Optimized Brave Warrior HVMO Pure
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Optimized Brave Warrior HVMO Pure
Last updated Apr 18, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AM Antero Midstream Corporation | Energy | 1.43% |
AMAT Applied Materials, Inc. | Technology | 0.09% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 0.80% |
AN AutoNation, Inc. | Consumer Cyclical | 1% |
APO Apollo Global Management, Inc. | Financial Services | 0.08% |
BAC Bank of America Corporation | Financial Services | 0.27% |
CMCSA Comcast Corporation | Communication Services | 2.01% |
DFS Discover Financial Services | Financial Services | 0% |
DHI D.R. Horton, Inc. | Consumer Cyclical | 1.49% |
DLTR Dollar Tree, Inc. | Consumer Defensive | 2.14% |
ELV Elevance Health Inc | Healthcare | 3.98% |
FG F&G Annuities & Life Inc. | Financial Services | 0.03% |
FNF Fidelity National Financial, Inc. | Financial Services | 2.76% |
GOOG Alphabet Inc. | Communication Services | 1.48% |
GOOGL Alphabet Inc. | Communication Services | 1.84% |
HCA HCA Healthcare, Inc. | Healthcare | 4.25% |
JPM JPMorgan Chase & Co. | Financial Services | 3.25% |
LEN Lennar Corporation | Consumer Cyclical | 0.71% |
MA Mastercard Inc | Financial Services | 7.66% |
MAR | 2.01% | |
MCO | 0.65% | |
MPLX | 32.90% | |
MSFT | 5.38% | |
OMF | 0.02% | |
PGR | 5.44% | |
PRI | 2.20% | |
RYAAY | 2.89% | |
SNX | 2.48% | |
SPGI | 3.13% | |
TXN | 1.07% | |
UNH | 6.56% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimized Brave Warrior HVMO Pure, 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.
Optimized Brave Warrior HVMO Pure
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 1, 2022, corresponding to the inception date of FG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Optimized Brave Warrior HVMO Pure | 1.07% | -5.41% | 1.82% | 15.52% | N/A | N/A |
| Portfolio components: | ||||||
AM Antero Midstream Corporation | 15.49% | -1.55% | 16.84% | 33.72% | 52.72% | N/A |
AMAT Applied Materials, Inc. | -15.28% | -10.46% | -24.63% | -30.65% | 22.08% | 21.80% |
AMZN Amazon.com, Inc. | -21.32% | -10.48% | -7.96% | -4.78% | 7.79% | 24.44% |
AN AutoNation, Inc. | -2.39% | 1.52% | -1.93% | 8.83% | 39.54% | 9.92% |
APO Apollo Global Management, Inc. | -23.02% | -7.76% | -12.18% | 19.59% | 30.19% | 24.92% |
BAC Bank of America Corporation | -14.34% | -10.18% | -11.14% | 8.81% | 12.75% | 11.52% |
CMCSA Comcast Corporation | -7.79% | -4.70% | -18.05% | -9.84% | 0.36% | 3.85% |
DFS Discover Financial Services | -7.53% | 0.50% | 6.89% | 35.62% | 38.70% | 12.85% |
DHI D.R. Horton, Inc. | -13.03% | -5.16% | -36.16% | -16.04% | 26.23% | 17.08% |
DLTR Dollar Tree, Inc. | 5.60% | 21.79% | 16.62% | -36.05% | -0.64% | -0.07% |
ELV Elevance Health Inc | 15.56% | -2.69% | -3.67% | -15.39% | 11.06% | 12.30% |
FG F&G Annuities & Life Inc. | -15.59% | -16.83% | -20.92% | 0.65% | N/A | N/A |
FNF Fidelity National Financial, Inc. | 10.96% | -3.63% | 0.25% | 35.99% | 24.26% | 11.80% |
GOOG Alphabet Inc. | -19.38% | -5.72% | -6.57% | -1.78% | 19.20% | 19.20% |
GOOGL Alphabet Inc. | -20.06% | -5.92% | -7.01% | -2.31% | 18.94% | 18.80% |
HCA HCA Healthcare, Inc. | 11.87% | 1.47% | -17.22% | 8.57% | 24.77% | 16.43% |
