JVV Current IRA since 19 Aug 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
JVV Current IRA since 19 Aug 2024
Last updated Feb 20, 2025
This is JVV's current IRA after 5 August selloff. Still a work in progress. First round of optimization done August 19-21, 2024. Updated 29 August 24- that day traded some XLK for NVDA and NTAP which went down. Then on August 30 sold SBSW and increase positions in NTAP and NVDA. Current on 6 February 2025, bringing it close to S1.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADM Archer-Daniels-Midland Company | Consumer Defensive | 1.61% |
AJG Arthur J. Gallagher & Co. | Financial Services | 3.14% |
BAESY BAE Systems PLC | Industrials | 0.70% |
BRO Brown & Brown, Inc. | Financial Services | 3.04% |
CBOE Cboe Global Markets, Inc. | Financial Services | 3.02% |
CNI Canadian National Railway Company | Industrials | 0.68% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.44% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 1.94% |
EME EMCOR Group, Inc. | Industrials | 3.34% |
FANG Diamondback Energy, Inc. | Energy | 3.06% |
GIS General Mills, Inc. | Consumer Defensive | 2.90% |
GLD SPDR Gold Trust | Precious Metals, Gold | 2.25% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 1.95% |
ITOCY Itochu Corp ADR | Industrials | 2.73% |
LLY Eli Lilly and Company | Healthcare | 2.29% |
LMT Lockheed Martin Corporation | Industrials | 4.11% |
LNG Cheniere Energy, Inc. | Energy | 2.73% |
MCK McKesson Corporation | Healthcare | 1.94% |
MSFT Microsoft Corporation | Technology | 0.55% |
NVDA | 1.85% | |
NVO | 1.21% | |
PHM | 2.96% | |
SCHD | 8.33% | |
SYF | 3.05% | |
TDG | 2.97% | |
UHS | 3.24% | |
USD=X | 0.01% | |
VOO | 12.80% | |
XLK | 18.16% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JVV Current IRA since 19 Aug 2024, 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.
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of HLT
Returns By Period
As of Feb 20, 2025, the JVV Current IRA since 19 Aug 2024 returned 2.43% Year-To-Date and 18.41% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 4.46% | 2.46% | 9.31% | 23.49% | 13.03% | 11.31% |
| JVV Current IRA since 19 Aug 2024 | 2.43% | -1.02% | 4.44% | 23.41% | 21.52% | 18.42% |
| Portfolio components: | ||||||
ADM Archer-Daniels-Midland Company | -7.85% | -9.11% | -20.69% | -11.35% | 3.64% | 2.37% |
AJG Arthur J. Gallagher & Co. | 15.32% | 10.30% | 12.62% | 37.54% | 25.41% | 22.70% |
BAESY BAE Systems PLC | 18.38% | 10.88% | -0.35% | 11.39% | 18.54% | 11.50% |
