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SP1
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SP1

Last updated Sep 21, 2024

Asset Allocation

DIS 1.22%VZ 1.22%CMCSA 1.22%T 1.22%TMUS 1.22%CHTR 1.22%EA 1.22%WBD 1.22%TTWO 1.22%OMC 1.22%IPG 1.22%LUMN 1.22%AMZN 1.22%HD 1.22%MCD 1.22%NKE 1.22%LOW 1.22%BKNG 1.22%TGT 1.22%TJX 1.22%F 1.22%GM 1.22%DG 1.22%ORLY 1.22%CMG 1.22%MAR 1.22%AZO 1.22%HLT 1.22%YUM 1.22%DLTR 1.22%ROST 1.22%DHI 1.22%TSCO 1.22%GPC 1.22%LEN 1.22%DRI 1.22%EXPE 1.22%BBY 1.22%KMX 1.22%LKQ 1.22%DPZ 1.22%POOL 1.22%VFC 1.22%ETSY 1.22%NVR 1.22%LVS 1.22%MGM 1.22%AAP 1.22%HAS 1.22%CCL 1.22%PHM 1.22%CZR 1.22%RCL 1.22%TPR 1.22%WHR 1.22%BWA 1.22%BBWI 1.22%NWL 1.22%WYNN 1.22%NCLH 1.22%MHK 1.22%PENN 1.22%PVH 1.22%RL 1.22%PG 1.22%KO 1.22%PEP 1.22%COST 1.22%WMT 1.22%PM 1.22%MDLZ 1.22%MO 1.22%CL 1.22%EL 1.22%ADM 1.22%GIS 1.22%KMB 1.22%SYY 1.22%STZ 1.22%MNST 1.22%HSY 1.22%KR 1.22%EquityEquity
PositionCategory/SectorWeight
AAP
Advance Auto Parts, Inc.		Consumer Cyclical
1.22%
ADM
Archer-Daniels-Midland Company		Consumer Defensive
1.22%
AMZN
Amazon.com, Inc.		Consumer Cyclical
1.22%
AZO
AutoZone, Inc.		Consumer Cyclical
1.22%
BBWI
Bath & Body Works, Inc.		Consumer Cyclical
1.22%
BBY
Best Buy Co., Inc.		Consumer Cyclical
1.22%
BKNG
Booking Holdings Inc.		Consumer Cyclical
1.22%
BWA
BorgWarner Inc.		Consumer Cyclical
1.22%
CCL
Carnival Corporation & Plc		Consumer Cyclical
1.22%
CHTR
Charter Communications, Inc.		Communication Services
1.22%
CL
Colgate-Palmolive Company		Consumer Defensive
1.22%
CMCSA
Comcast Corporation		Communication Services
1.22%
CMG
Chipotle Mexican Grill, Inc.		Consumer Cyclical
1.22%
COST
Costco Wholesale Corporation		Consumer Defensive
1.22%
CZR
Caesars Entertainment, Inc.		Consumer Cyclical
1.22%
DG
Dollar General Corporation		Consumer Defensive
1.22%
DHI
D.R. Horton, Inc.		Consumer Cyclical
1.22%
DIS
The Walt Disney Company		Communication Services
1.22%
DLTR
Dollar Tree, Inc.		Consumer Defensive
1.22%
DPZ
Domino's Pizza, Inc.		Consumer Cyclical
1.22%
DRI
1.22%
EA
1.22%
EL
1.22%
ETSY
1.22%
EXPE
1.22%
F
1.22%
GIS
1.22%
GM
1.22%
GPC
1.22%
HAS
1.22%
HD
1.22%
HLT
1.22%
HSY
1.22%
IPG
1.22%
KMB
1.22%
KMX
1.22%
KO
1.22%
KR
1.22%
LEN
1.22%
LKQ
1.22%
LOW
1.22%
LUMN
1.22%
LVS
1.22%
MAR
1.22%
MCD
1.22%
MDLZ
1.22%
MGM
1.22%
MHK
1.22%
MNST
1.22%
MO
1.22%
NCLH
1.22%
NKE
1.22%
NVR
1.22%
NWL
1.22%
OMC
1.22%
ORLY
1.22%
PENN
1.22%
PEP
1.22%
PG
1.22%
PHM
1.22%
PM
1.22%
POOL
1.22%
PVH
1.22%
RCL
1.22%
RL
1.22%
ROST
1.22%
STZ
1.22%
SYY
1.22%
T
1.22%
TGT
1.22%
TJX
1.22%
TMUS
1.22%
TPR
1.22%
TSCO
1.22%
TTWO
1.22%
VFC
1.22%
VZ
1.22%
WBD
1.22%
WHR
1.22%
WMT
1.22%
WYNN
1.22%
YUM
1.22%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SP1, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.09%
8.95%
SP1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 2, 2009, corresponding to the inception date of CHTR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
SP113.18%3.04%7.09%26.83%12.74%N/A
Portfolio components:
DIS
The Walt Disney Company		4.31%4.26%-18.72%16.29%-6.44%1.52%
VZ
23.49%8.47%13.41%42.88%-0.71%N/A
CMCSA
Comcast Corporation		-6.48%1.78%-4.69%-8.88%-0.40%6.10%
T
34.58%10.40%30.86%52.20%1.06%N/A
TMUS
25.77%1.86%25.06%45.34%20.53%N/A
CHTR
Charter Communications, Inc.		-14.99%-2.91%13.70%-25.79%-4.77%7.78%
EA
2.42%-5.03%6.25%17.91%7.78%N/A
WBD
-27.59%9.87%-2.37%-25.77%-20.93%N/A
TTWO
-7.56%-6.25%-2.41%7.62%3.43%N/A
OMC
20.89%5.84%10.45%42.99%9.59%N/A
IPG
-1.63%-0.71%-2.98%12.43%12.38%N/A
LUMN
263.93%10.26%313.66%341.06%-7.91%N/A
AMZN
Amazon.com, Inc.		26.10%8.78%7.12%48.39%16.55%28.10%
HD
14.65%7.35%1.20%30.83%14.28%N/A
MCD
1.93%3.24%6.33%11.69%9.55%N/A
NKE
-19.35%4.20%-7.04%-3.29%0.84%N/A
LOW
18.61%8.25%1.61%26.14%20.91%N/A
BKNG
Booking Holdings Inc.		15.39%8.10%12.64%33.66%15.33%13.41%
TGT
11.08%-1.32%-6.88%41.95%9.81%N/A
TJX
27.06%-0.90%19.41%34.17%18.00%N/A
F
-5.78%-0.37%-13.37%-6.18%8.17%N/A
GM
37.19%5.47%14.10%51.68%6.58%N/A
DG
Dollar General Corporation		-35.93%-30.21%-42.45%-19.01%-10.61%4.45%
