Seifert Trust
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Seifert Trust
Currency in USD · Last updated May 8, 2025
Asset Allocation
Every 3 months
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Seifert Trust , 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.
Seifert Trust
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -4.26% | 11.24% | -5.02% | 8.55% | 14.02% | 10.31% |
| Seifert Trust | 7.06% | 12.76% | 3.34% | 22.22% | N/A | N/A |
| Portfolio components: | ||||||
BK The Bank of New York Mellon Corporation | 10.57% | 14.03% | 8.63% | 50.04% | 22.64% | 9.59% |
CAH Cardinal Health, Inc. | 30.81% | 22.12% | 33.85% | 56.66% | 28.91% | 9.02% |
CAT Caterpillar Inc. | -10.94% | 14.93% | -22.50% | -5.64% | 26.03% | 16.91% |
CI Cigna Corporation | 21.71% | 6.04% | 7.07% | -1.88% | 13.78% | 10.89% |
COST Costco Wholesale Corporation | 10.18% | 11.05% | 12.27% | 31.25% | 29.15% | 23.52% |
DFS Discover Financial Services | 9.57% | 25.37% | 4.40% | 55.87% | 37.98% | 14.83% |
EMR Emerson Electric Co. | -10.98% | 13.29% | -12.68% | 4.14% | 17.11% | 9.45% |
EPRT Essential Properties Realty Trust, Inc. | 2.56% | 8.35% | 2.26% | 21.05% | 24.48% | N/A |
HTGC Hercules Capital, Inc. | -12.34% | 4.10% | -9.17% | -5.13% | 22.00% | 14.14% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | -6.12% | 13.37% | -11.09% | -4.27% | 11.25% | 8.31% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -5.12% | 11.47% | -2.78% | 7.79% | N/A | N/A |
KO The Coca-Cola Company | 17.14% | 5.89% | 15.36% | 19.08% | 12.91% | 9.29% |
LTC LTC Properties, Inc. | 7.20% | 8.66% | -1.33% | 15.09% | 7.18% | 4.20% |
MA Mastercard Inc | 7.88% | 16.83% | 9.01% | 25.74% | 15.64% | 20.52% |
MSFT Microsoft Corporation | 3.02% | 21.09% | 3.55% | 6.67% | 19.73% | 26.60% |
NEE NextEra Energy, Inc. | -5.27% | 3.54% | -8.25% | -3.74% | 5.78% | 13.19% |
OSIS OSI Systems, Inc. | 32.23% | 23.84% | 49.40% | 64.16% | 24.29% | 12.49% |
OSK | -6.31% | 8.63% | -22.58% | -22.58% | N/A | N/A |
PGR | 21.94% | 12.19% | 12.92% | 35.73% | N/A | N/A |
SKYW | -3.11% | 21.82% | -13.70% | 26.69% | N/A | N/A |
SPYI | -2.18% | 10.90% | -2.50% | 9.39% | N/A | N/A |
STRL | 6.65% | 64.67% | 2.41% | 47.25% | N/A | N/A |
TSM | -11.28% | 19.41% | -9.03% | 25.42% | N/A | N/A |
UNH | -22.36% | -25.47% | -33.93% | -20.69% | N/A | N/A |
UNM | 11.45% | 14.40% | 15.94% | 57.39% | N/A | N/A |
VB | -8.08% | 10.55% | -11.59% | 0.66% | N/A | N/A |
VICI | 9.86% | 6.38% | 4.61% | 13.23% | N/A | N/A |
WM | 17.14% | 6.78% | 8.56% | 13.50% | N/A | N/A |
WMT | 9.69% | 17.89% | 19.03% | 64.88% | N/A | N/A |
