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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


70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
93.16%
103.49%
SCHD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 11, 2019, corresponding to the inception date of AMCR

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
23.11%-0.36%7.02%23.15%12.80%11.01%
SCHD14.15%-5.40%12.30%14.29%11.24%N/A
HD
16.42%-3.54%12.56%14.60%15.02%N/A
UPS
-17.45%-8.37%-5.41%-19.69%4.64%N/A
PEP
-6.15%-1.63%-5.73%-5.09%5.29%N/A
CSCO
17.58%0.38%27.18%18.38%7.24%N/A
AMGN
Amgen Inc.
-7.44%-7.17%-14.16%-4.25%4.42%7.31%
KO
9.91%2.37%1.81%10.10%5.97%N/A
TXN
11.62%-10.71%-4.49%12.92%10.55%N/A
CVX
0.76%-10.38%-4.01%-0.89%8.53%N/A
MRK
-7.33%2.66%-22.03%-5.13%5.59%N/A
VZ
13.85%-4.76%3.63%14.24%-3.11%N/A
PFE
-4.58%4.14%-2.72%-2.44%-2.91%N/A
BLK
BlackRock, Inc.
28.68%-2.34%31.62%30.36%18.33%13.86%
ADP
Automatic Data Processing, Inc.
26.55%-2.65%19.25%26.16%13.44%15.55%
LMT
9.34%-8.47%6.24%10.67%7.42%N/A
MO
40.61%-5.48%21.20%36.81%9.38%N/A
EOG
1.79%-12.38%1.53%0.48%12.67%N/A
BX
The Blackstone Group Inc.
34.51%-6.18%41.24%37.26%29.79%23.90%
ITW
1.43%-3.27%9.89%3.29%10.27%N/A
MMM
42.09%-3.56%25.91%46.20%0.94%N/A
USB
13.90%-5.93%24.05%12.76%-0.31%N/A
F
-14.94%-13.56%-15.33%-13.74%5.01%N/A
VLO
-3.63%-14.82%-17.65%-6.23%9.65%N/A
KMB
11.21%-3.29%-6.38%11.90%2.34%N/A
PAYX
17.53%-4.16%9.88%8.70%12.94%N/A
NEM
-6.79%-10.61%-8.95%-7.64%1.51%N/A
FAST
17.85%-8.74%16.19%18.00%18.14%N/A
OKE
45.97%-13.22%24.70%48.26%13.06%N/A
ALL
The Allstate Corporation
38.03%-4.94%19.34%39.75%14.01%12.95%
TROW
9.43%-3.93%-1.88%8.89%2.35%N/A
LYB
-16.79%-8.63%-19.19%-18.39%1.53%N/A
MTB
40.26%-12.81%28.58%37.97%5.35%N/A
CTRA
-3.90%-9.11%-9.49%-4.43%11.84%N/A
DRI
0.79%-2.79%7.21%0.09%10.78%N/A
FITB
27.02%-9.03%20.58%26.00%10.88%N/A
RF
25.79%-10.73%25.20%25.92%10.65%N/A
HBAN
30.75%-9.79%30.25%30.14%6.05%N/A
K
48.69%0.44%38.67%54.98%8.88%N/A
NTRS
22.74%-7.44%22.65%20.62%1.96%N/A
BBY
Best Buy Co., Inc.
14.65%-2.32%-5.30%15.89%3.43%12.10%
TSN
13.39%-7.93%8.55%17.73%-5.65%N/A
AMCR
Amcor plc
2.94%-5.83%-3.05%1.88%1.85%N/A
SNA
20.24%-4.77%27.22%20.36%17.91%N/A
PKG
43.48%-3.73%24.05%42.15%18.91%N/A
IPG
-7.09%6.78%0.38%-8.05%9.06%N/A
IP
54.76%-7.04%18.10%51.78%11.44%N/A
WSO
16.57%-7.45%0.45%17.99%25.91%N/A
KEY
24.03%-10.85%27.79%24.37%1.25%N/A
FNF
12.84%-8.21%14.90%16.05%9.98%N/A
WSM
87.46%38.97%17.27%86.14%41.72%N/A
UNM
60.58%-2.85%44.83%62.23%24.20%N/A
NRG
75.79%-4.74%12.24%81.62%21.01%N/A
RHI
-16.32%-1.99%13.62%-15.79%5.25%N/A
WHR
1.44%3.70%33.85%3.07%-0.45%N/A
CMA
Comerica Incorporated
15.38%-9.52%32.74%15.55%1.87%6.71%
FAF
-0.13%-4.22%18.87%-1.18%4.59%N/A
ZION
25.52%-10.26%30.41%25.35%4.15%N/A
HUN
-23.84%-4.78%-18.34%-24.74%-2.16%N/A
HRB
13.41%-10.80%1.98%16.02%22.61%N/A
SNV
37.81%-9.85%38.16%36.08%9.76%N/A
OZK
-8.90%-9.21%14.37%-10.49%11.19%N/A
MSM
-19.69%-4.98%0.59%-19.52%6.07%N/A
WU
-4.57%-1.01%-11.34%-6.14%-12.32%N/A
AAP
Advance Auto Parts, Inc.
-28.31%7.18%-32.43%-28.11%-21.48%-11.40%
RDN
14.59%-6.21%5.45%15.60%7.95%N/A
LAZ
52.67%-7.68%37.46%51.36%11.12%N/A
LEG
-59.83%-13.78%-11.54%-60.63%-24.46%N/A
JHG
44.28%-6.33%26.53%44.04%17.46%N/A
WEN
-9.34%-6.31%3.88%-12.32%-2.48%N/A
MDC
15.00%0.00%0.00%17.90%16.16%N/A
CRI
Carter's, Inc.
-22.89%6.70%-10.85%-23.33%-10.42%-1.84%
APAM
Artisan Partners Asset Management Inc.
5.11%-7.92%10.18%2.97%15.54%8.17%
CATY
Cathay General Bancorp
9.46%-7.66%32.30%9.14%7.91%9.87%
IBOC
20.88%-9.49%18.28%25.98%11.26%N/A
CVBF
10.70%-5.11%32.20%7.77%3.54%N/A
BOH
Bank of Hawaii Corporation
1.36%-8.93%24.86%0.36%-1.95%5.45%
CBRL
Cracker Barrel Old Country Store, Inc.
-28.71%7.97%22.15%-31.81%-16.43%-4.77%
BANR
Banner Corporation
27.09%-10.06%40.52%25.52%6.29%7.71%
CNS
Cohen & Steers, Inc.
23.07%-9.37%29.52%26.99%10.75%13.28%
OFG
12.09%-5.20%14.44%11.82%14.76%N/A
NWBI
13.77%-8.83%26.09%13.59%1.73%N/A
FCF
13.08%-9.34%30.05%14.12%6.55%N/A
AGM
Federal Agricultural Mortgage Corporation
7.40%-2.89%15.75%10.99%22.52%25.04%
CHCO
City Holding Company
12.76%-6.06%17.89%12.45%11.29%13.84%
STC
21.95%-3.76%13.38%25.79%14.50%N/A
STBA
21.98%-6.76%27.90%24.58%3.34%N/A
KFRC
-14.24%-2.46%-7.17%-15.81%8.79%N/A
BKE
The Buckle, Inc.
14.78%3.89%36.76%18.58%26.05%10.10%
RGR
-20.44%-6.39%-15.61%-19.59%0.23%N/A
SRCE
10.43%-7.94%18.68%9.63%5.15%N/A
PFC
14.05%-6.58%38.51%16.37%1.39%N/A
ETD
-3.96%-0.66%7.81%-3.93%16.99%N/A
HFWA
17.49%-6.50%43.57%17.00%0.10%N/A
GES
-29.32%-12.62%-29.23%-31.98%-3.14%N/A
HAFC
28.81%-7.62%56.88%26.33%7.70%N/A
EBF
11.37%-0.95%7.35%12.13%6.26%N/A
USD
127.64%-3.76%-24.73%129.44%52.02%N/A
CPF
Central Pacific Financial Corp.
51.31%-7.23%42.04%50.77%3.55%7.79%
*Annualized

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%6.78%-5.30%2.36%-0.24%9.88%0.94%0.81%-0.17%8.64%14.15%
20236.82%-2.47%-5.98%-1.52%-5.48%6.81%8.80%-3.33%-4.30%-3.78%8.59%10.60%13.29%
2022-1.13%-0.12%-0.04%-5.89%4.32%-9.59%8.50%-2.81%-8.01%10.70%5.38%-5.80%-6.58%
20211.49%7.55%8.13%3.34%3.61%-2.40%-1.39%3.21%-1.57%5.18%-2.03%5.44%34.27%
2020-4.18%-10.97%-20.82%16.07%3.30%1.77%2.39%4.10%-3.09%3.37%13.50%5.29%5.16%
20192.68%1.46%-4.03%4.35%2.36%3.34%2.62%13.24%

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 19, meaning it’s performing worse than 81% 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.


