DANA mimic

Last updated Dec 2, 2023

Asset Allocation

Position	Category/Sector	Weight
GOOGL		4.6%
AAPL Apple Inc.	Technology	4.22%
MSFT		3.84%
AMZN Amazon.com, Inc.	Consumer Cyclical	2.92%
ABBV AbbVie Inc.	Healthcare	2.87%
DELL Dell Technologies Inc.	Technology	2.53%
AXP American Express Company	Financial Services	2.5%
MCK		2.38%
PH		2.1%
V		2.08%
WFC		2.04%
ADBE Adobe Inc	Technology	2.03%
ACN Accenture plc	Technology	2.02%
AVGO Broadcom Inc.	Technology	2.02%
ORCL		2.02%
BAC Bank of America Corporation	Financial Services	2.01%
UNH		2%
CSCO Cisco Systems, Inc.	Technology	1.98%
IBKR		1.95%
MRK		1.86%
MCHP		1.82%
CMCSA Comcast Corporation	Communication Services	1.81%
LECO		1.8%
CAT Caterpillar Inc.	Industrials	1.76%
NVDA		1.75%
MAR		1.74%
ULTA		1.73%
PHM		1.72%
PXD		1.68%
KMB		1.61%
ELV Elevance Health Inc	Healthcare	1.6%
IQV		1.6%
BK The Bank of New York Mellon Corporation	Financial Services	1.59%
CRM salesforce.com, inc.	Technology	1.58%
BKR Baker Hughes Company	Energy	1.53%
KR		1.52%
TPR		1.52%
SYY		1.49%
WDAY		1.49%
IRM		1.47%
MDLZ		1.45%
MPC		1.39%
IPG		1.36%
NSC		1.34%
JNJ		1.21%
GPK		1.2%
RTX		1.15%
BSX Boston Scientific Corporation	Healthcare	1.12%
ALB Albemarle Corporation	Basic Materials	1.09%
ES Eversource Energy	Utilities	1.08%
META		1.04%
COP ConocoPhillips Company	Energy	1%
GLPI		0.97%
NEE		0.97%
RGA		0.85%

Benchmark

Rebalance portfolio

Performance

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

DANA mimic

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL

Returns

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC	N/A	N/A	N/A	N/A	N/A	N/A
DANA mimic	29.29%	7.28%	10.69%	23.13%	18.62%	N/A
Portfolio components:
AAPL Apple Inc.	48.01%	10.07%	5.97%	29.67%	34.94%	26.90%
ABBV AbbVie Inc.	-7.68%	0.66%	7.00%	-7.69%	13.98%	15.79%
ACN Accenture plc	28.70%	12.45%	9.41%	13.41%	17.15%	18.00%
ADBE Adobe Inc	82.00%	12.48%	40.36%	77.99%	19.58%	26.98%
ALB Albemarle Corporation	-41.49%	2.60%	-39.21%	-53.83%	6.86%	7.87%
AMZN Amazon.com, Inc.	75.04%	7.32%	18.33%	53.96%	11.73%	22.60%
AVGO Broadcom Inc.	69.34%	9.03%	15.77%	73.35%	36.05%	39.15%
AXP American Express Company	19.34%	18.65%	3.86%	11.96%	10.72%	9.05%
BAC Bank of America Corporation	-3.61%	18.21%	9.60%	-12.66%	4.37%	9.22%
BK The Bank of New York Mellon Corporation	10.91%	12.83%	16.19%	10.33%	1.99%	6.45%
BKR Baker Hughes Company	17.23%	-2.46%	15.53%	18.31%	11.58%	0.76%
BSX Boston Scientific Corporation	21.33%	8.67%	8.34%	21.73%	8.32%	16.89%
CAT Caterpillar Inc.	9.38%	10.75%	14.45%	11.17%	16.44%	15.01%
CMCSA Comcast Corporation	24.25%	0.93%	9.17%	19.76%	3.97%	7.82%
COP ConocoPhillips Company	1.23%	-0.73%	14.90%	-2.33%	15.82%	8.28%
CRM salesforce.com, inc.	96.09%	27.51%	22.05%	76.87%	12.76%	17.58%
CSCO Cisco Systems, Inc.	4.86%	-7.13%	-1.66%	-0.03%	3.34%	12.06%
DELL Dell Technologies Inc.	84.15%	4.75%	54.09%	64.96%	20.77%	N/A
ELV Elevance Health Inc	-4.90%	8.16%	3.24%	-6.90%	12.09%	19.66%
ES Eversource Energy	-25.39%	14.48%	-12.26%	-24.90%	0.63%	7.37%
GLPI	N/A	N/A	N/A	N/A	N/A	N/A
GOOGL	N/A	N/A	N/A	N/A	N/A	N/A
GPK	N/A	N/A	N/A	N/A	N/A	N/A
IBKR	N/A	N/A	N/A	N/A	N/A	N/A
IPG	N/A	N/A	N/A	N/A	N/A	N/A
IQV	N/A	N/A	N/A	N/A	N/A	N/A
IRM	N/A	N/A	N/A	N/A	N/A	N/A
JNJ	N/A	N/A	N/A	N/A	N/A	N/A
KMB	N/A	N/A	N/A	N/A	N/A	N/A
KR	N/A	N/A	N/A	N/A	N/A	N/A
LECO	N/A	N/A	N/A	N/A	N/A	N/A
MAR	N/A	N/A	N/A	N/A	N/A	N/A
MCHP	N/A	N/A	N/A	N/A	N/A	N/A
MCK	N/A	N/A	N/A	N/A	N/A	N/A
MDLZ	N/A	N/A	N/A	N/A	N/A	N/A
META	N/A	N/A	N/A	N/A	N/A	N/A
MPC	N/A	N/A	N/A	N/A	N/A	N/A
MRK	N/A	N/A	N/A	N/A	N/A	N/A
MSFT	N/A	N/A	N/A	N/A	N/A	N/A
NEE	N/A	N/A	N/A	N/A	N/A	N/A
NSC	N/A	N/A	N/A	N/A	N/A	N/A
NVDA	N/A	N/A	N/A	N/A	N/A	N/A
ORCL	N/A	N/A	N/A	N/A	N/A	N/A
PH	N/A	N/A	N/A	N/A	N/A	N/A
PHM	N/A	N/A	N/A	N/A	N/A	N/A
PXD	N/A	N/A	N/A	N/A	N/A	N/A
RGA	N/A	N/A	N/A	N/A	N/A	N/A
RTX	N/A	N/A	N/A	N/A	N/A	N/A
SYY	N/A	N/A	N/A	N/A	N/A	N/A
TPR	N/A	N/A	N/A	N/A	N/A	N/A
ULTA	N/A	N/A	N/A	N/A	N/A	N/A
UNH	N/A	N/A	N/A	N/A	N/A	N/A
V	N/A	N/A	N/A	N/A	N/A	N/A
WDAY	N/A	N/A	N/A	N/A	N/A	N/A
WFC	N/A	N/A	N/A	N/A	N/A	N/A

