Everything no crypto or Ai

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	2.27%
JPM JPMorgan Chase & Co.	Financial Services	2.27%
LLY Eli Lilly and Company	Healthcare	2.27%
XOM Exxon Mobil Corporation	Energy	2.27%
PG The Procter & Gamble Company	Consumer Defensive	2.27%
TSLA Tesla, Inc.	Consumer Cyclical	2.27%
CAT Caterpillar Inc.	Industrials	2.27%
LIN Linde plc	Basic Materials	2.27%
NEE NextEra Energy, Inc.	Utilities	2.27%
PLD Prologis, Inc.	Real Estate	2.27%
GOOGL Alphabet Inc. Class A	Communication Services	2.27%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	2.27%
XLF State Street Financial Select Sector SPDR ETF	Financials Equities	2.27%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	2.27%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	2.27%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	2.27%
XLY Consumer Discretionary Select Sector SPDR Fund	Consumer Discretionary Equities	2.27%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	2.27%
XLB Materials Select Sector SPDR ETF	Materials	2.27%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	2.27%
XLC Communication Services Select Sector SPDR Fund	Communications Equities	2.27%
CSCO Cisco Systems, Inc.	Technology	2.27%
ARCC Ares Capital Corporation	Financial Services	2.27%
ABBV AbbVie Inc.	Healthcare	2.27%
DVN Devon Energy Corporation	Energy	2.27%
MO Altria Group, Inc.	Consumer Defensive	2.27%
MCD McDonald's Corporation	Consumer Cyclical	2.27%
EMR Emerson Electric Co.	Industrials	2.27%
IP International Paper Company	Consumer Cyclical	2.27%
DUK Duke Energy Corporation	Utilities	2.27%
O Realty Income Corporation	Real Estate	2.27%
VZ Verizon Communications Inc.	Communication Services	2.27%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	2.27%
KBWD Invesco KBW High Dividend Yield Financial ETF	Financials Equities, Dividend	2.27%
NOBL ProShares S&P 500 Dividend Aristocrats ETF	Dividend, S&P 500, Large Cap Value Equities	2.27%
DIV Global X SuperDividend U.S. ETF	Mid Cap Value Equities, Dividend	2.27%
VYM Vanguard High Dividend Yield ETF	Dividend	2.27%
SDOG ALPS Sector Dividend Dogs ETF	Large Cap Value Equities, Dividend	2.27%
DVY iShares Select Dividend ETF	Large Cap Value Equities, Dividend	2.27%
RDIV Invesco S&P Ultra Dividend Revenue ETF	Mid Cap Value Equities, Dividend	2.27%
HDV iShares Core High Dividend ETF	Dividend, Large Cap Value Equities	2.27%
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF	S&P 500, Dividend	2.27%
XLRE Real Estate Select Sector SPDR Fund	REIT	2.27%
VNQ Vanguard Real Estate ETF	REIT	2.27%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Everything no crypto or Ai, 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 Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Everything no crypto or Ai	0.83%	1.73%	13.69%	13.30%	27.02%	18.70%	13.29%	—
Portfolio components:
AAPL Apple Inc	-1.52%	-2.37%	7.29%	4.81%	48.78%	17.21%	18.59%	29.36%
ABBV AbbVie Inc.	1.32%	8.05%	1.30%	3.65%	23.06%	22.39%	18.94%	19.10%
ARCC Ares Capital Corporation	1.00%	1.69%	-2.20%	-2.87%	-3.87%	10.27%	9.04%	13.20%
CAT Caterpillar Inc.	1.44%	-1.05%	59.62%	52.94%	157.79%	57.16%	35.17%	31.33%
CSCO Cisco Systems, Inc.	-0.60%	4.82%	58.91%	57.34%	93.30%	37.33%	20.60%	18.92%
DIV Global X SuperDividend U.S. ETF	0.68%	0.97%	14.48%	13.33%	16.51%	11.89%	5.31%	4.30%
DUK Duke Energy Corporation	0.91%	1.69%	8.77%	10.57%	10.99%	15.72%	8.32%	8.62%
DVN Devon Energy Corporation	1.57%	-3.39%	24.34%	22.17%	35.40%	-0.45%	14.12%	6.14%
DVY iShares Select Dividend ETF	1.18%	4.16%	13.40%	12.29%	25.66%	15.86%	9.31%	10.49%
EMR Emerson Electric Co.	0.69%	4.18%	8.65%	5.53%	15.82%	20.61%	10.27%	13.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2018, Everything no crypto or Ai's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, an investment would double in approximately 4.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +14.3%, while the worst month was Mar 2020 at -15.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Everything no crypto or Ai closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.75%	4.76%	-3.78%	4.98%	1.20%	1.35%							13.69%
2025	3.30%	1.65%	-2.25%	-3.50%	3.03%	2.17%	1.43%	3.79%	2.22%	-0.07%	3.23%	-0.43%	15.26%
2024	-0.58%	2.98%	4.70%	-3.09%	3.97%	0.42%	4.66%	3.10%	1.91%	-1.08%	5.36%	-4.85%	18.27%
2023	5.36%	-3.13%	1.15%	0.87%	-3.38%	6.41%	3.67%	-1.25%	-4.02%	-3.43%	7.12%	4.81%	14.06%
2022	-1.69%	-1.29%	5.03%	-4.95%	1.79%	-8.10%	7.10%	-3.05%	-9.81%	10.36%	5.39%	-3.94%	-5.19%
2021	0.77%	4.46%	6.09%	3.82%	2.10%	0.73%	1.56%	3.01%	-3.63%	6.49%	-1.81%	6.76%	34.20%

