0-NVSek-Hdg-Tst
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
0-NVSek-Hdg-Tst
Last updated May 5, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 2.57% |
ABBV AbbVie Inc. | Healthcare | 1.38% |
ACM AECOM | Industrials | 0.65% |
ADBE Adobe Inc | Technology | 0.93% |
ADI Analog Devices, Inc. | Technology | 0.40% |
ADP Automatic Data Processing, Inc. | Industrials | 1.13% |
ADRNY Koninklijke Ahold Delhaize NV ADR | Consumer Defensive | 0.43% |
AEE Ameren Corporation | Utilities | 0.50% |
AEP American Electric Power Company, Inc. | Utilities | 0.85% |
AFG American Financial Group, Inc. | Financial Services | 0.33% |
AMAT Applied Materials, Inc. | Technology | 0.38% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 1.22% |
AVGO Broadcom Inc. | Technology | 2.08% |
AZO AutoZone, Inc. | Consumer Cyclical | 0.93% |
BAC Bank of America Corporation | Financial Services | 0.80% |
BAH Booz Allen Hamilton Holding Corporation | Industrials | 0.32% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 0.62% |
CBOE Cboe Global Markets, Inc. | Financial Services | 0.73% |
CI Cigna Corporation | Healthcare | 0.63% |
CL | 0.35% | |
CMCSA | 0.80% | |
CMPGY | 0.87% | |
CRM | 0.33% | |
DLB | 0.47% | |
DOX | 0.77% | |
EA | 0.57% | |
EG | 0.70% | |
ETN | 0.45% | |
EXPGY | 0.57% | |
FI | 1.63% | |
FR | 0.25% | |
G | 0.70% | |
GBTC | 2% | |
GEN | 0.53% | |
GILD | 0.82% | |
GLD | 33.14% | |
GOOGL | 3% | |
INTU | 1.02% | |
JPM | 1.03% | |
KO | 0.88% | |
LDOS | 0.35% | |
LHX | 0.72% | |
LLY | 0.58% | |
LMT | 0.63% | |
LULU | 0.73% | |
MA | 0.77% | |
MCK | 1.12% | |
MDT | 0.53% | |
META | 1.07% | |
MMC | 0.88% | |
MRK | 1.15% | |
MSCI | 0.40% | |
MSFT | 5.22% | |
MTB | 0.40% | |
NICE | 0.18% | |
NOW | 0.78% | |
NTAP | 0.50% | |
NVDA | 1.38% | |
NYT | 0.60% | |
ORCL | 1.50% | |
ORLY | 0.32% | |
PAYX | 0.30% | |
PG | 0.73% | |
PGR | 0.52% | |
PM | 1.20% | |
PSA | 0.48% | |
QQQ | 0.50% | |
RELX | 0.55% | |
RGA | 0.38% | |
SHEL | 1.05% | |
SHW | 0.70% | |
SPGI | 0.27% | |
STN | 0.42% | |
TMO | 0.18% | |
TSM | 0.30% | |
UNH | 1.37% | |
V | 1.25% | |
VRTX | 0.53% | |
VZ | 0.15% | |
WMT | 0.55% | |
XOM | 0.42% | |
YUM | 0.58% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 0-NVSek-Hdg-Tst, 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.
0-NVSek-Hdg-Tst
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
As of May 5, 2025, the 0-NVSek-Hdg-Tst returned 8.52% Year-To-Date and 19.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| 0-NVSek-Hdg-Tst | 8.52% | 9.19% | 9.01% | 26.33% | 20.88% | 19.53% |
| Portfolio components: | ||||||
GLD | 23.07% | 6.53% | 18.03% | 39.92% | 13.14% | 10.17% |
MSFT | 3.48% | 20.96% | 6.50% | 7.86% | 20.33% | 26.94% |
GOOGL | -13.25% | 12.66% | -4.02% | -1.45% | 19.63% | 19.84% |
AAPL Apple Inc | -17.91% | 9.01% | -7.67% | 12.51% | 23.33% | 22.07% |
AVGO Broadcom Inc. | -11.90% | 39.20% | 21.24% | 61.28% | 54.47% | 36.01% |
GBTC | 3.42% | 15.43% | 39.16% | 38.38% | 50.35% | 67.73% |
FI | -10.25% | -7.17% | -8.75% | 23.56% | 12.21% | 18.30% |
ORCL | -8.99% | 17.93% | -10.80% | 31.64% | 25.64% | 15.05% |
NVDA | -14.73% | 21.41% | -15.42% | 28.99% | 73.64% | 71.02% |
ABBV AbbVie Inc. | 13.78% | 7.14% | -0.67% | 25.58% | 23.41% | 16.66% |
UNH | -20.60% | -23.83% | -28.96% | -17.49% | 8.02% | 15.08% |
V | 10.17% | 11.01% | 19.99% | 30.43% | 15.13% | 18.85% |
AMZN Amazon.com, Inc. | -13.41% | 11.10% | -4.02% | 2.02% | 10.43% | 24.50% |
PM | 43.22% | 13.44% | 33.40% | 83.30% | 25.28% | 12.98% |
MRK | -15.66% | 2.10% | -16.99% | -32.83% | 5.45% | 6.99% |
ADP Automatic Data Processing, Inc. | 4.26% | 6.10% | 6.45% | 28.20% | 18.32% | 15.93% |
MCK | 24.44% | 3.70% | 34.89% | 34.57% | 40.73% | 13.13% |
META | 2.06% | 18.29% | 5.44% | 32.58% | 23.79% | 22.62% |
SHEL | 7.51% | 3.91% | 0.86% | -4.15% | 19.71% | 5.73% |
JPM | 6.54% | 20.08% | 14.55% | 35.62% | 25.92% | 17.86% |
INTU | 0.85% | 12.69% | 1.95% | 1.03% | 18.91% | 21.24% |
AZO AutoZone, Inc. | 17.31% | 2.82% | 26.00% | 27.24% | 29.81% | 18.73% |
ADBE Adobe Inc | -14.35% | 9.11% | -21.11% | -21.66% | 1.36% | 17.73% |
KO | 15.93% | 2.46% | 11.87% | 18.70% | 13.02% | 9.25% |
MMC | 7.76% | -1.26% | 4.47% | 15.73% | 19.59% | 16.83% |
CMPGY | 1.97% | 4.03% | 2.25% | 22.64% | 17.47% | 8.51% |
AEP American Electric Power Company, Inc. | 17.85% | 3.07% | 12.86% | 26.23% | 9.23% | 10.71% |
GILD | 13.03% | -3.33% | 17.62% | 66.06% | 9.93% | 3.70% |
BAC Bank of America Corporation | -5.96% | 19.42% | -0.48% | 12.98% | 15.52% | 12.10% |
CMCSA | -6.57% | 3.24% | -19.50% | -7.94% | 1.74% | 4.08% |
NOW | -7.81% | 35.43% | 3.60% | 36.38% | 21.48% | 29.52% |
MA | 6.56% | 14.40% | 10.44% | 26.85% | 16.05% | 20.56% |
DOX | 5.60% | 6.80% | 2.68% | 9.03% | 9.68% | 7.19% |
PG | -3.05% | -1.34% | -1.55% | 0.01% | 9.41% | 10.24% |
CBOE Cboe Global Markets, Inc. | 16.21% | 5.25% | 8.45% | 27.54% | 19.84% | 16.44% |
LULU | -27.47% | 5.18% | -13.64% | -21.90% | 4.93% | 15.60% |
LHX | 5.08% | 8.75% | -10.30% | 5.66% | 5.19% | 13.14% |
SHW | 6.03% | 8.31% | 0.87% | 16.49% | 16.24% | 15.50% |
EG | -3.34% | 3.37% | 0.34% | -3.74% | 18.43% | 9.29% |
G | 16.13% | 5.61% | 30.54% | 61.06% | 9.05% | 9.24% |
ACM AECOM | -3.68% | 14.68% | -5.09% | 9.13% | 24.60% | 12.86% |
CI Cigna Corporation | 21.82% | 3.83% | 6.74% | -0.29% | 13.65% | 11.08% |
LMT | -1.99% | 9.41% | -12.12% | 5.04% | 6.77% | 12.66% |
BKNG Booking Holdings Inc. | 4.93% | 21.45% | 9.96% | 46.65% | 30.54% | 15.84% |
NYT | 1.12% | 10.29% | -7.38% | 17.43% | 10.44% | 15.44% |
LLY | 6.87% | 11.57% | 0.91% | 12.79% | 41.01% | 30.09% |
YUM | 11.69% | 0.89% | 13.78% | 13.19% | 14.53% | 10.35% |
EA | 3.43% | 11.64% | 0.15% | 17.25% | 5.32% | 9.92% |
EXPGY | 20.48% | 24.65% | 3.77% | 25.88% | 12.91% | 13.29% |
RELX | 21.14% | 14.24% | 16.86% | 31.18% | 21.95% | 15.37% |
WMT | 9.60% | 18.70% | 20.75% | 66.95% | 20.72% | 16.51% |
GEN | -4.87% | 9.04% | -7.48% | 31.89% | 6.10% | 10.50% |
VRTX | 24.45% | 5.59% | 6.37% | 24.95% | 13.02% | 14.93% |
MDT | 7.06% | 2.38% | -4.23% | 7.38% | 0.01% | 3.88% |
PGR | 20.42% | 9.77% | 18.88% | 38.36% | 32.12% | 29.70% |
AEE Ameren Corporation | 12.40% | 3.85% | 17.53% | 38.62% | 9.80% | 12.83% |
NTAP | -19.59% | 21.33% | -19.60% | -10.06% | 20.76% | 12.91% |
QQQ | -4.24% | 15.65% | 0.60% | 12.94% | 18.37% | 17.33% |
PSA | 1.24% | 5.49% | -5.45% | 17.40% | 15.69% | 8.75% |
DLB | -3.76% | 3.28% | 2.48% | -7.33% | 7.75% | 7.87% |
ETN | -9.36% | 21.58% | -9.95% | -5.56% | 32.69% | 18.59% |
ADRNY Koninklijke Ahold Delhaize NV ADR | 25.35% | 8.61% | 22.82% | 36.43% | 14.90% | 11.43% |
XOM | -0.38% | 1.79% | -6.01% | -5.35% | 24.69% | 6.52% |
STN | 17.07% | 14.26% | 12.92% | 10.31% | 27.22% | 14.61% |
ADI Analog Devices, Inc. | -6.12% | 20.65% | -11.17% | 1.16% | 15.52% | 14.72% |
MTB | -6.09% | 11.65% | -7.60% | 23.25% | 15.10% | 6.79% |
MSCI | -7.07% | 9.53% | -3.27% | 20.43% | 11.61% | 26.04% |
AMAT Applied Materials, Inc. | -4.41% | 22.17% | -15.03% | -23.36% | 27.25% | 24.62% |
RGA | -7.01% | 14.71% | -7.28% | -0.26% | 17.33% | 10.00% |
CL | 0.65% | -0.74% | -1.96% | -0.49% | 7.92% | 5.36% |
LDOS | 3.60% | 11.75% | -18.22% | 6.16% | 10.15% | 19.13% |
AFG American Financial Group, Inc. | -2.58% | 7.14% | 7.48% | 8.99% | 29.04% | 15.36% |
CRM | -17.59% | 14.43% | -6.41% | 1.11% | 11.20% | 14.07% |
ORLY | 18.60% | 1.19% | 22.66% | 38.84% | 29.32% | 20.47% |
BAH Booz Allen Hamilton Holding Corporation | -6.47% | 9.72% | -33.38% | -17.42% | 12.09% | 17.86% |
PAYX | 7.54% | 4.53% | 9.14% | 28.44% | 20.70% | 15.26% |
TSM | -8.87% | 22.13% | -6.43% | 28.42% | 30.70% | 25.40% |
SPGI | 1.91% | 12.21% | 5.20% | 20.05% | 12.37% | 18.26% |
FR | -1.40% | 2.81% | -5.54% | 6.93% | 9.14% | 12.25% |
NICE | -7.33% | 11.39% | -8.45% | -28.94% | -1.45% | 9.96% |
TMO | -18.52% | -3.28% | -23.96% | -25.79% | 4.99% | 13.10% |
VZ | 13.16% | 3.28% | 9.41% | 20.11% | 0.65% | 3.94% |
*Annualized
Monthly Returns
The table below presents the monthly returns of 0-NVSek-Hdg-Tst, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.19% | 0.33% | 0.99% | 2.11% | 0.67% | 8.52% | |||||||
| 2024 | 1.80% | 3.72% | 5.14% | -1.64% | 3.37% | 2.54% | 3.40% | 2.30% | 2.90% | 1.51% | 2.81% | -2.11% | 28.72% |
| 2023 | 6.60% | -2.41% | 7.18% | 2.20% | 0.07% | 4.14% | 2.65% | -0.75% | -4.01% | 3.11% | 6.72% | 3.08% | 31.74% |
| 2022 | -3.56% | 0.75% | 2.92% | -5.48% | -0.72% | -5.38% | 4.69% | -3.86% | -7.00% | 5.36% | 6.53% | -2.13% | -8.70% |
| 2021 | -2.21% | 0.60% | 3.02% | 4.64% | 2.46% | -0.46% | 3.54% | 2.29% | -4.09% | 6.06% | -1.25% | 4.02% | 19.68% |
| 2020 | 3.31% | -4.35% | -6.88% | 10.80% | 4.58% | 1.78% | 6.80% | 4.49% | -4.29% | -1.10% | 6.91% | 6.42% | 30.41% |
| 2019 | 5.98% | 2.56% | 1.81% | 3.32% | -0.73% | 8.01% | 1.54% | 1.69% | -0.55% | 3.01% | 1.82% | 2.66% | 35.56% |
| 2018 | 5.05% | -2.09% | -1.87% | 1.07% | 1.03% | -1.31% | 1.82% | 1.88% | 0.33% | -3.50% | 1.09% | -3.49% | -0.34% |
| 2017 | 4.06% | 3.70% | 0.87% | 2.28% | 9.04% | -2.21% | 3.29% | 5.06% | -1.38% | 2.88% | 3.65% | 2.13% | 38.34% |
| 2016 | -1.27% | 4.03% | 4.13% | 1.49% | 0.61% | 4.63% | 3.28% | -0.65% | 0.66% | -1.76% | -0.60% | 1.40% | 16.86% |
| 2015 | 0.31% | -1.83% | 0.28% | -2.42% | -1.13% | 7.08% | -0.19% | 0.76% | 2.60% |
Expense Ratio
0-NVSek-Hdg-Tst has an expense ratio of 0.13%, 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.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 96, 0-NVSek-Hdg-Tst is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio: 2.14
^GSPC: 0.67
Portfolio: 2.99
^GSPC: 1.05
Portfolio: 1.45
^GSPC: 1.16
Portfolio: 3.17
^GSPC: 0.68
Portfolio: 15.93
^GSPC: 2.70
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GLD | 2.34 | 3.12 | 1.40 | 4.85 | 12.92 |
MSFT | 0.43 | 0.80 | 1.10 | 0.47 | 1.04 |
GOOGL | 0.02 | 0.23 | 1.03 | 0.02 | 0.04 |
AAPL Apple Inc | 0.67 | 1.14 | 1.16 | 0.66 | 2.35 |
AVGO Broadcom Inc. | 1.05 | 1.79 | 1.24 | 1.60 | 4.48 |
GBTC | 0.93 | 1.55 | 1.19 | 1.46 | 3.24 |
FI | 0.78 | 1.07 | 1.21 | 0.93 | 3.63 |
ORCL | 0.78 | 1.34 | 1.18 | 0.92 | 2.61 |
NVDA | 0.64 | 1.22 | 1.15 | 1.03 | 2.60 |
ABBV AbbVie Inc. | 1.01 | 1.38 | 1.22 | 1.31 | 3.27 |
UNH | -0.43 | -0.32 | 0.94 | -0.45 | -1.24 |
V | 1.42 | 1.93 | 1.29 | 2.07 | 6.95 |
AMZN Amazon.com, Inc. | 0.18 | 0.49 | 1.06 | 0.20 | 0.55 |
PM | 3.51 | 4.72 | 1.73 | 7.82 | 24.09 |
MRK | -1.30 | -1.73 | 0.77 | -0.81 | -1.52 |
ADP Automatic Data Processing, Inc. | 1.33 | 1.84 | 1.26 | 2.00 | 6.92 |
