JVV Current IRA since 19 Aug 2024

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

JVV Current IRA since 19 Aug 2024

Last updated Sep 20, 2024

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. Also 4x GIS were sold on a limit bases GIS should go to 3...4%).

Asset Allocation

Position	Category/Sector	Weight
ADM Archer-Daniels-Midland Company	Consumer Defensive	2.17%
AJG Arthur J. Gallagher & Co.	Financial Services	2.65%
ARMK Aramark	Consumer Cyclical	3.29%
BAESY BAE Systems PLC	Industrials	3.29%
BRO Brown & Brown, Inc.	Financial Services	3.59%
CBOE Cboe Global Markets, Inc.	Financial Services	2.86%
CNI Canadian National Railway Company	Industrials	1.23%
COST Costco Wholesale Corporation	Consumer Defensive	4.36%
CTRA Coterra Energy Inc.	Energy	1.70%
CTSH Cognizant Technology Solutions Corporation	Technology	2.39%
DRI Darden Restaurants, Inc.	Consumer Cyclical	0.99%
EME EMCOR Group, Inc.	Industrials	3.01%
ENB Enbridge Inc.	Energy	1.90%
EW Edwards Lifesciences Corporation	Healthcare	1.76%
FANG Diamondback Energy, Inc.	Energy	3.54%
GD General Dynamics Corporation		2.71%
GIS General Mills, Inc.	Consumer Defensive	4.33%
HLT Hilton Worldwide Holdings Inc.	Consumer Cyclical	2.91%
ITOCY Itochu Corp ADR	Industrials	2.36%
LMT Lockheed Martin Corporation	Industrials	4.33%
LNG		2.20%
MCK		3.91%
MKC		1.51%
NEE		3.48%
NTAP		1.43%
NTR		2.03%
NVDA		1.17%
NVO		1.07%
O		3.15%
PHM		0.92%
SBUX		2.70%
SPTL		0.93%
STLD		2.08%
SYF		3.12%
TDG		2.87%
TJX		2.70%
TMO		1.29%
TYL		0.82%
UHS		3.32%
USD=X		0.24%
XLK		3.69%

