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S&P NIPE Index
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

S&P NIPE Index

Last updated Sep 21, 2024

Equal weight composite of S&P 500 net income/employee index

NIPE greater than S&P 500 avg $65,000 per employee

DRAFT not complete

Asset Allocation

PG 1.66%ADBE 1.66%COST 1.66%CVX 1.66%ABBV 1.66%KO 1.66%NFLX 1.66%BAC 1.66%MCD 1.66%LIN 1.66%ORCL 1.66%PFE 1.66%VZ 1.66%PM 1.66%QCOM 1.66%AMGN 1.66%TXN 1.66%NOW 1.66%COP 1.66%UNP 1.66%SPGI 1.66%CAT 1.66%AMAT 1.66%NEE 1.66%GS 1.66%ISRG 1.66%MDT 1.66%BLK 1.66%PLD 1.66%MS 1.66%DE 1.66%AXP 1.66%AMT 1.66%PGR 1.66%LRCX 1.66%GILD 1.66%CB 1.66%ADI 1.66%SCHW 1.66%ZTS 1.66%BX 1.66%CI 1.66%CME 1.66%TMUS 1.66%SO 1.66%EQIX 1.66%KLAC 1.66%MO 1.66%EOG 1.66%ICE 1.66%CSX 1.66%PYPL 1.66%WM 1.66%MCK 1.66%MPC 1.66%PSX 1.66%MSI 1.66%PNC 1.66%MSFT 1%AAPL 1%AMZN 1%GOOGL 1%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
1%
ABBV
AbbVie Inc.		Healthcare
1.66%
ADBE
Adobe Inc		Technology
1.66%
ADI
Analog Devices, Inc.		Technology
1.66%
AMAT
Applied Materials, Inc.		Technology
1.66%
AMGN
Amgen Inc.		Healthcare
1.66%
AMT
American Tower Corporation		Real Estate
1.66%
AMZN
Amazon.com, Inc.		Consumer Cyclical
1%
AVGO
Broadcom Inc.		Technology
0%
AXP
American Express Company		Financial Services
1.66%
BAC
Bank of America Corporation		Financial Services
1.66%
BLK
BlackRock, Inc.		Financial Services
1.66%
BX
The Blackstone Group Inc.		Financial Services
1.66%
CAT
Caterpillar Inc.		Industrials
1.66%
CB
Chubb Limited		Financial Services
1.66%
CI
Cigna Corporation		Healthcare
1.66%
CME
CME Group Inc.		Financial Services
1.66%
COP
ConocoPhillips Company		Energy
1.66%
COST
Costco Wholesale Corporation		Consumer Defensive
1.66%
CSX
CSX Corporation		Industrials
1.66%
CVX
1.66%
DE
1.66%
EOG
1.66%
EQIX
1.66%
GILD
1.66%
GOOG
0%
GOOGL
1%
GS
1.66%
ICE
1.66%
ISRG
1.66%
JNJ
0%
JPM
0%
KLAC
1.66%
KO
1.66%
LIN
1.66%
LLY
0%
LRCX
1.66%
MCD
1.66%
MCK
1.66%
MDT
1.66%
META
0%
MO
1.66%
MPC
1.66%
MS
1.66%
MSFT
1%
MSI
1.66%
NEE
1.66%
NFLX
1.66%
NOW
1.66%
NVDA
0%
ORCL
1.66%
PFE
1.66%
PG
1.66%
PGR
1.66%
PLD
1.66%
PM
1.66%
PNC
1.66%
PSX
1.66%
PYPL
1.66%
QCOM
1.66%
SCHW
1.66%
SO
1.66%
SPGI
1.66%
TMUS
1.66%
TSLA
0%
TXN
1.66%
UNP
1.66%
VZ
1.66%
WM
1.66%
XOM
0%
ZTS
1.66%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P NIPE Index, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
11.57%
8.95%
S&P NIPE Index
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
S&P NIPE Index20.18%2.84%11.57%34.33%19.71%N/A
Portfolio components:
MSFT
16.38%2.62%1.89%37.24%26.77%N/A
AAPL
Apple Inc		18.98%0.80%32.79%31.87%34.14%25.97%
AMZN
Amazon.com, Inc.		26.10%6.38%7.12%48.15%16.42%28.10%
NVDA
134.29%-9.72%23.05%182.90%93.52%N/A
GOOGL
17.40%-1.23%8.77%25.72%21.71%N/A
META
59.07%4.99%10.37%90.39%24.32%N/A
GOOG
17.11%-1.65%8.75%25.64%21.87%N/A
TSLA
-4.12%6.71%39.47%-6.82%71.68%N/A
LLY
58.85%-3.20%19.95%68.63%53.51%N/A
JPM
26.29%-1.64%8.58%47.07%15.52%N/A
XOM
18.25%1.25%3.22%3.97%15.42%N/A
AVGO
Broadcom Inc.		54.93%3.55%27.23%114.92%47.60%38.23%
JNJ
7.19%2.46%7.42%4.76%7.44%N/A
PG
21.14%2.39%9.12%17.41%10.05%N/A
ADBE
Adobe Inc		-12.45%-7.69%4.56%1.64%13.47%22.70%
COST
Costco Wholesale Corporation		38.02%2.90%23.81%68.17%28.15%24.53%
CVX
0.85%0.25%-3.79%-7.99%7.92%N/A
ABBV
AbbVie Inc.		28.38%-1.56%10.43%30.97%27.28%17.69%
KO
24.34%3.68%20.17%28.36%9.20%N/A
NFLX
43.98%0.56%11.63%82.49%20.99%N/A
BAC
Bank of America Corporation		21.97%4.60%10.06%47.57%9.05%11.27%
MCD
1.93%3.06%6.33%12.10%9.77%N/A
LIN
15.95%2.50%1.40%28.26%21.26%N/A
ORCL
60.93%19.83%32.26%55.62%27.79%N/A
PFE
6.78%1.34%10.69%-5.16%0.84%N/A
VZ
23.49%7.99%13.41%42.84%-0.74%N/A
PM
31.87%0.66%34.64%32.97%17.55%N/A
QCOM
18.48%-2.54%0.23%59.73%19.91%N/A
AMGN
Amgen Inc.		19.72%2.50%23.89%29.00%14.82%12.28%
TXN
21.86%-2.43%19.49%30.69%13.07%N/A
NOW
32.68%11.70%21.08%70.57%28.20%N/A
COP
ConocoPhillips Company		-3.37%0.23%-9.48%-4.85%16.82%6.78%
UNP
1.53%0.39%1.28%18.63%10.48%N/A
SPGI
19.59%5.14%25.43%41.81%16.71%N/A
CAT
Caterpillar Inc.		26.29%7.54%3.79%37.97%26.44%17.11%
AMAT
Applied Materials, Inc.		19.21%-7.93%-8.26%43.22%31.71%26.09%
NEE
39.29%4.59%35.70%27.47%10.52%N/A
GS
31.68%0.99%23.99%55.09%21.44%N/A
ISRG
44.12%-0.25%23.38%70.99%22.43%N/A
MDT
10.32%2.06%8.49%13.90%-1.66%N/A
BLK
BlackRock, Inc.		16.57%8.25%14.02%42.43%18.89%13.96%
PLD
-3.65%1.55%-0.88%12.84%11.10%N/A
MS
13.00%1.77%13.48%25.66%22.52%N/A
DE
2.28%7.65%2.54%6.27%21.59%N/A
AXP
American Express Company		44.92%9.21%19.77%76.21%19.86%13.47%
AMT
American Tower Corporation		10.77%7.09%24.04%43.81%3.37%12.05%
PGR
63.73%9.24%26.15%83.27%30.82%N/A
LRCX
-0.59%-11.20%-20.54%27.92%28.65%N/A
GILD
6.95%12.77%18.12%16.16%9.20%N/A
CB
Chubb Limited		29.89%7.17%14.51%38.68%15.11%13.01%
ADI
Analog Devices, Inc.		15.69%0.10%18.16%32.77%16.64%18.93%
SCHW
-3.88%1.27%-8.01%18.61%10.45%N/A
ZTS
-1.66%5.33%14.65%10.15%9.74%N/A
BX
The Blackstone Group Inc.		23.23%17.34%25.23%46.45%29.09%23.88%
CI
Cigna Corporation		20.38%4.41%2.05%24.53%18.71%15.16%
CME
CME Group Inc.		2.87%2.33%0.47%10.39%4.07%14.67%
TMUS
25.77%2.37%25.06%44.68%20.32%N/A
SO
31.55%2.43%30.76%33.29%12.41%N/A
EQIX
10.60%7.24%10.68%22.13%11.11%N/A
KLAC
31.34%-8.26%7.21%71.30%39.19%N/A
MO
33.06%-0.83%22.16%28.04%13.16%N/A
EOG
6.47%0.84%2.35%7.05%14.22%N/A
ICE
25.63%1.38%18.05%44.03%13.10%N/A
CSX
CSX Corporation		1.79%3.74%-5.81%14.16%10.27%14.50%
PYPL
25.00%7.42%18.51%30.95%-6.02%N/A
WM
15.21%-2.17%-2.92%31.56%14.03%N/A
MCK
10.11%-8.88%-4.39%16.49%29.20%N/A
MPC
12.41%-4.41%-17.09%8.35%28.73%N/A
PSX
-0.07%-2.92%-17.16%11.95%9.20%N/A
MSI
42.45%4.19%27.59%60.23%23.36%N/A
PNC
24.00%7.49%22.22%59.25%9.75%N/A

