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Russell 1000 Low PEG, LOW P/FCF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Russell 1000 Low PEG, LOW P/FCF

Last updated Nov 15, 2024

Russell 1000: Price/Free Cash Flow: Under 25, PEG: Under 3, Operating Margin: Over 15%, Quick Ratio Over 0.5, Net Profit Margin: Over 5%, Equal Weight. DRAFT. Investment minimum: $178,500. MTCH & ABNB excluded

Asset Allocation

DLB 2.7%DOV 2.65%EOG 2.5%CSX 2.5%DHI 2.5%CSL 2.5%NDSN 2.5%OC 2.5%LECO 2.5%OMC 2.2%BKNG 2.1%HCA 2.1%SLB 2.1%PH 2.1%GPN 2.1%PHM 2.1%WSM 2.1%PNR 2.1%BLD 2.1%ALLE 2.1%UTHR 2.1%FFIV 2.1%BBWI 2.1%GOOG 2%META 2%CSCO 2%CAT 2%AMAT 2%LMT 2%GD 2%PYPL 2%PCAR 2%LNG 2%HSY 2%HAL 2%EBAY 2%FLT 2%STLD 2%DECK 2%SWKS 2%ENPH 2%EQT 2%ITT 2%NVT 2%MEDP 2%TPR 2%WSC 1.65%EquityEquity
PositionCategory/SectorWeight
ALLE
Allegion plc		Industrials
2.10%
AMAT
Applied Materials, Inc.		Technology
2%
BBWI
Bath & Body Works, Inc.		Consumer Cyclical
2.10%
BKNG
Booking Holdings Inc.		Consumer Cyclical
2.10%
BLD
TopBuild Corp.		Industrials
2.10%
CAT
Caterpillar Inc.		Industrials
2%
CSCO
Cisco Systems, Inc.		Technology
2%
CSL
Carlisle Companies Incorporated		Industrials
2.50%
CSX
CSX Corporation		Industrials
2.50%
DECK
Deckers Outdoor Corporation		Consumer Cyclical
2%
DHI
D.R. Horton, Inc.		Consumer Cyclical
2.50%
DLB
Dolby Laboratories, Inc.		Technology
2.70%
DOV
Dover Corporation		Industrials
2.65%
EBAY
eBay Inc.		Consumer Cyclical
2%
ENPH
Enphase Energy, Inc.		Technology
2%
EOG
EOG Resources, Inc.		Energy
2.50%
EQT
EQT Corporation		Energy
2%
FFIV
F5 Networks, Inc.		Technology
2.10%
FLT
FleetCor Technologies, Inc.		Technology
2%
GD
General Dynamics Corporation
2%
GOOG
2%
GPN
2.10%
HAL
2%
HCA
2.10%
HSY
2%
ITT
2%
LECO
2.50%
LMT
2%
LNG
2%
MEDP
2%
META
2%
NDSN
2.50%
NVT
2%
OC
2.50%
OMC
2.20%
PCAR
2%
PH
2.10%
PHM
2.10%
PNR
2.10%
PYPL
2%
SLB
2.10%
STLD
2%
SWKS
2%
TPR
2%
UTHR
2.10%
WSC
1.65%
WSM
2.10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Russell 1000 Low PEG, LOW P/FCF, 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%JuneJulyAugustSeptemberOctoberNovember
6.40%
12.31%
Russell 1000 Low PEG, LOW P/FCF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 1, 2015, corresponding to the inception date of BLD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Russell 1000 Low PEG, LOW P/FCF18.42%1.31%6.40%30.71%23.24%N/A
