Lyn Alden 2025-06 - Dividend Stocks

Asset Allocation

Position	Category/Sector	Target Weight
PEP PepsiCo, Inc.	Consumer Defensive	3.23%
BTI British American Tobacco p.l.c.	Consumer Defensive	3.23%
TRV The Travelers Companies, Inc.	Financial Services	3.23%
FDX FedEx Corporation	Industrials	3.23%
V Visa Inc.	Financial Services	3.23%
MO Altria Group, Inc.	Consumer Defensive	3.23%
UNP Union Pacific Corporation	Industrials	3.23%
OZK Bank OZK	Financial Services	3.23%
USB U.S. Bancorp	Financial Services	3.23%
BN Brookfield Corporation	Financial Services	3.23%
ELV Elevance Health Inc	Healthcare	3.23%
CVS CVS Health Corporation	Healthcare	3.23%
CI Cigna Corporation	Healthcare	3.23%
CSCO Cisco Systems, Inc.	Technology	3.23%
HAL Halliburton Company	Energy	3.23%
ATO Atmos Energy Corporation	Utilities	3.23%
AFL Aflac Incorporated	Financial Services	3.23%
NVS Novartis AG	Healthcare	3.23%
AMGN Amgen Inc.	Healthcare	3.23%
PRU Prudential Financial, Inc.	Financial Services	3.23%
CAKE The Cheesecake Factory Incorporated	Consumer Cyclical	3.23%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	3.23%
AXP American Express Company	Financial Services	3.23%
ICE Intercontinental Exchange, Inc.	Financial Services	3.23%
NEE NextEra Energy, Inc.	Utilities	3.23%
OMAB Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.	Industrials	3.23%
ENB Enbridge Inc.	Energy	3.23%
COR Cencora Inc.	Healthcare	3.23%
APD Air Products and Chemicals, Inc.	Basic Materials	3.23%
CIB Bancolombia S.A.	Financial Services	3.23%
ITUB Itaú Unibanco Holding S.A.	Financial Services	3.23%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lyn Alden 2025-06 - Dividend Stocks, 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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Returns By Period

As of Jun 6, 2026, the Lyn Alden 2025-06 - Dividend Stocks returned 13.31% Year-To-Date and 14.95% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio Lyn Alden 2025-06 - Dividend Stocks	0.10%	3.02%	13.31%	15.00%	27.81%	22.61%	14.93%	14.95%
Portfolio components:
AFL Aflac Incorporated	2.56%	5.09%	8.36%	9.34%	16.48%	23.06%	18.18%	15.71%
AMGN Amgen Inc.	1.15%	6.19%	8.36%	7.51%	24.03%	20.11%	11.56%	11.48%
APD Air Products and Chemicals, Inc.	-0.18%	-4.42%	15.86%	9.78%	3.63%	3.08%	0.97%	9.52%
ATO Atmos Energy Corporation	1.36%	-5.34%	2.70%	0.50%	14.37%	16.72%	13.86%	11.22%
AXP American Express Company	-0.60%	-1.70%	-15.57%	-15.67%	3.78%	23.28%	14.88%	18.42%
BN Brookfield Corporation	-1.00%	-5.27%	-2.64%	-4.22%	14.26%	29.03%	11.60%	14.69%
BTI British American Tobacco p.l.c.	3.23%	2.47%	7.01%	7.69%	32.39%	32.36%	17.58%	6.49%
CAKE The Cheesecake Factory Incorporated	3.59%	7.80%	32.28%	42.13%	16.68%	29.50%	5.69%	4.97%
CI Cigna Corporation	3.14%	1.08%	6.37%	10.29%	-5.22%	5.21%	4.73%	9.53%
CIB Bancolombia S.A.	-2.00%	8.60%	13.42%	15.60%	67.54%	50.56%	29.12%	14.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 20, 2008, Lyn Alden 2025-06 - Dividend Stocks's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +18.7%, while the worst month was Oct 2008 at -17.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Lyn Alden 2025-06 - Dividend Stocks closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +13.2%, while the worst single day was Mar 16, 2020 at -12.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.46%	4.17%	-4.47%	6.48%	-0.64%	2.05%							13.31%
2025	7.43%	1.35%	0.10%	-1.45%	3.30%	4.28%	-1.25%	5.06%	1.02%	-0.88%	5.46%	0.46%	27.33%
2024	0.27%	1.41%	5.46%	-2.96%	3.08%	-1.13%	5.85%	2.88%	0.32%	-0.90%	5.88%	-6.98%	13.10%
2023	5.35%	-4.13%	-1.53%	1.42%	-4.56%	7.92%	4.85%	-3.59%	-2.56%	-2.28%	6.83%	6.53%	13.78%
2022	2.80%	0.90%	4.46%	-6.54%	3.43%	-9.20%	3.85%	-0.47%	-8.50%	11.75%	7.38%	-4.12%	3.48%
2021	-1.22%	3.11%	7.89%	1.99%	3.13%	-0.71%	-0.57%	1.20%	-3.77%	5.79%	-4.73%	9.07%	22.15%