MCK | 1.25 | 1.67 | 1.28 | 1.42 | 3.50 |
META | 1.01 | 1.57 | 1.21 | 1.07 | 3.42 |
SHEL | -0.10 | 0.02 | 1.00 | -0.12 | -0.29 |
JPM | 1.21 | 1.76 | 1.26 | 1.42 | 4.83 |
INTU | 0.10 | 0.39 | 1.05 | 0.15 | 0.32 |
AZO AutoZone, Inc. | 1.29 | 1.82 | 1.23 | 1.78 | 7.90 |
ADBE Adobe Inc | -0.51 | -0.49 | 0.92 | -0.37 | -0.94 |
KO | 1.16 | 1.71 | 1.22 | 1.24 | 2.73 |
MMC | 0.89 | 1.21 | 1.17 | 1.17 | 3.52 |
CMPGY | 1.15 | 1.50 | 1.23 | 1.53 | 5.53 |
AEP American Electric Power Company, Inc. | 1.41 | 1.95 | 1.25 | 2.05 | 5.14 |
GILD | 2.53 | 3.52 | 1.45 | 2.16 | 13.53 |
BAC Bank of America Corporation | 0.49 | 0.84 | 1.12 | 0.51 | 1.55 |
CMCSA | -0.24 | -0.14 | 0.98 | -0.17 | -0.53 |
NOW | 0.97 | 1.57 | 1.22 | 1.11 | 3.11 |
MA | 1.30 | 1.81 | 1.27 | 1.63 | 6.82 |
DOX | 0.48 | 0.76 | 1.10 | 0.42 | 1.64 |
PG | 0.03 | 0.17 | 1.02 | 0.06 | 0.13 |
CBOE Cboe Global Markets, Inc. | 1.20 | 1.73 | 1.21 | 1.89 | 5.25 |
LULU | -0.50 | -0.48 | 0.94 | -0.40 | -1.06 |
LHX | 0.27 | 0.53 | 1.07 | 0.23 | 0.47 |
SHW | 0.80 | 1.33 | 1.16 | 0.91 | 2.23 |
EG | -0.14 | -0.02 | 1.00 | -0.20 | -0.41 |
G | 2.12 | 3.73 | 1.47 | 1.60 | 10.51 |
ACM AECOM | 0.44 | 0.85 | 1.10 | 0.45 | 1.11 |
CI Cigna Corporation | -0.17 | -0.06 | 0.99 | -0.17 | -0.39 |
LMT | 0.22 | 0.44 | 1.07 | 0.17 | 0.33 |
BKNG Booking Holdings Inc. | 1.82 | 2.37 | 1.33 | 2.52 | 6.85 |
NYT | 0.88 | 1.24 | 1.20 | 1.12 | 2.95 |
LLY | 0.18 | 0.51 | 1.07 | 0.27 | 0.55 |
YUM | 0.56 | 0.97 | 1.13 | 0.91 | 2.15 |
EA | 0.65 | 0.95 | 1.17 | 0.61 | 1.63 |
EXPGY | 1.05 | 1.62 | 1.22 | 1.19 | 3.22 |
RELX | 1.72 | 2.30 | 1.32 | 2.82 | 9.57 |
WMT | 2.81 | 3.68 | 1.52 | 3.18 | 10.72 |
GEN | 1.07 | 1.79 | 1.24 | 0.99 | 3.31 |
VRTX | 0.94 | 1.30 | 1.19 | 1.06 | 2.87 |
MDT | 0.40 | 0.66 | 1.09 | 0.22 | 1.36 |
PGR | 1.47 | 1.98 | 1.28 | 2.95 | 7.36 |
AEE Ameren Corporation | 2.02 | 2.70 | 1.36 | 1.55 | 11.40 |
NTAP | -0.18 | 0.00 | 1.00 | -0.16 | -0.42 |
QQQ | 0.66 | 1.07 | 1.15 | 0.73 | 2.44 |
PSA | 0.84 | 1.29 | 1.16 | 0.67 | 1.73 |
DLB | -0.07 | 0.12 | 1.02 | -0.06 | -0.21 |
ETN | -0.07 | 0.16 | 1.02 | -0.08 | -0.20 |
ADRNY Koninklijke Ahold Delhaize NV ADR | 1.95 | 2.68 | 1.36 | 3.07 | 11.38 |
XOM | -0.23 | -0.15 | 0.98 | -0.28 | -0.65 |
STN | 0.54 | 1.02 | 1.12 | 1.00 | 2.11 |
ADI Analog Devices, Inc. | 0.10 | 0.47 | 1.06 | 0.13 | 0.37 |
MTB | 0.80 | 1.33 | 1.17 | 0.83 | 2.11 |
MSCI | 0.79 | 1.21 | 1.17 | 0.67 | 2.84 |
AMAT Applied Materials, Inc. | -0.40 | -0.29 | 0.96 | -0.39 | -0.69 |
RGA | 0.18 | 0.43 | 1.06 | 0.20 | 0.56 |
CL | 0.03 | 0.18 | 1.02 | 0.03 | 0.05 |
LDOS | 0.20 | 0.45 | 1.07 | 0.16 | 0.30 |
AFG American Financial Group, Inc. | 0.33 | 0.63 | 1.08 | 0.40 | 0.94 |
CRM | 0.08 | 0.37 | 1.06 | 0.08 | 0.20 |
ORLY | 1.95 | 2.74 | 1.34 | 2.21 | 12.67 |
BAH Booz Allen Hamilton Holding Corporation | -0.51 | -0.52 | 0.93 | -0.39 | -0.76 |
PAYX | 1.28 | 1.84 | 1.26 | 2.39 | 7.67 |
TSM | 0.75 | 1.27 | 1.16 | 0.94 | 2.60 |
SPGI | 1.03 | 1.48 | 1.21 | 1.18 | 4.13 |
FR | 0.40 | 0.69 | 1.10 | 0.34 | 1.35 |
NICE | -0.70 | -0.78 | 0.90 | -0.52 | -1.11 |
TMO | -1.04 | -1.49 | 0.82 | -0.71 | -1.94 |
VZ | 0.86 | 1.21 | 1.18 | 0.83 | 3.49 |
0-NVSek-Hdg-Tst
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
0-NVSek-Hdg-Tst provided a 0.92% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.92% | 0.93% | 0.96% | 1.03% | 0.96% | 1.34% | 1.05% | 1.15% | 1.03% | 1.37% | 1.24% | 1.26% |
| Portfolio components: | ||||||||||||
GLD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
GOOGL | 0.49% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.49% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
AVGO Broadcom Inc. | 1.10% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
GBTC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% |
FI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.06% | 5.08% | 7.87% | 7.61% |
ORCL | 1.13% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
ABBV AbbVie Inc. | 3.21% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
UNH | 2.10% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
V | 0.64% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
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% |
PM | 3.13% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
MRK | 3.80% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
ADP Automatic Data Processing, Inc. | 1.94% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
MCK | 0.39% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
META | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHEL | 4.17% | 4.39% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% |
JPM | 2.00% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
INTU | 0.64% | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% |
AZO AutoZone, 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% |
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% |
KO | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
MMC | 1.43% | 1.44% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% | 1.85% |
CMPGY | 1.77% | 1.68% | 1.64% | 1.31% | 0.00% | 1.88% | 1.94% | 2.24% | 5.69% | 2.35% | 2.42% | 8.49% |
AEP American Electric Power Company, Inc. | 3.36% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% |
GILD | 2.99% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
BAC Bank of America Corporation | 2.48% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
CMCSA | 3.66% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MA | 0.51% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
DOX | 2.20% | 2.25% | 1.98% | 2.17% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% | 1.33% |
PG | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
CBOE Cboe Global Markets, Inc. | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% |
LULU | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LHX | 2.13% | 2.21% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% |
SHW | 0.82% | 0.84% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% |
EG | 2.30% | 2.14% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% | 1.88% |
G | 1.27% | 1.42% | 1.59% | 1.08% | 0.81% | 0.95% | 0.81% | 1.11% | 0.76% | 0.00% | 0.00% | 0.00% |
ACM AECOM | 0.94% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CI Cigna Corporation | 1.71% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% |
LMT | 2.73% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
BKNG Booking Holdings Inc. | 0.69% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NYT | 1.09% | 0.96% | 0.86% | 1.05% | 0.56% | 0.44% | 0.59% | 0.72% | 0.86% | 1.20% | 1.19% | 1.21% |
LLY | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
YUM | 1.82% | 2.00% | 1.85% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% |
EA | 0.50% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXPGY | 0.79% | 1.37% | 1.35% | 1.54% | 0.95% | 1.24% | 1.37% | 1.85% | 1.30% | 2.10% | 2.22% | 2.27% |
RELX | 0.43% | 1.67% | 1.73% | 2.42% | 2.05% | 2.39% | 2.20% | 2.69% | 1.99% | 2.48% | 3.64% | 3.96% |
WMT | 0.87% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
GEN | 1.93% | 1.83% | 2.19% | 2.33% | 1.92% | 60.15% | 1.37% | 1.59% | 1.07% | 18.31% | 2.86% | 2.34% |
VRTX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDT | 3.30% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% |
PGR | 1.73% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
AEE Ameren Corporation | 2.73% | 3.01% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 3.27% | 3.83% | 3.49% |
NTAP | 2.25% | 1.76% | 2.27% | 3.33% | 2.13% | 2.90% | 2.83% | 2.01% | 1.41% | 2.10% | 2.60% | 1.52% |
QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
PSA | 4.00% | 4.01% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% |
DLB | 1.68% | 1.57% | 1.29% | 1.45% | 0.96% | 0.91% | 1.15% | 1.08% | 0.94% | 1.11% | 1.25% | 0.23% |
ETN | 1.32% | 1.13% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% |
ADRNY Koninklijke Ahold Delhaize NV ADR | 1.34% | 3.71% | 4.11% | 3.63% | 2.86% | 3.88% | 4.46% | 3.08% | 2.75% | 9.79% | 2.51% | 12.45% |
XOM | 3.65% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
STN | 0.67% | 0.78% | 0.73% | 1.14% | 1.23% | 1.42% | 2.06% | 1.91% | 1.38% | 1.34% | 1.31% | 1.21% |
ADI Analog Devices, Inc. | 1.89% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% |
MTB | 3.08% | 2.85% | 3.79% | 3.31% | 2.93% | 3.46% | 2.42% | 2.48% | 1.75% | 1.79% | 2.31% | 2.23% |
MSCI | 1.19% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
AMAT Applied Materials, Inc. | 1.03% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% |
RGA | 1.78% | 1.63% | 2.04% | 2.15% | 2.61% | 2.42% | 1.59% | 1.57% | 1.17% | 1.24% | 1.64% | 1.44% |
CL | 2.23% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
LDOS | 1.05% | 1.07% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% |
AFG American Financial Group, Inc. | 7.02% | 6.89% | 6.81% | 10.42% | 20.43% | 4.39% | 4.51% | 4.92% | 4.41% | 2.44% | 2.82% | 3.15% |
CRM | 0.59% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ORLY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAH Booz Allen Hamilton Holding Corporation | 1.74% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% |
PAYX | 2.62% | 2.73% | 2.90% | 2.62% | 1.90% | 2.66% | 2.85% | 3.35% | 2.82% | 2.89% | 3.03% | 3.16% |
TSM | 1.38% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
SPGI | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
FR | 3.17% | 2.95% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.01% | 2.67% | 2.71% | 2.30% | 1.99% |
NICE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.93% | 1.12% | 1.26% |
TMO | 0.38% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
VZ | 6.17% | 6.68% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
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.
0-NVSek-Hdg-Tst
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the 0-NVSek-Hdg-Tst. 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 0-NVSek-Hdg-Tst was 23.39%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.39% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -17.67% | Apr 5, 2022 | 124 | Sep 30, 2022 | 124 | Mar 30, 2023 | 248 |
| -9.67% | Jan 29, 2018 | 229 | Dec 24, 2018 | 27 | Feb 4, 2019 | 256 |
| -8.95% | May 15, 2015 | 71 | Aug 25, 2015 | 45 | Oct 28, 2015 | 116 |
| -8.74% | Feb 20, 2025 | 34 | Apr 8, 2025 | 11 | Apr 24, 2025 | 45 |
Volatility
Volatility Chart
The current 0-NVSek-Hdg-Tst volatility is 8.42%, 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.
