Patrick Star FCF
Avg volume > 200k, price > $5, Price/FCF < 15%, operating margins > 5%, net profit margins > 10%, debt/equity under .3, P/E under 30, price above 50 SMA
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Arch Resources, Inc. | Energy | 0.80% |
Arcturus Therapeutics Holdings Inc. | Healthcare | 0.80% |
Ardmore Shipping Corporation | Industrials | 0.80% |
BioNTech SE | Healthcare | 6% |
Popular, Inc. | Financial Services | 1% |
Cal-Maine Foods, Inc. | Consumer Defensive | 0.80% |
CarGurus, Inc. | Communication Services | 0.80% |
Cathay General Bancorp | Financial Services | 0.80% |
Cincinnati Financial Corporation | Financial Services | 4% |
D.R. Horton, Inc. | Consumer Cyclical | 10% |
Amdocs Limited | Technology | 3% |
Essent Group Ltd. | Financial Services | 1% |
Ethan Allen Interiors Inc. | Consumer Cyclical | 0.90% |
First Hawaiian, Inc. | Financial Services | 0.80% |
Green Brick Partners, Inc. | Consumer Cyclical | 0.80% |
Warrior Met Coal, Inc. | Basic Materials | 0.80% |
Heritage Commerce Corp | Financial Services | 0.80% |
Immersion Corporation | Technology | 0.80% |
Janus Henderson Group plc | Financial Services | 2% |
Lennar Corporation | Consumer Cyclical | 9% |
8% | ||
0.80% | ||
0.80% | ||
1% | ||
1% | ||
0.80% | ||
0.80% | ||
2% | ||
0.90% | ||
5% | ||
0.80% | ||
0.80% | ||
0.80% | ||
0.80% | ||
0.90% | ||
2% | ||
0.80% | ||
4% | ||
0.80% | ||
0.80% | ||
6% | ||
5% | ||
1% | ||
0.80% | ||
7% | ||
0.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Patrick Star 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
The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of BNTX
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.85% | 4.16% | 15.77% | 35.40% | 14.46% | 12.04% |
Patrick Star FCF | 19.56% | 1.91% | 21.88% | 46.41% | 24.37% | N/A |
Portfolio components: | ||||||
D.R. Horton, Inc. | 23.83% | -3.95% | 28.60% | 80.49% | 29.90% | 25.56% |
Lennar Corporation | 23.41% | -2.05% | 20.16% | 67.86% | 26.10% | 17.11% |
43.43% | 8.55% | 36.85% | 73.46% | 17.28% | N/A | |
18.74% | 0.61% | 25.48% | 34.70% | 12.18% | N/A | |
BioNTech SE | 13.83% | -2.64% | 39.15% | 23.89% | 56.70% | N/A |
5.28% | 4.90% | 0.07% | 14.43% | 3.86% | N/A | |
38.78% | 2.30% | 33.81% | 96.93% | 31.68% | N/A | |
-5.15% | 13.81% | -13.35% | 0.27% | 13.32% | N/A | |
-10.00% | -3.24% | 1.53% | 6.34% | 4.60% | N/A | |
Cincinnati Financial Corporation | 34.95% | 1.38% | 18.46% | 36.42% | 6.34% | 14.63% |
Amdocs Limited | 3.24% | 3.71% | 6.40% | 11.30% | 8.36% | 9.03% |
24.30% | 1.68% | 25.01% | 34.89% | 16.13% | N/A | |
21.12% | 5.74% | 32.93% | 51.43% | 8.40% | N/A | |
14.40% | -2.99% | 30.42% | 74.58% | 22.06% | N/A | |
Popular, Inc. | 25.12% | 3.06% | 25.39% | 61.43% | 16.57% | 16.36% |
Essent Group Ltd. | 22.04% | -0.44% | 21.58% | 31.77% | 6.85% | 11.65% |
