DEFENSIVE PORTFOLIO VERSION 4
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DEFENSIVE PORTFOLIO VERSION 4, 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 Jul 28, 2023, corresponding to the inception date of FBY
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
DEFENSIVE PORTFOLIO VERSION 4 | 31.16% | 1.42% | 13.12% | 41.27% | N/A | N/A |
Portfolio components: | ||||||
iShares High Yield Corporate Bond Buywrite Strategy ETF | 6.42% | 0.81% | 3.54% | 7.13% | N/A | N/A |
14.51% | 0.79% | 6.88% | 17.16% | N/A | N/A | |
8.29% | -0.41% | 5.11% | 12.69% | N/A | N/A | |
NVIDIA Corporation | 133.46% | -11.08% | 27.93% | 165.68% | 92.64% | 74.16% |
3.85% | 0.42% | 2.66% | 5.44% | N/A | N/A | |
85.68% | -4.89% | 21.15% | 107.30% | N/A | N/A | |
British American Tobacco p.l.c. | 36.12% | 5.20% | 28.70% | 23.95% | 9.22% | 1.74% |
71.16% | 0.62% | 24.66% | 134.42% | N/A | N/A | |
Lockheed Martin Corporation | 27.58% | 2.11% | 30.34% | 36.92% | 10.53% | 15.22% |
Altria Group, Inc. | 33.35% | 0.33% | 20.10% | 27.88% | 13.63% | 7.77% |
Coca-Cola Consolidated, Inc. | 38.62% | -1.00% | 46.13% | 96.55% | 34.33% | 33.20% |
Boston Scientific Corporation | 42.74% | 4.88% | 22.36% | 55.61% | 13.94% | 20.91% |
AbbVie Inc. | 28.37% | -1.74% | 11.79% | 30.90% | 27.58% | 17.39% |
62.26% | 8.05% | 25.00% | 81.53% | N/A | N/A | |
62.67% | -4.26% | 23.21% | 92.77% | N/A | N/A | |
36.08% | 11.75% | 30.55% | 52.98% | N/A | N/A | |
Meta Platforms, Inc. | 51.97% | 1.43% | 6.30% | 76.33% | 23.20% | 21.37% |
YieldMax META Option Income ETF | 29.41% | 3.31% | 4.16% | 54.73% | N/A | N/A |
Fidelity Floating Rate High Income Fund | 5.83% | 0.72% | 3.28% | 8.30% | 5.18% | 4.38% |
National Health Investors, Inc. | 56.06% | 13.88% | 42.86% | 78.21% | 7.07% | 9.75% |
ACI Worldwide, Inc. | 60.07% | 2.36% | 52.35% | 107.81% | 8.81% | 10.13% |
CACI International Inc | 49.76% | 3.94% | 31.54% | 51.42% | 16.77% | 21.05% |
107.70% | 0.50% | 53.00% | 124.26% | N/A | N/A | |
52.85% | 2.18% | 29.37% | 82.58% | N/A | N/A | |
36.75% | 12.37% | 23.61% | 83.34% | N/A | N/A | |
KKR & Co. Inc. | 55.23% | 6.48% | 30.21% | 103.26% | 36.42% | 22.32% |
The Hartford Financial Services Group, Inc. | 47.63% | 5.72% | 16.77% | 61.84% | 16.82% | 14.45% |
37.05% | -1.13% | 7.99% | 68.33% | N/A | N/A | |
Colgate-Palmolive Company | 33.40% | 2.66% | 19.64% | 46.18% | 10.70% | 7.32% |
Leidos Holdings, Inc. | 43.75% | 3.05% | 21.31% | 66.65% | 13.70% | 21.87% |
81.90% | 10.69% | 12.20% | 129.68% | N/A | N/A | |
Canadian Imperial Bank of Commerce | 31.41% | 15.75% | 25.69% | 59.40% | 16.05% | 9.29% |
EMCOR Group, Inc. | 90.36% | 11.03% | 22.64% | 89.63% | 37.11% | 25.80% |
70.12% | 3.76% | 38.27% | 69.16% | N/A | N/A | |