JPM JPMorgan Chase & Co. | -2.13% | -0.67% | 4.53% | 31.80% | 22.93% | 17.08% |
LEN Lennar Corporation | -20.37% | -11.62% | -41.46% | -27.82% | 21.97% | 9.52% |
MA Mastercard Inc | -1.45% | -2.27% | 1.01% | 13.09% | 15.44% | 20.24% |
MAR | -20.81% | -8.31% | -16.32% | -6.64% | N/A | N/A |
MCO | -10.08% | -5.61% | -12.28% | 14.03% | N/A | N/A |
MPLX | 7.64% | -7.13% | 18.65% | 37.01% | N/A | N/A |
MSFT | -12.57% | -4.10% | -11.39% | -10.02% | N/A | N/A |
OMF | -13.22% | -8.13% | -3.43% | 1.91% | N/A | N/A |
PGR | 13.03% | -6.26% | 7.76% | 29.62% | N/A | N/A |
PRI | -5.87% | -11.54% | -8.80% | 21.92% | N/A | N/A |
RYAAY | 5.99% | -3.01% | 3.24% | -13.39% | N/A | N/A |
SNX | -9.21% | -17.62% | -13.79% | -6.72% | N/A | N/A |
SPGI | -6.89% | -5.61% | -10.49% | 13.16% | N/A | N/A |
TXN | -20.25% | -17.28% | -24.09% | -7.91% | N/A | N/A |
UNH | -9.85% | -9.86% | -19.12% | -3.68% | N/A | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of Optimized Brave Warrior HVMO Pure, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.71% | 1.26% | -1.45% | -5.09% | 1.07% | ||||||||
| 2024 | 3.82% | 2.65% | 5.41% | -2.53% | 1.92% | 1.64% | 3.00% | 3.32% | 1.44% | -2.52% | 9.87% | -6.26% | 22.94% |
| 2023 | 7.02% | -1.14% | 0.98% | 2.87% | -1.36% | 4.65% | 3.07% | -0.64% | -1.05% | -0.04% | 8.03% | 3.21% | 28.13% |
| 2022 | -3.62% | -3.62% |
Expense Ratio
Optimized Brave Warrior HVMO Pure 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 87, Optimized Brave Warrior HVMO Pure is among the top 13% 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: 1.10
^GSPC: 0.24
Portfolio: 1.58
^GSPC: 0.47
Portfolio: 1.23
^GSPC: 1.07
Portfolio: 1.44
^GSPC: 0.24
Portfolio: 5.95
^GSPC: 1.08
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AM Antero Midstream Corporation | 1.38 | 1.85 | 1.26 | 2.45 | 8.72 |
AMAT Applied Materials, Inc. | -0.71 | -0.83 | 0.89 | -0.68 | -1.27 |
AMZN Amazon.com, Inc. | -0.18 | -0.02 | 1.00 | -0.20 | -0.58 |
AN AutoNation, Inc. | 0.22 | 0.57 | 1.07 | 0.36 | 0.74 |
APO Apollo Global Management, Inc. | 0.45 | 0.89 | 1.13 | 0.49 | 1.68 |
BAC Bank of America Corporation | 0.37 | 0.69 | 1.10 | 0.38 | 1.27 |
CMCSA Comcast Corporation | -0.36 | -0.30 | 0.96 | -0.38 | -0.85 |
DFS Discover Financial Services | 0.82 | 1.51 | 1.19 | 1.31 | 4.24 |
DHI D.R. Horton, Inc. | -0.47 | -0.50 | 0.94 | -0.39 | -0.80 |
DLTR Dollar Tree, Inc. | -0.76 | -0.90 | 0.87 | -0.58 | -1.03 |
ELV Elevance Health Inc | -0.56 | -0.63 | 0.92 | -0.44 | -0.76 |
FG F&G Annuities & Life Inc. | -0.04 | 0.26 | 1.03 | -0.06 | -0.16 |
FNF Fidelity National Financial, Inc. | 1.55 | 2.10 | 1.28 | 2.50 | 6.63 |
GOOG Alphabet Inc. | -0.04 | 0.17 | 1.02 | -0.04 | -0.10 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
HCA HCA Healthcare, Inc. | 0.27 | 0.53 | 1.07 | 0.27 | 0.51 |
JPM JPMorgan Chase & Co. | 1.10 | 1.62 | 1.24 | 1.28 | 4.69 |
LEN Lennar Corporation | -0.87 | -1.17 | 0.86 | -0.63 | -1.37 |
MA Mastercard Inc | 0.64 | 0.98 | 1.14 | 0.79 | 3.40 |
MAR | -0.34 | -0.31 | 0.96 | -0.31 | -0.97 |
MCO | 0.60 | 0.96 | 1.14 | 0.63 | 2.43 |
MPLX | 2.00 | 2.65 | 1.37 | 2.62 | 10.53 |
MSFT | -0.43 | -0.46 | 0.94 | -0.45 | -1.04 |
OMF | 0.04 | 0.32 | 1.04 | 0.05 | 0.16 |
PGR | 1.24 | 1.72 | 1.24 | 2.44 | 6.38 |
PRI | 0.84 | 1.23 | 1.18 | 1.05 | 3.68 |
