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Russell 1000 Low PEG, LOW P/FCF
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Russell 1000 Low PEG, LOW P/FCF

Currency in USD · Last updated Apr 2, 2026

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

47 positions 100.00%EquityEquity
PositionCategory/SectorTarget Weight
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%
CPAY
Corpay, Inc.		Technology
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%
GD
General Dynamics Corporation
2%
GOOG
Alphabet Inc		Communication Services
2%
GPN
Global Payments Inc.		Industrials
2.10%
HAL
Halliburton Company		Energy
2%
HCA
HCA Healthcare, Inc.		Healthcare
2.10%
HSY
The Hershey Company		Consumer Defensive
2%
ITT
ITT Inc.		Industrials
2%
LECO
Lincoln Electric Holdings, Inc.		Industrials
2.50%
LMT
Lockheed Martin Corporation		Industrials
2%
LNG
Cheniere Energy, Inc.		Energy
2%
MEDP
Medpace Holdings, Inc.		Healthcare
2%
META
Meta Platforms, Inc.		Communication Services
2%
NDSN
Nordson Corporation		Industrials
2.50%
NVT
nVent Electric plc		Industrials
2%
OC
Owens Corning		Industrials
2.50%
OMC
Omnicom Group Inc.		Communication Services
2.20%
PCAR
PACCAR Inc		Industrials
2%
PH
Parker-Hannifin Corporation		Industrials
2.10%
PHM
PulteGroup, Inc.		Consumer Cyclical
2.10%
PNR
Pentair plc		Industrials
2.10%
PYPL
PayPal Holdings, Inc.		Financial Services
2%
SLB
Schlumberger Limited		Energy
2.10%
STLD
Steel Dynamics, Inc.		Basic Materials
2%
SWKS
Skyworks Solutions, Inc.		Technology
2%
TPR
Tapestry, Inc.		Consumer Cyclical
2%
UTHR
United Therapeutics Corporation		Healthcare
2.10%
WSC
WillScot Mobile Mini Holdings Corp.		Industrials
1.65%
WSM
Williams-Sonoma, Inc.		Consumer Cyclical
2.10%

S&P 500 Index

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 Every 3 months.

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The earliest data available for this chart is May 1, 2018, corresponding to the inception date of NVT

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Russell 1000 Low PEG, LOW P/FCF
-0.26%-4.64%5.69%5.35%20.60%17.47%14.01%—
Portfolio components:
GOOG
Alphabet Inc		-0.15%-2.93%-6.10%19.65%86.00%41.44%22.67%23.06%
META
Meta Platforms, Inc.		-0.82%-12.23%-12.90%-20.86%-1.31%39.54%14.16%17.80%
CSCO
Cisco Systems, Inc.		1.95%0.62%3.69%17.63%31.64%18.25%12.05%14.28%
CAT
Caterpillar Inc.		-1.79%-0.69%25.49%46.96%117.26%48.52%27.57%28.19%
AMAT
Applied Materials, Inc.		-1.51%-0.81%35.77%56.35%137.96%42.99%20.77%33.82%
BKNG
Booking Holdings Inc.		0.23%1.20%-21.50%-22.35%-9.87%17.04%12.39%12.79%
LMT
Lockheed Martin Corporation		0.83%-6.74%29.44%26.33%41.28%11.53%13.95%13.73%
HCA
HCA Healthcare, Inc.		-0.61%-12.78%1.22%10.91%36.88%22.28%21.47%20.52%
SLB
Schlumberger Limited		-1.18%1.77%29.58%46.95%20.77%0.65%14.42%-0.96%
GD
General Dynamics Corporation		-0.41%-4.28%4.12%3.23%28.90%16.94%16.57%12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 2, 2018, Russell 1000 Low PEG, LOW P/FCF's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, your investment would double in approximately 3.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +20.1%, while the worst month was Mar 2020 at -22.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Russell 1000 Low PEG, LOW P/FCF closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +13.4%, while the worst single day was Mar 16, 2020 at -14.3%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.88%5.13%-6.07%0.15%5.69%
20254.43%-4.81%-4.79%-2.78%3.75%4.47%3.93%3.93%1.45%-0.74%0.78%0.55%9.92%
2024-0.21%6.85%6.77%-5.61%2.80%-2.11%5.41%-0.46%3.05%-3.12%8.90%-7.08%14.62%
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%9.45%7.64%4.44%1.82%0.61%1.02%2.14%-5.05%7.24%-2.54%4.88%36.10%

Benchmark Metrics

Russell 1000 Low PEG, LOW P/FCF has an annualized alpha of 5.16%, beta of 1.09, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since May 02, 2018.