The Risk-Adjusted Performance Rank of SCHD is 1919
Overall Rank
The Sharpe Ratio Rank of SCHD is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 1818
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.


Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.97, compared to the broader market-6.00-4.00-2.000.002.004.000.971.90
The chart of Sortino ratio for SCHD, currently valued at 1.50, compared to the broader market-6.00-4.00-2.000.002.004.006.001.502.54
The chart of Omega ratio for SCHD, currently valued at 1.18, compared to the broader market0.400.600.801.001.201.401.601.801.181.35
The chart of Calmar ratio for SCHD, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.0012.001.762.81
The chart of Martin ratio for SCHD, currently valued at 5.33, compared to the broader market0.0010.0020.0030.0040.0050.005.3312.39
SCHD
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HD
0.741.141.140.851.83
UPS
-0.74-0.840.88-0.47-1.56
PEP
-0.35-0.390.95-0.33-0.96
CSCO
1.021.571.210.772.96
AMGN
Amgen Inc.
-0.120.001.00-0.14-0.35
KO
0.751.151.140.661.96
TXN
0.500.901.100.842.53
CVX
0.020.161.020.020.07
MRK
-0.22-0.170.98-0.17-0.40
VZ
0.661.031.140.493.18
PFE
0.060.281.030.030.18
BLK
BlackRock, Inc.
1.752.411.291.767.30
ADP
Automatic Data Processing, Inc.
1.682.361.311.999.44
LMT
0.640.991.140.521.76
MO
2.093.101.412.0311.49
EOG
0.050.231.030.060.17
BX
The Blackstone Group Inc.
1.381.931.232.687.11
ITW
0.240.441.050.290.58
MMM
1.392.591.360.947.34
USB
0.510.911.110.412.13
F
-0.36-0.250.96-0.24-0.77
VLO
-0.17-0.050.99-0.16-0.30
KMB
0.670.991.150.712.93
PAYX
0.490.791.110.732.22
NEM
-0.170.021.00-0.10-0.42
FAST
0.781.391.180.891.79
OKE
2.382.991.413.0316.03
ALL
The Allstate Corporation
1.882.601.333.9410.72
TROW
0.450.771.100.211.62
LYB
-0.93-1.260.86-0.65-1.75
MTB
1.442.211.271.429.89
CTRA
-0.17-0.080.99-0.13-0.42
DRI
-0.040.111.01-0.05-0.09
FITB
1.051.641.200.906.32
RF
1.031.631.201.155.10
HBAN
1.131.801.221.336.46
K
2.144.701.602.9514.48
NTRS
0.901.331.180.554.62
BBY
Best Buy Co., Inc.
0.501.091.120.372.01
TSN
0.841.281.170.403.03
AMCR
Amcor plc
0.110.331.040.090.49
SNA
0.881.331.201.563.58
PKG
2.293.351.414.0713.11
IPG
-0.33-0.310.96-0.24-1.15
IP
1.662.571.331.519.29
WSO
0.621.021.121.212.78
KEY
0.791.441.170.584.44
FNF
0.821.161.161.564.58
WSM
1.752.641.364.289.51
UNM
3.174.351.604.8417.98
NRG
2.372.981.384.3414.12
RHI
-0.62-0.780.91-0.32-0.79
WHR
0.120.501.060.080.34
CMA
Comerica Incorporated
0.530.951.120.372.41
FAF
0.040.211.030.030.09
ZION
0.771.371.160.633.82
HUN
-0.92-1.270.86-0.48-1.89
HRB
0.571.061.130.892.60
SNV
0.981.641.211.125.77
OZK
-0.23-0.080.99-0.33-0.66
MSM
-0.72-0.900.89-0.75-1.32
WU
-0.21-0.130.98-0.09-0.43
AAP
Advance Auto Parts, Inc.
-0.61-0.630.92-0.33-0.83
RDN
0.661.031.141.232.86
LAZ
1.562.561.302.099.71
LEG
-1.20-1.910.73-0.76-1.35
JHG
2.112.831.361.4014.15
WEN
-0.48-0.550.94-0.31-1.16
MDC
1.064.592.483.9724.66
CRI
Carter's, Inc.
-0.73-0.860.89-0.46-0.97
APAM
Artisan Partners Asset Management Inc.
0.170.431.050.270.64
CATY
Cathay General Bancorp
0.340.751.090.460.90
IBOC
0.921.551.191.644.01
CVBF
0.240.651.080.210.64
BOH
Bank of Hawaii Corporation
0.060.341.040.060.14
CBRL
Cracker Barrel Old Country Store, Inc.
-0.64-0.710.92-0.41-0.86
BANR
Banner Corporation
0.831.501.180.702.44
CNS
Cohen & Steers, Inc.
0.951.471.181.024.66
OFG
0.480.911.110.882.22
NWBI
0.501.021.120.581.67
FCF
0.491.031.120.711.44
AGM
Federal Agricultural Mortgage Corporation
0.430.801.100.721.52
CHCO
City Holding Company
0.521.001.120.991.74
STC
1.061.631.191.226.17
STBA
0.811.421.171.352.78
KFRC
-0.59-0.740.92-0.53-1.18
BKE
The Buckle, Inc.
0.691.151.141.101.91
RGR
-0.78-0.970.88-0.34-1.66
SRCE
0.390.801.100.731.53
PFC
0.511.021.120.501.40
ETD
-0.040.171.02-0.06-0.12
HFWA
0.541.061.130.391.62
GES
-0.76-1.090.88-0.59-1.16
HAFC
0.801.361.170.712.00
EBF
0.691.101.140.992.39
USD
1.612.141.272.726.81
CPF
Central Pacific Financial Corp.
1.672.451.311.5713.11

The current SCHD Sharpe ratio is 0.97. 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 1.26 to 2.05, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.97
1.90
SCHD
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SCHD provided a 4.05% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio4.05%4.08%4.17%3.36%3.66%3.23%3.53%2.46%2.72%2.85%2.38%1.83%
HD
2.29%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
UPS
5.27%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
PEP
3.45%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
CSCO
2.76%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.
3.48%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
KO
3.09%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
TXN
2.84%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
CVX
4.53%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
MRK
3.17%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%3.46%
VZ
6.64%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
PFE
6.49%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%
BLK
BlackRock, Inc.
2.00%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.
1.99%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%2.21%
LMT
2.64%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
MO
7.44%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
EOG
3.04%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%0.44%
BX
The Blackstone Group Inc.
2.01%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.68%3.75%
ITW
2.18%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
MMM
2.68%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%
USB
4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%
F
8.05%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%2.59%
VLO
3.52%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%1.29%
KMB
3.74%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%0.00%
PAYX
2.82%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%1.54%
NEM
2.66%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%1.19%5.32%
FAST
2.09%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%1.68%
OKE
4.06%5.47%5.72%6.40%9.80%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
4.40%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%1.81%
LYB
7.05%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%2.49%
MTB
2.87%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%2.23%2.41%
CTRA
3.54%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%0.15%
DRI
3.39%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%3.09%3.75%3.86%
FITB
3.33%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%
RF
4.21%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%
HBAN
3.90%4.87%4.40%3.92%4.75%3.85%5.12%2.40%2.19%2.26%2.00%1.97%
K
2.81%10.56%3.28%3.59%2.76%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
NTRS
3.00%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.
4.37%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.70%1.85%1.71%
TSN
3.34%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
5.33%5.12%4.06%3.95%3.93%2.17%0.00%0.00%0.00%0.00%0.00%0.00%
SNA
2.28%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%1.44%
PKG
1.64%3.07%3.71%2.94%2.44%2.82%3.59%2.09%2.78%3.49%2.05%2.39%
IPG
4.54%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
IP
3.43%5.09%5.31%10.38%3.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WSO
2.16%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%1.20%
KEY
4.83%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%
FNF
3.49%3.59%8.72%2.99%2.75%0.58%0.63%0.11%0.00%0.00%0.00%0.00%
WSM
1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%
UNM
2.23%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%1.78%1.57%
NRG
1.84%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%
RHI
2.97%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%1.52%
WHR
6.06%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
4.65%5.09%4.07%3.13%4.87%3.74%2.68%1.26%1.31%1.98%1.69%1.43%
FAF
3.44%3.26%3.94%2.48%3.45%2.88%3.58%2.57%3.28%2.79%2.48%1.70%
ZION
3.12%3.74%3.21%2.28%3.13%2.47%2.55%0.87%0.65%0.81%0.56%0.43%
HUN
5.46%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%2.03%
HRB
2.60%2.52%3.07%4.54%6.56%4.39%3.90%3.59%3.74%2.40%2.38%2.75%
SNV
3.02%4.04%3.62%2.76%4.08%3.06%3.13%1.25%1.17%1.30%1.14%1.11%
OZK
3.61%2.85%3.15%2.43%3.45%3.08%3.48%1.47%1.20%1.11%1.24%1.27%
MSM
4.27%3.16%3.72%3.57%13.63%3.52%3.08%2.36%1.88%2.90%5.81%1.15%
WU
6.56%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.