BRO Brown & Brown, Inc. | 10.24% | 6.41% | 8.64% | 36.35% | 18.48% | 21.58% |
CNI Canadian National Railway Company | 0.86% | -1.25% | -9.75% | -19.01% | 3.82% | 5.84% |
COST Costco Wholesale Corporation | 16.09% | 12.24% | 21.37% | 47.76% | 28.00% | 23.01% |
GIS General Mills, Inc. | -8.12% | -3.45% | -16.40% | -8.31% | 4.67% | 4.15% |
LMT Lockheed Martin Corporation | -10.90% | -14.49% | -21.35% | 3.91% | 2.86% | 10.27% |
LNG Cheniere Energy, Inc. | 1.83% | -12.35% | 20.58% | 34.01% | 32.05% | 11.43% |
TDG | 5.93% | -1.15% | 8.66% | 21.73% | 18.43% | 23.66% |
XLK | 4.15% | 2.59% | 10.26% | 22.38% | 19.81% | 19.56% |
PHM | -3.71% | -9.46% | -18.58% | 1.89% | 18.28% | 17.45% |
FANG Diamondback Energy, Inc. | -2.18% | -9.43% | -16.00% | -6.87% | 20.37% | 10.10% |
SYF | 1.27% | -5.24% | 40.10% | 68.60% | 16.87% | 9.19% |
CBOE Cboe Global Markets, Inc. | 7.60% | 6.63% | 0.82% | 12.04% | 12.59% | 13.84% |
HLT Hilton Worldwide Holdings Inc. | 9.04% | 8.89% | 25.03% | 35.78% | 19.27% | 16.73% |
ITOCY Itochu Corp ADR | -17.15% | -12.01% | -15.68% | -7.82% | 11.56% | 16.45% |
MCK McKesson Corporation | 5.76% | 2.84% | 7.72% | 19.34% | 28.46% | 10.59% |
UHS | 2.23% | -2.84% | -19.86% | 12.79% | 5.45% | 5.63% |
EME EMCOR Group, Inc. | -4.15% | -17.51% | 16.78% | 72.90% | 36.20% | 25.30% |
NVO | -3.05% | 2.92% | -39.07% | -30.28% | 22.26% | 15.10% |
NVDA | 3.68% | -1.14% | 12.54% | 106.40% | 76.68% | 71.18% |
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DECK Deckers Outdoor Corporation | -24.89% | -28.75% | -4.15% | 6.23% | 34.88% | 27.24% |
GLD SPDR Gold Trust | 11.86% | 7.00% | 18.08% | 44.47% | 11.43% | 8.58% |
LLY Eli Lilly and Company | 12.51% | 17.00% | -8.82% | 17.00% | 43.53% | 29.61% |
SCHD | 3.15% | -0.14% | 4.56% | 13.46% | 11.20% | 10.76% |
VOO | 4.61% | 1.66% | 10.98% | 24.97% | 14.20% | 12.79% |
MSFT Microsoft Corporation | -1.60% | -3.20% | 0.01% | 3.71% | 18.64% | 25.90% |
*Annualized
Monthly Returns
The table below presents the monthly returns of JVV Current IRA since 19 Aug 2024, 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 | 1.32% | 2.43% | |||||||||||
| 2024 | 2.99% | 6.59% | 4.51% | -3.04% | 5.77% | 2.32% | 3.09% | 3.32% | 0.66% | -1.12% | 5.77% | -4.87% | 28.42% |
| 2023 | 5.84% | -1.04% | 3.98% | 3.21% | 0.41% | 7.60% | 2.81% | 0.02% | -4.13% | 0.52% | 8.63% | 3.89% | 35.84% |
| 2022 | -3.46% | 1.17% | 2.46% | -6.30% | 0.66% | -7.28% | 9.54% | -2.90% | -7.81% | 11.36% | 6.46% | -4.63% | -2.98% |