ORLY
16.73%-1.65%-5.01%18.49%22.82%N/A
CMG
Chipotle Mexican Grill, Inc.		25.12%7.07%-0.71%52.57%27.75%15.93%
MAR
9.21%9.04%-3.69%27.03%14.96%N/A
AZO
AutoZone, Inc.		16.83%-4.74%-6.75%17.52%21.42%19.56%
HLT
23.64%4.15%6.47%52.68%19.32%N/A
YUM
0.76%-4.68%-3.84%5.82%4.62%N/A
DLTR
Dollar Tree, Inc.		-49.50%-26.78%-42.94%-31.36%-8.78%2.55%
ROST
12.34%1.42%6.68%39.59%8.64%N/A
DHI
D.R. Horton, Inc.		27.00%3.31%19.03%77.00%31.15%26.02%
TSCO
29.46%4.05%5.37%36.47%26.43%N/A
GPC
1.02%-2.36%-10.84%-3.72%10.02%N/A
LEN
23.47%1.93%10.12%62.68%28.80%N/A
DRI
6.34%10.57%4.97%22.90%10.40%N/A
EXPE
-5.11%8.20%5.26%42.80%1.86%N/A
BBY
Best Buy Co., Inc.		28.32%14.56%21.53%46.88%11.66%15.22%
KMX
-0.83%-7.34%-11.03%-0.73%-2.63%N/A
LKQ
-14.57%-4.26%-23.09%-16.86%6.05%N/A
DPZ
Domino's Pizza, Inc.		1.53%-0.06%-9.00%10.09%12.23%19.81%
POOL
-7.75%4.68%-11.90%7.37%14.08%N/A
VFC
0.94%12.93%33.93%9.17%-24.08%N/A
ETSY
-33.49%0.22%-20.51%-15.50%-2.30%N/A
NVR
35.32%5.45%18.83%58.87%22.07%N/A
LVS
-13.53%2.22%-15.40%-6.69%-4.69%N/A
MGM
-16.50%-3.69%-16.10%2.11%5.72%N/A
AAP
Advance Auto Parts, Inc.		-32.07%-19.78%-51.86%-27.67%-22.61%-9.97%
HAS
44.51%6.57%32.69%14.90%-6.14%N/A
CCL
Carnival Corporation & Plc		2.48%22.98%11.24%35.23%-16.46%-5.76%
PHM
38.11%9.94%22.21%93.18%33.35%N/A
CZR
Caesars Entertainment, Inc.		-11.58%13.53%0.34%-9.89%-0.55%25.61%
RCL
34.73%10.49%28.26%91.21%10.13%N/A
TPR
18.46%6.88%-7.81%52.90%14.07%N/A
WHR
-11.39%6.27%-4.23%-16.31%-3.22%N/A
BWA
BorgWarner Inc.		-5.90%1.89%1.25%-16.97%2.21%-2.44%
BBWI
Bath & Body Works, Inc.		-31.17%-13.48%-36.73%-9.72%21.87%0.40%
NWL
-11.79%2.91%-1.00%-13.85%-12.32%N/A
WYNN
-11.79%3.40%-19.73%-11.97%-5.31%N/A
NCLH
4.24%28.63%0.92%33.40%-17.19%N/A
MHK
52.27%5.15%25.96%81.48%5.32%N/A
PENN
-22.83%3.08%16.20%-10.20%0.41%N/A
PVH
-20.39%-4.62%-27.65%29.07%2.38%N/A
RL
29.65%9.63%-0.35%68.67%17.31%N/A
PG
21.14%2.39%9.12%17.85%9.89%N/A
KO
24.34%4.04%20.17%28.22%9.11%N/A
PEP
3.14%-1.85%1.06%0.71%7.84%N/A
COST
Costco Wholesale Corporation		38.02%3.35%23.81%67.12%28.07%24.53%
WMT
51.91%4.60%30.70%48.06%16.89%N/A
PM
31.87%0.57%34.64%34.36%17.30%N/A
MDLZ
3.84%4.87%3.89%8.08%8.81%N/A
MO
33.06%-0.87%22.16%29.80%13.14%N/A
CL
Colgate-Palmolive Company		31.49%-0.86%16.80%45.62%10.20%7.14%
EL
-40.86%-6.35%-39.86%-41.10%-14.15%N/A
ADM
Archer-Daniels-Midland Company		-12.79%3.56%0.63%-17.68%11.68%4.81%
GIS
17.54%5.43%9.80%19.25%10.25%N/A
KMB
19.01%-1.85%14.62%17.78%4.07%N/A
SYY
4.92%-3.08%-6.58%12.67%1.73%N/A
STZ
3.84%1.80%-6.75%-1.58%5.37%N/A
MNST
-11.16%10.11%-13.98%-6.13%11.63%N/A
HSY
7.03%-0.07%0.07%-3.45%7.23%N/A
KR
23.35%6.07%-0.93%24.30%23.49%N/A

Monthly Returns

The table below presents the monthly returns of SP1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.06%4.08%4.32%-6.65%1.87%-0.89%6.12%2.42%13.18%
202310.41%-4.10%0.67%1.95%-5.97%9.04%2.38%-5.00%-6.38%-4.54%8.79%8.43%14.24%
2022-5.35%-1.58%-2.24%-3.78%-1.95%-9.33%8.74%-2.99%-9.62%11.26%7.24%-5.36%-16.13%
2021-0.97%7.40%5.39%4.75%-0.01%-0.44%0.15%1.27%-3.57%3.98%-1.96%6.56%24.19%
2020-1.43%-8.42%-20.77%17.47%9.35%1.18%5.51%9.58%-0.07%-3.05%15.95%4.20%25.78%
20199.82%2.76%1.23%5.20%-5.91%6.64%0.48%-1.76%3.76%0.55%3.32%2.87%32.00%
20185.11%-5.46%-1.25%0.85%0.38%3.03%1.80%2.91%0.35%-6.08%2.33%-9.12%-6.03%
20172.86%2.06%2.04%1.56%2.96%-0.64%0.51%-0.10%2.26%0.45%5.70%3.16%25.16%
2016-3.54%1.89%7.24%-1.35%1.48%0.63%4.17%-0.92%-1.11%-2.38%3.86%0.50%10.44%
2015-2.72%1.54%0.00%4.98%-4.98%-1.44%6.38%-1.44%-0.44%1.38%

Expense Ratio

SP1 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SP1 is 16, indicating that it is in the bottom 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SP1 is 1616
SP1
The Sharpe Ratio Rank of SP1 is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of SP1 is 1717Sortino Ratio Rank
The Omega Ratio Rank of SP1 is 1616Omega Ratio Rank
The Calmar Ratio Rank of SP1 is 1717Calmar Ratio Rank
The Martin Ratio Rank of SP1 is 1414Martin 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.

