DANA mimic
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
DANA mimic | 18.03% | 5.80% | 6.43% | 27.60% | 22.62% | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | 15.14% | 6.70% | 31.01% | 21.36% | 33.88% | 26.02% |
ABBV AbbVie Inc. | 30.73% | 6.08% | 11.14% | 40.53% | 29.55% | 18.24% |
ACN Accenture plc | -0.80% | 7.94% | -10.36% | 7.12% | 13.03% | 17.51% |
ADBE Adobe Inc | -3.58% | 11.87% | 3.45% | 2.37% | 15.14% | 22.96% |
ALB Albemarle Corporation | -40.94% | 6.56% | -30.43% | -54.82% | 7.29% | 4.36% |
AMZN Amazon.com, Inc. | 14.08% | 7.04% | -1.97% | 28.05% | 13.63% | 25.96% |
AVGO Broadcom Inc. | 39.10% | 7.09% | 10.35% | 79.80% | 44.03% | 37.42% |
AXP American Express Company | 35.63% | 8.92% | 13.36% | 61.48% | 17.63% | 12.55% |
BAC Bank of America Corporation | 21.87% | 9.70% | 14.36% | 45.69% | 10.48% | 11.95% |
BK The Bank of New York Mellon Corporation | 33.11% | 8.92% | 23.36% | 56.64% | 13.00% | 8.23% |
BKR Baker Hughes Company | 1.66% | -0.44% | 11.89% | -6.12% | 11.03% | -0.93% |
BSX Boston Scientific Corporation | 41.77% | 11.12% | 20.85% | 52.17% | 13.58% | 21.22% |
CAT Caterpillar Inc. | 15.31% | 3.16% | -0.25% | 21.13% | 25.29% | 15.09% |
CMCSA Comcast Corporation | -9.84% | -0.64% | -5.91% | -11.43% | -1.18% | 5.57% |
COP ConocoPhillips Company | -5.20% | 3.16% | -2.57% | -9.68% | 19.38% | 6.38% |
CRM salesforce.com, inc. | -5.61% | 3.88% | -17.87% | 12.08% | 10.49% | 15.33% |
CSCO Cisco Systems, Inc. | 0.81% | 10.05% | 3.34% | -10.26% | 3.54% | 10.54% |
DELL Dell Technologies Inc. | 44.25% | 15.20% | -8.83% | 57.48% | 34.04% | N/A |
ELV Elevance Health Inc | 16.79% | 4.51% | 9.45% | 24.28% | 18.52% | 18.12% |
ES Eversource Energy | 13.15% | 4.09% | 16.09% | 16.98% | -0.56% | 7.31% |
GLPI | 8.91% | 5.50% | 17.91% | 14.67% | 11.78% | N/A |
GOOGL | 12.13% | -1.16% | 16.56% | 16.49% | 21.10% | N/A |
GPK | 17.96% | 2.12% | 8.58% | 34.78% | 17.84% | N/A |
IBKR | 52.15% | 13.80% | 15.39% | 35.29% | 21.53% | N/A |
IPG | -0.50% | 5.99% | -1.23% | 1.27% | 13.18% | N/A |
IQV | 7.55% | 4.88% | -3.77% | 13.72% | 10.10% | N/A |
IRM | 63.82% | 6.03% | 41.50% | 82.68% | 35.53% | N/A |
JNJ | 9.28% | 6.08% | 7.00% | 9.27% | 8.45% | N/A |
KMB | 24.40% | 6.67% | 18.89% | 21.71% | 4.82% | N/A |
KR | 18.83% | -0.82% | -2.72% | 21.07% | 23.59% | N/A |
LECO | -18.58% | -7.78% | -30.61% | -4.25% | 17.81% | N/A |
MAR | 2.53% | 6.91% | -6.55% | 14.52% | 12.89% | N/A |
MCHP | -13.40% | 3.54% | -16.78% | -3.15% | 13.03% | N/A |
MCK | 23.83% | -6.89% | 8.35% | 39.60% | 32.93% | N/A |
MDLZ | 5.23% | 9.95% | 7.35% | 10.68% | 8.31% | N/A |
META | 45.16% | 3.77% | 0.21% | 71.74% | 22.42% | N/A |
MPC | 17.45% | 0.99% | -3.11% | 18.47% | 31.20% | N/A |
MRK | 7.53% | 4.18% | -5.45% | 11.64% | 10.32% | N/A |
MSFT | 9.33% | 2.51% | 0.30% | 23.76% | 25.30% | N/A |
NEE | 36.46% | 6.02% | 46.02% | 27.20% | 10.64% | N/A |
NSC | 11.76% | 6.50% | 2.86% | 34.09% | 10.46% | N/A |
NVDA | 114.50% | 1.88% | 14.62% | 125.73% | 89.03% | N/A |
ORCL | 34.83% | 9.78% | 23.63% | 14.75% | 23.53% | N/A |
PH | 26.31% | 11.68% | 7.56% | 41.80% | 29.25% | N/A |
PHM | 24.72% | 3.75% | 13.13% | 63.18% | 31.57% | N/A |
PXD | 21.21% | 0.00% | 11.70% | 14.48% | 21.93% | N/A |
RGA | 37.59% | 11.69% | 20.65% | 60.97% | 9.63% | N/A |
RTX | 46.54% | 6.43% | 35.27% | 48.73% | 10.29% | N/A |
SYY | 9.88% | 4.72% | -0.07% | 18.30% | 3.48% | N/A |
TPR | 13.65% | 11.08% | -11.52% | 31.13% | 14.49% | N/A |
ULTA | -26.55% | 10.26% | -34.36% | -11.89% | 9.11% | N/A |
UNH | 15.70% | 6.30% | 27.23% | 28.65% | 23.32% | N/A |
V | 8.35% | 8.83% | 1.19% | 14.84% | 9.39% | N/A |
WDAY | -6.32% | 22.41% | -2.32% | 4.10% | 8.49% | N/A |
WFC | 20.51% | 11.85% | 3.33% | 45.89% | 7.19% | N/A |
Monthly Returns
The table below presents the monthly returns of DANA mimic, 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 | 2.87% | 5.73% | 4.15% | -3.69% | 2.82% | 2.41% | 2.86% | 1.65% | 18.03% | ||||
2023 | 8.21% | -1.93% | 4.04% | 0.91% | 1.81% | 7.50% | 3.42% | -1.12% | -4.19% | -1.65% | 9.02% | 5.17% | 34.71% |
2022 | -2.92% | -1.03% | 3.67% | -7.68% | 2.10% | -8.59% | 7.93% | -2.98% | -9.59% | 11.64% | 6.62% | -5.20% | -8.31% |
2021 | -1.27% | 6.84% | 4.77% | 5.64% | 1.08% | 1.64% | 2.15% | 3.90% | -4.11% | 7.61% | -1.38% | 5.70% | 36.92% |
2020 | -0.48% | -7.42% | -15.13% | 14.05% | 6.47% | 1.95% | 4.26% | 8.36% | -4.38% | -2.25% | 15.60% | 4.58% | 23.58% |
2019 | 7.82% | 3.56% | 1.90% | 4.17% | -7.31% | 6.19% | 1.58% | -4.27% | 3.48% | 2.13% | 4.35% | 3.82% | 29.89% |
2018 | 6.28% | -2.88% | -2.95% | 2.56% | 2.68% | -0.32% | 3.66% | 4.44% | 0.27% | -7.81% | 3.75% | -8.64% | -0.26% |
2017 | 4.57% | 3.67% | 1.46% | 1.73% | 4.03% | -0.45% | 1.92% | 1.33% | 2.24% | 4.78% | 2.98% | 1.41% | 33.87% |
2016 | -0.05% | 0.33% | -1.45% | 5.50% | 1.19% | 5.49% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DANA mimic is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.76 | 1.23 | 1.15 | 1.03 | 2.26 |
ABBV AbbVie Inc. | 2.02 | 2.59 | 1.37 | 2.40 | 6.81 |
ACN Accenture plc | 0.30 | 0.54 | 1.07 | 0.22 | 0.51 |
ADBE Adobe Inc | 0.06 | 0.32 | 1.05 | 0.06 | 0.15 |
ALB Albemarle Corporation | -1.01 | -1.59 | 0.82 | -0.74 | -1.43 |
AMZN Amazon.com, Inc. | 0.89 | 1.38 | 1.18 | 0.71 | 3.90 |
AVGO Broadcom Inc. | 1.84 | 2.55 | 1.32 | 3.16 | 10.49 |
AXP American Express Company | 2.64 | 3.33 | 1.47 | 2.22 | 13.83 |
BAC Bank of America Corporation | 1.81 | 2.65 | 1.32 | 0.92 | 7.85 |
BK The Bank of New York Mellon Corporation | 3.00 | 4.05 | 1.51 | 1.69 | 16.77 |
BKR Baker Hughes Company | -0.20 | -0.12 | 0.99 | -0.20 | -0.45 |
BSX Boston Scientific Corporation | 2.78 | 3.53 | 1.51 | 4.78 | 19.07 |
CAT Caterpillar Inc. | 0.76 | 1.15 | 1.15 | 0.93 | 2.40 |
CMCSA Comcast Corporation | -0.58 | -0.66 | 0.92 | -0.36 | -1.14 |
COP ConocoPhillips Company | -0.41 | -0.46 | 0.95 | -0.42 | -0.84 |
CRM salesforce.com, inc. | 0.36 | 0.67 | 1.11 | 0.33 | 0.97 |
CSCO Cisco Systems, Inc. | -0.56 | -0.63 | 0.91 | -0.48 | -0.89 |