Monthly Returns

The table below presents the monthly returns of S&P NIPE Index, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.63%2.99%4.12%-3.95%4.48%1.90%3.69%3.35%20.18%
20235.25%-3.72%1.70%0.68%-1.68%6.32%4.43%-2.41%-3.49%-1.70%9.26%5.41%20.75%
2022-2.87%-2.04%4.00%-7.76%2.97%-8.39%8.35%-2.34%-9.00%10.94%7.04%-4.38%-5.87%
2021-1.11%5.53%5.70%4.16%2.11%2.10%1.83%2.66%-3.95%7.15%-1.20%5.43%34.23%
20200.30%-6.90%-11.21%12.53%5.26%1.62%4.44%4.48%-2.86%-2.19%14.41%4.19%23.33%
20198.17%3.41%1.59%4.93%-5.91%7.64%2.00%-1.32%2.10%2.57%3.56%2.71%35.40%
20186.19%-2.55%-1.25%0.24%2.44%-0.31%4.49%2.00%0.45%-5.33%3.04%-8.20%0.29%
20173.25%3.70%0.80%1.99%3.60%0.80%2.40%0.82%3.73%3.22%3.62%1.23%33.29%
2016-5.88%-0.37%7.00%1.78%2.00%-0.05%4.22%1.68%0.71%-0.68%4.96%2.10%18.27%
20152.07%-5.85%-2.78%9.31%1.41%-1.47%2.04%

Expense Ratio

S&P NIPE Index has an expense ratio of 0.00%, indicating no management fees are charged. 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 S&P NIPE Index is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of S&P NIPE Index is 8989
S&P NIPE Index
The Sharpe Ratio Rank of S&P NIPE Index is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of S&P NIPE Index is 8989Sortino Ratio Rank
The Omega Ratio Rank of S&P NIPE Index is 8989Omega Ratio Rank
The Calmar Ratio Rank of S&P NIPE Index is 8484Calmar Ratio Rank
The Martin Ratio Rank of S&P NIPE Index is 9393Martin 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.