Benchmark

Rebalance portfolio

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 Quarterly

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 ARMK

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	19.79%	2.08%	9.01%	29.79%	13.85%	11.12%
JVV Current IRA since 19 Aug 2024	25.42%	2.89%	12.54%	35.09%	19.76%	N/A
Portfolio components:
ADM Archer-Daniels-Midland Company	-11.24%	6.73%	1.65%	-18.75%	11.35%	4.85%
AJG Arthur J. Gallagher & Co.	26.35%	-1.90%	13.24%	21.09%	26.59%	22.71%
BAESY BAE Systems PLC	20.31%	0.16%	0.06%	33.96%	23.28%	12.82%
BRO Brown & Brown, Inc.	43.32%	-1.40%	18.25%	38.28%	22.87%	21.30%
CNI Canadian National Railway Company	-3.87%	5.08%	-9.52%	7.16%	7.78%	7.00%
COST Costco Wholesale Corporation	37.07%	2.80%	21.67%	64.42%	26.86%	24.41%
CTRA Coterra Energy Inc.	-5.37%	-2.04%	-12.56%	-9.63%	10.39%	-0.45%
DRI Darden Restaurants, Inc.	7.65%	11.03%	7.49%	19.45%	10.16%	17.23%
ENB Enbridge Inc.	18.47%	3.43%	16.87%	24.49%	9.63%	3.63%
EW Edwards Lifesciences Corporation	-11.79%	-3.06%	-28.96%	-6.52%	-1.63%	14.55%
GD General Dynamics Corporation	19.15%	3.02%	9.39%	38.01%	12.46%	11.56%
GIS General Mills, Inc.	18.16%	7.08%	10.92%	17.97%	9.80%	7.56%
LMT Lockheed Martin Corporation	27.17%	2.03%	29.11%	35.96%	10.34%	15.29%
LNG	7.50%	-0.55%	14.61%	13.94%	22.10%	N/A
MKC	23.21%	6.71%	21.33%	8.62%	2.50%	N/A
NEE	38.50%	4.87%	35.85%	25.92%	10.01%	N/A
O	9.80%	0.66%	18.96%	19.54%	0.84%	N/A
SBUX	2.92%	4.18%	7.16%	4.41%	3.52%	N/A
TDG	37.39%	6.06%	12.78%	68.66%	23.43%	N/A
TJX	27.44%	4.40%	20.13%	32.36%	17.52%	N/A
TMO	17.09%	0.99%	6.32%	23.17%	15.61%	N/A
TYL	38.78%	0.63%	37.80%	47.82%	16.93%	N/A
XLK	16.57%	-0.29%	6.75%	34.98%	22.97%	N/A
PHM	41.15%	16.39%	25.32%	90.95%	32.51%	N/A
FANG Diamondback Energy, Inc.	21.73%	-4.28%	-4.51%	26.15%	17.74%	11.98%
STLD	2.38%	3.57%	-15.95%	21.52%	33.26%	N/A
SYF	36.00%	8.32%	20.99%	62.93%	11.10%	N/A
NTR	-13.19%	2.35%	-8.80%	-20.90%	1.96%	N/A
SPTL	3.71%	1.00%	8.70%	11.44%	-3.86%	N/A
ARMK Aramark	39.68%	9.51%	24.85%	44.17%	6.12%	8.34%
CBOE Cboe Global Markets, Inc.	16.94%	0.75%	13.04%	35.02%	13.54%	15.88%
CTSH Cognizant Technology Solutions Corporation	0.77%	-0.34%	4.47%	9.96%	5.36%	6.44%
HLT Hilton Worldwide Holdings Inc.	24.13%	6.26%	7.27%	48.12%	18.42%	16.70%
ITOCY Itochu Corp ADR	33.55%	10.98%	24.30%	41.25%	20.21%	18.72%
MCK	10.15%	-7.24%	-4.65%	16.10%	28.05%	N/A
UHS	56.48%	4.58%	31.79%	85.11%	9.81%	N/A
EME EMCOR Group, Inc.	100.06%	17.08%	24.50%	100.67%	37.13%	26.75%
NVO	31.55%	-0.68%	4.82%	43.65%	37.22%	N/A
NTAP	38.20%	-8.61%	15.29%	61.21%	20.03%	N/A
NVDA	138.07%	-7.36%	28.93%	179.14%	89.65%	N/A
USD=X	0.00%	0.00%	0.00%	0.00%	0.00%	N/A

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
2024	1.60%	5.30%	5.39%	-2.24%	4.96%	0.07%	3.94%	3.89%					25.42%
2023	4.64%	-2.13%	1.78%	2.64%	-2.72%	7.17%	1.84%	-0.79%	-3.99%	0.33%	6.54%	3.64%	19.86%
2022	-2.58%	4.31%	3.61%	-4.96%	0.36%	-6.98%	8.68%	-1.03%	-7.70%	11.85%	5.80%	-3.94%	5.44%
2021	-2.83%	4.77%	5.56%	5.35%	1.75%	0.90%	1.87%	2.05%	-1.40%	5.29%	-0.58%	6.66%	33.02%
2020	0.54%	-7.65%	-16.01%	12.71%	4.39%	-1.34%	4.96%	6.76%	-2.85%	-2.45%	14.58%	4.62%	15.24%
2019	9.49%	3.34%	2.19%	3.07%	-3.42%	6.42%	2.02%	1.19%	0.99%	1.20%	2.55%	1.57%	34.62%
2018	4.53%	-4.21%	-0.60%	0.49%	0.96%	0.76%	2.53%	2.13%	1.24%	-5.77%	1.37%	-9.02%	-6.26%

Expense Ratio

JVV Current IRA since 19 Aug 2024 has an expense ratio of 0.01%, 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JVV Current IRA since 19 Aug 2024 is 98, placing it in the top 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

JVV Current IRA since 19 Aug 2024

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.

