10-12
No bonds, No PARA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 10-12, 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
The earliest data available for this chart is May 19, 2017, corresponding to the inception date of JPST
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
10-12 | 0.98% | 0.70% | 0.90% | 5.14% | 10.82% | N/A |
Portfolio components: | ||||||
AAL American Airlines Group Inc. | -25.69% | -3.86% | -34.30% | -30.69% | -17.20% | -12.05% |
AMD Advanced Micro Devices, Inc. | 1.75% | 7.14% | -15.74% | 46.17% | 36.84% | 43.23% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.45% | 0.41% | 2.61% | 5.33% | 2.12% | 1.44% |
BKR Baker Hughes Company | 5.75% | -5.32% | 20.74% | 0.97% | 13.56% | -0.63% |
CCL Carnival Corporation & Plc | -10.46% | -3.88% | 4.34% | 5.67% | -17.39% | -6.41% |
CSCO Cisco Systems, Inc. | 3.02% | 6.08% | 6.90% | -6.72% | 4.67% | 10.79% |
CTRA Coterra Energy Inc. | -2.84% | -5.30% | -4.57% | -10.44% | 12.45% | -0.50% |
CVS CVS Health Corporation | -23.40% | -3.77% | -21.41% | -9.28% | 2.51% | -0.40% |
CZR Caesars Entertainment, Inc. | -20.20% | 6.70% | -10.84% | -28.02% | -0.68% | 23.64% |
DAL Delta Air Lines, Inc. | 2.66% | -6.81% | -1.86% | -2.35% | -6.19% | 1.56% |
DG Dollar General Corporation | -7.38% | 5.29% | -13.12% | -19.13% | -3.44% | 8.04% |
FSLR First Solar, Inc. | 35.36% | 2.84% | 60.83% | 31.92% | 30.27% | 12.88% |
GLD SPDR Gold Trust | 21.76% | 5.50% | 23.81% | 30.67% | 10.10% | 6.53% |
HAL Halliburton Company | -10.96% | -7.35% | -7.93% | -16.16% | 13.48% | -5.62% |
HAS Hasbro, Inc. | 39.03% | 8.45% | 39.24% | 2.07% | -5.57% | 5.98% |
JPST JPMorgan Ultra-Short Income ETF | 3.95% | 0.60% | 3.13% | 6.38% | 2.67% | N/A |
LULU Lululemon Athletica Inc. | -46.87% | 7.16% | -41.93% | -25.74% | 7.90% | 21.20% |
LUV Southwest Airlines Co. | -1.22% | 3.56% | -17.36% | -7.13% | -10.84% | -0.34% |
MAT Mattel, Inc. | 3.50% | 1.93% | -0.36% | -10.45% | 15.56% | -3.99% |
MRO Marathon Oil Corporation | 19.91% | 3.03% | 18.70% | 12.26% | 20.35% | -2.15% |
NCLH | -12.92% | -5.52% | -8.59% | 4.62% | -19.13% | N/A |
NEM | 28.02% | 11.83% | 77.46% | 38.51% | 8.79% | N/A |
NUE | -13.02% | -6.50% | -21.61% | -8.74% | 28.08% | N/A |
PG | 18.44% | 0.73% | 8.27% | 13.58% | 9.78% | N/A |
SHV | 3.39% | 0.45% | 2.64% | 5.39% | 2.14% | N/A |
SLB | -11.31% | -6.61% | -5.30% | -19.47% | 9.97% | N/A |
SLX | -8.93% | -4.00% | -5.71% | 4.22% | 20.50% | N/A |
TMUS | 25.99% | 14.19% | 22.71% | 50.08% | 21.20% | N/A |
WBA | -58.26% | -10.09% | -50.18% | -55.66% | -23.40% | N/A |
X | -21.98% | -7.08% | -19.98% | 27.04% | 28.78% | N/A |
XLC | 21.35% | 4.78% | 11.33% | 33.89% | 13.14% | N/A |
XLP | 16.14% | 5.01% | 12.30% | 16.65% | 9.18% | N/A |
XLV | 14.78% | 3.61% | 6.68% | 18.07% | 13.41% | N/A |
Monthly Returns
The table below presents the monthly returns of 10-12, 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 | -1.99% | 2.52% | 2.78% | -3.53% | 1.51% | -0.42% | 0.06% | 0.98% | |||||
2023 | 5.98% | -2.66% | 0.82% | -0.34% | -1.61% | 7.81% | 3.38% | -3.13% | -3.23% | -3.11% | 4.46% | 5.60% | 13.87% |
2022 | -0.29% | 2.00% | 3.96% | -2.78% | -0.02% | -9.79% | 4.41% | -0.19% | -6.80% | 10.70% | 5.03% | -5.20% | -0.74% |