2.33%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%0.22%
RDN
3.09%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%0.06%0.07%
LAZ
3.94%5.75%5.60%4.31%4.44%4.78%8.21%5.35%6.55%5.22%2.40%2.21%
LEG
6.02%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
JHG
3.75%5.17%6.59%3.58%5.54%5.89%6.76%1.67%0.00%0.00%0.00%0.00%
WEN
6.00%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%2.06%
MDC
0.87%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.
5.82%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.
7.32%6.02%12.36%8.88%6.73%10.49%14.43%6.99%9.41%9.29%7.58%1.32%
CATY
Cathay General Bancorp
2.88%3.05%3.33%2.95%3.85%3.26%3.07%2.06%1.97%1.79%1.13%0.30%
IBOC
2.06%2.32%2.62%2.71%2.94%2.44%2.18%1.66%1.47%2.26%1.96%1.63%
CVBF
3.74%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
5.02%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.
5.93%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
2.93%3.58%2.78%2.70%3.52%2.85%3.42%3.59%1.16%1.57%1.67%1.23%
CNS
Cohen & Steers, Inc.
2.61%3.01%3.41%2.81%2.92%4.91%11.13%4.48%4.58%4.92%4.47%4.49%
OFG
2.35%2.35%2.54%1.51%1.51%1.19%1.52%2.55%1.83%4.92%2.04%1.50%
NWBI
6.01%6.41%5.72%5.58%5.97%4.33%4.01%3.83%3.33%4.18%12.93%3.38%
FCF
3.05%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
2.81%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
2.43%2.42%2.63%2.84%3.28%2.64%2.83%2.59%2.53%3.64%3.37%3.15%
STC
2.80%3.15%3.86%1.71%2.48%2.94%2.90%2.84%2.60%2.14%0.27%0.31%
STBA
3.39%3.86%3.51%3.59%4.51%2.71%2.62%2.06%1.97%2.37%2.28%2.41%
KFRC
2.69%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.
7.86%8.52%2.32%16.52%14.21%7.40%14.22%7.37%8.77%11.99%3.96%1.11%
RGR
1.94%2.79%14.66%4.94%10.00%1.74%2.07%2.44%3.28%1.85%4.68%2.91%
SRCE
2.37%2.37%2.37%2.44%2.80%2.12%2.38%1.54%1.61%2.33%2.28%2.34%
PFC
4.77%5.15%4.45%3.40%3.83%2.51%2.61%1.92%1.73%2.05%1.83%1.54%
ETD
6.72%5.95%6.62%10.61%3.12%9.34%6.08%2.66%1.76%1.87%1.36%0.92%
HFWA
3.83%4.11%2.74%3.31%3.42%2.61%2.42%1.98%2.80%2.81%2.85%2.46%
GES
24.49%4.88%4.35%2.38%1.00%2.52%4.33%5.33%7.44%4.77%4.27%2.57%
HAFC
4.23%5.15%3.80%2.28%4.59%4.80%4.87%2.64%1.89%1.98%1.28%0.64%
EBF
16.78%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%0.25%1.08%1.87%0.64%7.33%0.79%3.33%0.81%
CPF
Central Pacific Financial Corp.
3.65%5.28%5.13%3.41%4.84%3.04%3.37%2.35%1.91%3.72%1.67%0.80%

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%JulyAugustSeptemberOctoberNovemberDecember
-8.82%
-3.58%
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 42.65%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current SCHD drawdown is 8.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.65%Jan 17, 202045Mar 23, 2020172Nov 24, 2020217
-17.99%Jan 18, 2022334May 16, 2023147Dec 14, 2023481
-8.82%Nov 26, 202416Dec 18, 2024
-8.65%Jun 9, 202128Jul 19, 202162Oct 14, 202190
-8.16%Jul 25, 201916Aug 15, 201920Sep 13, 201936

Volatility

Volatility Chart

The current SCHD volatility is 4.87%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.87%
3.64%
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.

NEMKMRKKMBPFEPEPAMGNLMTVZCTRARGRWENNRGEOGUSDMOKOWSMTSNHRBMDCVLOWSOAAPCBRLDRICVXALLCSCOTXNWUCRIUPSBBYHDSTCFASTBKEADPBXEBFETDOKEKFRCPAYXGESAMCRFAFMMMWHRFPKGFNFMSMAGMUNMIPRDNLAZHUNLYBRHICNSBLKLEGIPGJHGHFWAAPAMCHCOTROWSNACVBFITWPFCOFGCPFSRCENWBIHAFCSTBABOHBANRIBOCOZKMTBNTRSFCFCMAUSBZIONCATYSNVHBANKEYRFFITB
NEM1.000.160.170.190.160.220.220.140.200.130.130.120.160.140.140.180.220.110.170.040.160.120.160.150.070.070.200.120.190.180.150.100.130.140.170.180.120.050.150.180.120.100.230.090.170.070.240.200.170.170.110.170.170.130.120.030.140.120.140.170.200.100.220.200.150.120.170.060.170.070.170.150.090.170.100.070.100.080.110.080.090.120.090.080.060.080.130.070.090.130.090.100.090.090.100.090.10
K0.161.000.320.540.240.530.320.290.360.140.140.190.160.09-0.010.370.460.100.360.160.120.080.170.200.100.070.130.270.210.100.260.150.230.140.220.110.240.090.270.100.230.130.160.150.230.080.290.170.270.230.110.220.160.250.160.180.210.110.140.120.140.150.160.170.190.180.120.180.150.190.170.210.160.250.140.130.160.170.200.140.180.160.150.150.130.150.170.160.110.180.130.150.120.130.130.130.12
MRK0.170.321.000.340.460.370.440.250.330.160.110.180.190.140.070.310.380.060.210.180.120.150.190.150.080.100.220.280.250.150.200.130.190.110.210.150.250.110.300.150.190.120.210.150.300.060.260.200.210.170.140.220.190.220.170.200.180.190.170.160.160.150.230.220.190.160.180.150.180.180.190.190.150.260.150.170.150.170.150.150.180.160.150.180.130.150.180.170.150.200.150.160.140.150.140.130.16
KMB0.190.540.341.000.300.590.360.320.400.090.160.230.190.040.070.360.530.150.290.190.180.050.240.200.170.150.090.320.280.160.310.170.300.210.310.180.290.110.360.180.240.150.130.180.330.080.360.240.330.290.130.270.230.260.170.150.210.160.150.110.140.170.240.250.230.210.190.180.210.210.240.260.150.320.150.140.150.180.180.130.170.160.160.150.130.160.230.170.100.190.110.140.120.130.130.130.13
PFE0.160.240.460.301.000.340.420.250.340.180.140.160.220.150.150.290.360.160.230.150.120.170.200.220.120.150.220.280.340.240.250.150.300.180.280.210.280.180.320.260.220.160.220.190.310.140.350.250.330.230.200.280.250.230.200.210.270.240.250.240.250.260.300.320.230.270.260.220.280.240.290.230.210.320.200.190.220.240.230.210.220.230.200.240.220.220.260.220.230.300.250.220.200.250.240.230.25
PEP0.220.530.370.590.341.000.420.390.390.100.180.330.220.100.190.400.710.180.350.250.240.110.280.280.200.260.180.360.400.300.320.220.330.240.390.200.400.150.480.270.250.190.210.210.460.110.410.290.340.300.200.290.260.320.180.210.230.200.220.180.190.240.300.350.270.290.250.180.260.200.340.280.160.380.170.160.180.200.210.150.190.180.170.210.150.200.260.180.160.240.150.200.170.190.180.180.20
AMGN0.220.320.440.360.420.421.000.260.330.190.190.230.250.150.240.330.360.220.280.230.160.180.270.240.160.160.220.300.390.330.290.200.310.250.330.230.340.210.380.290.240.190.230.190.350.160.360.260.360.300.230.290.250.300.260.220.250.230.290.240.230.250.300.360.260.270.280.270.350.280.360.260.280.320.270.270.260.270.270.250.280.280.260.280.250.270.280.260.240.300.270.270.260.270.260.250.26
LMT0.140.290.250.320.250.390.261.000.310.240.150.200.260.320.110.350.450.150.300.290.210.280.240.230.190.210.360.390.290.190.260.240.270.230.270.200.310.220.400.200.300.210.370.260.370.180.310.270.330.240.230.310.270.330.250.350.290.290.240.230.300.290.260.290.270.300.260.270.280.280.280.320.250.360.260.250.280.280.270.250.280.260.290.290.230.300.300.260.250.300.270.270.260.280.280.290.28
VZ0.200.360.330.400.340.390.330.311.000.220.130.200.280.190.090.380.450.170.350.230.190.220.240.290.210.200.280.360.330.220.340.270.300.240.330.220.280.210.340.210.270.220.270.230.330.190.390.290.370.310.230.340.300.310.260.280.330.260.270.260.320.260.310.300.320.330.270.280.290.280.300.340.290.370.260.250.280.280.310.280.280.290.280.280.270.330.360.300.270.370.280.280.280.310.310.300.33
