Henry the Best
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Henry the Best
Last updated Nov 14, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAL American Airlines Group Inc. | Industrials | 3.33% |
AMBC Ambac Financial Group, Inc. | Financial Services | 3.33% |
ARCH Arch Resources, Inc. | Energy | 3.33% |
ARCT Arcturus Therapeutics Holdings Inc. | Healthcare | 3.33% |
ASC Ardmore Shipping Corporation | Industrials | 3.33% |
AVVIY Aviva plc | Financial Services | 3.33% |
BLBD Blue Bird Corporation | Consumer Cyclical | 3.33% |
BWAY BrainsWay Ltd. | Healthcare | 3.33% |
CCL Carnival Corporation & Plc | Consumer Cyclical | 3.33% |
CLS Celestica Inc. | Technology | 3.33% |
CNC Centene Corporation | Healthcare | 3.33% |
EPRT Essential Properties Realty Trust, Inc. | Real Estate | 3.33% |
EZPW EZCORP, Inc. | Financial Services | 3.33% |
GBDC Golub Capital BDC, Inc. | Financial Services | 3.33% |
GOGL Golden Ocean Group Limited | Industrials | 3.33% |
GSL Global Ship Lease, Inc. | Industrials | 3.33% |
IMBBY Imperial Brands PLC | Consumer Defensive | 3.33% |
MFG Mizuho Financial Group, Inc. | Financial Services | 3.33% |
NKTX Nkarta, Inc. | Healthcare | 3.33% |
OSIS OSI Systems, Inc. | Technology | 3.33% |
PTVE | 3.33% | |
RCMT | 3.33% | |
STNE | 3.33% | |
STRL | 3.33% | |
SURG | 3.33% | |
TIMB | 3.33% | |
TKC | 3.33% | |
TPG | 3.33% | |
VTSI | 3.33% | |
WFRD | 3.33% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Henry the Best, 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
Henry the Best
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jul 10, 2020, corresponding to the inception date of NKTX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Henry the Best | 12.80% | 2.26% | -2.10% | 42.66% | N/A | N/A |
| Portfolio components: | ||||||
MFG Mizuho Financial Group, Inc. | 33.72% | 6.35% | 9.18% | 34.11% | 12.07% | 6.65% |
SURG | -73.49% | -8.06% | -60.14% | -70.10% | N/A | N/A |
VTSI | -13.73% | 28.46% | -29.02% | 48.55% | N/A | N/A |
AVVIY Aviva plc | 13.06% | -8.47% | -4.12% | 22.20% | 6.92% | 2.19% |
NKTX Nkarta, Inc. | -55.91% | -26.14% | -57.70% | 26.52% | N/A | N/A |
STNE | -41.87% | -6.68% | -30.06% | -18.44% | N/A | N/A |
TPG | 57.05% | 9.10% | 54.07% | 105.44% | N/A | N/A |
TKC | 40.33% | 8.35% | 7.66% | 46.93% | N/A | N/A |
BWAY BrainsWay Ltd. | 39.51% | -3.73% | 66.79% | 131.79% | 0.20% | N/A |
AMBC Ambac Financial Group, Inc. | -21.78% | 11.12% | -28.63% | -13.95% | -8.75% | -6.96% |
AAL American Airlines Group Inc. | 1.97% | 18.03% | -6.22% | 14.37% | -13.43% | -10.35% |
BLBD Blue Bird Corporation | 53.82% | -7.74% | -21.73% | 122.00% | 15.44% | 15.73% |
CLS Celestica Inc. | 180.23% | 29.91% | 57.61% | 205.25% | 60.05% | 22.32% |
GBDC Golub Capital BDC, Inc. | 11.05% | 1.39% | -2.63% | 15.89% | 7.51% | 7.88% |
IMBBY Imperial Brands PLC | 34.88% | 0.94% | 21.11% | 41.74% | 15.41% | 3.05% |
TIMB | -19.82% | -7.17% | -13.88% | -14.89% | N/A | N/A |
RCMT | -18.39% | 13.45% | 5.66% | -3.30% | N/A | N/A |
CNC Centene Corporation | -21.79% | -20.38% | -25.68% | -20.74% | 0.17% | 9.18% |
GOGL Golden Ocean Group Limited | 28.83% | -0.43% | -16.66% | 65.48% | 30.24% | -3.87% |