THG | 8.56% | 10.84% | 7.55% | 26.59% | N/A | N/A |
BRK-B Berkshire Hathaway Inc. | 14.33% | 5.68% | 10.52% | 27.60% | 24.10% | 13.36% |
CVS CVS Health Corporation | 52.21% | 5.67% | 10.90% | 25.34% | 4.42% | -1.24% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Seifert Trust , 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 | 6.20% | 0.79% | -2.95% | 0.13% | 2.93% | 7.06% | |||||||
| 2024 | 1.65% | 6.21% | 5.18% | -3.37% | 4.15% | 0.72% | 4.05% | 3.13% | 2.57% | -0.68% | 9.86% | -7.12% | 28.38% |
| 2023 | 5.74% | -2.02% | -0.20% | 1.53% | -0.09% | 8.22% | 2.35% | 0.40% | -3.18% | -0.69% | 5.35% | 6.44% | 25.76% |
| 2022 | -0.67% | -8.87% | 10.79% | 6.60% | -4.56% | 2.03% |
Expense Ratio
Seifert Trust has an expense ratio of 0.04%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 90, Seifert Trust is among the top 10% 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 | |
|---|---|---|---|---|---|
BK The Bank of New York Mellon Corporation | 2.06 | 2.75 | 1.40 | 2.91 | 10.86 |
CAH Cardinal Health, Inc. | 2.61 | 3.41 | 1.46 | 3.19 | 15.35 |
CAT Caterpillar Inc. | -0.19 | 0.06 | 1.01 | -0.10 | -0.26 |
CI Cigna Corporation | -0.07 | 0.16 | 1.02 | -0.01 | -0.03 |
COST Costco Wholesale Corporation | 1.43 | 2.19 | 1.30 | 2.09 | 6.15 |
DFS Discover Financial Services | 1.26 | 2.01 | 1.26 | 1.97 | 6.23 |
EMR Emerson Electric Co. | 0.13 | 0.45 | 1.06 | 0.17 | 0.45 |
EPRT Essential Properties Realty Trust, Inc. | 0.96 | 1.54 | 1.19 | 1.46 | 4.57 |
HTGC Hercules Capital, Inc. | -0.20 | -0.01 | 1.00 | -0.14 | -0.38 |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | -0.19 | 0.02 | 1.00 | -0.09 | -0.27 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.39 | 0.75 | 1.12 | 0.44 | 1.60 |
KO The Coca-Cola Company | 1.16 | 1.77 | 1.22 | 1.29 | 2.84 |
LTC LTC Properties, Inc. | 0.78 | 1.21 | 1.15 | 0.88 | 2.28 |
MA Mastercard Inc | 1.24 | 1.87 | 1.28 | 1.70 | 7.10 |
MSFT Microsoft Corporation | 0.26 | 0.60 | 1.08 | 0.31 | 0.69 |
NEE NextEra Energy, Inc. | -0.13 | 0.13 | 1.02 | -0.05 | -0.10 |
OSIS OSI Systems, Inc. | 1.65 | 2.39 | 1.30 | 3.06 | 8.02 |
OSK | -0.57 | -0.64 | 0.92 | -0.58 | -1.26 |
PGR | 1.46 | 2.14 | 1.30 | 3.26 | 8.12 |
SKYW | 0.66 | 1.23 | 1.15 | 0.84 | 2.05 |
SPYI | 0.56 | 0.96 | 1.16 | 0.63 | 2.67 |
STRL | 0.76 | 1.79 | 1.25 | 1.63 | 3.71 |
TSM | 0.55 | 1.03 | 1.13 | 0.68 | 1.85 |
UNH | -0.56 | -0.44 | 0.92 | -0.52 | -1.45 |
UNM | 2.08 | 2.88 | 1.43 | 3.89 | 13.39 |
VB | 0.03 | 0.29 | 1.04 | 0.08 | 0.26 |
VICI | 0.68 | 1.30 | 1.16 | 1.09 | 2.72 |