64.27% | 3.14% | 32.91% | 93.13% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of DEFENSIVE PORTFOLIO VERSION 4, 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 | 3.73% | 7.91% | 4.16% | -1.06% | 5.34% | 2.06% | 1.59% | 3.84% | 31.16% | ||||
2023 | -0.02% | 1.28% | -2.47% | -0.95% | 6.26% | 3.73% | 7.81% |
Expense Ratio
DEFENSIVE PORTFOLIO VERSION 4 features an expense ratio of 0.42%, falling within the medium range. 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 DEFENSIVE PORTFOLIO VERSION 4 is 99, placing it in the top 1% 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 | |
---|---|---|---|---|---|
iShares High Yield Corporate Bond Buywrite Strategy ETF | 2.52 | 3.45 | 1.57 | 2.10 | 14.43 |
2.14 | 2.85 | 1.44 | 2.69 | 13.89 | |
1.14 | 1.53 | 1.28 | 1.25 | 9.11 | |
NVIDIA Corporation | 3.46 | 3.63 | 1.47 | 6.58 | 20.89 |
21.56 | — | — | — | — | |
2.77 | 3.22 | 1.46 | 5.50 | 18.25 | |
British American Tobacco p.l.c. | 1.26 | 1.71 | 1.26 | 1.94 | 6.17 |
4.35 | 4.79 | 1.60 | 9.35 | 38.23 | |
Lockheed Martin Corporation | 2.45 | 4.22 | 1.54 | 3.40 | 13.10 |
Altria Group, Inc. | 1.66 | 2.10 | 1.34 | 2.56 | 9.44 |
Coca-Cola Consolidated, Inc. | 3.03 | 4.29 | 1.56 | 5.96 | 16.24 |
Boston Scientific Corporation | 2.86 | 3.62 | 1.53 | 4.88 | 22.71 |
AbbVie Inc. | 1.67 | 2.17 | 1.31 | 2.22 | 5.61 |
3.83 | 5.17 | 1.70 | 11.35 | 33.98 | |
2.65 | 3.28 | 1.43 | 4.36 | 14.49 | |
2.55 | 3.59 | 1.45 | 5.76 | 15.91 | |
Meta Platforms, Inc. | 2.19 | 3.08 | 1.42 | 4.33 | 13.12 |
YieldMax META Option Income ETF | 2.10 | 2.67 | 1.40 | 3.77 | 10.80 |
Fidelity Floating Rate High Income Fund | 3.30 | 9.66 | 3.00 | 9.88 | 43.16 |
National Health Investors, Inc. | 3.64 | 4.77 | 1.59 | 6.79 | 27.60 |
ACI Worldwide, Inc. | 3.51 | 4.67 | 1.57 | 5.57 | 26.55 |
CACI International Inc | 3.03 | 4.20 | 1.55 | 4.15 | 18.81 |
3.61 | 4.16 | 1.56 | 3.98 | 17.10 | |
3.33 | 4.34 | 1.57 | 5.30 | 22.77 | |
2.98 | 3.82 | 1.48 | 4.84 | 17.73 | |
KKR & Co. Inc. | 3.34 | 4.05 | 1.54 | 6.68 | 23.98 |
The Hartford Financial Services Group, Inc. | 3.48 | 4.43 | 1.65 | 8.27 | 26.93 |
3.29 | 4.52 | 1.57 | 4.28 | 30.40 | |
Colgate-Palmolive Company | 3.35 | 4.61 | 1.62 | 4.27 | 28.72 |
Leidos Holdings, Inc. | 3.76 | 5.62 | 1.78 | 7.76 | 27.47 |
2.58 | 2.76 | 1.37 | 3.81 | 10.82 | |
Canadian Imperial Bank of Commerce | 2.95 | 4.27 | 1.53 | 3.15 | 15.13 |
EMCOR Group, Inc. | 3.11 | 3.60 | 1.53 | 6.30 | 19.79 |
2.08 | 2.69 | 1.34 | 3.93 | 13.22 | |
2.31 | 3.59 | 1.46 | 6.17 | 18.50 |
Dividends
Dividend yield
DEFENSIVE PORTFOLIO VERSION 4 granted a 10.38% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DEFENSIVE PORTFOLIO VERSION 4 | 10.38% | 8.64% | 5.12% | 1.75% | 2.80% | 1.76% | 1.70% | 1.39% | 2.23% | 1.71% | 1.58% | 1.62% |
Portfolio components: | ||||||||||||
iShares High Yield Corporate Bond Buywrite Strategy ETF | 13.25% | 15.98% | 8.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
11.72% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