36.05% | 2.18% | 33.77% | 50.95% | 16.79% | N/A | |
57.35% | 4.50% | 41.88% | 102.37% | 40.82% | N/A | |
Janus Henderson Group plc | 37.37% | 10.36% | 32.67% | 77.57% | 18.98% | N/A |
-2.23% | 0.00% | 15.54% | 12.55% | 2.61% | N/A | |
Warrior Met Coal, Inc. | 7.62% | 17.54% | -4.79% | 37.35% | 27.25% | N/A |
Arch Resources, Inc. | -10.49% | 13.84% | -11.35% | -3.43% | 19.43% | N/A |
Cathay General Bancorp | 2.79% | 5.48% | 31.49% | 32.96% | 8.60% | 9.29% |
First Hawaiian, Inc. | 7.08% | 1.55% | 17.78% | 34.17% | 1.47% | N/A |
Cal-Maine Foods, Inc. | 62.68% | 30.53% | 50.51% | 97.91% | 21.20% | 11.12% |
CarGurus, Inc. | 28.81% | 6.87% | 44.14% | 73.47% | -0.40% | N/A |
Green Brick Partners, Inc. | 56.91% | 3.45% | 52.97% | 104.11% | 50.31% | 28.13% |
38.14% | -0.17% | 38.33% | 47.75% | 7.97% | N/A | |
-2.68% | -0.07% | 24.69% | 33.20% | 2.82% | N/A | |
45.90% | 13.68% | 74.29% | 60.93% | 41.15% | N/A | |
-0.21% | 0.95% | 17.23% | 33.77% | 1.01% | N/A | |
15.48% | 3.41% | 0.12% | 36.47% | 28.17% | N/A | |
-34.89% | -8.30% | -23.12% | -18.30% | -1.19% | N/A | |
22.53% | 0.64% | 26.27% | 45.49% | 10.39% | N/A | |
-23.05% | 2.07% | -11.05% | 17.93% | 16.32% | N/A | |
24.00% | -3.43% | 28.27% | 23.31% | 7.88% | N/A | |
15.67% | 5.44% | 38.35% | 47.97% | 4.66% | N/A | |
13.54% | 12.87% | 29.32% | 10.67% | -21.22% | N/A | |
55.11% | 6.61% | 46.19% | 113.45% | 10.90% | N/A | |
Ethan Allen Interiors Inc. | -1.06% | -2.69% | 0.90% | 9.36% | 16.98% | 7.61% |
28.01% | 6.06% | 48.94% | 88.65% | -15.02% | N/A | |
Arcturus Therapeutics Holdings Inc. | -33.65% | 0.82% | -30.57% | -7.68% | 15.40% | -5.76% |
Ardmore Shipping Corporation | 28.61% | -0.86% | 12.41% | 35.14% | 17.47% | 8.37% |
Heritage Commerce Corp | 2.73% | -2.11% | 27.30% | 21.83% | 1.94% | 5.89% |
-50.61% | -8.99% | -22.41% | -26.50% | -13.79% | N/A | |
Immersion Corporation | 22.72% | -8.26% | 17.82% | 28.55% | 1.47% | 1.21% |
Monthly Returns
The table below presents the monthly returns of Patrick Star FCF, 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 | -1.72% | 3.44% | 4.85% | -7.54% | 5.21% | -1.73% | 12.02% | 0.43% | 3.97% | 19.56% | |||
2023 | 9.43% | -1.70% | -1.51% | 1.69% | -3.43% | 8.44% | 6.39% | -3.70% | -5.01% | -4.90% | 13.00% | 12.51% | 32.75% |
2022 | -7.81% | -0.37% | -0.89% | -8.50% | 4.28% | -10.42% | 9.94% | -4.94% | -6.85% | 9.30% | 10.15% | -2.94% | -11.49% |
2021 | 6.17% | 4.89% | 7.54% | 8.94% | 2.81% | -0.73% | 3.24% | 3.51% | -6.31% | 5.06% | -1.64% | 3.98% | 43.25% |
2020 | -0.06% | -8.47% | -18.94% | 15.78% | 8.02% | 2.95% | 11.44% | 0.83% | 0.28% | 0.28% | 17.64% | 1.02% | 28.20% |
2019 | 5.20% | 5.25% | 6.53% | 17.95% |
Expense Ratio
Patrick Star 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Patrick Star FCF is 50, 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.