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2023					1.81%	7.50%	3.42%	-1.12%	-4.19%	-1.65%	9.03%

Sharpe Ratio

The current DANA mimic Sharpe ratio is 1.63. A Sharpe ratio greater than 1.0 is considered acceptable.

The Sharpe ratio of DANA mimic lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

DANA mimic

Benchmark (^GSPC)

Portfolio components

Dividend yield

DANA mimic granted a 1.74% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
DANA mimic	1.74%	1.80%	1.40%	1.68%	1.70%	1.85%	2.34%	1.69%	1.80%	1.94%	1.47%	1.87%
Portfolio components:
AAPL Apple Inc.	0.50%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%	1.00%
ABBV AbbVie Inc.	4.13%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%	3.03%	0.00%
ACN Accenture plc	1.38%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%	2.18%	2.12%	2.23%
ADBE Adobe 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%
ALB Albemarle Corporation	1.26%	0.73%	0.67%	1.04%	2.01%	1.74%	1.00%	1.42%	2.07%	1.83%	1.51%	1.29%
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%
AVGO Broadcom Inc.	1.98%	3.02%	2.24%	3.05%	3.54%	3.11%	1.94%	1.52%	1.23%	1.34%	1.87%	1.93%
AXP American Express Company	1.34%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%	1.05%	0.95%	1.36%
BAC Bank of America Corporation	2.97%	2.60%	1.75%	2.38%	1.87%	2.19%	1.32%	1.13%	1.19%	0.67%	0.26%	0.34%
BK The Bank of New York Mellon Corporation	3.24%	3.12%	2.24%	2.92%	2.34%	2.21%	1.60%	1.52%	1.65%	1.63%	1.66%	2.02%
BKR Baker Hughes Company	2.31%	2.47%	2.99%	3.45%	2.81%	3.35%	57.49%	1.05%	1.47%	1.14%	1.09%	1.47%
BSX Boston Scientific 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%
CAT Caterpillar Inc.	1.95%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%	1.89%	2.77%
CMCSA Comcast Corporation	2.70%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%	1.16%	1.50%	1.74%
COP ConocoPhillips Company	3.98%	4.20%	2.69%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%	4.11%	3.82%	4.28%
CRM salesforce.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%
CSCO Cisco Systems, Inc.	3.20%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%	2.66%	2.27%	2.54%
DELL Dell Technologies Inc.	2.00%	2.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ELV Elevance Health Inc	0.92%	1.00%	0.98%	1.18%	1.06%	1.14%	1.20%	1.81%	1.79%	1.39%	1.62%	1.89%
ES Eversource Energy	4.38%	3.04%	2.65%	2.62%	2.52%	3.11%	3.01%	3.22%	3.27%	2.93%	3.47%	3.38%
GLPI	6.55%	5.37%	5.90%	3.63%	6.30%	7.88%	6.69%	7.50%	7.77%	48.78%	0.00%	0.00%
GOOGL	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GPK	1.73%	1.46%	1.54%	1.77%	1.80%	2.82%	2.43%	1.80%	1.56%	0.00%	0.00%	0.00%
IBKR	0.51%	0.55%	0.50%	0.66%	0.86%	0.73%	0.68%	1.10%	0.92%	1.37%	1.64%	10.04%
IPG	3.96%	3.48%	2.88%	4.34%	4.07%	4.07%	3.57%	2.56%	2.06%	1.83%	1.69%	2.18%
IQV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IRM	3.83%	4.96%	4.73%	8.39%	7.69%	7.32%	5.93%	6.17%	7.07%	6.00%	4.06%	15.24%
JNJ	2.97%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%	2.83%	3.42%
KMB	3.79%	3.42%	3.19%	3.17%	3.00%	3.51%	3.22%	3.22%	2.77%	2.82%	3.10%	3.51%
KR	2.47%	2.11%	1.72%	2.14%	2.07%	1.93%	1.79%	1.30%	0.94%	1.06%	1.56%	1.90%
LECO	1.27%	1.61%	1.50%	1.70%	1.96%	2.08%	1.57%	1.71%	2.29%	1.42%	1.16%	1.46%
MAR	0.94%	0.67%	0.00%	0.36%	1.22%	1.44%	0.95%	1.39%	1.42%	0.99%	1.30%	1.31%
MCHP	1.88%	1.65%	0.98%	1.07%	1.40%	2.02%	1.65%	2.24%	3.07%	3.15%	3.16%	4.30%
MCK	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%	0.46%	0.55%	0.83%
MDLZ	2.23%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%	1.60%	1.53%	3.93%
META	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MPC	2.03%	2.14%	3.63%	5.61%	3.52%	3.12%	2.30%	2.70%	2.20%	2.04%	1.68%	1.90%
MRK	2.82%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.42%	3.11%	3.45%	4.13%
MSFT	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%	3.11%
NEE	3.16%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%	3.08%	3.47%
NSC	2.38%	2.01%	1.40%	1.58%	1.85%	2.03%	1.68%	2.18%	2.79%	2.03%	2.20%	3.14%
NVDA	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%	1.94%	0.61%
ORCL	1.30%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%	1.07%	0.63%	1.26%
PH	1.31%	1.73%	1.25%	1.29%	1.65%	1.97%	1.32%	1.80%	2.60%	1.61%	1.38%	1.90%
PHM	0.70%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	1.85%	1.07%	0.74%	0.00%
PXD	6.01%	11.14%	3.76%	1.93%	0.79%	0.24%	0.04%	0.04%	0.06%	0.05%	0.04%	0.06%
RGA	2.02%	2.15%	2.61%	2.42%	1.59%	1.57%	1.17%	1.24%	1.64%	1.44%	1.40%	1.57%
RTX	2.82%	2.14%	2.33%	2.64%	1.96%	2.66%	2.13%	2.39%	2.66%	2.05%	1.93%	2.48%
SYY	2.72%	2.51%	2.34%	2.42%	1.82%	2.30%	2.17%	2.24%	2.20%	2.95%	3.91%	3.41%
TPR	3.82%	2.89%	1.23%	1.09%	5.01%	4.00%	3.05%	3.85%	4.12%	3.59%	2.34%	2.03%
ULTA	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.02%
UNH	1.33%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%	1.40%	1.47%
V	0.73%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%	0.62%	0.65%
WDAY	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WFC	2.89%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%	2.46%	2.53%	2.57%