| 2021 | -1.42% | 4.46% | 4.91% | 5.74% | 2.28% | 2.39% | 1.73% | 2.33% | -3.13% | 6.07% | 0.98% | 4.98% | 35.64% |
| 2020 | 2.08% | -7.84% | -14.35% | 13.49% | 6.04% | 1.66% | 5.35% | 7.05% | -3.32% | -3.23% | 12.96% | 5.05% | 23.44% |
| 2019 | 7.87% | 4.91% | 2.31% | 4.40% | -4.62% | 7.26% | 1.67% | 0.54% | 1.23% | 1.77% | 3.46% | 2.91% | 38.66% |
| 2018 | 5.59% | -3.94% | -1.55% | 0.61% | 2.37% | -0.12% | 2.81% | 3.13% | 0.50% | -5.82% | 1.10% | -8.26% | -4.39% |
| 2017 | 2.41% | 3.14% | 0.45% | 0.25% | 3.23% | -0.07% | 2.12% | 0.99% | 2.89% | 3.74% | 3.98% | 2.19% | 28.34% |
| 2016 | -4.11% | 0.98% | 6.66% | 0.61% | 2.37% | 1.64% | 4.83% | 0.14% | -0.06% | -2.47% | 5.21% | 1.45% | 18.08% |
| 2015 | -2.17% | 6.07% | -0.38% | 0.32% | 1.91% | -1.75% | 1.82% | -4.10% | -2.81% | 6.57% | 0.86% | -2.96% | 2.80% |
| 2014 | 5.21% | -1.77% | 2.10% | 2.56% | -0.14% | 8.07% |
Expense Ratio
JVV Current IRA since 19 Aug 2024 has an expense ratio of 0.04%, which is considered low compared to other funds. 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 rank of JVV Current IRA since 19 Aug 2024 is 55, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | -0.47 | -0.51 | 0.94 | -0.21 | -0.79 |
AJG Arthur J. Gallagher & Co. | 1.93 | 2.55 | 1.33 | 2.79 | 7.20 |
BAESY BAE Systems PLC | 0.28 | 0.57 | 1.07 | 0.34 | 0.76 |
BRO Brown & Brown, Inc. | 1.99 | 2.75 | 1.36 | 3.02 | 7.96 |
CNI Canadian National Railway Company | -1.03 | -1.36 | 0.84 | -0.79 | -1.40 |
COST Costco Wholesale Corporation | 2.11 | 2.73 | 1.39 | 3.95 | 9.05 |
GIS General Mills, Inc. | -0.36 | -0.36 | 0.96 | -0.21 | -0.67 |
LMT Lockheed Martin Corporation | 0.11 | 0.27 | 1.04 | 0.07 | 0.18 |
LNG Cheniere Energy, Inc. | 1.92 | 2.55 | 1.35 | 2.50 | 9.34 |
TDG | 0.93 | 1.35 | 1.17 | 1.81 | 3.75 |
XLK | 0.84 | 1.21 | 1.17 | 1.10 | 3.67 |
PHM | -0.14 | 0.01 | 1.00 | -0.15 | -0.33 |
FANG Diamondback Energy, Inc. | -0.32 | -0.27 | 0.97 | -0.33 | -0.69 |
SYF | 1.82 | 2.77 | 1.35 | 3.34 | 12.40 |
CBOE Cboe Global Markets, Inc. | 0.55 | 0.92 | 1.11 | 0.80 | 2.04 |
HLT Hilton Worldwide Holdings Inc. | 1.71 | 2.40 | 1.30 | 2.81 | 7.75 |
ITOCY Itochu Corp ADR | -0.27 | -0.21 | 0.97 | -0.28 | -0.82 |
MCK McKesson Corporation | 0.56 | 0.88 | 1.15 | 0.60 | 1.48 |
UHS | 0.17 | 0.44 | 1.06 | 0.18 | 0.37 |
EME EMCOR Group, Inc. | 0.94 | 1.27 | 1.22 | 1.67 | 4.53 |
NVO | -0.87 | -1.12 | 0.84 | -0.69 | -1.45 |
NVDA | 1.15 | 1.69 | 1.22 | 2.29 | 6.28 |
USD=X | — | — | — | — | — |
DECK Deckers Outdoor Corporation | 0.02 | 0.32 | 1.05 | 0.03 | 0.07 |