S&P NIPE Index
Sharpe ratio
The chart of Sharpe ratio for S&P NIPE Index, currently valued at 2.91, compared to the broader market-1.000.001.002.003.004.002.91
Sortino ratio
The chart of Sortino ratio for S&P NIPE Index, currently valued at 3.94, compared to the broader market-2.000.002.004.006.003.94
Omega ratio
The chart of Omega ratio for S&P NIPE Index, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.801.52
Calmar ratio
The chart of Calmar ratio for S&P NIPE Index, currently valued at 3.41, compared to the broader market0.002.004.006.008.0010.003.41
Martin ratio
The chart of Martin ratio for S&P NIPE Index, currently valued at 20.96, compared to the broader market0.0010.0020.0030.0040.0020.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
1.862.421.312.377.24
AAPL
Apple Inc		1.382.051.261.854.36
AMZN
Amazon.com, Inc.		1.462.021.261.167.43
NVDA
3.373.571.466.4620.29
GOOGL
0.801.191.171.022.93
META
2.393.281.443.5814.48
GOOG
0.811.191.171.022.95
TSLA
-0.170.141.02-0.14-0.39
LLY
2.072.831.373.3512.53
JPM
2.372.771.432.8514.45
XOM
0.120.321.040.130.26
AVGO
Broadcom Inc.		2.402.961.384.3213.40
JNJ
0.260.481.060.210.71
PG
1.071.541.211.716.86
ADBE
Adobe Inc		-0.070.141.02-0.07-0.17
COST
Costco Wholesale Corporation		3.343.931.596.3816.79
CVX
-0.43-0.450.94-0.40-0.90
ABBV
AbbVie Inc.		1.632.131.301.945.49
KO
1.942.671.361.5311.43
NFLX
2.553.661.481.6318.83
BAC
Bank of America Corporation		1.882.721.330.968.54
MCD
0.560.901.110.561.24
LIN
1.662.261.332.245.34
ORCL
1.512.271.332.488.92
PFE
-0.29-0.250.97-0.13-0.54
VZ
1.822.681.361.0110.93
PM
1.822.561.322.159.46
QCOM
1.582.071.291.375.05
AMGN
Amgen Inc.		1.151.831.241.523.66
TXN
1.131.681.201.156.37
NOW
1.912.391.352.6310.47
COP
ConocoPhillips Company		-0.30-0.290.97-0.29-0.57
UNP
1.011.591.180.723.28
SPGI
2.062.731.391.347.94
CAT
Caterpillar Inc.		1.321.801.241.634.38
AMAT
Applied Materials, Inc.		1.041.551.201.323.84
NEE
0.871.271.180.592.40
GS
2.232.951.391.8815.45
ISRG
2.433.341.442.2717.83
MDT
0.721.121.140.302.24
BLK
BlackRock, Inc.		2.002.791.341.138.27
PLD
0.260.551.070.170.63
MS
0.891.291.180.713.58
DE
0.100.311.040.110.34
AXP
American Express Company		3.153.841.552.7223.52
AMT
American Tower Corporation		1.442.211.260.824.12
PGR
3.935.271.7011.6835.18
LRCX
0.661.101.150.752.09
GILD
0.641.011.140.541.05
CB
Chubb Limited		2.223.141.413.7213.77
ADI
Analog Devices, Inc.		1.001.571.191.455.81
SCHW
0.621.031.140.371.75
ZTS
0.280.571.070.180.69
BX
The Blackstone Group Inc.		1.371.901.241.226.42
CI
Cigna Corporation		0.961.661.241.154.24
CME
CME Group Inc.		0.490.801.100.551.59
TMUS
2.964.031.544.0620.71
SO
1.722.511.301.678.22
EQIX
0.701.261.150.751.75
KLAC
1.732.211.303.159.57
MO
1.521.951.311.298.44
EOG
0.200.441.050.220.48
ICE
2.513.611.441.8016.24
CSX
CSX Corporation		0.741.141.130.621.60
PYPL
0.751.231.150.313.77
WM
1.632.191.362.378.11
MCK
0.710.921.170.812.83
MPC
0.350.661.080.370.72
PSX
0.470.801.100.450.91
MSI
3.254.521.626.5825.49
PNC
2.263.051.381.2015.01

Sharpe Ratio

The current S&P NIPE Index Sharpe ratio is 2.91. 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 1.91 to 2.59, 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 S&P NIPE Index 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.

Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.91
2.32
S&P NIPE Index
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