Expense Ratio

The DANA mimic 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

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer Index
AAPL Apple Inc.	1.38
ABBV AbbVie Inc.	-0.38
ACN Accenture plc	0.59
ADBE Adobe Inc	2.45
ALB Albemarle Corporation	-1.18
AMZN Amazon.com, Inc.	1.54
AVGO Broadcom Inc.	2.36
AXP American Express Company	0.46
BAC Bank of America Corporation	-0.57
BK The Bank of New York Mellon Corporation	0.41
BKR Baker Hughes Company	0.68
BSX Boston Scientific Corporation	1.20
CAT Caterpillar Inc.	0.39
CMCSA Comcast Corporation	0.76
COP ConocoPhillips Company	-0.09
CRM salesforce.com, inc.	1.96
CSCO Cisco Systems, Inc.	0.02
DELL Dell Technologies Inc.	1.88
ELV Elevance Health Inc	-0.34
ES Eversource Energy	-1.02
GLPI	N/A
GOOGL	N/A
GPK	N/A
IBKR	N/A
IPG	N/A
IQV	N/A
IRM	N/A
JNJ	N/A
KMB	N/A
KR	N/A
LECO	N/A
MAR	N/A
MCHP	N/A
MCK	N/A
MDLZ	N/A
META	N/A
MPC	N/A
MRK	N/A
MSFT	N/A
NEE	N/A
NSC	N/A
NVDA	N/A
ORCL	N/A
PH	N/A
PHM	N/A
PXD	N/A
RGA	N/A
RTX	N/A
SYY	N/A
TPR	N/A
ULTA	N/A
UNH	N/A
V	N/A
WDAY	N/A
WFC	N/A