GLD SPDR Gold Trust | 2.47 | 3.19 | 1.43 | 4.60 | 12.09 |
LLY Eli Lilly and Company | 0.40 | 0.77 | 1.10 | 0.50 | 1.13 |
SCHD | 1.08 | 1.62 | 1.19 | 1.54 | 3.79 |
VOO | 1.82 | 2.44 | 1.34 | 2.67 | 11.05 |
MSFT Microsoft Corporation | 0.17 | 0.36 | 1.05 | 0.23 | 0.46 |
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
JVV Current IRA since 19 Aug 2024 provided a 1.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.48% | 1.49% | 1.54% | 1.58% | 1.23% | 1.57% | 1.83% | 1.78% | 1.82% | 1.96% | 1.78% | 1.95% |
| Portfolio components: | ||||||||||||
ADM Archer-Daniels-Midland Company | 4.37% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
AJG Arthur J. Gallagher & Co. | 0.73% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
BAESY BAE Systems PLC | 2.34% | 2.77% | 2.45% | 3.16% | 4.45% | 7.23% | 3.75% | 5.11% | 3.49% | 3.94% | 4.36% | 4.62% |
BRO Brown & Brown, Inc. | 0.50% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
CNI Canadian National Railway Company | 2.42% | 2.44% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% |
COST Costco Wholesale Corporation | 0.44% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
GIS General Mills, Inc. | 4.12% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
LMT Lockheed Martin Corporation | 2.94% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
LNG Cheniere Energy, Inc. | 0.63% | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG | 5.59% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
XLK | 0.63% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
PHM | 0.78% | 0.75% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% |
FANG Diamondback Energy, Inc. | 5.17% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
SYF | 1.52% | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% |
CBOE Cboe Global Markets, Inc. | 1.12% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% |
HLT Hilton Worldwide Holdings Inc. | 0.22% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% |
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% |
MCK McKesson Corporation | 0.44% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
UHS | 0.44% | 0.45% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% |
EME EMCOR Group, Inc. | 0.23% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
NVO | 1.73% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
NVDA | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DECK Deckers Outdoor 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% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.62% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
