Greenwood

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Greenwood

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AEP American Electric Power Company, Inc.	Utilities	1.82%
AMD Advanced Micro Devices, Inc.	Technology	1.82%
APP AppLovin Corporation	Technology	1.82%
BK The Bank of New York Mellon Corporation	Financial Services	1.82%
CAT Caterpillar Inc.	Industrials	1.82%
CLS Celestica Inc.	Technology	1.82%
CMS CMS Energy Corporation	Utilities	1.82%
D Dominion Energy, Inc.	Utilities	1.82%
DD DuPont de Nemours, Inc.	Basic Materials	1.82%
DTE DTE Energy Company	Utilities	1.82%
EMR Emerson Electric Co.	Industrials	1.82%
EPD Enterprise Products Partners L.P.	Energy	1.82%
EPRT Essential Properties Realty Trust, Inc.	Real Estate	1.82%
ET Energy Transfer LP	Energy	1.82%
ETR Entergy Corporation	Utilities	1.82%
FE FirstEnergy Corp.	Utilities	1.82%
FITB Fifth Third Bancorp	Financial Services	1.82%
FNF Fidelity National Financial, Inc.	Financial Services	1.82%
GD General Dynamics Corporation		1.82%
GOOGL Alphabet Inc Class A	Communication Services	1.82%
HPQ HP Inc.	Technology	1.82%
IBM International Business Machines Corporation	Technology	1.82%
IVZ Invesco Ltd.	Financial Services	1.82%
K Kellogg Company	Consumer Defensive	1.82%
KEY KeyCorp	Financial Services	1.82%
KO The Coca-Cola Company	Consumer Defensive	1.82%
LNT Alliant Energy Corporation	Utilities	1.82%
MO Altria Group, Inc.	Consumer Defensive	1.82%
MRK Merck & Co., Inc.	Healthcare	1.82%
MSFT Microsoft Corporation	Technology	1.82%
NEM Newmont Goldcorp Corporation	Basic Materials	1.82%
NI NiSource Inc.	Utilities	1.82%
NRG NRG Energy, Inc.	Utilities	1.82%
OGE OGE Energy Corp.	Utilities	1.82%
OKE ONEOK, Inc.	Energy	1.82%
OSK Oshkosh Corporation	Industrials	1.82%
PEG Public Service Enterprise Group Incorporated	Utilities	1.82%
PFG Principal Financial Group, Inc.	Financial Services	1.82%
PM Philip Morris International Inc.	Consumer Defensive	1.82%
POWL Powell Industries, Inc.	Industrials	1.82%
PPL PPL Corporation	Utilities	1.82%
RF Regions Financial Corporation	Financial Services	1.82%
STRL Sterling Construction Company, Inc.	Industrials	1.82%
STX Seagate Technology plc	Technology	1.82%
SUN Sunoco LP	Energy	1.82%
T AT&T Inc.	Communication Services	1.82%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	1.82%
UNM Unum Group	Financial Services	1.82%
USB U.S. Bancorp	Financial Services	1.82%
VLO Valero Energy Corporation	Energy	1.82%
WEC WEC Energy Group, Inc.	Utilities	1.82%
WM Waste Management, Inc.	Industrials	1.82%
WSO Watsco, Inc.	Industrials	1.82%
XOM Exxon Mobil Corporation	Energy	1.82%
ZS Zscaler, Inc.	Technology	1.82%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Apr 15, 2021, corresponding to the inception date of APP

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	7.94%	-2.79%	10.16%	14.45%	10.68%
Greenwood	7.43%	8.09%	0.73%	26.86%	N/A	N/A
Portfolio components:
AEP American Electric Power Company, Inc.	13.59%	-3.01%	7.36%	19.57%	9.42%	10.26%
AMD Advanced Micro Devices, Inc.	-8.68%	22.04%	-20.27%	-31.24%	14.86%	47.78%
APP AppLovin Corporation	9.41%	40.40%	6.29%	347.00%	N/A	N/A
BK The Bank of New York Mellon Corporation	17.34%	14.61%	12.49%	56.69%	24.61%	10.21%
CAT Caterpillar Inc.	-4.52%	16.10%	-12.86%	-0.48%	27.60%	17.61%
CLS Celestica Inc.	29.44%	35.47%	34.00%	115.77%	80.07%	25.11%
CMS CMS Energy Corporation	6.11%	-4.52%	1.73%	17.99%	7.83%	10.72%
D Dominion Energy, Inc.	5.76%	5.55%	-0.92%	12.37%	-2.80%	1.87%
DD DuPont de Nemours, Inc.	-10.83%	7.28%	-18.03%	-12.66%	8.86%	N/A
DTE DTE Energy Company	13.81%	0.12%	11.30%	25.91%	13.13%	10.94%
EMR Emerson Electric Co.	-3.77%	17.50%	-8.31%	6.99%	18.74%	9.82%
EPD Enterprise Products Partners L.P.	3.16%	3.72%	-1.43%	18.89%	19.76%	6.68%
EPRT Essential Properties Realty Trust, Inc.	2.85%	-0.69%	-2.96%	23.16%	24.65%	N/A
ET Energy Transfer LP	-5.62%	6.40%	-3.05%	24.70%	27.37%	1.76%
ETR Entergy Corporation	10.83%	-1.00%	11.26%	56.37%	15.36%	12.63%
FE FirstEnergy Corp.	8.10%	-0.05%	2.91%	12.14%	5.11%	6.02%
FITB Fifth Third Bancorp	-11.17%	6.01%	-20.91%	4.81%	20.78%	9.88%
FNF Fidelity National Financial, Inc.	-3.15%	-12.98%	-11.48%	11.83%	20.87%	10.12%
GD General Dynamics Corporation	5.41%	3.39%	-1.44%	-5.41%	17.39%	9.57%
GOOGL Alphabet Inc Class A	-10.90%	8.45%	2.49%	-2.46%	19.09%	19.99%
HPQ HP Inc.	-13.37%	13.60%	-25.25%	-11.31%	14.16%	9.87%
IBM International Business Machines Corporation	19.22%	6.06%	17.54%	56.13%	23.33%	9.35%
IVZ Invesco Ltd.	-15.68%	7.89%	-16.91%	-2.35%	19.63%	-5.54%
K Kellogg Company	2.46%	-0.56%	2.93%	38.49%	10.98%	6.90%
KEY KeyCorp	-7.58%	7.78%	-18.30%	13.71%	13.29%	4.56%
KO The Coca-Cola Company	16.13%	-2.09%	13.97%	19.05%	13.20%	9.17%
LNT Alliant Energy Corporation	6.14%	1.64%	-0.87%	27.63%	9.34%	10.84%
MO Altria Group, Inc.	16.31%	2.02%	9.29%	41.54%	18.76%	8.33%
MRK Merck & Co., Inc.	-21.34%	-1.47%	-20.47%	-39.07%	4.42%	6.47%
MSFT Microsoft Corporation	7.21%	20.46%	8.37%	6.24%	20.69%	27.26%
NEM Newmont Goldcorp Corporation	45.00%	0.94%	25.15%	33.11%	0.01%	9.84%
NI NiSource Inc.	7.71%	-0.06%	5.00%	43.29%	15.00%	11.29%
NRG NRG Energy, Inc.	76.39%	55.29%	66.67%	98.22%	38.97%	22.88%
OGE OGE Energy Corp.	9.40%	-1.78%	3.01%	29.55%	12.56%	8.07%
OKE ONEOK, Inc.	-17.29%	-2.95%	-29.05%	5.88%	25.50%	13.32%
OSK Oshkosh Corporation	3.82%	16.45%	-11.72%	-13.92%	10.05%	7.80%
PEG Public Service Enterprise Group Incorporated	-5.79%	-3.52%	-13.27%	10.68%	14.26%	10.04%