Asset Correlations Table

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

	KR	KMB	ES	NEE	MRK	JNJ	ABBV	MCK	BKR	PXD	COP	ULTA	ELV	IRM	MDLZ	UNH	PHM	GLPI	WDAY	AMZN	META	IBKR	GPK	MPC	ALB	SYY	TPR	NVDA	RGA	CRM	CMCSA	DELL	WFC	ORCL	AVGO	BSX	ADBE	IPG	MAR	AAPL	RTX	IQV	NSC	BK	GOOGL	BAC	MCHP	CAT	MSFT	LECO	V	CSCO	AXP	PH	ACN
KR	1.00	0.26	0.17	0.14	0.19	0.19	0.15	0.25	0.10	0.12	0.13	0.15	0.17	0.19	0.28	0.17	0.12	0.10	0.03	0.08	0.07	0.11	0.21	0.14	0.11	0.23	0.11	0.07	0.16	0.07	0.16	0.12	0.14	0.16	0.09	0.12	0.10	0.14	0.06	0.11	0.17	0.10	0.18	0.18	0.09	0.17	0.09	0.17	0.12	0.19	0.09	0.22	0.11	0.17	0.13
KMB	0.26	1.00	0.45	0.39	0.32	0.39	0.28	0.24	0.07	0.03	0.07	0.13	0.22	0.30	0.54	0.25	0.22	0.24	0.10	0.10	0.11	0.07	0.25	0.07	0.07	0.28	0.08	0.07	0.17	0.12	0.24	0.11	0.12	0.27	0.13	0.27	0.16	0.19	0.11	0.17	0.20	0.16	0.24	0.14	0.15	0.12	0.09	0.15	0.21	0.21	0.23	0.26	0.18	0.19	0.26
ES	0.17	0.45	1.00	0.74	0.27	0.38	0.21	0.19	0.08	0.02	0.07	0.13	0.23	0.40	0.47	0.24	0.19	0.34	0.12	0.13	0.11	0.06	0.23	0.11	0.14	0.28	0.07	0.08	0.17	0.13	0.25	0.13	0.09	0.20	0.13	0.26	0.18	0.16	0.09	0.20	0.22	0.25	0.24	0.11	0.17	0.06	0.12	0.13	0.22	0.16	0.23	0.25	0.17	0.14	0.29
NEE	0.14	0.39	0.74	1.00	0.24	0.34	0.20	0.19	0.10	0.05	0.08	0.16	0.20	0.38	0.43	0.27	0.25	0.37	0.23	0.22	0.19	0.13	0.23	0.12	0.18	0.27	0.10	0.17	0.17	0.24	0.26	0.17	0.12	0.25	0.20	0.30	0.27	0.19	0.13	0.26	0.24	0.30	0.24	0.15	0.25	0.08	0.18	0.13	0.32	0.18	0.29	0.29	0.21	0.18	0.36
MRK	0.19	0.32	0.27	0.24	1.00	0.52	0.45	0.38	0.17	0.17	0.21	0.15	0.36	0.20	0.36	0.37	0.14	0.24	0.16	0.12	0.15	0.19	0.26	0.20	0.11	0.23	0.13	0.10	0.25	0.19	0.27	0.20	0.20	0.28	0.16	0.36	0.20	0.21	0.16	0.20	0.27	0.32	0.24	0.24	0.21	0.21	0.14	0.23	0.26	0.24	0.29	0.30	0.23	0.24	0.29
JNJ	0.19	0.39	0.38	0.34	0.52	1.00	0.45	0.37	0.14	0.13	0.16	0.17	0.36	0.24	0.43	0.41	0.16	0.22	0.17	0.18	0.18	0.20	0.24	0.17	0.14	0.24	0.13	0.15	0.23	0.20	0.31	0.20	0.22	0.33	0.21	0.40	0.24	0.25	0.18	0.26	0.30	0.31	0.29	0.27	0.27	0.22	0.22	0.28	0.31	0.27	0.35	0.39	0.28	0.27	0.38
ABBV	0.15	0.28	0.21	0.20	0.45	0.45	1.00	0.38	0.19	0.23	0.22	0.19	0.38	0.20	0.31	0.39	0.17	0.23	0.21	0.20	0.21	0.23	0.26	0.26	0.16	0.25	0.19	0.20	0.27	0.24	0.29	0.23	0.27	0.27	0.24	0.38	0.26	0.26	0.22	0.26	0.31	0.36	0.27	0.28	0.30	0.26	0.24	0.28	0.29	0.26	0.32	0.35	0.27	0.29	0.33
MCK	0.25	0.24	0.19	0.19	0.38	0.37	0.38	1.00	0.22	0.25	0.28	0.24	0.43	0.23	0.35	0.42	0.23	0.24	0.16	0.16	0.19	0.23	0.30	0.31	0.22	0.29	0.22	0.16	0.32	0.18	0.30	0.27	0.29	0.29	0.22	0.35	0.19	0.28	0.24	0.23	0.34	0.30	0.32	0.32	0.24	0.32	0.20	0.30	0.24	0.31	0.29	0.35	0.31	0.33	0.32
BKR	0.10	0.07	0.08	0.10	0.17	0.14	0.19	0.22	1.00	0.60	0.63	0.27	0.23	0.25	0.15	0.19	0.20	0.24	0.16	0.16	0.17	0.31	0.28	0.56	0.36	0.31	0.34	0.21	0.40	0.17	0.24	0.32	0.39	0.24	0.25	0.24	0.15	0.34	0.34	0.22	0.39	0.27	0.36	0.39	0.22	0.43	0.32	0.48	0.19	0.39	0.24	0.31	0.39	0.44	0.28
PXD	0.12	0.03	0.02	0.05	0.17	0.13	0.23	0.25	0.60	1.00	0.76	0.25	0.26	0.23	0.13	0.22	0.21	0.23	0.13	0.18	0.19	0.31	0.28	0.61	0.36	0.29	0.35	0.21	0.38	0.16	0.25	0.29	0.40	0.22	0.26	0.24	0.18	0.34	0.35	0.24	0.42	0.25	0.36	0.40	0.24	0.44	0.28	0.49	0.19	0.38	0.27	0.31	0.39	0.43	0.25
COP	0.13	0.07	0.07	0.08	0.21	0.16	0.22	0.28	0.63	0.76	1.00	0.24	0.28	0.24	0.17	0.25	0.21	0.23	0.14	0.16	0.17	0.30	0.30	0.64	0.35	0.32	0.33	0.20	0.39	0.19	0.26	0.31	0.43	0.23	0.25	0.24	0.19	0.35	0.36	0.22	0.43	0.27	0.41	0.42	0.25	0.47	0.30	0.53	0.20	0.40	0.28	0.33	0.42	0.46	0.27