GSL Global Ship Lease, Inc. | 29.49% | -1.65% | 1.33% | 46.85% | 32.06% | 1.00% |
ASC Ardmore Shipping Corporation | -11.19% | -30.94% | -44.59% | -5.28% | 10.85% | 3.11% |
ARCH Arch Resources, Inc. | 1.16% | 13.01% | 5.00% | 9.41% | 23.33% | N/A |
STRL | 112.27% | 16.90% | 37.70% | 178.58% | N/A | N/A |
CCL Carnival Corporation & Plc | 32.42% | 21.47% | 65.21% | 76.75% | -10.98% | -3.55% |
EZPW EZCORP, Inc. | 35.58% | 5.24% | 16.06% | 39.08% | 18.06% | 0.78% |
ARCT Arcturus Therapeutics Holdings Inc. | -39.17% | -8.32% | -33.90% | -1.13% | N/A | N/A |
PTVE | -8.96% | 1.16% | -8.58% | 11.82% | N/A | N/A |
OSIS OSI Systems, Inc. | 18.44% | 2.28% | 9.22% | 28.72% | 9.40% | 8.28% |
WFRD | -12.41% | -8.20% | -31.50% | -13.09% | N/A | N/A |
EPRT Essential Properties Realty Trust, Inc. | 33.29% | 0.09% | 22.36% | 47.90% | 9.20% | N/A |
Monthly Returns
The table below presents the monthly returns of Henry the Best, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.45% | 7.34% | -1.27% | -1.87% | 7.30% | -5.07% | 2.93% | -3.74% | 1.46% | -2.93% | 12.80% | ||
| 2023 | 8.23% | 0.56% | -4.72% | 3.40% | 3.80% | 6.26% | 7.59% | -1.20% | -1.93% | -3.60% | 19.80% | 17.29% | 67.00% |
| 2022 | -3.74% | 2.47% | 6.00% | -0.76% | 3.42% | -11.43% | 8.90% | -0.32% | -9.50% | 15.31% | 5.81% | -3.58% | 9.83% |
Expense Ratio
Henry the Best 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 Henry the Best is 33, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MFG Mizuho Financial Group, Inc. | 1.10 | 1.61 | 1.21 | 1.69 | 4.85 |
SURG | -0.78 | -1.17 | 0.86 | -0.83 | -1.22 |
VTSI | 0.57 | 1.49 | 1.19 | 0.74 | 1.16 |
AVVIY Aviva plc | 1.24 | 1.78 | 1.21 | 1.71 | 5.86 |
NKTX Nkarta, Inc. | 0.21 | 1.42 | 1.16 | 0.30 | 0.52 |
STNE | -0.47 | -0.43 | 0.95 | -0.42 | -0.75 |
TPG | 3.34 | 3.90 | 1.54 | 6.69 | 17.69 |
TKC | 1.48 | 2.08 | 1.25 | 1.82 | 4.44 |
BWAY BrainsWay Ltd. | 2.03 | 2.68 | 1.31 | 2.64 | 8.06 |
AMBC Ambac Financial Group, Inc. | -0.33 | -0.19 | 0.97 | -0.32 | -0.57 |
AAL American Airlines Group Inc. | 0.35 | 0.79 | 1.10 | 0.27 | 0.70 |
BLBD Blue Bird Corporation | 2.39 | 3.22 | 1.38 | 3.37 | 9.52 |
CLS Celestica Inc. | 3.80 | 3.78 | 1.50 | 5.84 | 18.12 |
GBDC Golub Capital BDC, Inc. | 1.17 | 1.71 | 1.21 | 1.00 | 2.37 |
IMBBY Imperial Brands PLC | 2.35 | 3.24 | 1.44 | 3.55 | 10.41 |
TIMB | -0.57 | -0.65 | 0.92 | -0.64 | -1.27 |
RCMT | -0.08 | 0.20 | 1.03 | -0.08 | -0.11 |
CNC Centene Corporation | -0.70 | -0.83 | 0.89 | -0.51 | -1.96 |
GOGL Golden Ocean Group Limited | 1.78 | 2.46 | 1.30 | 1.45 | 4.75 |
GSL Global Ship Lease, Inc. | 1.65 | 2.20 | 1.29 | 1.44 | 4.62 |
ASC Ardmore Shipping Corporation | -0.15 | 0.03 | 1.00 | -0.11 | -0.35 |
ARCH Arch Resources, Inc. | 0.25 | 0.65 | 1.08 | 0.27 | 0.55 |
STRL | 3.42 | 3.77 | 1.50 | 7.21 | 17.10 |
CCL Carnival Corporation & Plc | 1.79 | 2.46 | 1.30 | 1.90 | 5.26 |
EZPW EZCORP, Inc. | 1.37 | 2.23 | 1.25 | 1.66 | 5.59 |
ARCT Arcturus Therapeutics Holdings Inc. | -0.02 | 0.54 | 1.06 | -0.02 | -0.03 |
PTVE | 0.28 | 0.63 | 1.10 | 0.30 | 0.66 |
OSIS OSI Systems, Inc. | 0.99 | 1.56 | 1.19 | 1.84 | 5.66 |
WFRD | -0.31 | -0.16 | 0.98 | -0.31 | -0.73 |