0-NVSek-Hdg-Tst
Benchmark (^GSPC)
Portfolio components
Diversification
Diversification Metrics
Number of Effective Assets
Effective Assets: 8.38
The portfolio contains 82 assets, with an effective number of assets of 8.38, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | GLD | GBTC | CBOE | ADRNY | AEP | AEE | PSA | VZ | CMPGY | SHEL | LLY | WMT | XOM | CI | MCK | MRK | AZO | GILD | PM | LMT | VRTX | ABBV | NYT | CL | EG | EA | ORLY | LULU | PG | UNH | STN | LHX | PGR | BAH | NICE | MTB | TSM | GEN | KO | NVDA | RGA | META | AMZN | EXPGY | BKNG | CMCSA | RELX | AFG | LDOS | NOW | FR | YUM | NTAP | BAC | AVGO | CRM | AMAT | ACM | MDT | DLB | AAPL | TMO | SHW | JPM | ORCL | DOX | GOOGL | ADI | ETN | G | ADBE | MSCI | MMC | INTU | FI | MSFT | SPGI | PAYX | V | ADP | MA | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.02 | 0.23 | 0.27 | 0.29 | 0.26 | 0.29 | 0.34 | 0.34 | 0.37 | 0.44 | 0.40 | 0.40 | 0.45 | 0.40 | 0.40 | 0.36 | 0.39 | 0.40 | 0.39 | 0.38 | 0.43 | 0.41 | 0.48 | 0.37 | 0.41 | 0.47 | 0.43 | 0.52 | 0.39 | 0.44 | 0.51 | 0.43 | 0.43 | 0.46 | 0.53 | 0.53 | 0.60 | 0.53 | 0.44 | 0.64 | 0.51 | 0.62 | 0.65 | 0.54 | 0.60 | 0.55 | 0.52 | 0.52 | 0.51 | 0.61 | 0.53 | 0.53 | 0.63 | 0.61 | 0.66 | 0.64 | 0.67 | 0.61 | 0.56 | 0.61 | 0.69 | 0.60 | 0.60 | 0.64 | 0.65 | 0.58 | 0.71 | 0.69 | 0.69 | 0.60 | 0.68 | 0.65 | 0.60 | 0.71 | 0.63 | 0.76 | 0.68 | 0.66 | 0.69 | 0.66 | 0.71 | 0.91 | 0.83 |
| GLD | 0.02 | 1.00 | 0.09 | -0.03 | 0.09 | 0.12 | 0.11 | 0.11 | 0.05 | 0.09 | 0.12 | 0.00 | 0.03 | 0.05 | -0.01 | -0.02 | 0.00 | -0.03 | 0.01 | 0.09 | 0.02 | 0.01 | -0.02 | -0.00 | 0.06 | -0.01 | 0.03 | -0.03 | -0.00 | 0.07 | -0.01 | 0.09 | 0.03 | -0.04 | 0.01 | 0.03 | -0.12 | 0.04 | 0.04 | 0.07 | 0.01 | -0.07 | 0.03 | 0.02 | 0.11 | 0.01 | -0.01 | 0.11 | -0.06 | -0.01 | 0.03 | 0.09 | 0.01 | -0.00 | -0.12 | 0.02 | 0.03 | 0.02 | 0.01 | 0.04 | 0.02 | 0.00 | 0.04 | 0.01 | -0.10 | 0.02 | 0.03 | 0.03 | 0.00 | -0.01 | 0.03 | 0.03 | 0.03 | -0.00 | 0.01 | -0.00 | 0.00 | 0.02 | 0.00 | -0.01 | -0.01 | -0.01 | 0.02 | 0.41 |
| GBTC | 0.23 | 0.09 | 1.00 | 0.03 | 0.06 | 0.04 | 0.04 | 0.05 | 0.05 | 0.10 | 0.14 | 0.07 | 0.08 | 0.10 | 0.04 | 0.05 | 0.06 | 0.06 | 0.07 | 0.07 | 0.06 | 0.07 | 0.04 | 0.13 | 0.03 | 0.09 | 0.13 | 0.05 | 0.16 | 0.04 | 0.07 | 0.11 | 0.08 | 0.05 | 0.09 | 0.19 | 0.11 | 0.17 | 0.16 | 0.03 | 0.22 | 0.13 | 0.17 | 0.20 | 0.17 | 0.18 | 0.13 | 0.14 | 0.12 | 0.09 | 0.19 | 0.12 | 0.10 | 0.16 | 0.14 | 0.18 | 0.19 | 0.18 | 0.16 | 0.10 | 0.17 | 0.17 | 0.17 | 0.10 | 0.14 | 0.12 | 0.12 | 0.19 | 0.18 | 0.14 | 0.16 | 0.19 | 0.18 | 0.13 | 0.21 | 0.15 | 0.20 | 0.15 | 0.14 | 0.15 | 0.12 | 0.15 | 0.24 | 0.40 |
| CBOE | 0.27 | -0.03 | 0.03 | 1.00 | 0.14 | 0.20 | 0.21 | 0.19 | 0.18 | 0.15 | 0.12 | 0.17 | 0.20 | 0.16 | 0.20 | 0.21 | 0.22 | 0.21 | 0.19 | 0.16 | 0.22 | 0.17 | 0.15 | 0.17 | 0.25 | 0.26 | 0.15 | 0.24 | 0.14 | 0.26 | 0.23 | 0.16 | 0.22 | 0.27 | 0.21 | 0.17 | 0.22 | 0.07 | 0.18 | 0.27 | 0.10 | 0.24 | 0.13 | 0.12 | 0.18 | 0.17 | 0.20 | 0.21 | 0.28 | 0.24 | 0.14 | 0.20 | 0.23 | 0.13 | 0.22 | 0.12 | 0.17 | 0.14 | 0.20 | 0.23 | 0.19 | 0.15 | 0.20 | 0.22 | 0.26 | 0.19 | 0.23 | 0.17 | 0.15 | 0.16 | 0.25 | 0.18 | 0.27 | 0.34 | 0.22 | 0.27 | 0.20 | 0.33 | 0.30 | 0.27 | 0.31 | 0.27 | 0.20 | 0.24 |
| ADRNY | 0.29 | 0.09 | 0.06 | 0.14 | 1.00 | 0.19 | 0.18 | 0.16 | 0.24 | 0.26 | 0.24 | 0.15 | 0.23 | 0.16 | 0.16 | 0.19 | 0.19 | 0.21 | 0.21 | 0.21 | 0.17 | 0.14 | 0.19 | 0.20 | 0.25 | 0.16 | 0.18 | 0.23 | 0.17 | 0.25 | 0.20 | 0.22 | 0.18 | 0.21 | 0.18 | 0.17 | 0.19 | 0.16 | 0.19 | 0.26 | 0.15 | 0.18 | 0.17 | 0.17 | 0.29 | 0.16 | 0.19 | 0.35 | 0.21 | 0.20 | 0.14 | 0.22 | 0.19 | 0.16 | 0.20 | 0.17 | 0.16 | 0.17 | 0.19 | 0.22 | 0.20 | 0.20 | 0.21 | 0.24 | 0.21 | 0.19 | 0.23 | 0.19 | 0.17 | 0.20 | 0.23 | 0.20 | 0.20 | 0.24 | 0.18 | 0.21 | 0.21 | 0.20 | 0.25 | 0.22 | 0.25 | 0.22 | 0.25 | 0.30 |
| AEP | 0.26 | 0.12 | 0.04 | 0.20 | 0.19 | 1.00 | 0.78 | 0.46 | 0.41 | 0.19 | 0.12 | 0.20 | 0.28 | 0.16 | 0.20 | 0.19 | 0.28 | 0.21 | 0.20 | 0.37 | 0.30 | 0.14 | 0.20 | 0.11 | 0.47 | 0.25 | 0.17 | 0.21 | 0.08 | 0.47 | 0.23 | 0.13 | 0.31 | 0.29 | 0.23 | 0.10 | 0.13 | 0.05 | 0.17 | 0.49 | 0.03 | 0.17 | 0.09 | 0.08 | 0.20 | 0.12 | 0.25 | 0.28 | 0.24 | 0.28 | 0.06 | 0.43 | 0.30 | 0.07 | 0.08 | 0.08 | 0.09 | 0.05 | 0.15 | 0.30 | 0.17 | 0.15 | 0.22 | 0.26 | 0.12 | 0.17 | 0.27 | 0.13 | 0.09 | 0.14 | 0.26 | 0.13 | 0.22 | 0.32 | 0.18 | 0.29 | 0.16 | 0.26 | 0.35 | 0.23 | 0.35 | 0.22 | 0.15 | 0.28 |
| AEE | 0.29 | 0.11 | 0.04 | 0.21 | 0.18 | 0.78 | 1.00 | 0.46 | 0.41 | 0.17 | 0.13 | 0.22 | 0.30 | 0.17 | 0.22 | 0.20 | 0.27 | 0.23 | 0.20 | 0.36 | 0.32 | 0.16 | 0.22 | 0.13 | 0.45 | 0.28 | 0.15 | 0.23 | 0.09 | 0.45 | 0.26 | 0.16 | 0.32 | 0.32 | 0.26 | 0.13 | 0.15 | 0.06 | 0.19 | 0.48 | 0.06 | 0.21 | 0.09 | 0.09 | 0.21 | 0.13 | 0.25 | 0.29 | 0.28 | 0.31 | 0.09 | 0.46 | 0.30 | 0.12 | 0.12 | 0.10 | 0.12 | 0.07 | 0.18 | 0.33 | 0.21 | 0.15 | 0.23 | 0.28 | 0.16 | 0.22 | 0.27 | 0.15 | 0.12 | 0.17 | 0.29 | 0.15 | 0.25 | 0.34 | 0.20 | 0.32 | 0.18 | 0.27 | 0.38 | 0.26 | 0.38 | 0.25 | 0.17 | 0.30 |
| PSA | 0.34 | 0.11 | 0.05 | 0.19 | 0.16 | 0.46 | 0.46 | 1.00 | 0.29 | 0.18 | 0.09 | 0.20 | 0.25 | 0.13 | 0.21 | 0.18 | 0.24 | 0.25 | 0.21 | 0.31 | 0.26 | 0.17 | 0.20 | 0.17 | 0.38 | 0.21 | 0.19 | 0.25 | 0.18 | 0.36 | 0.24 | 0.18 | 0.28 | 0.28 | 0.28 | 0.21 | 0.17 | 0.13 | 0.21 | 0.38 | 0.12 | 0.18 | 0.17 | 0.15 | 0.23 | 0.15 | 0.24 | 0.26 | 0.25 | 0.27 | 0.17 | 0.58 | 0.31 | 0.15 | 0.14 | 0.16 | 0.18 | 0.14 | 0.21 | 0.28 | 0.22 | 0.21 | 0.28 | 0.34 | 0.16 | 0.24 | 0.29 | 0.20 | 0.20 | 0.20 | 0.29 | 0.23 | 0.28 | 0.35 | 0.27 | 0.32 | 0.24 | 0.31 | 0.39 | 0.29 | 0.36 | 0.27 | 0.26 | 0.33 |
| VZ | 0.34 | 0.05 | 0.05 | 0.18 | 0.24 | 0.41 | 0.41 | 0.29 | 1.00 | 0.21 | 0.22 | 0.24 | 0.30 | 0.27 | 0.27 | 0.26 | 0.35 | 0.28 | 0.28 | 0.38 | 0.28 | 0.18 | 0.28 | 0.18 | 0.40 | 0.28 | 0.17 | 0.28 | 0.11 | 0.43 | 0.28 | 0.18 | 0.27 | 0.31 | 0.24 | 0.13 | 0.29 | 0.09 | 0.20 | 0.44 | 0.06 | 0.29 | 0.10 | 0.09 | 0.21 | 0.17 | 0.37 | 0.24 | 0.31 | 0.29 | 0.08 | 0.32 | 0.28 | 0.19 | 0.28 | 0.11 | 0.12 | 0.11 | 0.25 | 0.32 | 0.20 | 0.17 | 0.26 | 0.29 | 0.30 | 0.22 | 0.30 | 0.15 | 0.17 | 0.22 | 0.28 | 0.13 | 0.19 | 0.35 | 0.19 | 0.31 | 0.19 | 0.25 | 0.35 | 0.26 | 0.34 | 0.25 | 0.19 | 0.31 |
| CMPGY | 0.37 | 0.09 | 0.10 | 0.15 | 0.26 | 0.19 | 0.17 | 0.18 | 0.21 | 1.00 | 0.30 | 0.16 | 0.16 | 0.20 | 0.20 | 0.18 | 0.18 | 0.19 | 0.17 | 0.28 | 0.22 | 0.19 | 0.20 | 0.19 | 0.25 | 0.23 | 0.20 | 0.21 | 0.19 | 0.24 | 0.19 | 0.27 | 0.21 | 0.20 | 0.21 | 0.21 | 0.25 | 0.26 | 0.20 | 0.32 | 0.19 | 0.26 | 0.21 | 0.21 | 0.42 | 0.32 | 0.25 | 0.49 | 0.29 | 0.24 | 0.19 | 0.27 | 0.32 | 0.24 | 0.26 | 0.26 | 0.21 | 0.26 | 0.29 | 0.30 | 0.25 | 0.24 | 0.23 | 0.24 | 0.28 | 0.27 | 0.28 | 0.24 | 0.28 | 0.29 | 0.33 | 0.24 | 0.25 | 0.28 | 0.25 | 0.31 | 0.26 | 0.28 | 0.27 | 0.32 | 0.29 | 0.31 | 0.31 | 0.37 |
| SHEL | 0.44 | 0.12 | 0.14 | 0.12 | 0.24 | 0.12 | 0.13 | 0.09 | 0.22 | 0.30 | 1.00 | 0.15 | 0.14 | 0.71 | 0.26 | 0.23 | 0.22 | 0.18 | 0.16 | 0.28 | 0.27 | 0.16 | 0.22 | 0.24 | 0.15 | 0.29 | 0.14 | 0.17 | 0.17 | 0.15 | 0.21 | 0.32 | 0.30 | 0.22 | 0.17 | 0.17 | 0.37 | 0.31 | 0.22 | 0.24 | 0.20 | 0.35 | 0.18 | 0.19 | 0.28 | 0.33 | 0.27 | 0.28 | 0.34 | 0.26 | 0.16 | 0.22 | 0.26 | 0.32 | 0.44 | 0.26 | 0.19 | 0.28 | 0.41 | 0.25 | 0.29 | 0.24 | 0.20 | 0.17 | 0.44 | 0.27 | 0.28 | 0.26 | 0.30 | 0.40 | 0.29 | 0.19 | 0.22 | 0.28 | 0.20 | 0.26 | 0.23 | 0.24 | 0.25 | 0.30 | 0.28 | 0.32 | 0.29 | 0.41 |
| LLY | 0.40 | 0.00 | 0.07 | 0.17 | 0.15 | 0.20 | 0.22 | 0.20 | 0.24 | 0.16 | 0.15 | 1.00 | 0.25 | 0.18 | 0.29 | 0.33 | 0.47 | 0.21 | 0.31 | 0.24 | 0.22 | 0.37 | 0.42 | 0.19 | 0.29 | 0.19 | 0.21 | 0.24 | 0.19 | 0.30 | 0.33 | 0.21 | 0.24 | 0.29 | 0.27 | 0.24 | 0.14 | 0.19 | 0.20 | 0.27 | 0.22 | 0.20 | 0.27 | 0.25 | 0.23 | 0.18 | 0.23 | 0.28 | 0.22 | 0.28 | 0.25 | 0.25 | 0.23 | 0.24 | 0.18 | 0.24 | 0.26 | 0.22 | 0.21 | 0.32 | 0.20 | 0.26 | 0.34 | 0.29 | 0.23 | 0.32 | 0.26 | 0.27 | 0.21 | 0.27 | 0.26 | 0.28 | 0.27 | 0.35 | 0.31 | 0.29 | 0.32 | 0.33 | 0.32 | 0.29 | 0.33 | 0.28 | 0.36 | 0.37 |
| WMT | 0.40 | 0.03 | 0.08 | 0.20 | 0.23 | 0.28 | 0.30 | 0.25 | 0.30 | 0.16 | 0.14 | 0.25 | 1.00 | 0.19 | 0.21 | 0.26 | 0.26 | 0.30 | 0.26 | 0.28 | 0.26 | 0.21 | 0.24 | 0.21 | 0.37 | 0.23 | 0.22 | 0.36 | 0.25 | 0.42 | 0.27 | 0.19 | 0.26 | 0.29 | 0.26 | 0.20 | 0.19 | 0.18 | 0.22 | 0.36 | 0.21 | 0.23 | 0.22 | 0.27 | 0.22 | 0.20 | 0.28 | 0.27 | 0.26 | 0.27 | 0.18 | 0.29 | 0.28 | 0.22 | 0.22 | 0.21 | 0.20 | 0.23 | 0.22 | 0.29 | 0.25 | 0.27 | 0.28 | 0.32 | 0.25 | 0.30 | 0.28 | 0.26 | 0.23 | 0.27 | 0.26 | 0.24 | 0.29 | 0.34 | 0.29 | 0.31 | 0.30 | 0.31 | 0.36 | 0.29 | 0.33 | 0.29 | 0.34 | 0.36 |
