(no name)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
(no name)
Currency in USD · Last updated May 8, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AFL Aflac Incorporated | Financial Services | 0% |
AHR American Healthcare REIT, Inc. | Real Estate | 5% |
AJG Arthur J. Gallagher & Co. | Financial Services | 5% |
BRBR BellRing Brands, Inc. | Consumer Defensive | 0% |
BSX Boston Scientific Corporation | Healthcare | 5% |
CL Colgate-Palmolive Company | Consumer Defensive | 0% |
CPRX Catalyst Pharmaceuticals, Inc. | Healthcare | 5% |
DRI Darden Restaurants, Inc. | Consumer Cyclical | 0% |
EXC Exelon Corporation | Utilities | 5% |
FI Fiserv Inc. | Technology | 0% |
FICO Fair Isaac Corporation | Technology | 5% |
GEV GE Vernova Inc. | Utilities | 5% |
GILD Gilead Sciences, Inc. | Healthcare | 5% |
HWM Howmet Aerospace Inc. | Industrials | 5% |
IBM International Business Machines Corporation | Technology | 0% |
JNJ Johnson & Johnson | Healthcare | 0% |
KMB Kimberly-Clark Corporation | Consumer Defensive | 0% |
KO The Coca-Cola Company | Consumer Defensive | 5% |
MMM 3M Company | Industrials | 5% |
MO | 5% | |
NFLX | 5% | |
PG | 0% | |
PLTR | 5% | |
SO | 5% | |
TJX | 0% | |
TMUS | 5% | |
TPL | 5% | |
VICI | 0% | |
VRSK | 0% | |
VRSN | 5% | |
WEC | 5% | |
WMT | 5% |
Every 3 months
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in (no name), 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.
(no name)
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Mar 27, 2024, corresponding to the inception date of GEV
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% |
| (no name) | 20.88% | 15.65% | 23.20% | 79.46% | N/A | N/A |
| Portfolio components: | ||||||
NFLX | 29.63% | 33.14% | 48.09% | 90.66% | N/A | N/A |
TMUS | 14.21% | 1.86% | 8.97% | 57.10% | N/A | N/A |
TJX | 6.81% | 7.99% | 11.94% | 33.15% | N/A | N/A |
DRI Darden Restaurants, Inc. | 7.66% | 5.53% | 17.57% | 39.30% | 25.23% | 16.56% |
KO The Coca-Cola Company | 17.14% | 5.89% | 15.36% | 19.08% | 12.91% | 9.29% |
WMT | 9.69% | 17.89% | 19.03% | 64.88% | N/A | N/A |
KMB Kimberly-Clark Corporation | 2.86% | -0.71% | 3.30% | 1.74% | 2.81% | 5.36% |
CL Colgate-Palmolive Company | 1.10% | 2.46% | 1.87% | -1.32% | 8.07% | 5.36% |
PG | -3.79% | 0.05% | 0.15% | -1.54% | N/A | N/A |
BRBR BellRing Brands, Inc. | -16.74% | -10.54% | -7.89% | 7.34% | 28.04% | N/A |
MO | 18.58% | 9.43% | 16.44% | 50.21% | N/A | N/A |
TPL | 21.60% | 16.42% | 1.25% | 140.36% | N/A | N/A |
AFL Aflac Incorporated | 3.98% | 6.96% | -0.47% | 28.94% | 27.35% | 15.53% |
AJG Arthur J. Gallagher & Co. | 19.85% | 9.23% | 17.27% | 39.74% | 33.20% | 24.04% |
CPRX Catalyst Pharmaceuticals, Inc. | 12.41% | 7.57% | 3.30% | 54.95% | 37.18% | 21.29% |
GILD Gilead Sciences, Inc. | 7.82% | -6.27% | 9.53% | 56.76% | 9.37% | 3.00% |
JNJ Johnson & Johnson | 9.64% | 4.44% | 1.24% | 9.16% | 4.03% | 7.43% |
BSX Boston Scientific Corporation | 17.33% | 14.49% | 21.24% | 42.72% | 22.48% | 19.64% |
VRSK | 12.69% | 11.44% | 11.35% | 26.20% | N/A | N/A |
HWM Howmet Aerospace Inc. | 43.77% | 35.71% | 37.00% | 97.41% | 66.31% | N/A |
MMM 3M Company | 7.93% | 7.85% | 4.59% | 48.42% | 6.38% | 3.75% |
VICI | 9.86% | 6.38% | 4.61% | 13.23% | N/A | N/A |