16.27% | 16.36% | 18.21% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
5.23% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
77.36% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
British American Tobacco p.l.c. | 7.58% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.77% | 4.21% | 4.55% | 4.04% |
0.00% | 0.00% | 0.00% | 0.00% | 128.87% | 1.71% | 1.46% | 1.35% | 1.92% | 4.01% | 2.72% | 1.50% | |
Lockheed Martin Corporation | 2.22% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Altria Group, Inc. | 7.84% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
Coca-Cola Consolidated, Inc. | 1.43% | 0.54% | 0.19% | 0.16% | 0.37% | 0.34% | 0.55% | 0.45% | 0.55% | 0.53% | 1.11% | 1.33% |
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% |
AbbVie Inc. | 3.17% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% | |
1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% | |
5.10% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% | |
Meta Platforms, Inc. | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YieldMax META Option Income ETF | 50.76% | 8.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Fidelity Floating Rate High Income Fund | 8.51% | 8.23% | 5.06% | 3.26% | 3.84% | 5.15% | 4.72% | 4.05% | 3.94% | 4.25% | 4.00% | 3.46% |
National Health Investors, Inc. | 4.25% | 6.45% | 6.89% | 6.62% | 6.38% | 5.15% | 5.30% | 5.04% | 4.85% | 5.59% | 4.40% | 5.56% |
ACI Worldwide, 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% |
CACI International 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% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.34% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% | 0.25% | |
0.57% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% | |
KKR & Co. Inc. | 0.53% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
The Hartford Financial Services Group, Inc. | 1.61% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% | 1.38% |
1.44% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% | |
Colgate-Palmolive Company | 1.87% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
Leidos Holdings, Inc. | 0.98% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
0.11% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Canadian Imperial Bank of Commerce | 4.30% | 5.42% | 6.23% | 5.77% | 8.48% | 10.73% | 5.47% | 4.09% | 4.48% | 8.64% | 4.18% | 4.30% |
EMCOR Group, Inc. | 0.21% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% | 0.42% |
0.43% | 0.72% | 1.09% | 1.00% | 0.87% | 1.08% | 1.25% | 1.03% | 0.97% | 0.93% | 0.65% | 0.43% | |
2.08% | 2.74% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the DEFENSIVE PORTFOLIO VERSION 4. 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 DEFENSIVE PORTFOLIO VERSION 4 was 5.08%, occurring on Oct 27, 2023. Recovery took 11 trading sessions.