PFG Principal Financial Group, Inc.	0.39%	4.01%	-8.58%	-2.04%	20.30%	7.96%
PM Philip Morris International Inc.	49.37%	6.00%	39.83%	86.84%	26.87%	13.46%
POWL Powell Industries, Inc.	-20.96%	0.16%	-39.57%	-4.93%	49.69%	20.31%
PPL PPL Corporation	7.67%	-4.33%	2.25%	24.50%	10.80%	5.55%
RF Regions Financial Corporation	-8.73%	6.09%	-20.58%	17.22%	21.23%	11.40%
STRL Sterling Construction Company, Inc.	9.47%	31.64%	-6.16%	47.01%	84.35%	47.79%
STX Seagate Technology plc	31.69%	44.37%	14.94%	24.19%	21.73%	12.82%
SUN Sunoco LP	10.72%	-5.22%	4.83%	18.07%	26.37%	11.31%
T AT&T Inc.	23.27%	0.85%	21.09%	65.17%	11.79%	8.04%
TSM Taiwan Semiconductor Manufacturing Company Limited	-2.41%	21.65%	1.71%	23.91%	33.39%	26.25%
UNM Unum Group	10.56%	2.03%	6.47%	56.47%	45.61%	12.34%
USB U.S. Bancorp	-9.15%	8.68%	-16.35%	12.32%	10.10%	3.44%
VLO Valero Energy Corporation	6.62%	13.22%	-7.25%	-17.88%	19.12%	12.40%
WEC WEC Energy Group, Inc.	15.53%	-0.97%	7.93%	37.12%	7.87%	11.86%
WM Waste Management, Inc.	17.79%	3.58%	6.27%	14.68%	21.05%	19.26%
WSO Watsco, Inc.	-2.84%	1.98%	-17.01%	-2.79%	25.91%	17.25%
XOM Exxon Mobil Corporation	-2.47%	-3.16%	-13.86%	-6.07%	23.73%	6.47%
ZS Zscaler, Inc.	40.85%	26.68%	20.45%	47.81%	26.99%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Greenwood, 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	5.09%	0.54%	-2.43%	-1.53%	5.83%								7.43%
2024	0.55%	6.26%	5.22%	-2.32%	5.89%	-0.49%	5.07%	3.91%	4.04%	1.09%	9.63%	-6.76%	35.82%
2023	6.67%	-2.78%	-0.45%	-0.76%	-0.91%	6.08%	5.46%	0.15%	-3.05%	-1.59%	7.79%	7.05%	25.20%
2022	0.22%	-1.36%	3.44%	-5.08%	4.78%	-9.42%	5.39%	-2.20%	-10.06%	9.21%	6.59%	-2.86%	-3.43%
2021				1.46%	2.54%	-1.03%	0.10%	2.91%	-4.00%	6.09%	-2.00%	6.70%	12.97%

Expense Ratio

Greenwood has an expense ratio of 0.00%, meaning no management fees are charged. 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 87, Greenwood is among the top 13% 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 components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AEP American Electric Power Company, Inc.	1.01	1.16	1.15	1.16	2.91
AMD Advanced Micro Devices, Inc.	-0.59	-0.71	0.91	-0.52	-1.08
APP AppLovin Corporation	3.80	3.47	1.50	5.65	14.13
BK The Bank of New York Mellon Corporation	2.33	2.90	1.42	3.11	11.61
CAT Caterpillar Inc.	-0.02	0.09	1.01	-0.08	-0.22
CLS Celestica Inc.	1.54	2.10	1.30	2.35	5.81
CMS CMS Energy Corporation	1.02	1.20	1.15	1.03	3.55
D Dominion Energy, Inc.	0.52	0.69	1.09	0.24	1.37
DD DuPont de Nemours, Inc.	-0.39	-0.39	0.94	-0.35	-1.02
DTE DTE Energy Company	1.37	1.46	1.20	1.30	5.00
EMR Emerson Electric Co.	0.22	0.49	1.07	0.20	0.52
EPD Enterprise Products Partners L.P.	1.02	1.28	1.18	1.10	3.67
EPRT Essential Properties Realty Trust, Inc.	1.05	1.39	1.17	1.30	3.99
ET Energy Transfer LP	0.91	1.17	1.16	0.84	2.64
ETR Entergy Corporation	2.08	2.69	1.40	4.93	12.98
FE FirstEnergy Corp.	0.60	0.67	1.10	0.63	1.40
FITB Fifth Third Bancorp	0.17	0.27	1.04	0.05	0.12
FNF Fidelity National Financial, Inc.	0.48	0.47	1.06	0.29	0.92
GD General Dynamics Corporation	-0.24	-0.20	0.97	-0.25	-0.51
GOOGL Alphabet Inc Class A	-0.08	-0.00	1.00	-0.16	-0.34
HPQ HP Inc.	-0.29	-0.15	0.98	-0.26	-0.66
IBM International Business Machines Corporation	2.04	2.69	1.38	3.25	9.90
IVZ Invesco Ltd.	-0.06	0.06	1.01	-0.11	-0.43
K Kellogg Company	1.85	5.45	1.89	2.17	15.78
KEY KeyCorp	0.37	0.57	1.07	0.17	0.59
KO The Coca-Cola Company	1.13	1.56	1.19	1.13	2.47
LNT Alliant Energy Corporation	1.43	1.60	1.22	1.23	4.93
MO Altria Group, Inc.	2.17	2.89	1.38	3.83	8.95
MRK Merck & Co., Inc.	-1.41	-1.96	0.74	-0.90	-1.62
MSFT Microsoft Corporation	0.24	0.51	1.07	0.24	0.54
NEM Newmont Goldcorp Corporation	0.91	1.06	1.15	0.47	1.36
NI NiSource Inc.	2.26	2.45	1.35	3.78	11.63
NRG NRG Energy, Inc.	1.80	2.44	1.33	3.57	10.30
OGE OGE Energy Corp.	1.64	1.81	1.24	2.12	7.77
OKE ONEOK, Inc.	0.19	0.29	1.04	0.07	0.17
OSK Oshkosh Corporation	-0.35	-0.38	0.96	-0.41	-1.14
PEG Public Service Enterprise Group Incorporated	0.48	0.63	1.09	0.48	1.00
PFG Principal Financial Group, Inc.	-0.07	-0.02	1.00	-0.20	-0.47
PM Philip Morris International Inc.	3.51	4.57	1.69	7.81	23.49
POWL Powell Industries, Inc.	-0.06	0.48	1.06	-0.12	-0.20
PPL PPL Corporation	1.38	1.56	1.20	2.22	5.58
RF Regions Financial Corporation	0.56	0.75	1.10	0.36	0.94
STRL Sterling Construction Company, Inc.	0.76	1.24	1.17	0.87	2.05
STX Seagate Technology plc	0.59	1.03	1.15	0.60	1.66
SUN Sunoco LP	0.71	0.86	1.11	0.59	2.06
T AT&T Inc.	2.78	3.45	1.49	4.95	22.82
TSM Taiwan Semiconductor Manufacturing Company Limited	0.52	1.08	1.14	0.72	1.91
UNM Unum Group	2.04	2.69	1.40	3.58	12.24
USB U.S. Bancorp	0.42	0.62	1.08	0.28	0.78
VLO Valero Energy Corporation	-0.48	-0.44	0.94	-0.43	-1.04
WEC WEC Energy Group, Inc.	2.15	2.43	1.30	1.33	9.42
WM Waste Management, Inc.	0.72	1.10	1.16	1.28	2.90
WSO Watsco, Inc.	-0.09	0.04	1.01	-0.20	-0.39
XOM Exxon Mobil Corporation	-0.26	-0.39	0.95	-0.50	-1.09
ZS Zscaler, Inc.	1.08	1.43	1.21	0.75	4.74

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

Greenwood Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 1.52
All Time: 1.11

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Greenwood compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Greenwood provided a 3.01% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.01%	3.01%	3.44%	3.49%	3.31%	4.00%	3.20%	3.55%	2.79%	2.87%	3.13%	2.37%