DELL Dell Technologies Inc. | 1.11 | 1.93 | 1.26 | 1.24 | 3.64 |
ELV Elevance Health Inc | 1.33 | 1.85 | 1.25 | 1.28 | 9.09 |
ES Eversource Energy | 0.49 | 0.85 | 1.11 | 0.32 | 1.54 |
GLPI | 0.90 | 1.33 | 1.17 | 0.99 | 2.42 |
GOOGL | 0.55 | 0.90 | 1.12 | 0.84 | 2.32 |
GPK | 1.18 | 1.80 | 1.22 | 1.24 | 5.28 |
IBKR | 1.53 | 2.05 | 1.26 | 1.91 | 4.62 |
IPG | 0.03 | 0.20 | 1.02 | 0.02 | 0.09 |
IQV | 0.37 | 0.82 | 1.10 | 0.29 | 1.11 |
IRM | 3.51 | 4.40 | 1.56 | 8.12 | 22.19 |
JNJ | 0.50 | 0.82 | 1.10 | 0.41 | 1.29 |
KMB | 1.15 | 1.61 | 1.24 | 1.12 | 5.54 |
KR | 0.91 | 1.50 | 1.18 | 1.29 | 3.27 |
LECO | -0.30 | -0.24 | 0.97 | -0.26 | -0.58 |
MAR | 0.58 | 0.93 | 1.12 | 0.70 | 1.90 |
MCHP | -0.13 | 0.07 | 1.01 | -0.17 | -0.51 |
MCK | 1.92 | 2.17 | 1.38 | 2.77 | 9.99 |
MDLZ | 0.59 | 0.93 | 1.12 | 0.50 | 1.34 |
META | 2.00 | 2.87 | 1.38 | 2.99 | 12.11 |
MPC | 0.72 | 1.11 | 1.14 | 0.78 | 1.59 |
MRK | 0.41 | 0.67 | 1.10 | 0.50 | 1.50 |
MSFT | 1.27 | 1.74 | 1.22 | 1.64 | 5.21 |
NEE | 0.81 | 1.21 | 1.17 | 0.56 | 2.01 |
NSC | 1.10 | 1.85 | 1.22 | 0.81 | 3.58 |
NVDA | 2.33 | 2.84 | 1.36 | 4.40 | 13.83 |
ORCL | 0.53 | 0.91 | 1.15 | 0.88 | 1.75 |
PH | 1.39 | 2.14 | 1.29 | 2.83 | 8.17 |
PHM | 1.77 | 2.48 | 1.31 | 2.99 | 9.03 |
PXD | 0.80 | 1.44 | 1.20 | 0.96 | 2.57 |
RGA | 2.78 | 3.31 | 1.49 | 4.16 | 17.52 |
RTX | 2.11 | 3.15 | 1.46 | 1.34 | 7.74 |
SYY | 0.80 | 1.28 | 1.16 | 0.56 | 2.25 |
TPR | 0.88 | 1.47 | 1.16 | 0.62 | 2.38 |
ULTA | -0.42 | -0.40 | 0.94 | -0.31 | -0.64 |
UNH | 1.30 | 1.91 | 1.26 | 1.44 | 3.93 |
V | 0.92 | 1.28 | 1.17 | 1.12 | 2.75 |
WDAY | 0.12 | 0.40 | 1.06 | 0.12 | 0.24 |
WFC | 1.80 | 2.47 | 1.32 | 1.37 | 8.05 |
Dividends
Dividend yield
DANA mimic granted a 1.50% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DANA mimic | 1.50% | 1.68% | 2.04% | 1.40% | 1.68% | 1.70% | 1.87% | 2.36% | 1.71% | 1.81% | 1.93% | 1.47% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ABBV AbbVie Inc. | 3.11% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
ACN Accenture plc | 1.50% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
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 | 1.89% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
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. | 1.32% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
AXP American Express Company | 1.03% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
BAC Bank of America Corporation | 1.78% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
BK The Bank of New York Mellon Corporation | 2.55% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% | 1.66% |
BKR Baker Hughes Company | 2.44% | 2.28% | 2.47% | 2.99% | 3.45% | 2.81% | 3.35% | 57.49% | 1.05% | 1.47% | 1.14% | 1.09% |
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. | 1.58% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
CMCSA Comcast Corporation | 3.10% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
COP ConocoPhillips Company | 2.52% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
CRM salesforce.com, inc. | 0.32% | 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. | 3.18% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
DELL Dell Technologies Inc. | 1.49% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ELV Elevance Health Inc | 1.14% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% | 1.62% |
ES Eversource Energy | 4.08% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% | 3.47% |
GLPI | 5.73% | 6.38% | 5.37% | 5.90% | 3.63% | 6.30% | 7.88% | 6.69% | 7.50% | 7.77% | 48.78% | 0.00% |
GOOGL | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GPK | 1.39% | 1.62% | 1.46% | 1.54% | 1.77% | 1.80% | 2.82% | 2.43% | 1.80% | 1.56% | 0.00% | 0.00% |
IBKR | 0.56% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
IPG | 4.13% | 3.80% | 3.48% | 2.88% | 4.34% | 4.07% | 4.07% | 3.57% | 2.56% | 2.06% | 1.83% | 1.69% |
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 | 2.30% | 3.63% | 4.96% | 4.73% | 8.39% | 7.69% | 7.32% | 5.93% | 6.17% | 7.07% | 6.00% | 4.39% |
JNJ | 2.90% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
KMB | 3.24% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 1.02% | 0.43% |
KR | 2.23% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% | 1.56% |
LECO | 1.57% | 1.21% | 1.61% | 1.50% | 1.70% | 1.96% | 2.08% | 1.57% | 1.71% | 2.29% | 1.42% | 1.16% |
MAR | 1.00% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
MCHP | 2.33% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% |
MCK | 0.45% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
MDLZ | 2.26% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
META | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MPC | 1.92% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
MRK | 2.63% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
MSFT | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NEE | 2.48% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
NSC | 2.08% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
ORCL | 1.14% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
PH | 1.08% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
PHM | 0.59% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% |
PXD | 2.14% | 6.21% | 11.14% | 3.76% | 1.93% | 0.79% | 0.24% | 0.04% | 0.04% | 0.05% | 0.05% | 0.04% |
RGA | 1.57% | 2.04% | 2.15% | 2.61% | 2.42% | 1.59% | 1.57% | 1.17% | 1.24% | 1.64% | 1.44% | 1.40% |
RTX | 2.01% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
SYY | 2.55% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
TPR | 3.40% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% | 2.34% |
ULTA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.28% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
V | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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 | 2.49% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% | 2.53% |
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.