Portfolio components:
GOOG
26.15%6.26%1.34%30.36%21.68%N/A
META
63.55%-1.55%22.20%73.99%24.34%N/A
CSCO
Cisco Systems, Inc.		18.38%7.10%21.77%12.25%8.48%11.61%
CAT
Caterpillar Inc.		33.11%0.20%11.30%56.75%24.41%17.44%
AMAT
Applied Materials, Inc.		15.39%-2.63%-12.77%20.62%25.79%25.19%
BKNG
Booking Holdings Inc.		41.15%15.40%33.71%60.43%22.09%15.72%
LMT
21.27%-10.91%17.39%24.36%9.39%N/A
HCA
28.37%-13.89%7.45%44.47%21.19%N/A
SLB
-14.94%1.16%-9.10%-17.14%6.70%N/A
GD
General Dynamics Corporation		14.89%-2.59%-0.15%21.39%12.03%9.95%
EOG
EOG Resources, Inc.		15.03%6.98%7.19%14.50%18.19%6.25%
CSX
CSX Corporation		3.83%0.37%5.76%16.57%9.77%13.08%
PYPL
39.70%7.84%33.84%47.28%-3.82%N/A
PH
53.10%9.60%29.98%64.38%30.83%N/A
DHI
D.R. Horton, Inc.		8.62%-13.34%8.90%29.38%26.45%22.33%
PCAR
19.15%8.41%9.25%32.98%20.97%N/A
LNG
24.76%14.97%34.11%23.97%28.88%N/A
HSY
-2.00%-2.92%-13.44%-6.08%6.42%N/A
GPN
-7.87%12.99%6.88%2.42%-7.67%N/A
HAL
-15.40%3.01%-18.80%-20.09%9.85%N/A
PHM
26.02%-10.50%9.43%49.74%28.62%N/A
EBAY
eBay Inc.		44.99%-7.00%19.37%56.66%14.02%11.55%
DOV
Dover Corporation		32.55%5.65%10.37%47.39%14.74%13.19%
FLT
FleetCor Technologies, Inc.		-5.19%0.00%-5.28%13.60%-2.06%N/A
STLD
17.92%7.28%2.87%25.61%37.00%N/A
DECK
Deckers Outdoor Corporation		58.75%9.27%19.82%67.82%44.76%27.66%
OMC
24.13%0.98%10.27%38.50%9.86%N/A
SWKS
-23.75%-14.77%-9.48%-8.19%-1.38%N/A
ENPH
Enphase Energy, Inc.		-51.90%-30.94%-45.61%-31.52%26.94%19.66%
EQT
EQT Corporation		12.88%18.64%6.81%5.59%34.45%-0.99%
CSL
Carlisle Companies Incorporated		45.22%-4.45%9.05%61.88%24.29%18.98%
NDSN
-2.09%-0.24%-4.65%11.05%10.55%N/A
OC
33.68%4.75%13.14%52.64%26.54%N/A
WSM
31.80%-11.32%-15.77%64.78%31.98%N/A
LECO
-3.59%7.97%-8.41%7.50%19.79%N/A
PNR
47.26%7.73%27.30%67.33%21.30%N/A
BLD
TopBuild Corp.		-2.95%-9.00%-10.52%25.21%27.67%N/A
ALLE
Allegion plc		12.78%-5.49%13.54%34.46%4.91%11.58%
UTHR
75.67%7.43%41.90%68.49%33.76%N/A
FFIV
F5 Networks, Inc.		35.24%11.54%39.25%46.92%10.74%6.60%
BBWI
Bath & Body Works, Inc.		-26.35%0.71%-35.34%-1.58%24.12%-0.52%
ITT
28.04%0.27%10.04%42.55%18.34%N/A
NVT
26.54%1.06%-7.57%40.57%28.01%N/A
MEDP
9.24%-5.23%-14.86%18.59%35.79%N/A
TPR
60.90%27.92%38.25%93.89%19.76%N/A
WSC
-21.39%-3.61%-11.69%-10.56%14.97%N/A
DLB
Dolby Laboratories, Inc.		-14.11%-0.45%-12.13%-16.22%2.39%6.65%