S&P NIPE Index granted a 2.09% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
S&P NIPE Index2.09%2.29%2.29%1.98%2.21%2.05%2.34%1.98%2.16%2.47%2.42%2.00%
Portfolio components:
MSFT
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
AMZN
Amazon.com, 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%
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%
GOOGL
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
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
0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
JPM
2.08%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
XOM
3.30%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
AVGO
Broadcom Inc.		1.23%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
JNJ
2.96%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
PG
2.24%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
ADBE
Adobe 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%
COST
Costco Wholesale Corporation		2.13%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
CVX
4.39%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
ABBV
AbbVie Inc.		3.17%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
KO
2.67%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
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%
BAC
Bank of America Corporation		2.43%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
MCD
2.25%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
LIN
1.15%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%1.85%
ORCL
0.95%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
PFE
5.68%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
VZ
6.00%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
PM
4.30%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
QCOM
1.95%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
AMGN
Amgen Inc.		2.63%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
TXN
2.56%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COP
ConocoPhillips Company		3.20%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
UNP
2.14%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
SPGI
0.69%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
CAT
Caterpillar Inc.		1.44%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
AMAT
Applied Materials, Inc.		0.75%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
NEE
2.43%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
GS
2.26%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
ISRG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDT
2.33%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
BLK
BlackRock, Inc.		2.19%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
PLD
2.99%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%
MS
3.39%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
DE
1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
AXP
American Express Company		0.97%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
AMT
American Tower Corporation		2.79%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
PGR
0.44%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
LRCX
1.07%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
GILD
3.65%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
CB
Chubb Limited		1.22%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
ADI
Analog Devices, Inc.		1.60%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
SCHW
1.53%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
ZTS
0.87%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
BX
The Blackstone Group Inc.		2.14%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%
CI
Cigna Corporation		1.52%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%0.05%
CME
CME Group Inc.		4.60%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%5.61%
TMUS
1.30%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
SO
3.17%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.90%
EQIX
1.94%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%
KLAC
0.76%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
MO
7.86%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
EOG
4.01%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.55%0.39%
ICE
1.11%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%0.29%
CSX
CSX Corporation		1.35%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
PYPL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WM
1.45%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%
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%
MPC
2.01%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%
PSX
3.39%3.15%3.68%5.00%5.15%3.14%3.60%2.70%2.84%2.67%2.64%1.72%
MSI
0.89%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%
PNC
3.35%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%2.06%2.22%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.18%
-0.19%
S&P NIPE Index
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P NIPE Index. 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 S&P NIPE Index was 33.24%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current S&P NIPE Index drawdown is 0.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.24%Feb 20, 202023Mar 23, 202096Aug 7, 2020119
-17.79%Jan 5, 2022186Sep 30, 2022177Jun 15, 2023363
-16.99%Sep 24, 201864Dec 24, 201854Mar 14, 2019118
-14.06%Dec 2, 201549Feb 11, 201645Apr 18, 201694
-11.69%Aug 18, 20156Aug 25, 201548Nov 2, 201554