  • This portfolio captured 131.77% of S&P 500 Index gains and 107.48% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 5.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.09 and R² of 0.83, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
Alpha
5.16%
Beta
1.09
R²
0.83
Upside Capture
131.77%
Downside Capture
107.48%

Expense Ratio

Russell 1000 Low PEG, LOW P/FCF 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.

Return for Risk

Risk / Return Rank

Russell 1000 Low PEG, LOW P/FCF ranks 33 for risk / return — below 33% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Russell 1000 Low PEG, LOW P/FCF Risk / Return Rank: 3333
Overall Rank
Russell 1000 Low PEG, LOW P/FCF Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
Russell 1000 Low PEG, LOW P/FCF Sortino Ratio Rank: 3434
Sortino Ratio Rank
Russell 1000 Low PEG, LOW P/FCF Omega Ratio Rank: 2929
Omega Ratio Rank
Russell 1000 Low PEG, LOW P/FCF Calmar Ratio Rank: 3737
Calmar Ratio Rank
Russell 1000 Low PEG, LOW P/FCF Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.88

+0.07

Sortino ratio

Return per unit of downside risk

1.49

1.37

+0.12

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.58

1.39

+0.19

Martin ratio

Return relative to average drawdown

6.27

6.43

-0.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc		942.873.821.474.1415.67
META
Meta Platforms, Inc.		36-0.030.251.03-0.05-0.12
CSCO
Cisco Systems, Inc.		741.131.551.242.335.93
CAT
Caterpillar Inc.		963.394.011.546.6123.24
AMAT
Applied Materials, Inc.		942.823.061.436.6218.28
BKNG
Booking Holdings Inc.		26-0.31-0.230.97-0.30-0.76
LMT
Lockheed Martin Corporation		811.551.991.292.747.01
HCA
HCA Healthcare, Inc.		791.401.971.262.647.32
SLB
Schlumberger Limited		550.520.981.130.851.45
GD
General Dynamics Corporation		801.321.941.262.9010.17

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Russell 1000 Low PEG, LOW P/FCF Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.95
  • 5-Year: 0.72
  • All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Russell 1000 Low PEG, LOW P/FCF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Russell 1000 Low PEG, LOW P/FCF provided a 1.38% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio1.38%1.41%1.33%1.33%1.46%1.58%1.25%1.53%1.65%1.11%1.31%1.47%
Portfolio components:
GOOG
Alphabet Inc		0.29%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
Cisco Systems, Inc.		2.61%2.12%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%
CAT
Caterpillar Inc.		0.83%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
AMAT
Applied Materials, Inc.		0.53%0.69%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%
BKNG
Booking Holdings Inc.		0.94%0.72%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMT
Lockheed Martin Corporation		2.17%2.76%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%
HCA
HCA Healthcare, Inc.		0.62%0.62%0.88%0.89%0.93%0.75%0.63%1.08%1.12%0.00%0.00%0.00%
SLB
Schlumberger Limited		2.33%2.97%2.87%1.92%1.22%2.09%4.01%4.98%5.54%2.97%2.38%2.87%
GD
General Dynamics Corporation		1.72%1.76%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%1.96%

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.