Benchmark Metrics

Lyn Alden 2025-06 - Dividend Stocks has an annualized alpha of 5.27%, beta of 0.94, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 20, 2008.

This portfolio captured 105.75% of S&P 500 Index gains but only 84.99% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 5.27% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R2 of 0.86, 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: 5.27%

Beta: 0.94

R²: 0.86

Upside Capture: 105.75%

Downside Capture: 84.99%

Expense Ratio

Lyn Alden 2025-06 - Dividend Stocks 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

Lyn Alden 2025-06 - Dividend Stocks ranks 69 for risk / return — better than 69% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for Lyn Alden 2025-06 - Dividend Stocks and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.70	2.01	+0.69
Sortino ratioReturn per unit of downside risk	3.77	2.71	+1.05
Omega ratioGain probability vs. loss probability	1.48	1.36	+0.11
Calmar ratioReturn relative to maximum drawdown	3.82	2.69	+1.14
Martin ratioReturn relative to average drawdown	14.35	12.34	+2.01
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AFL Aflac Incorporated	72	1.08	1.62	1.19	2.00	4.97
AMGN Amgen Inc.	69	0.93	1.53	1.19	1.54	3.61
APD Air Products and Chemicals, Inc.	46	0.20	0.47	1.06	0.22	0.56
ATO Atmos Energy Corporation	66	0.93	1.36	1.17	1.14	3.72
AXP American Express Company	47	0.23	0.49	1.06	0.25	0.56
BN Brookfield Corporation	58	0.55	0.94	1.12	0.72	2.00
BTI British American Tobacco p.l.c.	78	1.47	2.09	1.25	2.44	5.60
CAKE The Cheesecake Factory Incorporated	56	0.56	0.98	1.12	0.52	1.15
CI Cigna Corporation	35	-0.15	0.03	1.00	-0.18	-0.34
CIB Bancolombia S.A.	85	2.07	2.82	1.35	2.75	6.86

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.

Lyn Alden 2025-06 - Dividend Stocks Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.70
5-Year: 1.04
10-Year: 0.84
All Time: 0.75

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 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Lyn Alden 2025-06 - Dividend Stocks 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

Lyn Alden 2025-06 - Dividend Stocks provided a 3.55% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.55%	3.16%	3.54%	3.36%	3.40%	3.46%	2.91%	2.97%	3.07%	2.15%	2.69%	2.38%
Portfolio components:
AFL Aflac Incorporated	2.01%	2.10%	1.93%	2.04%	2.22%	2.26%	2.52%	2.04%	2.28%	1.98%	2.39%	2.64%
AMGN Amgen Inc.	2.80%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%
APD Air Products and Chemicals, Inc.	2.54%	2.89%	1.83%	2.56%	2.10%	1.97%	1.96%	1.97%	2.75%	2.32%	2.39%	2.49%
ATO Atmos Energy Corporation	2.27%	2.15%	2.36%	2.61%	2.48%	2.44%	2.46%	1.92%	2.14%	2.14%	2.31%	2.52%
AXP American Express Company	1.10%	0.85%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%
BN Brookfield Corporation	0.56%	0.52%	0.56%	0.70%	1.44%	1.12%	1.55%	1.11%	1.56%	1.29%	1.58%	1.50%
BTI British American Tobacco p.l.c.	5.16%	5.29%	8.18%	9.72%	7.23%	7.98%	7.22%	6.35%	8.53%	4.27%	3.85%	4.11%
CAKE The Cheesecake Factory Incorporated	1.72%	2.14%	2.28%	3.08%	2.55%	0.00%	0.97%	3.55%	2.85%	2.20%	1.47%	1.58%
CI Cigna Corporation	2.12%	2.19%	2.03%	1.64%	1.35%	1.74%	0.02%	0.02%	0.02%	0.02%	0.03%	0.03%
CIB Bancolombia S.A.	1.72%	6.90%	10.96%	10.92%	10.68%	0.87%	4.01%	2.41%	3.62%	3.21%	3.21%	4.49%