AHR American Healthcare REIT, Inc. | 15.87% | 17.69% | 32.10% | 143.93% | N/A | N/A |
FI Fiserv Inc. | -11.31% | -8.19% | -13.74% | 19.05% | 11.75% | 18.02% |
IBM International Business Machines Corporation | 16.03% | 12.22% | 20.35% | 55.53% | 21.83% | 8.91% |
FICO Fair Isaac Corporation | 5.23% | 22.29% | 0.21% | 68.87% | 41.56% | 37.54% |
PLTR | 46.08% | 41.93% | 98.96% | 416.26% | N/A | N/A |
VRSN | 38.86% | 22.56% | 54.03% | 69.49% | N/A | N/A |
EXC Exelon Corporation | 24.26% | 3.69% | 23.28% | 27.15% | 15.83% | 10.60% |
WEC | 17.58% | 6.21% | 16.16% | 35.62% | N/A | N/A |
SO | 12.84% | 5.61% | 7.14% | 23.85% | N/A | N/A |
GEV GE Vernova Inc. | 23.77% | 42.31% | 21.15% | 143.44% | N/A | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of (no name), 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 | 7.22% | 6.24% | -0.67% | 5.09% | 1.66% | 20.88% | |||||||
| 2024 | 0.17% | -1.77% | 7.33% | 2.37% | 7.96% | 9.01% | 6.14% | 3.99% | 13.06% | -5.13% | 50.64% |
Expense Ratio
(no name) 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 99, (no name) is among the top 1% 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 | |
|---|---|---|---|---|---|
NFLX | 2.83 | 3.81 | 1.51 | 5.19 | 17.00 |
TMUS | 2.18 | 2.41 | 1.40 | 3.73 | 10.79 |
TJX | 1.78 | 2.87 | 1.37 | 3.36 | 10.79 |
DRI Darden Restaurants, Inc. | 1.31 | 2.28 | 1.26 | 2.34 | 8.80 |
KO The Coca-Cola Company | 1.16 | 1.77 | 1.22 | 1.29 | 2.84 |
WMT | 2.63 | 3.57 | 1.50 | 3.06 | 10.28 |
KMB Kimberly-Clark Corporation | 0.09 | 0.24 | 1.03 | 0.11 | 0.25 |
CL Colgate-Palmolive Company | -0.07 | 0.13 | 1.02 | -0.00 | -0.00 |
PG | -0.08 | 0.07 | 1.01 | -0.06 | -0.15 |
BRBR BellRing Brands, Inc. | 0.21 | 0.55 | 1.09 | 0.44 | 1.21 |
MO | 2.73 | 3.84 | 1.51 | 4.97 | 11.86 |
TPL | 2.51 | 2.98 | 1.44 | 3.84 | 8.68 |
AFL Aflac Incorporated | 1.30 | 1.83 | 1.28 | 2.49 | 5.73 |
AJG Arthur J. Gallagher & Co. | 1.83 | 2.48 | 1.35 | 3.53 | 9.79 |
CPRX Catalyst Pharmaceuticals, Inc. | 1.33 | 2.27 | 1.26 | 3.23 | 8.17 |
GILD Gilead Sciences, Inc. | 2.21 | 3.13 | 1.40 | 3.64 | 11.79 |
JNJ Johnson & Johnson | 0.50 | 0.74 | 1.10 | 0.61 | 1.38 |
BSX Boston Scientific Corporation | 1.93 | 2.45 | 1.39 | 2.83 | 11.58 |
VRSK | 1.25 | 1.92 | 1.30 | 3.41 | 7.22 |
HWM Howmet Aerospace Inc. | 2.54 | 3.25 | 1.46 | 5.14 | 18.91 |
MMM 3M Company | 1.37 | 2.41 | 1.32 | 2.46 | 8.19 |
VICI | 0.68 | 1.30 | 1.16 | 1.09 | 2.72 |
AHR American Healthcare REIT, Inc. | 5.06 | 5.51 | 1.71 | 13.18 | 42.09 |
FI Fiserv Inc. | 0.63 | 1.01 | 1.19 | 0.86 | 3.21 |
IBM International Business Machines Corporation | 2.04 | 2.89 | 1.42 | 3.52 | 10.79 |
FICO Fair Isaac Corporation | 2.08 | 2.81 | 1.37 | 2.54 | 5.65 |
PLTR | 5.91 | 4.34 | 1.60 | 9.20 | 26.39 |
VRSN | 3.21 | 4.37 | 1.59 | 5.92 | 24.64 |
EXC Exelon Corporation | 1.43 | 2.10 | 1.27 | 2.49 | 5.94 |
WEC | 2.09 | 2.92 | 1.37 | 3.84 | 9.08 |
SO | 1.32 | 2.00 | 1.25 | 1.93 | 4.68 |
GEV GE Vernova Inc. | 2.53 | 2.71 | 1.39 | 3.79 | 10.97 |
(no name)
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
(no name) provided a 1.57% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.57% | 1.81% | 1.87% | 1.67% | 1.52% | 1.82% | 1.54% | 1.69% | 1.42% | 1.49% | 1.52% | 1.26% |
| Portfolio components: | ||||||||||||