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 | |
---|---|---|---|---|---|
D.R. Horton, Inc. | 2.60 | 3.34 | 1.45 | 3.67 | 11.82 |
Lennar Corporation | 2.30 | 2.91 | 1.39 | 3.11 | 11.71 |
3.44 | 4.83 | 1.61 | 5.39 | 22.83 | |
1.11 | 1.75 | 1.25 | 0.66 | 3.71 | |
BioNTech SE | 0.25 | 0.75 | 1.09 | 0.13 | 0.62 |
0.50 | 0.85 | 1.10 | 0.21 | 1.82 | |
3.29 | 4.19 | 1.52 | 5.28 | 19.85 | |
0.10 | 0.33 | 1.04 | 0.09 | 0.17 | |
0.14 | 0.44 | 1.06 | 0.09 | 0.46 | |
Cincinnati Financial Corporation | 1.88 | 2.44 | 1.34 | 1.38 | 10.86 |
Amdocs Limited | 0.77 | 1.12 | 1.15 | 0.59 | 1.70 |
2.02 | 2.43 | 1.38 | 3.93 | 11.55 | |
1.65 | 2.50 | 1.29 | 1.88 | 7.16 | |
1.97 | 2.76 | 1.34 | 2.82 | 9.16 | |
Popular, Inc. | 2.34 | 3.25 | 1.39 | 1.76 | 13.22 |
Essent Group Ltd. | 1.60 | 2.25 | 1.26 | 2.55 | 7.47 |
2.33 | 3.08 | 1.39 | 3.87 | 11.93 | |
3.62 | 4.28 | 1.53 | 4.47 | 31.33 | |
Janus Henderson Group plc | 3.36 | 4.26 | 1.54 | 1.54 | 23.22 |
0.45 | 0.86 | 1.12 | 0.32 | 1.17 | |
Warrior Met Coal, Inc. | 0.75 | 1.34 | 1.16 | 1.16 | 2.73 |
Arch Resources, Inc. | -0.09 | 0.14 | 1.02 | -0.09 | -0.20 |
Cathay General Bancorp | 1.04 | 1.65 | 1.20 | 1.12 | 2.63 |
First Hawaiian, Inc. | 1.38 | 2.08 | 1.24 | 0.94 | 5.11 |
Cal-Maine Foods, Inc. | 3.22 | 4.36 | 1.56 | 3.59 | 23.30 |
CarGurus, Inc. | 2.01 | 2.98 | 1.37 | 1.18 | 14.36 |
Green Brick Partners, Inc. | 3.01 | 3.76 | 1.46 | 3.00 | 18.43 |
2.32 | 3.08 | 1.38 | 2.05 | 12.05 | |
0.92 | 1.57 | 1.18 | 0.64 | 2.33 | |
1.62 | 2.12 | 1.27 | 1.76 | 3.68 | |
0.99 | 1.62 | 1.19 | 0.72 | 3.08 | |
1.12 | 1.78 | 1.20 | 1.41 | 3.18 | |
-0.35 | -0.22 | 0.97 | -0.23 | -0.84 | |
1.75 | 2.61 | 1.31 | 1.41 | 7.51 | |
0.30 | 0.80 | 1.10 | 0.38 | 0.75 | |
0.61 | 1.57 | 1.19 | 1.41 | 3.04 | |
1.25 | 1.99 | 1.23 | 0.77 | 3.97 | |
0.22 | 0.61 | 1.09 | 0.12 | 0.83 | |
2.35 | 2.91 | 1.34 | 1.92 | 9.90 | |
Ethan Allen Interiors Inc. | 0.26 | 0.58 | 1.08 | 0.33 | 0.85 |
2.55 | 3.19 | 1.39 | 1.21 | 5.70 | |
Arcturus Therapeutics Holdings Inc. | -0.14 | 0.35 | 1.04 | -0.12 | -0.32 |
Ardmore Shipping Corporation | 1.17 | 1.87 | 1.23 | 1.48 | 4.13 |
Heritage Commerce Corp | 0.67 | 1.23 | 1.14 | 0.46 | 1.65 |
-0.56 | -0.61 | 0.93 | -0.30 | -0.70 | |
Immersion Corporation | 0.64 | 1.18 | 1.16 | 0.47 | 1.78 |
Dividends
Dividend yield
Patrick Star FCF granted a 2.07% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Patrick Star FCF | 2.07% | 2.24% | 2.62% | 1.97% | 1.98% | 1.86% | 2.23% | 1.66% | 1.35% | 1.68% | 1.51% | 0.97% |
Portfolio components: | ||||||||||||
D.R. Horton, Inc. | 0.64% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
Lennar Corporation | 1.10% | 1.01% | 1.66% | 0.86% | 0.82% | 0.29% | 0.41% | 0.25% | 0.37% | 0.33% | 0.36% | 0.40% |