2021 | -0.71% | 6.67% | 2.46% | 1.03% | 3.28% | -0.23% | -1.59% | 1.36% | 0.07% | 2.57% | -3.21% | 2.76% | 15.05% |
2020 | -3.50% | -7.83% | -11.62% | 12.63% | 5.05% | 2.54% | 1.48% | 6.26% | -3.48% | -0.25% | 12.79% | 3.57% | 15.67% |
2019 | 8.40% | 1.04% | -0.25% | 1.46% | -4.76% | 4.64% | 0.70% | -3.12% | 1.33% | 1.18% | 2.93% | 4.01% | 18.30% |
2018 | -1.93% | 2.57% | 2.83% | 2.22% | -6.15% | 2.04% | -7.10% | -5.93% |
Expense Ratio
10-12 has an expense ratio of 0.09%, 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 10-12 is 5, indicating that it is in the bottom 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
AAL American Airlines Group Inc. | -0.75 | -0.94 | 0.88 | -0.38 | -1.57 |
AMD Advanced Micro Devices, Inc. | 1.00 | 1.60 | 1.20 | 1.12 | 2.73 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.72 | 340.68 | 241.91 | 491.43 | 5,551.25 |
BKR Baker Hughes Company | 0.13 | 0.35 | 1.04 | 0.14 | 0.29 |
CCL Carnival Corporation & Plc | 0.13 | 0.51 | 1.06 | 0.07 | 0.34 |
CSCO Cisco Systems, Inc. | -0.25 | -0.20 | 0.97 | -0.21 | -0.38 |
CTRA Coterra Energy Inc. | -0.44 | -0.50 | 0.94 | -0.36 | -0.99 |
CVS CVS Health Corporation | -0.27 | -0.16 | 0.97 | -0.17 | -0.51 |
CZR Caesars Entertainment, Inc. | -0.61 | -0.70 | 0.92 | -0.38 | -1.05 |
DAL Delta Air Lines, Inc. | -0.04 | 0.17 | 1.02 | -0.02 | -0.09 |
DG Dollar General Corporation | -0.49 | -0.48 | 0.94 | -0.29 | -0.91 |
FSLR First Solar, Inc. | 0.67 | 1.33 | 1.16 | 0.79 | 1.88 |
GLD SPDR Gold Trust | 2.16 | 3.03 | 1.38 | 2.39 | 12.52 |
HAL Halliburton Company | -0.57 | -0.64 | 0.92 | -0.54 | -0.96 |
HAS Hasbro, Inc. | 0.28 | 0.64 | 1.08 | 0.16 | 0.41 |
JPST JPMorgan Ultra-Short Income ETF | 12.56 | 36.35 | 8.04 | 80.73 | 515.14 |
LULU Lululemon Athletica Inc. | -0.70 | -0.81 | 0.89 | -0.45 | -0.93 |
LUV Southwest Airlines Co. | -0.20 | -0.03 | 1.00 | -0.12 | -0.43 |
MAT Mattel, Inc. | -0.26 | -0.18 | 0.98 | -0.20 | -0.51 |
MRO Marathon Oil Corporation | 0.51 | 0.92 | 1.11 | 0.44 | 1.22 |
NCLH | 0.06 | 0.46 | 1.06 | 0.04 | 0.19 |
NEM | 1.09 | 1.67 | 1.21 | 0.62 | 3.53 |
NUE | -0.28 | -0.22 | 0.97 | -0.26 | -0.57 |
PG | 0.97 | 1.40 | 1.19 | 1.51 | 5.32 |
SHV | 19.75 | 146.94 | 73.28 | 197.88 | 2,135.48 |
SLB | -0.69 | -0.81 | 0.90 | -0.60 | -0.97 |
SLX | 0.30 | 0.55 | 1.07 | 0.38 | 0.84 |
TMUS | 3.75 | 5.17 | 1.69 | 4.17 | 25.74 |
WBA | -1.22 | -1.92 | 0.75 | -0.66 | -1.79 |
X | 0.66 | 1.38 | 1.20 | 0.86 | 1.66 |
XLC | 2.19 | 2.89 | 1.39 | 1.42 | 16.12 |
XLP | 1.67 | 2.40 | 1.29 | 1.23 | 6.15 |
XLV | 1.77 | 2.42 | 1.32 | 1.65 | 6.85 |
Dividends
Dividend yield
10-12 granted a 3.06% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10-12 | 3.06% | 2.82% | 1.72% | 1.12% | 1.38% | 2.05% | 1.90% | 2.52% | 0.84% | 1.03% | 0.79% | 0.99% |
Portfolio components: | ||||||||||||
AAL American Airlines Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.39% | 1.25% | 0.77% | 0.86% | 0.94% | 0.37% | 0.00% |
AMD Advanced Micro Devices, 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% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.23% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
BKR Baker Hughes Company | 2.34% | 2.28% | 2.47% | 2.99% | 3.45% | 2.81% | 3.35% | 57.49% | 1.05% | 1.47% | 1.14% | 1.09% |