SP1
Sharpe ratio
The chart of Sharpe ratio for SP1, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.50
Sortino ratio
The chart of Sortino ratio for SP1, currently valued at 2.23, compared to the broader market-2.000.002.004.006.002.23
Omega ratio
The chart of Omega ratio for SP1, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for SP1, currently valued at 1.09, compared to the broader market0.002.004.006.008.0010.001.09
Martin ratio
The chart of Martin ratio for SP1, currently valued at 6.48, compared to the broader market0.0010.0020.0030.0040.006.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DIS
The Walt Disney Company		0.550.971.130.241.03
VZ
1.822.681.361.0110.93
CMCSA
Comcast Corporation		-0.41-0.420.95-0.26-0.80
T
2.253.211.391.2813.90
TMUS
2.964.031.544.0620.71
CHTR
Charter Communications, Inc.		-0.68-0.790.89-0.38-0.92
EA
0.931.401.180.843.02
WBD
-0.54-0.510.94-0.31-0.99
TTWO
0.240.471.060.150.62
OMC
2.032.691.341.6011.42
IPG
0.410.731.090.271.62
LUMN
2.233.491.473.2613.30
AMZN
Amazon.com, Inc.		1.462.021.261.167.43
HD
1.402.041.240.943.45
MCD
0.560.901.110.561.24
NKE
-0.19-0.021.00-0.11-0.29
LOW
1.051.611.200.872.82
BKNG
Booking Holdings Inc.		1.271.621.251.694.94
TGT
0.941.821.220.563.14
TJX
1.862.651.343.7011.22
F
-0.150.061.01-0.10-0.42
GM
1.582.241.290.836.93
DG
Dollar General Corporation		-0.53-0.410.93-0.36-1.42
ORLY
0.861.271.170.962.40
CMG
Chipotle Mexican Grill, Inc.		1.782.351.331.794.97
MAR
1.101.561.201.303.53
AZO
AutoZone, Inc.		0.821.221.161.102.63
HLT
2.423.191.394.1112.12
YUM
0.260.471.050.230.96
DLTR
Dollar Tree, Inc.		-0.89-1.040.83-0.56-1.61
ROST
1.672.721.332.286.96
DHI
D.R. Horton, Inc.		2.142.821.383.089.85
TSCO
1.411.951.261.447.01
GPC
-0.22-0.130.98-0.18-0.57
LEN
1.892.461.332.619.67
DRI
0.821.341.170.841.87
EXPE
0.881.411.220.682.41
BBY
Best Buy Co., Inc.		1.332.431.270.877.03
KMX
-0.170.021.00-0.11-0.47
LKQ
-0.63-0.650.90-0.56-1.26
DPZ
Domino's Pizza, Inc.		0.320.601.090.240.93
POOL
0.200.531.060.130.52
VFC
0.110.631.080.080.29
ETSY
-0.38-0.270.97-0.20-0.71
NVR
2.232.951.383.1312.44
LVS
-0.39-0.370.96-0.23-0.70
MGM
-0.110.081.01-0.11-0.32
AAP
Advance Auto Parts, Inc.		-0.68-0.760.91-0.37-1.46
HAS
0.380.761.100.210.72
CCL
Carnival Corporation & Plc		0.671.211.140.361.90
PHM
2.803.611.454.6117.00
CZR
Caesars Entertainment, Inc.		-0.38-0.280.97-0.24-0.94
RCL
2.362.881.392.0314.02
TPR
1.552.291.251.094.60
WHR
-0.47-0.440.94-0.32-1.03
BWA
BorgWarner Inc.		-0.54-0.570.93-0.49-1.00
BBWI
Bath & Body Works, Inc.		-0.34-0.220.97-0.23-0.77
NWL
-0.29-0.031.00-0.22-1.10
WYNN
-0.51-0.570.93-0.23-0.98
NCLH
0.420.941.120.271.35
MHK
1.822.961.350.998.92
PENN
-0.250.031.00-0.16-0.54
PVH
0.661.031.160.441.49
RL
2.023.001.373.788.85
PG
1.071.541.211.716.86
KO
1.942.671.361.5311.43
PEP
-0.060.031.00-0.06-0.21
COST
Costco Wholesale Corporation		3.343.931.596.3816.79
WMT
2.513.391.524.3112.86
PM
1.822.561.322.159.46
MDLZ
0.350.601.070.290.81
MO
1.521.951.311.298.44
CL
Colgate-Palmolive Company		2.974.121.542.7322.61
EL
-0.97-1.350.82-0.55-1.89
ADM
Archer-Daniels-Midland Company		-0.61-0.570.89-0.44-1.03
GIS
0.901.341.170.563.78
KMB
0.931.341.190.906.05
SYY
0.490.831.110.351.45
STZ
-0.20-0.140.98-0.24-0.59
MNST
-0.35-0.330.96-0.32-0.69
HSY
-0.24-0.210.98-0.15-0.67
KR
1.061.791.221.574.19

Sharpe Ratio

The current SP1 Sharpe ratio is 1.50. 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 1.91 to 2.59, 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 SP1 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 Ratio0.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.50
2.32
SP1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SP1 granted a 1.85% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
SP11.85%1.97%2.14%1.40%1.59%1.93%2.34%1.87%1.86%1.76%1.42%1.47%
Portfolio components:
DIS
The Walt Disney Company		0.80%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
VZ
6.00%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
CMCSA
Comcast Corporation		2.99%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
T
5.15%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%
TMUS
1.30%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
CHTR
Charter Communications, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EA
0.54%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WBD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTWO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OMC
2.74%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%2.15%
IPG
4.18%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
LUMN
0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%6.78%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HD
2.27%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
MCD
2.25%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
NKE
1.71%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
LOW
1.71%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
BKNG
Booking Holdings Inc.		0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TGT
2.86%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
TJX
1.20%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
F
7.15%10.20%4.03%0.45%1.60%6.05%9.18%5.20%7.01%4.26%3.23%2.35%
GM
0.92%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%0.00%
DG
Dollar General Corporation		2.74%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%0.00%0.00%
ORLY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMG
Chipotle Mexican Grill, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAR
0.94%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
AZO
AutoZone, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HLT
0.27%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%0.00%
YUM
2.02%1.85%1.78%1.44%1.73%1.67%1.57%1.47%0.00%0.00%0.00%0.00%
DLTR
Dollar Tree, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROST
0.93%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.87%0.85%0.91%
DHI
D.R. Horton, Inc.		0.63%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.67%
TSCO
1.58%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%0.63%
GPC
2.88%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
LEN
1.03%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
DRI
3.13%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%0.00%0.00%0.00%
EXPE
0.00%0.00%0.00%0.00%0.26%1.22%1.10%0.97%0.88%0.68%0.77%0.80%
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%
KMX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LKQ
3.00%2.35%1.92%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DPZ
Domino's Pizza, Inc.		1.39%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%1.15%
POOL
1.26%1.08%1.26%0.53%0.61%0.99%1.16%1.10%1.14%1.24%1.34%1.26%
VFC
1.93%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%1.48%1.47%
ETSY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LVS
1.91%0.81%0.00%0.00%1.33%4.46%5.76%4.20%5.39%5.93%3.44%1.78%
MGM
0.00%0.00%0.03%0.02%0.50%1.56%1.98%1.32%0.00%0.00%0.00%0.00%
AAP
Advance Auto Parts, Inc.		2.44%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%0.22%
HAS
3.93%5.48%4.56%2.67%2.91%2.53%3.03%2.44%2.56%2.69%3.07%2.18%
CCL
Carnival Corporation & Plc		0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%2.49%
PHM
0.56%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
CZR
Caesars Entertainment, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RCL
0.23%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%1.33%1.56%
TPR
3.29%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%2.34%
WHR
6.84%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%1.48%1.51%
BWA
BorgWarner Inc.		1.32%1.45%1.69%1.51%1.76%1.57%1.96%1.15%1.34%1.20%0.93%0.45%
BBWI
Bath & Body Works, Inc.		2.73%1.85%1.90%0.60%1.00%8.20%11.57%4.93%8.27%5.12%3.37%2.40%
NWL
3.76%5.07%7.03%4.21%4.33%4.79%4.95%2.85%1.70%1.72%1.73%1.85%
WYNN
1.25%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.19%3.60%
NCLH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MHK
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PENN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.96%0.00%0.00%0.00%0.00%
PVH
0.15%0.12%0.21%0.04%0.04%0.14%0.16%0.11%0.17%0.20%0.12%0.11%
RL
1.66%2.08%2.78%1.74%0.66%2.29%2.30%1.93%2.21%1.79%0.97%0.93%
PG
2.24%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
KO
2.67%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
PEP
3.06%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
COST
Costco Wholesale Corporation		2.13%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
WMT
1.03%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
PM
4.30%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
MDLZ
2.29%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
MO
7.86%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
CL
Colgate-Palmolive Company		1.90%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
EL
3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%0.98%
ADM
Archer-Daniels-Midland Company		3.18%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
GIS
3.18%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
KMB
3.44%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.82%0.13%
SYY
2.67%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
STZ
1.53%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%0.00%0.00%
MNST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSY
2.71%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%
KR
2.15%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%

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%AprilMayJuneJulyAugustSeptember
-0.41%
-0.19%
SP1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the SP1. 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 SP1 was 39.76%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current SP1 drawdown is 0.41%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.76%Feb 21, 202022Mar 23, 202097Aug 10, 2020119
-26.66%Jan 5, 2022186Sep 30, 2022368Mar 20, 2024554
-18.24%Sep 24, 201864Dec 24, 201869Apr 4, 2019133
-12.23%Aug 19, 2015122Feb 11, 201623Mar 16, 2016145
-10.53%Jan 29, 201839Mar 23, 2018103Aug 20, 2018142

Volatility

Volatility Chart

The current SP1 volatility is 4.03%, 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%AprilMayJuneJulyAugustSeptember
4.03%
4.31%
SP1
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.
