Phyllis Seifert NQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Phyllis Seifert NQ
Currency in USD · Last updated May 23, 2025
Asset Allocation
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Aug 30, 2022, corresponding to the inception date of SPYI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| Phyllis Seifert NQ | 7.82% | 9.28% | 1.78% | 18.49% | N/A | N/A |
| Portfolio components: | ||||||
AEP American Electric Power Company, Inc. | 12.40% | -5.03% | 5.70% | 15.47% | 9.19% | 10.08% |
AVUV Avantis U.S. Small Cap Value ETF | -8.98% | 8.41% | -14.14% | -3.54% | 20.40% | N/A |
BK The Bank of New York Mellon Corporation | 17.46% | 16.87% | 14.41% | 55.14% | 24.63% | 10.22% |
CAH Cardinal Health, Inc. | 29.97% | 14.06% | 24.54% | 61.15% | 26.79% | 8.69% |
CAT Caterpillar Inc. | -4.02% | 18.55% | -10.63% | -1.43% | 27.73% | 17.57% |
CI Cigna Corporation | 13.79% | -7.24% | -4.40% | -5.47% | 12.23% | 9.51% |
COST Costco Wholesale Corporation | 11.38% | 4.11% | 6.79% | 27.63% | 29.60% | 23.78% |
DON WisdomTree US MidCap Dividend ETF | -4.00% | 4.90% | -9.45% | 3.30% | 15.59% | 8.19% |
EMR Emerson Electric Co. | -4.49% | 18.12% | -7.72% | 4.16% | 18.56% | 9.57% |
EPRT Essential Properties Realty Trust, Inc. | 2.30% | -1.61% | -3.57% | 20.53% | 24.51% | N/A |
HTGC Hercules Capital, Inc. | -10.17% | 1.71% | -2.60% | -2.46% | 21.27% | 14.20% |
IBM International Business Machines Corporation | 19.10% | 7.97% | 17.73% | 53.26% | 23.31% | 9.21% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | -3.39% | 10.91% | -8.53% | -1.65% | 11.39% | 8.42% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -3.70% | 8.36% | -2.21% | 7.49% | N/A | N/A |
KO The Coca-Cola Company | 15.11% | -3.73% | 13.25% | 16.30% | 13.00% | 9.01% |
LTC LTC Properties, Inc. | 3.65% | -2.94% | -6.96% | 7.40% | 5.87% | 3.97% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | -3.54% | 10.71% | -8.61% | -1.68% | 11.34% | 8.43% |
MSFT Microsoft Corporation | 8.33% | 24.23% | 10.59% | 6.46% | 20.94% | 27.31% |
NEE NextEra Energy, Inc. | -5.86% | 0.45% | -12.17% | -9.82% | 5.25% | 12.97% |
NEM Newmont Goldcorp Corporation | 42.30% | -3.47% | 22.99% | 27.05% | -0.37% | 9.45% |
NRG NRG Energy, Inc. | 73.56% | 57.81% | 61.61% | 95.09% | 38.52% | 22.35% |
OKE ONEOK, Inc. | -17.05% | -1.97% | -28.67% | 4.27% | 25.54% | 13.21% |
OSIS OSI Systems, Inc. | 36.58% | 20.73% | 38.32% | 63.31% | 26.10% | 12.20% |
OSK Oshkosh Corporation | 4.56% | 18.57% | -9.08% | -13.93% | 10.21% | 7.69% |
SKYW SkyWest, Inc. | -1.48% | 15.20% | -9.96% | 33.38% | 28.48% | 21.38% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.85% | 15.80% | 2.92% | 18.35% | 16.88% | 14.67% |