4.11% | 4.87% | 5.68% | 4.90% | 6.26% | 3.71% | 4.97% | 3.01% | 3.13% | 3.48% | 3.36% | 2.57% | |
0.18% | 0.22% | 1.69% | 0.14% | 0.25% | 0.28% | 0.30% | 0.27% | 0.91% | 2.20% | 5.25% | 1.27% | |
BioNTech SE | 0.00% | 0.00% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
4.50% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% | |
0.56% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% | |
3.72% | 3.11% | 2.56% | 2.59% | 4.39% | 3.62% | 3.85% | 2.57% | 2.41% | 3.78% | 2.98% | 1.97% | |
2.76% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% | |
Cincinnati Financial Corporation | 2.32% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.32% | 2.52% | 3.84% | 3.35% | 3.12% |
Amdocs Limited | 2.10% | 1.98% | 2.17% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% | 1.33% | 1.26% |
2.92% | 3.33% | 6.92% | 13.71% | 4.26% | 7.15% | 8.65% | 3.55% | 3.95% | 3.97% | 4.99% | 4.17% | |
2.09% | 2.42% | 2.59% | 2.40% | 2.60% | 1.93% | 2.30% | 1.51% | 1.38% | 1.36% | 1.22% | 1.11% | |
1.28% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Popular, Inc. | 2.47% | 2.77% | 3.32% | 2.13% | 2.84% | 2.04% | 2.12% | 2.82% | 1.37% | 1.06% | 0.00% | 0.00% |
Essent Group Ltd. | 1.72% | 1.90% | 2.21% | 1.54% | 1.48% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
1.84% | 2.23% | 2.77% | 1.94% | 1.91% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.02% | 1.27% | 2.54% | 0.88% | 1.14% | 1.26% | 1.71% | 9.57% | 0.87% | 1.02% | 0.81% | 0.73% | |
Janus Henderson Group plc | 3.90% | 5.17% | 6.59% | 3.58% | 5.54% | 5.89% | 6.76% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% |
3.31% | 3.14% | 2.54% | 2.17% | 2.53% | 2.20% | 2.70% | 1.35% | 1.01% | 1.13% | 0.58% | 0.00% | |
Warrior Met Coal, Inc. | 1.25% | 1.88% | 4.41% | 0.73% | 0.87% | 21.72% | 27.79% | 45.17% | 0.00% | 0.00% | 0.00% | 0.00% |
Arch Resources, Inc. | 2.83% | 6.42% | 17.59% | 0.27% | 1.14% | 2.51% | 1.93% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% |
Cathay General Bancorp | 3.05% | 3.05% | 3.33% | 2.95% | 3.85% | 3.26% | 3.07% | 2.06% | 1.97% | 1.79% | 1.13% | 0.30% |
First Hawaiian, Inc. | 4.40% | 4.55% | 3.99% | 3.81% | 4.41% | 3.60% | 4.26% | 3.02% | 0.57% | 0.00% | 0.00% | 0.00% |
Cal-Maine Foods, Inc. | 2.09% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% | 2.26% | 1.15% |
CarGurus, 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% |
Green Brick Partners, 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% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.66% | 2.49% | 2.05% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.68% | 2.61% | 2.34% | 2.32% | 2.61% | 2.46% | 2.65% | 1.79% | 1.68% | 1.98% | 2.35% | 2.16% | |