WM | 0.68 | 1.10 | 1.16 | 1.25 | 2.83 |
WMT | 2.63 | 3.57 | 1.50 | 3.06 | 10.28 |
THG | 1.11 | 1.69 | 1.21 | 1.86 | 5.62 |
BRK-B Berkshire Hathaway Inc. | 1.41 | 2.04 | 1.30 | 3.33 | 8.46 |
CVS CVS Health Corporation | 0.68 | 1.25 | 1.16 | 0.46 | 2.00 |
Seifert Trust
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Seifert Trust provided a 2.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.73% | 2.63% | 2.91% | 2.64% | 2.12% | 2.21% | 2.31% | 2.31% | 1.81% | 1.83% | 2.03% | 1.78% |
| Portfolio components: | ||||||||||||
BK The Bank of New York Mellon Corporation | 2.24% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
CAH Cardinal Health, Inc. | 1.32% | 1.28% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% | 1.65% |
CAT Caterpillar Inc. | 1.76% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
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% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
DFS Discover Financial Services | 1.48% | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% |
EMR Emerson Electric Co. | 1.92% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
EPRT Essential Properties Realty Trust, Inc. | 3.68% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% |
HTGC Hercules Capital, Inc. | 9.26% | 7.96% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.84% | 0.79% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.53% | 9.65% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.71% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LTC LTC Properties, Inc. | 6.29% | 6.60% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% | 4.73% |
MA Mastercard Inc | 0.50% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
MSFT Microsoft Corporation | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NEE NextEra Energy, Inc. | 3.13% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
OSIS OSI Systems, 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% |
OSK | 2.13% | 1.94% | 1.51% | 1.68% | 1.21% | 1.43% | 1.17% | 1.61% | 0.96% | 1.21% | 1.79% | 1.27% |
PGR | 1.71% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
SKYW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 0.74% | 0.90% | 0.60% | 0.66% | 0.84% | 1.51% |
SPYI | 12.86% | 12.04% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STRL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM | 1.40% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
UNH | 2.15% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
UNM | 2.09% | 2.15% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% | 1.78% |