SPYI NEOS S&P 500 High Income ETF | 0.63% | 9.12% | -0.22% | 10.89% | N/A | N/A |
SPYV SPDR Portfolio S&P 500 Value ETF | -1.31% | 5.41% | -6.36% | 3.34% | 14.71% | 9.50% |
STAG STAG Industrial, Inc. | 2.80% | 5.62% | -3.07% | -0.72% | 10.75% | 9.94% |
STRL Sterling Construction Company, Inc. | 8.22% | 36.12% | -7.66% | 43.98% | 83.93% | 47.74% |
STX Seagate Technology plc | 27.16% | 44.45% | 10.66% | 18.39% | 20.88% | 12.18% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -0.27% | 29.58% | 3.31% | 27.39% | 33.97% | 26.55% |
UNH UnitedHealth Group Incorporated | -41.10% | -30.55% | -49.94% | -42.19% | 1.95% | 11.20% |
UNM Unum Group | 10.23% | 3.55% | 6.72% | 54.35% | 45.52% | 12.18% |
VICI VICI Properties Inc. | 6.81% | -5.37% | -3.61% | 5.66% | 10.63% | N/A |
WM Waste Management, Inc. | 16.05% | 1.46% | 6.07% | 12.76% | 20.69% | 18.97% |
THG The Hanover Insurance Group, Inc. | 8.56% | 2.42% | 3.77% | 27.75% | 14.06% | 12.06% |
BRK-B Berkshire Hathaway Inc. | 11.09% | -3.31% | 6.67% | 21.64% | 23.55% | 13.29% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Phyllis Seifert NQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.44% | 0.09% | -2.78% | -0.56% | 5.67% | 7.82% | |||||||
| 2024 | 0.72% | 5.70% | 5.47% | -2.95% | 4.99% | 0.73% | 4.66% | 2.99% | 2.50% | -1.38% | 8.65% | -7.30% | 26.47% |
| 2023 | 6.45% | -2.89% | 0.77% | 0.87% | -0.50% | 7.92% | 3.27% | 0.44% | -3.86% | -0.54% | 6.68% | 6.17% | 26.77% |
| 2022 | -0.86% | -9.48% | 10.43% | 6.74% | -4.62% | 0.90% |
Expense Ratio
Phyllis Seifert NQ has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, Phyllis Seifert NQ is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
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Dividends
Dividend yield
Phyllis Seifert NQ provided a 2.80% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.80% | 2.73% | 3.13% | 3.07% | 2.31% | 2.63% | 2.47% | 2.62% | 2.13% | 2.12% | 2.62% | 1.94% |
| Portfolio components: | ||||||||||||
AEP American Electric Power Company, Inc. | 3.61% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% |
AVUV Avantis U.S. Small Cap Value ETF | 1.82% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BK The Bank of New York Mellon Corporation | 2.11% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
CAH Cardinal Health, Inc. | 1.33% | 1.28% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% | 1.65% |
CAT Caterpillar Inc. | 1.63% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
CI Cigna Corporation | 1.83% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