Monthly Returns

The table below presents the monthly returns of Russell 1000 Low PEG, LOW P/FCF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.21%6.85%6.76%-5.61%2.81%-2.10%5.22%-0.62%3.07%-3.23%18.42%
20239.45%-1.09%0.14%0.71%-2.92%11.50%4.17%-1.09%-4.39%-4.68%9.75%8.96%32.70%
2022-4.05%-1.84%3.13%-5.69%2.43%-11.78%13.51%-2.53%-8.70%11.55%7.42%-3.55%-3.37%
20210.55%9.43%7.65%4.44%1.82%0.61%0.99%2.72%-5.04%7.24%-2.54%4.88%36.84%
2020-1.13%-6.35%-22.59%20.14%9.73%0.36%8.46%6.08%-3.70%2.17%16.59%4.58%30.91%
201911.73%3.72%1.00%4.28%-6.36%9.41%2.20%-5.57%3.09%1.79%4.90%3.41%37.37%
20183.56%0.19%3.46%1.18%-0.01%-10.04%3.06%-9.90%-9.28%

Expense Ratio

Russell 1000 Low PEG, LOW P/FCF 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 rank of Russell 1000 Low PEG, LOW P/FCF is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Russell 1000 Low PEG, LOW P/FCF is 3939
Combined Rank
The Sharpe Ratio Rank of Russell 1000 Low PEG, LOW P/FCF is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of Russell 1000 Low PEG, LOW P/FCF is 3636Sortino Ratio Rank
The Omega Ratio Rank of Russell 1000 Low PEG, LOW P/FCF is 3030Omega Ratio Rank
The Calmar Ratio Rank of Russell 1000 Low PEG, LOW P/FCF is 6464Calmar Ratio Rank
The Martin Ratio Rank of Russell 1000 Low PEG, LOW P/FCF is 3030Martin 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.

Russell 1000 Low PEG, LOW P/FCF
Sharpe ratio
The chart of Sharpe ratio for Russell 1000 Low PEG, LOW P/FCF, currently valued at 2.07, compared to the broader market0.002.004.006.002.07
Sortino ratio
The chart of Sortino ratio for Russell 1000 Low PEG, LOW P/FCF, currently valued at 2.87, compared to the broader market-2.000.002.004.006.002.87
Omega ratio
The chart of Omega ratio for Russell 1000 Low PEG, LOW P/FCF, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.802.001.35
Calmar ratio
The chart of Calmar ratio for Russell 1000 Low PEG, LOW P/FCF, currently valued at 3.67, compared to the broader market0.005.0010.0015.003.67
Martin ratio
The chart of Martin ratio for Russell 1000 Low PEG, LOW P/FCF, currently valued at 10.32, compared to the broader market0.0010.0020.0030.0040.0050.0010.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
1.151.651.221.363.46
META
2.062.971.414.0212.45
CSCO
Cisco Systems, Inc.		0.600.901.140.511.99
CAT
Caterpillar Inc.		2.142.891.383.588.26
AMAT
Applied Materials, Inc.		0.500.941.120.661.43
BKNG
Booking Holdings Inc.		2.372.691.443.069.54
LMT
1.492.091.311.646.03
HCA
1.792.231.332.169.41
SLB
-0.63-0.760.91-0.47-1.16
GD
General Dynamics Corporation		1.231.711.253.119.99
EOG
EOG Resources, Inc.		0.641.031.130.702.04
CSX
CSX Corporation		0.781.211.161.051.84
PYPL
1.391.931.250.587.34
PH
2.493.641.505.6816.32
DHI
D.R. Horton, Inc.		0.901.401.191.633.64
PCAR
1.311.761.271.262.46
LNG
1.211.841.221.512.72
HSY
-0.30-0.290.97-0.17-0.87
GPN
0.080.321.040.040.13
HAL
-0.74-0.920.89-0.47-1.16
PHM
1.632.261.293.388.31
EBAY
eBay Inc.		2.292.951.391.1516.86
DOV
Dover Corporation		2.263.421.402.0713.97
FLT
FleetCor Technologies, Inc.		0.721.011.220.461.22
STLD
0.811.451.170.942.13
DECK
Deckers Outdoor Corporation		1.752.661.332.946.43
OMC
1.962.591.341.8410.65
SWKS
-0.23-0.070.99-0.15-0.62
ENPH
Enphase Energy, Inc.		-0.49-0.400.95-0.38-1.53
EQT
EQT Corporation		0.170.511.060.140.44
CSL
Carlisle Companies Incorporated		2.322.891.404.2813.09
NDSN
0.520.851.110.581.20
OC
1.792.301.303.038.79
WSM
1.492.101.293.106.97
LECO
0.270.581.070.230.42
PNR
2.653.431.453.4415.62
BLD
TopBuild Corp.		0.641.161.140.962.04
ALLE
Allegion plc		1.592.391.281.265.45
UTHR
2.453.201.452.769.08
FFIV
F5 Networks, Inc.		1.832.741.391.346.80
BBWI
Bath & Body Works, Inc.		-0.040.241.03-0.02-0.06
ITT
1.692.271.303.449.50
NVT
1.171.651.231.413.42
MEDP
0.460.861.130.591.38
TPR
2.713.941.442.739.21
WSC
-0.28-0.150.98-0.28-0.51
DLB
Dolby Laboratories, Inc.		-0.80-0.950.87-0.50-1.35