SCHD | 3.53% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VOO | 1.19% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
MSFT Microsoft Corporation | 0.76% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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.
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the JVV Current IRA since 19 Aug 2024. 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 JVV Current IRA since 19 Aug 2024 was 34.99%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current JVV Current IRA since 19 Aug 2024 drawdown is 2.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.99% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 7, 2020 | 122 |
| -18.03% | Oct 2, 2018 | 60 | Dec 24, 2018 | 60 | Mar 18, 2019 | 120 |
| -16.98% | Mar 30, 2022 | 57 | Jun 16, 2022 | 160 | Jan 26, 2023 | 217 |
| -13.27% | Aug 18, 2015 | 129 | Feb 11, 2016 | 44 | Apr 13, 2016 | 173 |
| -9.92% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 21, 2018 | 147 |
Volatility
Volatility Chart
The current JVV Current IRA since 19 Aug 2024 volatility is 3.01%, 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.
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| USD=X | GLD | BAESY | GIS | CBOE | NVO | LLY | LNG | FANG | ITOCY | MCK | LMT | DECK | NVDA | COST | PHM | UHS | ADM | SYF | HLT | CNI | MSFT | TDG | AJG | EME | BRO | XLK | SCHD | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| GLD | 0.00 | 1.00 | 0.06 | 0.05 | -0.04 | 0.06 | -0.00 | 0.03 | 0.04 | 0.06 | -0.03 | 0.00 | -0.01 | 0.01 | 0.03 | 0.08 | 0.00 | 0.01 | -0.06 | -0.03 | 0.05 | 0.00 | 0.02 | -0.01 | -0.01 | -0.02 | 0.01 | 0.01 | 0.01 |
| BAESY | 0.00 | 0.06 | 1.00 | 0.08 | 0.08 | 0.16 | 0.10 | 0.15 | 0.16 | 0.20 | 0.16 | 0.23 | 0.12 | 0.10 | 0.11 | 0.17 | 0.19 | 0.19 | 0.18 | 0.20 | 0.23 | 0.12 | 0.23 | 0.18 | 0.21 | 0.18 | 0.17 | 0.25 | 0.23 |
| GIS | 0.00 | 0.05 | 0.08 | 1.00 | 0.16 | 0.14 | 0.20 | 0.09 | 0.06 | 0.11 | 0.27 | 0.31 | 0.07 | 0.02 | 0.29 | 0.17 | 0.19 | 0.31 | 0.13 | 0.10 | 0.20 | 0.15 | 0.14 | 0.27 | 0.13 | 0.27 | 0.14 | 0.38 | 0.25 |
| CBOE | 0.00 | -0.04 | 0.08 | 0.16 | 1.00 | 0.13 | 0.17 | 0.08 | 0.10 | 0.12 | 0.20 | 0.21 | 0.13 | 0.12 | 0.20 | 0.16 | 0.17 | 0.16 | 0.20 | 0.16 | 0.19 | 0.21 | 0.19 | 0.33 | 0.20 | 0.30 | 0.21 | 0.28 | 0.27 |
| NVO | 0.00 | 0.06 | 0.16 | 0.14 | 0.13 | 1.00 | 0.42 | 0.11 | 0.10 | 0.18 | 0.28 | 0.18 | 0.19 | 0.25 | 0.25 | 0.19 | 0.22 | 0.17 | 0.14 | 0.18 | 0.22 | 0.33 | 0.22 | 0.25 | 0.19 | 0.26 | 0.35 | 0.29 | 0.38 |