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS | 1.22% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TJX | 1.17% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% |
DRI Darden Restaurants, Inc. | 2.83% | 2.90% | 3.07% | 3.34% | 2.29% | 0.99% | 2.99% | 2.76% | 2.48% | 2.92% | 3.09% | 3.75% |
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% |
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% |
KMB Kimberly-Clark Corporation | 3.68% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
CL Colgate-Palmolive Company | 2.22% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
PG | 2.56% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
BRBR BellRing Brands, 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% |
MO | 6.63% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
TPL | 1.16% | 1.58% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.22% | 0.23% |
AFL Aflac Incorporated | 1.94% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% |
AJG Arthur J. Gallagher & Co. | 0.72% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
CPRX Catalyst Pharmaceuticals, 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% |
GILD Gilead Sciences, Inc. | 3.13% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
JNJ Johnson & Johnson | 3.15% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRSK | 0.52% | 0.57% | 0.57% | 0.70% | 0.51% | 0.52% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HWM Howmet Aerospace Inc. | 0.20% | 0.24% | 0.31% | 0.25% | 0.13% | 0.05% | 0.30% | 1.09% | 0.68% | 0.37% | 0.00% | 0.00% |
MMM 3M Company | 2.04% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% |
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% |
AHR American Healthcare REIT, Inc. | 3.06% | 3.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FI Fiserv Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.06% | 5.08% | 7.87% | 7.61% |
IBM International Business Machines Corporation | 2.64% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
PLTR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRSN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXC Exelon Corporation | 3.32% | 4.04% | 4.01% | 3.12% | 2.65% | 3.62% | 3.18% | 3.06% | 3.32% | 3.56% | 4.46% | 3.34% |
WEC | 3.10% | 3.55% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.40% | 2.96% |
SO | 3.13% | 3.47% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% |
GEV GE Vernova Inc. | 0.12% | 0.08% | 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.
(no name)
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the (no name). 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 (no name) was 9.66%, occurring on Apr 8, 2025. Recovery took 10 trading sessions.
The current (no name) drawdown is 0.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.66% | Feb 19, 2025 | 35 | Apr 8, 2025 | 10 | Apr 23, 2025 | 45 |
| -6.62% | Nov 29, 2024 | 14 | Dec 18, 2024 | 20 | Jan 21, 2025 | 34 |
| -4.13% | Apr 1, 2024 | 12 | Apr 16, 2024 | 13 | May 3, 2024 | 25 |
| -3.45% | Aug 2, 2024 | 2 | Aug 5, 2024 | 3 | Aug 8, 2024 | 5 |
| -2.3% | May 21, 2024 | 3 | May 23, 2024 | 11 | Jun 10, 2024 | 14 |
Volatility
Volatility Chart
The current (no name) volatility is 8.40%, 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.