Benchmark Metrics

Everything no crypto or Ai has an annualized alpha of 4.13%, beta of 0.85, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 01, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.60%) than losses (83.60%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.13% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.85 and R2 of 0.85, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 4.13%

Beta: 0.85

R²: 0.85

Upside Capture: 93.60%

Downside Capture: 83.60%

See how alpha, beta & R² have trended over time →

Expense Ratio

Everything no crypto or Ai has an expense ratio of 0.11%, 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.

Top 10 holdings

KBWD

Invesco KBW High Dividend Yield Financial ETF

DIV

Global X SuperDividend U.S. ETF

DVY

iShares Select Dividend ETF

RDIV

Invesco S&P Ultra Dividend Revenue ETF

SDOG

ALPS Sector Dividend Dogs ETF

NOBL

ProShares S&P 500 Dividend Aristocrats ETF

XLY

Consumer Discretionary Select Sector SPDR Fund

XLB

Materials Select Sector SPDR ETF

XLRE

Real Estate Select Sector SPDR Fund

XLC

Communication Services Select Sector SPDR Fund

Return for Risk

Risk / Return Rank

Everything no crypto or Ai ranks 88 for risk / return — in the top 88% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Everything no crypto or Ai and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.73	1.86	+0.87
Sortino ratioReturn per unit of downside risk	3.93	2.53	+1.40
Omega ratioGain probability vs. loss probability	1.50	1.34	+0.17
Calmar ratioReturn relative to maximum drawdown	4.37	2.53	+1.83
Martin ratioReturn relative to average drawdown	17.80	11.37	+6.43

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	88	2.07	2.93	1.38	3.40	8.47
ABBV AbbVie Inc.	67	0.92	1.42	1.18	1.29	2.88
ARCC Ares Capital Corporation	30	-0.27	-0.26	0.97	-0.26	-0.47
CAT Caterpillar Inc.	98	4.43	5.03	1.65	11.24	36.80
CSCO Cisco Systems, Inc.	95	2.94	3.47	1.53	6.69	18.37
DIV Global X SuperDividend U.S. ETF	53	1.53	2.20	1.26	3.02	8.43
DUK Duke Energy Corporation	61	0.72	1.10	1.12	0.98	2.32
DVN Devon Energy Corporation	73	1.04	1.56	1.19	2.31	5.17
DVY iShares Select Dividend ETF	76	2.19	3.19	1.37	3.54	12.51
EMR Emerson Electric Co.	56	0.49	0.87	1.11	0.63	1.37