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.
The current DANA mimic drawdown is 1.74%.
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 | 85 | Feb 2, 2023 | 213 |
-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
Volatility Chart
The current DANA mimic volatility is 3.70%, 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.
Diversification
Asset Correlations Table
KR | KMB | ES | NEE | MRK | JNJ | MCK | ABBV | PXD | BKR | UNH | COP | ULTA | ELV | MDLZ | IRM | PHM | WDAY | GLPI | IBKR | META | AMZN | MPC | NVDA | GPK | ALB | SYY | TPR | DELL | RGA | CRM | CMCSA | WFC | AVGO | ORCL | BSX | ADBE | AAPL | IPG | RTX | MAR | GOOGL | NSC | IQV | BK | BAC | MCHP | MSFT | CAT | V | CSCO | LECO | ACN | AXP | PH | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
KR | 1.00 | 0.26 | 0.17 | 0.14 | 0.19 | 0.19 | 0.25 | 0.15 | 0.12 | 0.09 | 0.16 | 0.12 | 0.14 | 0.17 | 0.28 | 0.18 | 0.11 | 0.03 | 0.10 | 0.10 | 0.07 | 0.07 | 0.14 | 0.06 | 0.21 | 0.11 | 0.24 | 0.11 | 0.11 | 0.16 | 0.06 | 0.16 | 0.15 | 0.08 | 0.15 | 0.11 | 0.09 | 0.09 | 0.14 | 0.17 | 0.07 | 0.08 | 0.18 | 0.10 | 0.18 | 0.17 | 0.09 | 0.11 | 0.17 | 0.09 | 0.22 | 0.19 | 0.13 | 0.11 | 0.16 |
KMB | 0.26 | 1.00 | 0.45 | 0.38 | 0.31 | 0.39 | 0.23 | 0.28 | 0.04 | 0.07 | 0.25 | 0.06 | 0.13 | 0.23 | 0.54 | 0.29 | 0.21 | 0.10 | 0.24 | 0.06 | 0.10 | 0.09 | 0.07 | 0.06 | 0.25 | 0.07 | 0.28 | 0.08 | 0.09 | 0.17 | 0.11 | 0.23 | 0.12 | 0.11 | 0.25 | 0.26 | 0.15 | 0.15 | 0.19 | 0.20 | 0.12 | 0.13 | 0.23 | 0.16 | 0.15 | 0.12 | 0.09 | 0.19 | 0.14 | 0.22 | 0.26 | 0.20 | 0.25 | 0.17 | 0.18 |
ES | 0.17 | 0.45 | 1.00 | 0.72 | 0.26 | 0.38 | 0.18 | 0.21 | 0.03 | 0.08 | 0.24 | 0.07 | 0.13 | 0.23 | 0.46 | 0.38 | 0.18 | 0.11 | 0.34 | 0.05 | 0.10 | 0.11 | 0.11 | 0.05 | 0.23 | 0.15 | 0.28 | 0.08 | 0.09 | 0.16 | 0.11 | 0.25 | 0.10 | 0.10 | 0.17 | 0.24 | 0.15 | 0.18 | 0.17 | 0.22 | 0.08 | 0.16 | 0.24 | 0.25 | 0.12 | 0.08 | 0.10 | 0.19 | 0.11 | 0.21 | 0.25 | 0.16 | 0.27 | 0.16 | 0.14 |
NEE | 0.14 | 0.38 | 0.72 | 1.00 | 0.23 | 0.33 | 0.16 | 0.19 | 0.06 | 0.11 | 0.25 | 0.09 | 0.16 | 0.20 | 0.41 | 0.37 | 0.26 | 0.21 | 0.37 | 0.11 | 0.19 | 0.20 | 0.12 | 0.15 | 0.24 | 0.20 | 0.27 | 0.12 | 0.15 | 0.16 | 0.22 | 0.26 | 0.12 | 0.17 | 0.21 | 0.28 | 0.24 | 0.25 | 0.20 | 0.24 | 0.12 | 0.24 | 0.24 | 0.30 | 0.16 | 0.10 | 0.18 | 0.29 | 0.14 | 0.27 | 0.28 | 0.17 | 0.33 | 0.20 | 0.18 |
MRK | 0.19 | 0.31 | 0.26 | 0.23 | 1.00 | 0.50 | 0.37 | 0.43 | 0.16 | 0.16 | 0.36 | 0.20 | 0.14 | 0.35 | 0.35 | 0.19 | 0.13 | 0.15 | 0.23 | 0.19 | 0.14 | 0.12 | 0.19 | 0.08 | 0.24 | 0.11 | 0.23 | 0.13 | 0.17 | 0.23 | 0.18 | 0.25 | 0.18 | 0.13 | 0.25 | 0.35 | 0.18 | 0.19 | 0.20 | 0.26 | 0.15 | 0.20 | 0.23 | 0.31 | 0.23 | 0.21 | 0.12 | 0.24 | 0.22 | 0.28 | 0.29 | 0.23 | 0.28 | 0.22 | 0.22 |
JNJ | 0.19 | 0.39 | 0.38 | 0.33 | 0.50 | 1.00 | 0.35 | 0.44 | 0.13 | 0.14 | 0.40 | 0.16 | 0.17 | 0.36 | 0.42 | 0.24 | 0.16 | 0.16 | 0.23 | 0.19 | 0.15 | 0.15 | 0.16 | 0.11 | 0.24 | 0.14 | 0.24 | 0.14 | 0.15 | 0.23 | 0.18 | 0.30 | 0.22 | 0.16 | 0.29 | 0.37 | 0.22 | 0.23 | 0.24 | 0.29 | 0.17 | 0.24 | 0.29 | 0.31 | 0.27 | 0.23 | 0.19 | 0.27 | 0.26 | 0.33 | 0.38 | 0.26 | 0.35 | 0.26 | 0.25 |
MCK | 0.25 | 0.23 | 0.18 | 0.16 | 0.37 | 0.35 | 1.00 | 0.37 | 0.23 | 0.20 | 0.40 | 0.25 | 0.21 | 0.42 | 0.32 | 0.21 | 0.21 | 0.15 | 0.22 | 0.22 | 0.17 | 0.15 | 0.29 | 0.14 | 0.27 | 0.19 | 0.28 | 0.20 | 0.24 | 0.30 | 0.17 | 0.26 | 0.25 | 0.20 | 0.27 | 0.34 | 0.18 | 0.21 | 0.26 | 0.32 | 0.22 | 0.22 | 0.29 | 0.27 | 0.29 | 0.29 | 0.18 | 0.23 | 0.27 | 0.28 | 0.31 | 0.28 | 0.29 | 0.29 | 0.31 |