Portfolio components:
AEP American Electric Power Company, Inc.	3.57%	3.87%	4.15%	3.34%	3.37%	3.41%	2.87%	3.39%	3.25%	3.61%	3.69%	3.34%
AMD Advanced Micro Devices, 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%
APP AppLovin 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%
BK The Bank of New York Mellon Corporation	2.11%	2.32%	3.04%	3.12%	2.24%	2.92%	2.34%	2.21%	1.60%	1.52%	1.65%	1.63%
CAT Caterpillar Inc.	1.64%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%
CLS Celestica 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%
CMS CMS Energy Corporation	3.04%	3.09%	3.36%	2.91%	2.67%	2.67%	2.43%	2.88%	2.81%	2.98%	3.22%	3.11%
D Dominion Energy, Inc.	4.74%	4.96%	5.68%	4.35%	3.21%	4.59%	4.43%	4.67%	3.74%	3.66%	3.83%	3.12%
DD DuPont de Nemours, Inc.	2.29%	1.99%	1.87%	1.92%	1.49%	1.69%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%
DTE DTE Energy Company	3.10%	3.44%	3.52%	3.07%	2.98%	3.39%	2.96%	3.26%	3.07%	3.10%	3.54%	3.11%
EMR Emerson Electric Co.	1.78%	1.70%	2.14%	2.15%	2.18%	2.49%	2.58%	3.26%	2.76%	3.42%	3.94%	2.85%
EPD Enterprise Products Partners L.P.	6.78%	6.63%	7.51%	7.79%	8.20%	9.09%	6.24%	6.98%	6.29%	5.88%	5.90%	3.96%
EPRT Essential Properties Realty Trust, Inc.	3.67%	3.71%	4.38%	4.58%	3.47%	4.39%	3.55%	3.14%	0.00%	0.00%	0.00%	0.00%
ET Energy Transfer LP	7.26%	6.51%	8.96%	7.33%	7.44%	17.28%	9.51%	9.24%	6.66%	5.90%	7.42%	2.61%
ETR Entergy Corporation	2.86%	3.03%	4.29%	3.64%	3.43%	3.75%	3.06%	4.16%	4.30%	4.65%	4.89%	3.80%
FE FirstEnergy Corp.	4.08%	4.24%	4.31%	3.72%	3.75%	5.10%	3.13%	3.83%	4.70%	4.65%	4.54%	3.69%
FITB Fifth Third Bancorp	3.92%	3.41%	3.94%	3.84%	2.62%	3.92%	3.06%	3.14%	1.98%	1.97%	2.59%	2.50%
FNF Fidelity National Financial, Inc.	3.63%	3.46%	3.59%	8.72%	2.99%	1.43%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%
GD General Dynamics Corporation	2.10%	2.12%	2.01%	2.00%	2.24%	2.90%	2.26%	2.31%	1.61%	1.72%	2.46%	1.76%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HPQ HP Inc.	4.04%	3.42%	3.54%	3.77%	2.21%	2.94%	3.19%	2.82%	2.56%	4.24%	3.01%	1.56%
IBM International Business Machines Corporation	2.59%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%	2.65%
IVZ Invesco Ltd.	5.74%	4.66%	4.41%	4.07%	2.89%	4.45%	6.84%	7.11%	3.15%	3.66%	3.17%	2.47%
K Kellogg Company	2.76%	2.79%	3.99%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%	2.90%
KEY KeyCorp	5.24%	4.78%	5.69%	4.54%	3.24%	4.51%	3.51%	3.82%	1.88%	1.81%	2.20%	1.80%
KO The Coca-Cola Company	2.74%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%
LNT Alliant Energy Corporation	3.20%	3.25%	3.53%	3.10%	2.62%	2.95%	2.60%	3.17%	2.96%	3.10%	3.52%	3.07%
MO Altria Group, Inc.	6.76%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%	4.06%
MRK Merck & Co., Inc.	4.07%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%	3.12%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
NEM Newmont Goldcorp Corporation	1.86%	2.69%	3.87%	4.66%	3.55%	1.74%	3.31%	1.62%	0.67%	0.37%	0.56%	1.19%
NI NiSource Inc.	2.79%	2.88%	3.77%	3.43%	3.19%	3.66%	2.87%	3.08%	2.73%	2.89%	2.68%	2.51%
NRG NRG Energy, Inc.	1.07%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%	2.00%
OGE OGE Energy Corp.	3.80%	4.06%	4.75%	4.16%	4.22%	4.92%	3.33%	3.48%	3.77%	3.37%	4.85%	2.61%
OKE ONEOK, Inc.	4.98%	3.94%	5.47%	5.72%	6.40%	9.77%	4.66%	6.01%	5.09%	4.28%	9.85%	4.27%
OSK Oshkosh Corporation	1.98%	1.94%	1.51%	1.68%	1.21%	1.43%	1.17%	1.61%	0.96%	1.21%	1.79%	1.27%
PEG Public Service Enterprise Group Incorporated	3.08%	2.84%	3.73%	3.53%	3.06%	3.36%	3.18%	3.46%	3.34%	3.74%	4.03%	3.57%
PFG Principal Financial Group, Inc.	3.78%	3.68%	3.30%	3.05%	3.37%	4.52%	3.96%	4.75%	2.65%	2.78%	3.33%	2.46%
PM Philip Morris International Inc.	3.00%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%	4.76%
POWL Powell Industries, Inc.	0.61%	0.48%	1.19%	2.96%	3.53%	3.53%	2.12%	4.16%	3.63%	2.67%	4.00%	2.06%
PPL PPL Corporation	3.02%	3.18%	3.54%	2.99%	5.52%	5.89%	4.60%	5.79%	5.11%	4.46%	4.33%	4.12%
RF Regions Financial Corporation	4.66%	4.17%	4.54%	3.43%	2.98%	3.85%	3.44%	3.44%	1.82%	1.78%	2.40%	1.70%
STRL Sterling Construction Company, 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%
STX Seagate Technology plc	2.52%	3.27%	3.28%	5.32%	2.40%	4.21%	4.27%	6.53%	6.02%	6.60%	6.14%	2.75%
SUN Sunoco LP	6.41%	6.75%	5.59%	7.67%	8.09%	11.48%	10.80%	12.15%	11.63%	12.16%	6.77%	4.13%
T AT&T Inc.	4.06%	4.88%	6.63%	7.35%	11.19%	9.58%	6.91%	9.28%	6.67%	5.98%	7.23%	7.25%
TSM Taiwan Semiconductor Manufacturing Company Limited	1.29%	1.18%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%
UNM Unum Group	2.10%	2.15%	3.07%	3.07%	4.76%	4.97%	3.74%	3.34%	1.57%	1.75%	2.10%	1.78%
USB U.S. Bancorp	4.63%	4.14%	4.46%	4.31%	3.13%	3.61%	2.66%	2.93%	2.16%	2.08%	2.37%	2.15%
VLO Valero Energy Corporation	4.26%	3.49%	3.14%	3.09%	5.22%	6.93%	3.84%	4.27%	3.05%	3.51%	2.40%	2.12%
WEC WEC Energy Group, Inc.	3.24%	3.55%	3.71%	3.10%	2.79%	2.75%	2.56%	3.19%	3.13%	3.38%	3.40%	2.96%
WM Waste Management, Inc.	1.30%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%	2.92%
WSO Watsco, Inc.	2.44%	2.23%	2.29%	3.43%	2.44%	3.06%	3.55%	4.02%	2.71%	2.43%	2.39%	1.87%
XOM Exxon Mobil Corporation	3.80%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
ZS Zscaler, 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Greenwood. 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 Greenwood was 17.98%, occurring on Oct 12, 2022. Recovery took 76 trading sessions.