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Everything no crypto or Ai Sharpe ratio is 2.73 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Everything no crypto or Ai compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Everything no crypto or Ai provided a 2.89% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.89%	3.16%	3.19%	3.38%	3.39%	2.84%	3.41%	3.17%	3.32%	2.86%	3.47%	3.22%
Portfolio components:
AAPL Apple Inc	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
ABBV AbbVie Inc.	2.96%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
ARCC Ares Capital Corporation	7.48%	9.49%	8.77%	9.59%	10.12%	7.65%	9.47%	9.01%	9.88%	9.67%	9.22%	11.02%
CAT Caterpillar Inc.	0.66%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
CSCO Cisco Systems, Inc.	1.36%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
DIV Global X SuperDividend U.S. ETF	6.61%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
DUK Duke Energy Corporation	3.69%	3.60%	3.84%	4.18%	3.86%	3.72%	4.17%	4.11%	4.21%	4.15%	4.33%	4.54%
DVN Devon Energy Corporation	1.59%	2.62%	4.43%	4.55%	8.41%	5.24%	4.30%	1.35%	1.33%	0.58%	0.92%	3.00%
DVY iShares Select Dividend ETF	3.30%	3.65%	3.65%	3.82%	3.43%	3.12%	3.66%	3.41%	3.58%	3.00%	3.04%	3.45%
EMR Emerson Electric Co.	1.53%	1.61%	1.70%	2.14%	2.15%	2.18%	2.49%	2.58%	3.26%	2.76%	3.42%	3.94%

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 Everything no crypto or Ai. 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 Everything no crypto or Ai was 38.10%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-38.10%Mar 2020	1mo 1d	7mo 21d	8mo 22dFeb 2020 - Nov 2020
Bear market2022	-18.32%Sep 2022	5mo 12d	9mo 27d	1y 3moApr 2022 - Jul 2023
2025 selloff2025	-14.43%Apr 2025	1mo 16d	2mo 24d	4mo 10dFeb 2025 - Jul 2025
Rate-hike selloffLate 2018	-14.39%Dec 2018	2mo 22d	2mo	4mo 22dOct 2018 - Feb 2019
2023 pullback2023	-9.80%Oct 2023	2mo 27d	1mo 17d	4mo 14dAug 2023 - Dec 2023

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 44 assets, with an effective number of assets of 44.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.07	1.69	1.56	1.41

The portfolio has a diversification ratio of 1.41, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Everything no crypto or Ai correlation to the S&P 500 Index

Everything no crypto or Ai has a 0.62 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. XLK has the highest benchmark correlation at 0.90, while DUK has the lowest at 0.21.

DUK

0.21

0.24

0.25

0.32

ABBV

0.34

0.35

0.35

0.35

0.35

0.37

0.40

0.41

0.42

0.49

0.50

0.52

0.52

0.53

0.58

0.58

0.60

0.61

0.61

0.61

0.64

0.65

0.65

0.66

0.66

0.66

0.68

0.69

0.70

0.70

0.70

0.74

0.74

0.75

0.76

0.81

0.81

0.82

0.86

0.90

Portfolio Correlations

Correlation vs. Everything no crypto or Ai. VYM has the highest portfolio correlation at 0.95, while LLY has the lowest at 0.35.