| LLY | 0.00 | -0.00 | 0.10 | 0.20 | 0.17 | 0.42 | 1.00 | 0.13 | 0.11 | 0.18 | 0.34 | 0.23 | 0.17 | 0.22 | 0.29 | 0.17 | 0.27 | 0.19 | 0.14 | 0.17 | 0.23 | 0.32 | 0.20 | 0.33 | 0.22 | 0.32 | 0.34 | 0.35 | 0.40 |
| LNG | 0.00 | 0.03 | 0.15 | 0.09 | 0.08 | 0.11 | 0.13 | 1.00 | 0.49 | 0.20 | 0.21 | 0.22 | 0.22 | 0.22 | 0.12 | 0.21 | 0.25 | 0.35 | 0.29 | 0.32 | 0.32 | 0.21 | 0.30 | 0.25 | 0.29 | 0.26 | 0.29 | 0.40 | 0.39 |
| FANG | 0.00 | 0.04 | 0.16 | 0.06 | 0.10 | 0.10 | 0.11 | 0.49 | 1.00 | 0.19 | 0.21 | 0.22 | 0.23 | 0.20 | 0.11 | 0.22 | 0.25 | 0.37 | 0.37 | 0.30 | 0.33 | 0.19 | 0.32 | 0.22 | 0.37 | 0.22 | 0.26 | 0.44 | 0.39 |
| ITOCY | 0.00 | 0.06 | 0.20 | 0.11 | 0.12 | 0.18 | 0.18 | 0.20 | 0.19 | 1.00 | 0.21 | 0.20 | 0.22 | 0.26 | 0.23 | 0.26 | 0.25 | 0.25 | 0.28 | 0.29 | 0.32 | 0.31 | 0.30 | 0.25 | 0.29 | 0.25 | 0.36 | 0.39 | 0.42 |
| MCK | 0.00 | -0.03 | 0.16 | 0.27 | 0.20 | 0.28 | 0.34 | 0.21 | 0.21 | 0.21 | 1.00 | 0.31 | 0.21 | 0.17 | 0.29 | 0.24 | 0.39 | 0.32 | 0.26 | 0.26 | 0.28 | 0.25 | 0.30 | 0.34 | 0.31 | 0.34 | 0.30 | 0.43 | 0.42 |
| LMT | 0.00 | 0.00 | 0.23 | 0.31 | 0.21 | 0.18 | 0.23 | 0.22 | 0.22 | 0.20 | 0.31 | 1.00 | 0.16 | 0.16 | 0.28 | 0.24 | 0.29 | 0.35 | 0.28 | 0.27 | 0.31 | 0.25 | 0.41 | 0.39 | 0.32 | 0.38 | 0.28 | 0.50 | 0.40 |
| DECK | 0.00 | -0.01 | 0.12 | 0.07 | 0.13 | 0.19 | 0.17 | 0.22 | 0.23 | 0.22 | 0.21 | 0.16 | 1.00 | 0.33 | 0.31 | 0.39 | 0.31 | 0.27 | 0.37 | 0.40 | 0.30 | 0.33 | 0.35 | 0.29 | 0.41 | 0.33 | 0.42 | 0.42 | 0.48 |
| NVDA | 0.00 | 0.01 | 0.10 | 0.02 | 0.12 | 0.25 | 0.22 | 0.22 | 0.20 | 0.26 | 0.17 | 0.16 | 0.33 | 1.00 | 0.37 | 0.30 | 0.21 | 0.19 | 0.29 | 0.36 | 0.32 | 0.58 | 0.37 | 0.27 | 0.34 | 0.31 | 0.73 | 0.41 | 0.62 |
| COST | 0.00 | 0.03 | 0.11 | 0.29 | 0.20 | 0.25 | 0.29 | 0.12 | 0.11 | 0.23 | 0.29 | 0.28 | 0.31 | 0.37 | 1.00 | 0.30 | 0.27 | 0.26 | 0.25 | 0.29 | 0.32 | 0.47 | 0.31 | 0.38 | 0.32 | 0.40 | 0.51 | 0.48 | 0.56 |
| PHM | 0.00 | 0.08 | 0.17 | 0.17 | 0.16 | 0.19 | 0.17 | 0.21 | 0.22 | 0.26 | 0.24 | 0.24 | 0.39 | 0.30 | 0.30 | 1.00 | 0.36 | 0.30 | 0.40 | 0.37 | 0.35 | 0.32 | 0.38 | 0.34 | 0.44 | 0.38 | 0.41 | 0.49 | 0.50 |
| UHS | 0.00 | 0.00 | 0.19 | 0.19 | 0.17 | 0.22 | 0.27 | 0.25 | 0.25 | 0.25 | 0.39 | 0.29 | 0.31 | 0.21 | 0.27 | 0.36 | 1.00 | 0.35 | 0.38 | 0.35 | 0.34 | 0.27 | 0.38 | 0.34 | 0.42 | 0.38 | 0.34 | 0.50 | 0.47 |
| ADM | 0.00 | 0.01 | 0.19 | 0.31 | 0.16 | 0.17 | 0.19 | 0.35 | 0.37 | 0.25 | 0.32 | 0.35 | 0.27 | 0.19 | 0.26 | 0.30 | 0.35 | 1.00 | 0.41 | 0.34 | 0.40 | 0.25 | 0.32 | 0.35 | 0.40 | 0.35 | 0.32 | 0.59 | 0.48 |