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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 6.70%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.01%Feb 21, 202022Mar 23, 202094Aug 5, 2020116
-23.29%Dec 3, 202486Apr 8, 202587Aug 13, 2025173
-22.19%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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 47 assets, with an effective number of assets of 46.52, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkHSYUTHREQTLMTLNGENPHEOGMETAEBAYHCAMEDPGOOGBBWIHALSLBPYPLDECKWSMDHIBKNGGDOMCPHMCSCOWSCSTLDAMATTPRGPNFFIVBLDCPAYDLBSWKSCSXPCARNVTCSLALLEOCCATNDSNPNRLECODOVPHITTPortfolio
Benchmark1.000.240.310.300.310.330.410.340.640.520.470.550.700.450.400.400.620.510.500.470.590.500.480.490.660.530.500.680.530.610.640.540.600.630.670.600.570.620.590.610.600.620.650.640.630.670.680.700.86
HSY0.241.000.150.020.290.060.090.080.030.150.240.130.090.110.080.080.120.100.130.200.110.270.230.190.210.100.100.060.090.220.120.150.180.180.100.260.210.100.200.270.150.140.230.150.180.220.150.140.22
UTHR0.310.151.000.180.160.150.180.180.150.200.250.280.190.160.210.200.180.170.190.160.230.210.190.150.230.210.190.210.180.250.230.180.230.230.250.240.210.250.250.220.200.240.240.230.230.250.240.240.34
EQT0.300.020.181.000.150.380.160.460.150.220.210.150.170.220.420.410.170.170.180.100.190.250.230.150.230.200.280.200.260.170.210.180.230.180.210.220.240.260.230.180.240.300.200.260.290.260.310.280.40
LMT0.310.290.160.151.000.230.080.290.080.200.280.150.120.160.270.270.140.120.140.190.170.640.280.200.270.200.250.130.180.260.190.180.280.220.130.320.320.240.270.330.230.320.300.280.320.320.310.280.36
LNG0.330.060.150.380.231.000.160.520.160.170.230.190.190.220.480.470.210.180.160.140.270.290.240.160.250.230.320.220.270.240.260.190.290.240.230.300.250.290.230.250.260.330.260.260.300.290.360.320.42
ENPH0.410.090.180.160.080.161.000.170.270.270.200.340.280.270.210.200.350.290.310.280.230.190.190.270.240.330.240.360.260.280.300.350.270.310.400.250.250.240.280.280.300.260.340.290.280.290.290.290.47
EOG0.340.080.180.460.290.520.171.000.120.170.260.200.190.250.730.710.170.180.190.130.260.380.300.180.270.300.400.230.280.240.260.200.330.230.230.340.340.310.270.270.290.450.270.290.340.340.390.360.49
META0.640.030.150.150.080.160.270.121.000.340.230.340.630.220.150.160.520.360.320.270.420.180.240.290.380.300.250.470.300.380.420.320.360.420.450.300.280.350.290.310.340.290.360.350.320.320.350.380.49
EBAY0.520.150.200.220.200.170.270.170.341.000.300.340.370.300.210.210.450.280.400.310.340.270.330.320.400.270.270.350.310.360.390.320.350.370.410.350.360.290.350.400.340.320.380.390.360.380.360.390.51
HCA0.470.240.250.210.280.230.200.260.230.301.000.330.270.340.280.290.230.310.310.340.310.400.390.360.380.320.330.310.370.340.350.350.350.360.340.390.370.380.390.440.360.380.390.420.400.440.410.460.53
MEDP0.550.130.280.150.150.190.340.200.340.340.331.000.390.290.230.240.420.360.350.330.330.310.290.330.360.370.310.410.310.390.420.380.380.420.410.350.340.380.390.400.390.320.440.410.380.410.410.430.56
GOOG0.700.090.190.170.120.190.280.190.630.370.270.391.000.240.220.230.500.340.320.300.450.260.260.310.470.320.280.500.310.420.440.310.400.450.470.360.310.360.320.330.350.360.390.370.360.370.400.420.53
BBWI0.450.110.160.220.160.220.270.250.220.300.340.290.241.000.300.290.320.450.430.360.330.290.370.380.300.380.360.310.530.340.360.420.360.380.360.390.380.410.400.370.450.370.390.460.430.440.430.450.58