(no name)
Benchmark (^GSPC)
Portfolio components
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 32 assets, with an effective number of assets of 20.00, 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 | TPL | CPRX | GILD | PLTR | NFLX | GEV | BRBR | AHR | VRSN | FICO | TMUS | MO | HWM | WMT | BSX | IBM | JNJ | KMB | EXC | DRI | CL | MMM | VICI | PG | SO | KO | VRSK | AJG | TJX | WEC | FI | AFL | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.40 | 0.41 | 0.13 | 0.62 | 0.59 | 0.60 | 0.41 | 0.31 | 0.33 | 0.57 | 0.22 | 0.01 | 0.63 | 0.35 | 0.53 | 0.49 | -0.01 | 0.02 | -0.01 | 0.35 | 0.07 | 0.46 | 0.24 | 0.09 | -0.00 | 0.05 | 0.26 | 0.20 | 0.47 | 0.01 | 0.51 | 0.31 | 0.73 |
| TPL | 0.40 | 1.00 | 0.23 | 0.08 | 0.32 | 0.23 | 0.38 | 0.21 | 0.15 | 0.11 | 0.29 | 0.07 | -0.06 | 0.40 | 0.18 | 0.31 | 0.27 | -0.06 | -0.09 | -0.05 | 0.19 | -0.13 | 0.20 | 0.12 | -0.09 | -0.05 | -0.07 | 0.06 | 0.15 | 0.10 | 0.03 | 0.26 | 0.23 | 0.51 |
| CPRX | 0.41 | 0.23 | 1.00 | 0.23 | 0.24 | 0.28 | 0.25 | 0.22 | 0.26 | 0.18 | 0.33 | 0.16 | 0.05 | 0.31 | 0.26 | 0.37 | 0.30 | 0.05 | 0.01 | 0.05 | 0.32 | 0.05 | 0.28 | 0.12 | 0.06 | 0.05 | 0.04 | 0.15 | 0.13 | 0.28 | 0.05 | 0.33 | 0.21 | 0.49 |
| GILD | 0.13 | 0.08 | 0.23 | 1.00 | 0.01 | -0.02 | -0.09 | 0.08 | 0.16 | 0.34 | 0.10 | 0.24 | 0.26 | -0.01 | 0.20 | 0.08 | 0.28 | 0.47 | 0.33 | 0.25 | 0.31 | 0.28 | 0.24 | 0.23 | 0.33 | 0.26 | 0.34 | 0.33 | 0.28 | 0.19 | 0.25 | 0.22 | 0.29 | 0.26 |
| PLTR | 0.62 | 0.32 | 0.24 | 0.01 | 1.00 | 0.50 | 0.46 | 0.29 | 0.20 | 0.11 | 0.40 | 0.08 | -0.04 | 0.44 | 0.24 | 0.32 | 0.37 | -0.15 | -0.09 | -0.10 | 0.24 | -0.10 | 0.22 | 0.09 | -0.02 | -0.15 | -0.07 | 0.06 | 0.15 | 0.24 | -0.13 | 0.32 | 0.19 | 0.61 |
| NFLX | 0.59 | 0.23 | 0.28 | -0.02 | 0.50 | 1.00 | 0.42 | 0.32 | 0.15 | 0.21 | 0.43 | 0.10 | -0.11 | 0.45 | 0.28 | 0.43 | 0.29 | -0.22 | -0.18 | -0.20 | 0.12 | -0.10 | 0.21 | -0.04 | -0.06 | -0.18 | -0.09 | 0.12 | 0.05 | 0.27 | -0.20 | 0.27 | 0.10 | 0.49 |
| GEV | 0.60 | 0.38 | 0.25 | -0.09 | 0.46 | 0.42 | 1.00 | 0.33 | 0.25 | 0.10 | 0.41 | 0.00 | -0.09 | 0.53 | 0.23 | 0.43 | 0.25 | -0.17 | -0.09 | -0.09 | 0.20 | -0.09 | 0.38 | 0.06 | -0.04 | -0.05 | -0.12 | 0.06 | 0.12 | 0.18 | -0.05 | 0.34 | 0.19 | 0.60 |