EPRT Essential Properties Realty Trust, Inc. | 2.49 | 3.23 | 1.41 | 4.90 | 13.22 |
Henry the Best
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Henry the Best provided a 2.45% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.45% | 2.44% | 4.06% | 2.24% | 1.63% | 1.88% | 1.84% | 1.66% | 1.03% | 2.57% | 2.29% | 0.94% |
| Portfolio components: | ||||||||||||
MFG Mizuho Financial Group, Inc. | 1.56% | 3.73% | 4.34% | 5.45% | 5.52% | 4.47% | 4.50% | 3.69% | 3.77% | 3.10% | 3.71% | 2.75% |
SURG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVVIY Aviva plc | 7.49% | 7.01% | 29.68% | 5.31% | 8.59% | 6.98% | 8.02% | 4.42% | 5.03% | 3.81% | 3.44% | 2.94% |
NKTX Nkarta, 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% |
STNE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TPG | 3.23% | 3.24% | 3.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TKC | 1.41% | 1.98% | 1.73% | 9.58% | 2.19% | 4.28% | 8.58% | 9.20% | 0.00% | 20.22% | 0.00% | 0.00% |
BWAY BrainsWay Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMBC Ambac Financial Group, 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% |
AAL American Airlines Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.39% | 1.25% | 0.77% | 0.86% | 0.94% | 0.37% | 0.00% |
BLBD Blue Bird Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CLS Celestica 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% |
GBDC Golub Capital BDC, Inc. | 11.98% | 10.00% | 9.35% | 7.58% | 8.37% | 6.99% | 8.49% | 7.47% | 8.32% | 7.70% | 7.14% | 6.70% |
IMBBY Imperial Brands PLC | 6.25% | 7.61% | 7.03% | 8.61% | 9.98% | 10.46% | 7.98% | 4.86% | 4.77% | 5.37% | 4.45% | 4.47% |
TIMB | 7.91% | 5.01% | 4.84% | 3.43% | 3.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCMT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 16.00% | 0.00% | 18.18% | 28.57% | 0.00% |
CNC Centene Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOGL Golden Ocean Group Limited | 8.55% | 5.12% | 27.04% | 17.20% | 1.08% | 5.60% | 7.32% | 0.00% | 0.00% | 0.00% | 15.34% | 8.47% |
GSL Global Ship Lease, Inc. | 6.45% | 7.57% | 8.26% | 3.27% | 0.00% | 6.19% | 0.00% | 0.00% | 0.00% | 10.80% | 0.00% | 0.00% |
ASC Ardmore Shipping Corporation | 8.88% | 8.16% | 0.00% | 0.00% | 1.53% | 0.00% | 0.00% | 0.00% | 5.41% | 4.80% | 3.34% | 0.42% |
ARCH Arch Resources, Inc. | 2.51% | 6.42% | 17.59% | 0.27% | 1.14% | 2.51% | 1.93% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% |
STRL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
EZPW EZCORP, 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% |
ARCT Arcturus Therapeutics Holdings 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% |
PTVE | 3.28% | 2.92% | 3.52% | 3.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OSIS OSI Systems, 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% |
WFRD | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPRT Essential Properties Realty Trust, Inc. | 3.48% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Henry the Best
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Henry the Best. 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 Henry the Best was 17.13%, occurring on Sep 26, 2022. Recovery took 31 trading sessions.