KRGISDPZHSYTTWOCMGETSYEAKMBVZWMTDGCHTRTMUSMOCLPGPMLUMNAMZNDLTRAZOWYNNPENNWBDTPEPTSCOORLYMCDSTZLVSCOSTCZRKOADMNVRMNSTMDLZHASBBWINCLHAAPDRIRCLEXPECCLTGTPOOLBKNGYUMSYYLENDHIBBYCMCSANWLRLPHMBWAGMKMXELTPRDISFMGMHLTMARPVHOMCNKEWHRVFCIPGMHKTJXROSTLOWLKQHDGPC
KR1.000.330.170.260.100.130.100.160.280.230.390.350.170.170.240.250.250.190.230.100.270.240.030.090.160.210.260.300.270.210.180.050.360.070.220.260.120.190.300.130.170.100.210.150.080.080.100.320.190.070.170.260.150.150.250.190.210.160.160.170.150.170.140.130.140.170.100.090.110.140.210.170.210.170.180.140.220.220.240.190.260.24
GIS0.331.000.120.580.100.040.040.190.530.350.330.280.170.230.400.510.490.380.220.060.220.240.010.030.150.310.560.200.270.320.270.060.290.040.480.310.180.330.600.170.120.020.210.160.040.080.040.230.170.080.250.320.180.190.160.240.210.100.170.120.110.130.230.070.140.130.070.080.110.080.260.180.230.160.210.130.200.190.230.180.250.26
DPZ0.170.121.000.140.280.290.260.270.170.150.220.240.250.240.120.180.180.130.130.330.210.260.180.240.150.140.200.280.250.280.220.180.290.230.180.180.240.280.210.240.210.180.220.270.170.190.190.250.360.240.350.190.260.280.230.230.180.200.260.190.190.250.260.210.230.190.220.250.220.210.200.280.230.210.220.260.270.260.300.240.330.24
HSY0.260.580.141.000.150.140.080.180.500.350.330.270.210.270.390.520.520.390.190.130.240.290.040.040.140.310.580.220.310.400.320.090.330.070.530.340.220.380.600.190.150.080.230.210.090.140.070.220.220.160.330.370.200.210.150.280.210.130.200.130.120.190.310.140.190.130.110.130.160.110.260.200.210.190.220.170.240.240.250.230.270.30
TTWO0.100.100.280.151.000.260.350.630.140.130.200.220.290.310.110.180.180.140.150.440.200.170.230.280.210.150.220.250.190.250.250.240.330.280.190.140.240.300.240.270.170.240.180.190.250.260.240.240.330.320.270.180.260.280.250.300.210.180.250.210.230.250.300.210.320.220.290.260.260.190.240.340.280.210.250.250.250.250.300.240.310.21
CMG0.130.040.290.140.261.000.290.230.130.100.210.200.220.250.090.140.150.100.130.390.210.260.210.280.170.110.160.300.290.300.220.220.330.280.170.160.280.270.200.270.260.270.240.330.270.310.270.270.330.320.340.250.300.300.260.240.190.250.310.230.240.310.260.220.320.230.290.330.320.230.200.340.270.240.220.230.310.310.320.270.330.26
ETSY0.100.040.260.080.350.291.000.300.080.080.160.210.280.240.100.080.110.100.190.440.200.170.270.380.250.130.140.290.190.150.220.250.260.360.110.170.270.260.160.280.300.280.230.240.260.310.260.300.380.310.240.190.300.310.370.260.250.270.300.260.240.310.310.290.280.240.320.290.260.270.210.340.300.300.250.290.260.280.340.270.320.24
EA0.160.190.270.180.630.230.301.000.210.170.230.200.290.340.160.240.240.210.170.430.200.180.200.260.210.210.290.250.200.260.270.230.320.240.240.180.250.320.310.260.160.190.170.180.210.250.190.230.300.310.290.190.250.270.250.300.220.180.250.230.190.220.300.210.290.190.260.260.250.190.270.320.270.210.270.250.240.250.300.240.310.23
KMB0.280.530.170.500.140.130.080.211.000.410.360.290.210.250.410.680.680.420.240.130.240.250.060.060.130.340.590.220.270.380.300.100.330.080.540.280.240.370.540.220.110.080.200.180.090.110.100.230.250.130.330.310.230.250.160.270.270.130.230.130.130.180.350.110.200.150.110.140.150.120.280.240.290.200.230.190.240.240.270.210.310.30
VZ0.230.350.150.350.130.100.080.170.411.000.310.230.250.350.380.380.410.380.370.120.220.270.140.120.260.670.400.210.280.320.270.160.250.160.440.340.200.270.390.240.200.150.280.220.150.170.160.270.240.180.270.320.220.210.220.370.300.220.230.220.240.240.240.210.290.250.180.170.180.200.350.240.280.280.330.250.270.270.280.260.310.34
WMT0.390.330.220.330.200.210.160.230.360.311.000.420.230.270.280.380.430.280.220.260.360.300.110.140.130.280.430.320.360.330.280.140.550.130.370.260.220.330.390.230.220.140.260.220.140.160.150.440.280.200.290.310.200.220.300.280.220.210.210.190.200.240.270.200.260.220.160.180.190.220.280.270.260.260.240.210.340.340.340.260.390.31
DG0.350.280.240.270.220.200.210.200.290.230.421.000.220.270.210.290.300.190.200.210.590.360.110.180.160.210.310.420.390.270.250.120.410.160.280.230.240.320.310.240.300.160.390.240.150.140.150.540.340.140.280.270.260.270.360.250.260.280.260.220.200.280.290.250.220.210.170.180.180.270.240.310.300.320.240.240.370.410.420.310.440.36
CHTR0.170.170.250.210.290.220.280.290.210.250.230.221.000.330.200.260.250.270.260.330.230.220.230.270.330.290.280.260.240.280.270.230.300.290.250.240.260.310.310.280.250.260.280.230.270.270.260.260.320.280.280.230.310.320.260.590.290.230.300.250.260.320.290.240.370.260.290.290.270.250.300.330.340.280.320.330.280.280.350.290.360.27
TMUS0.170.230.240.270.310.250.240.340.250.350.270.270.331.000.220.280.280.250.210.360.250.250.220.230.240.340.350.270.290.300.290.210.320.270.310.270.270.340.360.250.230.230.230.270.260.270.210.260.290.300.320.290.270.290.260.380.250.220.280.260.250.270.300.240.300.240.300.300.290.210.260.300.270.250.270.280.320.310.320.290.340.31
MO0.240.400.120.390.110.090.100.160.410.380.280.210.200.221.000.430.430.640.310.130.220.270.180.170.250.400.460.200.280.320.360.220.260.190.480.410.230.310.420.260.250.230.260.260.220.220.250.250.200.240.280.400.230.220.230.300.320.250.230.270.270.220.310.250.270.300.230.230.240.260.360.260.300.270.350.300.310.280.290.290.290.38
CL0.250.510.180.520.180.140.080.240.680.380.380.290.260.280.431.000.730.460.220.180.230.290.120.090.140.340.650.250.300.420.330.170.380.100.600.310.260.420.590.260.160.100.210.200.130.150.120.250.280.200.370.370.250.260.190.300.290.170.240.160.170.190.420.160.230.170.160.200.200.160.310.280.290.220.270.240.280.280.300.260.350.34