JVV Current IRA since 19 Aug 2024

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADM Archer-Daniels-Midland Company	-0.38	-0.26	0.95	-0.27	-0.70
AJG Arthur J. Gallagher & Co.	1.48	1.90	1.28	2.07	5.59
BAESY BAE Systems PLC	2.07	2.63	1.35	3.62	9.83
BRO Brown & Brown, Inc.	2.58	3.55	1.48	4.74	15.30
CNI Canadian National Railway Company	0.81	1.18	1.15	0.69	2.14
COST Costco Wholesale Corporation	3.32	3.91	1.61	6.24	16.30
CTRA Coterra Energy Inc.	-0.35	-0.36	0.96	-0.26	-0.67
DRI Darden Restaurants, Inc.	1.30	1.98	1.26	1.29	2.84
ENB Enbridge Inc.	2.55	3.62	1.45	1.34	11.92
EW Edwards Lifesciences Corporation	-0.08	0.19	1.04	-0.06	-0.25
GD General Dynamics Corporation	2.34	3.78	1.49	3.10	21.22
GIS General Mills, Inc.	1.24	1.77	1.22	0.76	5.04
LMT Lockheed Martin Corporation	2.65	4.54	1.60	2.22	13.91
LNG	0.69	1.11	1.13	0.83	1.46
MKC	1.07	1.72	1.22	0.60	4.51
NEE	2.21	2.86	1.38	1.35	11.08
O	1.62	2.27	1.30	0.90	4.58
SBUX	0.29	0.80	1.12	0.28	0.62
TDG	3.46	4.43	1.59	6.58	21.08
TJX	2.16	3.03	1.40	4.24	12.88
TMO	1.18	1.72	1.22	0.70	4.95
TYL	2.15	3.53	1.45	1.53	15.61
XLK	1.79	2.37	1.33	2.24	8.04
PHM	3.50	4.33	1.56	5.64	20.38
FANG Diamondback Energy, Inc.	1.12	1.72	1.22	1.45	4.33
STLD	0.51	0.91	1.11	0.52	1.25
SYF	2.68	3.31	1.42	1.78	16.17
NTR	-0.48	-0.54	0.94	-0.24	-0.93
SPTL	1.41	2.03	1.24	0.45	4.18
ARMK Aramark	2.61	3.31	1.45	2.55	24.95
CBOE Cboe Global Markets, Inc.	1.66	2.44	1.29	2.29	5.20
CTSH Cognizant Technology Solutions Corporation	0.70	1.12	1.13	0.45	1.53
HLT Hilton Worldwide Holdings Inc.	2.88	3.74	1.47	4.69	13.83
ITOCY Itochu Corp ADR	1.99	2.78	1.36	3.20	12.64
MCK	0.73	0.94	1.18	0.83	2.94
UHS	3.67	4.69	1.63	4.00	24.96
EME EMCOR Group, Inc.	3.62	4.04	1.62	7.37	23.73
NVO	1.82	2.61	1.33	2.92	9.98
NTAP	1.99	3.29	1.47	2.96	13.16
NVDA	3.32	3.56	1.46	6.32	19.86
USD=X	—	—	—	—	—

Sharpe Ratio

The current JVV Current IRA since 19 Aug 2024 Sharpe ratio is 4.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.88 to 2.55, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of JVV Current IRA since 19 Aug 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