ABBV | 0.15 | 0.28 | 0.21 | 0.19 | 0.43 | 0.44 | 0.37 | 1.00 | 0.22 | 0.19 | 0.37 | 0.21 | 0.18 | 0.37 | 0.31 | 0.20 | 0.17 | 0.21 | 0.22 | 0.22 | 0.19 | 0.18 | 0.25 | 0.18 | 0.24 | 0.15 | 0.24 | 0.19 | 0.20 | 0.26 | 0.23 | 0.27 | 0.26 | 0.21 | 0.25 | 0.37 | 0.24 | 0.23 | 0.24 | 0.30 | 0.21 | 0.27 | 0.27 | 0.35 | 0.28 | 0.26 | 0.22 | 0.26 | 0.28 | 0.32 | 0.34 | 0.25 | 0.31 | 0.26 | 0.28 |
PXD | 0.12 | 0.04 | 0.03 | 0.06 | 0.16 | 0.13 | 0.23 | 0.22 | 1.00 | 0.58 | 0.20 | 0.74 | 0.24 | 0.25 | 0.13 | 0.23 | 0.20 | 0.13 | 0.22 | 0.30 | 0.18 | 0.17 | 0.59 | 0.19 | 0.27 | 0.35 | 0.27 | 0.34 | 0.27 | 0.36 | 0.16 | 0.24 | 0.38 | 0.24 | 0.21 | 0.22 | 0.16 | 0.23 | 0.33 | 0.40 | 0.33 | 0.22 | 0.35 | 0.24 | 0.38 | 0.42 | 0.26 | 0.18 | 0.47 | 0.25 | 0.30 | 0.36 | 0.23 | 0.38 | 0.41 |
BKR | 0.09 | 0.07 | 0.08 | 0.11 | 0.16 | 0.14 | 0.20 | 0.19 | 0.58 | 1.00 | 0.19 | 0.62 | 0.26 | 0.22 | 0.14 | 0.26 | 0.22 | 0.16 | 0.25 | 0.30 | 0.16 | 0.15 | 0.55 | 0.19 | 0.29 | 0.35 | 0.30 | 0.33 | 0.30 | 0.38 | 0.17 | 0.24 | 0.38 | 0.23 | 0.23 | 0.23 | 0.14 | 0.21 | 0.34 | 0.38 | 0.34 | 0.21 | 0.35 | 0.27 | 0.39 | 0.42 | 0.32 | 0.18 | 0.48 | 0.22 | 0.30 | 0.39 | 0.26 | 0.38 | 0.44 |
UNH | 0.16 | 0.25 | 0.24 | 0.25 | 0.36 | 0.40 | 0.40 | 0.37 | 0.20 | 0.19 | 1.00 | 0.23 | 0.24 | 0.73 | 0.33 | 0.21 | 0.20 | 0.20 | 0.25 | 0.26 | 0.20 | 0.21 | 0.24 | 0.20 | 0.29 | 0.17 | 0.29 | 0.20 | 0.21 | 0.28 | 0.22 | 0.28 | 0.29 | 0.22 | 0.29 | 0.38 | 0.26 | 0.30 | 0.28 | 0.32 | 0.26 | 0.30 | 0.34 | 0.36 | 0.33 | 0.31 | 0.23 | 0.33 | 0.29 | 0.35 | 0.35 | 0.33 | 0.35 | 0.34 | 0.33 |
COP | 0.12 | 0.06 | 0.07 | 0.09 | 0.20 | 0.16 | 0.25 | 0.21 | 0.74 | 0.62 | 0.23 | 1.00 | 0.22 | 0.27 | 0.16 | 0.23 | 0.21 | 0.14 | 0.22 | 0.29 | 0.17 | 0.16 | 0.63 | 0.18 | 0.30 | 0.34 | 0.31 | 0.32 | 0.29 | 0.37 | 0.19 | 0.26 | 0.42 | 0.24 | 0.22 | 0.22 | 0.18 | 0.21 | 0.34 | 0.42 | 0.35 | 0.23 | 0.39 | 0.26 | 0.41 | 0.45 | 0.28 | 0.19 | 0.52 | 0.27 | 0.32 | 0.38 | 0.26 | 0.41 | 0.45 |
ULTA | 0.14 | 0.13 | 0.13 | 0.16 | 0.14 | 0.17 | 0.21 | 0.18 | 0.24 | 0.26 | 0.24 | 0.22 | 1.00 | 0.25 | 0.21 | 0.25 | 0.35 | 0.28 | 0.31 | 0.28 | 0.24 | 0.26 | 0.30 | 0.27 | 0.32 | 0.34 | 0.38 | 0.45 | 0.31 | 0.30 | 0.26 | 0.31 | 0.31 | 0.29 | 0.26 | 0.30 | 0.26 | 0.27 | 0.39 | 0.34 | 0.39 | 0.29 | 0.35 | 0.34 | 0.33 | 0.34 | 0.35 | 0.28 | 0.33 | 0.32 | 0.31 | 0.36 | 0.34 | 0.39 | 0.39 |
ELV | 0.17 | 0.23 | 0.23 | 0.20 | 0.35 | 0.36 | 0.42 | 0.37 | 0.25 | 0.22 | 0.73 | 0.27 | 0.25 | 1.00 | 0.31 | 0.24 | 0.21 | 0.17 | 0.26 | 0.27 | 0.19 | 0.18 | 0.29 | 0.16 | 0.31 | 0.21 | 0.32 | 0.23 | 0.23 | 0.33 | 0.21 | 0.31 | 0.32 | 0.20 | 0.30 | 0.38 | 0.24 | 0.25 | 0.31 | 0.35 | 0.29 | 0.25 | 0.34 | 0.36 | 0.35 | 0.34 | 0.21 | 0.27 | 0.33 | 0.33 | 0.33 | 0.34 | 0.32 | 0.36 | 0.33 |
MDLZ | 0.28 | 0.54 | 0.46 | 0.41 | 0.35 | 0.42 | 0.32 | 0.31 | 0.13 | 0.14 | 0.33 | 0.16 | 0.21 | 0.31 | 1.00 | 0.35 | 0.28 | 0.23 | 0.33 | 0.15 | 0.23 | 0.23 | 0.17 | 0.17 | 0.31 | 0.20 | 0.41 | 0.18 | 0.20 | 0.26 | 0.27 | 0.39 | 0.24 | 0.24 | 0.30 | 0.36 | 0.28 | 0.31 | 0.29 | 0.34 | 0.24 | 0.30 | 0.32 | 0.30 | 0.27 | 0.24 | 0.25 | 0.34 | 0.25 | 0.38 | 0.38 | 0.29 | 0.39 | 0.29 | 0.30 |
IRM | 0.18 | 0.29 | 0.38 | 0.37 | 0.19 | 0.24 | 0.21 | 0.20 | 0.23 | 0.26 | 0.21 | 0.23 | 0.25 | 0.24 | 0.35 | 1.00 | 0.38 | 0.23 | 0.50 | 0.20 | 0.26 | 0.23 | 0.27 | 0.23 | 0.33 | 0.34 | 0.34 | 0.32 | 0.27 | 0.29 | 0.25 | 0.32 | 0.28 | 0.31 | 0.31 | 0.32 | 0.26 | 0.29 | 0.38 | 0.34 | 0.32 | 0.26 | 0.34 | 0.34 | 0.30 | 0.29 | 0.31 | 0.29 | 0.35 | 0.30 | 0.33 | 0.38 | 0.40 | 0.37 | 0.38 |
PHM | 0.11 | 0.21 | 0.18 | 0.26 | 0.13 | 0.16 | 0.21 | 0.17 | 0.20 | 0.22 | 0.20 | 0.21 | 0.35 | 0.21 | 0.28 | 0.38 | 1.00 | 0.31 | 0.36 | 0.26 | 0.32 | 0.30 | 0.28 | 0.31 | 0.37 | 0.33 | 0.35 | 0.42 | 0.34 | 0.31 | 0.33 | 0.36 | 0.29 | 0.34 | 0.32 | 0.31 | 0.32 | 0.32 | 0.38 | 0.34 | 0.37 | 0.32 | 0.35 | 0.37 | 0.34 | 0.30 | 0.39 | 0.33 | 0.36 | 0.32 | 0.32 | 0.43 | 0.40 | 0.39 | 0.42 |