PG0.250.490.180.520.180.150.110.240.680.410.430.300.250.280.430.731.000.450.220.210.230.300.110.070.150.350.650.250.330.410.330.180.390.090.620.310.240.420.590.240.160.080.220.190.100.140.100.260.290.220.360.350.240.250.200.310.270.190.240.180.180.190.420.170.240.180.150.190.200.160.300.290.280.240.280.200.270.280.300.250.350.35
PM0.190.380.130.390.140.100.100.210.420.380.280.190.270.250.640.460.451.000.310.160.210.260.200.170.270.410.490.170.250.370.380.240.270.200.540.390.250.340.470.260.220.200.260.220.190.240.220.230.230.270.320.380.240.240.210.340.330.230.230.280.250.230.340.250.290.280.240.240.250.270.370.270.310.290.350.310.310.280.280.310.290.35
LUMN0.230.220.130.190.150.130.190.170.240.370.220.200.260.210.310.220.220.311.000.190.260.200.260.280.420.450.230.230.190.240.250.290.250.320.290.340.240.230.290.310.300.280.310.270.260.270.290.310.280.240.260.320.280.270.360.350.400.320.290.370.370.330.270.330.320.410.330.280.290.340.390.310.390.370.400.370.300.290.350.360.340.38
AMZN0.100.060.330.130.440.390.440.430.130.120.260.210.330.360.130.180.210.160.191.000.230.210.330.340.230.160.240.290.260.280.310.340.410.350.200.170.310.380.260.320.230.310.240.250.330.390.320.270.380.460.320.220.310.340.300.340.280.270.300.280.260.300.380.260.380.260.370.350.350.270.260.410.280.310.280.300.310.320.360.310.390.25
DLTR0.270.220.210.240.200.210.200.200.240.220.360.590.230.250.220.230.230.210.260.231.000.340.200.210.240.250.270.380.350.270.300.230.360.240.260.260.280.310.280.270.340.260.370.290.240.240.250.490.320.220.310.310.290.300.380.310.300.330.310.290.290.320.310.320.300.290.280.270.260.360.310.330.310.340.320.310.410.440.400.380.420.37
AZO0.240.240.260.290.170.260.170.180.250.270.300.360.220.250.270.290.300.260.200.210.341.000.150.170.170.260.300.440.750.330.280.170.350.180.290.290.290.330.330.250.290.170.610.300.170.220.180.350.310.220.350.330.300.320.330.280.260.280.300.280.250.360.290.250.270.280.230.280.280.270.310.330.300.300.320.270.400.400.450.430.460.56
WYNN0.030.010.180.040.230.210.270.200.060.140.110.110.230.220.180.120.110.200.260.330.200.151.000.490.370.240.130.180.160.200.260.810.160.490.180.310.240.250.160.300.310.450.240.300.450.430.450.230.240.440.290.290.290.270.330.330.340.420.290.440.400.330.370.420.390.400.690.450.470.450.370.350.320.390.410.390.320.320.290.390.290.33
PENN0.090.030.240.040.280.280.380.260.060.120.140.180.270.230.170.090.070.170.280.340.210.170.491.000.340.210.100.280.180.210.270.460.220.610.120.250.290.260.170.310.350.430.280.370.410.400.420.290.340.370.280.270.340.340.340.320.330.340.340.380.370.360.320.390.390.370.570.420.420.380.310.350.360.350.350.400.330.330.380.380.350.32
WBD0.160.150.150.140.210.170.250.210.130.260.130.160.330.240.250.140.150.270.420.230.240.170.370.341.000.380.160.220.170.200.250.370.190.380.230.310.280.200.230.340.340.380.290.300.360.350.370.300.270.330.250.290.330.300.360.450.390.370.320.390.400.360.300.410.470.420.420.360.360.410.460.330.390.400.470.410.320.330.300.390.300.36
T0.210.310.140.310.150.110.130.210.340.670.280.210.290.340.400.340.350.410.450.160.250.260.240.210.381.000.360.220.250.320.310.260.230.250.420.360.240.280.370.300.270.260.300.280.250.240.270.300.230.250.300.380.260.260.280.440.360.300.280.340.340.300.280.310.380.370.270.260.280.320.430.300.350.360.410.340.300.310.310.350.330.37
PEP0.260.560.200.580.220.160.140.290.590.400.430.310.280.350.460.650.650.490.230.240.270.300.130.100.160.361.000.260.340.470.420.180.420.130.720.350.290.540.660.250.180.120.250.250.150.190.140.270.290.230.400.400.260.270.190.370.270.180.260.180.190.220.380.160.270.200.180.210.220.160.320.300.280.250.290.240.310.310.330.270.380.35
TSCO0.300.200.280.220.250.300.290.250.220.210.320.420.260.270.200.250.250.170.230.290.380.440.180.280.220.220.261.000.460.270.270.190.400.270.220.270.310.310.280.300.350.230.430.320.230.230.230.450.410.230.300.280.350.350.410.280.290.330.350.300.300.390.300.330.290.310.280.290.280.320.320.390.380.340.310.320.420.420.520.380.520.45
ORLY0.270.270.250.310.190.290.190.200.270.280.360.390.240.290.280.300.330.250.190.260.350.750.160.180.170.250.340.461.000.340.300.180.390.200.310.290.300.370.340.270.310.190.610.320.190.240.190.370.330.260.370.370.310.330.350.300.270.280.320.280.260.380.300.260.290.270.240.290.280.270.320.350.310.310.320.280.430.440.440.430.470.56
MCD0.210.320.280.400.250.300.150.260.380.320.330.270.280.300.320.420.410.370.240.280.270.330.200.210.200.320.470.270.341.000.340.260.360.250.490.290.320.390.440.280.230.230.280.400.250.270.250.270.300.300.580.410.290.320.230.360.300.260.300.250.280.280.370.260.330.300.300.330.330.260.340.360.310.310.320.290.380.370.360.340.400.39
STZ0.180.270.220.320.250.220.220.270.300.270.280.250.270.290.360.330.330.380.250.310.300.280.260.270.250.310.420.270.300.341.000.290.320.280.450.370.290.410.390.310.270.290.310.300.310.320.320.280.300.350.370.400.300.310.280.340.360.270.310.320.330.300.390.290.330.310.340.330.330.310.330.360.340.360.350.340.380.380.340.380.370.38
LVS0.050.060.180.090.240.220.250.230.100.160.140.120.230.210.220.170.180.240.290.340.230.170.810.460.370.260.180.190.180.260.291.000.170.470.240.350.260.270.220.330.300.440.260.330.460.440.460.250.250.460.350.330.290.290.320.340.350.440.310.450.420.330.400.440.410.410.690.480.500.460.410.390.340.420.440.400.350.360.300.430.310.37
