AAP 1.03%RDN 1.03%LAZ 1.03%LEG 1.03%JHG 1.03%WEN 1.03%MDC 1.03%CRI 1.03%APAM 1.03%CATY 1.03%IBOC 1.03%CVBF 1.03%BOH 1.03%CBRL 1.03%BANR 1.03%CNS 1.03%OFG 1.03%NWBI 1.03%FCF 1.03%AGM 1.03%CHCO 1.03%STC 1.03%STBA 1.03%KFRC 1.03%BKE 1.03%RGR 1.03%SRCE 1.03%PFC 1.03%ETD 1.03%HFWA 1.03%GES 1.03%HAFC 1.03%EBF 1.03%USD 1.03%CPF 1.03%EquityEquity
PositionCategory/SectorWeight
AAP
Advance Auto Parts, Inc.
Consumer Cyclical
1.03%
ADP
Automatic Data Processing, Inc.
Industrials
1.03%
AGM
Federal Agricultural Mortgage Corporation
Financial Services
1.03%
ALL
The Allstate Corporation
Financial Services
1.03%
AMCR
Amcor plc
Consumer Cyclical
1.03%
AMGN
Amgen Inc.
Healthcare
1.03%
APAM
Artisan Partners Asset Management Inc.
Financial Services
1.03%
BANR
Banner Corporation
Financial Services
1.03%
BBY
Best Buy Co., Inc.
Consumer Cyclical
1.03%
BKE
The Buckle, Inc.
Consumer Cyclical
1.03%
BLK
BlackRock, Inc.
Financial Services
1.03%
BOH
Bank of Hawaii Corporation
Financial Services
1.03%
BX
The Blackstone Group Inc.
Financial Services
1.03%
CATY
Cathay General Bancorp
Financial Services
1.03%
CBRL
Cracker Barrel Old Country Store, Inc.
Consumer Cyclical
1.03%
CHCO
City Holding Company
Financial Services
1.03%
CMA
Comerica Incorporated
Financial Services
1.03%
CNS
Cohen & Steers, Inc.
Financial Services
1.03%
CPF
Central Pacific Financial Corp.
Financial Services
1.03%
CRI
Carter's, Inc.
Consumer Cyclical
1.03%
CSCO
1.03%
CTRA
1.03%
CVBF
1.03%
CVX
1.03%
DRI
1.03%
EBF
1.03%
EOG
1.03%
ETD
1.03%
F
1.03%
FAF
1.03%
FAST
1.03%
FCF
1.03%
FITB
1.03%
FNF
1.03%
GES
1.03%
HAFC
1.03%
HBAN
1.03%
HD
1.03%
HFWA
1.03%
HRB
1.03%
HUN
1.03%
IBOC
1.03%
IP
1.03%
IPG
1.03%
ITW
1.03%
JHG
1.03%
K
1.03%
KEY
1.03%
KFRC
1.03%
KMB
1.03%
KO
1.03%
LAZ
1.03%
LEG
1.03%
LMT
1.03%
LYB
1.03%
MDC
1.03%
MMM
1.03%
MO
1.03%
MRK
1.03%
MSM
1.03%
MTB
1.03%
NEM
1.03%
NRG
1.03%
NTRS
1.03%
NWBI
1.03%
OFG
1.03%
OKE
1.03%
OZK
1.03%
PAYX
1.03%
PEP
1.03%
PFC
1.03%
PFE
1.03%
PKG
1.03%
RDN
1.03%
RF
1.03%
RGR
1.03%
RHI
1.03%
SNA
1.03%
SNV
1.03%
SRCE
1.03%
STBA
1.03%
STC
1.03%
TROW
1.03%
TSN
1.03%
TXN
1.03%
UNM
1.03%
UPS
1.03%
USB
1.03%
USD
1.03%
VLO
1.03%
VZ
1.03%
WEN
1.03%
WHR
1.03%
WSM
1.03%
WSO
1.03%
WU
1.03%
ZION
1.03%

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.52%
14.88%
SCHD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 7, 2013, corresponding to the inception date of APAM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.91%4.70%13.50%33.69%14.40%11.99%
SCHD15.16%2.74%15.52%35.00%13.36%N/A
HD
21.13%8.40%23.48%44.76%14.61%N/A
UPS
-11.35%5.78%-4.85%-9.07%6.30%N/A
PEP
5.33%-1.44%6.34%12.66%8.15%N/A
CSCO
10.88%9.77%14.29%4.18%6.29%N/A
AMGN
Amgen Inc.
16.52%-1.23%25.41%19.05%13.51%12.67%
KO
20.75%-2.58%21.41%35.61%8.75%N/A
TXN
22.95%2.59%25.00%38.46%12.80%N/A
CVX
4.82%7.69%-1.86%-3.70%10.48%N/A
MRK
2.58%-4.66%-11.94%8.30%9.69%N/A
VZ
21.66%-1.71%10.66%49.54%-1.24%N/A
PFE
5.83%-0.38%15.85%-3.83%0.85%N/A
BLK
BlackRock, Inc.
24.28%11.80%31.42%61.81%20.37%15.36%
ADP
Automatic Data Processing, Inc.
25.84%3.91%19.42%19.17%14.39%17.35%
LMT
35.94%6.01%35.00%40.69%12.58%N/A
MO
23.55%-5.89%21.71%16.83%11.50%N/A
EOG
11.90%10.96%0.74%3.05%19.37%N/A
BX
The Blackstone Group Inc.