VB | 1.53% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
VICI | 5.41% | 5.80% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% |
WM | 1.31% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% |
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% |
THG | 2.10% | 2.23% | 2.70% | 2.26% | 2.17% | 2.27% | 7.10% | 1.90% | 1.89% | 2.07% | 2.08% | 2.13% |
BRK-B Berkshire Hathaway 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% |
CVS CVS Health Corporation | 3.98% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% |
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.
Seifert Trust
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Seifert Trust . 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 Seifert Trust was 12.42%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Seifert Trust drawdown is 0.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.42% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -11.27% | Sep 13, 2022 | 14 | Sep 30, 2022 | 29 | Nov 10, 2022 | 43 |
| -8.1% | Feb 3, 2023 | 30 | Mar 17, 2023 | 53 | Jun 2, 2023 | 83 |
| -7.83% | Dec 2, 2024 | 27 | Jan 10, 2025 | 26 | Feb 19, 2025 | 53 |
| -6.58% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current Seifert Trust volatility is 9.00%, 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.
Seifert Trust
Benchmark (^GSPC)
Portfolio components
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 32 assets, with an effective number of assets of 31.98, 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 | UNH | CAH | CI | PGR | CVS | TSM | NEE | KO | WMT | WM | LTC | THG | MSFT | SKYW | STRL | UNM | COST | HTGC | OSIS | VICI | EPRT | DFS | MA | OSK | BK | CAT | JEPQ | EMR | BRK-B | SPYI | IVOG | VB | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.26 | 0.23 | 0.22 | 0.28 | 0.62 | 0.35 | 0.31 | 0.41 | 0.35 | 0.36 | 0.31 | 0.75 | 0.53 | 0.51 | 0.38 | 0.60 | 0.54 | 0.53 | 0.41 | 0.46 | 0.56 | 0.62 | 0.58 | 0.59 | 0.63 | 0.93 | 0.68 | 0.59 | 0.95 | 0.84 | 0.84 | 0.85 |
| UNH | 0.19 | 1.00 | 0.30 | 0.49 | 0.27 | 0.45 | -0.05 | 0.20 | 0.30 | 0.20 | 0.30 | 0.15 | 0.24 | 0.08 | 0.09 | 0.09 | 0.19 | 0.15 | 0.12 | 0.10 | 0.25 | 0.21 | 0.15 | 0.22 | 0.11 | 0.17 | 0.11 | 0.11 | 0.15 | 0.26 | 0.17 | 0.17 | 0.17 | 0.32 |
| CAH | 0.26 | 0.30 | 1.00 | 0.33 | 0.33 | 0.29 | 0.04 | 0.12 | 0.23 | 0.27 | 0.32 | 0.14 | 0.32 | 0.12 | 0.15 | 0.14 | 0.32 | 0.21 | 0.13 | 0.16 | 0.19 | 0.18 | 0.18 | 0.28 | 0.18 | 0.23 | 0.21 | 0.18 | 0.24 | 0.33 | 0.25 | 0.26 | 0.24 | 0.37 |