CTRA0.130.140.160.090.180.100.190.240.221.000.200.150.290.590.210.260.170.220.250.240.180.490.220.210.210.190.570.290.260.260.280.250.260.240.200.200.240.260.240.230.240.270.530.250.220.280.260.220.260.290.330.310.230.310.310.390.340.310.290.350.400.320.230.260.300.330.290.280.280.280.280.340.320.310.290.310.320.290.310.310.300.330.320.320.370.370.360.320.370.350.380.360.360.360.370.390.37
RGR0.130.140.110.160.140.180.190.150.130.201.000.270.200.190.250.190.190.310.230.240.290.180.330.310.300.260.230.240.270.290.280.310.310.390.350.310.340.350.280.270.350.380.260.320.280.350.290.300.290.370.280.320.310.370.290.280.300.300.350.320.290.340.350.350.360.320.340.310.370.330.350.350.310.370.360.320.350.340.330.330.350.330.340.340.360.310.330.350.320.300.330.350.330.310.340.330.33
WEN0.120.190.180.230.160.330.230.200.200.150.271.000.240.160.260.250.340.300.300.280.330.200.290.330.430.450.230.300.320.320.320.360.300.330.370.340.340.330.350.320.310.320.250.290.360.340.370.380.300.360.330.300.350.330.310.280.310.320.340.300.300.330.380.340.390.380.340.290.340.290.380.360.280.350.300.330.310.300.310.300.310.320.310.330.320.300.330.320.310.310.310.330.340.340.310.330.34
NRG0.160.160.190.190.220.220.250.260.280.290.200.241.000.290.340.270.300.290.240.280.290.300.310.260.240.270.320.340.340.350.290.290.270.290.330.320.310.240.340.360.280.260.410.310.360.290.310.360.340.310.320.370.370.300.310.350.350.390.330.320.330.360.340.390.310.320.390.290.360.270.380.350.280.370.320.310.310.310.320.320.300.320.330.330.330.320.400.310.340.390.360.340.350.370.380.380.38
EOG0.140.090.140.040.150.100.150.320.190.590.190.160.291.000.220.310.180.200.260.230.210.630.170.210.230.240.780.320.290.270.290.270.260.250.180.270.220.300.240.260.310.270.680.300.240.360.270.270.320.250.380.340.310.350.340.470.350.380.350.430.530.370.260.310.320.370.340.340.340.330.330.340.350.330.360.380.370.360.350.390.370.380.390.390.400.420.420.400.460.420.450.420.430.430.460.480.47
USD0.14-0.010.070.070.150.190.240.110.090.210.250.260.340.221.000.100.170.440.170.230.400.250.430.280.300.340.260.210.520.790.290.320.410.450.460.310.470.340.420.520.250.300.320.340.430.380.330.350.340.390.410.310.330.350.330.260.320.340.430.380.330.420.430.560.330.400.510.240.500.250.570.410.270.430.270.330.270.270.260.300.260.300.310.320.340.310.420.300.360.330.350.350.380.370.370.370.38
MO0.180.370.310.360.290.400.330.350.380.260.190.250.270.310.101.000.470.220.380.290.280.270.220.290.270.290.350.370.320.220.340.310.300.290.290.290.290.260.340.240.340.280.390.270.350.280.400.320.400.350.350.360.360.330.340.400.390.360.310.310.380.310.340.310.380.370.310.330.320.350.330.380.330.400.340.320.350.360.350.340.350.350.350.350.320.390.360.340.340.400.360.350.350.390.370.360.38
KO0.220.460.380.530.360.710.360.450.450.170.190.340.300.180.170.471.000.180.400.310.270.200.260.290.290.320.270.430.410.290.380.300.350.270.360.270.370.220.510.320.320.230.300.310.490.220.480.340.410.330.290.380.350.370.300.330.350.310.290.290.340.310.390.390.370.390.310.300.320.320.360.370.290.460.290.290.310.320.320.280.310.310.310.320.260.330.370.300.290.380.290.310.300.330.320.310.34
WSM0.110.100.060.150.160.180.220.150.170.220.310.300.290.200.440.220.181.000.240.300.410.240.440.400.330.340.250.280.340.420.300.410.390.580.510.370.410.460.320.430.350.480.300.350.340.450.370.420.380.490.410.340.380.360.320.260.380.340.370.370.350.420.380.450.450.370.420.300.420.280.470.420.310.420.330.310.320.300.310.330.320.330.320.340.390.330.380.330.360.350.360.380.390.370.380.380.38
TSN0.170.360.210.290.230.350.280.300.350.250.230.300.240.260.170.380.400.241.000.250.270.300.210.330.320.300.340.360.290.270.360.330.330.280.330.340.250.290.310.300.340.310.360.310.320.310.400.370.380.340.370.380.380.340.390.370.420.370.360.370.380.350.360.320.410.390.340.380.330.380.350.380.370.350.370.390.410.390.410.400.400.410.400.400.390.440.410.400.420.460.430.420.430.430.460.430.45
HRB0.040.160.180.190.150.250.230.290.230.240.240.280.280.230.230.290.310.300.251.000.310.290.320.300.370.370.270.320.310.280.320.350.320.340.330.350.350.350.350.320.380.390.330.400.360.350.330.360.330.370.380.400.380.420.390.410.380.400.350.370.370.410.360.350.410.430.390.370.380.410.370.430.380.430.420.400.360.420.400.380.410.390.400.430.410.420.410.410.390.400.390.430.430.420.420.420.41
MDC0.160.120.120.180.120.240.160.210.190.180.290.330.290.210.400.280.270.410.270.311.000.270.430.350.370.400.240.280.340.400.310.400.330.460.500.430.400.370.350.430.340.460.330.340.390.420.340.490.360.540.420.380.480.360.340.300.390.390.380.390.360.410.420.420.510.410.440.280.440.310.470.450.300.440.370.340.320.330.340.340.350.360.350.340.370.340.380.340.360.350.350.380.390.370.380.370.38
VLO0.120.080.150.050.170.110.180.280.220.490.180.200.300.630.250.270.200.240.300.290.271.000.210.270.270.320.700.320.310.280.330.300.270.240.220.260.250.360.280.270.340.310.580.350.290.410.300.300.350.280.390.370.330.390.360.500.390.390.380.450.530.390.320.340.370.390.370.380.370.400.340.400.400.370.400.450.410.410.400.440.440.420.430.440.460.450.460.440.490.460.480.460.460.480.480.500.49
WSO0.160.170.190.240.200.280.270.240.240.220.330.290.310.170.430.220.260.440.210.320.430.211.000.350.300.310.230.320.400.450.320.350.420.410.510.390.620.360.430.460.370.420.300.390.460.370.380.460.440.500.400.410.430.540.330.280.390.390.390.400.360.450.430.460.400.380.450.290.470.330.480.520.310.560.350.310.320.330.340.340.340.350.350.350.400.330.420.350.340.350.350.370.380.360.360.360.37
AAP0.150.200.150.200.220.280.240.230.290.210.310.330.260.210.280.290.290.400.330.300.350.270.351.000.350.390.300.330.340.320.360.440.390.430.490.350.400.390.360.360.340.440.310.350.360.400.380.400.420.440.430.370.390.400.380.340.390.350.380.430.370.420.410.390.460.420.410.370.430.340.440.450.360.460.370.350.380.350.390.380.380.420.420.410.410.420.420.400.420.430.420.410.430.440.440.430.45
CBRL0.070.100.080.170.120.200.160.190.210.210.300.430.240.230.300.270.290.330.320.370.370.270.300.351.000.620.290.310.310.340.340.440.340.390.360.360.330.450.310.360.370.440.350.360.340.460.350.390.380.440.440.350.400.380.420.380.370.430.400.400.390.410.420.370.490.470.420.410.440.430.410.420.410.400.440.420.430.440.440.420.450.440.450.460.450.440.410.460.460.440.430.460.470.460.450.460.45
DRI0.070.070.100.150.150.260.160.210.200.190.260.450.270.240.340.290.320.340.300.370.400.320.310.390.621.000.300.330.360.380.370.420.340.410.390.360.350.410.370.400.340.390.360.380.410.450.380.410.350.410.430.380.410.380.390.400.370.410.400.400.390.450.410.420.480.460.460.380.430.380.440.440.380.430.390.410.420.390.390.390.400.420.440.450.420.440.420.430.450.460.430.440.470.470.460.470.49
CVX0.200.130.220.090.220.180.220.360.280.570.230.230.320.780.260.350.270.250.340.270.240.700.230.300.290.301.000.380.360.330.320.320.310.310.260.300.290.330.330.320.360.320.690.340.330.380.350.340.380.310.410.400.370.400.370.520.420.420.410.460.580.420.360.380.400.420.410.400.420.390.390.420.420.430.420.450.430.420.420.450.440.440.450.470.450.480.490.470.490.480.490.490.490.490.500.520.52