19.27%1.22%27.90%51.75%31.51%24.49%
ITW
1.18%4.10%3.86%15.10%13.51%N/A
MMM
51.72%1.18%49.42%89.98%4.08%N/A
USB
10.67%4.83%14.28%50.57%0.95%N/A
F
-7.17%0.28%-9.90%-2.71%8.07%N/A
VLO
11.83%6.02%-15.46%16.27%14.72%N/A
KMB
20.28%-0.88%15.41%22.56%4.63%N/A
PAYX
19.36%2.81%15.27%21.45%13.67%N/A
NEM
33.67%1.10%42.80%41.71%10.95%N/A
FAST
20.65%10.03%11.98%31.59%19.84%N/A
OKE
42.96%5.73%27.14%47.38%15.01%N/A
ALL
The Allstate Corporation
36.71%-0.01%14.78%60.09%14.76%14.33%
TROW
4.61%4.23%-2.43%13.27%3.58%N/A
LYB
2.65%0.65%-4.06%6.72%7.93%N/A
MTB
38.68%9.66%33.63%59.80%6.63%N/A
CTRA
-0.07%9.26%-6.96%-11.69%12.29%N/A
DRI
-1.19%-1.33%3.67%21.15%10.40%N/A
FITB
30.75%5.11%28.99%87.68%14.64%N/A
RF
26.77%7.83%26.18%55.45%13.41%N/A
HBAN
25.32%8.17%18.79%62.12%6.74%N/A
K
47.94%-0.16%47.81%67.71%8.08%N/A
NTRS
12.20%4.45%12.05%41.74%3.01%N/A
BBY
Best Buy Co., Inc.
28.50%-0.08%30.27%46.58%11.38%16.46%
TSN
12.26%-4.19%2.88%31.07%-3.68%N/A
AMCR
Amcor plc
20.51%1.82%28.17%35.18%8.30%5.51%
SNA
3.11%4.05%3.48%18.20%16.14%N/A
PKG
36.43%4.27%22.39%47.93%19.12%N/A
IPG
-0.75%1.75%5.39%13.36%13.05%N/A
IP
37.94%-1.05%33.86%43.91%8.82%N/A
WSO
16.81%3.12%19.84%31.63%28.12%N/A
KEY
24.58%7.02%22.53%74.48%4.48%N/A
FNF
21.83%0.73%27.83%59.44%11.61%N/A
WSM
44.84%-0.11%0.85%81.97%35.93%N/A
UNM
41.91%14.01%27.48%29.48%22.51%N/A
NRG
76.84%10.75%24.39%124.95%21.86%N/A
RHI
-21.73%6.49%-3.12%-8.56%6.69%N/A
WHR
-9.05%6.61%2.27%-8.79%-3.99%N/A
CMA
Comerica Incorporated
14.43%6.59%23.86%58.73%3.80%6.70%
FAF
2.95%-1.80%17.17%27.03%5.24%N/A
ZION
17.23%7.49%25.94%50.58%5.91%N/A
HUN
-1.66%8.52%1.89%9.32%4.33%N/A
HRB
28.29%-3.64%33.08%45.86%26.01%N/A
SNV
25.24%3.54%26.99%79.16%10.07%N/A
OZK
-9.17%6.05%4.89%24.93%13.13%N/A
MSM
-15.31%4.89%-8.83%-16.87%9.72%N/A
WU
5.20%1.94%-4.03%-2.77%-8.00%N/A
AAP
Advance Auto Parts, Inc.
-37.38%-8.80%-45.87%-24.70%-24.04%-11.03%
RDN
24.00%-1.57%17.74%36.02%11.52%N/A
LAZ
57.15%10.32%43.66%88.99%12.93%N/A
LEG
-49.62%-0.31%-26.92%-46.32%-17.76%N/A
JHG
35.03%8.48%28.82%75.81%19.10%N/A
WEN
-0.18%5.98%2.25%6.01%0.47%N/A
MDC
15.00%0.00%0.16%66.85%12.78%N/A
CRI
Carter's, Inc.
-14.62%-12.96%-11.79%-1.55%-5.72%-0.39%
APAM
Artisan Partners Asset Management Inc.
3.91%6.37%4.17%31.55%20.89%8.71%
CATY
Cathay General Bancorp
1.46%4.11%27.82%33.26%8.63%9.24%
IBOC
16.94%1.76%19.07%50.02%12.88%N/A
CVBF
-2.56%7.42%19.62%25.15%2.05%N/A
BOH
Bank of Hawaii Corporation
-5.09%3.07%16.47%43.62%-0.79%5.46%
CBRL
Cracker Barrel Old Country Store, Inc.
-39.57%13.56%-26.37%-29.88%-18.95%-4.17%
BANR
Banner Corporation
21.91%10.06%47.38%52.99%6.75%8.08%
CNS
Cohen & Steers, Inc.
26.79%2.41%39.07%73.23%13.17%14.25%
OFG
20.11%1.21%31.21%49.94%16.66%N/A
NWBI
11.80%-0.45%26.86%40.01%2.13%N/A
FCF
13.02%1.61%36.75%44.75%9.12%N/A
AGM
Federal Agricultural Mortgage Corporation
-0.90%-0.99%4.92%30.65%21.53%22.68%
CHCO
City Holding Company
9.69%0.42%20.35%33.94%12.67%13.88%
STC
20.44%-8.34%17.98%71.52%16.11%N/A
STBA
25.68%-3.55%41.46%57.55%6.65%N/A
KFRC
-15.49%-10.11%-11.91%-2.84%10.84%N/A
BKE
The Buckle, Inc.