The current Greenwood drawdown is 2.15%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.98%	Apr 21, 2022	121	Oct 12, 2022	76	Feb 1, 2023	197
-15.49%	Feb 19, 2025	35	Apr 8, 2025	26	May 15, 2025	61
-10.2%	Feb 3, 2023	26	Mar 13, 2023	82	Jul 11, 2023	108
-7.75%	Nov 27, 2024	15	Dec 18, 2024	39	Feb 18, 2025	54
-6.94%	Jan 18, 2022	27	Feb 24, 2022	23	Mar 29, 2022	50

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 55 assets, with an effective number of assets of 55.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	MRK	NEM	K	APP	ZS	TSM	AMD	VLO	POWL	SUN	GOOGL	MSFT	CLS	XOM	MO	WM	T	PM	STRL	KO	STX	NRG	D	ET	CMS	WEC	EPD	AEP	UNM	WSO	FE	HPQ	IBM	ETR	GD	LNT	DTE	EPRT	NI	PEG	OGE	CAT	PPL	FNF	OSK	OKE	KEY	DD	RF	USB	FITB	BK	EMR	IVZ	PFG	Portfolio
^GSPC	1.00	0.16	0.23	0.12	0.54	0.60	0.63	0.65	0.30	0.43	0.32	0.71	0.78	0.58	0.30	0.25	0.39	0.29	0.31	0.52	0.35	0.61	0.49	0.24	0.43	0.22	0.22	0.41	0.25	0.42	0.60	0.28	0.63	0.52	0.30	0.47	0.28	0.28	0.50	0.34	0.39	0.34	0.58	0.35	0.54	0.60	0.52	0.57	0.65	0.57	0.56	0.58	0.61	0.69	0.67	0.61	0.84
MRK	0.16	1.00	0.13	0.30	-0.01	-0.01	-0.06	-0.03	0.11	0.03	0.13	0.06	0.10	-0.01	0.17	0.31	0.32	0.23	0.27	0.05	0.33	0.06	0.08	0.28	0.10	0.26	0.29	0.14	0.31	0.16	0.12	0.30	0.06	0.21	0.23	0.22	0.27	0.25	0.19	0.25	0.25	0.24	0.13	0.29	0.15	0.12	0.17	0.07	0.13	0.06	0.15	0.10	0.16	0.13	0.11	0.16	0.21
NEM	0.23	0.13	1.00	0.17	0.13	0.12	0.13	0.11	0.18	0.10	0.17	0.14	0.12	0.17	0.24	0.25	0.18	0.26	0.27	0.13	0.23	0.18	0.20	0.29	0.24	0.28	0.30	0.26	0.28	0.10	0.16	0.28	0.17	0.19	0.27	0.19	0.28	0.30	0.27	0.29	0.30	0.29	0.24	0.28	0.20	0.20	0.30	0.18	0.28	0.14	0.19	0.16	0.19	0.24	0.23	0.22	0.36
K	0.12	0.30	0.17	1.00	-0.07	-0.10	-0.10	-0.11	0.06	0.06	0.10	-0.04	-0.01	0.00	0.15	0.39	0.31	0.30	0.38	0.06	0.49	0.06	0.12	0.42	0.12	0.43	0.44	0.12	0.44	0.19	0.14	0.37	0.09	0.22	0.41	0.27	0.45	0.41	0.24	0.42	0.36	0.38	0.15	0.41	0.15	0.11	0.16	0.12	0.13	0.13	0.17	0.12	0.16	0.15	0.16	0.17	0.26
APP	0.54	-0.01	0.13	-0.07	1.00	0.56	0.43	0.45	0.11	0.28	0.17	0.48	0.46	0.42	0.09	-0.00	0.11	0.12	0.06	0.34	0.04	0.35	0.29	0.01	0.25	-0.01	-0.03	0.23	0.00	0.14	0.32	0.03	0.29	0.21	0.07	0.11	0.02	0.02	0.21	0.08	0.12	0.05	0.25	0.07	0.27	0.31	0.27	0.29	0.31	0.26	0.23	0.27	0.32	0.33	0.37	0.27	0.47
ZS	0.60	-0.01	0.12	-0.10	0.56	1.00	0.45	0.52	0.10	0.25	0.16	0.51	0.56	0.37	0.07	-0.01	0.16	0.06	0.06	0.30	0.06	0.38	0.26	-0.01	0.20	-0.02	-0.03	0.20	0.01	0.09	0.38	0.02	0.34	0.21	0.03	0.16	0.01	0.01	0.26	0.04	0.08	0.05	0.26	0.07	0.28	0.32	0.22	0.26	0.31	0.26	0.21	0.27	0.32	0.34	0.36	0.28	0.44
TSM	0.63	-0.06	0.13	-0.10	0.43	0.45	1.00	0.64	0.18	0.34	0.16	0.49	0.54	0.54	0.14	-0.02	0.08	0.03	0.09	0.41	0.03	0.46	0.32	-0.03	0.26	-0.08	-0.08	0.20	-0.03	0.21	0.34	-0.03	0.47	0.30	0.02	0.17	-0.02	-0.02	0.24	0.01	0.10	0.03	0.37	0.04	0.27	0.36	0.27	0.33	0.41	0.32	0.30	0.33	0.35	0.44	0.41	0.30	0.50
AMD	0.65	-0.03	0.11	-0.11	0.45	0.52	0.64	1.00	0.17	0.30	0.20	0.56	0.59	0.45	0.12	-0.03	0.12	0.05	0.06	0.38	0.03	0.50	0.31	-0.03	0.25	-0.04	-0.05	0.21	-0.01	0.17	0.38	-0.01	0.47	0.31	0.03	0.17	0.01	0.00	0.25	0.03	0.10	0.05	0.34	0.06	0.29	0.38	0.27	0.33	0.40	0.32	0.29	0.32	0.34	0.42	0.40	0.31	0.50
VLO	0.30	0.11	0.18	0.06	0.11	0.10	0.18	0.17	1.00	0.20	0.36	0.15	0.10	0.25	0.68	0.22	0.12	0.18	0.17	0.22	0.11	0.25	0.24	0.09	0.47	0.06	0.06	0.46	0.09	0.37	0.18	0.13	0.31	0.30	0.11	0.33	0.09	0.13	0.23	0.15	0.13	0.17	0.48	0.17	0.26	0.39	0.55	0.38	0.34	0.39	0.35	0.38	0.36	0.39	0.32	0.43	0.45