RYAAY | -0.35 | -0.25 | 0.97 | -0.36 | -0.67 |
SNX | -0.16 | 0.00 | 1.00 | -0.15 | -0.45 |
SPGI | 0.67 | 1.02 | 1.14 | 0.73 | 2.86 |
TXN | -0.24 | -0.09 | 0.99 | -0.27 | -0.80 |
UNH | -0.04 | 0.18 | 1.03 | -0.06 | -0.15 |
Optimized Brave Warrior HVMO Pure
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Optimized Brave Warrior HVMO Pure provided a 3.38% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.38% | 3.34% | 3.62% | 3.87% | 4.74% | 5.11% | 4.39% | 3.53% | 2.62% | 2.71% | 2.32% | 1.47% |
| Portfolio components: | ||||||||||||
AM Antero Midstream Corporation | 5.24% | 5.96% | 7.18% | 8.34% | 10.15% | 15.98% | 14.27% | 4.04% | 0.44% | 0.00% | 0.00% | 0.00% |
AMAT Applied Materials, Inc. | 1.16% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% |
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% |
AN AutoNation, 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% |
APO Apollo Global Management, Inc. | 1.46% | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% |
BAC Bank of America Corporation | 2.73% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
CMCSA Comcast Corporation | 3.70% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.70% | 1.18% | 1.96% | 1.73% | 1.16% |
DFS Discover Financial Services | 1.75% | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% |
DHI D.R. Horton, Inc. | 1.15% | 0.93% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.80% |
DLTR Dollar Tree, 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% |
ELV Elevance Health Inc | 1.55% | 1.77% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% |
FG F&G Annuities & Life Inc. | 2.47% | 2.05% | 1.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNF Fidelity National Financial, Inc. | 3.17% | 3.46% | 3.59% | 8.72% | 2.99% | 1.88% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. | 0.53% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HCA HCA Healthcare, Inc. | 0.81% | 0.88% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 2.18% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
LEN Lennar Corporation | 1.86% | 1.47% | 1.01% | 1.66% | 0.86% | 0.82% | 0.29% | 0.41% | 0.25% | 0.37% | 0.33% | 0.36% |
MA Mastercard Inc | 0.55% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
MAR | 1.14% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% |
MCO | 0.82% | 0.72% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% |
MPLX | 7.15% | 7.33% | 8.65% | 8.80% | 11.30% | 12.71% | 10.42% | 8.22% | 6.23% | 5.86% | 4.33% | 1.83% |
MSFT | 0.86% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
OMF | 9.37% | 7.90% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGR | 1.85% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
PRI | 1.41% | 1.22% | 1.26% | 1.55% | 1.23% | 1.19% | 1.04% | 1.02% | 0.77% | 1.01% | 1.36% | 0.88% |
RYAAY | 3.08% | 4.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.40% | 0.00% |
SNX | 1.59% | 1.36% | 1.30% | 1.27% | 0.70% | 0.25% | 1.16% | 1.73% | 0.77% | 1.03% | 0.64% | 0.16% |
SPGI | 0.80% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
TXN | 3.58% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
UNH | 1.85% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
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.