The current DEFENSIVE PORTFOLIO VERSION 4 drawdown is 0.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-5.08% | Sep 5, 2023 | 40 | Oct 27, 2023 | 11 | Nov 13, 2023 | 51 |
-4.06% | Jul 11, 2024 | 18 | Aug 5, 2024 | 6 | Aug 13, 2024 | 24 |
-3.74% | Mar 25, 2024 | 20 | Apr 19, 2024 | 10 | May 3, 2024 | 30 |
-2.83% | Aug 8, 2023 | 8 | Aug 17, 2023 | 8 | Aug 29, 2023 | 16 |
-2.58% | Sep 3, 2024 | 4 | Sep 6, 2024 | 5 | Sep 13, 2024 | 9 |
Volatility
Volatility Chart
The current DEFENSIVE PORTFOLIO VERSION 4 volatility is 2.93%, 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
SGOV | PGR | FFRHX | LMT | T | ABBV | CL | COKE | MO | BSX | HIG | BTI | SLVM | TXRH | NHI | FBY | LDOS | NVDY | NVDA | RYCEY | VRT | ACIW | META | THC | HYGW | UHS | CACI | EME | TSM | PRIM | CM | SVOL | PHM | KKR | SPYI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV | 1.00 | -0.04 | 0.00 | 0.01 | 0.06 | 0.08 | 0.08 | -0.05 | 0.08 | 0.05 | -0.03 | 0.16 | 0.02 | -0.04 | 0.09 | -0.00 | 0.06 | 0.10 | 0.08 | 0.01 | 0.02 | 0.09 | 0.00 | -0.00 | 0.15 | 0.02 | 0.06 | 0.02 | 0.12 | 0.01 | 0.08 | 0.04 | 0.09 | 0.04 | 0.07 |
PGR | -0.04 | 1.00 | 0.09 | 0.20 | 0.02 | 0.19 | 0.26 | 0.18 | 0.15 | 0.12 | 0.43 | 0.11 | 0.08 | 0.11 | 0.14 | 0.09 | 0.11 | -0.04 | -0.06 | 0.10 | -0.02 | 0.06 | 0.08 | -0.01 | 0.04 | 0.06 | 0.13 | 0.03 | -0.07 | 0.05 | 0.06 | 0.01 | -0.04 | 0.02 | 0.05 |
FFRHX | 0.00 | 0.09 | 1.00 | 0.04 | 0.18 | 0.03 | 0.05 | 0.16 | 0.08 | 0.06 | 0.11 | 0.15 | 0.09 | 0.12 | 0.10 | 0.09 | 0.11 | 0.06 | 0.07 | 0.13 | 0.03 | 0.18 | 0.05 | 0.20 | 0.11 | 0.16 | 0.07 | 0.11 | 0.13 | 0.07 | 0.23 | 0.22 | 0.12 | 0.17 | 0.22 |
LMT | 0.01 | 0.20 | 0.04 | 1.00 | 0.18 | 0.24 | 0.29 | 0.14 | 0.32 | 0.09 | 0.29 | 0.24 | 0.05 | 0.04 | 0.10 | -0.12 | 0.32 | -0.20 | -0.24 | 0.12 | -0.12 | 0.01 | -0.10 | 0.13 | 0.03 | 0.22 | 0.25 | 0.01 | -0.13 | 0.08 | 0.04 | 0.05 | 0.02 | -0.02 | -0.00 |