HAL0.400.080.210.420.270.480.210.730.150.210.280.230.220.301.000.840.190.250.250.200.310.400.360.240.290.360.470.290.350.290.290.270.380.290.310.400.400.410.350.330.370.550.370.380.440.440.480.480.58
SLB0.400.080.200.410.270.470.200.710.160.210.290.240.230.290.841.000.180.260.250.220.320.400.380.260.280.350.460.290.350.290.290.280.370.290.300.400.410.430.360.330.390.550.360.390.440.440.480.470.58
PYPL0.620.120.180.170.140.210.350.170.520.450.230.420.500.320.190.181.000.380.360.320.400.240.300.330.410.350.260.440.330.540.430.370.490.460.490.350.330.300.350.380.370.320.410.380.340.370.380.390.56
DECK0.510.100.170.170.120.180.290.180.360.280.310.360.340.450.250.260.381.000.440.400.390.270.320.420.310.400.330.400.490.370.390.460.380.420.410.370.370.430.420.370.450.360.430.440.420.440.440.470.59
WSM0.500.130.190.180.140.160.310.190.320.400.310.350.320.430.250.250.360.441.000.420.310.270.340.440.330.390.360.390.460.330.390.480.330.400.410.360.380.420.400.420.480.380.450.470.420.440.440.460.59
DHI0.470.200.160.100.190.140.280.130.270.310.340.330.300.360.200.220.320.400.421.000.290.300.350.880.290.370.300.350.360.380.340.710.340.390.390.370.380.360.440.490.590.330.470.500.420.440.400.440.59
BKNG0.590.110.230.190.170.270.230.260.420.340.310.330.450.330.310.320.400.390.310.291.000.310.410.310.380.390.330.410.410.460.410.340.460.430.420.400.390.420.420.400.420.440.410.430.440.430.490.480.58
GD0.500.270.210.250.640.290.190.380.180.270.400.310.260.290.400.400.240.270.270.300.311.000.440.330.410.360.410.280.350.380.360.340.400.370.270.480.500.430.490.490.420.510.490.470.520.540.520.500.58
OMC0.480.230.190.230.280.240.190.300.240.330.390.290.260.370.360.380.300.320.340.350.410.441.000.390.390.360.400.300.430.430.370.360.440.410.380.450.500.410.450.490.460.470.450.490.480.490.490.500.59
PHM0.490.190.150.150.200.160.270.180.290.320.360.330.310.380.240.260.330.420.440.880.310.330.391.000.290.400.340.360.410.400.340.720.380.410.390.400.410.390.460.500.620.370.480.540.450.470.430.460.62
CSCO0.660.210.230.230.270.250.240.270.380.400.380.360.470.300.290.280.410.310.330.290.380.410.390.291.000.320.340.450.370.420.590.310.420.470.480.470.420.430.380.450.360.450.480.440.460.490.470.500.59
WSC0.530.100.210.200.200.230.330.300.300.270.320.370.320.380.360.350.350.400.390.370.390.360.360.400.321.000.420.410.410.410.400.450.410.410.400.420.440.490.490.450.510.480.480.470.500.500.520.520.63
STLD0.500.100.190.280.250.320.240.400.250.270.330.310.280.360.470.460.260.330.360.300.330.410.400.340.340.421.000.390.440.370.380.390.390.390.390.460.480.500.470.430.490.560.490.490.540.520.540.550.63
AMAT0.680.060.210.200.130.220.360.230.470.350.310.410.500.310.290.290.440.400.390.350.410.280.300.360.450.410.391.000.410.370.510.420.390.470.670.400.420.490.410.420.450.460.500.450.460.460.510.540.64
TPR0.530.090.180.260.180.270.260.280.300.310.370.310.310.530.350.350.330.490.460.360.410.350.430.410.370.410.440.411.000.400.430.450.430.420.410.440.440.490.450.440.480.490.450.520.490.510.530.540.65
GPN0.610.220.250.170.260.240.280.240.380.360.340.390.420.340.290.290.540.370.330.380.460.380.430.400.420.410.370.370.401.000.420.410.640.510.460.470.430.400.480.500.450.430.480.450.440.510.480.490.63
FFIV0.640.120.230.210.190.260.300.260.420.390.350.420.440.360.290.290.430.390.390.340.410.360.370.340.590.400.380.510.430.421.000.390.440.490.520.440.410.460.420.450.420.430.510.520.480.510.530.560.64
BLD0.540.150.180.180.180.190.350.200.320.320.350.380.310.420.270.280.370.460.480.710.340.340.360.720.310.450.390.420.450.410.391.000.420.410.440.430.440.460.540.520.670.440.530.570.500.510.500.520.68