WDAY | 0.03 | 0.10 | 0.11 | 0.21 | 0.15 | 0.16 | 0.15 | 0.21 | 0.13 | 0.16 | 0.20 | 0.14 | 0.28 | 0.17 | 0.23 | 0.23 | 0.31 | 1.00 | 0.30 | 0.30 | 0.49 | 0.53 | 0.20 | 0.50 | 0.20 | 0.29 | 0.23 | 0.27 | 0.34 | 0.18 | 0.67 | 0.31 | 0.19 | 0.44 | 0.41 | 0.37 | 0.65 | 0.47 | 0.25 | 0.25 | 0.35 | 0.51 | 0.29 | 0.45 | 0.25 | 0.23 | 0.47 | 0.58 | 0.25 | 0.49 | 0.42 | 0.31 | 0.50 | 0.33 | 0.31 |
GLPI | 0.10 | 0.24 | 0.34 | 0.37 | 0.23 | 0.23 | 0.22 | 0.22 | 0.22 | 0.25 | 0.25 | 0.22 | 0.31 | 0.26 | 0.33 | 0.50 | 0.36 | 0.30 | 1.00 | 0.24 | 0.28 | 0.26 | 0.28 | 0.24 | 0.33 | 0.33 | 0.40 | 0.33 | 0.29 | 0.31 | 0.31 | 0.34 | 0.28 | 0.29 | 0.31 | 0.35 | 0.32 | 0.31 | 0.36 | 0.36 | 0.36 | 0.30 | 0.35 | 0.38 | 0.29 | 0.28 | 0.33 | 0.32 | 0.33 | 0.37 | 0.36 | 0.36 | 0.38 | 0.39 | 0.37 |
IBKR | 0.10 | 0.06 | 0.05 | 0.11 | 0.19 | 0.19 | 0.22 | 0.22 | 0.30 | 0.30 | 0.26 | 0.29 | 0.28 | 0.27 | 0.15 | 0.20 | 0.26 | 0.30 | 0.24 | 1.00 | 0.31 | 0.29 | 0.35 | 0.32 | 0.32 | 0.34 | 0.30 | 0.38 | 0.35 | 0.42 | 0.34 | 0.30 | 0.47 | 0.30 | 0.34 | 0.34 | 0.32 | 0.32 | 0.37 | 0.36 | 0.41 | 0.34 | 0.35 | 0.34 | 0.50 | 0.50 | 0.38 | 0.33 | 0.42 | 0.39 | 0.36 | 0.42 | 0.38 | 0.48 | 0.45 |
META | 0.07 | 0.10 | 0.10 | 0.19 | 0.14 | 0.15 | 0.17 | 0.19 | 0.18 | 0.16 | 0.20 | 0.17 | 0.24 | 0.19 | 0.23 | 0.26 | 0.32 | 0.49 | 0.28 | 0.31 | 1.00 | 0.61 | 0.22 | 0.54 | 0.21 | 0.32 | 0.20 | 0.27 | 0.36 | 0.21 | 0.52 | 0.34 | 0.23 | 0.49 | 0.41 | 0.36 | 0.60 | 0.53 | 0.29 | 0.22 | 0.34 | 0.67 | 0.27 | 0.40 | 0.28 | 0.28 | 0.46 | 0.61 | 0.29 | 0.48 | 0.39 | 0.32 | 0.44 | 0.36 | 0.34 |
AMZN | 0.07 | 0.09 | 0.11 | 0.20 | 0.12 | 0.15 | 0.15 | 0.18 | 0.17 | 0.15 | 0.21 | 0.16 | 0.26 | 0.18 | 0.23 | 0.23 | 0.30 | 0.53 | 0.26 | 0.29 | 0.61 | 1.00 | 0.21 | 0.58 | 0.20 | 0.33 | 0.21 | 0.26 | 0.39 | 0.17 | 0.59 | 0.32 | 0.21 | 0.50 | 0.43 | 0.34 | 0.64 | 0.60 | 0.25 | 0.23 | 0.34 | 0.68 | 0.27 | 0.41 | 0.25 | 0.26 | 0.47 | 0.68 | 0.28 | 0.48 | 0.44 | 0.30 | 0.48 | 0.35 | 0.33 |
MPC | 0.14 | 0.07 | 0.11 | 0.12 | 0.19 | 0.16 | 0.29 | 0.25 | 0.59 | 0.55 | 0.24 | 0.63 | 0.30 | 0.29 | 0.17 | 0.27 | 0.28 | 0.20 | 0.28 | 0.35 | 0.22 | 0.21 | 1.00 | 0.25 | 0.36 | 0.38 | 0.33 | 0.38 | 0.35 | 0.42 | 0.25 | 0.29 | 0.45 | 0.27 | 0.27 | 0.27 | 0.20 | 0.24 | 0.39 | 0.44 | 0.39 | 0.27 | 0.39 | 0.31 | 0.47 | 0.49 | 0.34 | 0.23 | 0.52 | 0.31 | 0.35 | 0.43 | 0.29 | 0.45 | 0.49 |
NVDA | 0.06 | 0.06 | 0.05 | 0.15 | 0.08 | 0.11 | 0.14 | 0.18 | 0.19 | 0.19 | 0.20 | 0.18 | 0.27 | 0.16 | 0.17 | 0.23 | 0.31 | 0.50 | 0.24 | 0.32 | 0.54 | 0.58 | 0.25 | 1.00 | 0.21 | 0.38 | 0.18 | 0.31 | 0.45 | 0.21 | 0.54 | 0.29 | 0.24 | 0.63 | 0.43 | 0.33 | 0.60 | 0.56 | 0.26 | 0.23 | 0.35 | 0.56 | 0.29 | 0.40 | 0.30 | 0.29 | 0.62 | 0.61 | 0.33 | 0.45 | 0.43 | 0.36 | 0.47 | 0.36 | 0.39 |
GPK | 0.21 | 0.25 | 0.23 | 0.24 | 0.24 | 0.24 | 0.27 | 0.24 | 0.27 | 0.29 | 0.29 | 0.30 | 0.32 | 0.31 | 0.31 | 0.33 | 0.37 | 0.20 | 0.33 | 0.32 | 0.21 | 0.20 | 0.36 | 0.21 | 1.00 | 0.37 | 0.37 | 0.40 | 0.28 | 0.43 | 0.22 | 0.35 | 0.40 | 0.28 | 0.31 | 0.33 | 0.21 | 0.25 | 0.42 | 0.42 | 0.37 | 0.26 | 0.44 | 0.34 | 0.45 | 0.45 | 0.34 | 0.24 | 0.45 | 0.32 | 0.36 | 0.50 | 0.35 | 0.42 | 0.48 |
ALB | 0.11 | 0.07 | 0.15 | 0.20 | 0.11 | 0.14 | 0.19 | 0.15 | 0.35 | 0.35 | 0.17 | 0.34 | 0.34 | 0.21 | 0.20 | 0.34 | 0.33 | 0.29 | 0.33 | 0.34 | 0.32 | 0.33 | 0.38 | 0.38 | 0.37 | 1.00 | 0.30 | 0.43 | 0.35 | 0.35 | 0.32 | 0.29 | 0.36 | 0.39 | 0.32 | 0.29 | 0.33 | 0.37 | 0.39 | 0.37 | 0.40 | 0.35 | 0.39 | 0.39 | 0.40 | 0.41 | 0.48 | 0.33 | 0.48 | 0.34 | 0.35 | 0.48 | 0.39 | 0.44 | 0.51 |