| XOM | 0.45 | 0.05 | 0.10 | 0.16 | 0.16 | 0.16 | 0.17 | 0.13 | 0.27 | 0.20 | 0.71 | 0.18 | 0.19 | 1.00 | 0.31 | 0.26 | 0.26 | 0.21 | 0.22 | 0.29 | 0.32 | 0.18 | 0.27 | 0.24 | 0.18 | 0.31 | 0.17 | 0.20 | 0.17 | 0.19 | 0.25 | 0.29 | 0.31 | 0.28 | 0.20 | 0.15 | 0.44 | 0.24 | 0.24 | 0.27 | 0.17 | 0.40 | 0.17 | 0.16 | 0.19 | 0.32 | 0.31 | 0.18 | 0.41 | 0.31 | 0.14 | 0.24 | 0.27 | 0.32 | 0.47 | 0.24 | 0.19 | 0.27 | 0.41 | 0.29 | 0.29 | 0.25 | 0.20 | 0.20 | 0.47 | 0.27 | 0.31 | 0.24 | 0.30 | 0.40 | 0.31 | 0.18 | 0.21 | 0.32 | 0.20 | 0.29 | 0.20 | 0.25 | 0.31 | 0.32 | 0.33 | 0.33 | 0.27 | 0.37 |
| CI | 0.40 | -0.01 | 0.04 | 0.20 | 0.16 | 0.20 | 0.22 | 0.21 | 0.27 | 0.20 | 0.26 | 0.29 | 0.21 | 0.31 | 1.00 | 0.44 | 0.33 | 0.26 | 0.29 | 0.28 | 0.32 | 0.31 | 0.35 | 0.20 | 0.25 | 0.30 | 0.20 | 0.26 | 0.19 | 0.24 | 0.59 | 0.22 | 0.31 | 0.29 | 0.25 | 0.16 | 0.33 | 0.17 | 0.26 | 0.29 | 0.16 | 0.32 | 0.17 | 0.15 | 0.18 | 0.24 | 0.29 | 0.21 | 0.36 | 0.31 | 0.17 | 0.26 | 0.30 | 0.25 | 0.35 | 0.21 | 0.19 | 0.23 | 0.33 | 0.36 | 0.27 | 0.23 | 0.28 | 0.28 | 0.37 | 0.26 | 0.32 | 0.22 | 0.25 | 0.32 | 0.29 | 0.20 | 0.22 | 0.34 | 0.20 | 0.29 | 0.23 | 0.30 | 0.33 | 0.31 | 0.34 | 0.30 | 0.27 | 0.34 |
| MCK | 0.40 | -0.02 | 0.05 | 0.21 | 0.19 | 0.19 | 0.20 | 0.18 | 0.26 | 0.18 | 0.23 | 0.33 | 0.26 | 0.26 | 0.44 | 1.00 | 0.39 | 0.27 | 0.34 | 0.27 | 0.30 | 0.34 | 0.38 | 0.23 | 0.30 | 0.30 | 0.21 | 0.30 | 0.19 | 0.29 | 0.41 | 0.24 | 0.29 | 0.30 | 0.28 | 0.15 | 0.27 | 0.13 | 0.24 | 0.30 | 0.15 | 0.32 | 0.18 | 0.17 | 0.21 | 0.23 | 0.28 | 0.25 | 0.31 | 0.35 | 0.19 | 0.23 | 0.28 | 0.25 | 0.31 | 0.20 | 0.19 | 0.21 | 0.32 | 0.35 | 0.25 | 0.22 | 0.29 | 0.28 | 0.33 | 0.28 | 0.32 | 0.23 | 0.21 | 0.31 | 0.30 | 0.21 | 0.24 | 0.37 | 0.23 | 0.28 | 0.24 | 0.30 | 0.35 | 0.31 | 0.34 | 0.29 | 0.29 | 0.35 |
| MRK | 0.36 | 0.00 | 0.06 | 0.22 | 0.19 | 0.28 | 0.27 | 0.24 | 0.35 | 0.18 | 0.22 | 0.47 | 0.26 | 0.26 | 0.33 | 0.39 | 1.00 | 0.25 | 0.41 | 0.31 | 0.29 | 0.40 | 0.45 | 0.19 | 0.38 | 0.26 | 0.21 | 0.27 | 0.18 | 0.39 | 0.36 | 0.18 | 0.29 | 0.35 | 0.29 | 0.16 | 0.19 | 0.11 | 0.23 | 0.37 | 0.09 | 0.26 | 0.17 | 0.15 | 0.25 | 0.19 | 0.27 | 0.27 | 0.28 | 0.33 | 0.19 | 0.28 | 0.29 | 0.20 | 0.24 | 0.15 | 0.18 | 0.14 | 0.21 | 0.38 | 0.22 | 0.22 | 0.40 | 0.29 | 0.27 | 0.27 | 0.31 | 0.22 | 0.17 | 0.26 | 0.30 | 0.21 | 0.27 | 0.38 | 0.25 | 0.32 | 0.26 | 0.33 | 0.36 | 0.32 | 0.35 | 0.30 | 0.26 | 0.34 |
| AZO | 0.39 | -0.03 | 0.06 | 0.21 | 0.21 | 0.21 | 0.23 | 0.25 | 0.28 | 0.19 | 0.18 | 0.21 | 0.30 | 0.21 | 0.26 | 0.27 | 0.25 | 1.00 | 0.24 | 0.25 | 0.26 | 0.20 | 0.24 | 0.22 | 0.29 | 0.27 | 0.18 | 0.75 | 0.28 | 0.30 | 0.31 | 0.22 | 0.26 | 0.29 | 0.27 | 0.20 | 0.26 | 0.18 | 0.23 | 0.29 | 0.19 | 0.27 | 0.19 | 0.20 | 0.25 | 0.22 | 0.28 | 0.27 | 0.31 | 0.28 | 0.19 | 0.27 | 0.35 | 0.25 | 0.26 | 0.23 | 0.20 | 0.23 | 0.30 | 0.27 | 0.26 | 0.25 | 0.27 | 0.36 | 0.30 | 0.29 | 0.33 | 0.23 | 0.26 | 0.31 | 0.32 | 0.24 | 0.29 | 0.38 | 0.26 | 0.32 | 0.27 | 0.32 | 0.38 | 0.32 | 0.38 | 0.31 | 0.30 | 0.33 |
| GILD | 0.40 | 0.01 | 0.07 | 0.19 | 0.21 | 0.20 | 0.20 | 0.21 | 0.28 | 0.17 | 0.16 | 0.31 | 0.26 | 0.22 | 0.29 | 0.34 | 0.41 | 0.24 | 1.00 | 0.28 | 0.27 | 0.45 | 0.43 | 0.22 | 0.28 | 0.24 | 0.27 | 0.26 | 0.21 | 0.29 | 0.31 | 0.20 | 0.26 | 0.27 | 0.24 | 0.18 | 0.26 | 0.18 | 0.27 | 0.30 | 0.18 | 0.24 | 0.22 | 0.22 | 0.23 | 0.24 | 0.33 | 0.23 | 0.26 | 0.29 | 0.23 | 0.24 | 0.26 | 0.24 | 0.28 | 0.23 | 0.23 | 0.22 | 0.26 | 0.37 | 0.27 | 0.27 | 0.38 | 0.32 | 0.29 | 0.28 | 0.32 | 0.27 | 0.29 | 0.26 | 0.30 | 0.27 | 0.27 | 0.33 | 0.28 | 0.29 | 0.28 | 0.29 | 0.34 | 0.31 | 0.35 | 0.29 | 0.36 | 0.37 |
| PM | 0.39 | 0.09 | 0.07 | 0.16 | 0.21 | 0.37 | 0.36 | 0.31 | 0.38 | 0.28 | 0.28 | 0.24 | 0.28 | 0.29 | 0.28 | 0.27 | 0.31 | 0.25 | 0.28 | 1.00 | 0.31 | 0.19 | 0.31 | 0.22 | 0.46 | 0.29 | 0.21 | 0.26 | 0.13 | 0.45 | 0.27 | 0.22 | 0.28 | 0.30 | 0.21 | 0.15 | 0.30 | 0.18 | 0.25 | 0.53 | 0.12 | 0.29 | 0.18 | 0.15 | 0.26 | 0.27 | 0.34 | 0.31 | 0.34 | 0.28 | 0.14 | 0.35 | 0.33 | 0.22 | 0.28 | 0.18 | 0.17 | 0.20 | 0.25 | 0.38 | 0.26 | 0.24 | 0.26 | 0.29 | 0.31 | 0.27 | 0.34 | 0.23 | 0.22 | 0.29 | 0.31 | 0.21 | 0.25 | 0.35 | 0.22 | 0.34 | 0.23 | 0.28 | 0.34 | 0.30 | 0.34 | 0.30 | 0.27 | 0.38 |
| LMT | 0.38 | 0.02 | 0.06 | 0.22 | 0.17 | 0.30 | 0.32 | 0.26 | 0.28 | 0.22 | 0.27 | 0.22 | 0.26 | 0.32 | 0.32 | 0.30 | 0.29 | 0.26 | 0.27 | 0.31 | 1.00 | 0.21 | 0.28 | 0.19 | 0.33 | 0.32 | 0.21 | 0.26 | 0.15 | 0.32 | 0.32 | 0.22 | 0.64 | 0.39 | 0.39 | 0.16 | 0.29 | 0.14 | 0.23 | 0.40 | 0.13 | 0.32 | 0.14 | 0.13 | 0.21 | 0.22 | 0.29 | 0.25 | 0.38 | 0.49 | 0.16 | 0.28 | 0.32 | 0.22 | 0.27 | 0.18 | 0.19 | 0.17 | 0.34 | 0.31 | 0.25 | 0.22 | 0.27 | 0.30 | 0.33 | 0.26 | 0.35 | 0.20 | 0.20 | 0.33 | 0.32 | 0.23 | 0.24 | 0.39 | 0.23 | 0.34 | 0.23 | 0.30 | 0.37 | 0.35 | 0.40 | 0.35 | 0.24 | 0.35 |
| VRTX | 0.43 | 0.01 | 0.07 | 0.17 | 0.14 | 0.14 | 0.16 | 0.17 | 0.18 | 0.19 | 0.16 | 0.37 | 0.21 | 0.18 | 0.31 | 0.34 | 0.40 | 0.20 | 0.45 | 0.19 | 0.21 | 1.00 | 0.42 | 0.24 | 0.23 | 0.18 | 0.29 | 0.22 | 0.23 | 0.25 | 0.33 | 0.21 | 0.24 | 0.26 | 0.27 | 0.27 | 0.17 | 0.25 | 0.30 | 0.20 | 0.29 | 0.21 | 0.34 | 0.31 | 0.24 | 0.26 | 0.29 | 0.25 | 0.22 | 0.27 | 0.35 | 0.22 | 0.26 | 0.28 | 0.22 | 0.30 | 0.31 | 0.30 | 0.24 | 0.34 | 0.30 | 0.32 | 0.40 | 0.30 | 0.23 | 0.27 | 0.30 | 0.34 | 0.32 | 0.25 | 0.28 | 0.37 | 0.35 | 0.31 | 0.34 | 0.32 | 0.37 | 0.34 | 0.31 | 0.37 | 0.33 | 0.35 | 0.45 | 0.41 |
| ABBV | 0.41 | -0.02 | 0.04 | 0.15 | 0.19 | 0.20 | 0.22 | 0.20 | 0.28 | 0.20 | 0.22 | 0.42 | 0.24 | 0.27 | 0.35 | 0.38 | 0.45 | 0.24 | 0.43 | 0.31 | 0.28 | 0.42 | 1.00 | 0.21 | 0.31 | 0.26 | 0.25 | 0.25 | 0.19 | 0.33 | 0.36 | 0.21 | 0.26 | 0.32 | 0.23 | 0.21 | 0.24 | 0.17 | 0.25 | 0.32 | 0.18 | 0.27 | 0.21 | 0.20 | 0.24 | 0.22 | 0.30 | 0.27 | 0.29 | 0.28 | 0.24 | 0.29 | 0.27 | 0.23 | 0.27 | 0.22 | 0.24 | 0.24 | 0.27 | 0.42 | 0.27 | 0.25 | 0.39 | 0.32 | 0.31 | 0.27 | 0.33 | 0.28 | 0.26 | 0.29 | 0.29 | 0.26 | 0.30 | 0.36 | 0.28 | 0.33 | 0.28 | 0.29 | 0.36 | 0.34 | 0.35 | 0.33 | 0.33 | 0.37 |
| NYT | 0.48 | -0.00 | 0.13 | 0.17 | 0.20 | 0.11 | 0.13 | 0.17 | 0.18 | 0.19 | 0.24 | 0.19 | 0.21 | 0.24 | 0.20 | 0.23 | 0.19 | 0.22 | 0.22 | 0.22 | 0.19 | 0.24 | 0.21 | 1.00 | 0.18 | 0.24 | 0.28 | 0.26 | 0.34 | 0.19 | 0.23 | 0.31 | 0.25 | 0.23 | 0.27 | 0.31 | 0.30 | 0.28 | 0.29 | 0.19 | 0.32 | 0.30 | 0.32 | 0.30 | 0.28 | 0.30 | 0.37 | 0.25 | 0.30 | 0.32 | 0.33 | 0.31 | 0.29 | 0.35 | 0.35 | 0.32 | 0.33 | 0.34 | 0.37 | 0.28 | 0.37 | 0.33 | 0.31 | 0.33 | 0.35 | 0.30 | 0.31 | 0.33 | 0.36 | 0.36 | 0.33 | 0.34 | 0.36 | 0.31 | 0.34 | 0.35 | 0.34 | 0.35 | 0.35 | 0.34 | 0.33 | 0.35 | 0.43 | 0.41 |
| CL | 0.37 | 0.06 | 0.03 | 0.25 | 0.25 | 0.47 | 0.45 | 0.38 | 0.40 | 0.25 | 0.15 | 0.29 | 0.37 | 0.18 | 0.25 | 0.30 | 0.38 | 0.29 | 0.28 | 0.46 | 0.33 | 0.23 | 0.31 | 0.18 | 1.00 | 0.27 | 0.24 | 0.31 | 0.18 | 0.74 | 0.31 | 0.21 | 0.32 | 0.38 | 0.30 | 0.18 | 0.17 | 0.11 | 0.22 | 0.60 | 0.11 | 0.24 | 0.16 | 0.16 | 0.27 | 0.19 | 0.30 | 0.35 | 0.29 | 0.33 | 0.15 | 0.38 | 0.37 | 0.17 | 0.17 | 0.15 | 0.18 | 0.15 | 0.23 | 0.36 | 0.25 | 0.23 | 0.34 | 0.37 | 0.23 | 0.29 | 0.34 | 0.21 | 0.17 | 0.25 | 0.31 | 0.22 | 0.28 | 0.44 | 0.26 | 0.37 | 0.27 | 0.35 | 0.41 | 0.34 | 0.41 | 0.33 | 0.26 | 0.36 |
| EG | 0.41 | -0.01 | 0.09 | 0.26 | 0.16 | 0.25 | 0.28 | 0.21 | 0.28 | 0.23 | 0.29 | 0.19 | 0.23 | 0.31 | 0.30 | 0.30 | 0.26 | 0.27 | 0.24 | 0.29 | 0.32 | 0.18 | 0.26 | 0.24 | 0.27 | 1.00 | 0.19 | 0.28 | 0.20 | 0.28 | 0.26 | 0.25 | 0.32 | 0.46 | 0.28 | 0.17 | 0.43 | 0.17 | 0.23 | 0.34 | 0.17 | 0.55 | 0.19 | 0.16 | 0.24 | 0.31 | 0.34 | 0.26 | 0.59 | 0.36 | 0.15 | 0.31 | 0.33 | 0.28 | 0.41 | 0.20 | 0.22 | 0.23 | 0.36 | 0.34 | 0.29 | 0.23 | 0.23 | 0.29 | 0.46 | 0.30 | 0.37 | 0.22 | 0.26 | 0.37 | 0.33 | 0.21 | 0.27 | 0.46 | 0.24 | 0.35 | 0.24 | 0.31 | 0.37 | 0.34 | 0.37 | 0.34 | 0.28 | 0.36 |
| EA | 0.47 | 0.03 | 0.13 | 0.15 | 0.18 | 0.17 | 0.15 | 0.19 | 0.17 | 0.20 | 0.14 | 0.21 | 0.22 | 0.17 | 0.20 | 0.21 | 0.21 | 0.18 | 0.27 | 0.21 | 0.21 | 0.29 | 0.25 | 0.28 | 0.24 | 0.19 | 1.00 | 0.20 | 0.28 | 0.24 | 0.24 | 0.23 | 0.24 | 0.24 | 0.28 | 0.35 | 0.16 | 0.33 | 0.34 | 0.23 | 0.37 | 0.19 | 0.40 | 0.42 | 0.30 | 0.30 | 0.30 | 0.30 | 0.20 | 0.29 | 0.42 | 0.26 | 0.29 | 0.29 | 0.21 | 0.36 | 0.41 | 0.37 | 0.24 | 0.30 | 0.35 | 0.39 | 0.36 | 0.31 | 0.22 | 0.35 | 0.33 | 0.42 | 0.37 | 0.25 | 0.33 | 0.47 | 0.40 | 0.31 | 0.41 | 0.37 | 0.45 | 0.39 | 0.34 | 0.39 | 0.35 | 0.41 | 0.51 | 0.47 |