ALL0.120.270.280.320.280.360.300.390.360.290.240.300.340.320.210.370.430.280.360.320.280.320.320.330.310.330.381.000.360.250.380.320.340.330.340.340.380.290.460.330.350.330.400.330.430.290.390.400.420.350.350.460.440.400.390.530.450.410.370.390.420.390.390.410.390.410.390.410.410.430.400.440.420.450.410.410.440.420.440.420.440.440.430.460.420.500.500.450.450.510.470.450.460.510.480.490.51
CSCO0.190.210.250.280.340.400.390.290.330.260.270.320.340.290.520.320.410.340.290.310.340.310.400.340.310.360.360.361.000.550.390.340.470.430.470.330.510.330.550.430.360.330.370.360.570.330.460.370.470.420.400.420.380.450.360.360.420.390.410.390.410.440.420.520.410.450.450.330.500.360.520.450.350.510.330.360.340.360.360.360.360.370.360.370.390.380.470.380.380.420.380.410.390.410.390.400.41
TXN0.180.100.150.160.240.300.330.190.220.260.290.320.350.270.790.220.290.420.270.280.400.280.450.320.340.380.330.250.551.000.360.350.470.450.510.360.540.370.500.520.320.360.360.390.520.400.430.410.440.460.440.390.390.430.360.310.390.380.470.460.420.480.500.580.410.460.540.330.530.340.590.490.370.540.350.390.350.340.350.370.360.380.360.390.400.380.470.380.410.420.400.430.440.430.430.440.44
WU0.150.260.200.310.250.320.290.260.340.280.280.320.290.290.290.340.380.300.360.320.310.330.320.360.340.370.320.380.390.361.000.400.390.400.390.350.360.360.400.340.400.350.360.380.430.360.420.390.460.440.400.440.430.440.390.400.450.420.430.430.460.400.430.450.490.480.430.410.450.410.460.470.390.490.390.440.430.410.410.400.430.460.440.440.440.470.490.440.450.490.450.440.470.480.480.470.50
CRI0.100.150.130.170.150.220.200.240.270.250.310.360.290.270.320.310.300.410.330.350.400.300.350.440.440.420.320.320.340.350.401.000.430.490.460.360.370.480.380.380.380.460.370.380.390.520.410.430.450.490.490.440.400.400.390.390.460.420.450.440.450.450.460.420.530.460.440.370.460.390.490.460.380.480.410.430.400.400.390.400.420.450.430.440.460.450.470.420.460.460.460.460.470.480.480.460.49
UPS0.130.230.190.300.300.330.310.270.300.260.310.300.270.260.410.300.350.390.330.320.330.270.420.390.340.340.310.340.470.470.390.431.000.460.500.340.500.360.430.470.330.390.370.340.480.360.450.440.500.510.440.460.400.450.370.320.470.350.440.450.440.470.430.520.450.460.460.350.490.380.550.470.380.530.370.380.380.380.390.370.390.420.400.400.430.420.480.410.430.450.420.420.430.450.440.450.46
BBY0.140.140.110.210.180.240.250.230.240.240.390.330.290.250.450.290.270.580.280.340.460.240.410.430.390.410.310.330.430.450.400.490.461.000.560.400.440.500.370.440.370.500.370.370.400.500.410.440.450.560.470.410.420.400.360.370.430.400.430.420.410.470.450.490.520.430.460.350.480.350.520.480.370.520.380.400.400.360.390.370.400.410.410.410.460.430.450.400.430.430.430.440.450.460.470.480.48
HD0.170.220.210.310.280.390.330.270.330.200.350.370.330.180.460.290.360.510.330.330.500.220.510.490.360.390.260.340.470.510.390.460.500.561.000.400.560.440.530.500.370.460.340.360.520.430.450.510.480.560.420.410.460.440.370.260.400.380.440.420.350.460.490.550.490.410.460.340.490.320.540.480.340.560.370.360.320.340.350.370.350.380.370.380.400.360.440.370.390.420.380.410.410.400.410.410.42
STC0.180.110.150.180.210.200.230.200.220.200.310.340.320.270.310.290.270.370.340.350.430.260.390.350.360.360.300.340.330.360.350.360.340.400.401.000.350.390.340.420.420.450.370.430.360.420.370.680.390.450.410.390.660.410.440.370.400.520.460.430.400.450.480.440.470.440.500.460.480.460.470.460.450.430.480.490.480.480.490.490.480.480.490.470.490.440.460.500.470.470.480.500.500.480.490.480.49
FAST0.120.240.250.290.280.400.340.310.280.240.340.340.310.220.470.290.370.410.250.350.400.250.620.400.330.350.290.380.510.540.360.370.500.440.560.351.000.380.550.460.380.390.330.420.570.360.440.400.500.510.390.460.420.670.360.360.400.380.430.450.400.490.470.540.430.420.480.330.510.380.540.580.350.670.370.360.350.360.370.360.350.390.370.390.420.380.450.370.370.390.370.400.400.410.400.420.41
BKE0.050.090.110.110.180.150.210.220.210.260.350.330.240.300.340.260.220.460.290.350.370.360.360.390.450.410.330.290.330.370.360.480.360.500.440.390.381.000.350.390.420.540.390.430.340.630.340.410.400.440.470.380.420.420.450.440.400.440.470.430.440.440.440.420.500.460.460.440.470.430.460.470.450.440.470.480.470.470.450.480.490.470.500.490.540.490.480.480.510.480.490.500.530.510.520.520.52
ADP0.150.270.300.360.320.480.380.400.340.240.280.350.340.240.420.340.510.320.310.350.350.280.430.360.310.370.330.460.550.500.400.380.430.370.530.340.550.351.000.450.370.330.380.410.820.340.470.420.450.420.370.420.440.460.380.370.370.420.390.380.370.470.500.540.390.430.450.380.500.400.550.480.390.540.380.390.370.390.400.400.400.410.410.420.400.410.470.410.410.450.410.440.430.430.410.420.44
BX0.180.100.150.180.260.270.290.200.210.230.270.320.360.260.520.240.320.430.300.320.430.270.460.360.360.400.320.330.430.520.340.380.470.440.500.420.460.390.451.000.330.390.420.380.490.410.420.520.420.490.480.410.500.400.420.320.390.460.520.450.400.490.580.640.450.460.570.380.590.380.640.460.390.500.420.420.410.400.410.410.410.450.440.440.480.450.530.430.480.500.490.480.500.490.490.490.49
EBF0.120.230.190.240.220.250.240.300.270.240.350.310.280.310.250.340.320.350.340.380.340.340.370.340.370.340.360.350.360.320.400.380.330.370.370.420.380.420.370.331.000.480.410.520.400.440.410.410.450.430.430.450.420.490.500.440.450.460.420.420.440.470.480.400.470.480.440.510.460.520.420.490.500.480.530.520.550.580.550.520.560.500.530.550.520.460.460.550.470.470.450.550.490.470.470.480.47
ETD0.100.130.120.150.160.190.190.210.220.270.380.320.260.270.300.280.230.480.310.390.460.310.420.440.440.390.320.330.330.360.350.460.390.500.460.450.390.540.330.390.481.000.360.490.360.550.390.460.430.520.500.440.470.450.490.430.470.450.420.460.470.480.460.410.570.500.470.490.480.460.470.500.470.480.510.490.490.490.500.470.510.470.510.510.510.470.460.530.490.480.490.530.510.500.510.510.51
OKE0.230.160.210.130.220.210.230.370.270.530.260.250.410.680.320.390.300.300.360.330.330.580.300.310.350.360.690.400.370.360.360.370.370.370.340.370.330.390.380.420.410.361.000.380.390.450.400.410.400.370.480.440.440.450.420.530.450.480.480.480.580.450.460.460.430.480.490.400.470.390.470.440.440.450.480.470.460.450.450.470.460.480.480.480.480.520.530.470.530.520.530.520.540.540.530.560.57
KFRC0.090.150.150.180.190.210.190.260.230.250.320.290.310.300.340.270.310.350.310.400.340.350.390.350.360.380.340.330.360.390.380.380.340.370.360.430.420.430.410.380.520.490.381.000.450.450.410.430.410.430.450.460.450.510.510.470.470.460.440.470.460.630.460.420.470.510.460.500.470.520.450.530.500.510.530.510.530.560.510.530.550.520.530.540.530.490.500.550.510.500.500.560.540.520.520.530.52
PAYX0.170.230.300.330.310.460.350.370.330.220.280.360.360.240.430.350.490.340.320.360.390.290.460.360.340.410.330.430.570.520.430.390.480.400.520.360.570.340.820.490.400.360.390.451.000.350.490.460.480.440.390.460.470.500.380.390.420.430.430.400.390.530.540.570.440.480.490.370.520.410.580.510.400.570.400.410.390.410.420.400.410.440.430.440.430.430.490.420.440.480.440.450.460.460.440.450.47