| CI | 0.23 | 0.49 | 0.33 | 1.00 | 0.26 | 0.47 | -0.00 | 0.27 | 0.34 | 0.17 | 0.29 | 0.21 | 0.26 | 0.03 | 0.12 | 0.10 | 0.25 | 0.14 | 0.18 | 0.15 | 0.32 | 0.25 | 0.18 | 0.24 | 0.22 | 0.24 | 0.24 | 0.12 | 0.23 | 0.31 | 0.21 | 0.26 | 0.26 | 0.40 |
| PGR | 0.22 | 0.27 | 0.33 | 0.26 | 1.00 | 0.19 | -0.00 | 0.23 | 0.36 | 0.30 | 0.35 | 0.21 | 0.48 | 0.10 | 0.08 | 0.13 | 0.38 | 0.26 | 0.17 | 0.14 | 0.25 | 0.20 | 0.17 | 0.34 | 0.18 | 0.28 | 0.21 | 0.13 | 0.19 | 0.47 | 0.22 | 0.23 | 0.22 | 0.39 |
| CVS | 0.28 | 0.45 | 0.29 | 0.47 | 0.19 | 1.00 | 0.04 | 0.20 | 0.27 | 0.23 | 0.27 | 0.21 | 0.23 | 0.10 | 0.17 | 0.14 | 0.27 | 0.15 | 0.22 | 0.17 | 0.28 | 0.22 | 0.29 | 0.25 | 0.27 | 0.34 | 0.26 | 0.16 | 0.30 | 0.39 | 0.26 | 0.30 | 0.32 | 0.44 |
| TSM | 0.62 | -0.05 | 0.04 | -0.00 | -0.00 | 0.04 | 1.00 | 0.09 | -0.03 | 0.10 | 0.05 | 0.12 | 0.03 | 0.52 | 0.37 | 0.40 | 0.16 | 0.35 | 0.31 | 0.32 | 0.16 | 0.20 | 0.31 | 0.30 | 0.33 | 0.31 | 0.38 | 0.66 | 0.42 | 0.19 | 0.59 | 0.53 | 0.50 | 0.48 |
| NEE | 0.35 | 0.20 | 0.12 | 0.27 | 0.23 | 0.20 | 0.09 | 1.00 | 0.49 | 0.26 | 0.34 | 0.36 | 0.22 | 0.17 | 0.11 | 0.17 | 0.16 | 0.24 | 0.24 | 0.21 | 0.43 | 0.41 | 0.18 | 0.31 | 0.28 | 0.31 | 0.26 | 0.23 | 0.29 | 0.37 | 0.33 | 0.35 | 0.38 | 0.43 |
| KO | 0.31 | 0.30 | 0.23 | 0.34 | 0.36 | 0.27 | -0.03 | 0.49 | 1.00 | 0.41 | 0.46 | 0.37 | 0.27 | 0.17 | 0.07 | 0.08 | 0.21 | 0.34 | 0.21 | 0.16 | 0.40 | 0.39 | 0.18 | 0.40 | 0.21 | 0.28 | 0.20 | 0.19 | 0.24 | 0.44 | 0.28 | 0.26 | 0.28 | 0.41 |
| WMT | 0.41 | 0.20 | 0.27 | 0.17 | 0.30 | 0.23 | 0.10 | 0.26 | 0.41 | 1.00 | 0.42 | 0.25 | 0.22 | 0.29 | 0.21 | 0.19 | 0.18 | 0.58 | 0.21 | 0.24 | 0.24 | 0.28 | 0.20 | 0.38 | 0.20 | 0.23 | 0.21 | 0.34 | 0.26 | 0.37 | 0.39 | 0.33 | 0.33 | 0.44 |
| WM | 0.35 | 0.30 | 0.32 | 0.29 | 0.35 | 0.27 | 0.05 | 0.34 | 0.46 | 0.42 | 1.00 | 0.28 | 0.33 | 0.20 | 0.15 | 0.18 | 0.22 | 0.38 | 0.22 | 0.21 | 0.34 | 0.35 | 0.13 | 0.37 | 0.20 | 0.27 | 0.23 | 0.26 | 0.31 | 0.39 | 0.33 | 0.34 | 0.31 | 0.45 |
| LTC | 0.36 | 0.15 | 0.14 | 0.21 | 0.21 | 0.21 | 0.12 | 0.36 | 0.37 | 0.25 | 0.28 | 1.00 | 0.29 | 0.15 | 0.26 | 0.21 | 0.24 | 0.26 | 0.35 | 0.35 | 0.55 | 0.59 | 0.25 | 0.27 | 0.36 | 0.39 | 0.32 | 0.24 | 0.32 | 0.35 | 0.33 | 0.44 | 0.48 | 0.50 |
| THG | 0.31 | 0.24 | 0.32 | 0.26 | 0.48 | 0.23 | 0.03 | 0.22 | 0.27 | 0.22 | 0.33 | 0.29 | 1.00 | 0.12 | 0.26 | 0.22 | 0.50 | 0.20 | 0.27 | 0.28 | 0.32 | 0.37 | 0.35 | 0.33 | 0.40 | 0.41 | 0.34 | 0.18 | 0.33 | 0.50 | 0.28 | 0.41 | 0.43 | 0.51 |
| MSFT | 0.75 | 0.08 | 0.12 | 0.03 | 0.10 | 0.10 | 0.52 | 0.17 | 0.17 | 0.29 | 0.20 | 0.15 | 0.12 | 1.00 | 0.33 | 0.32 | 0.16 | 0.46 | 0.31 | 0.31 | 0.15 | 0.22 | 0.31 | 0.43 | 0.31 | 0.30 | 0.32 | 0.81 | 0.40 | 0.33 | 0.71 | 0.51 | 0.48 | 0.50 |