ULTA	0.15	0.13	0.13	0.16	0.15	0.17	0.19	0.24	0.27	0.25	0.24	1.00	0.26	0.26	0.21	0.26	0.35	0.32	0.29	0.27	0.26	0.30	0.33	0.31	0.35	0.41	0.45	0.29	0.32	0.28	0.32	0.34	0.32	0.28	0.31	0.32	0.27	0.39	0.40	0.28	0.37	0.35	0.36	0.35	0.31	0.35	0.36	0.34	0.29	0.37	0.33	0.33	0.41	0.40	0.36
ELV	0.17	0.22	0.23	0.20	0.36	0.36	0.38	0.43	0.23	0.26	0.28	0.26	1.00	0.26	0.31	0.74	0.22	0.26	0.17	0.19	0.21	0.29	0.32	0.30	0.22	0.32	0.23	0.19	0.35	0.22	0.33	0.27	0.32	0.33	0.23	0.39	0.25	0.32	0.30	0.27	0.37	0.38	0.35	0.35	0.27	0.34	0.22	0.34	0.29	0.35	0.34	0.34	0.37	0.34	0.34
IRM	0.19	0.30	0.40	0.38	0.20	0.24	0.20	0.23	0.25	0.23	0.24	0.26	0.26	1.00	0.36	0.24	0.37	0.50	0.23	0.24	0.26	0.20	0.33	0.29	0.34	0.35	0.32	0.24	0.30	0.24	0.32	0.28	0.28	0.31	0.31	0.32	0.26	0.38	0.30	0.30	0.35	0.33	0.34	0.29	0.27	0.29	0.30	0.34	0.29	0.38	0.30	0.34	0.36	0.37	0.41
MDLZ	0.28	0.54	0.47	0.43	0.36	0.43	0.31	0.35	0.15	0.13	0.17	0.21	0.31	0.36	1.00	0.33	0.30	0.33	0.24	0.25	0.25	0.18	0.32	0.19	0.20	0.41	0.19	0.20	0.28	0.29	0.39	0.24	0.25	0.33	0.28	0.39	0.31	0.30	0.24	0.33	0.35	0.32	0.33	0.29	0.33	0.25	0.27	0.27	0.37	0.31	0.39	0.39	0.30	0.32	0.42
UNH	0.17	0.25	0.24	0.27	0.37	0.41	0.39	0.42	0.19	0.22	0.25	0.26	0.74	0.24	0.33	1.00	0.22	0.25	0.21	0.24	0.24	0.29	0.30	0.26	0.19	0.29	0.21	0.24	0.30	0.25	0.30	0.25	0.30	0.33	0.27	0.41	0.29	0.30	0.28	0.33	0.34	0.39	0.36	0.35	0.33	0.32	0.26	0.32	0.36	0.35	0.37	0.37	0.37	0.35	0.37
PHM	0.12	0.22	0.19	0.25	0.14	0.16	0.17	0.23	0.20	0.21	0.21	0.35	0.22	0.37	0.30	0.22	1.00	0.36	0.33	0.31	0.32	0.27	0.37	0.28	0.32	0.35	0.42	0.31	0.32	0.34	0.36	0.35	0.29	0.33	0.34	0.32	0.33	0.38	0.36	0.33	0.36	0.36	0.34	0.34	0.33	0.30	0.38	0.33	0.33	0.41	0.34	0.32	0.39	0.40	0.42
GLPI	0.10	0.24	0.34	0.37	0.24	0.22	0.23	0.24	0.24	0.23	0.23	0.32	0.26	0.50	0.33	0.25	0.36	1.00	0.31	0.27	0.31	0.26	0.33	0.29	0.33	0.41	0.33	0.27	0.31	0.32	0.35	0.33	0.28	0.32	0.32	0.37	0.33	0.36	0.37	0.32	0.37	0.38	0.34	0.28	0.32	0.27	0.33	0.32	0.34	0.36	0.38	0.37	0.39	0.37	0.40
WDAY	0.03	0.10	0.12	0.23	0.16	0.17	0.21	0.16	0.16	0.13	0.14	0.29	0.17	0.23	0.24	0.21	0.33	0.31	1.00	0.54	0.51	0.31	0.21	0.20	0.31	0.24	0.28	0.53	0.19	0.68	0.32	0.36	0.20	0.41	0.45	0.39	0.66	0.26	0.35	0.49	0.27	0.47	0.28	0.25	0.53	0.24	0.49	0.25	0.59	0.31	0.50	0.43	0.35	0.31	0.51
AMZN	0.08	0.10	0.13	0.22	0.12	0.18	0.20	0.16	0.16	0.18	0.16	0.27	0.19	0.24	0.25	0.24	0.31	0.27	0.54	1.00	0.62	0.30	0.21	0.21	0.34	0.22	0.27	0.59	0.18	0.60	0.34	0.38	0.22	0.43	0.50	0.35	0.65	0.26	0.35	0.62	0.25	0.42	0.28	0.26	0.68	0.28	0.48	0.27	0.68	0.30	0.50	0.45	0.35	0.33	0.49
META	0.07	0.11	0.11	0.19	0.15	0.18	0.21	0.19	0.17	0.19	0.17	0.26	0.21	0.26	0.25	0.24	0.32	0.31	0.51	0.62	1.00	0.32	0.22	0.23	0.34	0.22	0.29	0.55	0.22	0.53	0.38	0.36	0.24	0.41	0.50	0.37	0.62	0.31	0.34	0.56	0.25	0.41	0.29	0.29	0.69	0.30	0.48	0.29	0.60	0.33	0.50	0.42	0.36	0.34	0.46
IBKR	0.11	0.07	0.06	0.13	0.19	0.20	0.23	0.23	0.31	0.31	0.30	0.30	0.29	0.20	0.18	0.29	0.27	0.26	0.31	0.30	0.32	1.00	0.34	0.36	0.36	0.32	0.40	0.33	0.44	0.36	0.32	0.36	0.49	0.36	0.31	0.35	0.33	0.40	0.42	0.34	0.38	0.36	0.38	0.52	0.37	0.52	0.39	0.44	0.35	0.45	0.41	0.39	0.50	0.47	0.41
GPK	0.21	0.25	0.23	0.23	0.26	0.24	0.26	0.30	0.28	0.28	0.30	0.33	0.32	0.33	0.32	0.30	0.37	0.33	0.21	0.21	0.22	0.34	1.00	0.36	0.38	0.37	0.40	0.22	0.44	0.24	0.35	0.31	0.40	0.33	0.30	0.35	0.23	0.41	0.37	0.26	0.43	0.34	0.46	0.46	0.28	0.45	0.34	0.46	0.26	0.52	0.33	0.37	0.43	0.49	0.37