GES0.070.080.060.080.140.110.160.180.190.280.350.340.290.360.380.280.220.450.310.350.420.410.370.400.460.450.380.290.330.400.360.520.360.500.430.420.360.630.340.410.440.550.450.450.351.000.390.430.420.480.520.450.460.460.470.470.470.480.520.510.520.520.490.460.540.520.510.460.510.450.480.500.460.460.500.520.500.500.490.510.520.510.530.520.550.510.520.530.540.520.550.560.570.550.560.570.57
AMCR0.240.290.260.360.350.410.360.310.390.260.290.370.310.270.330.400.480.370.400.330.340.300.380.380.350.380.350.390.460.430.420.410.450.410.450.370.440.340.470.420.410.390.400.410.490.391.000.440.540.470.420.600.440.490.420.420.590.400.450.510.540.430.500.510.500.480.480.410.510.410.510.510.440.550.420.410.410.450.430.440.430.450.430.440.440.470.520.450.460.520.460.470.470.510.500.500.51
FAF0.200.170.200.240.250.290.260.270.290.220.300.380.360.270.350.320.340.420.370.360.490.300.460.400.390.410.340.400.370.410.390.430.440.440.510.680.400.410.420.520.410.460.410.430.460.430.441.000.450.500.470.460.770.440.450.400.460.550.500.460.440.490.540.500.530.510.530.420.530.430.520.490.460.490.500.470.440.460.480.470.470.470.490.490.500.470.500.480.480.500.490.510.520.510.520.510.53
MMM0.170.270.210.330.330.340.360.330.370.260.290.300.340.320.340.400.410.380.380.330.360.350.440.420.380.350.380.420.470.440.460.450.500.450.480.390.500.400.450.420.450.430.400.410.480.420.540.451.000.520.450.500.450.530.440.440.530.400.510.500.530.510.490.520.530.500.500.460.520.450.540.580.460.630.460.430.460.470.460.470.480.500.470.480.500.480.560.490.500.530.490.490.510.530.520.510.53
WHR0.170.230.170.290.230.300.300.240.310.290.370.360.310.250.390.350.330.490.340.370.540.280.500.440.440.410.310.350.420.460.440.490.510.560.560.450.510.440.420.490.430.520.370.430.440.480.470.500.521.000.530.480.490.530.410.410.510.420.490.520.470.520.490.530.610.530.550.430.550.430.580.580.440.590.450.440.440.450.440.460.460.500.460.480.530.470.530.470.500.510.520.500.530.520.520.530.52
F0.110.110.140.130.200.200.230.230.230.330.280.330.320.380.410.350.290.410.370.380.420.390.400.430.440.430.410.350.400.440.400.490.440.470.420.410.390.470.370.480.430.500.480.450.390.520.420.470.450.531.000.470.480.470.490.480.530.500.510.530.520.530.500.500.560.540.580.450.530.460.550.550.460.520.500.510.490.480.480.500.510.510.520.540.560.560.560.520.560.540.560.550.580.580.590.590.59
PKG0.170.220.220.270.280.290.290.310.340.310.320.300.370.340.310.360.380.340.380.400.380.370.410.370.350.380.400.460.420.390.440.440.460.410.410.390.460.380.420.410.450.440.440.460.460.450.600.460.500.480.471.000.460.530.460.510.780.460.510.560.590.520.480.480.520.530.510.480.510.500.500.580.470.590.470.490.490.490.510.490.510.520.510.510.510.550.570.530.520.550.530.530.540.570.560.560.55
FNF0.170.160.190.230.250.260.250.270.300.230.310.350.370.310.330.360.350.380.380.380.480.330.430.390.400.410.370.440.380.390.430.400.400.420.460.660.420.420.440.500.420.470.440.450.470.460.440.770.450.490.480.461.000.460.500.460.450.600.510.470.470.530.560.530.540.530.540.480.550.470.520.510.500.490.530.520.490.510.520.510.520.530.560.540.540.540.570.550.550.570.560.560.590.580.580.570.59
MSM0.130.250.220.260.230.320.300.330.310.310.370.330.300.350.350.330.370.360.340.420.360.390.540.400.380.380.400.400.450.430.440.400.450.400.440.410.670.420.460.400.490.450.450.510.500.460.490.440.530.530.470.530.461.000.470.490.510.470.490.550.550.550.480.500.510.530.510.460.530.500.510.640.480.650.490.490.500.530.500.520.500.530.510.520.540.510.540.530.500.520.520.550.530.540.540.540.53
AGM0.120.160.170.170.200.180.260.250.260.310.290.310.310.340.330.340.300.320.390.390.340.360.330.380.420.390.370.390.360.360.390.390.370.360.370.440.360.450.380.420.500.490.420.510.380.470.420.450.440.410.490.460.500.471.000.490.470.550.510.490.490.480.490.460.490.530.510.600.520.600.470.500.600.440.630.640.630.640.630.630.640.620.650.660.620.610.580.650.620.600.630.660.640.630.640.620.62
UNM0.030.180.200.150.210.210.220.350.280.390.280.280.350.470.260.400.330.260.370.410.300.500.280.340.380.400.520.530.360.310.400.390.320.370.260.370.360.440.370.320.440.430.530.470.390.470.420.400.440.410.480.510.460.490.491.000.550.540.490.540.590.510.410.440.500.550.480.570.470.580.460.560.570.500.550.600.590.600.580.590.610.590.620.630.620.690.620.620.660.630.660.650.660.700.670.690.68
IP0.140.210.180.210.270.230.250.290.330.340.300.310.350.350.320.390.350.380.420.380.390.390.390.390.370.370.420.450.420.390.450.460.470.430.400.400.400.400.370.390.450.470.450.470.420.470.590.460.530.510.530.780.450.510.470.551.000.470.520.580.620.510.480.470.550.560.510.500.520.500.510.580.490.570.500.510.520.510.530.520.540.530.540.530.540.560.590.550.560.580.570.570.570.600.600.580.58
RDN0.120.110.190.160.240.200.230.290.260.310.300.320.390.380.340.360.310.340.370.400.390.390.390.350.430.410.420.410.390.380.420.420.350.400.380.520.380.440.420.460.460.450.480.460.430.480.400.550.400.420.500.460.600.470.550.540.471.000.500.480.490.480.500.480.520.500.530.560.520.550.500.520.550.470.580.600.570.580.600.590.590.580.600.600.610.600.560.600.610.610.610.620.630.620.620.640.64
LAZ0.140.140.170.150.250.220.290.240.270.290.350.340.330.350.430.310.290.370.360.350.380.380.390.380.400.400.410.370.410.470.430.450.440.430.440.460.430.470.390.520.420.420.480.440.430.520.450.500.510.490.510.510.510.490.510.490.520.501.000.510.520.510.550.590.530.530.630.490.610.470.620.510.490.510.510.560.530.500.510.540.540.560.550.550.590.550.620.560.590.570.590.580.620.610.620.620.62
HUN0.170.120.160.110.240.180.240.230.260.350.320.300.320.430.380.310.290.370.370.370.390.450.400.430.400.400.460.390.390.460.430.440.450.420.420.430.450.430.380.450.420.460.480.470.400.510.510.460.500.520.530.560.470.550.490.540.580.480.511.000.690.560.480.500.550.540.530.490.550.490.540.570.510.590.510.530.530.540.530.550.530.560.550.560.580.580.600.570.610.580.600.590.600.620.630.610.63
LYB0.200.140.160.140.250.190.230.300.320.400.290.300.330.530.330.380.340.350.380.370.360.530.360.370.390.390.580.420.410.420.460.450.440.410.350.400.400.440.370.400.440.470.580.460.390.520.540.440.530.470.520.590.470.550.490.590.620.490.520.691.000.530.450.490.540.580.540.470.550.480.500.570.480.580.480.540.530.510.510.530.510.540.530.540.530.590.610.550.600.600.590.570.580.620.630.630.63
RHI0.100.150.150.170.260.240.250.290.260.320.340.330.360.370.420.310.310.420.350.410.410.390.450.420.410.450.420.390.440.480.400.450.470.470.460.450.490.440.470.490.470.480.450.630.530.520.430.490.510.520.530.520.530.550.480.510.510.480.510.560.531.000.480.520.520.550.530.500.530.490.560.620.490.580.520.520.530.520.510.540.520.540.540.540.570.550.580.550.570.570.570.570.600.590.590.610.60