-2.07%-2.89%17.99%39.70%28.47%9.64%
RGR
-7.84%-0.41%-8.38%-22.59%4.69%N/A
SRCE
11.41%1.21%25.22%47.50%8.36%N/A
PFC
3.04%-1.98%26.39%50.83%0.94%N/A
ETD
-2.01%-3.64%-0.63%9.17%17.00%N/A
HFWA
5.75%0.51%29.36%42.67%-0.11%N/A
GES
-4.41%-0.31%-19.99%5.44%7.69%N/A
HAFC
7.25%5.12%38.63%35.51%6.46%N/A
EBF
7.81%-3.38%21.18%10.27%7.97%N/A
USD
150.74%20.31%52.36%239.68%64.00%N/A
CPF
Central Pacific Financial Corp.
54.26%8.73%57.88%91.55%5.40%9.02%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.03%1.43%6.75%-5.30%2.36%-0.26%9.89%0.92%0.79%15.16%
20236.82%-2.48%-6.00%-1.52%-5.49%6.78%8.80%-3.32%-4.32%-3.84%8.60%10.58%13.10%
2022-1.13%-0.12%-0.04%-5.89%4.31%-9.59%8.50%-2.81%-8.01%10.70%5.38%-5.68%-6.49%
20211.49%7.55%8.13%3.34%3.60%-2.40%-1.39%3.20%-1.57%5.12%-2.04%5.44%34.12%
2020-4.18%-10.97%-20.81%16.07%3.29%1.77%2.39%4.08%-3.09%3.37%13.48%5.29%5.12%
20199.25%5.20%-1.83%4.92%-8.10%7.41%1.45%-4.02%4.36%2.36%3.32%2.63%28.87%
20183.57%-4.22%-0.16%0.33%2.56%0.16%3.10%1.54%-2.29%-7.51%3.36%-10.06%-10.23%
20170.08%4.05%0.80%-2.43%6.46%1.42%4.94%1.32%17.56%

Expense Ratio

SCHD has an expense ratio of 0.01%, which is considered low compared to other funds. 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 SCHD is 29, 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.


The Risk-Adjusted Performance Rank of SCHD is 2929
Combined Rank
The Sharpe Ratio Rank of SCHD is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2424Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2828Martin 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.


SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.00, compared to the broader market0.002.004.002.00
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.93, compared to the broader market-2.000.002.004.006.002.93
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.99, compared to the broader market0.002.004.006.008.0010.0012.001.99
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 11.19, compared to the broader market0.0010.0020.0030.0040.0050.0011.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.63, compared to the broader market0.002.004.002.63
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.32, compared to the broader market0.002.004.006.008.0010.0012.002.32
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.07, compared to the broader market0.0010.0020.0030.0040.0050.0016.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HD
2.042.831.341.375.13
UPS
-0.34-0.270.96-0.22-0.79
PEP
0.671.071.130.592.49
CSCO
0.220.411.060.180.50
AMGN
Amgen Inc.
0.781.291.171.052.49
KO
2.723.931.502.0220.64
TXN
1.321.911.231.358.20
CVX
-0.090.011.00-0.09-0.21
MRK
0.430.701.110.501.30
VZ
2.042.951.401.1112.48
PFE
-0.27-0.220.97-0.12-0.55
BLK
BlackRock, Inc.
2.943.961.491.6613.39
ADP
Automatic Data Processing, Inc.
1.021.331.210.893.88
LMT
2.894.341.572.8313.61
MO
0.881.181.190.933.69
EOG
0.370.651.080.400.87
BX
The Blackstone Group Inc.
1.532.091.261.357.93
ITW
0.801.171.150.842.00
MMM
2.584.161.611.4614.95
USB
1.702.481.301.047.31
F
-0.160.041.01-0.11-0.44
VLO
0.460.831.100.491.00
KMB
1.331.821.271.269.28
PAYX
1.071.451.211.064.77
NEM
1.231.851.230.694.03
FAST
1.752.771.372.034.12
OKE
2.673.431.456.5018.81
ALL
The Allstate Corporation
3.184.101.553.8819.35
TROW
0.400.721.090.171.41
LYB
0.310.581.060.381.03
MTB
1.902.621.321.3011.53
CTRA
-0.42-0.460.95-0.31-0.76
DRI
0.831.351.170.841.86
FITB
2.823.781.471.6119.52
RF
1.672.221.311.258.30
HBAN
2.132.961.361.4112.00
K
2.605.141.612.1618.18
NTRS
1.662.151.300.808.30
BBY
Best Buy Co., Inc.