Volatility

Volatility Chart

The current S&P NIPE Index volatility is 3.31%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.31%
4.31%
S&P NIPE Index
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.
SONEETSLAVZMOLLYEOGMCKCMEGILDCIAMTPMNFLXABBVPGPFECOPEQIXJNJPGRTMUSPSXXOMMCDMPCKOAMGNCOSTCVXWMMETACBNOWPLDAMZNNVDADEICEPYPLZTSMDTMSISCHWQCOMORCLAVGOAAPLUNPBXADBEPNCCATKLACLRCXAMATBACCSXISRGGOOGLGOOGLINADIJPMGSAXPSPGIMSMSFTTXNBLK
SO1.000.680.030.390.360.230.090.180.220.190.190.460.360.040.190.450.260.120.360.350.270.250.120.180.360.130.490.230.250.180.430.100.310.070.440.100.040.150.250.120.230.310.250.070.090.180.090.150.220.160.120.150.130.080.070.060.100.230.200.170.170.240.100.140.110.160.230.110.170.150.19
NEE0.681.000.150.350.300.240.070.150.230.180.190.490.330.140.180.440.270.090.440.330.270.290.110.150.350.120.460.230.290.170.420.180.280.200.470.200.150.180.320.240.300.320.300.110.170.220.170.240.250.260.240.150.140.170.150.150.090.250.300.240.240.280.190.140.140.200.310.130.290.230.27
TSLA0.030.151.000.070.110.130.130.130.120.180.150.190.130.380.140.110.140.140.260.090.110.220.130.130.170.170.140.200.270.150.120.360.110.370.240.410.430.220.230.390.270.230.250.250.360.280.400.420.200.330.410.240.240.400.390.390.250.250.350.380.380.230.400.240.280.300.320.270.400.390.33
VZ0.390.350.071.000.380.250.180.250.260.280.260.320.380.090.270.410.330.210.250.400.300.350.230.280.310.220.430.300.250.290.360.120.350.100.310.120.090.280.240.140.240.310.270.230.160.250.140.170.290.200.130.320.290.130.120.120.290.280.180.170.180.290.180.310.280.290.250.270.210.230.29
MO0.360.300.110.381.000.220.230.270.210.250.280.270.640.090.260.420.270.260.230.360.290.230.270.310.310.240.480.280.250.300.350.140.350.090.310.130.080.290.220.160.210.300.250.240.160.250.170.190.310.200.140.300.300.160.140.140.270.290.180.170.170.300.170.310.290.280.230.290.180.220.28
LLY0.230.240.130.250.221.000.130.350.230.320.300.230.230.220.430.310.440.160.250.450.290.280.180.190.240.200.280.450.290.190.340.260.260.260.270.250.220.190.270.220.410.330.270.190.220.320.240.260.200.220.280.170.200.230.200.220.170.220.330.290.280.270.210.220.220.230.310.200.330.240.28
EOG0.090.070.130.180.230.131.000.250.160.170.270.090.210.130.200.110.180.810.070.150.220.150.630.730.160.590.170.180.120.740.180.170.290.130.170.160.180.400.180.190.170.210.220.380.260.240.240.210.380.300.170.400.510.230.250.260.430.380.190.220.230.300.260.420.410.380.200.410.200.280.34
MCK0.180.150.130.250.270.350.251.000.240.340.440.200.270.160.380.280.350.260.190.360.290.290.250.260.280.310.290.390.280.290.310.190.350.200.230.180.160.280.220.160.310.350.300.310.200.290.220.220.310.250.210.290.290.210.200.220.310.320.300.240.250.350.220.340.310.310.290.310.250.240.33
CME0.220.230.120.260.210.230.160.241.000.180.230.240.220.160.240.310.270.200.230.290.350.230.230.230.330.220.330.260.270.250.380.190.380.230.270.190.180.260.620.230.290.310.350.370.180.270.210.210.320.270.250.380.240.210.210.210.360.330.260.250.240.320.220.400.360.360.430.360.290.240.40
GILD0.190.180.180.280.250.320.170.340.181.000.290.230.280.240.430.290.430.180.230.420.270.300.210.210.280.210.300.560.270.220.280.230.270.230.260.240.200.250.260.250.340.370.270.270.250.290.250.270.250.270.280.280.280.240.240.220.280.280.320.280.270.300.290.300.280.290.300.300.290.320.33
CI0.190.190.150.260.280.300.270.440.230.291.000.190.290.150.350.240.320.310.190.310.290.280.320.320.270.320.280.340.230.320.300.190.360.180.260.160.180.330.240.190.310.360.280.330.230.270.230.240.320.280.210.340.360.220.230.240.370.340.280.240.240.350.260.390.350.370.310.360.250.270.34
AMT0.460.490.190.320.270.230.090.200.240.230.191.000.330.220.230.390.310.100.590.360.280.310.130.120.390.120.420.310.300.140.410.250.270.300.590.270.220.190.360.300.400.370.350.160.220.280.230.300.270.320.320.200.190.230.220.210.170.260.350.300.300.320.250.190.200.230.410.210.350.290.33
PM0.360.330.130.380.640.230.210.270.220.280.290.331.000.140.300.440.300.230.270.390.290.260.250.300.370.240.540.320.260.300.340.190.360.150.350.160.140.270.260.200.290.370.260.250.200.290.200.230.320.250.210.310.290.200.200.210.280.310.240.250.250.340.220.320.310.300.280.320.240.270.33
NFLX0.040.140.380.090.090.220.130.160.160.240.150.220.141.000.180.170.170.130.310.170.180.300.150.120.200.180.120.280.330.140.190.520.140.500.240.550.480.210.300.460.330.260.310.250.400.370.410.460.240.330.530.200.250.410.400.410.230.260.410.490.490.300.380.240.290.290.370.280.510.420.36
ABBV0.190.180.140.270.260.430.200.380.240.430.350.230.300.181.000.320.460.220.210.450.310.260.260.270.280.270.320.520.240.270.330.210.320.250.270.210.200.270.260.230.390.420.280.270.230.270.240.250.280.250.260.280.290.230.220.240.270.280.340.290.280.320.250.310.280.280.290.290.290.270.34
PG0.450.440.110.410.420.310.110.280.310.290.240.390.440.170.321.000.330.140.350.470.370.290.150.190.410.140.610.350.380.200.460.200.370.160.400.210.150.240.320.210.340.360.320.180.200.310.200.260.310.220.260.210.220.200.200.200.200.290.300.260.260.380.220.240.220.250.350.210.320.280.31
PFE0.260.270.140.330.270.440.180.350.270.430.320.310.300.170.460.331.000.220.260.510.290.290.230.250.270.250.340.480.260.260.330.200.300.230.330.200.170.270.300.230.420.390.280.260.220.290.210.250.300.270.250.300.270.200.190.200.290.290.300.260.260.320.240.310.290.280.330.310.290.270.36