JVV Current IRA since 19 Aug 2024

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

JVV Current IRA since 19 Aug 2024 granted a 1.89% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
JVV Current IRA since 19 Aug 2024	1.89%	2.07%	2.02%	1.66%	2.01%	2.05%	2.02%	1.90%	1.84%	1.74%	1.80%	1.83%
Portfolio components:
ADM Archer-Daniels-Midland Company	3.12%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%	1.85%	1.75%
AJG Arthur J. Gallagher & Co.	0.83%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%	2.98%
BAESY BAE Systems PLC	2.22%	2.39%	3.08%	4.42%	7.12%	3.71%	5.10%	3.47%	3.97%	4.36%	4.67%	4.12%
BRO Brown & Brown, Inc.	0.51%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%	1.25%	1.18%
CNI Canadian National Railway Company	2.06%	1.85%	2.34%	2.00%	1.71%	1.94%	1.88%	1.54%	1.70%	1.73%	1.30%	1.44%
COST Costco Wholesale Corporation	2.15%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%	1.01%
CTRA Coterra Energy Inc.	3.52%	4.58%	10.13%	5.89%	2.46%	1.87%	1.00%	0.53%	0.31%	0.41%	0.24%	0.14%
DRI Darden Restaurants, Inc.	3.09%	3.07%	3.34%	2.29%	0.99%	2.99%	2.76%	2.48%	2.92%	0.00%	0.00%	0.00%
ENB Enbridge Inc.	6.60%	7.29%	6.78%	6.86%	7.54%	5.57%	6.69%	4.73%	3.78%	4.41%	2.47%	2.82%
EW Edwards Lifesciences 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%
GD General Dynamics Corporation	1.80%	2.01%	2.00%	2.24%	2.90%	2.26%	2.31%	1.61%	1.72%	2.46%	1.76%	1.76%
GIS General Mills, Inc.	3.16%	3.47%	2.50%	3.03%	3.37%	3.66%	5.03%	3.27%	3.01%	3.00%	3.02%	2.85%
LMT Lockheed Martin Corporation	2.23%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%	3.22%
LNG	0.96%	0.95%	0.92%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MKC	1.98%	2.32%	1.81%	1.44%	1.33%	1.37%	1.53%	1.89%	1.89%	1.91%	2.03%	2.02%
NEE	2.45%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%	3.08%
O	5.11%	5.33%	4.68%	3.87%	4.50%	3.69%	4.18%	4.45%	4.18%	4.41%	4.59%	5.83%
SBUX	2.35%	2.25%	2.02%	1.57%	1.57%	1.69%	2.05%	1.83%	1.53%	0.87%	0.00%	0.00%
TDG	2.52%	3.46%	2.94%	0.00%	0.00%	11.16%	0.00%	8.01%	9.64%	0.00%	12.73%	13.66%
TJX	1.20%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%	0.98%	0.86%
TMO	0.25%	0.26%	0.22%	0.16%	0.19%	0.23%	0.30%	0.32%	0.43%	0.42%	0.48%	0.54%
TYL	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLK	0.52%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%	1.70%
PHM	0.55%	0.66%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	1.85%	1.07%	0.74%
FANG Diamondback Energy, Inc.	5.92%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%
STLD	1.47%	1.44%	1.39%	1.68%	2.71%	2.82%	2.50%	1.44%	1.57%	3.08%	2.33%	2.25%
SYF	1.96%	2.51%	2.74%	1.90%	2.54%	2.39%	3.07%	1.45%	0.72%	0.00%	0.00%	0.00%
NTR	4.47%	3.76%	2.63%	2.45%	3.74%	3.67%	3.47%	0.00%	0.00%	0.00%	0.00%	0.00%
SPTL	3.51%	3.24%	2.75%	1.68%	1.71%	2.45%	2.69%	2.53%	2.56%	2.60%	2.63%	2.98%
ARMK Aramark	0.98%	1.20%	1.08%	1.21%	1.16%	1.03%	1.49%	0.98%	1.10%	1.11%	1.01%	0.00%
CBOE Cboe Global Markets, Inc.	1.10%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%	1.23%	2.22%
CTSH Cognizant Technology Solutions Corporation	1.58%	1.54%	1.89%	1.08%	1.07%	1.29%	1.26%	0.63%	0.00%	0.00%	0.00%	0.00%
HLT Hilton Worldwide Holdings Inc.	0.27%	0.33%	0.36%	0.00%	0.13%	0.54%	0.84%	0.75%	1.03%	0.65%	0.00%	0.00%
ITOCY Itochu Corp ADR	0.00%	0.00%	0.00%	2.65%	2.83%	3.53%	3.93%	2.83%	3.68%	3.30%	4.09%	3.26%
MCK	0.51%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%	0.46%	0.55%
UHS	0.34%	0.52%	0.57%	0.62%	0.15%	0.42%	0.34%	0.35%	0.38%	0.33%	0.27%	0.25%
EME EMCOR Group, Inc.	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%	0.42%
NVO	0.76%	0.71%	0.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NTAP	1.68%	2.27%	3.33%	2.13%	2.90%	2.83%	2.01%	1.41%	2.10%	2.60%	1.52%	0.73%
NVDA	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.19%	1.68%	1.95%
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%

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 37.12%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.12%	Feb 21, 2020	22	Mar 23, 2020	165	Nov 9, 2020	187
-17.89%	Sep 24, 2018	66	Dec 24, 2018	63	Mar 21, 2019	129
-17.17%	Apr 21, 2022	42	Jun 17, 2022	113	Nov 23, 2022	155
-9.53%	Jan 29, 2018	9	Feb 8, 2018	142	Aug 27, 2018	151
-7.31%	Jul 26, 2023	50	Oct 3, 2023	34	Nov 20, 2023	84