1.332.431.270.876.96
TSN
1.201.721.220.515.36
AMCR
Amcor plc
1.472.341.270.948.42
SNA
0.680.971.151.012.56
PKG
2.373.271.414.3413.83
IPG
0.580.971.110.392.25
IP
1.462.171.271.117.58
WSO
0.911.341.171.684.05
KEY
2.052.891.351.2112.09
FNF
2.452.951.412.3414.75
WSM
1.872.471.342.5610.15
UNM
1.261.561.271.613.70
NRG
3.814.161.586.3522.64
RHI
-0.44-0.460.94-0.20-0.55
WHR
-0.29-0.150.98-0.20-0.69
CMA
Comerica Incorporated
1.462.061.270.917.20
FAF
0.971.451.190.712.54
ZION
1.161.781.220.805.32
HUN
0.170.461.050.100.50
HRB
1.632.631.303.6610.26
SNV
2.182.881.361.4911.64
OZK
0.571.011.130.821.56
MSM
-0.64-0.750.90-0.63-1.22
WU
-0.110.021.00-0.05-0.27
AAP
Advance Auto Parts, Inc.
-0.55-0.530.93-0.30-1.02
RDN
1.291.861.232.515.69
LAZ
2.513.391.401.8615.41
LEG
-1.00-1.340.80-0.60-1.23
JHG
2.993.861.491.3820.71
WEN
0.130.371.040.080.31
MDC
2.225.492.181.7443.38
CRI
Carter's, Inc.
-0.090.071.01-0.05-0.13
APAM
Artisan Partners Asset Management Inc.
1.011.571.180.983.93
CATY
Cathay General Bancorp
0.961.541.191.032.41
IBOC
1.662.311.292.596.80
CVBF
0.541.111.120.431.30
BOH
Bank of Hawaii Corporation
1.161.901.220.812.66
CBRL
Cracker Barrel Old Country Store, Inc.
-0.63-0.680.92-0.39-0.93
BANR
Banner Corporation
1.542.331.281.074.28
CNS
Cohen & Steers, Inc.
2.002.811.341.4510.85
OFG
1.762.511.313.218.65
NWBI
1.362.171.251.104.28
FCF
1.392.151.251.383.82
AGM
Federal Agricultural Mortgage Corporation
0.881.301.171.313.26
CHCO
City Holding Company
1.331.991.232.233.97
STC
2.383.421.401.4516.95
STBA
1.642.421.291.465.78
KFRC
-0.13-0.001.00-0.12-0.32
BKE
The Buckle, Inc.
1.191.741.211.403.38
RGR
-0.80-0.900.85-0.48-1.09
SRCE
1.562.261.271.595.96
PFC
1.261.961.230.973.45
ETD
0.170.461.060.220.55
HFWA
1.121.811.210.723.21
GES
0.010.331.040.010.02
HAFC
0.821.401.170.651.99
EBF
0.370.641.080.551.18
USD
2.852.871.384.7012.69
CPF
Central Pacific Financial Corp.
3.024.031.481.8822.36

Sharpe Ratio

The current SCHD Sharpe ratio is 2.00. 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 2.12 to 2.90, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of SCHD 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 Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.00
2.63
SCHD
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SCHD granted a 3.96% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
SCHD3.96%3.98%4.09%3.21%3.59%3.26%3.59%2.51%2.74%2.85%2.38%1.80%
HD
2.15%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
UPS
4.84%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
PEP
3.00%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
CSCO
2.93%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
AMGN
Amgen Inc.
2.70%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
KO
2.75%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
TXN
2.54%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
CVX
4.23%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
MRK
2.81%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
VZ
6.22%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
PFE
5.73%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
BLK
BlackRock, Inc.
2.05%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
ADP
Automatic Data Processing, Inc.
1.94%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
LMT
2.09%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
MO
7.95%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
EOG
3.82%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.55%0.39%
BX
The Blackstone Group Inc.
2.22%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%
ITW
2.19%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
MMM
2.91%5.49%4.97%3.33%3.36%3.26%2.85%2.00%2.49%2.72%2.08%1.81%
USB
4.26%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%
F
7.26%10.20%4.03%0.45%1.60%6.05%9.18%5.20%7.01%4.26%3.23%2.35%
VLO
2.97%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%1.29%
KMB
3.40%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.74%0.02%
PAYX
2.69%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%1.54%
NEM
2.12%3.87%4.66%3.55%1.74%3.31%1.58%0.65%0.36%0.54%1.16%5.23%
FAST
2.47%2.73%2.60%1.74%2.83%2.32%2.90%2.31%2.52%2.70%2.07%1.66%
OKE
4.06%5.44%5.69%6.36%9.74%4.66%6.01%5.09%4.28%9.85%4.27%0.00%
ALL
The Allstate Corporation
1.94%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%1.83%
TROW
4.53%4.53%4.40%3.72%2.38%2.50%3.03%2.14%2.83%5.67%2.05%1.81%
LYB
5.52%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%2.49%
MTB
2.86%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%2.23%2.41%
CTRA
3.33%4.58%10.13%5.89%2.46%1.87%1.00%0.53%0.31%0.41%0.24%0.14%
DRI
3.46%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%0.00%0.00%0.00%
FITB
3.24%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%
RF
4.09%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%
HBAN
4.03%4.87%4.40%3.92%4.75%3.85%5.12%2.40%2.19%2.26%2.00%1.97%
K
2.79%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NTRS
3.25%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%1.93%1.99%
BBY
Best Buy Co., Inc.