CCL Carnival Corporation & Plc | 0.00% | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% | 2.21% | 2.49% |
CSCO Cisco Systems, Inc. | 3.11% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
CTRA Coterra Energy Inc. | 3.43% | 4.58% | 10.13% | 5.89% | 2.46% | 1.87% | 1.00% | 0.53% | 0.31% | 0.41% | 0.24% | 0.14% |
CVS CVS Health Corporation | 4.43% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
CZR Caesars Entertainment, 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% |
DAL Delta Air Lines, Inc. | 1.10% | 0.50% | 0.00% | 0.00% | 1.00% | 2.57% | 2.63% | 1.81% | 1.37% | 0.89% | 0.61% | 0.44% |
DG Dollar General Corporation | 1.90% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% | 0.00% |
FSLR First Solar, 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% |
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% |
HAL Halliburton Company | 2.07% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
HAS Hasbro, Inc. | 4.09% | 5.48% | 4.56% | 2.67% | 2.91% | 2.53% | 3.03% | 2.44% | 2.56% | 2.69% | 3.07% | 2.18% |
JPST JPMorgan Ultra-Short Income ETF | 5.25% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
LULU Lululemon Athletica 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% |
LUV Southwest Airlines Co. | 2.55% | 3.12% | 0.00% | 0.00% | 0.39% | 1.30% | 1.30% | 0.73% | 0.75% | 0.66% | 0.52% | 0.69% |
MAT Mattel, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.92% | 5.52% | 5.59% | 4.91% | 3.03% |
MRO Marathon Oil Corporation | 1.54% | 1.70% | 1.18% | 1.10% | 1.20% | 1.47% | 1.39% | 1.18% | 1.16% | 5.40% | 2.83% | 2.04% |
NCLH | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NEM | 2.49% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.58% | 0.65% | 0.36% | 0.54% | 1.16% | 5.23% |
NUE | 1.42% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.52% | 3.70% | 3.02% | 2.76% |
PG | 2.29% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
SHV | 5.14% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% | 0.00% |
SLB | 2.30% | 1.92% | 1.22% | 1.67% | 4.01% | 4.98% | 5.54% | 2.97% | 2.38% | 2.87% | 1.87% | 1.39% |
SLX | 3.08% | 2.80% | 4.97% | 7.07% | 1.87% | 2.76% | 6.25% | 2.43% | 1.06% | 5.34% | 3.26% | 1.97% |
TMUS | 0.97% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
WBA | 11.85% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
X | 0.53% | 0.41% | 0.80% | 0.34% | 0.24% | 1.75% | 1.10% | 0.57% | 0.61% | 2.51% | 0.75% | 0.68% |
XLC | 0.89% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLP | 2.62% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
XLV | 1.44% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 10-12. 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 10-12 was 27.66%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current 10-12 drawdown is 2.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.66% | Jan 21, 2020 | 44 | Mar 23, 2020 | 52 | Jun 5, 2020 | 96 |
-16.66% | Apr 20, 2022 | 114 | Sep 30, 2022 | 187 | Jun 30, 2023 | 301 |
-14.33% | Sep 24, 2018 | 64 | Dec 24, 2018 | 226 | Nov 15, 2019 | 290 |
-13.71% | Jun 9, 2020 | 14 | Jun 26, 2020 | 99 | Nov 16, 2020 | 113 |
-9.68% | Aug 1, 2023 | 63 | Oct 27, 2023 | 36 | Dec 19, 2023 | 99 |
Volatility
Volatility Chart
The current 10-12 volatility is 4.01%, 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.