Volatility

Volatility Chart

The current JVV Current IRA since 19 Aug 2024 volatility is 2.84%, 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	SPTL	GIS	NVO	CBOE	MKC	CTRA	ITOCY	BAESY	NEE	LNG	MCK	FANG	O	LMT	NVDA	NTR	TYL	COST	DRI	TMO	EW	PHM	STLD	ENB	UHS	ADM	NTAP	TJX	HLT	ARMK	SBUX	AJG	SYF	CNI	EME	GD	TDG	CTSH	BRO	XLK
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	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SPTL	0.00	1.00	0.07	0.00	-0.08	0.09	-0.17	-0.04	-0.08	0.17	-0.11	-0.17	-0.22	0.13	-0.13	-0.06	-0.17	0.03	0.00	-0.10	-0.02	-0.01	0.12	-0.19	-0.05	-0.10	-0.19	-0.15	-0.13	-0.16	-0.09	-0.05	-0.10	-0.20	-0.11	-0.13	-0.18	-0.09	-0.10	-0.08	-0.08
GIS	0.00	0.07	1.00	0.10	0.16	0.55	0.15	0.06	0.10	0.32	0.08	0.28	0.03	0.30	0.30	-0.02	0.08	0.12	0.23	0.11	0.19	0.15	0.13	0.05	0.21	0.18	0.29	0.05	0.15	0.03	0.11	0.20	0.26	0.10	0.18	0.10	0.25	0.08	0.14	0.26	0.07
NVO	0.00	0.00	0.10	1.00	0.14	0.17	0.12	0.16	0.22	0.22	0.07	0.26	0.08	0.17	0.14	0.28	0.11	0.28	0.28	0.10	0.36	0.32	0.18	0.14	0.15	0.19	0.14	0.21	0.18	0.15	0.17	0.24	0.26	0.12	0.24	0.18	0.19	0.20	0.23	0.28	0.36
CBOE	0.00	-0.08	0.16	0.14	1.00	0.23	0.11	0.11	0.17	0.24	0.11	0.23	0.13	0.22	0.21	0.13	0.13	0.24	0.21	0.20	0.21	0.23	0.17	0.15	0.17	0.19	0.18	0.16	0.25	0.18	0.20	0.25	0.36	0.21	0.22	0.20	0.26	0.22	0.25	0.33	0.23
MKC	0.00	0.09	0.55	0.17	0.23	1.00	0.11	0.15	0.11	0.40	0.08	0.26	0.05	0.38	0.30	0.10	0.16	0.25	0.35	0.20	0.32	0.26	0.26	0.11	0.27	0.25	0.28	0.18	0.23	0.13	0.18	0.31	0.34	0.17	0.27	0.18	0.28	0.19	0.27	0.36	0.26
CTRA	0.00	-0.17	0.15	0.12	0.11	0.11	1.00	0.15	0.18	0.14	0.39	0.23	0.55	0.18	0.23	0.15	0.39	0.13	0.16	0.19	0.16	0.15	0.20	0.31	0.37	0.27	0.39	0.29	0.24	0.25	0.27	0.17	0.18	0.33	0.28	0.29	0.33	0.23	0.26	0.20	0.23
ITOCY	0.00	-0.04	0.06	0.16	0.11	0.15	0.15	1.00	0.23	0.16	0.21	0.19	0.20	0.17	0.18	0.28	0.26	0.25	0.27	0.20	0.24	0.25	0.27	0.26	0.28	0.26	0.25	0.32	0.23	0.30	0.26	0.27	0.25	0.30	0.34	0.30	0.27	0.31	0.32	0.24	0.36
BAESY	0.00	-0.08	0.10	0.22	0.17	0.11	0.18	0.23	1.00	0.18	0.20	0.23	0.26	0.17	0.32	0.19	0.28	0.18	0.19	0.19	0.15	0.21	0.23	0.28	0.30	0.29	0.30	0.24	0.25	0.27	0.29	0.26	0.24	0.27	0.32	0.31	0.37	0.34	0.29	0.25	0.27