3.84%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.67%1.80%1.66%
TSN
3.33%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%0.67%
AMCR
Amcor plc
4.47%5.11%4.05%3.93%3.93%5.20%4.74%3.69%3.89%2.04%3.53%0.00%
SNA
2.55%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%1.44%
PKG
2.29%3.07%3.71%2.94%2.44%2.82%3.59%2.09%2.78%3.49%2.05%2.39%
IPG
4.14%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
IP
3.84%5.12%5.34%0.99%0.01%0.01%0.01%0.01%0.01%0.01%0.00%0.00%
WSO
2.10%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%1.20%
KEY
4.76%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%
FNF
3.17%3.59%4.57%2.99%3.45%3.54%3.82%2.07%2.59%2.31%1.93%2.04%
WSM
1.41%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%
UNM
2.42%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%1.78%1.57%
NRG
1.78%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%
RHI
3.08%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%1.52%
WHR
6.66%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%1.48%1.51%
CMA
Comerica Incorporated
4.63%5.09%4.07%3.13%4.87%3.74%2.68%1.26%1.31%1.98%1.69%1.43%
FAF
3.30%3.26%3.94%2.48%3.45%2.88%3.58%2.57%3.28%2.79%2.48%1.70%
ZION
3.28%3.74%3.21%2.28%3.13%2.47%2.55%0.87%0.65%0.81%0.56%0.43%
HUN
4.12%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%2.03%
HRB
2.19%2.52%3.07%4.54%6.56%4.39%3.90%3.59%3.74%2.40%2.38%2.75%
SNV
3.32%4.04%3.62%2.76%4.08%3.06%3.13%1.25%1.17%1.30%1.14%1.11%
OZK
3.62%2.85%3.15%2.43%3.45%3.08%3.48%1.47%1.20%1.11%1.24%1.27%
MSM
3.98%3.16%3.72%3.57%13.63%3.52%3.08%2.36%1.88%2.90%5.81%1.15%
WU
7.93%7.89%6.83%5.27%4.10%2.99%4.45%3.68%2.95%3.46%2.79%2.90%
AAP
Advance Auto Parts, Inc.
2.66%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%0.22%
RDN
2.78%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%0.06%0.07%
LAZ
3.80%5.75%5.60%4.31%4.44%4.78%8.21%5.35%6.55%5.22%2.40%2.21%
LEG
7.99%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
JHG
3.97%5.17%6.59%3.58%5.54%5.89%6.76%1.67%0.00%0.00%0.00%0.00%
WEN
5.37%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%2.06%
MDC
1.75%3.80%6.33%2.99%2.86%3.09%4.27%2.91%3.71%3.92%3.78%0.00%
CRI
Carter's, Inc.
5.09%4.01%4.02%1.38%0.64%1.83%2.21%1.26%1.53%0.99%0.87%0.67%
APAM
Artisan Partners Asset Management Inc.
6.88%5.97%12.36%8.88%6.73%10.49%14.43%6.99%9.41%9.29%7.58%1.32%
CATY
Cathay General Bancorp
3.09%3.05%3.33%2.95%3.85%3.26%3.07%2.06%1.97%1.79%1.13%0.30%
IBOC
2.13%2.32%2.62%2.71%2.94%2.44%2.18%1.66%1.47%2.26%1.96%1.63%
CVBF
4.25%2.97%2.99%3.36%4.62%3.15%2.77%2.21%1.57%2.84%2.50%2.26%
BOH
Bank of Hawaii Corporation
4.21%3.86%3.61%3.27%3.50%2.72%3.48%2.38%2.13%2.86%3.03%3.04%
CBRL
Cracker Barrel Old Country Store, Inc.
9.32%6.75%5.49%1.79%2.96%5.27%5.41%5.16%4.64%5.68%3.02%2.27%
BANR
Banner Corporation
3.03%3.58%2.78%2.70%3.52%2.79%3.38%3.56%1.11%1.50%1.60%1.17%
CNS
Cohen & Steers, Inc.
2.49%3.01%3.41%1.93%2.10%2.29%11.13%4.48%4.58%4.92%4.47%4.49%
OFG
2.20%2.35%2.54%1.51%1.51%1.19%1.52%2.55%1.83%4.92%2.04%1.50%
NWBI
6.03%6.41%5.72%5.58%5.97%4.33%4.01%3.83%3.33%4.18%12.93%3.25%
FCF
3.00%3.21%3.40%2.83%4.02%2.76%2.90%2.23%1.97%3.09%3.04%2.61%
AGM
Federal Agricultural Mortgage Corporation
2.86%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%
CHCO
City Holding Company
1.81%2.42%2.63%2.84%3.28%2.64%2.83%2.59%2.53%3.64%3.37%3.15%
STC
2.78%3.15%3.86%1.71%2.48%2.94%2.90%2.84%2.60%2.14%0.27%0.31%
STBA
3.24%3.86%3.51%3.59%4.51%2.71%2.62%2.06%1.97%2.37%2.28%2.41%
KFRC
2.67%2.13%2.19%1.30%1.90%1.81%1.94%1.90%2.08%1.78%1.70%0.49%
BKE
The Buckle, Inc.