MPC	0.14	0.07	0.11	0.12	0.20	0.17	0.26	0.31	0.56	0.61	0.64	0.31	0.30	0.29	0.19	0.26	0.28	0.29	0.20	0.21	0.23	0.36	0.36	1.00	0.40	0.35	0.40	0.27	0.44	0.25	0.30	0.36	0.47	0.28	0.28	0.30	0.21	0.41	0.41	0.26	0.45	0.33	0.41	0.48	0.29	0.51	0.36	0.53	0.24	0.46	0.33	0.36	0.47	0.51	0.30
ALB	0.11	0.07	0.14	0.18	0.11	0.14	0.16	0.22	0.36	0.36	0.35	0.35	0.22	0.34	0.20	0.19	0.32	0.33	0.31	0.34	0.34	0.36	0.38	0.40	1.00	0.31	0.43	0.42	0.38	0.33	0.29	0.37	0.37	0.32	0.41	0.32	0.36	0.39	0.41	0.38	0.40	0.38	0.40	0.41	0.37	0.43	0.48	0.49	0.35	0.50	0.36	0.37	0.45	0.52	0.41
SYY	0.23	0.28	0.28	0.27	0.23	0.24	0.25	0.29	0.31	0.29	0.32	0.41	0.32	0.35	0.41	0.29	0.35	0.41	0.24	0.22	0.22	0.32	0.37	0.35	0.31	1.00	0.38	0.21	0.43	0.24	0.36	0.34	0.42	0.32	0.26	0.38	0.24	0.45	0.47	0.28	0.47	0.32	0.40	0.40	0.29	0.42	0.34	0.39	0.29	0.41	0.40	0.34	0.49	0.46	0.39
TPR	0.11	0.08	0.07	0.10	0.13	0.13	0.19	0.22	0.34	0.35	0.33	0.45	0.23	0.32	0.19	0.21	0.42	0.33	0.28	0.27	0.29	0.40	0.40	0.40	0.43	0.38	1.00	0.33	0.40	0.30	0.34	0.38	0.47	0.34	0.35	0.33	0.29	0.48	0.48	0.32	0.44	0.35	0.43	0.47	0.32	0.50	0.43	0.46	0.29	0.48	0.36	0.37	0.50	0.51	0.39
NVDA	0.07	0.07	0.08	0.17	0.10	0.15	0.20	0.16	0.21	0.21	0.20	0.29	0.19	0.24	0.20	0.24	0.31	0.27	0.53	0.59	0.55	0.33	0.22	0.27	0.42	0.21	0.33	1.00	0.22	0.56	0.32	0.43	0.27	0.42	0.62	0.35	0.63	0.28	0.36	0.59	0.27	0.43	0.32	0.32	0.59	0.32	0.64	0.34	0.63	0.38	0.48	0.46	0.38	0.39	0.49
RGA	0.16	0.17	0.17	0.17	0.25	0.23	0.27	0.32	0.40	0.38	0.39	0.32	0.35	0.30	0.28	0.30	0.32	0.31	0.19	0.18	0.22	0.44	0.44	0.44	0.38	0.43	0.40	0.22	1.00	0.23	0.36	0.35	0.58	0.30	0.28	0.35	0.19	0.47	0.45	0.25	0.48	0.33	0.42	0.59	0.26	0.60	0.33	0.50	0.23	0.49	0.37	0.35	0.55	0.50	0.37
CRM	0.07	0.12	0.13	0.24	0.19	0.20	0.24	0.18	0.17	0.16	0.19	0.28	0.22	0.24	0.29	0.25	0.34	0.32	0.68	0.60	0.53	0.36	0.24	0.25	0.33	0.24	0.30	0.56	0.23	1.00	0.35	0.41	0.25	0.46	0.48	0.41	0.71	0.28	0.34	0.54	0.27	0.47	0.31	0.30	0.58	0.28	0.49	0.26	0.65	0.31	0.55	0.46	0.38	0.36	0.55
CMCSA	0.16	0.24	0.25	0.26	0.27	0.31	0.29	0.30	0.24	0.25	0.26	0.32	0.33	0.32	0.39	0.30	0.36	0.35	0.32	0.34	0.38	0.32	0.35	0.30	0.29	0.36	0.34	0.32	0.36	0.35	1.00	0.35	0.39	0.35	0.37	0.39	0.37	0.49	0.39	0.38	0.37	0.38	0.38	0.38	0.40	0.40	0.39	0.39	0.41	0.39	0.42	0.46	0.44	0.40	0.45
DELL	0.12	0.11	0.13	0.17	0.20	0.20	0.23	0.27	0.32	0.29	0.31	0.34	0.27	0.28	0.24	0.25	0.35	0.33	0.36	0.38	0.36	0.36	0.31	0.36	0.37	0.34	0.38	0.43	0.35	0.41	0.35	1.00	0.36	0.41	0.45	0.37	0.43	0.39	0.43	0.43	0.40	0.41	0.39	0.40	0.42	0.40	0.50	0.42	0.45	0.43	0.44	0.50	0.44	0.48	0.47
WFC	0.14	0.12	0.09	0.12	0.20	0.22	0.27	0.29	0.39	0.40	0.43	0.32	0.32	0.28	0.25	0.30	0.29	0.28	0.20	0.22	0.24	0.49	0.40	0.47	0.37	0.42	0.47	0.27	0.58	0.25	0.39	0.36	1.00	0.34	0.31	0.32	0.21	0.50	0.46	0.28	0.48	0.34	0.45	0.69	0.32	0.80	0.39	0.49	0.29	0.51	0.38	0.38	0.64	0.54	0.38
ORCL	0.16	0.27	0.20	0.25	0.28	0.33	0.27	0.29	0.24	0.22	0.23	0.28	0.33	0.31	0.33	0.33	0.33	0.32	0.41	0.43	0.41	0.36	0.33	0.28	0.32	0.32	0.34	0.42	0.30	0.46	0.35	0.41	0.34	1.00	0.43	0.40	0.51	0.38	0.37	0.46	0.37	0.43	0.40	0.38	0.48	0.36	0.42	0.37	0.55	0.40	0.49	0.51	0.42	0.42	0.54
AVGO	0.09	0.13	0.13	0.20	0.16	0.21	0.24	0.22	0.25	0.26	0.25	0.31	0.23	0.31	0.28	0.27	0.34	0.32	0.45	0.50	0.50	0.31	0.30	0.28	0.41	0.26	0.35	0.62	0.28	0.48	0.37	0.45	0.31	0.43	1.00	0.38	0.56	0.36	0.42	0.59	0.35	0.46	0.41	0.35	0.53	0.37	0.70	0.41	0.57	0.42	0.47	0.53	0.41	0.45	0.51