Optimized Brave Warrior HVMO Pure
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Optimized Brave Warrior HVMO Pure. 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 Optimized Brave Warrior HVMO Pure was 11.07%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Optimized Brave Warrior HVMO Pure drawdown is 7.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.07% | Feb 6, 2025 | 43 | Apr 8, 2025 | — | — | — |
| -7.99% | Dec 2, 2024 | 14 | Dec 19, 2024 | 24 | Jan 28, 2025 | 38 |
| -5.6% | Feb 16, 2023 | 19 | Mar 15, 2023 | 23 | Apr 18, 2023 | 42 |
| -5.36% | Dec 2, 2022 | 18 | Dec 28, 2022 | 9 | Jan 11, 2023 | 27 |
| -4.61% | Apr 4, 2024 | 9 | Apr 16, 2024 | 17 | May 9, 2024 | 26 |
Volatility
Volatility Chart
The current Optimized Brave Warrior HVMO Pure volatility is 9.56%, 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.
Optimized Brave Warrior HVMO Pure
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.
| UNH | PGR | ELV | DLTR | MPLX | RYAAY | HCA | GOOGL | FG | GOOG | MSFT | CMCSA | AMZN | AM | DHI | AMAT | LEN | AN | SNX | MA | PRI | TXN | FNF | MAR | DFS | JPM | APO | BAC | SPGI | MCO | OMF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.24 | 0.66 | 0.04 | 0.07 | 0.04 | 0.13 | 0.03 | 0.09 | 0.03 | 0.02 | 0.11 | -0.02 | 0.15 | 0.07 | -0.01 | 0.08 | 0.08 | 0.04 | 0.18 | 0.13 | 0.07 | 0.10 | 0.07 | 0.10 | 0.14 | 0.06 | 0.12 | 0.21 | 0.18 | 0.05 |
| PGR | 0.24 | 1.00 | 0.24 | 0.06 | 0.11 | 0.07 | 0.17 | -0.01 | 0.16 | -0.01 | 0.03 | 0.12 | 0.01 | 0.15 | 0.05 | 0.02 | 0.07 | 0.04 | 0.06 | 0.31 | 0.37 | 0.02 | 0.23 | 0.13 | 0.11 | 0.32 | 0.14 | 0.22 | 0.20 | 0.20 | 0.13 |
| ELV | 0.66 | 0.24 | 1.00 | 0.11 | 0.12 | 0.12 | 0.28 | 0.04 | 0.15 | 0.05 | 0.08 | 0.17 | 0.05 | 0.18 | 0.15 | 0.04 | 0.16 | 0.17 | 0.12 | 0.20 | 0.22 | 0.11 | 0.19 | 0.14 | 0.15 | 0.19 | 0.11 | 0.19 | 0.25 | 0.23 | 0.14 |
| DLTR | 0.04 | 0.06 | 0.11 | 1.00 | 0.20 | 0.20 | 0.20 | 0.13 | 0.16 | 0.13 | 0.10 | 0.27 | 0.18 | 0.19 | 0.28 | 0.19 | 0.29 | 0.32 | 0.24 | 0.21 | 0.21 | 0.24 | 0.26 | 0.24 | 0.23 | 0.23 | 0.15 | 0.24 | 0.21 | 0.22 | 0.28 |