| SKYW | 0.53 | 0.09 | 0.15 | 0.12 | 0.08 | 0.17 | 0.37 | 0.11 | 0.07 | 0.21 | 0.15 | 0.26 | 0.26 | 0.33 | 1.00 | 0.46 | 0.37 | 0.29 | 0.35 | 0.34 | 0.27 | 0.29 | 0.44 | 0.30 | 0.43 | 0.36 | 0.43 | 0.47 | 0.42 | 0.34 | 0.48 | 0.58 | 0.59 | 0.59 |
| STRL | 0.51 | 0.09 | 0.14 | 0.10 | 0.13 | 0.14 | 0.40 | 0.17 | 0.08 | 0.19 | 0.18 | 0.21 | 0.22 | 0.32 | 0.46 | 1.00 | 0.29 | 0.33 | 0.29 | 0.44 | 0.23 | 0.30 | 0.37 | 0.34 | 0.45 | 0.37 | 0.48 | 0.47 | 0.48 | 0.30 | 0.48 | 0.60 | 0.57 | 0.61 |
| UNM | 0.38 | 0.19 | 0.32 | 0.25 | 0.38 | 0.27 | 0.16 | 0.16 | 0.21 | 0.18 | 0.22 | 0.24 | 0.50 | 0.16 | 0.37 | 0.29 | 1.00 | 0.18 | 0.30 | 0.34 | 0.31 | 0.26 | 0.46 | 0.36 | 0.42 | 0.46 | 0.42 | 0.26 | 0.40 | 0.52 | 0.35 | 0.49 | 0.49 | 0.57 |
| COST | 0.60 | 0.15 | 0.21 | 0.14 | 0.26 | 0.15 | 0.35 | 0.24 | 0.34 | 0.58 | 0.38 | 0.26 | 0.20 | 0.46 | 0.29 | 0.33 | 0.18 | 1.00 | 0.30 | 0.28 | 0.27 | 0.32 | 0.26 | 0.46 | 0.26 | 0.31 | 0.33 | 0.57 | 0.34 | 0.36 | 0.57 | 0.48 | 0.46 | 0.54 |
| HTGC | 0.54 | 0.12 | 0.13 | 0.18 | 0.17 | 0.22 | 0.31 | 0.24 | 0.21 | 0.21 | 0.22 | 0.35 | 0.27 | 0.31 | 0.35 | 0.29 | 0.30 | 0.30 | 1.00 | 0.38 | 0.37 | 0.41 | 0.40 | 0.37 | 0.46 | 0.47 | 0.44 | 0.45 | 0.41 | 0.43 | 0.52 | 0.58 | 0.60 | 0.59 |
| OSIS | 0.53 | 0.10 | 0.16 | 0.15 | 0.14 | 0.17 | 0.32 | 0.21 | 0.16 | 0.24 | 0.21 | 0.35 | 0.28 | 0.31 | 0.34 | 0.44 | 0.34 | 0.28 | 0.38 | 1.00 | 0.33 | 0.41 | 0.37 | 0.33 | 0.50 | 0.43 | 0.49 | 0.45 | 0.51 | 0.39 | 0.50 | 0.62 | 0.62 | 0.62 |
| VICI | 0.41 | 0.25 | 0.19 | 0.32 | 0.25 | 0.28 | 0.16 | 0.43 | 0.40 | 0.24 | 0.34 | 0.55 | 0.32 | 0.15 | 0.27 | 0.23 | 0.31 | 0.27 | 0.37 | 0.33 | 1.00 | 0.65 | 0.36 | 0.37 | 0.42 | 0.44 | 0.40 | 0.27 | 0.37 | 0.46 | 0.39 | 0.50 | 0.55 | 0.57 |
| EPRT | 0.46 | 0.21 | 0.18 | 0.25 | 0.20 | 0.22 | 0.20 | 0.41 | 0.39 | 0.28 | 0.35 | 0.59 | 0.37 | 0.22 | 0.29 | 0.30 | 0.26 | 0.32 | 0.41 | 0.41 | 0.65 | 1.00 | 0.33 | 0.36 | 0.40 | 0.44 | 0.38 | 0.34 | 0.37 | 0.40 | 0.43 | 0.54 | 0.58 | 0.60 |
| DFS | 0.56 | 0.15 | 0.18 | 0.18 | 0.17 | 0.29 | 0.31 | 0.18 | 0.18 | 0.20 | 0.13 | 0.25 | 0.35 | 0.31 | 0.44 | 0.37 | 0.46 | 0.26 | 0.40 | 0.37 | 0.36 | 0.33 | 1.00 | 0.43 | 0.51 | 0.57 | 0.52 | 0.44 | 0.46 | 0.52 | 0.51 | 0.59 | 0.64 | 0.64 |
| MA | 0.62 | 0.22 | 0.28 | 0.24 | 0.34 | 0.25 | 0.30 | 0.31 | 0.40 | 0.38 | 0.37 | 0.27 | 0.33 | 0.43 | 0.30 | 0.34 | 0.36 | 0.46 | 0.37 | 0.33 | 0.37 | 0.36 | 0.43 | 1.00 | 0.41 | 0.50 | 0.45 | 0.53 | 0.49 | 0.60 | 0.60 | 0.57 | 0.57 | 0.64 |