| SYF | 0.00 | -0.06 | 0.18 | 0.13 | 0.20 | 0.14 | 0.14 | 0.29 | 0.37 | 0.28 | 0.26 | 0.28 | 0.37 | 0.29 | 0.25 | 0.40 | 0.38 | 0.41 | 1.00 | 0.48 | 0.38 | 0.31 | 0.42 | 0.36 | 0.48 | 0.37 | 0.41 | 0.60 | 0.55 |
| HLT | 0.00 | -0.03 | 0.20 | 0.10 | 0.16 | 0.18 | 0.17 | 0.32 | 0.30 | 0.29 | 0.26 | 0.27 | 0.40 | 0.36 | 0.29 | 0.37 | 0.35 | 0.34 | 0.48 | 1.00 | 0.37 | 0.37 | 0.51 | 0.37 | 0.45 | 0.38 | 0.48 | 0.52 | 0.58 |
| CNI | 0.00 | 0.05 | 0.23 | 0.20 | 0.19 | 0.22 | 0.23 | 0.32 | 0.33 | 0.32 | 0.28 | 0.31 | 0.30 | 0.32 | 0.32 | 0.35 | 0.34 | 0.40 | 0.38 | 0.37 | 1.00 | 0.40 | 0.38 | 0.39 | 0.41 | 0.42 | 0.48 | 0.58 | 0.58 |
| MSFT | 0.00 | 0.00 | 0.12 | 0.15 | 0.21 | 0.33 | 0.32 | 0.21 | 0.19 | 0.31 | 0.25 | 0.25 | 0.33 | 0.58 | 0.47 | 0.32 | 0.27 | 0.25 | 0.31 | 0.37 | 0.40 | 1.00 | 0.39 | 0.41 | 0.35 | 0.41 | 0.84 | 0.52 | 0.74 |
| TDG | 0.00 | 0.02 | 0.23 | 0.14 | 0.19 | 0.22 | 0.20 | 0.30 | 0.32 | 0.30 | 0.30 | 0.41 | 0.35 | 0.37 | 0.31 | 0.38 | 0.38 | 0.32 | 0.42 | 0.51 | 0.38 | 0.39 | 1.00 | 0.42 | 0.47 | 0.43 | 0.49 | 0.54 | 0.58 |
| AJG | 0.00 | -0.01 | 0.18 | 0.27 | 0.33 | 0.25 | 0.33 | 0.25 | 0.22 | 0.25 | 0.34 | 0.39 | 0.29 | 0.27 | 0.38 | 0.34 | 0.34 | 0.35 | 0.36 | 0.37 | 0.39 | 0.41 | 0.42 | 1.00 | 0.40 | 0.75 | 0.46 | 0.55 | 0.56 |
| EME | 0.00 | -0.01 | 0.21 | 0.13 | 0.20 | 0.19 | 0.22 | 0.29 | 0.37 | 0.29 | 0.31 | 0.32 | 0.41 | 0.34 | 0.32 | 0.44 | 0.42 | 0.40 | 0.48 | 0.45 | 0.41 | 0.35 | 0.47 | 0.40 | 1.00 | 0.44 | 0.46 | 0.58 | 0.59 |
| BRO | 0.00 | -0.02 | 0.18 | 0.27 | 0.30 | 0.26 | 0.32 | 0.26 | 0.22 | 0.25 | 0.34 | 0.38 | 0.33 | 0.31 | 0.40 | 0.38 | 0.38 | 0.35 | 0.37 | 0.38 | 0.42 | 0.41 | 0.43 | 0.75 | 0.44 | 1.00 | 0.48 | 0.58 | 0.59 |
| XLK | 0.00 | 0.01 | 0.17 | 0.14 | 0.21 | 0.35 | 0.34 | 0.29 | 0.26 | 0.36 | 0.30 | 0.28 | 0.42 | 0.73 | 0.51 | 0.41 | 0.34 | 0.32 | 0.41 | 0.48 | 0.48 | 0.84 | 0.49 | 0.46 | 0.46 | 0.48 | 1.00 | 0.65 | 0.89 |
| SCHD | 0.00 | 0.01 | 0.25 | 0.38 | 0.28 | 0.29 | 0.35 | 0.40 | 0.44 | 0.39 | 0.43 | 0.50 | 0.42 | 0.41 | 0.48 | 0.49 | 0.50 | 0.59 | 0.60 | 0.52 | 0.58 | 0.52 | 0.54 | 0.55 | 0.58 | 0.58 | 0.65 | 1.00 | 0.83 |
| VOO | 0.00 | 0.01 | 0.23 | 0.25 | 0.27 | 0.38 | 0.40 | 0.39 | 0.39 | 0.42 | 0.42 | 0.40 | 0.48 | 0.62 | 0.56 | 0.50 | 0.47 | 0.48 | 0.55 | 0.58 | 0.58 | 0.74 | 0.58 | 0.56 | 0.59 | 0.59 | 0.89 | 0.83 | 1.00 |
The correlation results are calculated based on daily price changes starting from Aug 1, 2014