SYY | 0.24 | 0.28 | 0.28 | 0.27 | 0.23 | 0.24 | 0.28 | 0.24 | 0.27 | 0.30 | 0.29 | 0.31 | 0.38 | 0.32 | 0.41 | 0.34 | 0.35 | 0.23 | 0.40 | 0.30 | 0.20 | 0.21 | 0.33 | 0.18 | 0.37 | 0.30 | 1.00 | 0.37 | 0.30 | 0.41 | 0.23 | 0.36 | 0.40 | 0.22 | 0.30 | 0.36 | 0.22 | 0.27 | 0.44 | 0.45 | 0.45 | 0.27 | 0.39 | 0.31 | 0.39 | 0.41 | 0.32 | 0.27 | 0.38 | 0.39 | 0.34 | 0.40 | 0.37 | 0.47 | 0.44 |
TPR | 0.11 | 0.08 | 0.08 | 0.12 | 0.13 | 0.14 | 0.20 | 0.19 | 0.34 | 0.33 | 0.20 | 0.32 | 0.45 | 0.23 | 0.18 | 0.32 | 0.42 | 0.27 | 0.33 | 0.38 | 0.27 | 0.26 | 0.38 | 0.31 | 0.40 | 0.43 | 0.37 | 1.00 | 0.36 | 0.38 | 0.29 | 0.35 | 0.46 | 0.34 | 0.33 | 0.31 | 0.27 | 0.30 | 0.49 | 0.41 | 0.47 | 0.30 | 0.42 | 0.36 | 0.47 | 0.49 | 0.42 | 0.28 | 0.46 | 0.34 | 0.36 | 0.47 | 0.36 | 0.48 | 0.51 |
DELL | 0.11 | 0.09 | 0.09 | 0.15 | 0.17 | 0.15 | 0.24 | 0.20 | 0.27 | 0.30 | 0.21 | 0.29 | 0.31 | 0.23 | 0.20 | 0.27 | 0.34 | 0.34 | 0.29 | 0.35 | 0.36 | 0.39 | 0.35 | 0.45 | 0.28 | 0.35 | 0.30 | 0.36 | 1.00 | 0.33 | 0.40 | 0.31 | 0.33 | 0.47 | 0.41 | 0.34 | 0.42 | 0.40 | 0.35 | 0.36 | 0.41 | 0.39 | 0.35 | 0.39 | 0.37 | 0.37 | 0.49 | 0.45 | 0.40 | 0.40 | 0.46 | 0.40 | 0.43 | 0.42 | 0.46 |
RGA | 0.16 | 0.17 | 0.16 | 0.16 | 0.23 | 0.23 | 0.30 | 0.26 | 0.36 | 0.38 | 0.28 | 0.37 | 0.30 | 0.33 | 0.26 | 0.29 | 0.31 | 0.18 | 0.31 | 0.42 | 0.21 | 0.17 | 0.42 | 0.21 | 0.43 | 0.35 | 0.41 | 0.38 | 0.33 | 1.00 | 0.22 | 0.35 | 0.57 | 0.27 | 0.29 | 0.33 | 0.19 | 0.23 | 0.45 | 0.46 | 0.43 | 0.24 | 0.40 | 0.32 | 0.57 | 0.58 | 0.32 | 0.23 | 0.47 | 0.35 | 0.34 | 0.47 | 0.34 | 0.54 | 0.48 |
CRM | 0.06 | 0.11 | 0.11 | 0.22 | 0.18 | 0.18 | 0.17 | 0.23 | 0.16 | 0.17 | 0.22 | 0.19 | 0.26 | 0.21 | 0.27 | 0.25 | 0.33 | 0.67 | 0.31 | 0.34 | 0.52 | 0.59 | 0.25 | 0.54 | 0.22 | 0.32 | 0.23 | 0.29 | 0.40 | 0.22 | 1.00 | 0.34 | 0.24 | 0.47 | 0.46 | 0.40 | 0.70 | 0.52 | 0.27 | 0.26 | 0.33 | 0.56 | 0.30 | 0.46 | 0.30 | 0.27 | 0.48 | 0.64 | 0.28 | 0.53 | 0.46 | 0.32 | 0.54 | 0.38 | 0.36 |
CMCSA | 0.16 | 0.23 | 0.25 | 0.26 | 0.25 | 0.30 | 0.26 | 0.27 | 0.24 | 0.24 | 0.28 | 0.26 | 0.31 | 0.31 | 0.39 | 0.32 | 0.36 | 0.31 | 0.34 | 0.30 | 0.34 | 0.32 | 0.29 | 0.29 | 0.35 | 0.29 | 0.36 | 0.35 | 0.31 | 0.35 | 0.34 | 1.00 | 0.39 | 0.33 | 0.33 | 0.36 | 0.35 | 0.36 | 0.49 | 0.36 | 0.38 | 0.37 | 0.39 | 0.37 | 0.38 | 0.39 | 0.38 | 0.38 | 0.38 | 0.40 | 0.46 | 0.38 | 0.42 | 0.43 | 0.39 |
WFC | 0.15 | 0.12 | 0.10 | 0.12 | 0.18 | 0.22 | 0.25 | 0.26 | 0.38 | 0.38 | 0.29 | 0.42 | 0.31 | 0.32 | 0.24 | 0.28 | 0.29 | 0.19 | 0.28 | 0.47 | 0.23 | 0.21 | 0.45 | 0.24 | 0.40 | 0.36 | 0.40 | 0.46 | 0.33 | 0.57 | 0.24 | 0.39 | 1.00 | 0.29 | 0.32 | 0.30 | 0.20 | 0.26 | 0.49 | 0.46 | 0.45 | 0.29 | 0.43 | 0.34 | 0.68 | 0.80 | 0.37 | 0.27 | 0.49 | 0.36 | 0.37 | 0.50 | 0.36 | 0.64 | 0.53 |
AVGO | 0.08 | 0.11 | 0.10 | 0.17 | 0.13 | 0.16 | 0.20 | 0.21 | 0.24 | 0.23 | 0.22 | 0.24 | 0.29 | 0.20 | 0.24 | 0.31 | 0.34 | 0.44 | 0.29 | 0.30 | 0.49 | 0.50 | 0.27 | 0.63 | 0.28 | 0.39 | 0.22 | 0.34 | 0.47 | 0.27 | 0.47 | 0.33 | 0.29 | 1.00 | 0.44 | 0.36 | 0.55 | 0.56 | 0.34 | 0.31 | 0.41 | 0.50 | 0.38 | 0.44 | 0.34 | 0.34 | 0.69 | 0.57 | 0.41 | 0.44 | 0.49 | 0.41 | 0.49 | 0.40 | 0.46 |
ORCL | 0.15 | 0.25 | 0.17 | 0.21 | 0.25 | 0.29 | 0.27 | 0.25 | 0.21 | 0.23 | 0.29 | 0.22 | 0.26 | 0.30 | 0.30 | 0.31 | 0.32 | 0.41 | 0.31 | 0.34 | 0.41 | 0.43 | 0.27 | 0.43 | 0.31 | 0.32 | 0.30 | 0.33 | 0.41 | 0.29 | 0.46 | 0.33 | 0.32 | 0.44 | 1.00 | 0.39 | 0.51 | 0.45 | 0.36 | 0.35 | 0.36 | 0.47 | 0.38 | 0.42 | 0.37 | 0.35 | 0.42 | 0.56 | 0.37 | 0.47 | 0.49 | 0.39 | 0.52 | 0.41 | 0.41 |
BSX | 0.11 | 0.26 | 0.24 | 0.28 | 0.35 | 0.37 | 0.34 | 0.37 | 0.22 | 0.23 | 0.38 | 0.22 | 0.30 | 0.38 | 0.36 | 0.32 | 0.31 | 0.37 | 0.35 | 0.34 | 0.36 | 0.34 | 0.27 | 0.33 | 0.33 | 0.29 | 0.36 | 0.31 | 0.34 | 0.33 | 0.40 | 0.36 | 0.30 | 0.36 | 0.39 | 1.00 | 0.41 | 0.37 | 0.35 | 0.39 | 0.40 | 0.42 | 0.37 | 0.49 | 0.35 | 0.32 | 0.37 | 0.45 | 0.37 | 0.50 | 0.42 | 0.38 | 0.49 | 0.44 | 0.41 |