LLY

0.35

DUK

0.42

0.43

TSLA

0.43

0.44

ABBV

0.45

0.46

NEE

0.47

MCD

0.48

GOOGL

0.52

0.53

0.54

0.55

0.55

0.56

0.59

0.62

0.62

0.62

0.63

0.63

0.65

0.67

0.68

0.69

0.69

0.71

0.73

0.74

0.75

0.77

0.82

0.84

0.84

0.86

0.87

0.87

0.90

0.91

0.91

0.92

0.92

0.95

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	LLY	TSLA	VZ	ABBV	DUK	MO	PG	NEE	DVN	GOOGL	MCD	XOM	AAPL	O	ARCC	XLE	XLU	XLK	CSCO	IP	PLD	LIN	XLC	CAT	JPM	XLP	XLY	EMR	XLV	XLRE	KBWD	VNQ	XLF	XLB	DIV	XLI	RDIV	HDV	SPYD	SDOG	DVY	SCHD	NOBL	VYM
LLY	1.00	0.12	0.18	0.40	0.21	0.16	0.28	0.24	0.08	0.24	0.21	0.11	0.25	0.19	0.14	0.12	0.26	0.28	0.26	0.14	0.26	0.25	0.26	0.18	0.19	0.31	0.24	0.23	0.60	0.29	0.16	0.28	0.23	0.24	0.22	0.27	0.21	0.32	0.23	0.23	0.24	0.29	0.31	0.33
TSLA	0.12	1.00	0.01	0.09	-0.02	0.05	0.06	0.15	0.16	0.41	0.13	0.08	0.45	0.14	0.29	0.14	0.11	0.52	0.27	0.19	0.24	0.21	0.44	0.26	0.26	0.15	0.66	0.27	0.25	0.25	0.35	0.28	0.30	0.33	0.25	0.34	0.26	0.19	0.25	0.27	0.26	0.29	0.28	0.32
VZ	0.18	0.01	1.00	0.29	0.47	0.36	0.43	0.34	0.14	0.08	0.32	0.24	0.13	0.37	0.21	0.22	0.45	0.09	0.25	0.29	0.28	0.29	0.25	0.23	0.26	0.48	0.16	0.21	0.36	0.39	0.28	0.38	0.32	0.33	0.46	0.28	0.42	0.52	0.47	0.46	0.47	0.46	0.45	0.43
ABBV	0.40	0.09	0.29	1.00	0.29	0.30	0.35	0.23	0.20	0.20	0.30	0.24	0.21	0.27	0.22	0.26	0.28	0.22	0.31	0.24	0.29	0.31	0.26	0.28	0.28	0.40	0.23	0.28	0.62	0.32	0.27	0.32	0.34	0.33	0.37	0.33	0.38	0.52	0.41	0.42	0.41	0.47	0.45	0.46
DUK	0.21	-0.02	0.47	0.29	1.00	0.40	0.50	0.64	0.08	0.07	0.40	0.18	0.11	0.51	0.19	0.16	0.83	0.04	0.20	0.23	0.42	0.32	0.15	0.13	0.19	0.57	0.12	0.17	0.38	0.54	0.24	0.51	0.26	0.29	0.45	0.27	0.36	0.51	0.46	0.39	0.49	0.39	0.46	0.39
MO	0.16	0.05	0.36	0.30	0.40	1.00	0.38	0.29	0.25	0.07	0.31	0.33	0.15	0.34	0.22	0.32	0.38	0.09	0.25	0.30	0.27	0.29	0.19	0.27	0.30	0.57	0.19	0.24	0.34	0.36	0.33	0.37	0.35	0.35	0.50	0.32	0.45	0.55	0.50	0.49	0.50	0.48	0.46	0.44
PG	0.28	0.06	0.43	0.35	0.50	0.38	1.00	0.43	0.05	0.19	0.44	0.11	0.25	0.38	0.18	0.09	0.50	0.19	0.29	0.25	0.39	0.38	0.25	0.16	0.20	0.78	0.25	0.22	0.48	0.45	0.22	0.43	0.30	0.34	0.37	0.31	0.33	0.49	0.39	0.37	0.41	0.45	0.52	0.42