NEE	0.00	0.17	0.32	0.22	0.24	0.40	0.14	0.16	0.18	1.00	0.11	0.19	0.07	0.46	0.26	0.16	0.14	0.28	0.31	0.19	0.32	0.30	0.28	0.11	0.31	0.22	0.26	0.15	0.22	0.14	0.22	0.33	0.36	0.18	0.31	0.20	0.29	0.26	0.29	0.38	0.30
LNG	0.00	-0.11	0.08	0.07	0.11	0.08	0.39	0.21	0.20	0.11	1.00	0.21	0.51	0.19	0.27	0.23	0.40	0.17	0.13	0.23	0.18	0.22	0.20	0.36	0.43	0.25	0.39	0.29	0.24	0.34	0.30	0.25	0.25	0.33	0.30	0.29	0.32	0.34	0.29	0.26	0.29
MCK	0.00	-0.17	0.28	0.26	0.23	0.26	0.23	0.19	0.23	0.19	0.21	1.00	0.23	0.24	0.31	0.17	0.21	0.18	0.30	0.23	0.24	0.27	0.21	0.28	0.29	0.38	0.35	0.26	0.31	0.22	0.29	0.27	0.34	0.26	0.28	0.32	0.37	0.28	0.31	0.35	0.27
FANG	0.00	-0.22	0.03	0.08	0.13	0.05	0.55	0.20	0.26	0.07	0.51	0.23	1.00	0.16	0.26	0.22	0.46	0.14	0.12	0.27	0.13	0.16	0.22	0.44	0.47	0.30	0.42	0.34	0.31	0.36	0.36	0.20	0.22	0.45	0.33	0.41	0.37	0.38	0.29	0.21	0.27
O	0.00	0.13	0.30	0.17	0.22	0.38	0.18	0.17	0.17	0.46	0.19	0.24	0.16	1.00	0.26	0.14	0.22	0.26	0.29	0.29	0.29	0.30	0.36	0.20	0.36	0.33	0.33	0.21	0.30	0.24	0.35	0.38	0.36	0.31	0.32	0.27	0.30	0.31	0.34	0.38	0.30
LMT	0.00	-0.13	0.30	0.14	0.21	0.30	0.23	0.18	0.32	0.26	0.27	0.31	0.26	0.26	1.00	0.11	0.28	0.18	0.25	0.22	0.24	0.23	0.21	0.28	0.34	0.30	0.38	0.24	0.29	0.25	0.30	0.27	0.38	0.29	0.32	0.33	0.66	0.41	0.29	0.38	0.23
NVDA	0.00	-0.06	-0.02	0.28	0.13	0.10	0.15	0.28	0.19	0.16	0.23	0.17	0.22	0.14	0.11	1.00	0.22	0.51	0.44	0.27	0.42	0.40	0.33	0.31	0.23	0.22	0.19	0.50	0.33	0.39	0.29	0.36	0.28	0.31	0.36	0.35	0.22	0.40	0.40	0.34	0.79
NTR	0.00	-0.17	0.08	0.11	0.13	0.16	0.39	0.26	0.28	0.14	0.40	0.21	0.46	0.22	0.28	0.22	1.00	0.18	0.20	0.28	0.24	0.19	0.27	0.47	0.45	0.30	0.51	0.34	0.30	0.37	0.35	0.27	0.25	0.40	0.44	0.38	0.38	0.35	0.35	0.27	0.31
TYL	0.00	0.03	0.12	0.28	0.24	0.25	0.13	0.25	0.18	0.28	0.17	0.18	0.14	0.26	0.18	0.51	0.18	1.00	0.40	0.27	0.48	0.48	0.32	0.23	0.25	0.24	0.20	0.41	0.34	0.36	0.31	0.39	0.41	0.26	0.37	0.30	0.25	0.37	0.45	0.46	0.63
COST	0.00	0.00	0.23	0.28	0.21	0.35	0.16	0.27	0.19	0.31	0.13	0.30	0.12	0.29	0.25	0.44	0.20	0.40	1.00	0.26	0.42	0.40	0.32	0.24	0.24	0.28	0.26	0.37	0.41	0.29	0.26	0.41	0.40	0.25	0.36	0.33	0.33	0.32	0.38	0.44	0.56
DRI	0.00	-0.10	0.11	0.10	0.20	0.20	0.19	0.20	0.19	0.19	0.23	0.23	0.27	0.29	0.22	0.27	0.28	0.27	0.26	1.00	0.22	0.27	0.39	0.36	0.29	0.40	0.30	0.37	0.46	0.48	0.48	0.45	0.33	0.47	0.34	0.42	0.33	0.41	0.39	0.38	0.37