ADBE | 0.09 | 0.15 | 0.15 | 0.24 | 0.18 | 0.22 | 0.18 | 0.24 | 0.16 | 0.14 | 0.26 | 0.18 | 0.26 | 0.24 | 0.28 | 0.26 | 0.32 | 0.65 | 0.32 | 0.32 | 0.60 | 0.64 | 0.20 | 0.60 | 0.21 | 0.33 | 0.22 | 0.27 | 0.42 | 0.19 | 0.70 | 0.35 | 0.20 | 0.55 | 0.51 | 0.41 | 1.00 | 0.58 | 0.27 | 0.28 | 0.35 | 0.65 | 0.33 | 0.50 | 0.27 | 0.24 | 0.53 | 0.74 | 0.28 | 0.60 | 0.50 | 0.32 | 0.60 | 0.36 | 0.35 |
AAPL | 0.09 | 0.15 | 0.18 | 0.25 | 0.19 | 0.23 | 0.21 | 0.23 | 0.23 | 0.21 | 0.30 | 0.21 | 0.27 | 0.25 | 0.31 | 0.29 | 0.32 | 0.47 | 0.31 | 0.32 | 0.53 | 0.60 | 0.24 | 0.56 | 0.25 | 0.37 | 0.27 | 0.30 | 0.40 | 0.23 | 0.52 | 0.36 | 0.26 | 0.56 | 0.45 | 0.37 | 0.58 | 1.00 | 0.30 | 0.31 | 0.37 | 0.62 | 0.35 | 0.43 | 0.28 | 0.30 | 0.52 | 0.66 | 0.33 | 0.51 | 0.51 | 0.36 | 0.50 | 0.38 | 0.41 |
IPG | 0.14 | 0.19 | 0.17 | 0.20 | 0.20 | 0.24 | 0.26 | 0.24 | 0.33 | 0.34 | 0.28 | 0.34 | 0.39 | 0.31 | 0.29 | 0.38 | 0.38 | 0.25 | 0.36 | 0.37 | 0.29 | 0.25 | 0.39 | 0.26 | 0.42 | 0.39 | 0.44 | 0.49 | 0.35 | 0.45 | 0.27 | 0.49 | 0.49 | 0.34 | 0.36 | 0.35 | 0.27 | 0.30 | 1.00 | 0.45 | 0.48 | 0.34 | 0.44 | 0.37 | 0.51 | 0.53 | 0.42 | 0.30 | 0.48 | 0.39 | 0.43 | 0.49 | 0.43 | 0.54 | 0.51 |
RTX | 0.17 | 0.20 | 0.22 | 0.24 | 0.26 | 0.29 | 0.32 | 0.30 | 0.40 | 0.38 | 0.32 | 0.42 | 0.34 | 0.35 | 0.34 | 0.34 | 0.34 | 0.25 | 0.36 | 0.36 | 0.22 | 0.23 | 0.44 | 0.23 | 0.42 | 0.37 | 0.45 | 0.41 | 0.36 | 0.46 | 0.26 | 0.36 | 0.46 | 0.31 | 0.35 | 0.39 | 0.28 | 0.31 | 0.45 | 1.00 | 0.44 | 0.32 | 0.47 | 0.33 | 0.48 | 0.47 | 0.36 | 0.31 | 0.54 | 0.41 | 0.40 | 0.50 | 0.40 | 0.53 | 0.54 |
MAR | 0.07 | 0.12 | 0.08 | 0.12 | 0.15 | 0.17 | 0.22 | 0.21 | 0.33 | 0.34 | 0.26 | 0.35 | 0.39 | 0.29 | 0.24 | 0.32 | 0.37 | 0.35 | 0.36 | 0.41 | 0.34 | 0.34 | 0.39 | 0.35 | 0.37 | 0.40 | 0.45 | 0.47 | 0.41 | 0.43 | 0.33 | 0.38 | 0.45 | 0.41 | 0.36 | 0.40 | 0.35 | 0.37 | 0.48 | 0.44 | 1.00 | 0.39 | 0.43 | 0.40 | 0.45 | 0.48 | 0.49 | 0.38 | 0.51 | 0.46 | 0.40 | 0.49 | 0.42 | 0.56 | 0.54 |
GOOGL | 0.08 | 0.13 | 0.16 | 0.24 | 0.20 | 0.24 | 0.22 | 0.27 | 0.22 | 0.21 | 0.30 | 0.23 | 0.29 | 0.25 | 0.30 | 0.26 | 0.32 | 0.51 | 0.30 | 0.34 | 0.67 | 0.68 | 0.27 | 0.56 | 0.26 | 0.35 | 0.27 | 0.30 | 0.39 | 0.24 | 0.56 | 0.37 | 0.29 | 0.50 | 0.47 | 0.42 | 0.65 | 0.62 | 0.34 | 0.32 | 0.39 | 1.00 | 0.33 | 0.46 | 0.33 | 0.34 | 0.51 | 0.72 | 0.34 | 0.56 | 0.50 | 0.35 | 0.55 | 0.42 | 0.39 |
NSC | 0.18 | 0.23 | 0.24 | 0.24 | 0.23 | 0.29 | 0.29 | 0.27 | 0.35 | 0.35 | 0.34 | 0.39 | 0.35 | 0.34 | 0.32 | 0.34 | 0.35 | 0.29 | 0.35 | 0.35 | 0.27 | 0.27 | 0.39 | 0.29 | 0.44 | 0.39 | 0.39 | 0.42 | 0.35 | 0.40 | 0.30 | 0.39 | 0.43 | 0.38 | 0.38 | 0.37 | 0.33 | 0.35 | 0.44 | 0.47 | 0.43 | 0.33 | 1.00 | 0.42 | 0.48 | 0.50 | 0.43 | 0.36 | 0.56 | 0.43 | 0.45 | 0.56 | 0.49 | 0.50 | 0.59 |
IQV | 0.10 | 0.16 | 0.25 | 0.30 | 0.31 | 0.31 | 0.27 | 0.35 | 0.24 | 0.27 | 0.36 | 0.26 | 0.34 | 0.36 | 0.30 | 0.34 | 0.37 | 0.45 | 0.38 | 0.34 | 0.40 | 0.41 | 0.31 | 0.40 | 0.34 | 0.39 | 0.31 | 0.36 | 0.39 | 0.32 | 0.46 | 0.37 | 0.34 | 0.44 | 0.42 | 0.49 | 0.50 | 0.43 | 0.37 | 0.33 | 0.40 | 0.46 | 0.42 | 1.00 | 0.37 | 0.37 | 0.48 | 0.51 | 0.39 | 0.51 | 0.46 | 0.46 | 0.56 | 0.45 | 0.46 |
BK | 0.18 | 0.15 | 0.12 | 0.16 | 0.23 | 0.27 | 0.29 | 0.28 | 0.38 | 0.39 | 0.33 | 0.41 | 0.33 | 0.35 | 0.27 | 0.30 | 0.34 | 0.25 | 0.29 | 0.50 | 0.28 | 0.25 | 0.47 | 0.30 | 0.45 | 0.40 | 0.39 | 0.47 | 0.37 | 0.57 | 0.30 | 0.38 | 0.68 | 0.34 | 0.37 | 0.35 | 0.27 | 0.28 | 0.51 | 0.48 | 0.45 | 0.33 | 0.48 | 0.37 | 1.00 | 0.76 | 0.41 | 0.30 | 0.56 | 0.40 | 0.42 | 0.55 | 0.42 | 0.63 | 0.58 |