NEE	0.24	0.15	0.34	0.23	0.64	0.29	0.43	1.00	0.10	0.21	0.35	0.16	0.24	0.45	0.24	0.16	0.80	0.23	0.25	0.20	0.46	0.32	0.27	0.17	0.19	0.49	0.29	0.22	0.39	0.54	0.28	0.51	0.27	0.34	0.40	0.33	0.33	0.45	0.41	0.35	0.44	0.39	0.45	0.41
DVN	0.08	0.16	0.14	0.20	0.08	0.25	0.05	0.10	1.00	0.20	0.12	0.75	0.22	0.15	0.36	0.86	0.13	0.26	0.30	0.35	0.18	0.27	0.27	0.46	0.41	0.20	0.30	0.44	0.22	0.21	0.46	0.25	0.46	0.46	0.52	0.46	0.57	0.57	0.54	0.56	0.53	0.53	0.42	0.52
GOOGL	0.24	0.41	0.08	0.20	0.07	0.07	0.19	0.21	0.20	1.00	0.24	0.17	0.59	0.18	0.34	0.22	0.20	0.69	0.45	0.27	0.33	0.36	0.79	0.35	0.34	0.26	0.63	0.41	0.41	0.33	0.38	0.35	0.41	0.43	0.30	0.45	0.34	0.33	0.33	0.36	0.35	0.41	0.41	0.44
MCD	0.21	0.13	0.32	0.30	0.40	0.31	0.44	0.35	0.12	0.24	1.00	0.19	0.29	0.38	0.27	0.18	0.42	0.28	0.34	0.26	0.38	0.36	0.35	0.23	0.31	0.57	0.40	0.29	0.45	0.45	0.33	0.45	0.41	0.37	0.41	0.40	0.39	0.47	0.43	0.43	0.45	0.47	0.53	0.47
XOM	0.11	0.08	0.24	0.24	0.18	0.33	0.11	0.16	0.75	0.17	0.19	1.00	0.20	0.20	0.33	0.92	0.22	0.20	0.30	0.35	0.19	0.31	0.24	0.49	0.42	0.26	0.25	0.45	0.25	0.23	0.42	0.27	0.47	0.46	0.54	0.44	0.58	0.69	0.56	0.57	0.56	0.56	0.46	0.56
AAPL	0.25	0.45	0.13	0.21	0.11	0.15	0.25	0.24	0.22	0.59	0.29	0.20	1.00	0.20	0.33	0.22	0.22	0.75	0.48	0.28	0.38	0.38	0.62	0.33	0.33	0.34	0.62	0.38	0.43	0.37	0.39	0.38	0.42	0.44	0.35	0.47	0.37	0.38	0.38	0.41	0.39	0.47	0.46	0.47
O	0.19	0.14	0.37	0.27	0.51	0.34	0.38	0.45	0.15	0.18	0.38	0.20	0.20	1.00	0.34	0.21	0.55	0.20	0.23	0.28	0.60	0.31	0.28	0.22	0.26	0.51	0.29	0.25	0.40	0.76	0.42	0.77	0.36	0.39	0.54	0.39	0.45	0.48	0.56	0.46	0.50	0.46	0.53	0.45
ARCC	0.14	0.29	0.21	0.22	0.19	0.22	0.18	0.24	0.36	0.34	0.27	0.33	0.33	0.34	1.00	0.39	0.29	0.41	0.35	0.38	0.36	0.34	0.46	0.42	0.46	0.32	0.48	0.46	0.37	0.42	0.67	0.47	0.55	0.51	0.55	0.53	0.53	0.47	0.55	0.55	0.55	0.52	0.53	0.56
XLE	0.12	0.14	0.22	0.26	0.16	0.32	0.09	0.16	0.86	0.22	0.18	0.92	0.22	0.21	0.39	1.00	0.22	0.26	0.35	0.41	0.22	0.33	0.30	0.55	0.49	0.25	0.32	0.52	0.29	0.27	0.50	0.31	0.54	0.53	0.61	0.53	0.66	0.71	0.63	0.65	0.63	0.62	0.51	0.63