BSX	0.12	0.27	0.26	0.30	0.36	0.40	0.38	0.35	0.24	0.24	0.24	0.32	0.39	0.32	0.39	0.41	0.32	0.37	0.39	0.35	0.37	0.35	0.35	0.30	0.32	0.38	0.33	0.35	0.35	0.41	0.39	0.37	0.32	0.40	0.38	1.00	0.43	0.37	0.40	0.38	0.40	0.50	0.38	0.36	0.43	0.33	0.39	0.39	0.46	0.41	0.51	0.44	0.46	0.42	0.51
ADBE	0.10	0.16	0.18	0.27	0.20	0.24	0.26	0.19	0.15	0.18	0.19	0.27	0.25	0.26	0.31	0.29	0.33	0.33	0.66	0.65	0.62	0.33	0.23	0.21	0.36	0.24	0.29	0.63	0.19	0.71	0.37	0.43	0.21	0.51	0.56	0.43	1.00	0.28	0.36	0.61	0.30	0.52	0.34	0.28	0.67	0.26	0.54	0.28	0.76	0.33	0.61	0.52	0.38	0.36	0.61
IPG	0.14	0.19	0.16	0.19	0.21	0.25	0.26	0.28	0.34	0.34	0.35	0.39	0.32	0.38	0.30	0.30	0.38	0.36	0.26	0.26	0.31	0.40	0.41	0.41	0.39	0.45	0.48	0.28	0.47	0.28	0.49	0.39	0.50	0.38	0.36	0.37	0.28	1.00	0.49	0.31	0.46	0.37	0.44	0.51	0.36	0.53	0.42	0.47	0.32	0.50	0.40	0.44	0.56	0.51	0.45
MAR	0.06	0.11	0.09	0.13	0.16	0.18	0.22	0.24	0.34	0.35	0.36	0.40	0.30	0.30	0.24	0.28	0.36	0.37	0.35	0.35	0.34	0.42	0.37	0.41	0.41	0.47	0.48	0.36	0.45	0.34	0.39	0.43	0.46	0.37	0.42	0.40	0.36	0.49	1.00	0.37	0.47	0.40	0.44	0.46	0.40	0.49	0.49	0.51	0.38	0.49	0.47	0.41	0.56	0.54	0.44
AAPL	0.11	0.17	0.20	0.26	0.20	0.26	0.26	0.23	0.22	0.24	0.22	0.28	0.27	0.30	0.33	0.33	0.33	0.32	0.49	0.62	0.56	0.34	0.26	0.26	0.38	0.28	0.32	0.59	0.25	0.54	0.38	0.43	0.28	0.46	0.59	0.38	0.61	0.31	0.37	1.00	0.32	0.45	0.37	0.29	0.64	0.32	0.54	0.34	0.68	0.38	0.53	0.53	0.40	0.42	0.54
RTX	0.17	0.20	0.22	0.24	0.27	0.30	0.31	0.34	0.39	0.42	0.43	0.37	0.37	0.35	0.35	0.34	0.36	0.37	0.27	0.25	0.25	0.38	0.43	0.45	0.40	0.47	0.44	0.27	0.48	0.27	0.37	0.40	0.48	0.37	0.35	0.40	0.30	0.46	0.47	0.32	1.00	0.35	0.49	0.50	0.35	0.49	0.39	0.56	0.34	0.53	0.43	0.43	0.55	0.57	0.43
IQV	0.10	0.16	0.25	0.30	0.32	0.31	0.36	0.30	0.27	0.25	0.27	0.35	0.38	0.33	0.32	0.39	0.36	0.38	0.47	0.42	0.41	0.36	0.34	0.33	0.38	0.32	0.35	0.43	0.33	0.47	0.38	0.41	0.34	0.43	0.46	0.50	0.52	0.37	0.40	0.45	0.35	1.00	0.42	0.37	0.48	0.37	0.49	0.38	0.52	0.46	0.52	0.47	0.45	0.45	0.57
NSC	0.18	0.24	0.24	0.24	0.24	0.29	0.27	0.32	0.36	0.36	0.41	0.36	0.35	0.34	0.33	0.36	0.34	0.34	0.28	0.28	0.29	0.38	0.46	0.41	0.40	0.40	0.43	0.32	0.42	0.31	0.38	0.39	0.45	0.40	0.41	0.38	0.34	0.44	0.44	0.37	0.49	0.42	1.00	0.49	0.35	0.52	0.43	0.58	0.38	0.57	0.44	0.46	0.52	0.61	0.50
BK	0.18	0.14	0.11	0.15	0.24	0.27	0.28	0.32	0.39	0.40	0.42	0.35	0.35	0.29	0.29	0.35	0.34	0.28	0.25	0.26	0.29	0.52	0.46	0.48	0.41	0.40	0.47	0.32	0.59	0.30	0.38	0.40	0.69	0.38	0.35	0.36	0.28	0.51	0.46	0.29	0.50	0.37	0.49	1.00	0.35	0.77	0.43	0.56	0.32	0.56	0.41	0.43	0.64	0.58	0.44
GOOGL	0.09	0.15	0.17	0.25	0.21	0.27	0.30	0.24	0.22	0.24	0.25	0.31	0.27	0.27	0.33	0.33	0.33	0.32	0.53	0.68	0.69	0.37	0.28	0.29	0.37	0.29	0.32	0.59	0.26	0.58	0.40	0.42	0.32	0.48	0.53	0.43	0.67	0.36	0.40	0.64	0.35	0.48	0.35	0.35	1.00	0.36	0.53	0.36	0.73	0.38	0.59	0.52	0.44	0.41	0.58
BAC	0.17	0.12	0.06	0.08	0.21	0.22	0.26	0.32	0.43	0.44	0.47	0.35	0.34	0.29	0.25	0.32	0.30	0.27	0.24	0.28	0.30	0.52	0.45	0.51	0.43	0.42	0.50	0.32	0.60	0.28	0.40	0.40	0.80	0.36	0.37	0.33	0.26	0.53	0.49	0.32	0.49	0.37	0.52	0.77	0.36	1.00	0.44	0.58	0.31	0.57	0.43	0.44	0.69	0.61	0.42
MCHP	0.09	0.09	0.12	0.18	0.14	0.22	0.24	0.20	0.32	0.28	0.30	0.36	0.22	0.30	0.27	0.26	0.38	0.33	0.49	0.48	0.48	0.39	0.34	0.36	0.48	0.34	0.43	0.64	0.33	0.49	0.39	0.50	0.39	0.42	0.70	0.39	0.54	0.42	0.49	0.54	0.39	0.49	0.43	0.43	0.53	0.44	1.00	0.47	0.55	0.50	0.49	0.52	0.49	0.54	0.55