COP0.120.090.140.210.260.160.810.260.200.180.310.100.230.130.220.140.221.000.070.180.260.180.670.760.180.610.220.220.140.780.220.180.330.160.190.160.190.440.230.210.190.230.250.410.260.260.250.230.420.330.200.430.540.240.260.280.470.410.200.240.240.350.290.460.440.410.240.450.220.310.37
EQIX0.360.440.260.250.230.250.070.190.230.230.190.590.270.310.210.350.260.071.000.280.250.320.110.090.320.120.330.300.360.110.360.370.230.400.580.380.320.190.380.390.400.330.370.170.290.340.310.350.270.340.420.190.190.330.320.290.170.270.430.360.360.310.300.180.220.260.440.210.410.320.35
JNJ0.350.330.090.400.360.450.150.360.290.420.310.360.390.170.450.470.510.180.281.000.360.280.190.240.370.190.450.490.300.250.410.180.370.180.330.190.130.270.330.200.400.470.320.230.220.310.190.250.330.230.240.270.270.200.200.190.250.310.340.270.270.370.240.300.280.280.340.270.290.280.37
PGR0.270.270.110.300.290.290.220.290.350.270.290.280.290.180.310.370.290.260.250.361.000.300.300.290.340.290.370.330.310.290.410.210.510.230.310.200.190.330.360.230.320.320.360.360.210.330.240.250.350.270.270.370.340.240.240.240.350.340.300.260.260.370.240.420.350.380.360.350.300.280.39
TMUS0.250.290.220.350.230.280.150.290.230.300.280.310.260.300.260.290.290.180.320.280.301.000.220.190.310.220.320.320.330.210.330.320.310.370.330.360.330.280.290.340.360.310.370.280.320.330.320.340.300.310.380.290.270.320.320.320.280.320.360.360.360.330.330.290.300.330.380.280.400.370.36
PSX0.120.110.130.230.270.180.630.250.230.210.320.130.250.150.260.150.230.670.110.190.300.221.000.670.230.780.230.240.160.690.250.220.370.210.230.190.220.440.250.230.200.290.280.440.300.290.270.240.410.340.210.470.540.280.310.320.500.400.250.270.270.350.310.500.470.460.260.470.240.320.40
XOM0.180.150.130.280.310.190.730.260.230.210.320.120.300.120.270.190.250.760.090.240.290.190.671.000.240.630.280.240.190.830.250.180.380.150.210.170.180.460.250.210.210.290.260.430.290.280.260.250.400.320.180.460.560.260.270.280.490.400.230.250.250.370.300.490.470.440.250.480.210.320.40
MCD0.360.350.170.310.310.240.160.280.330.280.270.390.370.200.280.410.270.180.320.370.340.310.230.241.000.210.490.300.360.250.460.290.410.250.390.270.230.280.370.290.350.400.410.270.270.360.300.320.360.290.320.310.270.260.250.250.290.340.340.320.320.380.300.340.320.350.410.320.370.340.38
MPC0.130.120.170.220.240.200.590.310.220.210.320.120.240.180.270.140.250.610.120.190.290.220.780.630.211.000.230.260.170.640.240.240.350.250.230.220.270.430.260.250.230.280.290.450.300.300.290.260.400.360.230.460.510.330.340.340.500.410.260.290.300.360.330.500.470.460.280.490.260.330.42
KO0.490.460.140.430.480.280.170.290.330.300.280.420.540.120.320.610.340.220.330.450.370.320.230.280.490.231.000.330.370.290.510.190.470.190.430.200.130.310.360.220.360.430.380.260.210.310.220.260.360.290.260.320.300.210.200.190.280.370.310.290.290.430.240.330.290.350.380.290.320.290.37
AMGN0.230.230.200.300.280.450.180.390.260.560.340.310.320.280.520.350.480.220.300.490.330.320.240.240.300.260.331.000.320.250.310.300.310.280.320.280.250.280.320.300.420.420.320.310.300.330.300.330.320.300.330.300.320.300.300.300.300.310.390.340.340.350.330.320.310.310.360.320.360.360.40
COST0.250.290.270.250.250.290.120.280.270.270.230.300.260.330.240.380.260.140.360.300.310.330.160.190.360.170.370.321.000.210.400.360.290.350.380.410.390.270.370.350.380.320.390.260.380.380.380.440.330.360.440.260.270.390.380.370.260.320.420.430.420.360.390.280.310.330.430.290.480.430.41
CVX0.180.170.150.290.300.190.740.290.250.220.320.140.300.140.270.200.260.780.110.250.290.210.690.830.250.640.290.250.211.000.270.200.390.160.230.180.220.470.270.230.220.290.270.430.290.290.290.250.440.350.210.470.570.290.290.300.490.430.260.270.270.380.330.500.480.450.270.490.250.350.42
WM0.430.420.120.360.350.340.180.310.380.280.300.410.340.190.330.460.330.220.360.410.410.330.250.250.460.240.510.310.400.271.000.210.440.250.440.220.190.350.420.270.380.390.450.270.240.350.240.290.400.290.310.320.310.250.230.240.280.410.340.280.280.420.280.330.300.370.440.300.350.330.38
META0.100.180.360.120.140.260.170.190.190.230.190.250.190.520.210.200.200.180.370.180.210.320.220.180.290.240.190.300.360.200.211.000.190.520.290.620.520.250.330.540.390.330.350.270.450.420.480.520.270.410.590.260.290.470.480.470.300.310.490.670.670.360.450.300.340.360.440.330.600.470.42
CB0.310.280.110.350.350.260.290.350.380.270.360.270.360.140.320.370.300.330.230.370.510.310.370.380.410.350.470.310.290.390.440.191.000.170.340.160.170.410.390.230.300.400.370.440.250.340.240.240.420.330.240.530.400.250.270.260.500.410.280.260.260.430.270.560.480.490.390.480.290.300.46
NOW0.070.200.370.100.090.260.130.200.230.230.180.300.150.500.250.160.230.160.400.180.230.370.210.150.250.250.190.280.350.160.250.520.171.000.330.570.550.260.380.570.440.340.400.310.470.460.480.500.280.450.680.260.260.510.490.490.240.320.540.540.530.380.480.250.300.360.520.320.620.490.43
PLD0.440.470.240.310.310.270.170.230.270.260.260.590.350.240.270.400.330.190.580.330.310.330.230.210.390.230.430.320.380.230.440.290.340.331.000.310.300.310.420.370.440.380.420.260.310.350.320.350.380.400.380.310.300.320.310.310.270.360.390.350.350.380.340.300.320.350.450.310.400.380.43