The current Henry the Best drawdown is 2.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.13% | Aug 16, 2022 | 29 | Sep 26, 2022 | 31 | Nov 8, 2022 | 60 |
| -16.2% | Jun 8, 2022 | 25 | Jul 14, 2022 | 22 | Aug 15, 2022 | 47 |
| -12.45% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -12.02% | Feb 16, 2023 | 24 | Mar 22, 2023 | 40 | May 18, 2023 | 64 |
| -10.45% | May 5, 2022 | 5 | May 11, 2022 | 12 | May 27, 2022 | 17 |
Volatility
Volatility Chart
The current Henry the Best volatility is 5.26%, 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.
Henry the Best
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.
| TKC | BWAY | VTSI | SURG | CNC | TIMB | ASC | ARCH | RCMT | WFRD | IMBBY | NKTX | AVVIY | EZPW | MFG | GOGL | AMBC | PTVE | ARCT | BLBD | GSL | GBDC | EPRT | OSIS | STNE | CLS | STRL | AAL | CCL | TPG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TKC | 1.00 | 0.03 | 0.05 | 0.01 | 0.08 | 0.15 | 0.08 | 0.12 | 0.08 | 0.00 | 0.13 | 0.11 | 0.12 | 0.10 | 0.16 | 0.10 | 0.10 | 0.09 | 0.08 | 0.13 | 0.13 | 0.09 | 0.12 | 0.07 | 0.15 | 0.15 | 0.08 | 0.17 | 0.14 | 0.17 |
| BWAY | 0.03 | 1.00 | 0.13 | 0.08 | 0.09 | 0.07 | 0.04 | 0.10 | 0.12 | 0.06 | 0.06 | 0.20 | 0.07 | 0.03 | 0.02 | 0.12 | 0.09 | 0.12 | 0.18 | 0.11 | 0.10 | 0.12 | 0.14 | 0.10 | 0.15 | 0.16 | 0.09 | 0.10 | 0.19 | 0.18 |
| VTSI | 0.05 | 0.13 | 1.00 | 0.12 | 0.07 | 0.03 | 0.06 | 0.09 | 0.13 | 0.15 | 0.03 | 0.11 | 0.15 | 0.11 | 0.09 | 0.02 | 0.19 | 0.16 | 0.13 | 0.19 | 0.09 | 0.12 | 0.17 | 0.16 | 0.16 | 0.17 | 0.18 | 0.20 | 0.19 | 0.20 |
| SURG | 0.01 | 0.08 | 0.12 | 1.00 | 0.02 | 0.11 | 0.14 | 0.15 | 0.14 | 0.13 | 0.11 | 0.15 | 0.08 | 0.10 | 0.14 | 0.12 | 0.10 | 0.12 | 0.20 | 0.16 | 0.18 | 0.12 | 0.15 | 0.15 | 0.16 | 0.18 | 0.17 | 0.14 | 0.17 | 0.20 |
| CNC | 0.08 | 0.09 | 0.07 | 0.02 | 1.00 | 0.12 | 0.05 | 0.14 | 0.10 | 0.14 | 0.27 | 0.13 | 0.14 | 0.18 | 0.17 | 0.11 | 0.15 | 0.17 | 0.16 | 0.07 | 0.08 | 0.17 | 0.29 | 0.21 | 0.15 | 0.12 | 0.17 | 0.16 | 0.10 | 0.16 |