BAC | 0.17 | 0.12 | 0.08 | 0.10 | 0.21 | 0.23 | 0.29 | 0.26 | 0.42 | 0.42 | 0.31 | 0.45 | 0.34 | 0.34 | 0.24 | 0.29 | 0.30 | 0.23 | 0.28 | 0.50 | 0.28 | 0.26 | 0.49 | 0.29 | 0.45 | 0.41 | 0.41 | 0.49 | 0.37 | 0.58 | 0.27 | 0.39 | 0.80 | 0.34 | 0.35 | 0.32 | 0.24 | 0.30 | 0.53 | 0.47 | 0.48 | 0.34 | 0.50 | 0.37 | 0.76 | 1.00 | 0.43 | 0.30 | 0.57 | 0.41 | 0.42 | 0.55 | 0.39 | 0.68 | 0.59 |
MCHP | 0.09 | 0.09 | 0.10 | 0.18 | 0.12 | 0.19 | 0.18 | 0.22 | 0.26 | 0.32 | 0.23 | 0.28 | 0.35 | 0.21 | 0.25 | 0.31 | 0.39 | 0.47 | 0.33 | 0.38 | 0.46 | 0.47 | 0.34 | 0.62 | 0.34 | 0.48 | 0.32 | 0.42 | 0.49 | 0.32 | 0.48 | 0.38 | 0.37 | 0.69 | 0.42 | 0.37 | 0.53 | 0.52 | 0.42 | 0.36 | 0.49 | 0.51 | 0.43 | 0.48 | 0.41 | 0.43 | 1.00 | 0.54 | 0.47 | 0.47 | 0.50 | 0.49 | 0.53 | 0.47 | 0.54 |
MSFT | 0.11 | 0.19 | 0.19 | 0.29 | 0.24 | 0.27 | 0.23 | 0.26 | 0.18 | 0.18 | 0.33 | 0.19 | 0.28 | 0.27 | 0.34 | 0.29 | 0.33 | 0.58 | 0.32 | 0.33 | 0.61 | 0.68 | 0.23 | 0.61 | 0.24 | 0.33 | 0.27 | 0.28 | 0.45 | 0.23 | 0.64 | 0.38 | 0.27 | 0.57 | 0.56 | 0.45 | 0.74 | 0.66 | 0.30 | 0.31 | 0.38 | 0.72 | 0.36 | 0.51 | 0.30 | 0.30 | 0.54 | 1.00 | 0.32 | 0.60 | 0.54 | 0.36 | 0.62 | 0.40 | 0.41 |
CAT | 0.17 | 0.14 | 0.11 | 0.14 | 0.22 | 0.26 | 0.27 | 0.28 | 0.47 | 0.48 | 0.29 | 0.52 | 0.33 | 0.33 | 0.25 | 0.35 | 0.36 | 0.25 | 0.33 | 0.42 | 0.29 | 0.28 | 0.52 | 0.33 | 0.45 | 0.48 | 0.38 | 0.46 | 0.40 | 0.47 | 0.28 | 0.38 | 0.49 | 0.41 | 0.37 | 0.37 | 0.28 | 0.33 | 0.48 | 0.54 | 0.51 | 0.34 | 0.56 | 0.39 | 0.56 | 0.57 | 0.47 | 0.32 | 1.00 | 0.42 | 0.45 | 0.68 | 0.43 | 0.57 | 0.72 |
V | 0.09 | 0.22 | 0.21 | 0.27 | 0.28 | 0.33 | 0.28 | 0.32 | 0.25 | 0.22 | 0.35 | 0.27 | 0.32 | 0.33 | 0.38 | 0.30 | 0.32 | 0.49 | 0.37 | 0.39 | 0.48 | 0.48 | 0.31 | 0.45 | 0.32 | 0.34 | 0.39 | 0.34 | 0.40 | 0.35 | 0.53 | 0.40 | 0.36 | 0.44 | 0.47 | 0.50 | 0.60 | 0.51 | 0.39 | 0.41 | 0.46 | 0.56 | 0.43 | 0.51 | 0.40 | 0.41 | 0.47 | 0.60 | 0.42 | 1.00 | 0.51 | 0.43 | 0.60 | 0.56 | 0.47 |
CSCO | 0.22 | 0.26 | 0.25 | 0.28 | 0.29 | 0.38 | 0.31 | 0.34 | 0.30 | 0.30 | 0.35 | 0.32 | 0.31 | 0.33 | 0.38 | 0.33 | 0.32 | 0.42 | 0.36 | 0.36 | 0.39 | 0.44 | 0.35 | 0.43 | 0.36 | 0.35 | 0.34 | 0.36 | 0.46 | 0.34 | 0.46 | 0.46 | 0.37 | 0.49 | 0.49 | 0.42 | 0.50 | 0.51 | 0.43 | 0.40 | 0.40 | 0.50 | 0.45 | 0.46 | 0.42 | 0.42 | 0.50 | 0.54 | 0.45 | 0.51 | 1.00 | 0.46 | 0.57 | 0.45 | 0.48 |
LECO | 0.19 | 0.20 | 0.16 | 0.17 | 0.23 | 0.26 | 0.28 | 0.25 | 0.36 | 0.39 | 0.33 | 0.38 | 0.36 | 0.34 | 0.29 | 0.38 | 0.43 | 0.31 | 0.36 | 0.42 | 0.32 | 0.30 | 0.43 | 0.36 | 0.50 | 0.48 | 0.40 | 0.47 | 0.40 | 0.47 | 0.32 | 0.38 | 0.50 | 0.41 | 0.39 | 0.38 | 0.32 | 0.36 | 0.49 | 0.50 | 0.49 | 0.35 | 0.56 | 0.46 | 0.55 | 0.55 | 0.49 | 0.36 | 0.68 | 0.43 | 0.46 | 1.00 | 0.49 | 0.56 | 0.74 |
ACN | 0.13 | 0.25 | 0.27 | 0.33 | 0.28 | 0.35 | 0.29 | 0.31 | 0.23 | 0.26 | 0.35 | 0.26 | 0.34 | 0.32 | 0.39 | 0.40 | 0.40 | 0.50 | 0.38 | 0.38 | 0.44 | 0.48 | 0.29 | 0.47 | 0.35 | 0.39 | 0.37 | 0.36 | 0.43 | 0.34 | 0.54 | 0.42 | 0.36 | 0.49 | 0.52 | 0.49 | 0.60 | 0.50 | 0.43 | 0.40 | 0.42 | 0.55 | 0.49 | 0.56 | 0.42 | 0.39 | 0.53 | 0.62 | 0.43 | 0.60 | 0.57 | 0.49 | 1.00 | 0.48 | 0.51 |
AXP | 0.11 | 0.17 | 0.16 | 0.20 | 0.22 | 0.26 | 0.29 | 0.26 | 0.38 | 0.38 | 0.34 | 0.41 | 0.39 | 0.36 | 0.29 | 0.37 | 0.39 | 0.33 | 0.39 | 0.48 | 0.36 | 0.35 | 0.45 | 0.36 | 0.42 | 0.44 | 0.47 | 0.48 | 0.42 | 0.54 | 0.38 | 0.43 | 0.64 | 0.40 | 0.41 | 0.44 | 0.36 | 0.38 | 0.54 | 0.53 | 0.56 | 0.42 | 0.50 | 0.45 | 0.63 | 0.68 | 0.47 | 0.40 | 0.57 | 0.56 | 0.45 | 0.56 | 0.48 | 1.00 | 0.59 |
PH | 0.16 | 0.18 | 0.14 | 0.18 | 0.22 | 0.25 | 0.31 | 0.28 | 0.41 | 0.44 | 0.33 | 0.45 | 0.39 | 0.33 | 0.30 | 0.38 | 0.42 | 0.31 | 0.37 | 0.45 | 0.34 | 0.33 | 0.49 | 0.39 | 0.48 | 0.51 | 0.44 | 0.51 | 0.46 | 0.48 | 0.36 | 0.39 | 0.53 | 0.46 | 0.41 | 0.41 | 0.35 | 0.41 | 0.51 | 0.54 | 0.54 | 0.39 | 0.59 | 0.46 | 0.58 | 0.59 | 0.54 | 0.41 | 0.72 | 0.47 | 0.48 | 0.74 | 0.51 | 0.59 | 1.00 |