DON WisdomTree US MidCap Dividend ETF | 2.47% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% | 2.56% |
EMR Emerson Electric Co. | 1.80% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
EPRT Essential Properties Realty Trust, Inc. | 3.69% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% |
HTGC Hercules Capital, Inc. | 9.24% | 7.96% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% |
IBM International Business Machines Corporation | 2.59% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.81% | 0.79% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.36% | 9.65% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.76% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LTC LTC Properties, Inc. | 6.54% | 6.60% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% | 4.73% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 0.92% | 0.87% | 1.19% | 1.16% | 0.69% | 0.71% | 1.21% | 1.36% | 2.23% | 1.25% | 2.48% | 1.60% |
MSFT Microsoft Corporation | 0.71% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NEE NextEra Energy, Inc. | 3.15% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
NEM Newmont Goldcorp Corporation | 1.90% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% | 1.19% |
NRG NRG Energy, Inc. | 1.09% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% |
OKE ONEOK, Inc. | 4.96% | 3.94% | 5.47% | 5.72% | 6.40% | 9.77% | 4.66% | 6.01% | 5.09% | 4.28% | 9.85% | 4.27% |
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% |
OSK Oshkosh Corporation | 1.97% | 1.94% | 1.51% | 1.68% | 1.21% | 1.43% | 1.17% | 1.61% | 0.96% | 1.21% | 1.79% | 1.27% |
SKYW SkyWest, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 0.74% | 0.90% | 0.60% | 0.66% | 0.84% | 1.51% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.61% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
SPYI NEOS S&P 500 High Income ETF | 12.65% | 12.04% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYV SPDR Portfolio S&P 500 Value ETF | 2.17% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% |
STAG STAG Industrial, Inc. | 4.33% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% |
STRL Sterling Construction Company, 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% |
STX Seagate Technology plc | 2.61% | 3.27% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% | 2.75% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.26% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
UNH UnitedHealth Group Incorporated | 2.83% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
UNM Unum Group | 2.11% | 2.15% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% | 1.78% |