| BRBR | 0.41 | 0.21 | 0.22 | 0.08 | 0.29 | 0.32 | 0.33 | 1.00 | 0.19 | 0.19 | 0.33 | 0.16 | 0.05 | 0.34 | 0.32 | 0.31 | 0.30 | 0.03 | 0.16 | 0.10 | 0.31 | 0.26 | 0.31 | 0.21 | 0.24 | 0.09 | 0.18 | 0.24 | 0.22 | 0.30 | 0.16 | 0.36 | 0.29 | 0.41 |
| AHR | 0.31 | 0.15 | 0.26 | 0.16 | 0.20 | 0.15 | 0.25 | 0.19 | 1.00 | 0.15 | 0.32 | 0.19 | 0.19 | 0.24 | 0.26 | 0.25 | 0.18 | 0.22 | 0.18 | 0.30 | 0.23 | 0.17 | 0.22 | 0.39 | 0.22 | 0.26 | 0.18 | 0.24 | 0.24 | 0.31 | 0.30 | 0.30 | 0.36 | 0.48 |
| VRSN | 0.33 | 0.11 | 0.18 | 0.34 | 0.11 | 0.21 | 0.10 | 0.19 | 0.15 | 1.00 | 0.15 | 0.28 | 0.19 | 0.13 | 0.18 | 0.29 | 0.31 | 0.34 | 0.19 | 0.24 | 0.35 | 0.23 | 0.28 | 0.30 | 0.24 | 0.27 | 0.31 | 0.33 | 0.24 | 0.37 | 0.25 | 0.26 | 0.30 | 0.38 |
| FICO | 0.57 | 0.29 | 0.33 | 0.10 | 0.40 | 0.43 | 0.41 | 0.33 | 0.32 | 0.15 | 1.00 | 0.15 | 0.09 | 0.47 | 0.20 | 0.38 | 0.36 | -0.08 | -0.03 | -0.01 | 0.20 | 0.05 | 0.34 | 0.19 | 0.06 | 0.01 | 0.07 | 0.31 | 0.25 | 0.32 | 0.07 | 0.35 | 0.28 | 0.58 |
| TMUS | 0.22 | 0.07 | 0.16 | 0.24 | 0.08 | 0.10 | 0.00 | 0.16 | 0.19 | 0.28 | 0.15 | 1.00 | 0.37 | 0.15 | 0.26 | 0.24 | 0.20 | 0.23 | 0.32 | 0.34 | 0.27 | 0.31 | 0.18 | 0.22 | 0.32 | 0.37 | 0.35 | 0.40 | 0.33 | 0.33 | 0.36 | 0.31 | 0.35 | 0.36 |
| MO | 0.01 | -0.06 | 0.05 | 0.26 | -0.04 | -0.11 | -0.09 | 0.05 | 0.19 | 0.19 | 0.09 | 0.37 | 1.00 | -0.02 | 0.19 | 0.09 | 0.16 | 0.48 | 0.46 | 0.45 | 0.21 | 0.47 | 0.19 | 0.43 | 0.45 | 0.52 | 0.52 | 0.38 | 0.32 | 0.20 | 0.45 | 0.22 | 0.36 | 0.23 |
| HWM | 0.63 | 0.40 | 0.31 | -0.01 | 0.44 | 0.45 | 0.53 | 0.34 | 0.24 | 0.13 | 0.47 | 0.15 | -0.02 | 1.00 | 0.23 | 0.45 | 0.35 | -0.12 | -0.06 | -0.04 | 0.28 | -0.06 | 0.44 | 0.11 | -0.07 | -0.04 | -0.02 | 0.18 | 0.22 | 0.33 | 0.03 | 0.44 | 0.32 | 0.59 |
| WMT | 0.35 | 0.18 | 0.26 | 0.20 | 0.24 | 0.28 | 0.23 | 0.32 | 0.26 | 0.18 | 0.20 | 0.26 | 0.19 | 0.23 | 1.00 | 0.35 | 0.33 | 0.17 | 0.24 | 0.20 | 0.27 | 0.28 | 0.22 | 0.17 | 0.35 | 0.23 | 0.31 | 0.27 | 0.36 | 0.45 | 0.20 | 0.32 | 0.28 | 0.50 |
| BSX | 0.53 | 0.31 | 0.37 | 0.08 | 0.32 | 0.43 | 0.43 | 0.31 | 0.25 | 0.29 | 0.38 | 0.24 | 0.09 | 0.45 | 0.35 | 1.00 | 0.34 | 0.03 | 0.02 | 0.10 | 0.20 | 0.13 | 0.34 | 0.20 | 0.16 | 0.11 | 0.12 | 0.25 | 0.34 | 0.33 | 0.12 | 0.39 | 0.34 | 0.58 |