| MPLX | 0.07 | 0.11 | 0.12 | 0.20 | 1.00 | 0.16 | 0.25 | 0.15 | 0.23 | 0.17 | 0.13 | 0.30 | 0.13 | 0.58 | 0.18 | 0.19 | 0.18 | 0.21 | 0.27 | 0.27 | 0.31 | 0.23 | 0.31 | 0.29 | 0.28 | 0.29 | 0.28 | 0.36 | 0.25 | 0.24 | 0.33 |
| RYAAY | 0.04 | 0.07 | 0.12 | 0.20 | 0.16 | 1.00 | 0.22 | 0.22 | 0.23 | 0.22 | 0.26 | 0.24 | 0.27 | 0.19 | 0.21 | 0.27 | 0.24 | 0.29 | 0.27 | 0.29 | 0.25 | 0.28 | 0.27 | 0.38 | 0.26 | 0.30 | 0.34 | 0.31 | 0.27 | 0.26 | 0.34 |
| HCA | 0.13 | 0.17 | 0.28 | 0.20 | 0.25 | 0.22 | 1.00 | 0.14 | 0.20 | 0.15 | 0.17 | 0.32 | 0.19 | 0.30 | 0.39 | 0.24 | 0.40 | 0.27 | 0.25 | 0.36 | 0.30 | 0.33 | 0.27 | 0.28 | 0.21 | 0.29 | 0.21 | 0.28 | 0.41 | 0.38 | 0.27 |
| GOOGL | 0.03 | -0.01 | 0.04 | 0.13 | 0.15 | 0.22 | 0.14 | 1.00 | 0.16 | 1.00 | 0.63 | 0.26 | 0.63 | 0.22 | 0.22 | 0.41 | 0.25 | 0.23 | 0.27 | 0.32 | 0.17 | 0.35 | 0.21 | 0.31 | 0.24 | 0.17 | 0.38 | 0.20 | 0.37 | 0.39 | 0.23 |
| FG | 0.09 | 0.16 | 0.15 | 0.16 | 0.23 | 0.23 | 0.20 | 0.16 | 1.00 | 0.17 | 0.16 | 0.28 | 0.18 | 0.31 | 0.29 | 0.24 | 0.30 | 0.37 | 0.36 | 0.26 | 0.46 | 0.29 | 0.47 | 0.30 | 0.41 | 0.35 | 0.42 | 0.38 | 0.31 | 0.30 | 0.42 |
| GOOG | 0.03 | -0.01 | 0.05 | 0.13 | 0.17 | 0.22 | 0.15 | 1.00 | 0.17 | 1.00 | 0.63 | 0.26 | 0.63 | 0.23 | 0.23 | 0.41 | 0.26 | 0.23 | 0.27 | 0.32 | 0.16 | 0.35 | 0.21 | 0.32 | 0.24 | 0.17 | 0.38 | 0.21 | 0.37 | 0.39 | 0.24 |
| MSFT | 0.02 | 0.03 | 0.08 | 0.10 | 0.13 | 0.26 | 0.17 | 0.63 | 0.16 | 0.63 | 1.00 | 0.20 | 0.69 | 0.19 | 0.26 | 0.52 | 0.29 | 0.21 | 0.30 | 0.36 | 0.26 | 0.43 | 0.18 | 0.37 | 0.24 | 0.21 | 0.41 | 0.19 | 0.46 | 0.48 | 0.26 |
| CMCSA | 0.11 | 0.12 | 0.17 | 0.27 | 0.30 | 0.24 | 0.32 | 0.26 | 0.28 | 0.26 | 0.20 | 1.00 | 0.27 | 0.28 | 0.29 | 0.24 | 0.32 | 0.35 | 0.34 | 0.36 | 0.31 | 0.37 | 0.40 | 0.36 | 0.36 | 0.38 | 0.26 | 0.40 | 0.33 | 0.32 | 0.42 |
| AMZN | -0.02 | 0.01 | 0.05 | 0.18 | 0.13 | 0.27 | 0.19 | 0.63 | 0.18 | 0.63 | 0.69 | 0.27 | 1.00 | 0.20 | 0.27 | 0.47 | 0.30 | 0.32 | 0.29 | 0.33 | 0.24 | 0.38 | 0.24 | 0.37 | 0.32 | 0.25 | 0.45 | 0.23 | 0.38 | 0.40 | 0.31 |