| TIMB | 0.15 | 0.07 | 0.03 | 0.11 | 0.12 | 1.00 | 0.13 | 0.12 | 0.14 | 0.17 | 0.20 | 0.13 | 0.23 | 0.14 | 0.13 | 0.16 | 0.21 | 0.17 | 0.20 | 0.17 | 0.13 | 0.21 | 0.26 | 0.14 | 0.32 | 0.16 | 0.16 | 0.18 | 0.15 | 0.26 |
| ASC | 0.08 | 0.04 | 0.06 | 0.14 | 0.05 | 0.13 | 1.00 | 0.33 | 0.18 | 0.33 | 0.19 | 0.09 | 0.13 | 0.10 | 0.14 | 0.41 | 0.20 | 0.18 | 0.13 | 0.17 | 0.40 | 0.18 | 0.11 | 0.18 | 0.13 | 0.21 | 0.21 | 0.15 | 0.19 | 0.18 |
| ARCH | 0.12 | 0.10 | 0.09 | 0.15 | 0.14 | 0.12 | 0.33 | 1.00 | 0.19 | 0.31 | 0.18 | 0.13 | 0.16 | 0.14 | 0.23 | 0.35 | 0.19 | 0.25 | 0.12 | 0.16 | 0.33 | 0.22 | 0.17 | 0.21 | 0.15 | 0.25 | 0.25 | 0.17 | 0.21 | 0.24 |
| RCMT | 0.08 | 0.12 | 0.13 | 0.14 | 0.10 | 0.14 | 0.18 | 0.19 | 1.00 | 0.22 | 0.16 | 0.25 | 0.14 | 0.17 | 0.15 | 0.20 | 0.23 | 0.21 | 0.26 | 0.22 | 0.23 | 0.21 | 0.23 | 0.26 | 0.25 | 0.26 | 0.28 | 0.20 | 0.25 | 0.22 |
| WFRD | 0.00 | 0.06 | 0.15 | 0.13 | 0.14 | 0.17 | 0.33 | 0.31 | 0.22 | 1.00 | 0.15 | 0.12 | 0.16 | 0.17 | 0.21 | 0.31 | 0.22 | 0.23 | 0.12 | 0.19 | 0.30 | 0.24 | 0.19 | 0.25 | 0.19 | 0.29 | 0.29 | 0.17 | 0.20 | 0.25 |
| IMBBY | 0.13 | 0.06 | 0.03 | 0.11 | 0.27 | 0.20 | 0.19 | 0.18 | 0.16 | 0.15 | 1.00 | 0.18 | 0.39 | 0.21 | 0.25 | 0.20 | 0.17 | 0.25 | 0.16 | 0.15 | 0.22 | 0.22 | 0.32 | 0.25 | 0.18 | 0.21 | 0.21 | 0.31 | 0.22 | 0.24 |
| NKTX | 0.11 | 0.20 | 0.11 | 0.15 | 0.13 | 0.13 | 0.09 | 0.13 | 0.25 | 0.12 | 0.18 | 1.00 | 0.09 | 0.12 | 0.14 | 0.09 | 0.19 | 0.21 | 0.44 | 0.26 | 0.17 | 0.19 | 0.26 | 0.23 | 0.33 | 0.23 | 0.27 | 0.31 | 0.33 | 0.35 |
| AVVIY | 0.12 | 0.07 | 0.15 | 0.08 | 0.14 | 0.23 | 0.13 | 0.16 | 0.14 | 0.16 | 0.39 | 0.09 | 1.00 | 0.19 | 0.29 | 0.21 | 0.18 | 0.22 | 0.13 | 0.25 | 0.24 | 0.29 | 0.27 | 0.20 | 0.22 | 0.22 | 0.22 | 0.28 | 0.26 | 0.31 |