POWL	0.43	0.03	0.10	0.06	0.28	0.25	0.34	0.30	0.20	1.00	0.18	0.25	0.25	0.41	0.19	0.09	0.11	0.12	0.11	0.51	0.07	0.34	0.34	0.09	0.29	0.05	0.05	0.24	0.09	0.33	0.38	0.09	0.32	0.30	0.15	0.27	0.10	0.12	0.26	0.16	0.23	0.17	0.41	0.15	0.33	0.43	0.33	0.36	0.37	0.36	0.35	0.35	0.37	0.43	0.37	0.34	0.52
SUN	0.32	0.13	0.17	0.10	0.17	0.16	0.16	0.20	0.36	0.18	1.00	0.16	0.15	0.25	0.43	0.23	0.16	0.24	0.23	0.24	0.17	0.25	0.23	0.17	0.52	0.16	0.18	0.48	0.18	0.31	0.20	0.19	0.28	0.26	0.19	0.26	0.21	0.20	0.28	0.24	0.20	0.24	0.37	0.24	0.32	0.34	0.50	0.31	0.32	0.32	0.29	0.32	0.34	0.30	0.30	0.37	0.45
GOOGL	0.71	0.06	0.14	-0.04	0.48	0.51	0.49	0.56	0.15	0.25	0.16	1.00	0.72	0.41	0.11	0.05	0.16	0.11	0.12	0.31	0.17	0.41	0.29	0.08	0.25	0.04	0.06	0.22	0.07	0.20	0.35	0.11	0.41	0.29	0.15	0.25	0.10	0.10	0.27	0.15	0.19	0.16	0.29	0.14	0.32	0.34	0.26	0.31	0.41	0.28	0.29	0.31	0.35	0.42	0.40	0.32	0.50
MSFT	0.78	0.10	0.12	-0.01	0.46	0.56	0.54	0.59	0.10	0.25	0.15	0.72	1.00	0.44	0.05	0.08	0.26	0.09	0.13	0.30	0.23	0.48	0.33	0.08	0.20	0.08	0.08	0.19	0.13	0.18	0.40	0.13	0.44	0.32	0.18	0.27	0.12	0.11	0.29	0.16	0.20	0.16	0.29	0.17	0.30	0.32	0.24	0.30	0.39	0.27	0.28	0.29	0.33	0.43	0.40	0.31	0.50
CLS	0.58	-0.01	0.17	0.00	0.42	0.37	0.54	0.45	0.25	0.41	0.25	0.41	0.44	1.00	0.20	0.08	0.13	0.11	0.13	0.46	0.06	0.47	0.40	0.01	0.35	0.01	0.00	0.28	0.00	0.34	0.37	0.05	0.47	0.37	0.13	0.24	0.07	0.07	0.26	0.15	0.20	0.13	0.45	0.12	0.36	0.43	0.37	0.40	0.44	0.39	0.38	0.39	0.40	0.49	0.45	0.38	0.59
XOM	0.30	0.17	0.24	0.15	0.09	0.07	0.14	0.12	0.68	0.19	0.43	0.11	0.05	0.20	1.00	0.30	0.18	0.25	0.20	0.23	0.18	0.22	0.24	0.17	0.55	0.15	0.15	0.56	0.17	0.40	0.20	0.22	0.33	0.29	0.17	0.40	0.15	0.22	0.23	0.20	0.22	0.24	0.52	0.24	0.28	0.42	0.67	0.38	0.40	0.41	0.36	0.39	0.40	0.42	0.36	0.45	0.48
MO	0.25	0.31	0.25	0.39	-0.00	-0.01	-0.02	-0.03	0.22	0.09	0.23	0.05	0.08	0.08	0.30	1.00	0.34	0.38	0.62	0.11	0.49	0.16	0.18	0.40	0.24	0.42	0.41	0.30	0.44	0.34	0.18	0.41	0.23	0.31	0.39	0.35	0.43	0.43	0.33	0.39	0.35	0.41	0.29	0.46	0.33	0.26	0.35	0.30	0.28	0.29	0.34	0.33	0.29	0.27	0.28	0.34	0.41
WM	0.39	0.32	0.18	0.31	0.11	0.16	0.08	0.12	0.12	0.11	0.16	0.16	0.26	0.13	0.18	0.34	1.00	0.31	0.32	0.17	0.48	0.19	0.25	0.43	0.20	0.45	0.46	0.27	0.46	0.23	0.36	0.45	0.19	0.31	0.44	0.46	0.46	0.47	0.36	0.44	0.45	0.43	0.24	0.46	0.29	0.20	0.28	0.18	0.27	0.21	0.25	0.22	0.28	0.35	0.22	0.32	0.42
T	0.29	0.23	0.26	0.30	0.12	0.06	0.03	0.05	0.18	0.12	0.24	0.11	0.09	0.11	0.25	0.38	0.31	1.00	0.39	0.14	0.40	0.20	0.22	0.41	0.27	0.40	0.41	0.30	0.40	0.31	0.23	0.39	0.26	0.37	0.38	0.30	0.42	0.42	0.32	0.44	0.37	0.44	0.28	0.46	0.37	0.28	0.31	0.31	0.29	0.33	0.36	0.37	0.37	0.27	0.34	0.36	0.44
PM	0.31	0.27	0.27	0.38	0.06	0.06	0.09	0.06	0.17	0.11	0.23	0.12	0.13	0.13	0.20	0.62	0.32	0.39	1.00	0.14	0.53	0.21	0.22	0.41	0.22	0.40	0.41	0.24	0.43	0.28	0.18	0.41	0.24	0.33	0.39	0.28	0.43	0.44	0.36	0.41	0.36	0.41	0.24	0.47	0.34	0.27	0.29	0.32	0.32	0.29	0.35	0.33	0.33	0.28	0.32	0.34	0.43
STRL	0.52	0.05	0.13	0.06	0.34	0.30	0.41	0.38	0.22	0.51	0.24	0.31	0.30	0.46	0.23	0.11	0.17	0.14	0.14	1.00	0.12	0.39	0.38	0.09	0.36	0.08	0.06	0.28	0.09	0.37	0.40	0.11	0.39	0.33	0.16	0.31	0.12	0.14	0.32	0.19	0.25	0.20	0.50	0.17	0.43	0.51	0.36	0.42	0.45	0.43	0.40	0.42	0.42	0.51	0.47	0.41	0.59
KO	0.35	0.33	0.23	0.49	0.04	0.06	0.03	0.03	0.11	0.07	0.17	0.17	0.23	0.06	0.18	0.49	0.48	0.40	0.53	0.12	1.00	0.17	0.18	0.50	0.18	0.55	0.53	0.21	0.55	0.26	0.25	0.51	0.21	0.34	0.51	0.39	0.53	0.53	0.40	0.51	0.46	0.51	0.21	0.55	0.30	0.21	0.24	0.23	0.29	0.23	0.29	0.26	0.30	0.28	0.25	0.31	0.42