COST0.360.290.290.330.330.330.260.320.330.250.550.410.300.320.260.380.390.270.250.410.360.350.160.220.190.230.420.400.390.360.320.171.000.210.380.270.300.400.420.280.290.220.290.280.230.230.220.450.410.300.370.340.310.320.360.350.260.270.310.250.260.310.370.250.320.280.230.290.300.260.300.400.320.300.300.270.430.420.420.330.500.38
CZR0.070.040.230.070.280.280.360.240.080.160.130.160.290.270.190.100.090.200.320.350.240.180.490.610.380.250.130.270.200.250.280.470.211.000.180.270.290.270.190.350.380.470.330.370.460.430.470.280.350.430.310.330.340.330.340.360.390.360.340.420.430.380.350.400.430.410.600.470.460.430.370.370.390.400.400.440.370.370.380.420.360.36
KO0.220.480.180.530.190.170.110.240.540.440.370.280.250.310.480.600.620.540.290.200.260.290.180.120.230.420.720.220.310.490.450.240.380.181.000.400.280.510.600.290.210.180.260.280.200.270.200.280.270.300.410.440.260.270.210.370.330.250.270.250.260.250.410.240.320.270.240.270.280.240.380.330.310.320.350.300.340.340.310.330.350.40
ADM0.260.310.180.340.140.160.170.180.280.340.260.230.240.270.410.310.310.390.340.170.260.290.310.250.310.360.350.270.290.290.370.350.270.270.401.000.280.300.400.300.320.290.330.290.310.290.300.320.270.300.320.400.270.280.330.370.400.380.300.430.390.330.340.370.340.400.370.350.380.380.410.340.380.390.410.390.360.320.360.430.350.47
NVR0.120.180.240.220.240.280.270.250.240.200.220.240.260.270.230.260.240.250.240.310.280.290.240.290.280.240.290.310.300.320.290.260.300.290.280.281.000.320.310.310.300.300.300.320.320.290.300.310.450.320.360.330.720.730.370.320.350.330.720.350.320.380.350.350.310.350.330.350.350.340.340.370.460.360.340.460.340.350.460.400.460.39
MNST0.190.330.280.380.300.270.260.320.370.270.330.320.310.340.310.420.420.340.230.380.310.330.250.260.200.280.540.310.370.390.410.270.400.270.510.300.321.000.480.310.250.250.310.330.260.300.260.310.350.350.380.360.330.350.310.350.310.280.340.270.270.300.420.290.350.270.310.310.320.280.320.390.340.330.320.320.370.370.390.350.420.38
MDLZ0.300.600.210.600.240.200.160.310.540.390.390.310.310.360.420.590.590.470.290.260.280.330.160.170.230.370.660.280.340.440.390.220.420.190.600.400.310.481.000.280.230.180.280.270.210.250.190.280.310.280.410.420.320.340.250.400.330.230.310.250.240.270.390.220.300.250.250.250.270.230.340.340.330.310.320.300.330.340.350.340.390.37
HAS0.130.170.240.190.270.270.280.260.220.240.230.240.280.250.260.260.240.260.310.320.270.250.300.310.340.300.250.300.270.280.310.330.280.350.290.300.310.310.281.000.350.340.340.360.330.350.360.360.380.330.350.330.330.330.390.370.430.400.350.390.410.400.360.410.420.410.380.360.370.410.400.450.430.450.400.420.370.360.390.450.420.42
BBWI0.170.120.210.150.170.260.300.160.110.200.220.300.250.230.250.160.160.220.300.230.340.290.310.350.340.270.180.350.310.230.270.300.290.380.210.320.300.250.230.351.000.370.370.390.380.380.380.440.330.330.300.320.360.350.440.330.370.510.370.400.420.420.350.520.360.440.390.410.410.510.370.430.390.460.410.430.490.500.430.470.440.43
NCLH0.100.020.180.080.240.270.280.190.080.150.140.160.260.230.230.100.080.200.280.310.260.170.450.430.380.260.120.230.190.230.290.440.220.470.180.290.300.250.180.340.371.000.290.400.840.540.860.260.290.490.310.370.330.320.370.350.390.430.340.430.470.400.340.450.440.450.540.560.580.470.430.370.370.410.460.450.380.390.350.430.340.39
AAP0.210.210.220.230.180.240.230.170.200.280.260.390.280.230.260.210.220.260.310.240.370.610.240.280.290.300.250.430.610.280.310.260.290.330.260.330.300.310.280.340.370.291.000.370.270.290.280.440.360.260.320.360.350.350.420.340.400.350.370.400.350.450.320.360.340.390.320.320.310.370.370.370.390.430.380.390.410.420.470.480.460.58
DRI0.150.160.270.210.190.330.240.180.180.220.220.240.230.270.260.200.190.220.270.250.290.300.300.370.300.280.250.320.320.400.300.330.280.370.280.290.320.330.270.360.390.400.371.000.400.390.410.330.330.360.450.450.360.330.370.350.350.400.360.350.390.380.360.400.400.370.410.430.450.430.380.380.370.400.410.410.450.460.370.440.370.43
RCL0.080.040.170.090.250.270.260.210.090.150.140.150.270.260.220.130.100.190.260.330.240.170.450.410.360.250.150.230.190.250.310.460.230.460.200.310.320.260.210.330.380.840.270.401.000.540.850.250.290.510.330.360.350.330.360.360.370.430.350.440.470.400.340.440.440.450.540.590.600.470.440.370.360.410.460.440.390.380.350.420.340.38
EXPE0.080.080.190.140.260.310.310.250.110.170.160.140.270.270.220.150.140.240.270.390.240.220.430.400.350.240.190.230.240.270.320.440.230.430.270.290.290.300.250.350.380.540.290.390.541.000.550.270.320.660.360.360.330.320.340.370.390.410.330.410.430.400.400.400.480.420.530.550.570.440.420.390.360.420.460.430.390.390.360.430.350.36
CCL0.100.040.190.070.240.270.260.190.100.160.150.150.260.210.250.120.100.220.290.320.250.180.450.420.370.270.140.230.190.250.320.460.220.470.200.300.300.260.190.360.380.860.280.410.850.551.000.260.290.510.320.370.340.330.360.360.400.440.340.450.480.390.350.450.440.460.550.570.580.480.450.380.390.430.480.460.390.380.350.430.340.39
TGT0.320.230.250.220.240.270.300.230.230.270.440.540.260.260.250.250.260.230.310.270.490.350.230.290.300.300.270.450.370.270.280.250.450.280.280.320.310.310.280.360.440.260.440.330.250.270.261.000.410.250.310.320.330.330.510.330.370.420.340.350.360.400.350.420.330.370.310.300.300.420.350.430.410.450.370.370.460.480.480.430.510.45
POOL0.190.170.360.220.330.330.380.300.250.240.280.340.320.290.200.280.290.230.280.380.320.310.240.340.270.230.290.410.330.300.300.250.410.350.270.270.450.350.310.380.330.290.360.330.290.320.290.411.000.300.380.300.480.500.400.350.370.330.480.340.330.430.400.340.360.340.330.330.330.340.320.420.460.380.340.440.380.390.520.440.540.44