| ORLY | 0.43 | -0.03 | 0.05 | 0.24 | 0.23 | 0.21 | 0.23 | 0.25 | 0.28 | 0.21 | 0.17 | 0.24 | 0.36 | 0.20 | 0.26 | 0.30 | 0.27 | 0.75 | 0.26 | 0.26 | 0.26 | 0.22 | 0.25 | 0.26 | 0.31 | 0.28 | 0.20 | 1.00 | 0.31 | 0.33 | 0.31 | 0.25 | 0.27 | 0.30 | 0.28 | 0.23 | 0.27 | 0.20 | 0.24 | 0.32 | 0.22 | 0.30 | 0.24 | 0.25 | 0.27 | 0.26 | 0.30 | 0.30 | 0.33 | 0.30 | 0.23 | 0.30 | 0.37 | 0.27 | 0.27 | 0.24 | 0.24 | 0.26 | 0.31 | 0.28 | 0.30 | 0.28 | 0.27 | 0.38 | 0.31 | 0.32 | 0.36 | 0.27 | 0.27 | 0.30 | 0.35 | 0.28 | 0.33 | 0.40 | 0.31 | 0.37 | 0.32 | 0.35 | 0.41 | 0.35 | 0.41 | 0.35 | 0.35 | 0.37 |
| LULU | 0.52 | -0.00 | 0.16 | 0.14 | 0.17 | 0.08 | 0.09 | 0.18 | 0.11 | 0.19 | 0.17 | 0.19 | 0.25 | 0.17 | 0.19 | 0.19 | 0.18 | 0.28 | 0.21 | 0.13 | 0.15 | 0.23 | 0.19 | 0.34 | 0.18 | 0.20 | 0.28 | 0.31 | 1.00 | 0.18 | 0.20 | 0.29 | 0.22 | 0.21 | 0.24 | 0.38 | 0.22 | 0.34 | 0.30 | 0.19 | 0.39 | 0.23 | 0.38 | 0.40 | 0.33 | 0.33 | 0.30 | 0.30 | 0.25 | 0.25 | 0.41 | 0.30 | 0.33 | 0.32 | 0.27 | 0.37 | 0.43 | 0.38 | 0.36 | 0.26 | 0.40 | 0.39 | 0.35 | 0.35 | 0.28 | 0.34 | 0.32 | 0.39 | 0.37 | 0.34 | 0.35 | 0.45 | 0.43 | 0.31 | 0.45 | 0.35 | 0.42 | 0.39 | 0.35 | 0.40 | 0.34 | 0.40 | 0.52 | 0.46 |
| PG | 0.39 | 0.07 | 0.04 | 0.26 | 0.25 | 0.47 | 0.45 | 0.36 | 0.43 | 0.24 | 0.15 | 0.30 | 0.42 | 0.19 | 0.24 | 0.29 | 0.39 | 0.30 | 0.29 | 0.45 | 0.32 | 0.25 | 0.33 | 0.19 | 0.74 | 0.28 | 0.24 | 0.33 | 0.18 | 1.00 | 0.32 | 0.20 | 0.29 | 0.37 | 0.28 | 0.17 | 0.17 | 0.14 | 0.23 | 0.61 | 0.13 | 0.24 | 0.18 | 0.19 | 0.27 | 0.21 | 0.30 | 0.37 | 0.29 | 0.29 | 0.15 | 0.38 | 0.36 | 0.19 | 0.19 | 0.17 | 0.20 | 0.19 | 0.22 | 0.37 | 0.25 | 0.26 | 0.33 | 0.36 | 0.24 | 0.30 | 0.31 | 0.23 | 0.22 | 0.27 | 0.29 | 0.25 | 0.28 | 0.42 | 0.26 | 0.35 | 0.31 | 0.36 | 0.41 | 0.35 | 0.42 | 0.35 | 0.29 | 0.38 |
| UNH | 0.44 | -0.01 | 0.07 | 0.23 | 0.20 | 0.23 | 0.26 | 0.24 | 0.28 | 0.19 | 0.21 | 0.33 | 0.27 | 0.25 | 0.59 | 0.41 | 0.36 | 0.31 | 0.31 | 0.27 | 0.32 | 0.33 | 0.36 | 0.23 | 0.31 | 0.26 | 0.24 | 0.31 | 0.20 | 0.32 | 1.00 | 0.23 | 0.30 | 0.34 | 0.29 | 0.24 | 0.28 | 0.19 | 0.26 | 0.33 | 0.20 | 0.29 | 0.21 | 0.22 | 0.23 | 0.24 | 0.28 | 0.27 | 0.33 | 0.32 | 0.24 | 0.29 | 0.34 | 0.24 | 0.32 | 0.24 | 0.24 | 0.24 | 0.29 | 0.38 | 0.29 | 0.29 | 0.38 | 0.33 | 0.35 | 0.29 | 0.33 | 0.30 | 0.28 | 0.31 | 0.33 | 0.28 | 0.31 | 0.40 | 0.29 | 0.35 | 0.31 | 0.38 | 0.38 | 0.36 | 0.40 | 0.35 | 0.33 | 0.39 |
| STN | 0.51 | 0.09 | 0.11 | 0.16 | 0.22 | 0.13 | 0.16 | 0.18 | 0.18 | 0.27 | 0.32 | 0.21 | 0.19 | 0.29 | 0.22 | 0.24 | 0.18 | 0.22 | 0.20 | 0.22 | 0.22 | 0.21 | 0.21 | 0.31 | 0.21 | 0.25 | 0.23 | 0.25 | 0.29 | 0.20 | 0.23 | 1.00 | 0.26 | 0.22 | 0.26 | 0.29 | 0.31 | 0.32 | 0.30 | 0.26 | 0.31 | 0.30 | 0.30 | 0.31 | 0.36 | 0.34 | 0.28 | 0.36 | 0.31 | 0.30 | 0.33 | 0.32 | 0.31 | 0.37 | 0.34 | 0.33 | 0.33 | 0.35 | 0.44 | 0.30 | 0.35 | 0.34 | 0.29 | 0.35 | 0.36 | 0.36 | 0.34 | 0.33 | 0.36 | 0.43 | 0.35 | 0.34 | 0.36 | 0.34 | 0.36 | 0.33 | 0.37 | 0.39 | 0.35 | 0.35 | 0.36 | 0.36 | 0.44 | 0.47 |
| LHX | 0.43 | 0.03 | 0.08 | 0.22 | 0.18 | 0.31 | 0.32 | 0.28 | 0.27 | 0.21 | 0.30 | 0.24 | 0.26 | 0.31 | 0.31 | 0.29 | 0.29 | 0.26 | 0.26 | 0.28 | 0.64 | 0.24 | 0.26 | 0.25 | 0.32 | 0.32 | 0.24 | 0.27 | 0.22 | 0.29 | 0.30 | 0.26 | 1.00 | 0.37 | 0.44 | 0.22 | 0.34 | 0.18 | 0.30 | 0.36 | 0.18 | 0.35 | 0.15 | 0.17 | 0.27 | 0.25 | 0.31 | 0.29 | 0.39 | 0.52 | 0.22 | 0.32 | 0.34 | 0.26 | 0.33 | 0.24 | 0.24 | 0.24 | 0.39 | 0.36 | 0.28 | 0.22 | 0.30 | 0.35 | 0.36 | 0.29 | 0.38 | 0.23 | 0.27 | 0.37 | 0.35 | 0.26 | 0.29 | 0.40 | 0.31 | 0.36 | 0.26 | 0.38 | 0.40 | 0.35 | 0.43 | 0.36 | 0.30 | 0.40 |
| PGR | 0.43 | -0.04 | 0.05 | 0.27 | 0.21 | 0.29 | 0.32 | 0.28 | 0.31 | 0.20 | 0.22 | 0.29 | 0.29 | 0.28 | 0.29 | 0.30 | 0.35 | 0.29 | 0.27 | 0.30 | 0.39 | 0.26 | 0.32 | 0.23 | 0.38 | 0.46 | 0.24 | 0.30 | 0.21 | 0.37 | 0.34 | 0.22 | 0.37 | 1.00 | 0.34 | 0.19 | 0.37 | 0.17 | 0.24 | 0.38 | 0.18 | 0.42 | 0.20 | 0.19 | 0.23 | 0.23 | 0.30 | 0.26 | 0.48 | 0.38 | 0.22 | 0.31 | 0.32 | 0.28 | 0.35 | 0.22 | 0.24 | 0.22 | 0.33 | 0.33 | 0.25 | 0.25 | 0.31 | 0.34 | 0.42 | 0.32 | 0.33 | 0.24 | 0.24 | 0.33 | 0.34 | 0.27 | 0.33 | 0.50 | 0.30 | 0.39 | 0.29 | 0.37 | 0.41 | 0.38 | 0.42 | 0.38 | 0.31 | 0.37 |
| BAH | 0.46 | 0.01 | 0.09 | 0.21 | 0.18 | 0.23 | 0.26 | 0.28 | 0.24 | 0.21 | 0.17 | 0.27 | 0.26 | 0.20 | 0.25 | 0.28 | 0.29 | 0.27 | 0.24 | 0.21 | 0.39 | 0.27 | 0.23 | 0.27 | 0.30 | 0.28 | 0.28 | 0.28 | 0.24 | 0.28 | 0.29 | 0.26 | 0.44 | 0.34 | 1.00 | 0.27 | 0.28 | 0.22 | 0.32 | 0.29 | 0.27 | 0.32 | 0.26 | 0.25 | 0.29 | 0.25 | 0.30 | 0.32 | 0.33 | 0.64 | 0.31 | 0.35 | 0.30 | 0.33 | 0.27 | 0.26 | 0.31 | 0.28 | 0.38 | 0.32 | 0.33 | 0.28 | 0.31 | 0.35 | 0.30 | 0.35 | 0.39 | 0.29 | 0.31 | 0.34 | 0.40 | 0.34 | 0.36 | 0.39 | 0.37 | 0.41 | 0.34 | 0.40 | 0.44 | 0.36 | 0.45 | 0.38 | 0.39 | 0.42 |
| NICE | 0.53 | 0.03 | 0.19 | 0.17 | 0.17 | 0.10 | 0.13 | 0.21 | 0.13 | 0.21 | 0.17 | 0.24 | 0.20 | 0.15 | 0.16 | 0.15 | 0.16 | 0.20 | 0.18 | 0.15 | 0.16 | 0.27 | 0.21 | 0.31 | 0.18 | 0.17 | 0.35 | 0.23 | 0.38 | 0.17 | 0.24 | 0.29 | 0.22 | 0.19 | 0.27 | 1.00 | 0.22 | 0.38 | 0.35 | 0.19 | 0.43 | 0.21 | 0.40 | 0.45 | 0.39 | 0.33 | 0.30 | 0.35 | 0.21 | 0.28 | 0.49 | 0.30 | 0.34 | 0.35 | 0.28 | 0.41 | 0.50 | 0.42 | 0.31 | 0.29 | 0.40 | 0.42 | 0.36 | 0.37 | 0.27 | 0.36 | 0.36 | 0.45 | 0.43 | 0.32 | 0.40 | 0.51 | 0.47 | 0.32 | 0.51 | 0.39 | 0.49 | 0.45 | 0.38 | 0.39 | 0.36 | 0.41 | 0.56 | 0.49 |
| MTB | 0.53 | -0.12 | 0.11 | 0.22 | 0.19 | 0.13 | 0.15 | 0.17 | 0.29 | 0.25 | 0.37 | 0.14 | 0.19 | 0.44 | 0.33 | 0.27 | 0.19 | 0.26 | 0.26 | 0.30 | 0.29 | 0.17 | 0.24 | 0.30 | 0.17 | 0.43 | 0.16 | 0.27 | 0.22 | 0.17 | 0.28 | 0.31 | 0.34 | 0.37 | 0.28 | 0.22 | 1.00 | 0.30 | 0.29 | 0.27 | 0.24 | 0.58 | 0.22 | 0.20 | 0.26 | 0.39 | 0.39 | 0.24 | 0.59 | 0.38 | 0.21 | 0.31 | 0.31 | 0.40 | 0.78 | 0.30 | 0.24 | 0.34 | 0.51 | 0.34 | 0.35 | 0.26 | 0.28 | 0.34 | 0.75 | 0.33 | 0.39 | 0.26 | 0.38 | 0.49 | 0.40 | 0.21 | 0.30 | 0.39 | 0.29 | 0.37 | 0.25 | 0.33 | 0.41 | 0.37 | 0.40 | 0.38 | 0.35 | 0.36 |
| TSM | 0.60 | 0.04 | 0.17 | 0.07 | 0.16 | 0.05 | 0.06 | 0.13 | 0.09 | 0.26 | 0.31 | 0.19 | 0.18 | 0.24 | 0.17 | 0.13 | 0.11 | 0.18 | 0.18 | 0.18 | 0.14 | 0.25 | 0.17 | 0.28 | 0.11 | 0.17 | 0.33 | 0.20 | 0.34 | 0.14 | 0.19 | 0.32 | 0.18 | 0.17 | 0.22 | 0.38 | 0.30 | 1.00 | 0.32 | 0.15 | 0.61 | 0.28 | 0.44 | 0.46 | 0.39 | 0.44 | 0.28 | 0.34 | 0.24 | 0.25 | 0.44 | 0.29 | 0.31 | 0.47 | 0.35 | 0.61 | 0.45 | 0.65 | 0.37 | 0.27 | 0.41 | 0.49 | 0.39 | 0.32 | 0.36 | 0.43 | 0.33 | 0.48 | 0.61 | 0.45 | 0.33 | 0.48 | 0.39 | 0.31 | 0.47 | 0.34 | 0.52 | 0.41 | 0.33 | 0.41 | 0.32 | 0.43 | 0.65 | 0.54 |
| GEN | 0.53 | 0.04 | 0.16 | 0.18 | 0.19 | 0.17 | 0.19 | 0.21 | 0.20 | 0.20 | 0.22 | 0.20 | 0.22 | 0.24 | 0.26 | 0.24 | 0.23 | 0.23 | 0.27 | 0.25 | 0.23 | 0.30 | 0.25 | 0.29 | 0.22 | 0.23 | 0.34 | 0.24 | 0.30 | 0.23 | 0.26 | 0.30 | 0.30 | 0.24 | 0.32 | 0.35 | 0.29 | 0.32 | 1.00 | 0.23 | 0.36 | 0.28 | 0.36 | 0.38 | 0.33 | 0.35 | 0.34 | 0.31 | 0.27 | 0.34 | 0.40 | 0.33 | 0.30 | 0.38 | 0.33 | 0.38 | 0.40 | 0.37 | 0.35 | 0.33 | 0.39 | 0.38 | 0.37 | 0.35 | 0.33 | 0.44 | 0.40 | 0.38 | 0.41 | 0.37 | 0.37 | 0.45 | 0.41 | 0.35 | 0.43 | 0.38 | 0.44 | 0.42 | 0.40 | 0.39 | 0.40 | 0.40 | 0.51 | 0.50 |
| KO | 0.44 | 0.07 | 0.03 | 0.27 | 0.26 | 0.49 | 0.48 | 0.38 | 0.44 | 0.32 | 0.24 | 0.27 | 0.36 | 0.27 | 0.29 | 0.30 | 0.37 | 0.29 | 0.30 | 0.53 | 0.40 | 0.20 | 0.32 | 0.19 | 0.60 | 0.34 | 0.23 | 0.32 | 0.19 | 0.61 | 0.33 | 0.26 | 0.36 | 0.38 | 0.29 | 0.19 | 0.27 | 0.15 | 0.23 | 1.00 | 0.11 | 0.33 | 0.17 | 0.17 | 0.32 | 0.29 | 0.37 | 0.40 | 0.39 | 0.35 | 0.17 | 0.42 | 0.41 | 0.22 | 0.26 | 0.19 | 0.21 | 0.19 | 0.30 | 0.43 | 0.29 | 0.26 | 0.33 | 0.37 | 0.31 | 0.29 | 0.38 | 0.26 | 0.23 | 0.31 | 0.38 | 0.25 | 0.31 | 0.46 | 0.28 | 0.42 | 0.30 | 0.38 | 0.47 | 0.40 | 0.48 | 0.40 | 0.30 | 0.41 |
| NVDA | 0.64 | 0.01 | 0.22 | 0.10 | 0.15 | 0.03 | 0.06 | 0.12 | 0.06 | 0.19 | 0.20 | 0.22 | 0.21 | 0.17 | 0.16 | 0.15 | 0.09 | 0.19 | 0.18 | 0.12 | 0.13 | 0.29 | 0.18 | 0.32 | 0.11 | 0.17 | 0.37 | 0.22 | 0.39 | 0.13 | 0.20 | 0.31 | 0.18 | 0.18 | 0.27 | 0.43 | 0.24 | 0.61 | 0.36 | 0.11 | 1.00 | 0.23 | 0.52 | 0.55 | 0.35 | 0.42 | 0.29 | 0.31 | 0.20 | 0.25 | 0.56 | 0.26 | 0.28 | 0.48 | 0.31 | 0.62 | 0.54 | 0.65 | 0.34 | 0.27 | 0.42 | 0.52 | 0.38 | 0.35 | 0.32 | 0.44 | 0.32 | 0.54 | 0.60 | 0.42 | 0.31 | 0.57 | 0.46 | 0.28 | 0.55 | 0.37 | 0.60 | 0.44 | 0.33 | 0.42 | 0.34 | 0.44 | 0.74 | 0.58 |