STX	0.61	0.06	0.18	0.06	0.35	0.38	0.46	0.50	0.25	0.34	0.25	0.41	0.48	0.47	0.22	0.16	0.19	0.20	0.21	0.39	0.17	1.00	0.35	0.07	0.30	0.09	0.09	0.28	0.12	0.30	0.43	0.12	0.60	0.40	0.17	0.28	0.14	0.15	0.33	0.18	0.22	0.21	0.43	0.19	0.40	0.44	0.36	0.42	0.50	0.41	0.40	0.42	0.44	0.49	0.48	0.43	0.60
NRG	0.49	0.08	0.20	0.12	0.29	0.26	0.32	0.31	0.24	0.34	0.23	0.29	0.33	0.40	0.24	0.18	0.25	0.22	0.22	0.38	0.18	0.35	1.00	0.28	0.36	0.24	0.26	0.32	0.26	0.34	0.33	0.29	0.34	0.36	0.37	0.29	0.30	0.29	0.31	0.39	0.45	0.39	0.37	0.36	0.35	0.36	0.44	0.37	0.35	0.36	0.37	0.36	0.36	0.41	0.40	0.40	0.58
D	0.24	0.28	0.29	0.42	0.01	-0.01	-0.03	-0.03	0.09	0.09	0.17	0.08	0.08	0.01	0.17	0.40	0.43	0.41	0.41	0.09	0.50	0.07	0.28	1.00	0.18	0.76	0.76	0.22	0.74	0.19	0.22	0.68	0.13	0.26	0.68	0.37	0.75	0.75	0.40	0.70	0.66	0.67	0.19	0.72	0.28	0.17	0.29	0.23	0.22	0.22	0.28	0.24	0.26	0.23	0.21	0.27	0.43
ET	0.43	0.10	0.24	0.12	0.25	0.20	0.26	0.25	0.47	0.29	0.52	0.25	0.20	0.35	0.55	0.24	0.20	0.27	0.22	0.36	0.18	0.30	0.36	0.18	1.00	0.12	0.13	0.70	0.15	0.43	0.27	0.19	0.35	0.32	0.25	0.34	0.19	0.19	0.31	0.29	0.27	0.28	0.49	0.25	0.35	0.44	0.65	0.42	0.43	0.44	0.38	0.43	0.45	0.45	0.44	0.47	0.58
CMS	0.22	0.26	0.28	0.43	-0.01	-0.02	-0.08	-0.04	0.06	0.05	0.16	0.04	0.08	0.01	0.15	0.42	0.45	0.40	0.40	0.08	0.55	0.09	0.24	0.76	0.12	1.00	0.88	0.21	0.82	0.16	0.24	0.72	0.12	0.29	0.73	0.38	0.85	0.84	0.41	0.77	0.71	0.75	0.14	0.76	0.31	0.14	0.26	0.21	0.20	0.20	0.25	0.21	0.23	0.21	0.22	0.26	0.41
WEC	0.22	0.29	0.30	0.44	-0.03	-0.03	-0.08	-0.05	0.06	0.05	0.18	0.06	0.08	0.00	0.15	0.41	0.46	0.41	0.41	0.06	0.53	0.09	0.26	0.76	0.13	0.88	1.00	0.22	0.82	0.14	0.25	0.73	0.12	0.29	0.75	0.38	0.87	0.82	0.42	0.77	0.71	0.77	0.14	0.76	0.29	0.13	0.27	0.18	0.20	0.18	0.24	0.19	0.22	0.21	0.21	0.24	0.41
EPD	0.41	0.14	0.26	0.12	0.23	0.20	0.20	0.21	0.46	0.24	0.48	0.22	0.19	0.28	0.56	0.30	0.27	0.30	0.24	0.28	0.21	0.28	0.32	0.22	0.70	0.21	0.22	1.00	0.24	0.39	0.30	0.28	0.34	0.32	0.28	0.35	0.25	0.30	0.32	0.31	0.32	0.33	0.45	0.32	0.33	0.43	0.66	0.38	0.40	0.41	0.37	0.40	0.40	0.41	0.39	0.44	0.57
AEP	0.25	0.31	0.28	0.44	0.00	0.01	-0.03	-0.01	0.09	0.09	0.18	0.07	0.13	0.00	0.17	0.44	0.46	0.40	0.43	0.09	0.55	0.12	0.26	0.74	0.15	0.82	0.82	0.24	1.00	0.16	0.24	0.73	0.13	0.26	0.74	0.40	0.82	0.78	0.42	0.75	0.66	0.76	0.17	0.77	0.29	0.16	0.28	0.19	0.22	0.20	0.24	0.21	0.23	0.22	0.21	0.25	0.43
UNM	0.42	0.16	0.10	0.19	0.14	0.09	0.21	0.17	0.37	0.33	0.31	0.20	0.18	0.34	0.40	0.34	0.23	0.31	0.28	0.37	0.26	0.30	0.34	0.19	0.43	0.16	0.14	0.39	0.16	1.00	0.28	0.22	0.37	0.39	0.25	0.43	0.19	0.25	0.30	0.28	0.30	0.28	0.49	0.29	0.46	0.49	0.49	0.58	0.49	0.59	0.53	0.58	0.55	0.47	0.49	0.68	0.58
WSO	0.60	0.12	0.16	0.14	0.32	0.38	0.34	0.38	0.18	0.38	0.20	0.35	0.40	0.37	0.20	0.18	0.36	0.23	0.18	0.40	0.25	0.43	0.33	0.22	0.27	0.24	0.25	0.30	0.24	0.28	1.00	0.26	0.42	0.39	0.26	0.43	0.28	0.25	0.42	0.29	0.34	0.29	0.47	0.29	0.46	0.50	0.33	0.37	0.47	0.38	0.38	0.39	0.42	0.54	0.49	0.44	0.60
FE	0.28	0.30	0.28	0.37	0.03	0.02	-0.03	-0.01	0.13	0.09	0.19	0.11	0.13	0.05	0.22	0.41	0.45	0.39	0.41	0.11	0.51	0.12	0.29	0.68	0.19	0.72	0.73	0.28	0.73	0.22	0.26	1.00	0.17	0.28	0.67	0.38	0.73	0.71	0.44	0.67	0.67	0.73	0.22	0.75	0.35	0.23	0.34	0.24	0.27	0.26	0.29	0.27	0.30	0.25	0.28	0.32	0.46
HPQ	0.63	0.06	0.17	0.09	0.29	0.34	0.47	0.47	0.31	0.32	0.28	0.41	0.44	0.47	0.33	0.23	0.19	0.26	0.24	0.39	0.21	0.60	0.34	0.13	0.35	0.12	0.12	0.34	0.13	0.37	0.42	0.17	1.00	0.46	0.17	0.33	0.17	0.17	0.36	0.19	0.25	0.23	0.51	0.22	0.44	0.54	0.41	0.50	0.57	0.50	0.49	0.52	0.50	0.55	0.54	0.52	0.64
IBM	0.52	0.21	0.19	0.22	0.21	0.21	0.30	0.31	0.30	0.30	0.26	0.29	0.32	0.37	0.29	0.31	0.31	0.37	0.33	0.33	0.34	0.40	0.36	0.26	0.32	0.29	0.29	0.32	0.26	0.39	0.39	0.28	0.46	1.00	0.32	0.37	0.33	0.32	0.38	0.36	0.37	0.37	0.43	0.37	0.36	0.41	0.39	0.41	0.43	0.42	0.46	0.44	0.46	0.46	0.43	0.46	0.60