9.21%8.52%2.32%16.52%14.21%7.40%14.22%7.37%8.77%11.99%3.96%1.11%
RGR
1.81%2.79%14.66%4.94%10.00%1.74%2.07%2.44%3.28%1.85%4.68%2.91%
SRCE
2.30%2.37%2.37%2.44%2.80%2.12%2.38%1.54%1.61%2.33%2.28%2.34%
PFC
5.22%5.15%4.45%3.40%3.83%2.51%2.61%1.92%1.73%2.05%1.83%1.54%
ETD
6.35%5.91%6.59%10.61%3.12%9.34%6.08%2.66%1.76%1.87%1.36%0.92%
HFWA
4.17%4.11%2.74%3.31%3.42%2.61%2.41%1.96%2.75%2.74%2.75%2.36%
GES
17.76%4.88%4.35%2.26%0.91%2.39%4.33%5.33%7.44%4.77%4.27%2.57%
HAFC
5.03%5.15%3.80%2.28%4.59%4.80%4.87%2.64%1.89%1.98%1.28%0.64%
EBF
15.91%4.56%4.51%4.86%5.04%4.16%4.94%3.61%12.68%3.64%5.20%1.98%
USD
0.02%0.05%0.30%0.00%0.14%0.72%0.93%0.32%3.71%0.39%1.80%0.63%
CPF
Central Pacific Financial Corp.
3.55%5.28%5.13%3.41%4.84%3.04%3.37%2.35%1.91%3.70%1.65%0.79%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.13%
0
SCHD
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the SCHD. 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 SCHD was 42.64%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current SCHD drawdown is 0.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.64%Jan 17, 202045Mar 23, 2020172Nov 24, 2020217
-20.99%Aug 22, 201886Dec 24, 2018145Jul 24, 2019231
-17.93%Jan 18, 2022334May 16, 2023147Dec 14, 2023481
-9.34%Jan 29, 20189Feb 8, 2018124Aug 7, 2018133
-8.65%Jun 9, 202128Jul 19, 202162Oct 14, 202190

Volatility

Volatility Chart

The current SCHD volatility is 4.05%, 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%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
4.05%
2.82%
SCHD
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.

NEMKKMBMRKPEPPFEVZLMTCTRARGRAMGNNRGWENMOKOEOGTSNHRBWSMUSDMDCCBRLVLOAAPDRIWSOAMCRBKECVXEBFSTCTXNALLCRIWUCSCOBBYHDADPETDGESUPSOKEBXFASTKFRCPAYXFAFFNFAGMFWHRMMMPKGRDNCNSMSMIPGLAZHUNIPOFGLYBJHGUNMRHILEGSNABLKAPAMHFWAPFCITWCHCOTROWCVBFNWBIHAFCCPFSRCESTBABANRBOHOZKMTBIBOCFCFNTRSCMAUSBZIONRFKEYFITBHBANSNVCATY
NEM1.000.140.160.140.180.130.160.130.140.100.180.150.080.150.190.130.150.050.080.140.150.060.120.130.050.140.210.030.190.110.150.180.100.090.130.180.120.160.140.090.030.120.210.160.110.080.150.180.150.090.110.160.180.160.090.200.130.100.130.180.140.040.190.170.030.080.130.130.180.160.050.080.170.040.160.070.080.060.070.060.070.060.090.050.060.060.040.110.070.100.060.060.070.080.050.070.08
K0.141.000.520.310.520.220.360.250.130.150.300.160.180.380.450.080.380.150.120.020.120.130.090.210.100.160.230.080.130.200.110.110.260.150.260.210.150.220.260.140.080.220.170.110.210.150.250.170.160.130.130.230.260.210.100.170.220.200.130.120.230.100.140.130.180.150.200.210.180.160.160.120.250.150.170.140.180.120.140.140.150.120.150.110.140.140.150.160.110.170.110.110.120.110.120.110.14
KMB0.160.521.000.330.570.300.390.270.090.120.340.180.220.370.520.030.300.170.130.090.180.170.050.190.160.210.280.070.090.190.160.170.290.130.270.250.180.280.320.130.050.280.120.160.270.160.320.220.200.120.120.280.300.240.120.230.230.190.140.110.210.100.120.170.140.160.210.240.230.180.140.120.310.160.220.130.160.100.130.140.140.130.130.100.130.120.140.180.070.160.080.100.100.100.100.110.11
MRK0.140.310.331.000.370.490.340.270.150.130.460.200.180.300.370.140.210.190.080.110.120.110.170.170.130.200.220.100.230.170.160.190.280.160.230.290.130.220.330.120.070.230.230.180.260.170.340.200.190.170.160.170.260.250.200.230.220.190.190.170.220.160.170.190.210.180.200.210.270.210.170.160.280.190.240.170.160.150.160.180.200.160.170.140.150.200.180.220.160.220.160.140.150.170.160.150.16
PEP0.180.520.570.371.000.340.380.350.090.160.390.220.310.410.710.070.340.220.160.200.230.190.110.240.240.260.330.120.160.220.200.280.340.190.300.370.210.370.460.170.080.320.190.240.350.200.450.270.250.160.190.270.340.270.190.280.280.260.210.180.230.130.170.230.190.220.250.270.340.240.170.160.370.180.320.150.190.140.160.180.170.150.150.120.170.190.170.230.130.230.140.150.150.170.170.140.18
PFE0.130.220.300.490.341.000.330.280.180.130.440.230.170.270.350.160.240.170.150.190.130.130.190.220.170.200.290.150.250.190.210.260.300.150.260.360.180.280.330.150.140.310.240.250.280.210.340.240.250.190.210.240.350.290.240.290.230.260.250.230.280.190.250.270.230.260.230.250.340.300.230.210.330.250.310.230.240.210.230.240.230.210.240.210.230.240.230.280.230.300.250.230.240.250.250.210.23