| OSK | 0.58 | 0.11 | 0.18 | 0.22 | 0.18 | 0.27 | 0.33 | 0.28 | 0.21 | 0.20 | 0.20 | 0.36 | 0.40 | 0.31 | 0.43 | 0.45 | 0.42 | 0.26 | 0.46 | 0.50 | 0.42 | 0.40 | 0.51 | 0.41 | 1.00 | 0.55 | 0.73 | 0.46 | 0.65 | 0.52 | 0.55 | 0.74 | 0.75 | 0.71 |
| BK | 0.59 | 0.17 | 0.23 | 0.24 | 0.28 | 0.34 | 0.31 | 0.31 | 0.28 | 0.23 | 0.27 | 0.39 | 0.41 | 0.30 | 0.36 | 0.37 | 0.46 | 0.31 | 0.47 | 0.43 | 0.44 | 0.44 | 0.57 | 0.50 | 0.55 | 1.00 | 0.55 | 0.46 | 0.53 | 0.60 | 0.55 | 0.65 | 0.67 | 0.69 |
| CAT | 0.63 | 0.11 | 0.21 | 0.24 | 0.21 | 0.26 | 0.38 | 0.26 | 0.20 | 0.21 | 0.23 | 0.32 | 0.34 | 0.32 | 0.43 | 0.48 | 0.42 | 0.33 | 0.44 | 0.49 | 0.40 | 0.38 | 0.52 | 0.45 | 0.73 | 0.55 | 1.00 | 0.51 | 0.70 | 0.50 | 0.62 | 0.73 | 0.73 | 0.73 |
| JEPQ | 0.93 | 0.11 | 0.18 | 0.12 | 0.13 | 0.16 | 0.66 | 0.23 | 0.19 | 0.34 | 0.26 | 0.24 | 0.18 | 0.81 | 0.47 | 0.47 | 0.26 | 0.57 | 0.45 | 0.45 | 0.27 | 0.34 | 0.44 | 0.53 | 0.46 | 0.46 | 0.51 | 1.00 | 0.56 | 0.43 | 0.90 | 0.72 | 0.70 | 0.69 |
| EMR | 0.68 | 0.15 | 0.24 | 0.23 | 0.19 | 0.30 | 0.42 | 0.29 | 0.24 | 0.26 | 0.31 | 0.32 | 0.33 | 0.40 | 0.42 | 0.48 | 0.40 | 0.34 | 0.41 | 0.51 | 0.37 | 0.37 | 0.46 | 0.49 | 0.65 | 0.53 | 0.70 | 0.56 | 1.00 | 0.50 | 0.64 | 0.73 | 0.72 | 0.72 |
| BRK-B | 0.59 | 0.26 | 0.33 | 0.31 | 0.47 | 0.39 | 0.19 | 0.37 | 0.44 | 0.37 | 0.39 | 0.35 | 0.50 | 0.33 | 0.34 | 0.30 | 0.52 | 0.36 | 0.43 | 0.39 | 0.46 | 0.40 | 0.52 | 0.60 | 0.52 | 0.60 | 0.50 | 0.43 | 0.50 | 1.00 | 0.56 | 0.58 | 0.60 | 0.71 |
| SPYI | 0.95 | 0.17 | 0.25 | 0.21 | 0.22 | 0.26 | 0.59 | 0.33 | 0.28 | 0.39 | 0.33 | 0.33 | 0.28 | 0.71 | 0.48 | 0.48 | 0.35 | 0.57 | 0.52 | 0.50 | 0.39 | 0.43 | 0.51 | 0.60 | 0.55 | 0.55 | 0.62 | 0.90 | 0.64 | 0.56 | 1.00 | 0.79 | 0.79 | 0.80 |
| IVOG | 0.84 | 0.17 | 0.26 | 0.26 | 0.23 | 0.30 | 0.53 | 0.35 | 0.26 | 0.33 | 0.34 | 0.44 | 0.41 | 0.51 | 0.58 | 0.60 | 0.49 | 0.48 | 0.58 | 0.62 | 0.50 | 0.54 | 0.59 | 0.57 | 0.74 | 0.65 | 0.73 | 0.72 | 0.73 | 0.58 | 0.79 | 1.00 | 0.97 | 0.89 |
| VB | 0.84 | 0.17 | 0.24 | 0.26 | 0.22 | 0.32 | 0.50 | 0.38 | 0.28 | 0.33 | 0.31 | 0.48 | 0.43 | 0.48 | 0.59 | 0.57 | 0.49 | 0.46 | 0.60 | 0.62 | 0.55 | 0.58 | 0.64 | 0.57 | 0.75 | 0.67 | 0.73 | 0.70 | 0.72 | 0.60 | 0.79 | 0.97 | 1.00 | 0.89 |
| Portfolio | 0.85 | 0.32 | 0.37 | 0.40 | 0.39 | 0.44 | 0.48 | 0.43 | 0.41 | 0.44 | 0.45 | 0.50 | 0.51 | 0.50 | 0.59 | 0.61 | 0.57 | 0.54 | 0.59 | 0.62 | 0.57 | 0.60 | 0.64 | 0.64 | 0.71 | 0.69 | 0.73 | 0.69 | 0.72 | 0.71 | 0.80 | 0.89 | 0.89 | 1.00 |
The correlation results are calculated based on daily price changes starting from Aug 31, 2022