VICI VICI Properties Inc. | 5.49% | 5.81% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% |
WM Waste Management, Inc. | 1.32% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% |
THG The Hanover Insurance Group, Inc. | 2.10% | 2.23% | 2.70% | 2.26% | 2.17% | 2.27% | 7.10% | 1.90% | 1.89% | 2.07% | 2.08% | 2.13% |
BRK-B Berkshire Hathaway 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% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Phyllis Seifert NQ. 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 Phyllis Seifert NQ was 14.80%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current Phyllis Seifert NQ drawdown is 2.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.8% | Dec 2, 2024 | 87 | Apr 8, 2025 | 23 | May 12, 2025 | 110 |
| -12.08% | Sep 13, 2022 | 14 | Sep 30, 2022 | 29 | Nov 10, 2022 | 43 |
| -8.61% | Feb 3, 2023 | 30 | Mar 17, 2023 | 53 | Jun 2, 2023 | 83 |
| -6.58% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.29% | Sep 5, 2023 | 21 | Oct 3, 2023 | 33 | Nov 17, 2023 | 54 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 38 assets, with an effective number of assets of 38.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | UNH | CAH | CI | NEM | AEP | KO | WM | NEE | THG | TSM | UNM | LTC | MSFT | SKYW | COST | STRL | NRG | STX | HTGC | IBM | VICI | OSIS | EPRT | OKE | STAG | BRK-B | BK | OSK | CAT | JEPQ | EMR | SPYG | SPYI | AVUV | IVOG | MDYG | DON | SPYV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.18 | 0.26 | 0.22 | 0.29 | 0.24 | 0.30 | 0.34 | 0.35 | 0.31 | 0.62 | 0.38 | 0.36 | 0.75 | 0.53 | 0.60 | 0.52 | 0.52 | 0.60 | 0.54 | 0.55 | 0.41 | 0.53 | 0.46 | 0.52 | 0.54 | 0.59 | 0.59 | 0.59 | 0.64 | 0.92 | 0.68 | 0.96 | 0.95 | 0.74 | 0.85 | 0.85 | 0.77 | 0.85 | 0.87 |
| UNH | 0.18 | 1.00 | 0.30 | 0.49 | 0.12 | 0.23 | 0.30 | 0.31 | 0.19 | 0.24 | -0.06 | 0.19 | 0.16 | 0.08 | 0.09 | 0.15 | 0.09 | 0.07 | 0.05 | 0.12 | 0.18 | 0.24 | 0.09 | 0.21 | 0.18 | 0.18 | 0.26 | 0.16 | 0.11 | 0.11 | 0.10 | 0.14 | 0.13 | 0.16 | 0.17 | 0.16 | 0.16 | 0.21 | 0.28 | 0.26 |
| CAH | 0.26 | 0.30 | 1.00 | 0.34 | 0.10 | 0.20 | 0.23 | 0.33 | 0.12 | 0.33 | 0.03 | 0.33 | 0.15 | 0.12 | 0.15 | 0.22 | 0.14 | 0.19 | 0.15 | 0.13 | 0.29 | 0.20 | 0.16 | 0.19 | 0.23 | 0.18 | 0.34 | 0.22 | 0.17 | 0.21 | 0.17 | 0.23 | 0.19 | 0.25 | 0.22 | 0.26 | 0.26 | 0.29 | 0.35 | 0.34 |
| CI | 0.22 | 0.49 | 0.34 | 1.00 | 0.15 | 0.31 | 0.34 | 0.30 | 0.27 | 0.26 | -0.01 | 0.26 | 0.22 | 0.03 | 0.11 | 0.15 | 0.09 | 0.07 | 0.07 | 0.17 | 0.20 | 0.32 | 0.14 | 0.26 | 0.23 | 0.24 | 0.32 | 0.24 | 0.21 | 0.22 | 0.12 | 0.21 | 0.12 | 0.21 | 0.27 | 0.25 | 0.25 | 0.33 | 0.37 | 0.35 |