| IBM | 0.49 | 0.27 | 0.30 | 0.28 | 0.37 | 0.29 | 0.25 | 0.30 | 0.18 | 0.31 | 0.36 | 0.20 | 0.16 | 0.35 | 0.33 | 0.34 | 1.00 | 0.14 | 0.19 | 0.11 | 0.34 | 0.19 | 0.36 | 0.19 | 0.22 | 0.09 | 0.22 | 0.26 | 0.20 | 0.29 | 0.18 | 0.38 | 0.34 | 0.49 |
| JNJ | -0.01 | -0.06 | 0.05 | 0.47 | -0.15 | -0.22 | -0.17 | 0.03 | 0.22 | 0.34 | -0.08 | 0.23 | 0.48 | -0.12 | 0.17 | 0.03 | 0.14 | 1.00 | 0.49 | 0.50 | 0.27 | 0.41 | 0.21 | 0.47 | 0.46 | 0.52 | 0.51 | 0.36 | 0.36 | 0.23 | 0.52 | 0.18 | 0.37 | 0.16 |
| KMB | 0.02 | -0.09 | 0.01 | 0.33 | -0.09 | -0.18 | -0.09 | 0.16 | 0.18 | 0.19 | -0.03 | 0.32 | 0.46 | -0.06 | 0.24 | 0.02 | 0.19 | 0.49 | 1.00 | 0.46 | 0.26 | 0.66 | 0.18 | 0.32 | 0.72 | 0.55 | 0.58 | 0.38 | 0.34 | 0.26 | 0.52 | 0.16 | 0.36 | 0.18 |
| EXC | -0.01 | -0.05 | 0.05 | 0.25 | -0.10 | -0.20 | -0.09 | 0.10 | 0.30 | 0.24 | -0.01 | 0.34 | 0.45 | -0.04 | 0.20 | 0.10 | 0.11 | 0.50 | 0.46 | 1.00 | 0.23 | 0.46 | 0.17 | 0.51 | 0.48 | 0.74 | 0.52 | 0.29 | 0.34 | 0.21 | 0.71 | 0.24 | 0.38 | 0.28 |
| DRI | 0.35 | 0.19 | 0.32 | 0.31 | 0.24 | 0.12 | 0.20 | 0.31 | 0.23 | 0.35 | 0.20 | 0.27 | 0.21 | 0.28 | 0.27 | 0.20 | 0.34 | 0.27 | 0.26 | 0.23 | 1.00 | 0.17 | 0.48 | 0.38 | 0.22 | 0.24 | 0.20 | 0.23 | 0.35 | 0.40 | 0.29 | 0.41 | 0.40 | 0.46 |
| CL | 0.07 | -0.13 | 0.05 | 0.28 | -0.10 | -0.10 | -0.09 | 0.26 | 0.17 | 0.23 | 0.05 | 0.31 | 0.47 | -0.06 | 0.28 | 0.13 | 0.19 | 0.41 | 0.66 | 0.46 | 0.17 | 1.00 | 0.17 | 0.40 | 0.76 | 0.50 | 0.60 | 0.43 | 0.31 | 0.30 | 0.47 | 0.25 | 0.35 | 0.18 |
| MMM | 0.46 | 0.20 | 0.28 | 0.24 | 0.22 | 0.21 | 0.38 | 0.31 | 0.22 | 0.28 | 0.34 | 0.18 | 0.19 | 0.44 | 0.22 | 0.34 | 0.36 | 0.21 | 0.18 | 0.17 | 0.48 | 0.17 | 1.00 | 0.29 | 0.23 | 0.15 | 0.20 | 0.20 | 0.35 | 0.34 | 0.23 | 0.33 | 0.44 | 0.55 |
| VICI | 0.24 | 0.12 | 0.12 | 0.23 | 0.09 | -0.04 | 0.06 | 0.21 | 0.39 | 0.30 | 0.19 | 0.22 | 0.43 | 0.11 | 0.17 | 0.20 | 0.19 | 0.47 | 0.32 | 0.51 | 0.38 | 0.40 | 0.29 | 1.00 | 0.35 | 0.49 | 0.43 | 0.35 | 0.40 | 0.26 | 0.54 | 0.38 | 0.46 | 0.37 |
| PG | 0.09 | -0.09 | 0.06 | 0.33 | -0.02 | -0.06 | -0.04 | 0.24 | 0.22 | 0.24 | 0.06 | 0.32 | 0.45 | -0.07 | 0.35 | 0.16 | 0.22 | 0.46 | 0.72 | 0.48 | 0.22 | 0.76 | 0.23 | 0.35 | 1.00 | 0.53 | 0.59 | 0.46 | 0.34 | 0.30 | 0.50 | 0.21 | 0.31 | 0.26 |