ETR	0.30	0.23	0.27	0.41	0.07	0.03	0.02	0.03	0.11	0.15	0.19	0.15	0.18	0.13	0.17	0.39	0.44	0.38	0.39	0.16	0.51	0.17	0.37	0.68	0.25	0.73	0.75	0.28	0.74	0.25	0.26	0.67	0.17	0.32	1.00	0.37	0.77	0.72	0.43	0.77	0.71	0.75	0.21	0.73	0.34	0.21	0.34	0.27	0.28	0.26	0.30	0.27	0.27	0.29	0.28	0.31	0.50
GD	0.47	0.22	0.19	0.27	0.11	0.16	0.17	0.17	0.33	0.27	0.26	0.25	0.27	0.24	0.40	0.35	0.46	0.30	0.28	0.31	0.39	0.28	0.29	0.37	0.34	0.38	0.38	0.35	0.40	0.43	0.43	0.38	0.33	0.37	0.37	1.00	0.37	0.39	0.35	0.39	0.41	0.43	0.47	0.44	0.41	0.43	0.45	0.37	0.41	0.41	0.42	0.41	0.39	0.50	0.40	0.48	0.57
LNT	0.28	0.27	0.28	0.45	0.02	0.01	-0.02	0.01	0.09	0.10	0.21	0.10	0.12	0.07	0.15	0.43	0.46	0.42	0.43	0.12	0.53	0.14	0.30	0.75	0.19	0.85	0.87	0.25	0.82	0.19	0.28	0.73	0.17	0.33	0.77	0.37	1.00	0.82	0.45	0.80	0.71	0.79	0.20	0.78	0.36	0.20	0.30	0.25	0.26	0.25	0.29	0.25	0.28	0.26	0.26	0.30	0.47
DTE	0.28	0.25	0.30	0.41	0.02	0.01	-0.02	0.00	0.13	0.12	0.20	0.10	0.11	0.07	0.22	0.43	0.47	0.42	0.44	0.14	0.53	0.15	0.29	0.75	0.19	0.84	0.82	0.30	0.78	0.25	0.25	0.71	0.17	0.32	0.72	0.39	0.82	1.00	0.44	0.77	0.71	0.77	0.22	0.77	0.36	0.23	0.35	0.26	0.27	0.27	0.31	0.26	0.29	0.28	0.27	0.32	0.49
EPRT	0.50	0.19	0.27	0.24	0.21	0.26	0.24	0.25	0.23	0.26	0.28	0.27	0.29	0.26	0.23	0.33	0.36	0.32	0.36	0.32	0.40	0.33	0.31	0.40	0.31	0.41	0.42	0.32	0.42	0.30	0.42	0.44	0.36	0.38	0.43	0.35	0.45	0.44	1.00	0.47	0.46	0.46	0.36	0.50	0.49	0.39	0.38	0.42	0.41	0.43	0.44	0.42	0.42	0.42	0.45	0.46	0.60
NI	0.34	0.25	0.29	0.42	0.08	0.04	0.01	0.03	0.15	0.16	0.24	0.15	0.16	0.15	0.20	0.39	0.44	0.44	0.41	0.19	0.51	0.18	0.39	0.70	0.29	0.77	0.77	0.31	0.75	0.28	0.29	0.67	0.19	0.36	0.77	0.39	0.80	0.77	0.47	1.00	0.72	0.80	0.24	0.76	0.38	0.26	0.39	0.31	0.30	0.30	0.33	0.30	0.31	0.29	0.32	0.36	0.54
PEG	0.39	0.25	0.30	0.36	0.12	0.08	0.10	0.10	0.13	0.23	0.20	0.19	0.20	0.20	0.22	0.35	0.45	0.37	0.36	0.25	0.46	0.22	0.45	0.66	0.27	0.71	0.71	0.32	0.66	0.30	0.34	0.67	0.25	0.37	0.71	0.41	0.71	0.71	0.46	0.72	1.00	0.73	0.28	0.71	0.37	0.26	0.40	0.32	0.35	0.32	0.35	0.30	0.35	0.36	0.34	0.38	0.57
OGE	0.34	0.24	0.29	0.38	0.05	0.05	0.03	0.05	0.17	0.17	0.24	0.16	0.16	0.13	0.24	0.41	0.43	0.44	0.41	0.20	0.51	0.21	0.39	0.67	0.28	0.75	0.77	0.33	0.76	0.28	0.29	0.73	0.23	0.37	0.75	0.43	0.79	0.77	0.46	0.80	0.73	1.00	0.26	0.79	0.40	0.30	0.41	0.32	0.32	0.33	0.34	0.32	0.33	0.31	0.33	0.38	0.55
CAT	0.58	0.13	0.24	0.15	0.25	0.26	0.37	0.34	0.48	0.41	0.37	0.29	0.29	0.45	0.52	0.29	0.24	0.28	0.24	0.50	0.21	0.43	0.37	0.19	0.49	0.14	0.14	0.45	0.17	0.49	0.47	0.22	0.51	0.43	0.21	0.47	0.20	0.22	0.36	0.24	0.28	0.26	1.00	0.27	0.50	0.72	0.51	0.55	0.62	0.59	0.54	0.55	0.57	0.70	0.59	0.61	0.70
PPL	0.35	0.29	0.28	0.41	0.07	0.07	0.04	0.06	0.17	0.15	0.24	0.14	0.17	0.12	0.24	0.46	0.46	0.46	0.47	0.17	0.55	0.19	0.36	0.72	0.25	0.76	0.76	0.32	0.77	0.29	0.29	0.75	0.22	0.37	0.73	0.44	0.78	0.77	0.50	0.76	0.71	0.79	0.27	1.00	0.39	0.29	0.39	0.33	0.33	0.34	0.36	0.33	0.35	0.32	0.34	0.37	0.56
FNF	0.54	0.15	0.20	0.15	0.27	0.28	0.27	0.29	0.26	0.33	0.32	0.32	0.30	0.36	0.28	0.33	0.29	0.37	0.34	0.43	0.30	0.40	0.35	0.28	0.35	0.31	0.29	0.33	0.29	0.46	0.46	0.35	0.44	0.36	0.34	0.41	0.36	0.36	0.49	0.38	0.37	0.40	0.50	0.39	1.00	0.57	0.45	0.59	0.52	0.60	0.58	0.62	0.58	0.50	0.58	0.62	0.67
OSK	0.60	0.12	0.20	0.11	0.31	0.32	0.36	0.38	0.39	0.43	0.34	0.34	0.32	0.43	0.42	0.26	0.20	0.28	0.27	0.51	0.21	0.44	0.36	0.17	0.44	0.14	0.13	0.43	0.16	0.49	0.50	0.23	0.54	0.41	0.21	0.43	0.20	0.23	0.39	0.26	0.26	0.30	0.72	0.29	0.57	1.00	0.48	0.63	0.62	0.65	0.60	0.63	0.60	0.65	0.65	0.64	0.71