| AM | 0.15 | 0.15 | 0.18 | 0.19 | 0.58 | 0.19 | 0.30 | 0.22 | 0.31 | 0.23 | 0.19 | 0.28 | 0.20 | 1.00 | 0.24 | 0.27 | 0.25 | 0.31 | 0.37 | 0.36 | 0.40 | 0.31 | 0.36 | 0.33 | 0.37 | 0.40 | 0.41 | 0.44 | 0.35 | 0.33 | 0.41 |
| DHI | 0.07 | 0.05 | 0.15 | 0.28 | 0.18 | 0.21 | 0.39 | 0.22 | 0.29 | 0.23 | 0.26 | 0.29 | 0.27 | 0.24 | 1.00 | 0.34 | 0.94 | 0.38 | 0.34 | 0.31 | 0.27 | 0.37 | 0.43 | 0.33 | 0.32 | 0.23 | 0.25 | 0.28 | 0.42 | 0.43 | 0.38 |
| AMAT | -0.01 | 0.02 | 0.04 | 0.19 | 0.19 | 0.27 | 0.24 | 0.41 | 0.24 | 0.41 | 0.52 | 0.24 | 0.47 | 0.27 | 0.34 | 1.00 | 0.35 | 0.33 | 0.43 | 0.32 | 0.29 | 0.67 | 0.24 | 0.42 | 0.33 | 0.27 | 0.43 | 0.26 | 0.36 | 0.36 | 0.34 |
| LEN | 0.08 | 0.07 | 0.16 | 0.29 | 0.18 | 0.24 | 0.40 | 0.25 | 0.30 | 0.26 | 0.29 | 0.32 | 0.30 | 0.25 | 0.94 | 0.35 | 1.00 | 0.43 | 0.34 | 0.33 | 0.30 | 0.38 | 0.45 | 0.37 | 0.34 | 0.28 | 0.28 | 0.31 | 0.45 | 0.45 | 0.41 |
| AN | 0.08 | 0.04 | 0.17 | 0.32 | 0.21 | 0.29 | 0.27 | 0.23 | 0.37 | 0.23 | 0.21 | 0.35 | 0.32 | 0.31 | 0.38 | 0.33 | 0.43 | 1.00 | 0.47 | 0.29 | 0.39 | 0.45 | 0.41 | 0.37 | 0.47 | 0.40 | 0.42 | 0.45 | 0.35 | 0.34 | 0.57 |
| SNX | 0.04 | 0.06 | 0.12 | 0.24 | 0.27 | 0.27 | 0.25 | 0.27 | 0.36 | 0.27 | 0.30 | 0.34 | 0.29 | 0.37 | 0.34 | 0.43 | 0.34 | 0.47 | 1.00 | 0.35 | 0.43 | 0.52 | 0.39 | 0.43 | 0.45 | 0.44 | 0.48 | 0.48 | 0.39 | 0.38 | 0.54 |
| MA | 0.18 | 0.31 | 0.20 | 0.21 | 0.27 | 0.29 | 0.36 | 0.32 | 0.26 | 0.32 | 0.36 | 0.36 | 0.33 | 0.36 | 0.31 | 0.32 | 0.33 | 0.29 | 0.35 | 1.00 | 0.41 | 0.36 | 0.37 | 0.47 | 0.39 | 0.46 | 0.40 | 0.39 | 0.51 | 0.52 | 0.38 |
| PRI | 0.13 | 0.37 | 0.22 | 0.21 | 0.31 | 0.25 | 0.30 | 0.17 | 0.46 | 0.16 | 0.26 | 0.31 | 0.24 | 0.40 | 0.27 | 0.29 | 0.30 | 0.39 | 0.43 | 0.41 | 1.00 | 0.32 | 0.52 | 0.42 | 0.41 | 0.52 | 0.49 | 0.49 | 0.42 | 0.43 | 0.47 |
| TXN | 0.07 | 0.02 | 0.11 | 0.24 | 0.23 | 0.28 | 0.33 | 0.35 | 0.29 | 0.35 | 0.43 | 0.37 | 0.38 | 0.31 | 0.37 | 0.67 | 0.38 | 0.45 | 0.52 | 0.36 | 0.32 | 1.00 | 0.35 | 0.43 | 0.42 | 0.36 | 0.38 | 0.39 | 0.42 | 0.43 | 0.42 |