Sharpe Ratio

The current Russell 1000 Low PEG, LOW P/FCF Sharpe ratio is 2.07. 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 1.86 to 2.74, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Russell 1000 Low PEG, LOW P/FCF 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.07
2.66
Russell 1000 Low PEG, LOW P/FCF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Russell 1000 Low PEG, LOW P/FCF provided a 1.29% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.29%1.33%1.46%1.08%1.25%1.56%3.37%1.08%1.28%1.42%1.03%0.85%
Portfolio components:
GOOG
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
Cisco Systems, Inc.		2.75%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
CAT
Caterpillar Inc.		1.40%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.		0.77%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
BKNG
Booking Holdings Inc.		0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMT
2.34%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
HCA
0.75%0.89%0.93%0.75%0.47%1.08%1.12%0.00%0.00%0.00%0.00%0.00%
SLB
2.47%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%
GD
General Dynamics Corporation		1.91%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%
EOG
EOG Resources, Inc.		3.80%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%0.44%
CSX
CSX Corporation		1.32%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%
PH
0.91%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
DHI
D.R. Horton, Inc.		0.98%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%0.67%
PCAR
3.80%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%2.87%
LNG
0.86%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSY
2.96%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%
GPN
0.86%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%0.10%0.12%
HAL
2.23%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%
PHM
0.62%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
EBAY
eBay Inc.		1.70%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%0.00%0.00%0.00%
DOV
Dover Corporation		1.01%1.33%1.49%1.10%1.57%1.68%2.02%0.00%0.00%0.00%0.00%0.00%
FLT
FleetCor Technologies, 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%
STLD
1.31%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%2.25%
DECK
Deckers Outdoor Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OMC
2.67%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%2.15%
SWKS
3.26%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%
ENPH
Enphase Energy, 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%
EQT
EQT Corporation		1.49%1.58%1.66%0.00%0.24%1.10%83.78%0.00%0.00%0.00%0.00%0.00%
CSL
Carlisle Companies Incorporated		0.82%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%1.04%1.06%
NDSN
1.10%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%
OC
1.23%1.40%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%0.00%
WSM
1.65%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%
LECO
1.37%1.21%1.61%1.50%1.70%1.96%2.08%1.57%1.71%2.29%1.42%1.16%
PNR
0.87%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%1.24%
BLD
TopBuild Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALLE
Allegion plc		1.34%1.42%1.56%1.09%1.10%0.87%1.05%0.80%0.75%0.61%0.58%0.00%
UTHR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFIV
F5 Networks, 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%
BBWI
Bath & Body Works, Inc.		2.55%1.85%1.90%0.60%1.00%8.20%11.57%4.93%8.27%5.17%3.37%2.40%
ITT
0.82%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%1.09%0.92%
NVT
1.03%1.18%1.82%1.84%3.01%2.74%1.56%0.00%0.00%0.00%0.00%0.00%
MEDP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPR
2.42%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%2.34%
WSC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DLB
Dolby Laboratories, Inc.		1.64%1.29%1.45%0.96%0.91%1.15%1.08%0.94%1.11%1.25%0.23%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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.69%
-0.87%
Russell 1000 Low PEG, LOW P/FCF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Russell 1000 Low PEG, LOW P/FCF. 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 Russell 1000 Low PEG, LOW P/FCF was 43.01%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Russell 1000 Low PEG, LOW P/FCF drawdown is 1.69%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.01%Feb 21, 202022Mar 23, 202094Aug 5, 2020116
-22.17%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-19.44%Nov 17, 2021146Jun 16, 2022143Jan 11, 2023289
-11.41%Aug 2, 202362Oct 27, 202324Dec 1, 202386
-9.78%Feb 3, 202330Mar 17, 202356Jun 7, 202386