T | 0.06 | 0.02 | 0.18 | 0.18 | 1.00 | 0.27 | 0.19 | 0.08 | 0.29 | 0.16 | 0.23 | 0.31 | 0.21 | 0.03 | 0.17 | -0.07 | 0.05 | -0.15 | -0.16 | -0.02 | -0.07 | 0.14 | -0.06 | 0.12 | 0.19 | 0.18 | 0.10 | -0.04 | -0.14 | 0.02 | 0.20 | 0.09 | 0.17 | 0.04 | 0.09 |
ABBV | 0.08 | 0.19 | 0.03 | 0.24 | 0.27 | 1.00 | 0.27 | 0.12 | 0.30 | 0.24 | 0.34 | 0.27 | 0.08 | 0.13 | 0.17 | 0.03 | 0.14 | 0.01 | 0.00 | 0.16 | 0.01 | 0.14 | 0.04 | 0.19 | 0.12 | 0.24 | 0.15 | 0.09 | 0.00 | 0.10 | 0.11 | 0.18 | 0.18 | 0.10 | 0.23 |
CL | 0.08 | 0.26 | 0.05 | 0.29 | 0.19 | 0.27 | 1.00 | 0.20 | 0.38 | 0.28 | 0.24 | 0.27 | 0.11 | 0.23 | 0.24 | -0.01 | 0.23 | -0.13 | -0.13 | 0.13 | -0.00 | 0.13 | -0.01 | 0.11 | 0.14 | 0.29 | 0.20 | -0.01 | -0.09 | 0.02 | 0.09 | 0.15 | 0.11 | 0.01 | 0.13 |
COKE | -0.05 | 0.18 | 0.16 | 0.14 | 0.08 | 0.12 | 0.20 | 1.00 | 0.19 | 0.19 | 0.18 | 0.21 | 0.15 | 0.20 | 0.24 | 0.26 | 0.16 | 0.10 | 0.09 | 0.23 | 0.11 | 0.21 | 0.25 | 0.20 | 0.21 | 0.22 | 0.22 | 0.15 | 0.17 | 0.19 | 0.25 | 0.26 | 0.23 | 0.28 | 0.28 |
MO | 0.08 | 0.15 | 0.08 | 0.32 | 0.29 | 0.30 | 0.38 | 0.19 | 1.00 | 0.19 | 0.33 | 0.65 | 0.19 | 0.14 | 0.33 | -0.01 | 0.24 | -0.07 | -0.10 | 0.06 | -0.04 | 0.25 | -0.03 | 0.23 | 0.29 | 0.25 | 0.20 | -0.00 | -0.04 | 0.11 | 0.30 | 0.20 | 0.17 | 0.13 | 0.23 |
BSX | 0.05 | 0.12 | 0.06 | 0.09 | 0.16 | 0.24 | 0.28 | 0.19 | 0.19 | 1.00 | 0.18 | 0.09 | 0.15 | 0.20 | 0.17 | 0.23 | 0.26 | 0.19 | 0.18 | 0.32 | 0.26 | 0.17 | 0.26 | 0.30 | 0.29 | 0.29 | 0.21 | 0.24 | 0.20 | 0.21 | 0.21 | 0.28 | 0.24 | 0.25 | 0.41 |
HIG | -0.03 | 0.43 | 0.11 | 0.29 | 0.23 | 0.34 | 0.24 | 0.18 | 0.33 | 0.18 | 1.00 | 0.33 | 0.23 | 0.33 | 0.24 | 0.11 | 0.31 | 0.03 | 0.00 | 0.12 | 0.09 | 0.22 | 0.10 | 0.26 | 0.18 | 0.33 | 0.35 | 0.26 | -0.01 | 0.26 | 0.33 | 0.18 | 0.27 | 0.29 | 0.27 |
BTI | 0.16 | 0.11 | 0.15 | 0.24 | 0.31 | 0.27 | 0.27 | 0.21 | 0.65 | 0.09 | 0.33 | 1.00 | 0.17 | 0.23 | 0.36 | 0.16 | 0.26 | 0.06 | 0.02 | 0.10 | -0.01 | 0.34 | 0.13 | 0.26 | 0.30 | 0.28 | 0.25 | 0.08 | 0.10 | 0.16 | 0.42 | 0.34 | 0.30 | 0.25 | 0.29 |