CNS0.220.160.230.240.300.300.300.260.310.230.350.380.340.260.430.340.390.380.360.360.420.320.430.410.420.410.360.390.420.500.430.460.430.450.490.480.470.440.500.580.480.460.460.460.540.490.500.540.490.490.500.480.560.480.490.410.480.500.550.480.450.481.000.610.530.530.610.500.660.520.640.530.520.540.520.530.530.530.540.530.540.570.550.560.540.520.580.570.540.560.560.580.580.560.560.570.57
BLK0.200.170.220.250.320.350.360.290.300.260.350.340.390.310.560.310.390.450.320.350.420.340.460.390.370.420.380.410.520.580.450.420.520.490.550.440.540.420.540.640.400.410.460.420.570.460.510.500.520.530.500.480.530.500.460.440.470.480.590.500.490.520.611.000.530.530.680.440.700.440.750.540.460.610.460.480.480.460.470.480.480.500.510.500.520.530.650.490.550.580.550.530.560.580.580.570.59
LEG0.150.190.190.230.230.270.260.270.320.300.360.390.310.320.330.380.370.450.410.410.510.370.400.460.490.480.400.390.410.410.490.530.450.520.490.470.430.500.390.450.470.570.430.470.440.540.500.530.530.610.560.520.540.510.490.500.550.520.530.550.540.520.530.531.000.570.550.500.560.500.540.610.490.580.510.530.520.510.520.510.530.540.550.550.570.560.600.550.570.580.560.570.600.600.590.590.60
IPG0.120.180.160.210.270.290.270.300.330.330.320.380.320.370.400.370.390.370.390.430.410.390.380.420.470.460.420.410.450.460.480.460.460.430.410.440.420.460.430.460.480.500.480.510.480.520.480.510.500.530.540.530.530.530.530.550.560.500.530.540.580.550.530.530.571.000.560.500.560.530.580.590.510.560.520.540.540.550.530.550.540.560.570.570.570.590.610.570.590.630.610.590.610.620.620.620.63
JHG0.170.120.180.190.260.250.280.260.270.290.340.340.390.340.510.310.310.420.340.390.440.370.450.410.420.460.410.390.450.540.430.440.460.460.460.500.480.460.450.570.440.470.490.460.490.510.480.530.500.550.580.510.540.510.510.480.510.530.630.530.540.530.610.680.550.561.000.500.700.490.700.550.500.560.500.540.540.520.510.560.530.560.560.560.590.550.630.560.590.580.600.600.610.610.610.610.62
HFWA0.060.180.150.180.220.180.270.270.280.280.310.290.290.340.240.330.300.300.380.370.280.380.290.370.410.380.400.410.330.330.410.370.350.350.340.460.330.440.380.380.510.490.400.500.370.460.410.420.460.430.450.480.480.460.600.570.500.560.490.490.470.500.500.440.500.500.501.000.500.780.470.510.800.470.740.740.770.800.780.780.820.740.820.760.730.710.620.810.700.680.720.800.740.710.710.720.71
APAM0.170.150.180.210.280.260.350.280.290.280.370.340.360.340.500.320.320.420.330.380.440.370.470.430.440.430.420.410.500.530.450.460.490.480.490.480.510.470.500.590.460.480.470.470.520.510.510.530.520.550.530.510.550.530.520.470.520.520.610.550.550.530.660.700.560.560.700.501.000.510.700.560.510.580.530.550.520.520.510.540.540.550.570.560.570.550.630.570.580.580.590.580.600.600.600.600.60
CHCO0.070.190.180.210.240.200.280.280.280.280.330.290.270.330.250.350.320.280.380.410.310.400.330.340.430.380.390.430.360.340.410.390.380.350.320.460.380.430.400.380.520.460.390.520.410.450.410.430.450.430.460.500.470.500.600.580.500.550.470.490.480.490.520.440.500.530.490.780.511.000.470.530.780.500.740.730.750.800.790.760.840.750.780.790.720.690.590.820.670.660.700.790.700.700.690.700.68
TROW0.170.170.190.240.290.340.360.280.300.280.350.380.380.330.570.330.360.470.350.370.470.340.480.440.410.440.390.400.520.590.460.490.550.520.540.470.540.460.550.640.420.470.470.450.580.480.510.520.540.580.550.500.520.510.470.460.510.500.620.540.500.560.640.750.540.580.700.470.700.471.000.580.490.610.490.510.500.470.500.500.510.550.530.550.580.560.640.520.570.590.590.560.600.610.600.590.61
SNA0.150.210.190.260.230.280.260.320.340.340.350.360.350.340.410.380.370.420.380.430.450.400.520.450.420.440.420.440.450.490.470.460.470.480.480.460.580.470.480.460.490.500.440.530.510.500.510.490.580.580.550.580.510.640.500.560.580.520.510.570.570.620.530.540.610.590.550.510.560.530.581.000.530.680.520.520.530.540.530.550.540.570.560.570.600.590.600.570.570.580.570.590.600.620.590.600.61
CVBF0.090.160.150.150.210.160.280.250.290.320.310.280.280.350.270.330.290.310.370.380.300.400.310.360.410.380.420.420.350.370.390.380.380.370.340.450.350.450.390.390.500.470.440.500.400.460.440.460.460.440.460.470.500.480.600.570.490.550.490.510.480.490.520.460.490.510.500.800.510.780.490.531.000.510.730.730.750.770.780.780.820.780.830.770.750.730.630.810.710.700.750.810.760.720.730.730.72
ITW0.170.250.260.320.320.380.320.360.370.310.370.350.370.330.430.400.460.420.350.430.440.370.560.460.400.430.430.450.510.540.490.480.530.520.560.430.670.440.540.500.480.480.450.510.570.460.550.490.630.590.520.590.490.650.440.500.570.470.510.590.580.580.540.610.580.560.560.470.580.500.610.680.511.000.500.480.480.520.500.500.510.540.530.530.550.540.600.530.530.570.530.540.550.570.560.570.58
PFC0.100.140.150.150.200.170.270.260.260.290.360.300.320.360.270.340.290.330.370.420.370.400.350.370.440.390.420.410.330.350.390.410.370.380.370.480.370.470.380.420.530.510.480.530.400.500.420.500.460.450.500.470.530.490.630.550.500.580.510.510.480.520.520.460.510.520.500.740.530.740.490.520.730.501.000.700.740.780.760.740.770.710.750.760.700.690.600.780.710.680.720.770.720.700.720.720.72
OFG0.070.130.170.140.190.160.270.250.250.310.320.330.310.380.330.320.290.310.390.400.340.450.310.350.420.410.450.410.360.390.440.430.380.400.360.490.360.480.390.420.520.490.470.510.410.520.410.470.430.440.510.490.520.490.640.600.510.600.560.530.540.520.530.480.530.540.540.740.550.730.510.520.730.480.701.000.760.740.750.760.780.730.780.770.720.720.630.790.740.690.740.780.770.740.750.750.75
CPF0.100.160.150.150.220.180.260.280.280.320.350.310.310.370.270.350.310.320.410.360.320.410.320.380.430.420.430.440.340.350.430.400.380.400.320.480.350.470.370.410.550.490.460.530.390.500.410.440.460.440.490.490.490.500.630.590.520.570.530.530.530.530.530.480.520.540.540.770.520.750.500.530.750.480.740.761.000.760.760.790.790.780.790.770.710.740.620.800.740.700.750.800.760.730.740.740.74
SRCE0.080.170.170.180.240.200.270.280.280.290.340.300.310.360.270.360.320.300.390.420.330.410.330.350.440.390.420.420.360.340.410.400.380.360.340.480.360.470.390.400.580.490.450.560.410.500.450.460.470.450.480.490.510.530.640.600.510.580.500.540.510.520.530.460.510.550.520.800.520.800.470.540.770.520.780.740.761.000.800.780.810.750.790.810.730.710.630.820.720.700.730.810.730.730.730.740.73
NWBI0.110.200.150.180.230.210.270.270.310.310.330.310.320.350.260.350.320.310.410.400.340.400.340.390.440.390.420.440.360.350.410.390.390.390.350.490.370.450.400.410.550.500.450.510.420.490.430.480.460.440.480.510.520.500.630.580.530.600.510.530.510.510.540.470.520.530.510.780.510.790.500.530.780.500.760.750.760.801.000.780.830.760.800.780.740.720.630.830.720.710.740.800.750.730.730.730.71
HAFC0.080.140.150.130.210.150.250.250.280.310.330.300.320.390.300.340.280.330.400.380.340.440.340.380.420.390.450.420.360.370.400.400.370.370.370.490.360.480.400.410.520.470.470.530.400.510.440.470.470.460.500.490.510.520.630.590.520.590.540.550.530.540.530.480.510.550.560.780.540.760.500.550.780.500.740.760.790.780.781.000.800.760.800.760.770.740.650.820.750.720.770.820.780.750.750.760.76