| EZPW | 0.10 | 0.03 | 0.11 | 0.10 | 0.18 | 0.14 | 0.10 | 0.14 | 0.17 | 0.17 | 0.21 | 0.12 | 0.19 | 1.00 | 0.19 | 0.14 | 0.29 | 0.34 | 0.19 | 0.28 | 0.22 | 0.24 | 0.26 | 0.28 | 0.27 | 0.22 | 0.28 | 0.30 | 0.29 | 0.30 |
| MFG | 0.16 | 0.02 | 0.09 | 0.14 | 0.17 | 0.13 | 0.14 | 0.23 | 0.15 | 0.21 | 0.25 | 0.14 | 0.29 | 0.19 | 1.00 | 0.23 | 0.24 | 0.20 | 0.20 | 0.20 | 0.24 | 0.23 | 0.19 | 0.22 | 0.24 | 0.26 | 0.24 | 0.30 | 0.31 | 0.25 |
| GOGL | 0.10 | 0.12 | 0.02 | 0.12 | 0.11 | 0.16 | 0.41 | 0.35 | 0.20 | 0.31 | 0.20 | 0.09 | 0.21 | 0.14 | 0.23 | 1.00 | 0.23 | 0.22 | 0.17 | 0.19 | 0.53 | 0.27 | 0.15 | 0.23 | 0.21 | 0.32 | 0.26 | 0.20 | 0.23 | 0.25 |
| AMBC | 0.10 | 0.09 | 0.19 | 0.10 | 0.15 | 0.21 | 0.20 | 0.19 | 0.23 | 0.22 | 0.17 | 0.19 | 0.18 | 0.29 | 0.24 | 0.23 | 1.00 | 0.30 | 0.24 | 0.25 | 0.23 | 0.26 | 0.30 | 0.28 | 0.29 | 0.23 | 0.33 | 0.32 | 0.32 | 0.27 |
| PTVE | 0.09 | 0.12 | 0.16 | 0.12 | 0.17 | 0.17 | 0.18 | 0.25 | 0.21 | 0.23 | 0.25 | 0.21 | 0.22 | 0.34 | 0.20 | 0.22 | 0.30 | 1.00 | 0.22 | 0.25 | 0.23 | 0.29 | 0.35 | 0.36 | 0.19 | 0.23 | 0.30 | 0.32 | 0.26 | 0.33 |
| ARCT | 0.08 | 0.18 | 0.13 | 0.20 | 0.16 | 0.20 | 0.13 | 0.12 | 0.26 | 0.12 | 0.16 | 0.44 | 0.13 | 0.19 | 0.20 | 0.17 | 0.24 | 0.22 | 1.00 | 0.29 | 0.24 | 0.26 | 0.32 | 0.30 | 0.41 | 0.28 | 0.30 | 0.36 | 0.38 | 0.38 |
| BLBD | 0.13 | 0.11 | 0.19 | 0.16 | 0.07 | 0.17 | 0.17 | 0.16 | 0.22 | 0.19 | 0.15 | 0.26 | 0.25 | 0.28 | 0.20 | 0.19 | 0.25 | 0.25 | 0.29 | 1.00 | 0.25 | 0.25 | 0.26 | 0.33 | 0.35 | 0.36 | 0.41 | 0.36 | 0.37 | 0.38 |
| GSL | 0.13 | 0.10 | 0.09 | 0.18 | 0.08 | 0.13 | 0.40 | 0.33 | 0.23 | 0.30 | 0.22 | 0.17 | 0.24 | 0.22 | 0.24 | 0.53 | 0.23 | 0.23 | 0.24 | 0.25 | 1.00 | 0.35 | 0.20 | 0.23 | 0.27 | 0.36 | 0.28 | 0.27 | 0.31 | 0.34 |
| GBDC | 0.09 | 0.12 | 0.12 | 0.12 | 0.17 | 0.21 | 0.18 | 0.22 | 0.21 | 0.24 | 0.22 | 0.19 | 0.29 | 0.24 | 0.23 | 0.27 | 0.26 | 0.29 | 0.26 | 0.25 | 0.35 | 1.00 | 0.37 | 0.32 | 0.27 | 0.32 | 0.31 | 0.40 | 0.33 | 0.43 |