| RGA | 0.51 | -0.07 | 0.13 | 0.24 | 0.18 | 0.17 | 0.21 | 0.18 | 0.29 | 0.26 | 0.35 | 0.20 | 0.23 | 0.40 | 0.32 | 0.32 | 0.26 | 0.27 | 0.24 | 0.29 | 0.32 | 0.21 | 0.27 | 0.30 | 0.24 | 0.55 | 0.19 | 0.30 | 0.23 | 0.24 | 0.29 | 0.30 | 0.35 | 0.42 | 0.32 | 0.21 | 0.58 | 0.28 | 0.28 | 0.33 | 0.23 | 1.00 | 0.24 | 0.20 | 0.27 | 0.38 | 0.36 | 0.29 | 0.63 | 0.40 | 0.23 | 0.33 | 0.33 | 0.38 | 0.60 | 0.29 | 0.26 | 0.32 | 0.49 | 0.34 | 0.36 | 0.26 | 0.27 | 0.34 | 0.62 | 0.34 | 0.41 | 0.27 | 0.33 | 0.48 | 0.40 | 0.23 | 0.31 | 0.47 | 0.29 | 0.42 | 0.27 | 0.37 | 0.41 | 0.40 | 0.42 | 0.42 | 0.34 | 0.39 |
| META | 0.62 | 0.03 | 0.17 | 0.13 | 0.17 | 0.09 | 0.09 | 0.17 | 0.10 | 0.21 | 0.18 | 0.27 | 0.22 | 0.17 | 0.17 | 0.18 | 0.17 | 0.19 | 0.22 | 0.18 | 0.14 | 0.34 | 0.21 | 0.32 | 0.16 | 0.19 | 0.40 | 0.24 | 0.38 | 0.18 | 0.21 | 0.30 | 0.15 | 0.20 | 0.26 | 0.40 | 0.22 | 0.44 | 0.36 | 0.17 | 0.52 | 0.24 | 1.00 | 0.62 | 0.34 | 0.44 | 0.34 | 0.34 | 0.20 | 0.25 | 0.52 | 0.28 | 0.29 | 0.39 | 0.31 | 0.48 | 0.52 | 0.46 | 0.31 | 0.31 | 0.41 | 0.51 | 0.36 | 0.35 | 0.31 | 0.42 | 0.33 | 0.67 | 0.45 | 0.36 | 0.35 | 0.58 | 0.46 | 0.32 | 0.51 | 0.40 | 0.60 | 0.44 | 0.35 | 0.47 | 0.35 | 0.47 | 0.71 | 0.57 |
| AMZN | 0.65 | 0.02 | 0.20 | 0.12 | 0.17 | 0.08 | 0.09 | 0.15 | 0.09 | 0.21 | 0.19 | 0.25 | 0.27 | 0.16 | 0.15 | 0.17 | 0.15 | 0.20 | 0.22 | 0.15 | 0.13 | 0.31 | 0.20 | 0.30 | 0.16 | 0.16 | 0.42 | 0.25 | 0.40 | 0.19 | 0.22 | 0.31 | 0.17 | 0.19 | 0.25 | 0.45 | 0.20 | 0.46 | 0.38 | 0.17 | 0.55 | 0.20 | 0.62 | 1.00 | 0.35 | 0.45 | 0.33 | 0.33 | 0.19 | 0.22 | 0.58 | 0.29 | 0.30 | 0.39 | 0.29 | 0.49 | 0.58 | 0.47 | 0.28 | 0.30 | 0.41 | 0.57 | 0.39 | 0.36 | 0.30 | 0.44 | 0.31 | 0.68 | 0.45 | 0.35 | 0.34 | 0.62 | 0.47 | 0.30 | 0.56 | 0.37 | 0.67 | 0.44 | 0.35 | 0.47 | 0.35 | 0.49 | 0.77 | 0.58 |
| EXPGY | 0.54 | 0.11 | 0.17 | 0.18 | 0.29 | 0.20 | 0.21 | 0.23 | 0.21 | 0.42 | 0.28 | 0.23 | 0.22 | 0.19 | 0.18 | 0.21 | 0.25 | 0.25 | 0.23 | 0.26 | 0.21 | 0.24 | 0.24 | 0.28 | 0.27 | 0.24 | 0.30 | 0.27 | 0.33 | 0.27 | 0.23 | 0.36 | 0.27 | 0.23 | 0.29 | 0.39 | 0.26 | 0.39 | 0.33 | 0.32 | 0.35 | 0.27 | 0.34 | 0.35 | 1.00 | 0.35 | 0.29 | 0.65 | 0.29 | 0.31 | 0.39 | 0.36 | 0.38 | 0.32 | 0.31 | 0.39 | 0.38 | 0.39 | 0.35 | 0.36 | 0.36 | 0.37 | 0.41 | 0.40 | 0.31 | 0.38 | 0.38 | 0.37 | 0.39 | 0.39 | 0.40 | 0.43 | 0.46 | 0.38 | 0.44 | 0.41 | 0.45 | 0.48 | 0.42 | 0.44 | 0.41 | 0.44 | 0.50 | 0.53 |
| BKNG | 0.60 | 0.01 | 0.18 | 0.17 | 0.16 | 0.12 | 0.13 | 0.15 | 0.17 | 0.32 | 0.33 | 0.18 | 0.20 | 0.32 | 0.24 | 0.23 | 0.19 | 0.22 | 0.24 | 0.27 | 0.22 | 0.26 | 0.22 | 0.30 | 0.19 | 0.31 | 0.30 | 0.26 | 0.33 | 0.21 | 0.24 | 0.34 | 0.25 | 0.23 | 0.25 | 0.33 | 0.39 | 0.44 | 0.35 | 0.29 | 0.42 | 0.38 | 0.44 | 0.45 | 0.35 | 1.00 | 0.38 | 0.34 | 0.36 | 0.30 | 0.39 | 0.30 | 0.38 | 0.42 | 0.43 | 0.43 | 0.43 | 0.44 | 0.42 | 0.37 | 0.42 | 0.40 | 0.31 | 0.35 | 0.45 | 0.40 | 0.37 | 0.48 | 0.45 | 0.45 | 0.40 | 0.41 | 0.40 | 0.35 | 0.45 | 0.43 | 0.44 | 0.40 | 0.41 | 0.48 | 0.40 | 0.51 | 0.57 | 0.53 |
| CMCSA | 0.55 | -0.01 | 0.13 | 0.20 | 0.19 | 0.25 | 0.25 | 0.24 | 0.37 | 0.25 | 0.27 | 0.23 | 0.28 | 0.31 | 0.29 | 0.28 | 0.27 | 0.28 | 0.33 | 0.34 | 0.29 | 0.29 | 0.30 | 0.37 | 0.30 | 0.34 | 0.30 | 0.30 | 0.30 | 0.30 | 0.28 | 0.28 | 0.31 | 0.30 | 0.30 | 0.30 | 0.39 | 0.28 | 0.34 | 0.37 | 0.29 | 0.36 | 0.34 | 0.33 | 0.29 | 0.38 | 1.00 | 0.30 | 0.39 | 0.35 | 0.31 | 0.36 | 0.37 | 0.36 | 0.40 | 0.33 | 0.35 | 0.35 | 0.36 | 0.42 | 0.40 | 0.37 | 0.32 | 0.37 | 0.44 | 0.35 | 0.40 | 0.38 | 0.41 | 0.38 | 0.40 | 0.36 | 0.37 | 0.40 | 0.40 | 0.45 | 0.38 | 0.40 | 0.47 | 0.42 | 0.46 | 0.43 | 0.48 | 0.47 |
| RELX | 0.52 | 0.11 | 0.14 | 0.21 | 0.35 | 0.28 | 0.29 | 0.26 | 0.24 | 0.49 | 0.28 | 0.28 | 0.27 | 0.18 | 0.21 | 0.25 | 0.27 | 0.27 | 0.23 | 0.31 | 0.25 | 0.25 | 0.27 | 0.25 | 0.35 | 0.26 | 0.30 | 0.30 | 0.30 | 0.37 | 0.27 | 0.36 | 0.29 | 0.26 | 0.32 | 0.35 | 0.24 | 0.34 | 0.31 | 0.40 | 0.31 | 0.29 | 0.34 | 0.33 | 0.65 | 0.34 | 0.30 | 1.00 | 0.31 | 0.31 | 0.37 | 0.38 | 0.39 | 0.28 | 0.28 | 0.34 | 0.37 | 0.34 | 0.33 | 0.38 | 0.33 | 0.38 | 0.38 | 0.38 | 0.30 | 0.38 | 0.38 | 0.38 | 0.36 | 0.36 | 0.41 | 0.42 | 0.43 | 0.42 | 0.43 | 0.42 | 0.44 | 0.46 | 0.44 | 0.43 | 0.43 | 0.44 | 0.47 | 0.52 |
| AFG | 0.52 | -0.06 | 0.12 | 0.28 | 0.21 | 0.24 | 0.28 | 0.25 | 0.31 | 0.29 | 0.34 | 0.22 | 0.26 | 0.41 | 0.36 | 0.31 | 0.28 | 0.31 | 0.26 | 0.34 | 0.38 | 0.22 | 0.29 | 0.30 | 0.29 | 0.59 | 0.20 | 0.33 | 0.25 | 0.29 | 0.33 | 0.31 | 0.39 | 0.48 | 0.33 | 0.21 | 0.59 | 0.24 | 0.27 | 0.39 | 0.20 | 0.63 | 0.20 | 0.19 | 0.29 | 0.36 | 0.39 | 0.31 | 1.00 | 0.43 | 0.20 | 0.37 | 0.39 | 0.35 | 0.58 | 0.27 | 0.24 | 0.31 | 0.49 | 0.37 | 0.36 | 0.28 | 0.31 | 0.37 | 0.60 | 0.31 | 0.44 | 0.26 | 0.34 | 0.49 | 0.43 | 0.24 | 0.34 | 0.51 | 0.29 | 0.42 | 0.27 | 0.39 | 0.47 | 0.39 | 0.46 | 0.40 | 0.34 | 0.40 |
| LDOS | 0.51 | -0.01 | 0.09 | 0.24 | 0.20 | 0.28 | 0.31 | 0.27 | 0.29 | 0.24 | 0.26 | 0.28 | 0.27 | 0.31 | 0.31 | 0.35 | 0.33 | 0.28 | 0.29 | 0.28 | 0.49 | 0.27 | 0.28 | 0.32 | 0.33 | 0.36 | 0.29 | 0.30 | 0.25 | 0.29 | 0.32 | 0.30 | 0.52 | 0.38 | 0.64 | 0.28 | 0.38 | 0.25 | 0.34 | 0.35 | 0.25 | 0.40 | 0.25 | 0.22 | 0.31 | 0.30 | 0.35 | 0.31 | 0.43 | 1.00 | 0.28 | 0.38 | 0.37 | 0.36 | 0.38 | 0.28 | 0.29 | 0.31 | 0.45 | 0.38 | 0.35 | 0.29 | 0.36 | 0.38 | 0.40 | 0.37 | 0.44 | 0.30 | 0.34 | 0.42 | 0.45 | 0.31 | 0.36 | 0.44 | 0.36 | 0.46 | 0.34 | 0.42 | 0.48 | 0.41 | 0.49 | 0.42 | 0.39 | 0.44 |
| NOW | 0.61 | 0.03 | 0.19 | 0.14 | 0.14 | 0.06 | 0.09 | 0.17 | 0.08 | 0.19 | 0.16 | 0.25 | 0.18 | 0.14 | 0.17 | 0.19 | 0.19 | 0.19 | 0.23 | 0.14 | 0.16 | 0.35 | 0.24 | 0.33 | 0.15 | 0.15 | 0.42 | 0.23 | 0.41 | 0.15 | 0.24 | 0.33 | 0.22 | 0.22 | 0.31 | 0.49 | 0.21 | 0.44 | 0.40 | 0.17 | 0.56 | 0.23 | 0.52 | 0.58 | 0.39 | 0.39 | 0.31 | 0.37 | 0.20 | 0.28 | 1.00 | 0.31 | 0.32 | 0.42 | 0.26 | 0.49 | 0.69 | 0.49 | 0.33 | 0.33 | 0.42 | 0.49 | 0.46 | 0.40 | 0.26 | 0.47 | 0.36 | 0.53 | 0.48 | 0.36 | 0.39 | 0.67 | 0.55 | 0.34 | 0.63 | 0.42 | 0.62 | 0.52 | 0.41 | 0.51 | 0.41 | 0.52 | 0.68 | 0.58 |
| FR | 0.53 | 0.09 | 0.12 | 0.20 | 0.22 | 0.43 | 0.46 | 0.58 | 0.32 | 0.27 | 0.22 | 0.25 | 0.29 | 0.24 | 0.26 | 0.23 | 0.28 | 0.27 | 0.24 | 0.35 | 0.28 | 0.22 | 0.29 | 0.31 | 0.38 | 0.31 | 0.26 | 0.30 | 0.30 | 0.38 | 0.29 | 0.32 | 0.32 | 0.31 | 0.35 | 0.30 | 0.31 | 0.29 | 0.33 | 0.42 | 0.26 | 0.33 | 0.28 | 0.29 | 0.36 | 0.30 | 0.36 | 0.38 | 0.37 | 0.38 | 0.31 | 1.00 | 0.39 | 0.30 | 0.30 | 0.30 | 0.33 | 0.31 | 0.39 | 0.41 | 0.38 | 0.33 | 0.37 | 0.44 | 0.32 | 0.35 | 0.40 | 0.33 | 0.35 | 0.37 | 0.44 | 0.35 | 0.41 | 0.42 | 0.39 | 0.45 | 0.37 | 0.44 | 0.48 | 0.43 | 0.45 | 0.43 | 0.42 | 0.49 |
| YUM | 0.53 | 0.01 | 0.10 | 0.23 | 0.19 | 0.30 | 0.30 | 0.31 | 0.28 | 0.32 | 0.26 | 0.23 | 0.28 | 0.27 | 0.30 | 0.28 | 0.29 | 0.35 | 0.26 | 0.33 | 0.32 | 0.26 | 0.27 | 0.29 | 0.37 | 0.33 | 0.29 | 0.37 | 0.33 | 0.36 | 0.34 | 0.31 | 0.34 | 0.32 | 0.30 | 0.34 | 0.31 | 0.31 | 0.30 | 0.41 | 0.28 | 0.33 | 0.29 | 0.30 | 0.38 | 0.38 | 0.37 | 0.39 | 0.39 | 0.37 | 0.32 | 0.39 | 1.00 | 0.31 | 0.33 | 0.32 | 0.33 | 0.35 | 0.38 | 0.41 | 0.38 | 0.33 | 0.37 | 0.41 | 0.37 | 0.37 | 0.39 | 0.34 | 0.37 | 0.40 | 0.42 | 0.35 | 0.39 | 0.46 | 0.40 | 0.42 | 0.38 | 0.45 | 0.44 | 0.47 | 0.45 | 0.47 | 0.43 | 0.47 |
| NTAP | 0.63 | -0.00 | 0.16 | 0.13 | 0.16 | 0.07 | 0.12 | 0.15 | 0.19 | 0.24 | 0.32 | 0.24 | 0.22 | 0.32 | 0.25 | 0.25 | 0.20 | 0.25 | 0.24 | 0.22 | 0.22 | 0.28 | 0.23 | 0.35 | 0.17 | 0.28 | 0.29 | 0.27 | 0.32 | 0.19 | 0.24 | 0.37 | 0.26 | 0.28 | 0.33 | 0.35 | 0.40 | 0.47 | 0.38 | 0.22 | 0.48 | 0.38 | 0.39 | 0.39 | 0.32 | 0.42 | 0.36 | 0.28 | 0.35 | 0.36 | 0.42 | 0.30 | 0.31 | 1.00 | 0.45 | 0.49 | 0.41 | 0.54 | 0.47 | 0.33 | 0.45 | 0.44 | 0.36 | 0.37 | 0.45 | 0.49 | 0.41 | 0.43 | 0.53 | 0.51 | 0.41 | 0.43 | 0.41 | 0.36 | 0.44 | 0.38 | 0.47 | 0.43 | 0.43 | 0.42 | 0.42 | 0.44 | 0.58 | 0.53 |
| BAC | 0.61 | -0.12 | 0.14 | 0.22 | 0.20 | 0.08 | 0.12 | 0.14 | 0.28 | 0.26 | 0.44 | 0.18 | 0.22 | 0.47 | 0.35 | 0.31 | 0.24 | 0.26 | 0.28 | 0.28 | 0.27 | 0.22 | 0.27 | 0.35 | 0.17 | 0.41 | 0.21 | 0.27 | 0.27 | 0.19 | 0.32 | 0.34 | 0.33 | 0.35 | 0.27 | 0.28 | 0.78 | 0.35 | 0.33 | 0.26 | 0.31 | 0.60 | 0.31 | 0.29 | 0.31 | 0.43 | 0.40 | 0.28 | 0.58 | 0.38 | 0.26 | 0.30 | 0.33 | 0.45 | 1.00 | 0.36 | 0.31 | 0.40 | 0.53 | 0.38 | 0.39 | 0.33 | 0.32 | 0.35 | 0.86 | 0.38 | 0.39 | 0.35 | 0.44 | 0.53 | 0.41 | 0.28 | 0.35 | 0.42 | 0.35 | 0.40 | 0.33 | 0.41 | 0.42 | 0.44 | 0.42 | 0.45 | 0.44 | 0.42 |
| AVGO | 0.66 | 0.02 | 0.18 | 0.12 | 0.17 | 0.08 | 0.10 | 0.16 | 0.11 | 0.26 | 0.26 | 0.24 | 0.21 | 0.24 | 0.21 | 0.20 | 0.15 | 0.23 | 0.23 | 0.18 | 0.18 | 0.30 | 0.22 | 0.32 | 0.15 | 0.20 | 0.36 | 0.24 | 0.37 | 0.17 | 0.24 | 0.33 | 0.24 | 0.22 | 0.26 | 0.41 | 0.30 | 0.61 | 0.38 | 0.19 | 0.62 | 0.29 | 0.48 | 0.49 | 0.39 | 0.43 | 0.33 | 0.34 | 0.27 | 0.28 | 0.49 | 0.30 | 0.32 | 0.49 | 0.36 | 1.00 | 0.48 | 0.67 | 0.41 | 0.31 | 0.44 | 0.55 | 0.39 | 0.39 | 0.38 | 0.46 | 0.37 | 0.50 | 0.68 | 0.48 | 0.38 | 0.52 | 0.45 | 0.34 | 0.51 | 0.38 | 0.56 | 0.44 | 0.39 | 0.43 | 0.40 | 0.45 | 0.72 | 0.60 |