STBA0.090.180.180.170.220.190.280.280.280.300.350.310.300.370.260.350.310.320.400.410.350.440.340.380.450.400.440.440.360.360.430.420.390.400.350.480.350.490.400.410.560.510.460.550.410.520.430.470.480.460.510.510.520.500.640.610.540.590.540.530.510.520.540.480.530.540.530.820.540.840.510.540.820.510.770.780.790.810.830.801.000.780.830.810.760.740.660.870.730.710.760.830.770.750.750.760.74
BOH0.120.160.160.160.230.180.280.260.290.330.330.320.320.380.300.350.310.330.410.390.360.420.350.420.440.420.440.440.370.380.460.450.420.410.380.480.390.470.410.450.500.470.480.520.440.510.450.470.500.500.510.520.530.530.620.590.530.580.560.560.540.540.570.500.540.560.560.740.550.750.550.570.780.540.710.730.780.750.760.760.781.000.790.780.780.760.670.800.750.740.790.810.800.770.770.770.76
BANR0.090.150.150.160.200.170.260.290.280.320.340.310.330.390.310.350.310.320.400.400.350.430.350.420.450.440.450.430.360.360.440.430.400.410.370.490.370.500.410.440.530.510.480.530.430.530.430.490.470.460.520.510.560.510.650.620.540.600.550.550.530.540.550.510.550.570.560.820.570.780.530.560.830.530.750.780.790.790.800.800.830.791.000.800.770.760.670.840.760.730.780.840.810.760.770.780.77
IBOC0.080.150.180.150.240.210.280.290.280.320.340.330.330.390.320.350.320.340.400.430.340.440.350.410.460.450.470.460.370.390.440.440.400.410.380.470.390.490.420.440.550.510.480.540.440.520.440.490.480.480.540.510.540.520.660.630.530.600.550.560.540.540.560.500.550.570.560.760.560.790.550.570.770.530.760.770.770.810.780.760.810.780.801.000.760.760.660.820.750.720.780.820.780.780.760.770.76
OZK0.060.130.130.130.220.150.250.230.270.370.360.320.330.400.340.320.260.390.390.410.370.460.400.410.450.420.450.420.390.400.440.460.430.460.400.490.420.540.400.480.520.510.480.530.430.550.440.500.500.530.560.510.540.540.620.620.540.610.590.580.530.570.540.520.570.570.590.730.570.720.580.600.750.550.700.720.710.730.740.770.760.780.770.761.000.760.690.780.780.740.800.820.830.790.800.800.78
MTB0.080.150.150.160.220.200.270.300.330.370.310.300.320.420.310.390.330.330.440.420.340.450.330.420.440.440.480.500.380.380.470.450.420.430.360.440.380.490.410.450.460.470.520.490.430.510.470.470.480.470.560.550.540.510.610.690.560.600.550.580.590.550.520.530.560.590.550.710.550.690.560.590.730.540.690.720.740.710.720.740.740.760.760.760.761.000.720.760.830.810.840.790.830.860.840.860.85
NTRS0.130.170.180.230.260.260.280.300.360.360.330.330.400.420.420.360.370.380.410.410.380.460.420.420.410.420.490.500.470.470.490.470.480.450.440.460.450.480.470.530.460.460.530.500.490.520.520.500.560.530.560.570.570.540.580.620.590.560.620.600.610.580.580.650.600.610.630.620.630.590.640.600.630.600.600.630.620.630.630.650.660.670.670.660.690.721.000.690.730.740.730.710.730.770.760.760.76
FCF0.070.160.170.170.220.180.260.260.300.320.350.320.310.400.300.340.300.330.400.410.340.440.350.400.460.430.470.450.380.380.440.420.410.400.370.500.370.480.410.430.550.530.470.550.420.530.450.480.490.470.520.530.550.530.650.620.550.600.560.570.550.550.570.490.550.570.560.810.570.820.520.570.810.530.780.790.800.820.830.820.870.800.840.820.780.760.691.000.770.740.790.850.810.780.790.800.78
CMA0.090.110.150.100.230.160.240.250.270.370.320.310.340.460.360.340.290.360.420.390.360.490.340.420.460.450.490.450.380.410.450.460.430.430.390.470.370.510.410.480.470.490.530.510.440.540.460.480.500.500.560.520.550.500.620.660.560.610.590.610.600.570.540.550.570.590.590.700.580.670.570.570.710.530.710.740.740.720.720.750.730.750.760.750.780.830.730.771.000.820.900.810.850.850.880.870.88
USB0.130.180.200.190.300.240.300.300.370.350.300.310.390.420.330.400.380.350.460.400.350.460.350.430.440.460.480.510.420.420.490.460.450.430.420.470.390.480.450.500.470.480.520.500.480.520.520.500.530.510.540.550.570.520.600.630.580.610.570.580.600.570.560.580.580.630.580.680.580.660.590.580.700.570.680.690.700.700.710.720.710.740.730.720.740.810.740.740.821.000.830.770.800.840.840.840.86
ZION0.090.130.150.110.250.150.270.270.280.380.330.310.360.450.350.360.290.360.430.390.350.480.350.420.430.430.490.470.380.400.450.460.420.430.380.480.370.490.410.490.450.490.530.500.440.550.460.490.490.520.560.530.560.520.630.660.570.610.590.600.590.570.560.550.560.610.600.720.590.700.590.570.750.530.720.740.750.730.740.770.760.790.780.780.800.840.730.790.900.831.000.830.860.860.880.870.88
CATY0.100.150.160.140.220.200.270.270.280.360.350.330.340.420.350.350.310.380.420.430.380.460.370.410.460.440.490.450.410.430.440.460.420.440.410.500.400.500.440.480.550.530.520.560.450.560.470.510.490.500.550.530.560.550.660.650.570.620.580.590.570.570.580.530.570.590.600.800.580.790.560.590.810.540.770.780.800.810.800.820.830.810.840.820.820.790.710.850.810.770.831.000.840.810.810.820.81
SNV0.090.120.140.120.200.170.260.260.280.360.330.340.350.430.380.350.300.390.430.430.390.460.380.430.470.470.490.460.390.440.470.470.430.450.410.500.400.530.430.500.490.510.540.540.460.570.470.520.510.530.580.540.590.530.640.660.570.630.620.600.580.600.580.560.600.610.610.740.600.700.600.600.760.550.720.770.760.730.750.780.770.800.810.780.830.830.730.810.850.800.860.841.000.860.870.880.87
HBAN0.090.130.150.130.250.190.270.280.310.360.310.340.370.430.370.390.330.370.430.420.370.480.360.440.460.470.490.510.410.430.480.480.450.460.400.480.410.510.430.490.470.500.540.520.460.550.510.510.530.520.580.570.580.540.630.700.600.620.610.620.620.590.560.580.600.620.610.710.600.700.610.620.720.570.700.740.730.730.730.750.750.770.760.780.790.860.770.780.850.840.860.810.861.000.880.890.89
KEY0.100.130.140.130.240.180.260.280.310.370.340.310.380.460.370.370.320.380.460.420.380.480.360.440.450.460.500.480.390.430.480.480.440.470.410.490.400.520.410.490.470.510.530.520.440.560.500.520.520.520.590.560.580.540.640.670.600.620.620.630.630.590.560.580.590.620.610.710.600.690.600.590.730.560.720.750.740.730.730.750.750.770.770.760.800.840.760.790.880.840.880.810.870.881.000.890.90
RF0.090.130.130.130.230.180.250.290.300.390.330.330.380.480.370.360.310.380.430.420.370.500.360.430.460.470.520.490.400.440.470.460.450.480.410.480.420.520.420.490.480.510.560.530.450.570.500.510.510.530.590.560.570.540.620.690.580.640.620.610.630.610.570.570.590.620.610.720.600.700.590.600.730.570.720.750.740.740.730.760.760.770.780.770.800.860.760.800.870.840.870.820.880.890.891.000.90
FITB0.100.120.160.130.250.200.260.280.330.370.330.340.380.470.380.380.340.380.450.410.380.490.370.450.450.490.520.510.410.440.500.490.460.480.420.490.410.520.440.490.470.510.570.520.470.570.510.530.530.520.590.550.590.530.620.680.580.640.620.630.630.600.570.590.600.630.620.710.600.680.610.610.720.580.720.750.740.730.710.760.740.760.770.760.780.850.760.780.880.860.880.810.870.890.900.901.00
The correlation results are calculated based on daily price changes starting from Jun 12, 2019
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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