SLVM | 0.02 | 0.08 | 0.09 | 0.05 | 0.21 | 0.08 | 0.11 | 0.15 | 0.19 | 0.15 | 0.23 | 0.17 | 1.00 | 0.25 | 0.37 | 0.11 | 0.29 | 0.09 | 0.07 | 0.28 | 0.24 | 0.41 | 0.16 | 0.33 | 0.30 | 0.34 | 0.33 | 0.32 | 0.21 | 0.34 | 0.36 | 0.25 | 0.40 | 0.35 | 0.36 |
TXRH | -0.04 | 0.11 | 0.12 | 0.04 | 0.03 | 0.13 | 0.23 | 0.20 | 0.14 | 0.20 | 0.33 | 0.23 | 0.25 | 1.00 | 0.20 | 0.28 | 0.25 | 0.24 | 0.20 | 0.33 | 0.33 | 0.26 | 0.28 | 0.29 | 0.25 | 0.28 | 0.32 | 0.35 | 0.26 | 0.31 | 0.33 | 0.25 | 0.38 | 0.28 | 0.41 |
NHI | 0.09 | 0.14 | 0.10 | 0.10 | 0.17 | 0.17 | 0.24 | 0.24 | 0.33 | 0.17 | 0.24 | 0.36 | 0.37 | 0.20 | 1.00 | 0.11 | 0.28 | 0.05 | 0.05 | 0.23 | 0.13 | 0.47 | 0.13 | 0.29 | 0.33 | 0.29 | 0.34 | 0.26 | 0.14 | 0.30 | 0.38 | 0.34 | 0.40 | 0.33 | 0.37 |
FBY | -0.00 | 0.09 | 0.09 | -0.12 | -0.07 | 0.03 | -0.01 | 0.26 | -0.01 | 0.23 | 0.11 | 0.16 | 0.11 | 0.28 | 0.11 | 1.00 | 0.13 | 0.48 | 0.49 | 0.32 | 0.44 | 0.24 | 0.92 | 0.26 | 0.31 | 0.17 | 0.16 | 0.30 | 0.46 | 0.25 | 0.33 | 0.36 | 0.30 | 0.45 | 0.57 |
LDOS | 0.06 | 0.11 | 0.11 | 0.32 | 0.05 | 0.14 | 0.23 | 0.16 | 0.24 | 0.26 | 0.31 | 0.26 | 0.29 | 0.25 | 0.28 | 0.13 | 1.00 | 0.16 | 0.15 | 0.29 | 0.24 | 0.32 | 0.16 | 0.37 | 0.17 | 0.38 | 0.58 | 0.37 | 0.20 | 0.38 | 0.29 | 0.32 | 0.37 | 0.34 | 0.36 |
NVDY | 0.10 | -0.04 | 0.06 | -0.20 | -0.15 | 0.01 | -0.13 | 0.10 | -0.07 | 0.19 | 0.03 | 0.06 | 0.09 | 0.24 | 0.05 | 0.48 | 0.16 | 1.00 | 0.95 | 0.29 | 0.56 | 0.13 | 0.50 | 0.20 | 0.27 | 0.13 | 0.19 | 0.39 | 0.66 | 0.32 | 0.25 | 0.39 | 0.28 | 0.40 | 0.60 |
NVDA | 0.08 | -0.06 | 0.07 | -0.24 | -0.16 | 0.00 | -0.13 | 0.09 | -0.10 | 0.18 | 0.00 | 0.02 | 0.07 | 0.20 | 0.05 | 0.49 | 0.15 | 0.95 | 1.00 | 0.31 | 0.59 | 0.15 | 0.52 | 0.19 | 0.27 | 0.15 | 0.17 | 0.38 | 0.67 | 0.34 | 0.24 | 0.41 | 0.28 | 0.41 | 0.63 |
RYCEY | 0.01 | 0.10 | 0.13 | 0.12 | -0.02 | 0.16 | 0.13 | 0.23 | 0.06 | 0.32 | 0.12 | 0.10 | 0.28 | 0.33 | 0.23 | 0.32 | 0.29 | 0.29 | 0.31 | 1.00 | 0.38 | 0.25 | 0.35 | 0.19 | 0.37 | 0.23 | 0.26 | 0.36 | 0.40 | 0.40 | 0.35 | 0.42 | 0.37 | 0.41 | 0.46 |