| NEM | 0.29 | 0.12 | 0.10 | 0.15 | 1.00 | 0.29 | 0.23 | 0.17 | 0.28 | 0.11 | 0.17 | 0.09 | 0.24 | 0.17 | 0.14 | 0.19 | 0.14 | 0.21 | 0.23 | 0.15 | 0.21 | 0.28 | 0.18 | 0.30 | 0.32 | 0.29 | 0.21 | 0.24 | 0.24 | 0.25 | 0.22 | 0.26 | 0.23 | 0.25 | 0.31 | 0.32 | 0.33 | 0.33 | 0.35 | 0.38 |
| AEP | 0.24 | 0.23 | 0.20 | 0.31 | 0.29 | 1.00 | 0.56 | 0.46 | 0.68 | 0.27 | -0.04 | 0.14 | 0.41 | 0.08 | 0.05 | 0.25 | 0.08 | 0.21 | 0.15 | 0.19 | 0.22 | 0.53 | 0.16 | 0.44 | 0.34 | 0.44 | 0.38 | 0.28 | 0.21 | 0.18 | 0.11 | 0.19 | 0.12 | 0.21 | 0.25 | 0.24 | 0.25 | 0.39 | 0.44 | 0.39 |
| KO | 0.30 | 0.30 | 0.23 | 0.34 | 0.23 | 0.56 | 1.00 | 0.46 | 0.48 | 0.27 | -0.04 | 0.21 | 0.37 | 0.16 | 0.06 | 0.34 | 0.07 | 0.12 | 0.12 | 0.20 | 0.30 | 0.39 | 0.15 | 0.39 | 0.26 | 0.36 | 0.44 | 0.28 | 0.20 | 0.19 | 0.18 | 0.22 | 0.18 | 0.28 | 0.25 | 0.25 | 0.26 | 0.36 | 0.46 | 0.37 |
| WM | 0.34 | 0.31 | 0.33 | 0.30 | 0.17 | 0.46 | 0.46 | 1.00 | 0.33 | 0.33 | 0.04 | 0.22 | 0.28 | 0.19 | 0.14 | 0.38 | 0.17 | 0.23 | 0.17 | 0.21 | 0.31 | 0.34 | 0.20 | 0.36 | 0.29 | 0.36 | 0.39 | 0.26 | 0.19 | 0.22 | 0.25 | 0.29 | 0.27 | 0.32 | 0.23 | 0.33 | 0.33 | 0.36 | 0.43 | 0.42 |
| NEE | 0.35 | 0.19 | 0.12 | 0.27 | 0.28 | 0.68 | 0.48 | 0.33 | 1.00 | 0.22 | 0.09 | 0.17 | 0.36 | 0.17 | 0.12 | 0.24 | 0.17 | 0.32 | 0.20 | 0.24 | 0.24 | 0.43 | 0.21 | 0.41 | 0.38 | 0.43 | 0.36 | 0.31 | 0.28 | 0.26 | 0.23 | 0.29 | 0.25 | 0.33 | 0.34 | 0.35 | 0.36 | 0.44 | 0.47 | 0.46 |
| THG | 0.31 | 0.24 | 0.33 | 0.26 | 0.11 | 0.27 | 0.27 | 0.33 | 0.22 | 1.00 | 0.03 | 0.50 | 0.30 | 0.12 | 0.25 | 0.21 | 0.22 | 0.25 | 0.16 | 0.27 | 0.27 | 0.33 | 0.28 | 0.37 | 0.34 | 0.39 | 0.50 | 0.41 | 0.40 | 0.34 | 0.18 | 0.32 | 0.20 | 0.29 | 0.46 | 0.41 | 0.41 | 0.51 | 0.47 | 0.47 |
| TSM | 0.62 | -0.06 | 0.03 | -0.01 | 0.17 | -0.04 | -0.04 | 0.04 | 0.09 | 0.03 | 1.00 | 0.16 | 0.11 | 0.52 | 0.37 | 0.34 | 0.41 | 0.38 | 0.44 | 0.31 | 0.33 | 0.15 | 0.32 | 0.19 | 0.28 | 0.24 | 0.19 | 0.32 | 0.33 | 0.39 | 0.66 | 0.42 | 0.66 | 0.59 | 0.42 | 0.53 | 0.53 | 0.40 | 0.41 | 0.52 |
| UNM | 0.38 | 0.19 | 0.33 | 0.26 | 0.09 | 0.14 | 0.21 | 0.22 | 0.17 | 0.50 | 0.16 | 1.00 | 0.25 | 0.16 | 0.37 | 0.19 | 0.29 | 0.33 | 0.24 | 0.30 | 0.32 | 0.32 | 0.34 | 0.26 | 0.40 | 0.30 | 0.52 | 0.46 | 0.42 | 0.42 | 0.26 | 0.40 | 0.28 | 0.36 | 0.52 | 0.49 | 0.49 | 0.56 | 0.50 | 0.54 |
| LTC | 0.36 | 0.16 | 0.15 | 0.22 | 0.24 | 0.41 | 0.37 | 0.28 | 0.36 | 0.30 | 0.11 | 0.25 | 1.00 | 0.15 | 0.26 | 0.27 | 0.21 | 0.24 | 0.25 | 0.34 | 0.32 | 0.55 | 0.35 | 0.60 | 0.35 | 0.57 | 0.36 | 0.38 | 0.35 | 0.32 | 0.23 | 0.31 | 0.25 | 0.33 | 0.45 | 0.43 | 0.44 | 0.52 | 0.48 | 0.52 |