Diversification
Asset Correlations Table
BIL | JPST | SHV | GLD | NEM | PG | DG | CTRA | TMUS | AMD | FSLR | CVS | LULU | MAT | MRO | XLP | HAS | BKR | X | WBA | SLB | LUV | NCLH | CSCO | XLV | CCL | HAL | AAL | CZR | DAL | NUE | XLC | SLX | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIL | 1.00 | 0.20 | 0.42 | 0.03 | 0.02 | -0.00 | -0.00 | -0.00 | -0.02 | 0.01 | 0.02 | -0.04 | -0.00 | 0.01 | -0.01 | -0.01 | -0.01 | 0.00 | -0.01 | -0.04 | -0.02 | 0.01 | 0.01 | 0.02 | 0.00 | 0.02 | -0.02 | 0.02 | -0.05 | 0.01 | -0.02 | -0.00 | -0.01 |
JPST | 0.20 | 1.00 | 0.28 | 0.20 | 0.16 | 0.07 | 0.05 | 0.01 | 0.07 | 0.03 | 0.06 | 0.00 | 0.05 | 0.07 | -0.04 | 0.09 | 0.06 | 0.01 | 0.01 | 0.03 | -0.03 | 0.01 | 0.01 | 0.03 | 0.07 | 0.03 | -0.04 | -0.01 | 0.05 | -0.01 | 0.02 | 0.10 | 0.02 |
SHV | 0.42 | 0.28 | 1.00 | 0.14 | 0.11 | 0.03 | -0.01 | -0.05 | -0.02 | -0.00 | -0.03 | -0.06 | -0.02 | -0.03 | -0.07 | 0.03 | -0.02 | -0.06 | -0.07 | -0.05 | -0.08 | -0.04 | -0.01 | 0.00 | 0.00 | -0.01 | -0.09 | -0.04 | -0.05 | -0.03 | -0.09 | -0.02 | -0.07 |
GLD | 0.03 | 0.20 | 0.14 | 1.00 | 0.64 | 0.09 | 0.04 | 0.05 | 0.04 | 0.09 | 0.08 | -0.02 | 0.04 | -0.04 | 0.05 | 0.10 | -0.02 | 0.10 | 0.05 | 0.02 | 0.06 | -0.01 | -0.02 | 0.04 | 0.08 | -0.02 | 0.07 | -0.04 | 0.06 | -0.01 | 0.03 | 0.09 | 0.15 |
NEM | 0.02 | 0.16 | 0.11 | 0.64 | 1.00 | 0.20 | 0.14 | 0.13 | 0.14 | 0.12 | 0.15 | 0.09 | 0.11 | 0.06 | 0.12 | 0.24 | 0.11 | 0.18 | 0.16 | 0.13 | 0.14 | 0.05 | 0.05 | 0.17 | 0.22 | 0.05 | 0.16 | 0.04 | 0.13 | 0.06 | 0.17 | 0.18 | 0.27 |
PG | -0.00 | 0.07 | 0.03 | 0.09 | 0.20 | 1.00 | 0.34 | 0.12 | 0.33 | 0.12 | 0.12 | 0.31 | 0.22 | 0.17 | 0.03 | 0.80 | 0.24 | 0.11 | 0.10 | 0.28 | 0.07 | 0.12 | 0.04 | 0.36 | 0.51 | 0.06 | 0.08 | 0.09 | 0.08 | 0.13 | 0.20 | 0.28 | 0.17 |
DG | -0.00 | 0.05 | -0.01 | 0.04 | 0.14 | 0.34 | 1.00 | 0.12 | 0.28 | 0.22 | 0.21 | 0.27 | 0.30 | 0.20 | 0.09 | 0.46 | 0.27 | 0.11 | 0.16 | 0.31 | 0.10 | 0.17 | 0.10 | 0.28 | 0.36 | 0.12 | 0.10 | 0.13 | 0.19 | 0.16 | 0.24 | 0.29 | 0.20 |