AMZN0.100.200.410.120.130.250.160.180.190.240.160.270.160.550.210.210.200.160.380.190.200.360.190.170.270.220.200.280.410.180.220.620.160.570.311.000.550.250.350.540.390.320.370.280.480.430.480.580.260.420.620.250.280.480.480.480.280.320.510.680.680.320.460.290.340.350.450.330.670.480.43
NVDA0.040.150.430.090.080.220.180.160.180.200.180.220.140.480.200.150.170.190.320.130.190.330.220.180.230.270.130.250.390.220.190.520.170.550.300.551.000.310.320.490.380.280.360.320.600.430.620.540.290.430.590.280.340.650.640.660.310.340.510.540.540.350.610.320.370.380.450.390.610.630.45
DE0.150.180.220.280.290.190.400.280.260.250.330.190.270.210.270.240.270.440.190.270.330.280.440.460.280.430.310.280.270.470.350.250.410.260.310.250.311.000.330.320.300.350.360.480.370.350.350.340.530.420.260.520.710.370.360.360.510.510.340.290.290.450.420.520.530.490.380.530.300.430.51
ICE0.250.320.230.240.220.270.180.220.620.260.240.360.260.300.260.320.300.230.380.330.360.290.250.250.370.260.360.320.370.270.420.330.390.380.420.350.320.331.000.400.420.370.430.400.320.390.330.360.390.410.420.410.310.350.330.330.390.390.400.400.390.410.340.410.430.410.570.430.450.370.53
PYPL0.120.240.390.140.160.220.190.160.230.250.190.300.200.460.230.210.230.210.390.200.230.340.230.210.290.250.220.300.350.230.270.540.230.570.370.540.490.320.401.000.420.380.380.330.460.400.460.510.330.450.600.340.330.470.460.460.340.360.510.540.540.370.480.330.390.420.490.390.560.510.49
ZTS0.230.300.270.240.210.410.170.310.290.340.310.400.290.330.390.340.420.190.400.400.320.360.200.210.350.230.360.420.380.220.380.390.300.440.440.390.380.300.420.421.000.470.420.290.360.380.380.430.370.400.470.310.310.400.390.390.280.390.510.430.430.420.410.310.330.350.530.350.480.440.45
MDT0.310.320.230.310.300.330.210.350.310.370.360.370.370.260.420.360.390.230.330.470.320.310.290.290.400.280.430.420.320.290.390.330.400.340.380.320.280.350.370.380.471.000.380.340.330.370.330.340.400.360.380.380.360.320.320.330.380.390.550.390.390.450.380.400.390.440.470.400.400.410.45
MSI0.250.300.250.270.250.270.220.300.350.270.280.350.260.310.280.320.280.250.370.320.360.370.280.260.410.290.380.320.390.270.450.350.370.400.420.370.360.360.430.380.420.381.000.370.370.420.410.410.400.410.440.360.380.400.390.390.360.400.460.410.410.460.420.400.380.420.490.390.470.440.48
SCHW0.070.110.250.230.240.190.380.310.370.270.330.160.250.250.270.180.260.410.170.230.360.280.440.430.270.450.260.310.260.430.270.270.440.310.260.280.320.480.400.330.290.340.371.000.370.380.380.320.480.470.300.700.530.390.410.410.730.470.330.320.330.420.440.690.670.600.390.710.340.440.61
QCOM0.090.170.360.160.160.220.260.200.180.250.230.220.200.400.230.200.220.260.290.220.210.320.300.290.270.300.210.300.380.290.240.450.250.470.310.480.600.370.320.460.360.330.370.371.000.420.630.550.360.450.520.380.430.640.640.660.390.420.460.500.500.410.670.380.430.440.430.450.550.680.50
ORCL0.180.220.280.250.250.320.240.290.270.290.270.280.290.370.270.310.290.260.340.310.330.330.290.280.360.300.310.330.380.290.350.420.340.460.350.430.430.350.390.400.380.370.420.380.421.000.450.460.380.410.520.360.400.440.430.440.380.420.460.470.480.440.440.410.420.430.500.420.570.460.49
AVGO0.090.170.400.140.170.240.240.220.210.250.230.230.200.410.240.200.210.250.310.190.240.320.270.260.300.290.220.300.380.290.240.480.240.480.320.480.620.350.330.460.380.330.410.380.630.451.000.570.380.450.530.340.420.670.670.680.370.420.500.490.490.410.690.380.420.410.450.420.570.690.48
AAPL0.150.240.420.170.190.260.210.220.210.270.240.300.230.460.250.260.250.230.350.250.250.340.240.250.320.260.260.330.440.250.290.520.240.500.350.580.540.340.360.510.430.340.410.320.550.460.571.000.360.430.560.310.350.530.530.530.330.410.520.600.610.420.540.360.400.390.480.400.640.570.46
UNP0.220.250.200.290.310.200.380.310.320.250.320.270.320.240.280.310.300.420.270.330.350.300.410.400.360.400.360.320.330.440.400.270.420.280.380.260.290.530.390.330.370.400.400.480.360.380.380.361.000.440.330.530.570.370.390.390.510.770.370.330.340.480.430.530.510.500.450.530.380.450.57
BX0.160.260.330.200.200.220.300.250.270.270.280.320.250.330.250.220.270.330.340.230.270.310.340.320.290.360.290.300.360.350.290.410.330.450.400.420.430.420.410.450.400.360.410.470.450.410.450.430.441.000.450.500.460.460.470.460.490.470.440.440.450.440.480.480.520.520.510.550.480.500.60
ADBE0.120.240.410.130.140.280.170.210.250.280.210.320.210.530.260.260.250.200.420.240.270.380.210.180.320.230.260.330.440.210.310.590.240.680.380.620.590.260.420.600.470.380.440.300.520.520.530.560.330.451.000.270.300.560.540.530.280.370.580.640.630.410.540.290.330.380.560.340.730.560.48
PNC0.150.150.240.320.300.170.400.290.380.280.340.200.310.200.280.210.300.430.190.270.370.290.470.460.310.460.320.300.260.470.320.260.530.260.310.250.280.520.410.340.310.380.360.700.380.360.340.310.530.500.271.000.550.360.370.380.820.500.300.310.320.430.420.800.730.660.420.750.320.430.63
CAT0.130.140.240.290.300.200.510.290.240.280.360.190.290.250.290.220.270.540.190.270.340.270.540.560.270.510.300.320.270.570.310.290.400.260.300.280.340.710.310.330.310.360.380.530.430.400.420.350.570.460.300.551.000.430.440.450.570.560.350.340.350.500.480.590.580.560.390.590.340.490.57