| MSFT | 0.75 | 0.08 | 0.12 | 0.03 | 0.17 | 0.08 | 0.16 | 0.19 | 0.17 | 0.12 | 0.52 | 0.16 | 0.15 | 1.00 | 0.33 | 0.46 | 0.32 | 0.34 | 0.46 | 0.31 | 0.36 | 0.16 | 0.31 | 0.22 | 0.23 | 0.29 | 0.32 | 0.31 | 0.31 | 0.32 | 0.81 | 0.40 | 0.80 | 0.71 | 0.37 | 0.51 | 0.51 | 0.39 | 0.52 | 0.53 |
| SKYW | 0.53 | 0.09 | 0.15 | 0.11 | 0.14 | 0.05 | 0.06 | 0.14 | 0.12 | 0.25 | 0.37 | 0.37 | 0.26 | 0.33 | 1.00 | 0.29 | 0.46 | 0.35 | 0.36 | 0.35 | 0.28 | 0.26 | 0.34 | 0.29 | 0.34 | 0.32 | 0.34 | 0.36 | 0.44 | 0.43 | 0.47 | 0.42 | 0.48 | 0.49 | 0.57 | 0.58 | 0.58 | 0.53 | 0.50 | 0.59 |
| COST | 0.60 | 0.15 | 0.22 | 0.15 | 0.19 | 0.25 | 0.34 | 0.38 | 0.24 | 0.21 | 0.34 | 0.19 | 0.27 | 0.46 | 0.29 | 1.00 | 0.32 | 0.31 | 0.34 | 0.30 | 0.38 | 0.28 | 0.28 | 0.33 | 0.25 | 0.35 | 0.36 | 0.31 | 0.26 | 0.32 | 0.57 | 0.34 | 0.58 | 0.56 | 0.37 | 0.48 | 0.48 | 0.42 | 0.52 | 0.53 |
| STRL | 0.52 | 0.09 | 0.14 | 0.09 | 0.14 | 0.08 | 0.07 | 0.17 | 0.17 | 0.22 | 0.41 | 0.29 | 0.21 | 0.32 | 0.46 | 0.32 | 1.00 | 0.42 | 0.37 | 0.30 | 0.30 | 0.21 | 0.44 | 0.29 | 0.32 | 0.33 | 0.30 | 0.37 | 0.45 | 0.49 | 0.47 | 0.48 | 0.50 | 0.48 | 0.53 | 0.60 | 0.60 | 0.50 | 0.43 | 0.61 |
| NRG | 0.52 | 0.07 | 0.19 | 0.07 | 0.21 | 0.21 | 0.12 | 0.23 | 0.32 | 0.25 | 0.38 | 0.33 | 0.24 | 0.34 | 0.35 | 0.31 | 0.42 | 1.00 | 0.38 | 0.33 | 0.37 | 0.23 | 0.34 | 0.27 | 0.49 | 0.32 | 0.32 | 0.38 | 0.41 | 0.40 | 0.46 | 0.45 | 0.49 | 0.49 | 0.48 | 0.54 | 0.55 | 0.52 | 0.46 | 0.59 |
| STX | 0.60 | 0.05 | 0.15 | 0.07 | 0.23 | 0.15 | 0.12 | 0.17 | 0.20 | 0.16 | 0.44 | 0.24 | 0.25 | 0.46 | 0.36 | 0.34 | 0.37 | 0.38 | 1.00 | 0.29 | 0.41 | 0.29 | 0.38 | 0.29 | 0.35 | 0.34 | 0.32 | 0.40 | 0.39 | 0.44 | 0.55 | 0.45 | 0.57 | 0.56 | 0.50 | 0.56 | 0.57 | 0.51 | 0.52 | 0.59 |
| HTGC | 0.54 | 0.12 | 0.13 | 0.17 | 0.15 | 0.19 | 0.20 | 0.21 | 0.24 | 0.27 | 0.31 | 0.30 | 0.34 | 0.31 | 0.35 | 0.30 | 0.30 | 0.33 | 0.29 | 1.00 | 0.37 | 0.36 | 0.39 | 0.41 | 0.42 | 0.48 | 0.42 | 0.47 | 0.47 | 0.45 | 0.46 | 0.42 | 0.47 | 0.53 | 0.59 | 0.58 | 0.59 | 0.60 | 0.58 | 0.60 |
| IBM | 0.55 | 0.18 | 0.29 | 0.20 | 0.21 | 0.22 | 0.30 | 0.31 | 0.24 | 0.27 | 0.33 | 0.32 | 0.32 | 0.36 | 0.28 | 0.38 | 0.30 | 0.37 | 0.41 | 0.37 | 1.00 | 0.32 | 0.39 | 0.38 | 0.39 | 0.36 | 0.42 | 0.44 | 0.39 | 0.42 | 0.47 | 0.44 | 0.48 | 0.53 | 0.47 | 0.53 | 0.53 | 0.52 | 0.57 | 0.59 |
| VICI | 0.41 | 0.24 | 0.20 | 0.32 | 0.28 | 0.53 | 0.39 | 0.34 | 0.43 | 0.33 | 0.15 | 0.32 | 0.55 | 0.16 | 0.26 | 0.28 | 0.21 | 0.23 | 0.29 | 0.36 | 0.32 | 1.00 | 0.33 | 0.65 | 0.41 | 0.64 | 0.46 | 0.43 | 0.41 | 0.39 | 0.26 | 0.36 | 0.28 | 0.39 | 0.51 | 0.49 | 0.50 | 0.60 | 0.59 | 0.57 |