OKE	0.52	0.17	0.30	0.16	0.27	0.22	0.27	0.27	0.55	0.33	0.50	0.26	0.24	0.37	0.67	0.35	0.28	0.31	0.29	0.36	0.24	0.36	0.44	0.29	0.65	0.26	0.27	0.66	0.28	0.49	0.33	0.34	0.41	0.39	0.34	0.45	0.30	0.35	0.38	0.39	0.40	0.41	0.51	0.39	0.45	0.48	1.00	0.49	0.51	0.52	0.49	0.53	0.50	0.53	0.50	0.57	0.69
KEY	0.57	0.07	0.18	0.12	0.29	0.26	0.33	0.33	0.38	0.36	0.31	0.31	0.30	0.40	0.38	0.30	0.18	0.31	0.32	0.42	0.23	0.42	0.37	0.23	0.42	0.21	0.18	0.38	0.19	0.58	0.37	0.24	0.50	0.41	0.27	0.37	0.25	0.26	0.42	0.31	0.32	0.32	0.55	0.33	0.59	0.63	0.49	1.00	0.58	0.86	0.81	0.87	0.72	0.55	0.70	0.75	0.72
DD	0.65	0.13	0.28	0.13	0.31	0.31	0.41	0.40	0.34	0.37	0.32	0.41	0.39	0.44	0.40	0.28	0.27	0.29	0.32	0.45	0.29	0.50	0.35	0.22	0.43	0.20	0.20	0.40	0.22	0.49	0.47	0.27	0.57	0.43	0.28	0.41	0.26	0.27	0.41	0.30	0.35	0.32	0.62	0.33	0.52	0.62	0.51	0.58	1.00	0.58	0.57	0.59	0.58	0.63	0.62	0.64	0.73
RF	0.57	0.06	0.14	0.13	0.26	0.26	0.32	0.32	0.39	0.36	0.32	0.28	0.27	0.39	0.41	0.29	0.21	0.33	0.29	0.43	0.23	0.41	0.36	0.22	0.44	0.20	0.18	0.41	0.20	0.59	0.38	0.26	0.50	0.42	0.26	0.41	0.25	0.27	0.43	0.30	0.32	0.33	0.59	0.34	0.60	0.65	0.52	0.86	0.58	1.00	0.82	0.88	0.72	0.56	0.68	0.76	0.72
USB	0.56	0.15	0.19	0.17	0.23	0.21	0.30	0.29	0.35	0.35	0.29	0.29	0.28	0.38	0.36	0.34	0.25	0.36	0.35	0.40	0.29	0.40	0.37	0.28	0.38	0.25	0.24	0.37	0.24	0.53	0.38	0.29	0.49	0.46	0.30	0.42	0.29	0.31	0.44	0.33	0.35	0.34	0.54	0.36	0.58	0.60	0.49	0.81	0.57	0.82	1.00	0.84	0.72	0.54	0.66	0.73	0.71
FITB	0.58	0.10	0.16	0.12	0.27	0.27	0.33	0.32	0.38	0.35	0.32	0.31	0.29	0.39	0.39	0.33	0.22	0.37	0.33	0.42	0.26	0.42	0.36	0.24	0.43	0.21	0.19	0.40	0.21	0.58	0.39	0.27	0.52	0.44	0.27	0.41	0.25	0.26	0.42	0.30	0.30	0.32	0.55	0.33	0.62	0.63	0.53	0.87	0.59	0.88	0.84	1.00	0.74	0.56	0.69	0.75	0.73
BK	0.61	0.16	0.19	0.16	0.32	0.32	0.35	0.34	0.36	0.37	0.34	0.35	0.33	0.40	0.40	0.29	0.28	0.37	0.33	0.42	0.30	0.44	0.36	0.26	0.45	0.23	0.22	0.40	0.23	0.55	0.42	0.30	0.50	0.46	0.27	0.39	0.28	0.29	0.42	0.31	0.35	0.33	0.57	0.35	0.58	0.60	0.50	0.72	0.58	0.72	0.72	0.74	1.00	0.57	0.69	0.72	0.73
EMR	0.69	0.13	0.24	0.15	0.33	0.34	0.44	0.42	0.39	0.43	0.30	0.42	0.43	0.49	0.42	0.27	0.35	0.27	0.28	0.51	0.28	0.49	0.41	0.23	0.45	0.21	0.21	0.41	0.22	0.47	0.54	0.25	0.55	0.46	0.29	0.50	0.26	0.28	0.42	0.29	0.36	0.31	0.70	0.32	0.50	0.65	0.53	0.55	0.63	0.56	0.54	0.56	0.57	1.00	0.62	0.60	0.75
IVZ	0.67	0.11	0.23	0.16	0.37	0.36	0.41	0.40	0.32	0.37	0.30	0.40	0.40	0.45	0.36	0.28	0.22	0.34	0.32	0.47	0.25	0.48	0.40	0.21	0.44	0.22	0.21	0.39	0.21	0.49	0.49	0.28	0.54	0.43	0.28	0.40	0.26	0.27	0.45	0.32	0.34	0.33	0.59	0.34	0.58	0.65	0.50	0.70	0.62	0.68	0.66	0.69	0.69	0.62	1.00	0.71	0.75
PFG	0.61	0.16	0.22	0.17	0.27	0.28	0.30	0.31	0.43	0.34	0.37	0.32	0.31	0.38	0.45	0.34	0.32	0.36	0.34	0.41	0.31	0.43	0.40	0.27	0.47	0.26	0.24	0.44	0.25	0.68	0.44	0.32	0.52	0.46	0.31	0.48	0.30	0.32	0.46	0.36	0.38	0.38	0.61	0.37	0.62	0.64	0.57	0.75	0.64	0.76	0.73	0.75	0.72	0.60	0.71	1.00	0.75
Portfolio	0.84	0.21	0.36	0.26	0.47	0.44	0.50	0.50	0.45	0.52	0.45	0.50	0.50	0.59	0.48	0.41	0.42	0.44	0.43	0.59	0.42	0.60	0.58	0.43	0.58	0.41	0.41	0.57	0.43	0.58	0.60	0.46	0.64	0.60	0.50	0.57	0.47	0.49	0.60	0.54	0.57	0.55	0.70	0.56	0.67	0.71	0.69	0.72	0.73	0.72	0.71	0.73	0.73	0.75	0.75	0.75	1.00

The correlation results are calculated based on daily price changes starting from Apr 16, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Greenwood

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community