| FNF | 0.10 | 0.23 | 0.19 | 0.26 | 0.31 | 0.27 | 0.27 | 0.21 | 0.47 | 0.21 | 0.18 | 0.40 | 0.24 | 0.36 | 0.43 | 0.24 | 0.45 | 0.41 | 0.39 | 0.37 | 0.52 | 0.35 | 1.00 | 0.36 | 0.45 | 0.44 | 0.40 | 0.53 | 0.43 | 0.45 | 0.52 |
| MAR | 0.07 | 0.13 | 0.14 | 0.24 | 0.29 | 0.38 | 0.28 | 0.31 | 0.30 | 0.32 | 0.37 | 0.36 | 0.37 | 0.33 | 0.33 | 0.42 | 0.37 | 0.37 | 0.43 | 0.47 | 0.42 | 0.43 | 0.36 | 1.00 | 0.43 | 0.46 | 0.45 | 0.42 | 0.45 | 0.45 | 0.46 |
| DFS | 0.10 | 0.11 | 0.15 | 0.23 | 0.28 | 0.26 | 0.21 | 0.24 | 0.41 | 0.24 | 0.24 | 0.36 | 0.32 | 0.37 | 0.32 | 0.33 | 0.34 | 0.47 | 0.45 | 0.39 | 0.41 | 0.42 | 0.45 | 0.43 | 1.00 | 0.55 | 0.51 | 0.64 | 0.39 | 0.39 | 0.70 |
| JPM | 0.14 | 0.32 | 0.19 | 0.23 | 0.29 | 0.30 | 0.29 | 0.17 | 0.35 | 0.17 | 0.21 | 0.38 | 0.25 | 0.40 | 0.23 | 0.27 | 0.28 | 0.40 | 0.44 | 0.46 | 0.52 | 0.36 | 0.44 | 0.46 | 0.55 | 1.00 | 0.50 | 0.72 | 0.42 | 0.42 | 0.57 |
| APO | 0.06 | 0.14 | 0.11 | 0.15 | 0.28 | 0.34 | 0.21 | 0.38 | 0.42 | 0.38 | 0.41 | 0.26 | 0.45 | 0.41 | 0.25 | 0.43 | 0.28 | 0.42 | 0.48 | 0.40 | 0.49 | 0.38 | 0.40 | 0.45 | 0.51 | 0.50 | 1.00 | 0.48 | 0.42 | 0.43 | 0.50 |
| BAC | 0.12 | 0.22 | 0.19 | 0.24 | 0.36 | 0.31 | 0.28 | 0.20 | 0.38 | 0.21 | 0.19 | 0.40 | 0.23 | 0.44 | 0.28 | 0.26 | 0.31 | 0.45 | 0.48 | 0.39 | 0.49 | 0.39 | 0.53 | 0.42 | 0.64 | 0.72 | 0.48 | 1.00 | 0.42 | 0.43 | 0.63 |
| SPGI | 0.21 | 0.20 | 0.25 | 0.21 | 0.25 | 0.27 | 0.41 | 0.37 | 0.31 | 0.37 | 0.46 | 0.33 | 0.38 | 0.35 | 0.42 | 0.36 | 0.45 | 0.35 | 0.39 | 0.51 | 0.42 | 0.42 | 0.43 | 0.45 | 0.39 | 0.42 | 0.42 | 0.42 | 1.00 | 0.85 | 0.43 |
| MCO | 0.18 | 0.20 | 0.23 | 0.22 | 0.24 | 0.26 | 0.38 | 0.39 | 0.30 | 0.39 | 0.48 | 0.32 | 0.40 | 0.33 | 0.43 | 0.36 | 0.45 | 0.34 | 0.38 | 0.52 | 0.43 | 0.43 | 0.45 | 0.45 | 0.39 | 0.42 | 0.43 | 0.43 | 0.85 | 1.00 | 0.43 |
| OMF | 0.05 | 0.13 | 0.14 | 0.28 | 0.33 | 0.34 | 0.27 | 0.23 | 0.42 | 0.24 | 0.26 | 0.42 | 0.31 | 0.41 | 0.38 | 0.34 | 0.41 | 0.57 | 0.54 | 0.38 | 0.47 | 0.42 | 0.52 | 0.46 | 0.70 | 0.57 | 0.50 | 0.63 | 0.43 | 0.43 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 2, 2022