CTRA | -0.00 | 0.01 | -0.05 | 0.05 | 0.13 | 0.12 | 0.12 | 1.00 | 0.13 | 0.15 | 0.22 | 0.27 | 0.16 | 0.26 | 0.54 | 0.21 | 0.23 | 0.45 | 0.30 | 0.32 | 0.51 | 0.26 | 0.23 | 0.25 | 0.24 | 0.22 | 0.52 | 0.25 | 0.24 | 0.26 | 0.33 | 0.24 | 0.39 |
TMUS | -0.02 | 0.07 | -0.02 | 0.04 | 0.14 | 0.33 | 0.28 | 0.13 | 1.00 | 0.31 | 0.26 | 0.29 | 0.34 | 0.24 | 0.15 | 0.43 | 0.28 | 0.18 | 0.25 | 0.24 | 0.18 | 0.23 | 0.21 | 0.40 | 0.46 | 0.20 | 0.18 | 0.20 | 0.30 | 0.25 | 0.29 | 0.49 | 0.32 |
AMD | 0.01 | 0.03 | -0.00 | 0.09 | 0.12 | 0.12 | 0.22 | 0.15 | 0.31 | 1.00 | 0.35 | 0.15 | 0.44 | 0.31 | 0.18 | 0.20 | 0.31 | 0.18 | 0.26 | 0.21 | 0.17 | 0.24 | 0.31 | 0.41 | 0.34 | 0.31 | 0.20 | 0.29 | 0.37 | 0.28 | 0.28 | 0.56 | 0.35 |
FSLR | 0.02 | 0.06 | -0.03 | 0.08 | 0.15 | 0.12 | 0.21 | 0.22 | 0.26 | 0.35 | 1.00 | 0.14 | 0.33 | 0.31 | 0.26 | 0.22 | 0.30 | 0.25 | 0.30 | 0.23 | 0.25 | 0.28 | 0.33 | 0.31 | 0.31 | 0.33 | 0.27 | 0.30 | 0.36 | 0.31 | 0.32 | 0.40 | 0.42 |
CVS | -0.04 | 0.00 | -0.06 | -0.02 | 0.09 | 0.31 | 0.27 | 0.27 | 0.29 | 0.15 | 0.14 | 1.00 | 0.17 | 0.26 | 0.29 | 0.45 | 0.28 | 0.29 | 0.29 | 0.56 | 0.32 | 0.28 | 0.26 | 0.38 | 0.57 | 0.28 | 0.32 | 0.28 | 0.29 | 0.28 | 0.36 | 0.29 | 0.37 |
LULU | -0.00 | 0.05 | -0.02 | 0.04 | 0.11 | 0.22 | 0.30 | 0.16 | 0.34 | 0.44 | 0.33 | 0.17 | 1.00 | 0.38 | 0.19 | 0.35 | 0.39 | 0.19 | 0.27 | 0.22 | 0.17 | 0.32 | 0.32 | 0.42 | 0.41 | 0.31 | 0.21 | 0.32 | 0.40 | 0.31 | 0.33 | 0.53 | 0.36 |
MAT | 0.01 | 0.07 | -0.03 | -0.04 | 0.06 | 0.17 | 0.20 | 0.26 | 0.24 | 0.31 | 0.31 | 0.26 | 0.38 | 1.00 | 0.32 | 0.31 | 0.65 | 0.29 | 0.35 | 0.34 | 0.31 | 0.39 | 0.38 | 0.35 | 0.33 | 0.39 | 0.32 | 0.40 | 0.43 | 0.39 | 0.40 | 0.44 | 0.45 |
MRO | -0.01 | -0.04 | -0.07 | 0.05 | 0.12 | 0.03 | 0.09 | 0.54 | 0.15 | 0.18 | 0.26 | 0.29 | 0.19 | 0.32 | 1.00 | 0.17 | 0.26 | 0.66 | 0.44 | 0.34 | 0.73 | 0.32 | 0.34 | 0.31 | 0.24 | 0.34 | 0.75 | 0.32 | 0.36 | 0.33 | 0.45 | 0.30 | 0.57 |
XLP | -0.01 | 0.09 | 0.03 | 0.10 | 0.24 | 0.80 | 0.46 | 0.21 | 0.43 | 0.20 | 0.22 | 0.45 | 0.35 | 0.31 | 0.17 | 1.00 | 0.38 | 0.24 | 0.21 | 0.47 | 0.21 | 0.28 | 0.21 | 0.48 | 0.62 | 0.23 | 0.22 | 0.26 | 0.25 | 0.30 | 0.35 | 0.44 | 0.34 |