CAT	0.17	0.15	0.13	0.13	0.23	0.28	0.28	0.30	0.48	0.49	0.53	0.34	0.34	0.34	0.27	0.32	0.33	0.32	0.25	0.27	0.29	0.44	0.46	0.53	0.49	0.39	0.46	0.34	0.50	0.26	0.39	0.42	0.49	0.37	0.41	0.39	0.28	0.47	0.51	0.34	0.56	0.38	0.58	0.56	0.36	0.58	0.47	1.00	0.32	0.69	0.43	0.47	0.57	0.72	0.43
MSFT	0.12	0.21	0.22	0.32	0.26	0.31	0.29	0.24	0.19	0.19	0.20	0.29	0.29	0.29	0.37	0.36	0.33	0.34	0.59	0.68	0.60	0.35	0.26	0.24	0.35	0.29	0.29	0.63	0.23	0.65	0.41	0.45	0.29	0.55	0.57	0.46	0.76	0.32	0.38	0.68	0.34	0.52	0.38	0.32	0.73	0.31	0.55	0.32	1.00	0.37	0.62	0.56	0.42	0.41	0.65
LECO	0.19	0.21	0.16	0.18	0.24	0.27	0.26	0.31	0.39	0.38	0.40	0.37	0.35	0.38	0.31	0.35	0.41	0.36	0.31	0.30	0.33	0.45	0.52	0.46	0.50	0.41	0.48	0.38	0.49	0.31	0.39	0.43	0.51	0.40	0.42	0.41	0.33	0.50	0.49	0.38	0.53	0.46	0.57	0.56	0.38	0.57	0.50	0.69	0.37	1.00	0.45	0.47	0.57	0.75	0.50
V	0.09	0.23	0.23	0.29	0.29	0.35	0.32	0.29	0.24	0.27	0.28	0.33	0.34	0.30	0.39	0.37	0.34	0.38	0.50	0.50	0.50	0.41	0.33	0.33	0.36	0.40	0.36	0.48	0.37	0.55	0.42	0.44	0.38	0.49	0.47	0.51	0.61	0.40	0.47	0.53	0.43	0.52	0.44	0.41	0.59	0.43	0.49	0.43	0.62	0.45	1.00	0.53	0.58	0.48	0.62
CSCO	0.22	0.26	0.25	0.29	0.30	0.39	0.35	0.35	0.31	0.31	0.33	0.33	0.34	0.34	0.39	0.37	0.32	0.37	0.43	0.45	0.42	0.39	0.37	0.36	0.37	0.34	0.37	0.46	0.35	0.46	0.46	0.50	0.38	0.51	0.53	0.44	0.52	0.44	0.41	0.53	0.43	0.47	0.46	0.43	0.52	0.44	0.52	0.47	0.56	0.47	0.53	1.00	0.47	0.50	0.59
AXP	0.11	0.18	0.17	0.21	0.23	0.28	0.27	0.31	0.39	0.39	0.42	0.41	0.37	0.36	0.30	0.37	0.39	0.39	0.35	0.35	0.36	0.50	0.43	0.47	0.45	0.49	0.50	0.38	0.55	0.38	0.44	0.44	0.64	0.42	0.41	0.46	0.38	0.56	0.56	0.40	0.55	0.45	0.52	0.64	0.44	0.69	0.49	0.57	0.42	0.57	0.58	0.47	1.00	0.60	0.51
PH	0.17	0.19	0.14	0.18	0.24	0.27	0.29	0.33	0.44	0.43	0.46	0.40	0.34	0.37	0.32	0.35	0.40	0.37	0.31	0.33	0.34	0.47	0.49	0.51	0.52	0.46	0.51	0.39	0.50	0.36	0.40	0.48	0.54	0.42	0.45	0.42	0.36	0.51	0.54	0.42	0.57	0.45	0.61	0.58	0.41	0.61	0.54	0.72	0.41	0.75	0.48	0.50	0.60	1.00	0.53
ACN	0.13	0.26	0.29	0.36	0.29	0.38	0.33	0.32	0.28	0.25	0.27	0.36	0.34	0.41	0.42	0.37	0.42	0.40	0.51	0.49	0.46	0.41	0.37	0.30	0.41	0.39	0.39	0.49	0.37	0.55	0.45	0.47	0.38	0.54	0.51	0.51	0.61	0.45	0.44	0.54	0.43	0.57	0.50	0.44	0.58	0.42	0.55	0.43	0.65	0.50	0.62	0.59	0.51	0.53	1.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

DANA mimic

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DANA mimic. 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 DANA mimic was 36.56%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.56%	Feb 20, 2020	23	Mar 23, 2020	107	Aug 24, 2020	130
-20.13%	Mar 30, 2022	128	Sep 30, 2022	133	Apr 13, 2023	261
-18.72%	Sep 21, 2018	65	Dec 24, 2018	66	Apr 1, 2019	131
-10.52%	Jan 29, 2018	9	Feb 8, 2018	85	Jun 12, 2018	94
-9.63%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47

Volatility Chart

The current DANA mimic volatility is 2.88%, 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.

DANA mimic

Benchmark (^GSPC)

Portfolio components

DANA mimic

Asset Allocation

Performance

Returns

Monthly Returns Heatmap

Dividend yield

Expense Ratio

Risk-Adjusted Performance

Asset Correlations Table

Drawdowns Chart

Worst Drawdowns

Volatility Chart

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