XLU	0.26	0.11	0.45	0.28	0.83	0.38	0.50	0.80	0.13	0.20	0.42	0.22	0.22	0.55	0.29	0.22	1.00	0.24	0.32	0.30	0.52	0.38	0.29	0.26	0.28	0.60	0.29	0.29	0.46	0.64	0.35	0.62	0.37	0.41	0.53	0.43	0.45	0.57	0.54	0.48	0.60	0.48	0.55	0.53
XLK	0.28	0.52	0.09	0.22	0.04	0.09	0.19	0.23	0.26	0.69	0.28	0.20	0.75	0.20	0.41	0.26	0.24	1.00	0.62	0.34	0.40	0.46	0.74	0.47	0.42	0.32	0.76	0.53	0.49	0.41	0.47	0.44	0.52	0.56	0.37	0.62	0.42	0.40	0.41	0.47	0.44	0.54	0.53	0.60
CSCO	0.26	0.27	0.25	0.31	0.20	0.25	0.29	0.25	0.30	0.45	0.34	0.30	0.48	0.23	0.35	0.35	0.32	0.62	1.00	0.37	0.35	0.44	0.52	0.44	0.43	0.41	0.51	0.50	0.50	0.40	0.42	0.42	0.51	0.51	0.46	0.57	0.50	0.56	0.50	0.55	0.52	0.61	0.56	0.62
IP	0.14	0.19	0.29	0.24	0.23	0.30	0.25	0.20	0.35	0.27	0.26	0.35	0.28	0.28	0.38	0.41	0.30	0.34	0.37	1.00	0.36	0.41	0.38	0.54	0.50	0.39	0.42	0.54	0.38	0.40	0.56	0.44	0.58	0.66	0.58	0.61	0.66	0.55	0.66	0.69	0.66	0.62	0.63	0.63
PLD	0.26	0.24	0.28	0.29	0.42	0.27	0.39	0.46	0.18	0.33	0.38	0.19	0.38	0.60	0.36	0.22	0.52	0.40	0.35	0.36	1.00	0.39	0.42	0.33	0.33	0.52	0.47	0.38	0.51	0.83	0.46	0.81	0.44	0.50	0.54	0.51	0.49	0.50	0.57	0.50	0.54	0.54	0.60	0.54
LIN	0.25	0.21	0.29	0.31	0.32	0.29	0.38	0.32	0.27	0.36	0.36	0.31	0.38	0.31	0.34	0.33	0.38	0.46	0.44	0.41	0.39	1.00	0.46	0.43	0.44	0.49	0.47	0.49	0.53	0.44	0.44	0.46	0.54	0.75	0.46	0.59	0.51	0.56	0.52	0.55	0.56	0.60	0.66	0.61
XLC	0.26	0.44	0.25	0.26	0.15	0.19	0.25	0.27	0.27	0.79	0.35	0.24	0.62	0.28	0.46	0.30	0.29	0.74	0.52	0.38	0.42	0.46	1.00	0.43	0.45	0.39	0.75	0.49	0.51	0.47	0.53	0.50	0.57	0.56	0.48	0.59	0.51	0.48	0.51	0.54	0.52	0.56	0.57	0.60
CAT	0.18	0.26	0.23	0.28	0.13	0.27	0.16	0.17	0.46	0.35	0.23	0.49	0.33	0.22	0.42	0.55	0.26	0.47	0.44	0.54	0.33	0.43	0.43	1.00	0.60	0.31	0.51	0.72	0.41	0.36	0.57	0.41	0.64	0.70	0.58	0.78	0.66	0.58	0.64	0.69	0.67	0.67	0.65	0.72
JPM	0.19	0.26	0.26	0.28	0.19	0.30	0.20	0.19	0.41	0.34	0.31	0.42	0.33	0.26	0.46	0.49	0.28	0.42	0.43	0.50	0.33	0.44	0.45	0.60	1.00	0.35	0.51	0.61	0.42	0.39	0.64	0.43	0.88	0.61	0.57	0.68	0.69	0.59	0.68	0.69	0.71	0.68	0.64	0.75
XLP	0.31	0.15	0.48	0.40	0.57	0.57	0.78	0.49	0.20	0.26	0.57	0.26	0.34	0.51	0.32	0.25	0.60	0.32	0.41	0.39	0.52	0.49	0.39	0.31	0.35	1.00	0.42	0.36	0.59	0.61	0.41	0.60	0.48	0.52	0.59	0.50	0.54	0.69	0.61	0.60	0.63	0.66	0.74	0.64