| SO | -0.00 | -0.05 | 0.05 | 0.26 | -0.15 | -0.18 | -0.05 | 0.09 | 0.26 | 0.27 | 0.01 | 0.37 | 0.52 | -0.04 | 0.23 | 0.11 | 0.09 | 0.52 | 0.55 | 0.74 | 0.24 | 0.50 | 0.15 | 0.49 | 0.53 | 1.00 | 0.58 | 0.39 | 0.37 | 0.26 | 0.77 | 0.23 | 0.39 | 0.28 |
| KO | 0.05 | -0.07 | 0.04 | 0.34 | -0.07 | -0.09 | -0.12 | 0.18 | 0.18 | 0.31 | 0.07 | 0.35 | 0.52 | -0.02 | 0.31 | 0.12 | 0.22 | 0.51 | 0.58 | 0.52 | 0.20 | 0.60 | 0.20 | 0.43 | 0.59 | 0.58 | 1.00 | 0.50 | 0.37 | 0.29 | 0.51 | 0.26 | 0.36 | 0.26 |
| VRSK | 0.26 | 0.06 | 0.15 | 0.33 | 0.06 | 0.12 | 0.06 | 0.24 | 0.24 | 0.33 | 0.31 | 0.40 | 0.38 | 0.18 | 0.27 | 0.25 | 0.26 | 0.36 | 0.38 | 0.29 | 0.23 | 0.43 | 0.20 | 0.35 | 0.46 | 0.39 | 0.50 | 1.00 | 0.46 | 0.41 | 0.41 | 0.34 | 0.39 | 0.37 |
| AJG | 0.20 | 0.15 | 0.13 | 0.28 | 0.15 | 0.05 | 0.12 | 0.22 | 0.24 | 0.24 | 0.25 | 0.33 | 0.32 | 0.22 | 0.36 | 0.34 | 0.20 | 0.36 | 0.34 | 0.34 | 0.35 | 0.31 | 0.35 | 0.40 | 0.34 | 0.37 | 0.37 | 0.46 | 1.00 | 0.34 | 0.42 | 0.38 | 0.56 | 0.47 |
| TJX | 0.47 | 0.10 | 0.28 | 0.19 | 0.24 | 0.27 | 0.18 | 0.30 | 0.31 | 0.37 | 0.32 | 0.33 | 0.20 | 0.33 | 0.45 | 0.33 | 0.29 | 0.23 | 0.26 | 0.21 | 0.40 | 0.30 | 0.34 | 0.26 | 0.30 | 0.26 | 0.29 | 0.41 | 0.34 | 1.00 | 0.24 | 0.35 | 0.34 | 0.49 |
| WEC | 0.01 | 0.03 | 0.05 | 0.25 | -0.13 | -0.20 | -0.05 | 0.16 | 0.30 | 0.25 | 0.07 | 0.36 | 0.45 | 0.03 | 0.20 | 0.12 | 0.18 | 0.52 | 0.52 | 0.71 | 0.29 | 0.47 | 0.23 | 0.54 | 0.50 | 0.77 | 0.51 | 0.41 | 0.42 | 0.24 | 1.00 | 0.31 | 0.45 | 0.31 |
| FI | 0.51 | 0.26 | 0.33 | 0.22 | 0.32 | 0.27 | 0.34 | 0.36 | 0.30 | 0.26 | 0.35 | 0.31 | 0.22 | 0.44 | 0.32 | 0.39 | 0.38 | 0.18 | 0.16 | 0.24 | 0.41 | 0.25 | 0.33 | 0.38 | 0.21 | 0.23 | 0.26 | 0.34 | 0.38 | 0.35 | 0.31 | 1.00 | 0.49 | 0.53 |
| AFL | 0.31 | 0.23 | 0.21 | 0.29 | 0.19 | 0.10 | 0.19 | 0.29 | 0.36 | 0.30 | 0.28 | 0.35 | 0.36 | 0.32 | 0.28 | 0.34 | 0.34 | 0.37 | 0.36 | 0.38 | 0.40 | 0.35 | 0.44 | 0.46 | 0.31 | 0.39 | 0.36 | 0.39 | 0.56 | 0.34 | 0.45 | 0.49 | 1.00 | 0.50 |
| Portfolio | 0.73 | 0.51 | 0.49 | 0.26 | 0.61 | 0.49 | 0.60 | 0.41 | 0.48 | 0.38 | 0.58 | 0.36 | 0.23 | 0.59 | 0.50 | 0.58 | 0.49 | 0.16 | 0.18 | 0.28 | 0.46 | 0.18 | 0.55 | 0.37 | 0.26 | 0.28 | 0.26 | 0.37 | 0.47 | 0.49 | 0.31 | 0.53 | 0.50 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 28, 2024