VRT | 0.02 | -0.02 | 0.03 | -0.12 | -0.07 | 0.01 | -0.00 | 0.11 | -0.04 | 0.26 | 0.09 | -0.01 | 0.24 | 0.33 | 0.13 | 0.44 | 0.24 | 0.56 | 0.59 | 0.38 | 1.00 | 0.16 | 0.48 | 0.30 | 0.24 | 0.27 | 0.24 | 0.58 | 0.53 | 0.44 | 0.23 | 0.40 | 0.36 | 0.44 | 0.56 |
ACIW | 0.09 | 0.06 | 0.18 | 0.01 | 0.14 | 0.14 | 0.13 | 0.21 | 0.25 | 0.17 | 0.22 | 0.34 | 0.41 | 0.26 | 0.47 | 0.24 | 0.32 | 0.13 | 0.15 | 0.25 | 0.16 | 1.00 | 0.27 | 0.35 | 0.37 | 0.37 | 0.44 | 0.30 | 0.24 | 0.35 | 0.42 | 0.37 | 0.45 | 0.42 | 0.47 |
META | 0.00 | 0.08 | 0.05 | -0.10 | -0.06 | 0.04 | -0.01 | 0.25 | -0.03 | 0.26 | 0.10 | 0.13 | 0.16 | 0.28 | 0.13 | 0.92 | 0.16 | 0.50 | 0.52 | 0.35 | 0.48 | 0.27 | 1.00 | 0.25 | 0.33 | 0.22 | 0.20 | 0.33 | 0.51 | 0.28 | 0.31 | 0.36 | 0.34 | 0.49 | 0.63 |
THC | -0.00 | -0.01 | 0.20 | 0.13 | 0.12 | 0.19 | 0.11 | 0.20 | 0.23 | 0.30 | 0.26 | 0.26 | 0.33 | 0.29 | 0.29 | 0.26 | 0.37 | 0.20 | 0.19 | 0.19 | 0.30 | 0.35 | 0.25 | 1.00 | 0.20 | 0.66 | 0.35 | 0.35 | 0.27 | 0.37 | 0.38 | 0.26 | 0.44 | 0.43 | 0.44 |
HYGW | 0.15 | 0.04 | 0.11 | 0.03 | 0.19 | 0.12 | 0.14 | 0.21 | 0.29 | 0.29 | 0.18 | 0.30 | 0.30 | 0.25 | 0.33 | 0.31 | 0.17 | 0.27 | 0.27 | 0.37 | 0.24 | 0.37 | 0.33 | 0.20 | 1.00 | 0.28 | 0.30 | 0.34 | 0.40 | 0.32 | 0.44 | 0.49 | 0.44 | 0.41 | 0.51 |
UHS | 0.02 | 0.06 | 0.16 | 0.22 | 0.18 | 0.24 | 0.29 | 0.22 | 0.25 | 0.29 | 0.33 | 0.28 | 0.34 | 0.28 | 0.29 | 0.17 | 0.38 | 0.13 | 0.15 | 0.23 | 0.27 | 0.37 | 0.22 | 0.66 | 0.28 | 1.00 | 0.39 | 0.36 | 0.21 | 0.34 | 0.36 | 0.27 | 0.47 | 0.32 | 0.41 |
CACI | 0.06 | 0.13 | 0.07 | 0.25 | 0.10 | 0.15 | 0.20 | 0.22 | 0.20 | 0.21 | 0.35 | 0.25 | 0.33 | 0.32 | 0.34 | 0.16 | 0.58 | 0.19 | 0.17 | 0.26 | 0.24 | 0.44 | 0.20 | 0.35 | 0.30 | 0.39 | 1.00 | 0.44 | 0.23 | 0.46 | 0.32 | 0.29 | 0.42 | 0.41 | 0.41 |