XLY	0.24	0.66	0.16	0.23	0.12	0.19	0.25	0.29	0.30	0.63	0.40	0.25	0.62	0.29	0.48	0.32	0.29	0.76	0.51	0.42	0.47	0.47	0.75	0.51	0.51	0.42	1.00	0.56	0.50	0.50	0.62	0.55	0.63	0.64	0.52	0.69	0.57	0.48	0.57	0.60	0.58	0.63	0.65	0.66
EMR	0.23	0.27	0.21	0.28	0.17	0.24	0.22	0.22	0.44	0.41	0.29	0.45	0.38	0.25	0.46	0.52	0.29	0.53	0.50	0.54	0.38	0.49	0.49	0.72	0.61	0.36	0.56	1.00	0.48	0.42	0.60	0.46	0.69	0.73	0.58	0.81	0.67	0.61	0.66	0.70	0.69	0.71	0.72	0.75
XLV	0.60	0.25	0.36	0.62	0.38	0.34	0.48	0.39	0.22	0.41	0.45	0.25	0.43	0.40	0.37	0.29	0.46	0.49	0.50	0.38	0.51	0.53	0.51	0.41	0.42	0.59	0.50	0.48	1.00	0.57	0.45	0.56	0.55	0.58	0.53	0.58	0.54	0.67	0.57	0.59	0.60	0.68	0.71	0.69
XLRE	0.29	0.25	0.39	0.32	0.54	0.36	0.45	0.54	0.21	0.33	0.45	0.23	0.37	0.76	0.42	0.27	0.64	0.41	0.40	0.40	0.83	0.44	0.47	0.36	0.39	0.61	0.50	0.42	0.57	1.00	0.55	0.98	0.52	0.56	0.65	0.57	0.58	0.60	0.70	0.60	0.65	0.63	0.70	0.63
KBWD	0.16	0.35	0.28	0.27	0.24	0.33	0.22	0.28	0.46	0.38	0.33	0.42	0.39	0.42	0.67	0.50	0.35	0.47	0.42	0.56	0.46	0.44	0.53	0.57	0.64	0.41	0.62	0.60	0.45	0.55	1.00	0.63	0.76	0.67	0.77	0.71	0.78	0.63	0.80	0.78	0.79	0.73	0.72	0.75
VNQ	0.28	0.28	0.38	0.32	0.51	0.37	0.43	0.51	0.25	0.35	0.45	0.27	0.38	0.77	0.47	0.31	0.62	0.44	0.42	0.44	0.81	0.46	0.50	0.41	0.43	0.60	0.55	0.46	0.56	0.98	0.63	1.00	0.57	0.60	0.71	0.62	0.64	0.62	0.75	0.65	0.69	0.67	0.73	0.67
XLF	0.23	0.30	0.32	0.34	0.26	0.35	0.30	0.27	0.46	0.41	0.41	0.47	0.42	0.36	0.55	0.54	0.37	0.52	0.51	0.58	0.44	0.54	0.57	0.64	0.88	0.48	0.63	0.69	0.55	0.52	0.76	0.57	1.00	0.73	0.69	0.80	0.81	0.72	0.81	0.82	0.84	0.81	0.80	0.87
XLB	0.24	0.33	0.33	0.33	0.29	0.35	0.34	0.34	0.46	0.43	0.37	0.46	0.44	0.39	0.51	0.53	0.41	0.56	0.51	0.66	0.50	0.75	0.56	0.70	0.61	0.52	0.64	0.73	0.58	0.56	0.67	0.60	0.73	1.00	0.69	0.83	0.76	0.71	0.77	0.81	0.79	0.80	0.84	0.82
DIV	0.22	0.25	0.46	0.37	0.45	0.50	0.37	0.40	0.52	0.30	0.41	0.54	0.35	0.54	0.55	0.61	0.53	0.37	0.46	0.58	0.54	0.46	0.48	0.58	0.57	0.59	0.52	0.58	0.53	0.65	0.77	0.71	0.69	0.69	1.00	0.70	0.84	0.80	0.89	0.86	0.87	0.81	0.80	0.81