CPAY0.600.180.230.230.280.290.270.330.360.350.350.380.400.360.380.370.490.380.330.340.460.400.440.380.420.410.390.390.430.640.440.421.000.460.420.490.430.420.480.490.430.480.490.490.490.520.510.530.65
DLB0.630.180.230.180.220.240.310.230.420.370.360.420.450.380.290.290.460.420.400.390.430.370.410.410.470.410.390.470.420.510.490.410.461.000.530.460.430.430.460.490.470.410.540.510.500.510.490.510.65
SWKS0.670.100.250.210.130.230.400.230.450.410.340.410.470.360.310.300.490.410.410.390.420.270.380.390.480.400.390.670.410.460.520.440.420.531.000.420.430.420.430.470.470.450.510.500.490.500.500.520.66
CSX0.600.260.240.220.320.300.250.340.300.350.390.350.360.390.400.400.350.370.360.370.400.480.450.400.470.420.460.400.440.470.440.430.490.460.421.000.530.480.520.510.490.560.570.550.580.610.600.580.68
PCAR0.570.210.210.240.320.250.250.340.280.360.370.340.310.380.400.410.330.370.380.380.390.500.500.410.420.440.480.420.440.430.410.440.430.430.430.531.000.530.540.530.540.630.580.570.620.610.650.620.68
NVT0.620.100.250.260.240.290.240.310.350.290.380.380.360.410.410.430.300.430.420.360.420.430.410.390.430.490.500.490.490.400.460.460.420.430.420.480.531.000.560.500.550.620.530.580.600.600.670.690.70
CSL0.590.200.250.230.270.230.280.270.290.350.390.390.320.400.350.360.350.420.400.440.420.490.450.460.380.490.470.410.450.480.420.540.480.460.430.520.540.561.000.590.610.540.590.600.630.630.630.630.71
ALLE0.610.270.220.180.330.250.280.270.310.400.440.400.330.370.330.330.380.370.420.490.400.490.490.500.450.450.430.420.440.500.450.520.490.490.470.510.530.500.591.000.550.520.610.640.620.650.600.620.70
OC0.600.150.200.240.230.260.300.290.340.340.360.390.350.450.370.390.370.450.480.590.420.420.460.620.360.510.490.450.480.450.420.670.430.470.470.490.540.550.610.551.000.530.580.610.580.590.590.610.74
CAT0.620.140.240.300.320.330.260.450.290.320.380.320.360.370.550.550.320.360.380.330.440.510.470.370.450.480.560.460.490.430.430.440.480.410.450.560.630.620.540.520.531.000.570.580.680.650.720.690.73
NDSN0.650.230.240.200.300.260.340.270.360.380.390.440.390.390.370.360.410.430.450.470.410.490.450.480.480.480.490.500.450.480.510.530.490.540.510.570.580.530.590.610.580.571.000.670.680.690.660.670.75
PNR0.640.150.230.260.280.260.290.290.350.390.420.410.370.460.380.390.380.440.470.500.430.470.490.540.440.470.490.450.520.450.520.570.490.510.500.550.570.580.600.640.610.580.671.000.670.710.700.700.75
LECO0.630.180.230.290.320.300.280.340.320.360.400.380.360.430.440.440.340.420.420.420.440.520.480.450.460.500.540.460.490.440.480.500.490.500.490.580.620.600.630.620.580.680.680.671.000.710.720.730.76
DOV0.670.220.250.260.320.290.290.340.320.380.440.410.370.440.440.440.370.440.440.440.430.540.490.470.490.500.520.460.510.510.510.510.520.510.500.610.610.600.630.650.590.650.690.710.711.000.740.740.78
PH0.680.150.240.310.310.360.290.390.350.360.410.410.400.430.480.480.380.440.440.400.490.520.490.430.470.520.540.510.530.480.530.500.510.490.500.600.650.670.630.600.590.720.660.700.720.741.000.780.80
ITT0.700.140.240.280.280.320.290.360.380.390.460.430.420.450.480.470.390.470.460.440.480.500.500.460.500.520.550.540.540.490.560.520.530.510.520.580.620.690.630.620.610.690.670.700.730.740.781.000.81
Portfolio0.860.220.340.400.360.420.470.490.490.510.530.560.530.580.580.580.560.590.590.590.580.580.590.620.590.630.630.640.650.630.640.680.650.650.660.680.680.700.710.700.740.730.750.750.760.780.800.811.00
The correlation results are calculated based on daily price changes starting from May 2, 2018