TMO	0.00	-0.02	0.19	0.36	0.21	0.32	0.16	0.24	0.15	0.32	0.18	0.24	0.13	0.29	0.24	0.42	0.24	0.48	0.42	0.22	1.00	0.50	0.31	0.24	0.29	0.28	0.28	0.37	0.28	0.28	0.27	0.41	0.42	0.26	0.39	0.28	0.30	0.32	0.46	0.46	0.56
EW	0.00	-0.01	0.15	0.32	0.23	0.26	0.15	0.25	0.21	0.30	0.22	0.27	0.16	0.30	0.23	0.40	0.19	0.48	0.40	0.27	0.50	1.00	0.31	0.24	0.27	0.35	0.24	0.39	0.34	0.36	0.31	0.43	0.40	0.28	0.34	0.31	0.30	0.38	0.44	0.44	0.55
PHM	0.00	0.12	0.13	0.18	0.17	0.26	0.20	0.27	0.23	0.28	0.20	0.21	0.22	0.36	0.21	0.33	0.27	0.32	0.32	0.39	0.31	0.31	1.00	0.35	0.33	0.38	0.28	0.36	0.39	0.39	0.39	0.36	0.33	0.42	0.37	0.46	0.32	0.42	0.40	0.40	0.43
STLD	0.00	-0.19	0.05	0.14	0.15	0.11	0.31	0.26	0.28	0.11	0.36	0.28	0.44	0.20	0.28	0.31	0.47	0.23	0.24	0.36	0.24	0.24	0.35	1.00	0.34	0.41	0.47	0.42	0.37	0.41	0.41	0.31	0.33	0.50	0.41	0.50	0.42	0.42	0.41	0.36	0.38
ENB	0.00	-0.05	0.21	0.15	0.17	0.27	0.37	0.28	0.30	0.31	0.43	0.29	0.47	0.36	0.34	0.23	0.45	0.25	0.24	0.29	0.29	0.27	0.33	0.34	1.00	0.35	0.42	0.33	0.30	0.35	0.38	0.33	0.33	0.40	0.46	0.35	0.37	0.39	0.39	0.33	0.34
UHS	0.00	-0.10	0.18	0.19	0.19	0.25	0.27	0.26	0.29	0.22	0.25	0.38	0.30	0.33	0.30	0.22	0.30	0.24	0.28	0.40	0.28	0.35	0.38	0.41	0.35	1.00	0.39	0.36	0.42	0.38	0.44	0.39	0.35	0.44	0.38	0.48	0.42	0.43	0.42	0.39	0.34
ADM	0.00	-0.19	0.29	0.14	0.18	0.28	0.39	0.25	0.30	0.26	0.39	0.35	0.42	0.33	0.38	0.19	0.51	0.20	0.26	0.30	0.28	0.24	0.28	0.47	0.42	0.39	1.00	0.36	0.37	0.36	0.39	0.32	0.35	0.47	0.42	0.43	0.47	0.36	0.42	0.36	0.32
NTAP	0.00	-0.15	0.05	0.21	0.16	0.18	0.29	0.32	0.24	0.15	0.29	0.26	0.34	0.21	0.24	0.50	0.34	0.41	0.37	0.37	0.37	0.39	0.36	0.42	0.33	0.36	0.36	1.00	0.41	0.44	0.41	0.38	0.34	0.45	0.41	0.47	0.38	0.42	0.47	0.38	0.61
TJX	0.00	-0.13	0.15	0.18	0.25	0.23	0.24	0.23	0.25	0.22	0.24	0.31	0.31	0.30	0.29	0.33	0.30	0.34	0.41	0.46	0.28	0.34	0.39	0.37	0.30	0.42	0.37	0.41	1.00	0.49	0.45	0.47	0.40	0.46	0.41	0.48	0.42	0.45	0.42	0.43	0.45
HLT	0.00	-0.16	0.03	0.15	0.18	0.13	0.25	0.30	0.27	0.14	0.34	0.22	0.36	0.24	0.25	0.39	0.37	0.36	0.29	0.48	0.28	0.36	0.39	0.41	0.35	0.38	0.36	0.44	0.49	1.00	0.56	0.46	0.36	0.54	0.39	0.50	0.39	0.58	0.43	0.39	0.49
ARMK	0.00	-0.09	0.11	0.17	0.20	0.18	0.27	0.26	0.29	0.22	0.30	0.29	0.36	0.35	0.30	0.29	0.35	0.31	0.26	0.48	0.27	0.31	0.39	0.41	0.38	0.44	0.39	0.41	0.45	0.56	1.00	0.43	0.37	0.53	0.40	0.48	0.42	0.49	0.44	0.40	0.42