HAS | -0.01 | 0.06 | -0.02 | -0.02 | 0.11 | 0.24 | 0.27 | 0.23 | 0.28 | 0.31 | 0.30 | 0.28 | 0.39 | 0.65 | 0.26 | 0.38 | 1.00 | 0.29 | 0.31 | 0.36 | 0.28 | 0.40 | 0.37 | 0.41 | 0.38 | 0.38 | 0.32 | 0.37 | 0.41 | 0.37 | 0.39 | 0.46 | 0.42 |
BKR | 0.00 | 0.01 | -0.06 | 0.10 | 0.18 | 0.11 | 0.11 | 0.45 | 0.18 | 0.18 | 0.25 | 0.29 | 0.19 | 0.29 | 0.66 | 0.24 | 0.29 | 1.00 | 0.41 | 0.34 | 0.73 | 0.33 | 0.34 | 0.33 | 0.28 | 0.34 | 0.73 | 0.34 | 0.35 | 0.35 | 0.44 | 0.30 | 0.56 |
X | -0.01 | 0.01 | -0.07 | 0.05 | 0.16 | 0.10 | 0.16 | 0.30 | 0.25 | 0.26 | 0.30 | 0.29 | 0.27 | 0.35 | 0.44 | 0.21 | 0.31 | 0.41 | 1.00 | 0.35 | 0.44 | 0.36 | 0.37 | 0.30 | 0.28 | 0.38 | 0.47 | 0.39 | 0.39 | 0.38 | 0.70 | 0.33 | 0.74 |
WBA | -0.04 | 0.03 | -0.05 | 0.02 | 0.13 | 0.28 | 0.31 | 0.32 | 0.24 | 0.21 | 0.23 | 0.56 | 0.22 | 0.34 | 0.34 | 0.47 | 0.36 | 0.34 | 0.35 | 1.00 | 0.35 | 0.40 | 0.36 | 0.43 | 0.45 | 0.37 | 0.36 | 0.40 | 0.36 | 0.40 | 0.41 | 0.38 | 0.44 |
SLB | -0.02 | -0.03 | -0.08 | 0.06 | 0.14 | 0.07 | 0.10 | 0.51 | 0.18 | 0.17 | 0.25 | 0.32 | 0.17 | 0.31 | 0.73 | 0.21 | 0.28 | 0.73 | 0.44 | 0.35 | 1.00 | 0.35 | 0.35 | 0.31 | 0.26 | 0.36 | 0.85 | 0.35 | 0.38 | 0.37 | 0.46 | 0.30 | 0.58 |
LUV | 0.01 | 0.01 | -0.04 | -0.01 | 0.05 | 0.12 | 0.17 | 0.26 | 0.23 | 0.24 | 0.28 | 0.28 | 0.32 | 0.39 | 0.32 | 0.28 | 0.40 | 0.33 | 0.36 | 0.40 | 0.35 | 1.00 | 0.62 | 0.34 | 0.28 | 0.60 | 0.37 | 0.73 | 0.50 | 0.77 | 0.39 | 0.41 | 0.45 |
NCLH | 0.01 | 0.01 | -0.01 | -0.02 | 0.05 | 0.04 | 0.10 | 0.23 | 0.21 | 0.31 | 0.33 | 0.26 | 0.32 | 0.38 | 0.34 | 0.21 | 0.37 | 0.34 | 0.37 | 0.36 | 0.35 | 0.62 | 1.00 | 0.31 | 0.27 | 0.89 | 0.37 | 0.67 | 0.58 | 0.67 | 0.38 | 0.45 | 0.46 |
CSCO | 0.02 | 0.03 | 0.00 | 0.04 | 0.17 | 0.36 | 0.28 | 0.25 | 0.40 | 0.41 | 0.31 | 0.38 | 0.42 | 0.35 | 0.31 | 0.48 | 0.41 | 0.33 | 0.30 | 0.43 | 0.31 | 0.34 | 0.31 | 1.00 | 0.57 | 0.32 | 0.32 | 0.34 | 0.39 | 0.35 | 0.40 | 0.57 | 0.44 |