XLI	0.27	0.34	0.28	0.33	0.27	0.32	0.31	0.33	0.46	0.45	0.40	0.44	0.47	0.39	0.53	0.53	0.43	0.62	0.57	0.61	0.51	0.59	0.59	0.78	0.68	0.50	0.69	0.81	0.58	0.57	0.71	0.62	0.80	0.83	0.70	1.00	0.78	0.71	0.78	0.82	0.81	0.83	0.86	0.87
RDIV	0.21	0.26	0.42	0.38	0.36	0.45	0.33	0.33	0.57	0.34	0.39	0.58	0.37	0.45	0.53	0.66	0.45	0.42	0.50	0.66	0.49	0.51	0.51	0.66	0.69	0.54	0.57	0.67	0.54	0.58	0.78	0.64	0.81	0.76	0.84	0.78	1.00	0.81	0.94	0.94	0.93	0.88	0.84	0.87
HDV	0.32	0.19	0.52	0.52	0.51	0.55	0.49	0.45	0.57	0.33	0.47	0.69	0.38	0.48	0.47	0.71	0.57	0.40	0.56	0.55	0.50	0.56	0.48	0.58	0.59	0.69	0.48	0.61	0.67	0.60	0.63	0.62	0.72	0.71	0.80	0.71	0.81	1.00	0.86	0.86	0.87	0.90	0.85	0.88
SPYD	0.23	0.25	0.47	0.41	0.46	0.50	0.39	0.41	0.54	0.33	0.43	0.56	0.38	0.56	0.55	0.63	0.54	0.41	0.50	0.66	0.57	0.52	0.51	0.64	0.68	0.61	0.57	0.66	0.57	0.70	0.80	0.75	0.81	0.77	0.89	0.78	0.94	0.86	1.00	0.95	0.96	0.90	0.88	0.89
SDOG	0.23	0.27	0.46	0.42	0.39	0.49	0.37	0.35	0.56	0.36	0.43	0.57	0.41	0.46	0.55	0.65	0.48	0.47	0.55	0.69	0.50	0.55	0.54	0.69	0.69	0.60	0.60	0.70	0.59	0.60	0.78	0.65	0.82	0.81	0.86	0.82	0.94	0.86	0.95	1.00	0.95	0.92	0.89	0.92
DVY	0.24	0.26	0.47	0.41	0.49	0.50	0.41	0.44	0.53	0.35	0.45	0.56	0.39	0.50	0.55	0.63	0.60	0.44	0.52	0.66	0.54	0.56	0.52	0.67	0.71	0.63	0.58	0.69	0.60	0.65	0.79	0.69	0.84	0.79	0.87	0.81	0.93	0.87	0.96	0.95	1.00	0.92	0.90	0.93
SCHD	0.29	0.29	0.46	0.47	0.39	0.48	0.45	0.39	0.53	0.41	0.47	0.56	0.47	0.46	0.52	0.62	0.48	0.54	0.61	0.62	0.54	0.60	0.56	0.67	0.68	0.66	0.63	0.71	0.68	0.63	0.73	0.67	0.81	0.80	0.81	0.83	0.88	0.90	0.90	0.92	0.92	1.00	0.92	0.94
NOBL	0.31	0.28	0.45	0.45	0.46	0.46	0.52	0.45	0.42	0.41	0.53	0.46	0.46	0.53	0.53	0.51	0.55	0.53	0.56	0.63	0.60	0.66	0.57	0.65	0.64	0.74	0.65	0.72	0.71	0.70	0.72	0.73	0.80	0.84	0.80	0.86	0.84	0.85	0.88	0.89	0.90	0.92	1.00	0.91
VYM	0.33	0.32	0.43	0.46	0.39	0.44	0.42	0.41	0.52	0.44	0.47	0.56	0.47	0.45	0.56	0.63	0.53	0.60	0.62	0.63	0.54	0.61	0.60	0.72	0.75	0.64	0.66	0.75	0.69	0.63	0.75	0.67	0.87	0.82	0.81	0.87	0.87	0.88	0.89	0.92	0.93	0.94	0.91	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2018

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