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 Lyn Alden 2025-06 - Dividend Stocks. 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 Lyn Alden 2025-06 - Dividend Stocks was 48.22%, occurring on Mar 9, 2009. Recovery took 183 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-48.22%Mar 2009	9mo 6d	8mo 21d	1y 5moJun 2008 - Nov 2009
COVID crash2020	-40.04%Mar 2020	1mo 4d	7mo 22d	8mo 26dFeb 2020 - Nov 2020
Rate-hike selloffLate 2018	-17.99%Dec 2018	10mo 29d	5mo 27d	1y 4moJan 2018 - Jun 2019
2011 correction2011	-17.97%Oct 2011	2mo 27d	4mo 1d	6mo 28dJul 2011 - Feb 2012
Bear market2022	-17.82%Sep 2022	6mo 3d	9mo 16d	1y 3moMar 2022 - Jul 2023

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 31 assets, with an effective number of assets of 31.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.43	2.08	1.87	1.63	1.55

The portfolio has a diversification ratio of 1.55, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Lyn Alden 2025-06 - Dividend Stocks correlation to the S&P 500 Index

Lyn Alden 2025-06 - Dividend Stocks has a 0.57 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Mar 20, 2008	0.87

Benchmark Correlations

Correlation vs. S&P 500 Index. AXP has the highest benchmark correlation at 0.70, while MO has the lowest at 0.37.

0.37

0.38

0.40

0.41

0.42

0.43

0.43

0.45

0.46

0.47

0.47

0.47

0.48

0.48

0.49

0.50

0.53

0.54

0.55

0.60

0.62

0.63

0.63

0.64

0.64

0.68

0.68

0.69

AXP

0.70

Portfolio Correlations

Correlation vs. Lyn Alden 2025-06 - Dividend Stocks. PRU has the highest portfolio correlation at 0.76, while NEE has the lowest at 0.44.