| EPRT | 0.12 | 0.14 | 0.17 | 0.15 | 0.29 | 0.26 | 0.11 | 0.17 | 0.23 | 0.19 | 0.32 | 0.26 | 0.27 | 0.26 | 0.19 | 0.15 | 0.30 | 0.35 | 0.32 | 0.26 | 0.20 | 0.37 | 1.00 | 0.44 | 0.29 | 0.28 | 0.35 | 0.36 | 0.36 | 0.37 |
| OSIS | 0.07 | 0.10 | 0.16 | 0.15 | 0.21 | 0.14 | 0.18 | 0.21 | 0.26 | 0.25 | 0.25 | 0.23 | 0.20 | 0.28 | 0.22 | 0.23 | 0.28 | 0.36 | 0.30 | 0.33 | 0.23 | 0.32 | 0.44 | 1.00 | 0.30 | 0.37 | 0.46 | 0.33 | 0.32 | 0.39 |
| STNE | 0.15 | 0.15 | 0.16 | 0.16 | 0.15 | 0.32 | 0.13 | 0.15 | 0.25 | 0.19 | 0.18 | 0.33 | 0.22 | 0.27 | 0.24 | 0.21 | 0.29 | 0.19 | 0.41 | 0.35 | 0.27 | 0.27 | 0.29 | 0.30 | 1.00 | 0.34 | 0.32 | 0.40 | 0.46 | 0.45 |
| CLS | 0.15 | 0.16 | 0.17 | 0.18 | 0.12 | 0.16 | 0.21 | 0.25 | 0.26 | 0.29 | 0.21 | 0.23 | 0.22 | 0.22 | 0.26 | 0.32 | 0.23 | 0.23 | 0.28 | 0.36 | 0.36 | 0.32 | 0.28 | 0.37 | 0.34 | 1.00 | 0.42 | 0.37 | 0.42 | 0.44 |
| STRL | 0.08 | 0.09 | 0.18 | 0.17 | 0.17 | 0.16 | 0.21 | 0.25 | 0.28 | 0.29 | 0.21 | 0.27 | 0.22 | 0.28 | 0.24 | 0.26 | 0.33 | 0.30 | 0.30 | 0.41 | 0.28 | 0.31 | 0.35 | 0.46 | 0.32 | 0.42 | 1.00 | 0.37 | 0.39 | 0.41 |
| AAL | 0.17 | 0.10 | 0.20 | 0.14 | 0.16 | 0.18 | 0.15 | 0.17 | 0.20 | 0.17 | 0.31 | 0.31 | 0.28 | 0.30 | 0.30 | 0.20 | 0.32 | 0.32 | 0.36 | 0.36 | 0.27 | 0.40 | 0.36 | 0.33 | 0.40 | 0.37 | 0.37 | 1.00 | 0.67 | 0.49 |
| CCL | 0.14 | 0.19 | 0.19 | 0.17 | 0.10 | 0.15 | 0.19 | 0.21 | 0.25 | 0.20 | 0.22 | 0.33 | 0.26 | 0.29 | 0.31 | 0.23 | 0.32 | 0.26 | 0.38 | 0.37 | 0.31 | 0.33 | 0.36 | 0.32 | 0.46 | 0.42 | 0.39 | 0.67 | 1.00 | 0.47 |
| TPG | 0.17 | 0.18 | 0.20 | 0.20 | 0.16 | 0.26 | 0.18 | 0.24 | 0.22 | 0.25 | 0.24 | 0.35 | 0.31 | 0.30 | 0.25 | 0.25 | 0.27 | 0.33 | 0.38 | 0.38 | 0.34 | 0.43 | 0.37 | 0.39 | 0.45 | 0.44 | 0.41 | 0.49 | 0.47 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jan 14, 2022