| OSIS | 0.53 | 0.09 | 0.16 | 0.14 | 0.18 | 0.16 | 0.15 | 0.20 | 0.21 | 0.28 | 0.32 | 0.34 | 0.35 | 0.31 | 0.34 | 0.28 | 0.44 | 0.34 | 0.38 | 0.39 | 0.39 | 0.33 | 1.00 | 0.41 | 0.39 | 0.44 | 0.39 | 0.43 | 0.50 | 0.49 | 0.45 | 0.51 | 0.47 | 0.50 | 0.61 | 0.62 | 0.63 | 0.59 | 0.53 | 0.64 |
| EPRT | 0.46 | 0.21 | 0.19 | 0.26 | 0.30 | 0.44 | 0.39 | 0.36 | 0.41 | 0.37 | 0.19 | 0.26 | 0.60 | 0.22 | 0.29 | 0.33 | 0.29 | 0.27 | 0.29 | 0.41 | 0.38 | 0.65 | 0.41 | 1.00 | 0.35 | 0.67 | 0.41 | 0.44 | 0.39 | 0.38 | 0.33 | 0.36 | 0.35 | 0.43 | 0.53 | 0.53 | 0.54 | 0.61 | 0.58 | 0.61 |
| OKE | 0.52 | 0.18 | 0.23 | 0.23 | 0.32 | 0.34 | 0.26 | 0.29 | 0.38 | 0.34 | 0.28 | 0.40 | 0.35 | 0.23 | 0.34 | 0.25 | 0.32 | 0.49 | 0.35 | 0.42 | 0.39 | 0.41 | 0.39 | 0.35 | 1.00 | 0.40 | 0.49 | 0.49 | 0.47 | 0.49 | 0.37 | 0.52 | 0.43 | 0.49 | 0.63 | 0.60 | 0.61 | 0.65 | 0.60 | 0.64 |
| STAG | 0.54 | 0.18 | 0.18 | 0.24 | 0.29 | 0.44 | 0.36 | 0.36 | 0.43 | 0.39 | 0.24 | 0.30 | 0.57 | 0.29 | 0.32 | 0.35 | 0.33 | 0.32 | 0.34 | 0.48 | 0.36 | 0.64 | 0.44 | 0.67 | 0.40 | 1.00 | 0.51 | 0.49 | 0.48 | 0.46 | 0.40 | 0.48 | 0.41 | 0.51 | 0.61 | 0.61 | 0.62 | 0.69 | 0.68 | 0.67 |
| BRK-B | 0.59 | 0.26 | 0.34 | 0.32 | 0.21 | 0.38 | 0.44 | 0.39 | 0.36 | 0.50 | 0.19 | 0.52 | 0.36 | 0.32 | 0.34 | 0.36 | 0.30 | 0.32 | 0.32 | 0.42 | 0.42 | 0.46 | 0.39 | 0.41 | 0.49 | 0.51 | 1.00 | 0.59 | 0.51 | 0.50 | 0.43 | 0.49 | 0.46 | 0.55 | 0.59 | 0.57 | 0.58 | 0.67 | 0.74 | 0.66 |
| BK | 0.59 | 0.16 | 0.22 | 0.24 | 0.24 | 0.28 | 0.28 | 0.26 | 0.31 | 0.41 | 0.32 | 0.46 | 0.38 | 0.31 | 0.36 | 0.31 | 0.37 | 0.38 | 0.40 | 0.47 | 0.44 | 0.43 | 0.43 | 0.44 | 0.49 | 0.49 | 0.59 | 1.00 | 0.56 | 0.56 | 0.46 | 0.53 | 0.48 | 0.55 | 0.68 | 0.65 | 0.65 | 0.72 | 0.70 | 0.69 |
| OSK | 0.59 | 0.11 | 0.17 | 0.21 | 0.24 | 0.21 | 0.20 | 0.19 | 0.28 | 0.40 | 0.33 | 0.42 | 0.35 | 0.31 | 0.44 | 0.26 | 0.45 | 0.41 | 0.39 | 0.47 | 0.39 | 0.41 | 0.50 | 0.39 | 0.47 | 0.48 | 0.51 | 0.56 | 1.00 | 0.73 | 0.46 | 0.65 | 0.48 | 0.55 | 0.76 | 0.74 | 0.74 | 0.77 | 0.68 | 0.73 |
| CAT | 0.64 | 0.11 | 0.21 | 0.22 | 0.25 | 0.18 | 0.19 | 0.22 | 0.26 | 0.34 | 0.39 | 0.42 | 0.32 | 0.32 | 0.43 | 0.32 | 0.49 | 0.40 | 0.44 | 0.45 | 0.42 | 0.39 | 0.49 | 0.38 | 0.49 | 0.46 | 0.50 | 0.56 | 0.73 | 1.00 | 0.51 | 0.70 | 0.54 | 0.63 | 0.74 | 0.73 | 0.74 | 0.73 | 0.68 | 0.74 |
| JEPQ | 0.92 | 0.10 | 0.17 | 0.12 | 0.22 | 0.11 | 0.18 | 0.25 | 0.23 | 0.18 | 0.66 | 0.26 | 0.23 | 0.81 | 0.47 | 0.57 | 0.47 | 0.46 | 0.55 | 0.46 | 0.47 | 0.26 | 0.45 | 0.33 | 0.37 | 0.40 | 0.43 | 0.46 | 0.46 | 0.51 | 1.00 | 0.56 | 0.95 | 0.90 | 0.58 | 0.72 | 0.72 | 0.59 | 0.69 | 0.72 |