| CRM | 0.64 | 0.03 | 0.19 | 0.17 | 0.16 | 0.09 | 0.12 | 0.18 | 0.12 | 0.21 | 0.19 | 0.26 | 0.20 | 0.19 | 0.19 | 0.19 | 0.18 | 0.20 | 0.23 | 0.17 | 0.19 | 0.31 | 0.24 | 0.33 | 0.18 | 0.22 | 0.41 | 0.24 | 0.43 | 0.20 | 0.24 | 0.33 | 0.24 | 0.24 | 0.31 | 0.50 | 0.24 | 0.45 | 0.40 | 0.21 | 0.54 | 0.26 | 0.52 | 0.58 | 0.38 | 0.43 | 0.35 | 0.37 | 0.24 | 0.29 | 0.69 | 0.33 | 0.33 | 0.41 | 0.31 | 0.48 | 1.00 | 0.48 | 0.33 | 0.36 | 0.45 | 0.50 | 0.44 | 0.38 | 0.32 | 0.48 | 0.39 | 0.55 | 0.48 | 0.36 | 0.41 | 0.68 | 0.54 | 0.38 | 0.64 | 0.45 | 0.62 | 0.52 | 0.43 | 0.52 | 0.43 | 0.54 | 0.69 | 0.59 |
| AMAT | 0.67 | 0.02 | 0.18 | 0.14 | 0.17 | 0.05 | 0.07 | 0.14 | 0.11 | 0.26 | 0.28 | 0.22 | 0.23 | 0.27 | 0.23 | 0.21 | 0.14 | 0.23 | 0.22 | 0.20 | 0.17 | 0.30 | 0.24 | 0.34 | 0.15 | 0.23 | 0.37 | 0.26 | 0.38 | 0.19 | 0.24 | 0.35 | 0.24 | 0.22 | 0.28 | 0.42 | 0.34 | 0.65 | 0.37 | 0.19 | 0.65 | 0.32 | 0.46 | 0.47 | 0.39 | 0.44 | 0.35 | 0.34 | 0.31 | 0.31 | 0.49 | 0.31 | 0.35 | 0.54 | 0.40 | 0.67 | 0.48 | 1.00 | 0.43 | 0.33 | 0.48 | 0.52 | 0.41 | 0.38 | 0.41 | 0.44 | 0.37 | 0.51 | 0.72 | 0.51 | 0.38 | 0.52 | 0.45 | 0.33 | 0.52 | 0.40 | 0.56 | 0.44 | 0.41 | 0.46 | 0.41 | 0.48 | 0.70 | 0.58 |
| ACM | 0.61 | 0.01 | 0.16 | 0.20 | 0.19 | 0.15 | 0.18 | 0.21 | 0.25 | 0.29 | 0.41 | 0.21 | 0.22 | 0.41 | 0.33 | 0.32 | 0.21 | 0.30 | 0.26 | 0.25 | 0.34 | 0.24 | 0.27 | 0.37 | 0.23 | 0.36 | 0.24 | 0.31 | 0.36 | 0.22 | 0.29 | 0.44 | 0.39 | 0.33 | 0.38 | 0.31 | 0.51 | 0.37 | 0.35 | 0.30 | 0.34 | 0.49 | 0.31 | 0.28 | 0.35 | 0.42 | 0.36 | 0.33 | 0.49 | 0.45 | 0.33 | 0.39 | 0.38 | 0.47 | 0.53 | 0.41 | 0.33 | 0.43 | 1.00 | 0.37 | 0.45 | 0.33 | 0.37 | 0.42 | 0.54 | 0.37 | 0.42 | 0.33 | 0.46 | 0.60 | 0.47 | 0.34 | 0.39 | 0.43 | 0.38 | 0.42 | 0.36 | 0.43 | 0.43 | 0.42 | 0.44 | 0.45 | 0.46 | 0.51 |
| MDT | 0.56 | 0.04 | 0.10 | 0.23 | 0.22 | 0.30 | 0.33 | 0.28 | 0.32 | 0.30 | 0.25 | 0.32 | 0.29 | 0.29 | 0.36 | 0.35 | 0.38 | 0.27 | 0.37 | 0.38 | 0.31 | 0.34 | 0.42 | 0.28 | 0.36 | 0.34 | 0.30 | 0.28 | 0.26 | 0.37 | 0.38 | 0.30 | 0.36 | 0.33 | 0.32 | 0.29 | 0.34 | 0.27 | 0.33 | 0.43 | 0.27 | 0.34 | 0.31 | 0.30 | 0.36 | 0.37 | 0.42 | 0.38 | 0.37 | 0.38 | 0.33 | 0.41 | 0.41 | 0.33 | 0.38 | 0.31 | 0.36 | 0.33 | 0.37 | 1.00 | 0.37 | 0.34 | 0.49 | 0.42 | 0.40 | 0.36 | 0.40 | 0.38 | 0.39 | 0.39 | 0.44 | 0.38 | 0.41 | 0.46 | 0.40 | 0.48 | 0.39 | 0.47 | 0.50 | 0.48 | 0.48 | 0.50 | 0.46 | 0.50 |
| DLB | 0.61 | 0.02 | 0.17 | 0.19 | 0.20 | 0.17 | 0.21 | 0.22 | 0.20 | 0.25 | 0.29 | 0.20 | 0.25 | 0.29 | 0.27 | 0.25 | 0.22 | 0.26 | 0.27 | 0.26 | 0.25 | 0.30 | 0.27 | 0.37 | 0.25 | 0.29 | 0.35 | 0.30 | 0.40 | 0.25 | 0.29 | 0.35 | 0.28 | 0.25 | 0.33 | 0.40 | 0.35 | 0.41 | 0.39 | 0.29 | 0.42 | 0.36 | 0.41 | 0.41 | 0.36 | 0.42 | 0.40 | 0.33 | 0.36 | 0.35 | 0.42 | 0.38 | 0.38 | 0.45 | 0.39 | 0.44 | 0.45 | 0.48 | 0.45 | 0.37 | 1.00 | 0.47 | 0.41 | 0.43 | 0.40 | 0.42 | 0.45 | 0.44 | 0.51 | 0.47 | 0.45 | 0.47 | 0.45 | 0.40 | 0.48 | 0.44 | 0.46 | 0.46 | 0.44 | 0.46 | 0.44 | 0.48 | 0.57 | 0.54 |
| AAPL | 0.69 | 0.00 | 0.17 | 0.15 | 0.20 | 0.15 | 0.15 | 0.21 | 0.17 | 0.24 | 0.24 | 0.26 | 0.27 | 0.25 | 0.23 | 0.22 | 0.22 | 0.25 | 0.27 | 0.24 | 0.22 | 0.32 | 0.25 | 0.33 | 0.23 | 0.23 | 0.39 | 0.28 | 0.39 | 0.26 | 0.29 | 0.34 | 0.22 | 0.25 | 0.28 | 0.42 | 0.26 | 0.49 | 0.38 | 0.26 | 0.52 | 0.26 | 0.51 | 0.57 | 0.37 | 0.40 | 0.37 | 0.38 | 0.28 | 0.29 | 0.49 | 0.33 | 0.33 | 0.44 | 0.33 | 0.55 | 0.50 | 0.52 | 0.33 | 0.34 | 0.47 | 1.00 | 0.43 | 0.39 | 0.36 | 0.45 | 0.36 | 0.59 | 0.54 | 0.40 | 0.38 | 0.55 | 0.49 | 0.37 | 0.53 | 0.39 | 0.64 | 0.48 | 0.40 | 0.49 | 0.42 | 0.51 | 0.77 | 0.60 |
| TMO | 0.60 | 0.04 | 0.17 | 0.20 | 0.21 | 0.22 | 0.23 | 0.28 | 0.26 | 0.23 | 0.20 | 0.34 | 0.28 | 0.20 | 0.28 | 0.29 | 0.40 | 0.27 | 0.38 | 0.26 | 0.27 | 0.40 | 0.39 | 0.31 | 0.34 | 0.23 | 0.36 | 0.27 | 0.35 | 0.33 | 0.38 | 0.29 | 0.30 | 0.31 | 0.31 | 0.36 | 0.28 | 0.39 | 0.37 | 0.33 | 0.38 | 0.27 | 0.36 | 0.39 | 0.41 | 0.31 | 0.32 | 0.38 | 0.31 | 0.36 | 0.46 | 0.37 | 0.37 | 0.36 | 0.32 | 0.39 | 0.44 | 0.41 | 0.37 | 0.49 | 0.41 | 0.43 | 1.00 | 0.47 | 0.34 | 0.41 | 0.39 | 0.43 | 0.45 | 0.42 | 0.41 | 0.48 | 0.52 | 0.46 | 0.49 | 0.44 | 0.49 | 0.52 | 0.47 | 0.47 | 0.47 | 0.48 | 0.56 | 0.55 |
| SHW | 0.60 | 0.01 | 0.10 | 0.22 | 0.24 | 0.26 | 0.28 | 0.34 | 0.29 | 0.24 | 0.17 | 0.29 | 0.32 | 0.20 | 0.28 | 0.28 | 0.29 | 0.36 | 0.32 | 0.29 | 0.30 | 0.30 | 0.32 | 0.33 | 0.37 | 0.29 | 0.31 | 0.38 | 0.35 | 0.36 | 0.33 | 0.35 | 0.35 | 0.34 | 0.35 | 0.37 | 0.34 | 0.32 | 0.35 | 0.37 | 0.35 | 0.34 | 0.35 | 0.36 | 0.40 | 0.35 | 0.37 | 0.38 | 0.37 | 0.38 | 0.40 | 0.44 | 0.41 | 0.37 | 0.35 | 0.39 | 0.38 | 0.38 | 0.42 | 0.42 | 0.43 | 0.39 | 0.47 | 1.00 | 0.37 | 0.40 | 0.40 | 0.37 | 0.42 | 0.48 | 0.44 | 0.42 | 0.47 | 0.46 | 0.45 | 0.43 | 0.43 | 0.53 | 0.49 | 0.46 | 0.48 | 0.46 | 0.51 | 0.51 |
| JPM | 0.64 | -0.10 | 0.14 | 0.26 | 0.21 | 0.12 | 0.16 | 0.16 | 0.30 | 0.28 | 0.44 | 0.23 | 0.25 | 0.47 | 0.37 | 0.33 | 0.27 | 0.30 | 0.29 | 0.31 | 0.33 | 0.23 | 0.31 | 0.35 | 0.23 | 0.46 | 0.22 | 0.31 | 0.28 | 0.24 | 0.35 | 0.36 | 0.36 | 0.42 | 0.30 | 0.27 | 0.75 | 0.36 | 0.33 | 0.31 | 0.32 | 0.62 | 0.31 | 0.30 | 0.31 | 0.45 | 0.44 | 0.30 | 0.60 | 0.40 | 0.26 | 0.32 | 0.37 | 0.45 | 0.86 | 0.38 | 0.32 | 0.41 | 0.54 | 0.40 | 0.40 | 0.36 | 0.34 | 0.37 | 1.00 | 0.41 | 0.40 | 0.36 | 0.44 | 0.56 | 0.42 | 0.30 | 0.38 | 0.48 | 0.35 | 0.43 | 0.36 | 0.44 | 0.45 | 0.47 | 0.45 | 0.49 | 0.46 | 0.46 |
| ORCL | 0.65 | 0.02 | 0.12 | 0.19 | 0.19 | 0.17 | 0.22 | 0.24 | 0.22 | 0.27 | 0.27 | 0.32 | 0.30 | 0.27 | 0.26 | 0.28 | 0.27 | 0.29 | 0.28 | 0.27 | 0.26 | 0.27 | 0.27 | 0.30 | 0.29 | 0.30 | 0.35 | 0.32 | 0.34 | 0.30 | 0.29 | 0.36 | 0.29 | 0.32 | 0.35 | 0.36 | 0.33 | 0.43 | 0.44 | 0.29 | 0.44 | 0.34 | 0.42 | 0.44 | 0.38 | 0.40 | 0.35 | 0.38 | 0.31 | 0.37 | 0.47 | 0.35 | 0.37 | 0.49 | 0.38 | 0.46 | 0.48 | 0.44 | 0.37 | 0.36 | 0.42 | 0.45 | 0.41 | 0.40 | 0.41 | 1.00 | 0.43 | 0.48 | 0.44 | 0.48 | 0.42 | 0.52 | 0.47 | 0.44 | 0.51 | 0.44 | 0.57 | 0.50 | 0.46 | 0.48 | 0.47 | 0.50 | 0.61 | 0.58 |
| DOX | 0.58 | 0.03 | 0.12 | 0.23 | 0.23 | 0.27 | 0.27 | 0.29 | 0.30 | 0.28 | 0.28 | 0.26 | 0.28 | 0.31 | 0.32 | 0.32 | 0.31 | 0.33 | 0.32 | 0.34 | 0.35 | 0.30 | 0.33 | 0.31 | 0.34 | 0.37 | 0.33 | 0.36 | 0.32 | 0.31 | 0.33 | 0.34 | 0.38 | 0.33 | 0.39 | 0.36 | 0.39 | 0.33 | 0.40 | 0.38 | 0.32 | 0.41 | 0.33 | 0.31 | 0.38 | 0.37 | 0.40 | 0.38 | 0.44 | 0.44 | 0.36 | 0.40 | 0.39 | 0.41 | 0.39 | 0.37 | 0.39 | 0.37 | 0.42 | 0.40 | 0.45 | 0.36 | 0.39 | 0.40 | 0.40 | 0.43 | 1.00 | 0.38 | 0.41 | 0.42 | 0.53 | 0.41 | 0.41 | 0.47 | 0.44 | 0.51 | 0.43 | 0.46 | 0.51 | 0.46 | 0.51 | 0.47 | 0.48 | 0.53 |
| GOOGL | 0.71 | 0.03 | 0.19 | 0.17 | 0.19 | 0.13 | 0.15 | 0.20 | 0.15 | 0.24 | 0.26 | 0.27 | 0.26 | 0.24 | 0.22 | 0.23 | 0.22 | 0.23 | 0.27 | 0.23 | 0.20 | 0.34 | 0.28 | 0.33 | 0.21 | 0.22 | 0.42 | 0.27 | 0.39 | 0.23 | 0.30 | 0.33 | 0.23 | 0.24 | 0.29 | 0.45 | 0.26 | 0.48 | 0.38 | 0.26 | 0.54 | 0.27 | 0.67 | 0.68 | 0.37 | 0.48 | 0.38 | 0.38 | 0.26 | 0.30 | 0.53 | 0.33 | 0.34 | 0.43 | 0.35 | 0.50 | 0.55 | 0.51 | 0.33 | 0.38 | 0.44 | 0.59 | 0.43 | 0.37 | 0.36 | 0.48 | 0.38 | 1.00 | 0.50 | 0.39 | 0.40 | 0.62 | 0.50 | 0.38 | 0.58 | 0.44 | 0.71 | 0.49 | 0.44 | 0.54 | 0.44 | 0.54 | 0.78 | 0.65 |
| ADI | 0.69 | 0.00 | 0.18 | 0.15 | 0.17 | 0.09 | 0.12 | 0.20 | 0.17 | 0.28 | 0.30 | 0.21 | 0.23 | 0.30 | 0.25 | 0.21 | 0.17 | 0.26 | 0.29 | 0.22 | 0.20 | 0.32 | 0.26 | 0.36 | 0.17 | 0.26 | 0.37 | 0.27 | 0.37 | 0.22 | 0.28 | 0.36 | 0.27 | 0.24 | 0.31 | 0.43 | 0.38 | 0.61 | 0.41 | 0.23 | 0.60 | 0.33 | 0.45 | 0.45 | 0.39 | 0.45 | 0.41 | 0.36 | 0.34 | 0.34 | 0.48 | 0.35 | 0.37 | 0.53 | 0.44 | 0.68 | 0.48 | 0.72 | 0.46 | 0.39 | 0.51 | 0.54 | 0.45 | 0.42 | 0.44 | 0.44 | 0.41 | 0.50 | 1.00 | 0.51 | 0.43 | 0.53 | 0.46 | 0.39 | 0.55 | 0.44 | 0.55 | 0.48 | 0.46 | 0.49 | 0.46 | 0.51 | 0.70 | 0.59 |
| ETN | 0.69 | -0.01 | 0.14 | 0.16 | 0.20 | 0.14 | 0.17 | 0.20 | 0.22 | 0.29 | 0.40 | 0.27 | 0.27 | 0.40 | 0.32 | 0.31 | 0.26 | 0.31 | 0.26 | 0.29 | 0.33 | 0.25 | 0.29 | 0.36 | 0.25 | 0.37 | 0.25 | 0.30 | 0.34 | 0.27 | 0.31 | 0.43 | 0.37 | 0.33 | 0.34 | 0.32 | 0.49 | 0.45 | 0.37 | 0.31 | 0.42 | 0.48 | 0.36 | 0.35 | 0.39 | 0.45 | 0.38 | 0.36 | 0.49 | 0.42 | 0.36 | 0.37 | 0.40 | 0.51 | 0.53 | 0.48 | 0.36 | 0.51 | 0.60 | 0.39 | 0.47 | 0.40 | 0.42 | 0.48 | 0.56 | 0.48 | 0.42 | 0.39 | 0.51 | 1.00 | 0.43 | 0.38 | 0.41 | 0.46 | 0.41 | 0.44 | 0.44 | 0.46 | 0.47 | 0.46 | 0.47 | 0.47 | 0.54 | 0.54 |