Volatility

Volatility Chart

The current Russell 1000 Low PEG, LOW P/FCF volatility is 4.55%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.55%
3.81%
Russell 1000 Low PEG, LOW P/FCF
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.
HSYUTHREQTLMTENPHLNGEOGMETAEBAYPYPLMEDPWSMSLBBBWIGOOGDHIDECKHALHCAPHMWSCBKNGGDOMCSTLDCSCOAMATBLDFLTGPNTPRFFIVDLBSWKSPCARCSLCSXOCALLENVTCATNDSNPNRLECODOVPHITT
HSY1.000.160.040.330.070.090.090.070.160.130.140.120.080.120.150.180.090.070.250.180.100.130.290.230.100.250.070.140.210.230.090.160.170.100.220.200.280.140.240.120.150.220.170.190.250.180.15
UTHR0.161.000.190.190.180.180.200.170.220.170.280.190.210.170.200.170.160.220.260.150.210.250.230.200.190.250.220.180.230.250.180.240.250.250.210.260.250.200.230.260.230.240.240.230.260.260.25
EQT0.040.191.000.170.170.370.480.160.250.170.160.200.440.260.170.120.190.450.240.170.240.200.280.270.300.240.210.210.240.180.280.230.190.230.280.260.250.270.190.270.340.240.280.320.280.330.30
LMT0.330.190.171.000.100.260.320.120.220.160.160.170.300.190.150.210.140.300.290.220.220.210.660.300.280.300.150.200.320.300.220.220.240.140.340.300.350.250.350.290.350.310.300.340.370.350.32
ENPH0.070.180.170.101.000.200.170.280.270.370.360.310.180.280.290.280.310.210.210.270.330.260.180.180.240.250.370.340.280.280.260.310.310.410.240.280.250.290.280.250.240.330.290.270.290.300.30
LNG0.090.180.370.260.201.000.530.180.200.220.230.180.520.270.240.160.220.510.270.180.270.290.310.260.350.270.240.220.300.280.310.290.270.270.290.280.340.300.270.320.380.300.290.330.320.390.36
EOG0.090.200.480.320.170.531.000.150.190.180.210.200.730.270.230.130.200.750.300.180.320.300.410.330.430.300.250.210.350.260.330.280.240.240.350.290.370.300.280.350.500.280.300.360.360.430.40
META0.070.170.160.120.280.180.151.000.380.540.370.310.170.240.670.320.370.170.260.320.310.420.210.260.240.400.490.340.370.400.290.420.450.500.290.300.310.350.340.340.280.380.360.330.330.350.39
EBAY0.160.220.250.220.270.200.190.381.000.470.340.430.220.320.400.310.310.230.310.330.300.340.280.340.300.420.400.340.350.380.330.420.400.450.380.360.360.360.420.340.340.400.410.380.410.390.42
PYPL0.130.170.170.160.370.220.180.540.471.000.430.360.170.320.540.330.380.190.260.330.350.390.240.270.250.430.460.370.470.540.330.430.460.510.320.330.370.360.390.300.310.410.360.330.370.380.39
MEDP0.140.280.160.160.360.230.210.370.340.431.000.340.230.290.400.340.380.240.350.320.370.340.320.270.320.390.420.390.380.400.330.430.430.420.350.400.370.400.400.390.330.450.410.400.420.410.45
WSM0.120.190.200.170.310.180.200.310.430.360.341.000.250.430.310.420.430.260.340.430.360.310.280.350.350.340.390.470.310.320.460.380.400.410.360.390.350.470.410.420.360.440.470.420.430.420.45
SLB0.080.210.440.300.180.520.730.170.220.170.230.251.000.300.240.200.260.850.330.240.360.360.410.400.480.300.300.260.370.290.390.310.290.300.410.370.400.390.330.470.580.340.390.450.430.500.49
BBWI0.120.170.260.190.280.270.270.240.320.320.290.430.301.000.260.360.450.320.380.380.390.360.300.380.370.320.320.430.350.350.550.370.390.360.380.410.400.460.390.440.380.400.470.440.440.450.47