NEE

0.44

OMAB

0.45

0.48

0.49

0.50

0.50

0.50

0.51

0.51

0.52

0.53

0.54

0.55

0.55

0.56

0.57

0.57

0.58

0.61

0.61

0.63

0.64

0.66

0.66

0.67

0.70

0.72

0.72

0.73

0.76

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	OMAB	NEE	CIB	MO	CAKE	TSM	BTI	ATO	COR	AMGN	NVS	PEP	HAL	ITUB	ELV	ENB	CI	ICE	CVS	OZK	V	CSCO	TRV	FDX	UNP	APD	BN	USB	AXP	AFL	PRU
OMAB	1.00	0.19	0.34	0.19	0.22	0.28	0.25	0.18	0.21	0.20	0.23	0.22	0.26	0.35	0.21	0.28	0.21	0.21	0.20	0.23	0.25	0.27	0.24	0.29	0.29	0.29	0.33	0.28	0.30	0.29	0.29
NEE	0.19	1.00	0.19	0.35	0.19	0.21	0.28	0.57	0.24	0.29	0.32	0.44	0.17	0.23	0.25	0.32	0.26	0.31	0.27	0.16	0.27	0.29	0.34	0.27	0.31	0.35	0.34	0.25	0.26	0.32	0.24
CIB	0.34	0.19	1.00	0.20	0.24	0.35	0.29	0.21	0.19	0.20	0.26	0.22	0.37	0.46	0.22	0.36	0.22	0.26	0.24	0.29	0.29	0.31	0.27	0.32	0.32	0.32	0.40	0.34	0.36	0.34	0.37
MO	0.19	0.35	0.20	1.00	0.25	0.16	0.49	0.37	0.31	0.30	0.31	0.45	0.23	0.24	0.29	0.30	0.30	0.26	0.36	0.23	0.26	0.30	0.37	0.29	0.31	0.32	0.27	0.31	0.29	0.35	0.32
CAKE	0.22	0.19	0.24	0.25	1.00	0.29	0.23	0.24	0.25	0.24	0.21	0.23	0.29	0.28	0.26	0.25	0.28	0.30	0.28	0.40	0.31	0.35	0.32	0.42	0.38	0.34	0.39	0.41	0.42	0.37	0.43
TSM	0.28	0.21	0.35	0.16	0.29	1.00	0.24	0.15	0.19	0.25	0.26	0.21	0.31	0.37	0.23	0.29	0.22	0.31	0.24	0.32	0.39	0.44	0.25	0.39	0.36	0.38	0.45	0.35	0.42	0.32	0.37
BTI	0.25	0.28	0.29	0.49	0.23	0.24	1.00	0.32	0.28	0.30	0.39	0.36	0.25	0.33	0.27	0.36	0.29	0.25	0.31	0.25	0.30	0.32	0.34	0.28	0.30	0.34	0.36	0.31	0.30	0.35	0.32
ATO	0.18	0.57	0.21	0.37	0.24	0.15	0.32	1.00	0.31	0.31	0.31	0.44	0.23	0.26	0.31	0.35	0.29	0.29	0.30	0.26	0.28	0.31	0.40	0.29	0.34	0.37	0.35	0.31	0.29	0.40	0.30
COR	0.21	0.24	0.19	0.31	0.25	0.19	0.28	0.31	1.00	0.40	0.37	0.32	0.25	0.23	0.41	0.27	0.43	0.29	0.46	0.26	0.30	0.34	0.37	0.33	0.32	0.33	0.29	0.30	0.32	0.38	0.36
AMGN	0.20	0.29	0.20	0.30	0.24	0.25	0.30	0.31	0.40	1.00	0.43	0.40	0.22	0.23	0.37	0.26	0.35	0.30	0.37	0.28	0.35	0.38	0.34	0.33	0.34	0.36	0.31	0.34	0.33	0.34	0.34
NVS	0.23	0.32	0.26	0.31	0.21	0.26	0.39	0.31	0.37	0.43	1.00	0.37	0.24	0.30	0.32	0.37	0.32	0.31	0.30	0.23	0.36	0.36	0.34	0.31	0.34	0.37	0.37	0.30	0.33	0.37	0.32
PEP	0.22	0.44	0.22	0.45	0.23	0.21	0.36	0.44	0.32	0.40	0.37	1.00	0.19	0.26	0.32	0.29	0.30	0.33	0.37	0.20	0.34	0.37	0.41	0.33	0.33	0.39	0.33	0.29	0.30	0.37	0.31
HAL	0.26	0.17	0.37	0.23	0.29	0.31	0.25	0.23	0.25	0.22	0.24	0.19	1.00	0.37	0.26	0.46	0.29	0.26	0.29	0.36	0.31	0.35	0.32	0.39	0.43	0.42	0.40	0.41	0.41	0.44	0.47
ITUB	0.35	0.23	0.46	0.24	0.28	0.37	0.33	0.26	0.23	0.23	0.30	0.26	0.37	1.00	0.25	0.36	0.27	0.28	0.28	0.31	0.33	0.33	0.33	0.35	0.35	0.37	0.44	0.38	0.39	0.39	0.40
ELV	0.21	0.25	0.22	0.29	0.26	0.23	0.27	0.31	0.41	0.37	0.32	0.32	0.26	0.25	1.00	0.25	0.67	0.29	0.45	0.27	0.33	0.34	0.36	0.35	0.36	0.34	0.33	0.36	0.36	0.39	0.39