BKNG0.070.080.240.160.320.320.310.310.130.180.200.140.280.300.240.200.220.270.240.460.220.220.440.370.330.250.230.230.260.300.350.460.300.430.300.300.320.350.280.330.330.490.260.360.510.660.510.250.301.000.390.350.320.330.300.380.350.390.320.430.400.370.420.390.480.400.510.550.550.430.430.410.350.390.450.420.410.400.340.420.340.37
YUM0.170.250.350.330.270.340.240.290.330.270.290.280.280.320.280.370.360.320.260.320.310.350.290.280.250.300.400.300.370.580.370.350.370.310.410.320.360.380.410.350.300.310.320.450.330.360.320.310.380.391.000.390.360.390.310.370.320.330.370.330.350.370.430.330.390.350.390.410.400.350.380.430.350.390.390.370.450.450.400.420.420.45
SYY0.260.320.190.370.180.250.190.190.310.320.310.270.230.290.400.370.350.380.320.220.310.330.290.270.290.380.400.280.370.410.400.330.340.330.440.400.330.360.420.330.320.370.360.450.360.360.370.320.300.350.391.000.310.320.340.360.380.390.340.380.380.350.380.370.400.380.390.420.430.400.420.360.350.410.430.410.430.430.380.440.390.46
LEN0.150.180.260.200.260.300.300.250.230.220.200.260.310.270.230.250.240.240.280.310.290.300.290.340.330.260.260.350.310.290.300.290.310.340.260.270.720.330.320.330.360.330.350.360.350.330.340.330.480.320.360.311.000.880.400.360.400.380.850.410.390.430.370.390.350.400.370.380.370.400.360.400.520.380.380.530.380.380.510.440.510.44
DHI0.150.190.280.210.280.300.310.270.250.210.220.270.320.290.220.260.250.240.270.340.300.320.270.340.300.260.270.350.330.320.310.290.320.330.270.280.730.350.340.330.350.320.350.330.330.320.330.330.500.330.390.320.881.000.400.360.390.370.860.390.380.420.370.380.340.390.360.370.360.380.350.400.520.370.370.530.380.370.530.420.520.42
BBY0.250.160.230.150.250.260.370.250.160.220.300.360.260.260.230.190.200.210.360.300.380.330.330.340.360.280.190.410.350.230.280.320.360.340.210.330.370.310.250.390.440.370.420.370.360.340.360.510.400.300.310.340.400.401.000.340.420.480.430.430.440.470.380.510.370.440.380.370.360.500.380.450.480.510.390.440.470.470.530.480.530.47
CMCSA0.190.240.230.280.300.240.260.300.270.370.280.250.590.380.300.300.310.340.350.340.310.280.330.320.450.440.370.280.300.360.340.340.350.360.370.370.320.350.400.370.330.350.340.350.360.370.360.330.350.380.370.360.360.360.341.000.370.340.370.360.370.390.370.340.520.370.410.410.400.350.480.390.410.380.500.420.370.390.400.410.430.41
NWL0.210.210.180.210.210.190.250.220.270.300.220.260.290.250.320.290.270.330.400.280.300.260.340.330.390.360.270.290.270.300.360.350.260.390.330.400.350.310.330.430.370.390.400.350.370.390.400.370.370.350.320.380.400.390.420.371.000.410.410.450.440.430.400.480.380.440.410.370.370.480.460.410.530.510.470.540.370.400.430.480.440.46
RL0.160.100.200.130.180.250.270.180.130.220.210.280.230.220.250.170.190.230.320.270.330.280.420.340.370.300.180.330.280.260.270.440.270.360.250.380.330.280.230.400.510.430.350.400.430.410.440.420.330.390.330.390.380.370.480.340.411.000.410.500.480.430.410.660.400.500.460.450.460.720.450.520.440.620.470.470.490.490.410.490.430.47
PHM0.160.170.260.200.250.310.300.250.230.230.210.260.300.280.230.240.240.230.290.300.310.300.290.340.320.280.260.350.320.300.310.310.310.340.270.300.720.340.310.350.370.340.370.360.350.330.340.340.480.320.370.340.850.860.430.370.410.411.000.420.410.450.370.420.360.430.370.390.390.410.380.380.530.400.400.550.390.390.530.440.520.47
BWA0.170.120.190.130.210.230.260.230.130.220.190.220.250.260.270.160.180.280.370.280.290.280.440.380.390.340.180.300.280.250.320.450.250.420.250.430.350.270.250.390.400.430.400.350.440.410.450.350.340.430.330.380.410.390.430.360.450.500.421.000.620.480.380.480.410.620.490.480.480.540.460.390.490.490.490.540.400.400.430.560.390.53
GM0.150.110.190.120.230.240.240.190.130.240.200.200.260.250.270.170.180.250.370.260.290.250.400.370.400.340.190.300.260.280.330.420.260.430.260.390.320.270.240.410.420.470.350.390.470.430.480.360.330.400.350.380.390.380.440.370.440.480.410.621.000.490.380.490.460.780.470.480.470.520.460.410.480.470.490.530.440.420.440.540.420.47
KMX0.170.130.250.190.250.310.310.220.180.240.240.280.320.270.220.190.190.230.330.300.320.360.330.360.360.300.220.390.380.280.300.330.310.380.250.330.380.300.270.400.420.400.450.380.400.400.390.400.430.370.370.350.430.420.470.390.430.430.450.480.491.000.360.430.430.510.420.440.430.460.410.410.470.460.430.480.440.420.500.520.480.50
EL0.140.230.260.310.300.260.310.300.350.240.270.290.290.300.310.420.420.340.270.380.310.290.370.320.300.280.380.300.300.370.390.400.370.350.410.340.350.420.390.360.350.340.320.360.340.400.350.350.400.420.430.380.370.370.380.370.400.410.370.380.380.361.000.440.420.360.420.400.420.440.380.500.410.470.420.410.420.430.420.410.430.43
TPR0.130.070.210.140.210.220.290.210.110.210.200.250.240.240.250.160.170.250.330.260.320.250.420.390.410.310.160.330.260.260.290.440.250.400.240.370.350.290.220.410.520.450.360.400.440.400.450.420.340.390.330.370.390.380.510.340.480.660.420.480.490.430.441.000.410.500.480.450.460.670.450.510.460.600.480.510.500.510.430.510.430.47
DIS0.140.140.230.190.320.320.280.290.200.290.260.220.370.300.270.230.240.290.320.380.300.270.390.390.470.380.270.290.290.330.330.410.320.430.320.340.310.350.300.420.360.440.340.400.440.480.440.330.360.480.390.400.350.340.370.520.380.400.360.410.460.430.420.411.000.460.480.480.500.430.470.460.390.430.490.420.440.430.390.470.410.41
F0.170.130.190.130.220.230.240.190.150.250.220.210.260.240.300.170.180.280.410.260.290.280.400.370.420.370.200.310.270.300.310.410.280.410.270.400.350.270.250.410.440.450.390.370.450.420.460.370.340.400.350.380.400.390.440.370.440.500.430.620.780.510.360.500.461.000.470.450.470.510.460.410.490.480.480.520.450.430.440.550.420.51