GOOG0.150.200.170.150.290.240.230.670.400.540.400.310.240.261.000.330.360.230.310.330.340.480.290.300.300.500.520.330.440.470.310.470.480.510.320.340.390.360.370.360.350.410.390.370.380.400.43
DHI0.180.170.120.210.280.160.130.320.310.330.340.420.200.360.331.000.410.200.360.880.370.310.290.340.290.310.390.720.330.370.390.350.380.400.360.410.360.580.480.410.330.440.500.410.440.410.45
DECK0.090.160.190.140.310.220.200.370.310.380.380.430.260.450.360.411.000.250.370.430.400.400.290.330.330.340.420.470.350.380.500.400.430.420.360.410.390.450.380.450.360.420.420.420.420.440.47
HAL0.070.220.450.300.210.510.750.170.230.190.240.260.850.320.230.200.251.000.330.240.380.350.430.380.480.320.300.260.390.300.390.310.290.310.410.360.420.380.340.450.580.370.390.460.450.500.50
HCA0.250.260.240.290.210.270.300.260.310.260.350.340.330.380.310.360.370.331.000.380.370.350.420.420.360.420.350.380.400.380.410.400.410.370.410.430.430.410.460.460.420.440.460.450.500.460.50
PHM0.180.150.170.220.270.180.180.320.330.330.320.430.240.380.330.880.430.240.381.000.390.330.320.380.330.310.380.720.360.380.440.360.390.390.390.430.380.610.490.420.360.450.530.440.450.430.46
WSC0.100.210.240.220.330.270.320.310.300.350.370.360.360.390.340.370.400.380.370.391.000.420.370.370.410.340.400.420.390.410.420.390.420.400.420.470.420.500.450.500.470.460.450.480.480.500.52
BKNG0.130.250.200.210.260.290.300.420.340.390.340.310.360.360.480.310.400.350.350.330.421.000.350.450.360.390.440.370.470.470.430.410.450.450.410.440.430.440.420.450.480.430.440.470.450.510.51
GD0.290.230.280.660.180.310.410.210.280.240.320.280.410.300.290.290.290.430.420.320.370.351.000.460.430.440.300.330.420.400.380.390.380.290.520.500.500.430.480.480.540.490.480.530.560.550.53
OMC0.230.200.270.300.180.260.330.260.340.270.270.350.400.380.300.340.330.380.420.380.370.450.461.000.440.440.350.370.430.420.480.400.400.390.510.460.460.460.500.500.510.460.500.510.520.530.55
STLD0.100.190.300.280.240.350.430.240.300.250.320.350.480.370.300.290.330.480.360.330.410.360.430.441.000.350.390.380.400.380.460.390.390.390.490.480.480.500.440.530.590.490.480.550.520.550.57
CSCO0.250.250.240.300.250.270.300.400.420.430.390.340.300.320.500.310.340.320.420.310.340.390.440.440.351.000.460.310.420.460.370.620.510.520.450.410.490.370.480.430.460.510.460.480.510.490.51
AMAT0.070.220.210.150.370.240.250.490.400.460.420.390.300.320.520.390.420.300.350.380.400.440.300.350.390.461.000.420.400.410.400.520.500.710.430.430.420.480.450.470.440.510.460.470.460.510.54
BLD0.140.180.210.200.340.220.210.340.340.370.390.470.260.430.330.720.470.260.380.720.420.370.330.370.380.310.421.000.390.410.470.400.410.440.410.510.430.660.500.480.410.510.550.470.500.490.52
FLT0.210.230.240.320.280.300.350.370.350.470.380.310.370.350.440.330.350.390.400.360.390.470.420.430.400.420.400.391.000.630.420.440.460.410.420.450.490.410.490.440.490.470.460.480.500.490.53
GPN0.230.250.180.300.280.280.260.400.380.540.400.320.290.350.470.370.380.300.380.380.410.470.400.420.380.460.410.410.631.000.420.440.520.460.430.470.480.430.510.450.450.470.440.450.510.490.51
TPR0.090.180.280.220.260.310.330.290.330.330.330.460.390.550.310.390.500.390.410.440.420.430.380.480.460.370.400.470.420.421.000.410.440.420.460.460.460.500.460.490.490.470.520.500.520.540.54