XLV | 0.00 | 0.07 | 0.00 | 0.08 | 0.22 | 0.51 | 0.36 | 0.24 | 0.46 | 0.34 | 0.31 | 0.57 | 0.41 | 0.33 | 0.24 | 0.62 | 0.38 | 0.28 | 0.28 | 0.45 | 0.26 | 0.28 | 0.27 | 0.57 | 1.00 | 0.28 | 0.26 | 0.27 | 0.37 | 0.30 | 0.38 | 0.56 | 0.42 |
CCL | 0.02 | 0.03 | -0.01 | -0.02 | 0.05 | 0.06 | 0.12 | 0.22 | 0.20 | 0.31 | 0.33 | 0.28 | 0.31 | 0.39 | 0.34 | 0.23 | 0.38 | 0.34 | 0.38 | 0.37 | 0.36 | 0.60 | 0.89 | 0.32 | 0.28 | 1.00 | 0.36 | 0.68 | 0.57 | 0.66 | 0.40 | 0.45 | 0.47 |
HAL | -0.02 | -0.04 | -0.09 | 0.07 | 0.16 | 0.08 | 0.10 | 0.52 | 0.18 | 0.20 | 0.27 | 0.32 | 0.21 | 0.32 | 0.75 | 0.22 | 0.32 | 0.73 | 0.47 | 0.36 | 0.85 | 0.37 | 0.37 | 0.32 | 0.26 | 0.36 | 1.00 | 0.35 | 0.39 | 0.36 | 0.48 | 0.30 | 0.61 |
AAL | 0.02 | -0.01 | -0.04 | -0.04 | 0.04 | 0.09 | 0.13 | 0.25 | 0.20 | 0.29 | 0.30 | 0.28 | 0.32 | 0.40 | 0.32 | 0.26 | 0.37 | 0.34 | 0.39 | 0.40 | 0.35 | 0.73 | 0.67 | 0.34 | 0.27 | 0.68 | 0.35 | 1.00 | 0.51 | 0.83 | 0.43 | 0.43 | 0.47 |
CZR | -0.05 | 0.05 | -0.05 | 0.06 | 0.13 | 0.08 | 0.19 | 0.24 | 0.30 | 0.37 | 0.36 | 0.29 | 0.40 | 0.43 | 0.36 | 0.25 | 0.41 | 0.35 | 0.39 | 0.36 | 0.38 | 0.50 | 0.58 | 0.39 | 0.37 | 0.57 | 0.39 | 0.51 | 1.00 | 0.52 | 0.40 | 0.54 | 0.49 |
DAL | 0.01 | -0.01 | -0.03 | -0.01 | 0.06 | 0.13 | 0.16 | 0.26 | 0.25 | 0.28 | 0.31 | 0.28 | 0.31 | 0.39 | 0.33 | 0.30 | 0.37 | 0.35 | 0.38 | 0.40 | 0.37 | 0.77 | 0.67 | 0.35 | 0.30 | 0.66 | 0.36 | 0.83 | 0.52 | 1.00 | 0.43 | 0.44 | 0.48 |
NUE | -0.02 | 0.02 | -0.09 | 0.03 | 0.17 | 0.20 | 0.24 | 0.33 | 0.29 | 0.28 | 0.32 | 0.36 | 0.33 | 0.40 | 0.45 | 0.35 | 0.39 | 0.44 | 0.70 | 0.41 | 0.46 | 0.39 | 0.38 | 0.40 | 0.38 | 0.40 | 0.48 | 0.43 | 0.40 | 0.43 | 1.00 | 0.40 | 0.78 |
XLC | -0.00 | 0.10 | -0.02 | 0.09 | 0.18 | 0.28 | 0.29 | 0.24 | 0.49 | 0.56 | 0.40 | 0.29 | 0.53 | 0.44 | 0.30 | 0.44 | 0.46 | 0.30 | 0.33 | 0.38 | 0.30 | 0.41 | 0.45 | 0.57 | 0.56 | 0.45 | 0.30 | 0.43 | 0.54 | 0.44 | 0.40 | 1.00 | 0.48 |
SLX | -0.01 | 0.02 | -0.07 | 0.15 | 0.27 | 0.17 | 0.20 | 0.39 | 0.32 | 0.35 | 0.42 | 0.37 | 0.36 | 0.45 | 0.57 | 0.34 | 0.42 | 0.56 | 0.74 | 0.44 | 0.58 | 0.45 | 0.46 | 0.44 | 0.42 | 0.47 | 0.61 | 0.47 | 0.49 | 0.48 | 0.78 | 0.48 | 1.00 |