EME | 0.02 | 0.03 | 0.11 | 0.01 | -0.04 | 0.09 | -0.01 | 0.15 | -0.00 | 0.24 | 0.26 | 0.08 | 0.32 | 0.35 | 0.26 | 0.30 | 0.37 | 0.39 | 0.38 | 0.36 | 0.58 | 0.30 | 0.33 | 0.35 | 0.34 | 0.36 | 0.44 | 1.00 | 0.43 | 0.64 | 0.32 | 0.33 | 0.50 | 0.49 | 0.52 |
TSM | 0.12 | -0.07 | 0.13 | -0.13 | -0.14 | 0.00 | -0.09 | 0.17 | -0.04 | 0.20 | -0.01 | 0.10 | 0.21 | 0.26 | 0.14 | 0.46 | 0.20 | 0.66 | 0.67 | 0.40 | 0.53 | 0.24 | 0.51 | 0.27 | 0.40 | 0.21 | 0.23 | 0.43 | 1.00 | 0.43 | 0.35 | 0.49 | 0.32 | 0.49 | 0.63 |
PRIM | 0.01 | 0.05 | 0.07 | 0.08 | 0.02 | 0.10 | 0.02 | 0.19 | 0.11 | 0.21 | 0.26 | 0.16 | 0.34 | 0.31 | 0.30 | 0.25 | 0.38 | 0.32 | 0.34 | 0.40 | 0.44 | 0.35 | 0.28 | 0.37 | 0.32 | 0.34 | 0.46 | 0.64 | 0.43 | 1.00 | 0.43 | 0.34 | 0.49 | 0.53 | 0.52 |
CM | 0.08 | 0.06 | 0.23 | 0.04 | 0.20 | 0.11 | 0.09 | 0.25 | 0.30 | 0.21 | 0.33 | 0.42 | 0.36 | 0.33 | 0.38 | 0.33 | 0.29 | 0.25 | 0.24 | 0.35 | 0.23 | 0.42 | 0.31 | 0.38 | 0.44 | 0.36 | 0.32 | 0.32 | 0.35 | 0.43 | 1.00 | 0.37 | 0.46 | 0.49 | 0.49 |
SVOL | 0.04 | 0.01 | 0.22 | 0.05 | 0.09 | 0.18 | 0.15 | 0.26 | 0.20 | 0.28 | 0.18 | 0.34 | 0.25 | 0.25 | 0.34 | 0.36 | 0.32 | 0.39 | 0.41 | 0.42 | 0.40 | 0.37 | 0.36 | 0.26 | 0.49 | 0.27 | 0.29 | 0.33 | 0.49 | 0.34 | 0.37 | 1.00 | 0.38 | 0.49 | 0.68 |
PHM | 0.09 | -0.04 | 0.12 | 0.02 | 0.17 | 0.18 | 0.11 | 0.23 | 0.17 | 0.24 | 0.27 | 0.30 | 0.40 | 0.38 | 0.40 | 0.30 | 0.37 | 0.28 | 0.28 | 0.37 | 0.36 | 0.45 | 0.34 | 0.44 | 0.44 | 0.47 | 0.42 | 0.50 | 0.32 | 0.49 | 0.46 | 0.38 | 1.00 | 0.52 | 0.51 |
KKR | 0.04 | 0.02 | 0.17 | -0.02 | 0.04 | 0.10 | 0.01 | 0.28 | 0.13 | 0.25 | 0.29 | 0.25 | 0.35 | 0.28 | 0.33 | 0.45 | 0.34 | 0.40 | 0.41 | 0.41 | 0.44 | 0.42 | 0.49 | 0.43 | 0.41 | 0.32 | 0.41 | 0.49 | 0.49 | 0.53 | 0.49 | 0.49 | 0.52 | 1.00 | 0.63 |
SPYI | 0.07 | 0.05 | 0.22 | -0.00 | 0.09 | 0.23 | 0.13 | 0.28 | 0.23 | 0.41 | 0.27 | 0.29 | 0.36 | 0.41 | 0.37 | 0.57 | 0.36 | 0.60 | 0.63 | 0.46 | 0.56 | 0.47 | 0.63 | 0.44 | 0.51 | 0.41 | 0.41 | 0.52 | 0.63 | 0.52 | 0.49 | 0.68 | 0.51 | 0.63 | 1.00 |