| EMR | 0.68 | 0.14 | 0.23 | 0.21 | 0.26 | 0.19 | 0.22 | 0.29 | 0.29 | 0.32 | 0.42 | 0.40 | 0.31 | 0.40 | 0.42 | 0.34 | 0.48 | 0.45 | 0.45 | 0.42 | 0.44 | 0.36 | 0.51 | 0.36 | 0.52 | 0.48 | 0.49 | 0.53 | 0.65 | 0.70 | 0.56 | 1.00 | 0.60 | 0.64 | 0.69 | 0.74 | 0.74 | 0.71 | 0.68 | 0.74 |
| SPYG | 0.96 | 0.13 | 0.19 | 0.12 | 0.23 | 0.12 | 0.18 | 0.27 | 0.25 | 0.20 | 0.66 | 0.28 | 0.25 | 0.80 | 0.48 | 0.58 | 0.50 | 0.49 | 0.57 | 0.47 | 0.48 | 0.28 | 0.47 | 0.35 | 0.43 | 0.41 | 0.46 | 0.48 | 0.48 | 0.54 | 0.95 | 0.60 | 1.00 | 0.91 | 0.61 | 0.75 | 0.75 | 0.62 | 0.69 | 0.75 |
| SPYI | 0.95 | 0.16 | 0.25 | 0.21 | 0.25 | 0.21 | 0.28 | 0.32 | 0.33 | 0.29 | 0.59 | 0.36 | 0.33 | 0.71 | 0.49 | 0.56 | 0.48 | 0.49 | 0.56 | 0.53 | 0.53 | 0.39 | 0.50 | 0.43 | 0.49 | 0.51 | 0.55 | 0.55 | 0.55 | 0.63 | 0.90 | 0.64 | 0.91 | 1.00 | 0.69 | 0.80 | 0.80 | 0.72 | 0.80 | 0.82 |
| AVUV | 0.74 | 0.17 | 0.22 | 0.27 | 0.31 | 0.25 | 0.25 | 0.23 | 0.34 | 0.46 | 0.42 | 0.52 | 0.45 | 0.37 | 0.57 | 0.37 | 0.53 | 0.48 | 0.50 | 0.59 | 0.47 | 0.51 | 0.61 | 0.53 | 0.63 | 0.61 | 0.59 | 0.68 | 0.76 | 0.74 | 0.58 | 0.69 | 0.61 | 0.69 | 1.00 | 0.91 | 0.91 | 0.94 | 0.83 | 0.87 |
| IVOG | 0.85 | 0.16 | 0.26 | 0.25 | 0.32 | 0.24 | 0.25 | 0.33 | 0.35 | 0.41 | 0.53 | 0.49 | 0.43 | 0.51 | 0.58 | 0.48 | 0.60 | 0.54 | 0.56 | 0.58 | 0.53 | 0.49 | 0.62 | 0.53 | 0.60 | 0.61 | 0.57 | 0.65 | 0.74 | 0.73 | 0.72 | 0.74 | 0.75 | 0.80 | 0.91 | 1.00 | 0.99 | 0.92 | 0.84 | 0.92 |
| MDYG | 0.85 | 0.16 | 0.26 | 0.25 | 0.33 | 0.25 | 0.26 | 0.33 | 0.36 | 0.41 | 0.53 | 0.49 | 0.44 | 0.51 | 0.58 | 0.48 | 0.60 | 0.55 | 0.57 | 0.59 | 0.53 | 0.50 | 0.63 | 0.54 | 0.61 | 0.62 | 0.58 | 0.65 | 0.74 | 0.74 | 0.72 | 0.74 | 0.75 | 0.80 | 0.91 | 0.99 | 1.00 | 0.93 | 0.85 | 0.93 |
| DON | 0.77 | 0.21 | 0.29 | 0.33 | 0.33 | 0.39 | 0.36 | 0.36 | 0.44 | 0.51 | 0.40 | 0.56 | 0.52 | 0.39 | 0.53 | 0.42 | 0.50 | 0.52 | 0.51 | 0.60 | 0.52 | 0.60 | 0.59 | 0.61 | 0.65 | 0.69 | 0.67 | 0.72 | 0.77 | 0.73 | 0.59 | 0.71 | 0.62 | 0.72 | 0.94 | 0.92 | 0.93 | 1.00 | 0.90 | 0.92 |
| SPYV | 0.85 | 0.28 | 0.35 | 0.37 | 0.35 | 0.44 | 0.46 | 0.43 | 0.47 | 0.47 | 0.41 | 0.50 | 0.48 | 0.52 | 0.50 | 0.52 | 0.43 | 0.46 | 0.52 | 0.58 | 0.57 | 0.59 | 0.53 | 0.58 | 0.60 | 0.68 | 0.74 | 0.70 | 0.68 | 0.68 | 0.69 | 0.68 | 0.69 | 0.80 | 0.83 | 0.84 | 0.85 | 0.90 | 1.00 | 0.91 |
| Portfolio | 0.87 | 0.26 | 0.34 | 0.35 | 0.38 | 0.39 | 0.37 | 0.42 | 0.46 | 0.47 | 0.52 | 0.54 | 0.52 | 0.53 | 0.59 | 0.53 | 0.61 | 0.59 | 0.59 | 0.60 | 0.59 | 0.57 | 0.64 | 0.61 | 0.64 | 0.67 | 0.66 | 0.69 | 0.73 | 0.74 | 0.72 | 0.74 | 0.75 | 0.82 | 0.87 | 0.92 | 0.93 | 0.92 | 0.91 | 1.00 |
The correlation results are calculated based on daily price changes starting from Aug 31, 2022