ENB	0.28	0.32	0.36	0.30	0.25	0.29	0.36	0.35	0.27	0.26	0.37	0.29	0.46	0.36	0.25	1.00	0.28	0.30	0.28	0.29	0.33	0.34	0.33	0.32	0.40	0.40	0.48	0.35	0.35	0.40	0.38
CI	0.21	0.26	0.22	0.30	0.28	0.22	0.29	0.29	0.43	0.35	0.32	0.30	0.29	0.27	0.67	0.28	1.00	0.29	0.46	0.30	0.32	0.35	0.37	0.35	0.36	0.36	0.34	0.38	0.38	0.42	0.43
ICE	0.21	0.31	0.26	0.26	0.30	0.31	0.25	0.29	0.29	0.30	0.31	0.33	0.26	0.28	0.29	0.30	0.29	1.00	0.30	0.33	0.46	0.39	0.42	0.36	0.40	0.42	0.42	0.43	0.45	0.45	0.45
CVS	0.20	0.27	0.24	0.36	0.28	0.24	0.31	0.30	0.46	0.37	0.30	0.37	0.29	0.28	0.45	0.28	0.46	0.30	1.00	0.32	0.33	0.37	0.40	0.38	0.37	0.38	0.35	0.40	0.38	0.41	0.42
OZK	0.23	0.16	0.29	0.23	0.40	0.32	0.25	0.26	0.26	0.28	0.23	0.20	0.36	0.31	0.27	0.29	0.30	0.33	0.32	1.00	0.34	0.38	0.42	0.46	0.43	0.38	0.43	0.64	0.52	0.48	0.60
V	0.25	0.27	0.29	0.26	0.31	0.39	0.30	0.28	0.30	0.35	0.36	0.34	0.31	0.33	0.33	0.33	0.32	0.46	0.33	0.34	1.00	0.46	0.42	0.42	0.45	0.46	0.46	0.44	0.56	0.47	0.46
CSCO	0.27	0.29	0.31	0.30	0.35	0.44	0.32	0.31	0.34	0.38	0.36	0.37	0.35	0.33	0.34	0.34	0.35	0.39	0.37	0.38	0.46	1.00	0.40	0.47	0.46	0.47	0.48	0.46	0.49	0.46	0.48
TRV	0.24	0.34	0.27	0.37	0.32	0.25	0.34	0.40	0.37	0.34	0.34	0.41	0.32	0.33	0.36	0.33	0.37	0.42	0.40	0.42	0.42	0.40	1.00	0.41	0.44	0.44	0.42	0.54	0.51	0.61	0.58
FDX	0.29	0.27	0.32	0.29	0.42	0.39	0.28	0.29	0.33	0.33	0.31	0.33	0.39	0.35	0.35	0.32	0.35	0.36	0.38	0.46	0.42	0.47	0.41	1.00	0.57	0.47	0.48	0.52	0.51	0.49	0.55
UNP	0.29	0.31	0.32	0.31	0.38	0.36	0.30	0.34	0.32	0.34	0.34	0.33	0.43	0.35	0.36	0.40	0.36	0.40	0.37	0.43	0.45	0.46	0.44	0.57	1.00	0.52	0.49	0.51	0.50	0.50	0.53
APD	0.29	0.35	0.32	0.32	0.34	0.38	0.34	0.37	0.33	0.36	0.37	0.39	0.42	0.37	0.34	0.40	0.36	0.42	0.38	0.38	0.46	0.47	0.44	0.47	0.52	1.00	0.50	0.46	0.48	0.50	0.52
BN	0.33	0.34	0.40	0.27	0.39	0.45	0.36	0.35	0.29	0.31	0.37	0.33	0.40	0.44	0.33	0.48	0.34	0.42	0.35	0.43	0.46	0.48	0.42	0.48	0.49	0.50	1.00	0.52	0.55	0.50	0.55
USB	0.28	0.25	0.34	0.31	0.41	0.35	0.31	0.31	0.30	0.34	0.30	0.29	0.41	0.38	0.36	0.35	0.38	0.43	0.40	0.64	0.44	0.46	0.54	0.52	0.51	0.46	0.52	1.00	0.67	0.61	0.71
AXP	0.30	0.26	0.36	0.29	0.42	0.42	0.30	0.29	0.32	0.33	0.33	0.30	0.41	0.39	0.36	0.35	0.38	0.45	0.38	0.52	0.56	0.49	0.51	0.51	0.50	0.48	0.55	0.67	1.00	0.58	0.65
AFL	0.29	0.32	0.34	0.35	0.37	0.32	0.35	0.40	0.38	0.34	0.37	0.37	0.44	0.39	0.39	0.40	0.42	0.45	0.41	0.48	0.47	0.46	0.61	0.49	0.50	0.50	0.50	0.61	0.58	1.00	0.71
PRU	0.29	0.24	0.37	0.32	0.43	0.37	0.32	0.30	0.36	0.34	0.32	0.31	0.47	0.40	0.39	0.38	0.43	0.45	0.42	0.60	0.46	0.48	0.58	0.55	0.53	0.52	0.55	0.71	0.65	0.71	1.00

The correlation results are calculated based on daily price changes starting from Mar 20, 2008

Diversification Analysis

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