VZ0.160.360.390.340.380.331.000.260.200.150.310.250.190.360.430.160.330.240.160.100.190.210.190.290.210.210.300.200.270.220.210.210.340.240.310.320.230.300.310.210.180.280.240.190.250.220.330.270.260.220.230.280.330.310.230.290.270.320.240.220.320.220.270.230.270.250.290.320.280.270.260.240.340.270.280.280.300.250.270.260.270.270.290.260.300.260.290.320.260.350.270.270.280.300.300.250.27
LMT0.130.250.270.270.350.280.261.000.220.140.260.240.230.300.390.300.270.290.160.160.220.180.270.220.200.280.260.190.340.260.210.220.380.240.260.310.230.280.390.190.170.280.330.220.310.270.360.270.280.230.230.250.360.310.270.260.320.300.250.250.300.230.310.250.350.310.270.330.310.280.280.250.390.280.310.250.270.250.270.270.270.270.260.230.290.290.250.320.260.290.270.270.270.270.270.260.26
CTRA0.140.130.090.150.090.180.200.221.000.170.190.270.160.210.160.550.240.220.230.210.190.200.440.230.180.210.200.240.530.240.190.250.260.250.270.250.240.200.210.260.270.260.480.220.240.230.210.210.220.280.330.280.250.300.280.230.310.290.290.330.320.270.380.280.370.280.300.310.270.280.260.280.280.270.290.300.290.280.300.280.290.300.310.340.330.310.300.340.340.330.340.350.340.340.340.340.34
RGR0.100.150.120.130.160.130.150.140.171.000.180.170.230.180.150.180.210.230.300.220.260.280.180.290.260.310.250.320.210.300.280.250.230.290.240.240.340.330.260.350.320.280.250.240.310.310.250.250.250.280.260.320.280.290.280.310.320.270.300.300.280.300.270.280.260.320.320.320.310.320.300.350.330.320.310.300.320.320.340.330.330.330.310.340.280.330.330.300.300.290.310.310.300.310.290.310.34
AMGN0.180.300.340.460.390.440.310.260.190.181.000.250.230.300.340.170.280.230.220.290.170.160.200.240.170.280.290.170.230.220.220.350.310.220.300.410.260.330.390.200.160.330.250.290.340.200.360.260.250.240.230.300.370.320.230.280.290.280.290.250.300.220.240.290.250.270.280.280.390.350.260.260.340.270.390.270.250.240.250.260.270.250.270.250.270.270.250.310.240.310.270.250.260.260.270.260.27
NRG0.150.160.180.200.220.230.250.240.270.170.251.000.230.200.270.270.220.240.260.320.270.220.280.250.250.300.260.190.300.220.280.330.300.270.290.340.260.290.320.230.240.270.370.330.300.290.330.340.340.270.290.290.320.330.350.300.290.290.320.300.320.260.320.340.320.340.290.310.360.340.250.290.350.250.360.250.280.270.270.270.270.290.280.280.280.290.280.360.300.350.320.320.330.330.320.310.30
WEN0.080.180.220.180.310.170.190.230.160.230.230.231.000.220.310.170.280.270.300.260.330.410.190.320.440.290.290.280.210.280.330.290.310.320.320.310.310.350.340.290.300.280.250.300.330.280.340.350.310.280.300.330.290.280.310.350.320.340.310.280.290.280.280.320.270.320.380.340.320.310.270.290.330.270.340.270.300.280.300.300.290.290.310.300.290.310.300.310.290.310.290.300.290.310.320.310.32
MO0.150.380.370.300.410.270.360.300.210.180.300.200.221.000.450.250.350.270.220.120.250.250.240.270.260.200.310.240.320.280.260.210.340.280.300.300.260.270.320.260.240.280.330.220.260.240.350.280.300.270.320.310.360.330.310.290.300.340.260.290.360.270.330.270.360.280.350.330.290.280.280.270.380.300.300.290.300.290.310.310.290.290.300.270.340.300.290.300.290.350.300.310.310.320.330.300.31
KO0.190.450.520.370.710.350.430.390.160.150.340.270.310.451.000.150.380.280.160.170.250.270.190.260.290.250.390.170.250.270.250.270.400.240.350.360.230.340.470.190.170.350.260.280.330.260.470.310.330.250.270.300.400.350.260.340.320.340.260.270.340.240.300.280.290.280.330.350.370.300.260.260.430.270.340.250.280.240.270.270.260.260.260.220.280.270.260.320.240.350.250.260.270.280.280.250.27
EOG0.130.080.030.140.070.160.160.300.550.180.170.270.170.250.151.000.230.210.200.240.190.210.600.210.220.190.220.290.750.270.260.260.280.280.280.300.250.190.240.230.330.260.660.270.240.270.230.260.280.300.370.260.310.340.340.250.350.340.350.400.350.330.510.330.440.360.320.330.320.340.320.320.320.310.340.330.320.350.340.340.340.360.350.380.390.370.370.400.430.390.410.440.430.420.400.410.39
TSN0.150.380.300.210.340.240.330.270.240.210.280.220.280.350.380.231.000.240.240.180.270.290.280.320.280.220.310.250.310.300.300.250.330.320.320.290.290.320.300.300.280.310.330.270.250.290.320.330.350.320.340.330.340.350.330.340.320.360.330.340.400.310.350.310.330.320.390.370.310.310.340.330.340.330.330.350.380.360.380.350.360.350.380.350.390.360.370.370.370.410.390.370.410.400.380.390.39