SBUX	0.00	-0.05	0.20	0.24	0.25	0.31	0.17	0.27	0.26	0.33	0.25	0.27	0.20	0.38	0.27	0.36	0.27	0.39	0.41	0.45	0.41	0.43	0.36	0.31	0.33	0.39	0.32	0.38	0.47	0.46	0.43	1.00	0.43	0.40	0.42	0.38	0.36	0.44	0.46	0.45	0.53
AJG	0.00	-0.10	0.26	0.26	0.36	0.34	0.18	0.25	0.24	0.36	0.25	0.34	0.22	0.36	0.38	0.28	0.25	0.41	0.40	0.33	0.42	0.40	0.33	0.33	0.33	0.35	0.35	0.34	0.40	0.36	0.37	0.43	1.00	0.36	0.42	0.39	0.46	0.44	0.44	0.78	0.46
SYF	0.00	-0.20	0.10	0.12	0.21	0.17	0.33	0.30	0.27	0.18	0.33	0.26	0.45	0.31	0.29	0.31	0.40	0.26	0.25	0.47	0.26	0.28	0.42	0.50	0.40	0.44	0.47	0.45	0.46	0.54	0.53	0.40	0.36	1.00	0.42	0.51	0.44	0.48	0.45	0.38	0.42
CNI	0.00	-0.11	0.18	0.24	0.22	0.27	0.28	0.34	0.32	0.31	0.30	0.28	0.33	0.32	0.32	0.36	0.44	0.37	0.36	0.34	0.39	0.34	0.37	0.41	0.46	0.38	0.42	0.41	0.41	0.39	0.40	0.42	0.42	0.42	1.00	0.44	0.44	0.43	0.46	0.44	0.50
EME	0.00	-0.13	0.10	0.18	0.20	0.18	0.29	0.30	0.31	0.20	0.29	0.32	0.41	0.27	0.33	0.35	0.38	0.30	0.33	0.42	0.28	0.31	0.46	0.50	0.35	0.48	0.43	0.47	0.48	0.50	0.48	0.38	0.39	0.51	0.44	1.00	0.50	0.53	0.42	0.44	0.46
GD	0.00	-0.18	0.25	0.19	0.26	0.28	0.33	0.27	0.37	0.29	0.32	0.37	0.37	0.30	0.66	0.22	0.38	0.25	0.33	0.33	0.30	0.30	0.32	0.42	0.37	0.42	0.47	0.38	0.42	0.39	0.42	0.36	0.46	0.44	0.44	0.50	1.00	0.51	0.43	0.49	0.36
TDG	0.00	-0.09	0.08	0.20	0.22	0.19	0.23	0.31	0.34	0.26	0.34	0.28	0.38	0.31	0.41	0.40	0.35	0.37	0.32	0.41	0.32	0.38	0.42	0.42	0.39	0.43	0.36	0.42	0.45	0.58	0.49	0.44	0.44	0.48	0.43	0.53	0.51	1.00	0.44	0.45	0.50
CTSH	0.00	-0.10	0.14	0.23	0.25	0.27	0.26	0.32	0.29	0.29	0.29	0.31	0.29	0.34	0.29	0.40	0.35	0.45	0.38	0.39	0.46	0.44	0.40	0.41	0.39	0.42	0.42	0.47	0.42	0.43	0.44	0.46	0.44	0.45	0.46	0.42	0.43	0.44	1.00	0.46	0.60
BRO	0.00	-0.08	0.26	0.28	0.33	0.36	0.20	0.24	0.25	0.38	0.26	0.35	0.21	0.38	0.38	0.34	0.27	0.46	0.44	0.38	0.46	0.44	0.40	0.36	0.33	0.39	0.36	0.38	0.43	0.39	0.40	0.45	0.78	0.38	0.44	0.44	0.49	0.45	0.46	1.00	0.50
XLK	0.00	-0.08	0.07	0.36	0.23	0.26	0.23	0.36	0.27	0.30	0.29	0.27	0.27	0.30	0.23	0.79	0.31	0.63	0.56	0.37	0.56	0.55	0.43	0.38	0.34	0.34	0.32	0.61	0.45	0.49	0.42	0.53	0.46	0.42	0.50	0.46	0.36	0.50	0.60	0.50	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2018

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