| G | 0.60 | 0.03 | 0.16 | 0.25 | 0.23 | 0.26 | 0.29 | 0.29 | 0.28 | 0.33 | 0.29 | 0.26 | 0.26 | 0.31 | 0.29 | 0.30 | 0.30 | 0.32 | 0.30 | 0.31 | 0.32 | 0.28 | 0.29 | 0.33 | 0.31 | 0.33 | 0.33 | 0.35 | 0.35 | 0.29 | 0.33 | 0.35 | 0.35 | 0.34 | 0.40 | 0.40 | 0.40 | 0.33 | 0.37 | 0.38 | 0.31 | 0.40 | 0.35 | 0.34 | 0.40 | 0.40 | 0.40 | 0.41 | 0.43 | 0.45 | 0.39 | 0.44 | 0.42 | 0.41 | 0.41 | 0.38 | 0.41 | 0.38 | 0.47 | 0.44 | 0.45 | 0.38 | 0.41 | 0.44 | 0.42 | 0.42 | 0.53 | 0.40 | 0.43 | 0.43 | 1.00 | 0.45 | 0.47 | 0.48 | 0.48 | 0.54 | 0.43 | 0.51 | 0.54 | 0.50 | 0.54 | 0.52 | 0.50 | 0.55 |
| ADBE | 0.68 | 0.03 | 0.19 | 0.18 | 0.20 | 0.13 | 0.15 | 0.23 | 0.13 | 0.24 | 0.19 | 0.28 | 0.24 | 0.18 | 0.20 | 0.21 | 0.21 | 0.24 | 0.27 | 0.21 | 0.23 | 0.37 | 0.26 | 0.34 | 0.22 | 0.21 | 0.47 | 0.28 | 0.45 | 0.25 | 0.28 | 0.34 | 0.26 | 0.27 | 0.34 | 0.51 | 0.21 | 0.48 | 0.45 | 0.25 | 0.57 | 0.23 | 0.58 | 0.62 | 0.43 | 0.41 | 0.36 | 0.42 | 0.24 | 0.31 | 0.67 | 0.35 | 0.35 | 0.43 | 0.28 | 0.52 | 0.68 | 0.52 | 0.34 | 0.38 | 0.47 | 0.55 | 0.48 | 0.42 | 0.30 | 0.52 | 0.41 | 0.62 | 0.53 | 0.38 | 0.45 | 1.00 | 0.59 | 0.42 | 0.69 | 0.49 | 0.71 | 0.56 | 0.47 | 0.58 | 0.48 | 0.58 | 0.76 | 0.64 |
| MSCI | 0.65 | 0.03 | 0.18 | 0.27 | 0.20 | 0.22 | 0.25 | 0.28 | 0.19 | 0.25 | 0.22 | 0.27 | 0.29 | 0.21 | 0.22 | 0.24 | 0.27 | 0.29 | 0.27 | 0.25 | 0.24 | 0.35 | 0.30 | 0.36 | 0.28 | 0.27 | 0.40 | 0.33 | 0.43 | 0.28 | 0.31 | 0.36 | 0.29 | 0.33 | 0.36 | 0.47 | 0.30 | 0.39 | 0.41 | 0.31 | 0.46 | 0.31 | 0.46 | 0.47 | 0.46 | 0.40 | 0.37 | 0.43 | 0.34 | 0.36 | 0.55 | 0.41 | 0.39 | 0.41 | 0.35 | 0.45 | 0.54 | 0.45 | 0.39 | 0.41 | 0.45 | 0.49 | 0.52 | 0.47 | 0.38 | 0.47 | 0.41 | 0.50 | 0.46 | 0.41 | 0.47 | 0.59 | 1.00 | 0.50 | 0.59 | 0.51 | 0.56 | 0.66 | 0.51 | 0.55 | 0.51 | 0.57 | 0.63 | 0.59 |
| MMC | 0.60 | -0.00 | 0.13 | 0.34 | 0.24 | 0.32 | 0.34 | 0.35 | 0.35 | 0.28 | 0.28 | 0.35 | 0.34 | 0.32 | 0.34 | 0.37 | 0.38 | 0.38 | 0.33 | 0.35 | 0.39 | 0.31 | 0.36 | 0.31 | 0.44 | 0.46 | 0.31 | 0.40 | 0.31 | 0.42 | 0.40 | 0.34 | 0.40 | 0.50 | 0.39 | 0.32 | 0.39 | 0.31 | 0.35 | 0.46 | 0.28 | 0.47 | 0.32 | 0.30 | 0.38 | 0.35 | 0.40 | 0.42 | 0.51 | 0.44 | 0.34 | 0.42 | 0.46 | 0.36 | 0.42 | 0.34 | 0.38 | 0.33 | 0.43 | 0.46 | 0.40 | 0.37 | 0.46 | 0.46 | 0.48 | 0.44 | 0.47 | 0.38 | 0.39 | 0.46 | 0.48 | 0.42 | 0.50 | 1.00 | 0.46 | 0.50 | 0.44 | 0.57 | 0.56 | 0.52 | 0.58 | 0.53 | 0.47 | 0.54 |
| INTU | 0.71 | 0.01 | 0.21 | 0.22 | 0.18 | 0.18 | 0.20 | 0.27 | 0.19 | 0.25 | 0.20 | 0.31 | 0.29 | 0.20 | 0.20 | 0.23 | 0.25 | 0.26 | 0.28 | 0.22 | 0.23 | 0.34 | 0.28 | 0.34 | 0.26 | 0.24 | 0.41 | 0.31 | 0.45 | 0.26 | 0.29 | 0.36 | 0.31 | 0.30 | 0.37 | 0.51 | 0.29 | 0.47 | 0.43 | 0.28 | 0.55 | 0.29 | 0.51 | 0.56 | 0.44 | 0.45 | 0.40 | 0.43 | 0.29 | 0.36 | 0.63 | 0.39 | 0.40 | 0.44 | 0.35 | 0.51 | 0.64 | 0.52 | 0.38 | 0.40 | 0.48 | 0.53 | 0.49 | 0.45 | 0.35 | 0.51 | 0.44 | 0.58 | 0.55 | 0.41 | 0.48 | 0.69 | 0.59 | 0.46 | 1.00 | 0.54 | 0.67 | 0.58 | 0.56 | 0.57 | 0.56 | 0.59 | 0.73 | 0.65 |
| FI | 0.63 | -0.00 | 0.15 | 0.27 | 0.21 | 0.29 | 0.32 | 0.32 | 0.31 | 0.31 | 0.26 | 0.29 | 0.31 | 0.29 | 0.29 | 0.28 | 0.32 | 0.32 | 0.29 | 0.34 | 0.34 | 0.32 | 0.33 | 0.35 | 0.37 | 0.35 | 0.37 | 0.37 | 0.35 | 0.35 | 0.35 | 0.33 | 0.36 | 0.39 | 0.41 | 0.39 | 0.37 | 0.34 | 0.38 | 0.42 | 0.37 | 0.42 | 0.40 | 0.37 | 0.41 | 0.43 | 0.45 | 0.42 | 0.42 | 0.46 | 0.42 | 0.45 | 0.42 | 0.38 | 0.40 | 0.38 | 0.45 | 0.40 | 0.42 | 0.48 | 0.44 | 0.39 | 0.44 | 0.43 | 0.43 | 0.44 | 0.51 | 0.44 | 0.44 | 0.44 | 0.54 | 0.49 | 0.51 | 0.50 | 0.54 | 1.00 | 0.49 | 0.53 | 0.58 | 0.62 | 0.60 | 0.64 | 0.55 | 0.58 |
| MSFT | 0.76 | 0.00 | 0.20 | 0.20 | 0.21 | 0.16 | 0.18 | 0.24 | 0.19 | 0.26 | 0.23 | 0.32 | 0.30 | 0.20 | 0.23 | 0.24 | 0.26 | 0.27 | 0.28 | 0.23 | 0.23 | 0.37 | 0.28 | 0.34 | 0.27 | 0.24 | 0.45 | 0.32 | 0.42 | 0.31 | 0.31 | 0.37 | 0.26 | 0.29 | 0.34 | 0.49 | 0.25 | 0.52 | 0.44 | 0.30 | 0.60 | 0.27 | 0.60 | 0.67 | 0.45 | 0.44 | 0.38 | 0.44 | 0.27 | 0.34 | 0.62 | 0.37 | 0.38 | 0.47 | 0.33 | 0.56 | 0.62 | 0.56 | 0.36 | 0.39 | 0.46 | 0.64 | 0.49 | 0.43 | 0.36 | 0.57 | 0.43 | 0.71 | 0.55 | 0.44 | 0.43 | 0.71 | 0.56 | 0.44 | 0.67 | 0.49 | 1.00 | 0.57 | 0.51 | 0.58 | 0.52 | 0.59 | 0.84 | 0.70 |
| SPGI | 0.68 | 0.02 | 0.15 | 0.33 | 0.20 | 0.26 | 0.27 | 0.31 | 0.25 | 0.28 | 0.24 | 0.33 | 0.31 | 0.25 | 0.30 | 0.30 | 0.33 | 0.32 | 0.29 | 0.28 | 0.30 | 0.34 | 0.29 | 0.35 | 0.35 | 0.31 | 0.39 | 0.35 | 0.39 | 0.36 | 0.38 | 0.39 | 0.38 | 0.37 | 0.40 | 0.45 | 0.33 | 0.41 | 0.42 | 0.38 | 0.44 | 0.37 | 0.44 | 0.44 | 0.48 | 0.40 | 0.40 | 0.46 | 0.39 | 0.42 | 0.52 | 0.44 | 0.45 | 0.43 | 0.41 | 0.44 | 0.52 | 0.44 | 0.43 | 0.47 | 0.46 | 0.48 | 0.52 | 0.53 | 0.44 | 0.50 | 0.46 | 0.49 | 0.48 | 0.46 | 0.51 | 0.56 | 0.66 | 0.57 | 0.58 | 0.53 | 0.57 | 1.00 | 0.54 | 0.59 | 0.56 | 0.60 | 0.62 | 0.62 |
| PAYX | 0.66 | 0.00 | 0.14 | 0.30 | 0.25 | 0.35 | 0.38 | 0.39 | 0.35 | 0.27 | 0.25 | 0.32 | 0.36 | 0.31 | 0.33 | 0.35 | 0.36 | 0.38 | 0.34 | 0.34 | 0.37 | 0.31 | 0.36 | 0.35 | 0.41 | 0.37 | 0.34 | 0.41 | 0.35 | 0.41 | 0.38 | 0.35 | 0.40 | 0.41 | 0.44 | 0.38 | 0.41 | 0.33 | 0.40 | 0.47 | 0.33 | 0.41 | 0.35 | 0.35 | 0.42 | 0.41 | 0.47 | 0.44 | 0.47 | 0.48 | 0.41 | 0.48 | 0.44 | 0.43 | 0.42 | 0.39 | 0.43 | 0.41 | 0.43 | 0.50 | 0.44 | 0.40 | 0.47 | 0.49 | 0.45 | 0.46 | 0.51 | 0.44 | 0.46 | 0.47 | 0.54 | 0.47 | 0.51 | 0.56 | 0.56 | 0.58 | 0.51 | 0.54 | 1.00 | 0.55 | 0.79 | 0.57 | 0.55 | 0.58 |
| V | 0.69 | -0.01 | 0.15 | 0.27 | 0.22 | 0.23 | 0.26 | 0.29 | 0.26 | 0.32 | 0.30 | 0.29 | 0.29 | 0.32 | 0.31 | 0.31 | 0.32 | 0.32 | 0.31 | 0.30 | 0.35 | 0.37 | 0.34 | 0.34 | 0.34 | 0.34 | 0.39 | 0.35 | 0.40 | 0.35 | 0.36 | 0.35 | 0.35 | 0.38 | 0.36 | 0.39 | 0.37 | 0.41 | 0.39 | 0.40 | 0.42 | 0.40 | 0.47 | 0.47 | 0.44 | 0.48 | 0.42 | 0.43 | 0.39 | 0.41 | 0.51 | 0.43 | 0.47 | 0.42 | 0.44 | 0.43 | 0.52 | 0.46 | 0.42 | 0.48 | 0.46 | 0.49 | 0.47 | 0.46 | 0.47 | 0.48 | 0.46 | 0.54 | 0.49 | 0.46 | 0.50 | 0.58 | 0.55 | 0.52 | 0.57 | 0.62 | 0.58 | 0.59 | 0.55 | 1.00 | 0.56 | 0.87 | 0.63 | 0.62 |
| ADP | 0.66 | -0.01 | 0.12 | 0.31 | 0.25 | 0.35 | 0.38 | 0.36 | 0.34 | 0.29 | 0.28 | 0.33 | 0.33 | 0.33 | 0.34 | 0.34 | 0.35 | 0.38 | 0.35 | 0.34 | 0.40 | 0.33 | 0.35 | 0.33 | 0.41 | 0.37 | 0.35 | 0.41 | 0.34 | 0.42 | 0.40 | 0.36 | 0.43 | 0.42 | 0.45 | 0.36 | 0.40 | 0.32 | 0.40 | 0.48 | 0.34 | 0.42 | 0.35 | 0.35 | 0.41 | 0.40 | 0.46 | 0.43 | 0.46 | 0.49 | 0.41 | 0.45 | 0.45 | 0.42 | 0.42 | 0.40 | 0.43 | 0.41 | 0.44 | 0.48 | 0.44 | 0.42 | 0.47 | 0.48 | 0.45 | 0.47 | 0.51 | 0.44 | 0.46 | 0.47 | 0.54 | 0.48 | 0.51 | 0.58 | 0.56 | 0.60 | 0.52 | 0.56 | 0.79 | 0.56 | 1.00 | 0.59 | 0.55 | 0.58 |
| MA | 0.71 | -0.01 | 0.15 | 0.27 | 0.22 | 0.22 | 0.25 | 0.27 | 0.25 | 0.31 | 0.32 | 0.28 | 0.29 | 0.33 | 0.30 | 0.29 | 0.30 | 0.31 | 0.29 | 0.30 | 0.35 | 0.35 | 0.33 | 0.35 | 0.33 | 0.34 | 0.41 | 0.35 | 0.40 | 0.35 | 0.35 | 0.36 | 0.36 | 0.38 | 0.38 | 0.41 | 0.38 | 0.43 | 0.40 | 0.40 | 0.44 | 0.42 | 0.47 | 0.49 | 0.44 | 0.51 | 0.43 | 0.44 | 0.40 | 0.42 | 0.52 | 0.43 | 0.47 | 0.44 | 0.45 | 0.45 | 0.54 | 0.48 | 0.45 | 0.50 | 0.48 | 0.51 | 0.48 | 0.46 | 0.49 | 0.50 | 0.47 | 0.54 | 0.51 | 0.47 | 0.52 | 0.58 | 0.57 | 0.53 | 0.59 | 0.64 | 0.59 | 0.60 | 0.57 | 0.87 | 0.59 | 1.00 | 0.65 | 0.63 |
| QQQ | 0.91 | 0.02 | 0.24 | 0.20 | 0.25 | 0.15 | 0.17 | 0.26 | 0.19 | 0.31 | 0.29 | 0.36 | 0.34 | 0.27 | 0.27 | 0.29 | 0.26 | 0.30 | 0.36 | 0.27 | 0.24 | 0.45 | 0.33 | 0.43 | 0.26 | 0.28 | 0.51 | 0.35 | 0.52 | 0.29 | 0.33 | 0.44 | 0.30 | 0.31 | 0.39 | 0.56 | 0.35 | 0.65 | 0.51 | 0.30 | 0.74 | 0.34 | 0.71 | 0.77 | 0.50 | 0.57 | 0.48 | 0.47 | 0.34 | 0.39 | 0.68 | 0.42 | 0.43 | 0.58 | 0.44 | 0.72 | 0.69 | 0.70 | 0.46 | 0.46 | 0.57 | 0.77 | 0.56 | 0.51 | 0.46 | 0.61 | 0.48 | 0.78 | 0.70 | 0.54 | 0.50 | 0.76 | 0.63 | 0.47 | 0.73 | 0.55 | 0.84 | 0.62 | 0.55 | 0.63 | 0.55 | 0.65 | 1.00 | 0.80 |
| Portfolio | 0.83 | 0.41 | 0.40 | 0.24 | 0.30 | 0.28 | 0.30 | 0.33 | 0.31 | 0.37 | 0.41 | 0.37 | 0.36 | 0.37 | 0.34 | 0.35 | 0.34 | 0.33 | 0.37 | 0.38 | 0.35 | 0.41 | 0.37 | 0.41 | 0.36 | 0.36 | 0.47 | 0.37 | 0.46 | 0.38 | 0.39 | 0.47 | 0.40 | 0.37 | 0.42 | 0.49 | 0.36 | 0.54 | 0.50 | 0.41 | 0.58 | 0.39 | 0.57 | 0.58 | 0.53 | 0.53 | 0.47 | 0.52 | 0.40 | 0.44 | 0.58 | 0.49 | 0.47 | 0.53 | 0.42 | 0.60 | 0.59 | 0.58 | 0.51 | 0.50 | 0.54 | 0.60 | 0.55 | 0.51 | 0.46 | 0.58 | 0.53 | 0.65 | 0.59 | 0.54 | 0.55 | 0.64 | 0.59 | 0.54 | 0.65 | 0.58 | 0.70 | 0.62 | 0.58 | 0.62 | 0.58 | 0.63 | 0.80 | 1.00 |
The correlation results are calculated based on daily price changes starting from May 5, 2015