FFIV0.160.240.230.220.310.290.280.420.420.430.430.380.310.370.470.350.400.310.400.360.390.410.390.400.390.620.520.400.440.440.411.000.510.550.420.420.470.420.480.470.430.540.530.490.530.540.56
DLB0.170.250.190.240.310.270.240.450.400.460.430.400.290.390.480.380.430.290.410.390.420.450.380.400.390.510.500.410.460.520.440.511.000.550.420.450.480.460.500.480.420.530.500.500.510.510.54
SWKS0.100.250.230.140.410.270.240.500.450.510.420.410.300.360.510.400.420.310.370.390.400.450.290.390.390.520.710.440.410.460.420.550.551.000.430.420.440.480.480.450.450.520.500.500.500.510.54
PCAR0.220.210.280.340.240.290.350.290.380.320.350.360.410.380.320.360.360.410.410.390.420.410.520.510.490.450.430.410.420.430.460.420.420.431.000.540.540.520.520.580.640.570.580.620.610.680.64
CSL0.200.260.260.300.280.280.290.300.360.330.400.390.370.410.340.410.410.360.430.430.470.440.500.460.480.410.430.510.450.470.460.420.450.420.541.000.540.590.580.600.540.580.590.630.620.620.64
CSX0.280.250.250.350.250.340.370.310.360.370.370.350.400.400.390.360.390.420.430.380.420.430.500.460.480.490.420.430.490.480.460.470.480.440.540.541.000.490.520.520.580.570.560.600.640.640.62
OC0.140.200.270.250.290.300.300.350.360.360.400.470.390.460.360.580.450.380.410.610.500.440.430.460.500.370.480.660.410.430.500.420.460.480.520.590.491.000.550.580.540.560.600.570.570.600.63
ALLE0.240.230.190.350.280.270.280.340.420.390.400.410.330.390.370.480.380.340.460.490.450.420.480.500.440.480.450.500.490.510.460.480.500.480.520.580.520.551.000.550.530.610.640.630.670.610.65
NVT0.120.260.270.290.250.320.350.340.340.300.390.420.470.440.360.410.450.450.460.420.500.450.480.500.530.430.470.480.440.450.490.470.480.450.580.600.520.580.551.000.620.560.610.620.620.690.70
CAT0.150.230.340.350.240.380.500.280.340.310.330.360.580.380.350.330.360.580.420.360.470.480.540.510.590.460.440.410.490.450.490.430.420.450.640.540.580.540.530.621.000.570.580.690.650.730.70
NDSN0.220.240.240.310.330.300.280.380.400.410.450.440.340.400.410.440.420.370.440.450.460.430.490.460.490.510.510.510.470.470.470.540.530.520.570.580.570.560.610.560.571.000.670.680.690.670.69
PNR0.170.240.280.300.290.290.300.360.410.360.410.470.390.470.390.500.420.390.460.530.450.440.480.500.480.460.460.550.460.440.520.530.500.500.580.590.560.600.640.610.580.671.000.680.710.700.71
LECO0.190.230.320.340.270.330.360.330.380.330.400.420.450.440.370.410.420.460.450.440.480.470.530.510.550.480.470.470.480.450.500.490.500.500.620.630.600.570.630.620.690.680.681.000.720.740.75
DOV0.250.260.280.370.290.320.360.330.410.370.420.430.430.440.380.440.420.450.500.450.480.450.560.520.520.510.460.500.500.510.520.530.510.500.610.620.640.570.670.620.650.690.710.721.000.750.76
PH0.180.260.330.350.300.390.430.350.390.380.410.420.500.450.400.410.440.500.460.430.500.510.550.530.550.490.510.490.490.490.540.540.510.510.680.620.640.600.610.690.730.670.700.740.751.000.80
ITT0.150.250.300.320.300.360.400.390.420.390.450.450.490.470.430.450.470.500.500.460.520.510.530.550.570.510.540.520.530.510.540.560.540.540.640.640.620.630.650.700.700.690.710.750.760.801.00
The correlation results are calculated based on daily price changes starting from May 2, 2018