MGM0.100.070.220.110.290.290.320.260.110.180.160.170.290.300.230.160.150.240.330.370.280.230.690.570.420.270.180.280.240.300.340.690.230.600.240.370.330.310.250.380.390.540.320.410.540.530.550.310.330.510.390.390.370.360.380.410.410.460.370.490.470.420.420.480.480.471.000.570.590.510.430.420.420.460.470.490.430.430.390.480.390.42
HLT0.090.080.250.130.260.330.290.260.140.170.180.180.290.300.230.200.190.240.280.350.270.280.450.420.360.260.210.290.290.330.330.480.290.470.270.350.350.310.250.360.410.560.320.430.590.550.570.300.330.550.410.420.380.370.370.410.370.450.390.480.480.440.400.450.480.450.571.000.830.480.470.420.410.430.460.470.460.450.400.510.390.47
MAR0.110.110.220.160.260.320.260.250.150.180.190.180.270.290.240.200.200.250.290.350.260.280.470.420.360.280.220.280.280.330.330.500.300.460.280.380.350.320.270.370.410.580.310.450.600.570.580.300.330.550.400.430.370.360.360.400.370.460.390.480.470.430.420.460.500.470.590.831.000.470.490.420.410.450.490.470.450.460.400.510.400.48
PVH0.140.080.210.110.190.230.270.190.120.200.220.270.250.210.260.160.160.270.340.270.360.270.450.380.410.320.160.320.270.260.310.460.260.430.240.380.340.280.230.410.510.470.370.430.470.440.480.420.340.430.350.400.400.380.500.350.480.720.410.540.520.460.440.670.430.510.510.480.471.000.460.530.460.650.500.530.520.530.430.550.420.49
OMC0.210.260.200.260.240.200.210.270.280.350.280.240.300.260.360.310.300.370.390.260.310.310.370.310.460.430.320.320.320.340.330.410.300.370.380.410.340.320.340.400.370.430.370.380.440.420.450.350.320.430.380.420.360.350.380.480.460.450.380.460.460.410.380.450.470.460.430.470.490.461.000.410.480.450.790.470.440.420.400.490.410.52
NKE0.170.180.280.200.340.340.340.320.240.240.270.310.330.300.260.280.290.270.310.410.330.330.350.350.330.300.300.390.350.360.360.390.400.370.330.340.370.390.340.450.430.370.370.380.370.390.380.430.420.410.430.360.400.400.450.390.410.520.380.390.410.410.500.510.460.410.420.420.420.530.411.000.430.590.420.420.480.480.470.470.500.45
WHR0.210.230.230.210.280.270.300.270.290.280.260.300.340.270.300.290.280.310.390.280.310.300.320.360.390.350.280.380.310.310.340.340.320.390.310.380.460.340.330.430.390.370.390.370.360.360.390.410.460.350.350.350.520.520.480.410.530.440.530.490.480.470.410.460.390.490.420.410.410.460.480.431.000.500.480.600.400.390.520.500.520.49
VFC0.170.160.210.190.210.240.300.210.200.280.260.320.280.250.270.220.240.290.370.310.340.300.390.350.400.360.250.340.310.310.360.420.300.400.320.390.360.330.310.450.460.410.430.400.410.420.430.450.380.390.390.410.380.370.510.380.510.620.400.490.470.460.470.600.430.480.460.430.450.650.450.590.501.000.470.520.490.500.450.510.460.50
IPG0.180.210.220.220.250.220.250.270.230.330.240.240.320.270.350.270.280.350.400.280.320.320.410.350.470.410.290.310.320.320.350.440.300.400.350.410.340.320.320.400.410.460.380.410.460.460.480.370.340.450.390.430.380.370.390.500.470.470.400.490.490.430.420.480.490.480.470.460.490.500.790.420.480.471.000.500.440.440.410.510.410.52
MHK0.140.130.260.170.250.230.290.250.190.250.210.240.330.280.300.240.200.310.370.300.310.270.390.400.410.340.240.320.280.290.340.400.270.440.300.390.460.320.300.420.430.450.390.410.440.430.460.370.440.420.370.410.530.530.440.420.540.470.550.540.530.480.410.510.420.520.490.470.470.530.470.420.600.520.501.000.430.430.510.530.510.50
TJX0.220.200.270.240.250.310.260.240.240.270.340.370.280.320.310.280.270.310.300.310.410.400.320.330.320.300.310.420.430.380.380.350.430.370.340.360.340.370.330.370.490.380.410.450.390.390.390.460.380.410.450.430.380.380.470.370.370.490.390.400.440.440.420.500.440.450.430.460.450.520.440.480.400.490.440.431.000.770.510.520.520.54
ROST0.220.190.260.240.250.310.280.250.240.270.340.410.280.310.280.280.280.280.290.320.440.400.320.330.330.310.310.420.440.370.380.360.420.370.340.320.350.370.340.360.500.390.420.460.380.390.380.480.390.400.450.430.380.370.470.390.400.490.390.400.420.420.430.510.430.430.430.450.460.530.420.480.390.500.440.430.771.000.500.510.520.52
LOW0.240.230.300.250.300.320.340.300.270.280.340.420.350.320.290.300.300.280.350.360.400.450.290.380.300.310.330.520.440.360.340.300.420.380.310.360.460.390.350.390.430.350.470.370.350.360.350.480.520.340.400.380.510.530.530.400.430.410.530.430.440.500.420.430.390.440.390.400.400.430.400.470.520.450.410.510.510.501.000.500.800.54
LKQ0.190.180.240.230.240.270.270.240.210.260.260.310.290.290.290.260.250.310.360.310.380.430.390.380.390.350.270.380.430.340.380.430.330.420.330.430.400.350.340.450.470.430.480.440.420.430.430.430.440.420.420.440.440.420.480.410.480.490.440.560.540.520.410.510.470.550.480.510.510.550.490.470.500.510.510.530.520.510.501.000.510.65
HD0.260.250.330.270.310.330.320.310.310.310.390.440.360.340.290.350.350.290.340.390.420.460.290.350.300.330.380.520.470.400.370.310.500.360.350.350.460.420.390.420.440.340.460.370.340.350.340.510.540.340.420.390.510.520.530.430.440.430.520.390.420.480.430.430.410.420.390.390.400.420.410.500.520.460.410.510.520.520.800.511.000.54
GPC0.240.260.240.300.210.260.240.230.300.340.310.360.270.310.380.340.350.350.380.250.370.560.330.320.360.370.350.450.560.390.380.370.380.360.400.470.390.380.370.420.430.390.580.430.380.360.390.450.440.370.450.460.440.420.470.410.460.470.470.530.470.500.430.470.410.510.420.470.480.490.520.450.490.500.520.500.540.520.540.650.541.00
The correlation results are calculated based on daily price changes starting from Apr 17, 2015