KLAC0.080.170.400.130.160.230.230.210.210.240.220.230.200.410.230.200.200.240.330.200.240.320.280.260.260.330.210.300.390.290.250.470.250.510.320.480.650.370.350.470.400.320.400.390.640.440.670.530.370.460.560.360.431.000.870.850.380.410.520.510.500.440.730.390.420.450.450.450.580.740.52
LRCX0.070.150.390.120.140.200.250.200.210.240.230.220.200.400.220.200.190.260.320.200.240.320.310.270.250.340.200.300.380.290.230.480.270.490.310.480.640.360.330.460.390.320.390.410.640.430.670.530.390.470.540.370.440.871.000.890.410.420.500.520.520.440.730.410.450.450.450.470.570.720.52
AMAT0.060.150.390.120.140.220.260.220.210.220.240.210.210.410.240.200.200.280.290.190.240.320.320.280.250.340.190.300.370.300.240.470.260.490.310.480.660.360.330.460.390.330.390.410.660.440.680.530.390.460.530.380.450.850.891.000.400.420.500.520.510.450.730.410.450.460.440.470.560.730.52
BAC0.100.090.250.290.270.170.430.310.360.280.370.170.280.230.270.200.290.470.170.250.350.280.500.490.290.500.280.300.260.490.280.300.500.240.270.280.310.510.390.340.280.380.360.730.390.380.370.330.510.490.280.820.570.380.410.401.000.500.320.350.360.430.440.870.790.680.410.810.330.440.63
CSX0.230.250.250.280.290.220.380.320.330.280.340.260.310.260.280.290.290.410.270.310.340.320.400.400.340.410.370.310.320.430.410.310.410.320.360.320.340.510.390.360.390.390.400.470.420.420.420.410.770.470.370.500.560.410.420.420.501.000.400.370.370.490.460.530.500.510.460.530.410.490.55
ISRG0.200.300.350.180.180.330.190.300.260.320.280.350.240.410.340.300.300.200.430.340.300.360.250.230.340.260.310.390.420.260.340.490.280.540.390.510.510.340.400.510.510.550.460.330.460.460.500.520.370.440.580.300.350.520.500.500.320.401.000.540.540.460.520.340.360.410.540.370.600.520.50
GOOGL0.170.240.380.170.170.290.220.240.250.280.240.300.250.490.290.260.260.240.360.270.260.360.270.250.320.290.290.340.430.270.280.670.260.540.350.680.540.290.400.540.430.390.410.320.500.470.490.600.330.440.640.310.340.510.520.520.350.370.541.000.990.420.510.360.410.420.490.400.710.540.49
GOOG0.170.240.380.180.170.280.230.250.240.270.240.300.250.490.280.260.260.240.360.270.260.360.270.250.320.300.290.340.420.270.280.670.260.530.350.680.540.290.390.540.430.390.410.330.500.480.490.610.340.450.630.320.350.500.520.510.360.370.540.991.000.420.510.370.410.420.500.410.710.540.50
LIN0.240.280.230.290.300.270.300.350.320.300.350.320.340.300.320.380.320.350.310.370.370.330.350.370.380.360.430.350.360.380.420.360.430.380.380.320.350.450.410.370.420.450.460.420.410.440.410.420.480.440.410.430.500.440.440.450.430.490.460.420.421.000.460.480.470.480.500.490.470.490.55
ADI0.100.190.400.180.170.210.260.220.220.290.260.250.220.380.250.220.240.290.300.240.240.330.310.300.300.330.240.330.390.330.280.450.270.480.340.460.610.420.340.480.410.380.420.440.670.440.690.540.430.480.540.420.480.730.730.730.440.460.520.510.510.461.000.440.470.480.480.480.550.830.55
JPM0.140.140.240.310.310.220.420.340.400.300.390.190.320.240.310.240.310.460.180.300.420.290.500.490.340.500.330.320.280.500.330.300.560.250.300.290.320.520.410.330.310.400.400.690.380.410.380.360.530.480.290.800.590.390.410.410.870.530.340.360.370.480.441.000.790.700.430.800.360.450.64
GS0.110.140.280.280.290.220.410.310.360.280.350.200.310.290.280.220.290.440.220.280.350.300.470.470.320.470.290.310.310.480.300.340.480.300.320.340.370.530.430.390.330.390.380.670.430.420.420.400.510.520.330.730.580.420.450.450.790.500.360.410.410.470.470.791.000.660.460.850.390.480.65
AXP0.160.200.300.290.280.230.380.310.360.290.370.230.300.290.280.250.280.410.260.280.380.330.460.440.350.460.350.310.330.450.370.360.490.360.350.350.380.490.410.420.350.440.420.600.440.430.410.390.500.520.380.660.560.450.450.460.680.510.410.420.420.480.480.700.661.000.490.670.420.490.62
SPGI0.230.310.320.250.230.310.200.290.430.300.310.410.280.370.290.350.330.240.440.340.360.380.260.250.410.280.380.360.430.270.440.440.390.520.450.450.450.380.570.490.530.470.490.390.430.500.450.480.450.510.560.420.390.450.450.440.410.460.540.490.500.500.480.430.460.491.000.470.580.510.59
MS0.110.130.270.270.290.200.410.310.360.300.360.210.320.280.290.210.310.450.210.270.350.280.470.480.320.490.290.320.290.490.300.330.480.320.310.330.390.530.430.390.350.400.390.710.450.420.420.400.530.550.340.750.590.450.470.470.810.530.370.400.410.490.480.800.850.670.471.000.410.490.68
MSFT0.170.290.400.210.180.330.200.250.290.290.250.350.240.510.290.320.290.220.410.290.300.400.240.210.370.260.320.360.480.250.350.600.290.620.400.670.610.300.450.560.480.400.470.340.550.570.570.640.380.480.730.320.340.580.570.560.330.410.600.710.710.470.550.360.390.420.580.411.000.590.52
TXN0.150.230.390.230.220.240.280.240.240.320.270.290.270.420.270.280.270.310.320.280.280.370.320.320.340.330.290.360.430.350.330.470.300.490.380.480.630.430.370.510.440.410.440.440.680.460.690.570.450.500.560.430.490.740.720.730.440.490.520.540.540.490.830.450.480.490.510.490.591.000.56
BLK0.190.270.330.290.280.280.340.330.400.330.340.330.330.360.340.310.360.370.350.370.390.360.400.400.380.420.370.400.410.420.380.420.460.430.430.430.450.510.530.490.450.450.480.610.500.490.480.460.570.600.480.630.570.520.520.520.630.550.500.490.500.550.550.640.650.620.590.680.520.561.00
The correlation results are calculated based on daily price changes starting from Jul 7, 2015