HRB0.050.150.170.190.220.170.240.290.220.230.230.240.270.270.280.210.241.000.280.250.300.330.260.260.340.300.250.310.250.330.320.280.310.340.320.300.310.320.340.350.310.310.280.290.330.370.350.330.330.340.360.340.320.360.360.320.360.390.320.340.350.330.340.360.390.390.380.390.330.340.340.370.390.380.350.360.370.350.340.390.370.370.370.370.380.390.390.390.370.370.370.390.390.380.380.390.39
WSM0.080.120.130.080.160.150.160.160.230.300.220.260.300.220.160.200.240.281.000.410.400.320.250.410.340.420.300.470.250.330.340.390.270.400.310.340.570.500.310.480.450.380.300.400.410.340.330.360.330.310.410.450.360.330.340.360.380.350.350.350.360.280.350.380.270.420.440.420.420.400.310.330.400.300.450.320.330.340.330.330.320.330.340.370.330.340.340.360.350.350.350.370.360.370.360.390.38
USD0.140.020.090.110.200.190.100.160.210.220.290.320.260.120.170.240.180.250.411.000.390.270.290.260.320.420.290.300.280.260.310.810.230.320.330.540.440.460.430.300.330.430.310.510.460.340.430.360.340.310.410.390.380.350.340.410.360.370.440.420.340.290.360.490.300.440.370.400.560.510.270.260.460.270.570.280.260.310.280.270.280.300.300.340.310.330.290.440.370.350.350.370.360.370.360.380.35
MDC0.150.120.180.120.230.130.190.220.190.260.170.270.330.250.250.190.270.300.400.391.000.330.260.330.370.410.270.320.230.310.410.370.280.370.310.330.420.480.320.440.360.320.300.400.380.340.360.460.430.320.400.520.340.380.370.400.360.360.360.360.370.290.350.390.290.400.510.420.400.420.290.370.420.310.440.310.330.340.330.330.340.340.360.350.320.330.340.360.340.340.340.340.350.350.350.370.38
CBRL0.060.130.170.110.190.130.210.180.200.280.160.220.410.250.270.210.290.330.320.270.331.000.240.330.600.280.290.390.250.340.320.290.290.390.300.290.360.330.270.390.400.320.330.320.300.330.300.350.340.360.400.410.340.320.380.360.340.430.350.340.340.360.340.370.350.370.450.380.330.380.370.410.350.390.360.390.410.370.400.410.410.410.410.410.400.410.420.370.410.400.400.420.410.400.420.430.42
VLO0.120.090.050.170.110.190.190.270.440.180.200.280.190.240.190.600.280.260.250.290.260.241.000.240.280.230.240.330.660.310.270.300.320.310.330.330.270.240.300.280.380.290.550.290.260.340.300.310.330.340.370.280.360.380.370.300.380.350.390.440.390.380.520.350.480.400.360.390.360.370.370.380.370.380.360.390.380.410.390.400.410.400.400.430.420.410.420.460.460.440.440.460.450.450.440.440.44
AAP0.130.210.190.170.240.220.290.220.230.290.240.250.320.270.260.210.320.260.410.260.330.330.241.000.380.320.320.360.280.300.310.290.310.410.340.320.440.470.340.420.380.380.310.330.390.330.350.360.340.320.390.400.380.340.330.370.370.390.370.380.360.310.350.380.330.400.430.430.370.390.350.350.410.340.410.350.380.360.370.350.360.390.410.390.400.390.390.400.390.410.400.400.410.410.420.410.40
DRI0.050.100.160.130.240.170.210.200.180.260.170.250.440.260.290.220.280.340.340.320.370.600.280.381.000.290.310.380.260.310.340.360.320.380.350.350.390.370.340.360.390.320.330.360.330.350.380.380.360.340.390.380.320.340.360.350.340.410.360.360.340.340.340.410.360.420.440.400.390.390.350.370.390.360.410.370.370.350.390.370.360.400.400.380.400.410.400.390.410.420.400.420.420.430.430.430.41
WSO0.140.160.210.200.260.200.210.280.210.310.280.300.290.200.250.190.220.300.420.420.410.280.230.320.291.000.320.310.240.350.370.420.320.340.310.390.400.480.410.400.320.430.290.430.600.380.440.440.400.310.380.470.440.410.360.390.540.340.370.390.390.280.360.410.290.440.420.500.460.440.300.330.540.330.460.310.330.340.310.330.330.330.340.380.320.350.340.410.330.340.340.340.340.340.350.370.37
AMCR0.210.230.280.220.330.290.300.260.200.250.290.260.290.310.390.220.310.250.300.290.270.290.240.320.310.321.000.260.300.320.310.360.310.340.360.380.340.370.380.320.310.380.330.350.360.320.400.370.360.320.350.410.460.500.320.400.400.390.370.420.500.320.460.390.330.350.430.420.420.420.340.340.460.330.420.360.350.360.340.370.350.360.370.360.380.360.360.430.380.440.380.400.400.420.420.390.38
BKE0.030.080.070.100.120.150.200.190.240.320.170.190.280.240.170.290.250.310.470.300.320.390.330.360.380.310.261.000.310.380.360.310.250.460.320.300.480.400.300.48