4.80% | 2.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.40% | 1.07% | 1.66% | 0.22% | 0.30% | 0.38% | |
3.81% | 2.24% | 1.82% | 0.76% | 0.95% | 0.00% | 8.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
4.67% | 5.50% | 5.90% | 4.62% | 5.65% | 4.75% | 4.85% | 3.53% | 0.95% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.15% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
3.06% | 3.44% | 2.85% | 1.86% | 2.65% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
7.51% | 10.36% | 7.13% | 7.13% | 5.44% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Ethan Allen Interiors Inc. | 6.29% | 5.91% | 6.59% | 10.61% | 3.12% | 9.34% | 6.08% | 2.66% | 1.76% | 1.87% | 1.36% | 0.92% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Arcturus Therapeutics Holdings 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% |
Ardmore Shipping Corporation | 6.13% | 8.16% | 0.00% | 0.00% | 1.53% | 0.00% | 0.00% | 0.00% | 5.41% | 4.80% | 3.34% | 0.42% |
Heritage Commerce Corp | 5.34% | 5.24% | 4.00% | 4.36% | 5.86% | 3.74% | 3.88% | 2.61% | 2.49% | 2.68% | 2.04% | 0.73% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Immersion Corporation | 2.13% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Patrick Star 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 Patrick Star FCF was 40.56%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-40.56% | Jan 24, 2020 | 41 | Mar 23, 2020 | 84 | Jul 22, 2020 | 125 |
-26.34% | Aug 30, 2021 | 202 | Jun 16, 2022 | 267 | Jul 12, 2023 | 469 |
-14.39% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
-8.85% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
-8.52% | Apr 1, 2024 | 14 | Apr 18, 2024 | 58 | Jul 12, 2024 | 72 |
Volatility
Volatility Chart
The current Patrick Star FCF volatility is 3.84%, 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
CALM | BNTX | SILV | OSUR | ZYME | ARCT | TNK | ASC | MOMO | ARCH | HCC | IMMR | WIT | SSTK | PRDO | CARG | TS | DOX | DHI | LEN | SWKS | CINF | MTH | GRBK | PHM | PLAB | ETD | ORI | TBBK | NMIH | HTBK | MFC | TROW | JHG | MTG | NTB | ESNT | RNST | MLI | FHB | SSB | UCBI | SBCF | BPOP | VBTX | CATY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM | 1.00 | 0.05 | 0.10 | 0.08 | 0.07 | 0.09 | 0.14 | 0.17 | 0.07 | 0.13 | 0.14 | 0.14 | 0.16 | 0.09 | 0.11 | 0.09 | 0.18 | 0.18 | 0.11 | 0.12 | 0.12 | 0.21 | 0.11 | 0.15 | 0.12 | 0.13 | 0.21 | 0.21 | 0.20 | 0.18 | 0.23 | 0.19 | 0.18 | 0.17 | 0.18 | 0.21 | 0.18 | 0.25 | 0.23 | 0.24 | 0.25 | 0.22 | 0.22 | 0.25 | 0.23 | 0.26 |
BNTX | 0.05 | 1.00 | 0.13 | 0.26 | 0.21 | 0.35 | 0.07 | 0.05 | 0.19 | 0.02 | 0.08 | 0.21 | 0.25 | 0.22 | 0.13 | 0.19 | 0.11 | 0.17 | 0.22 | 0.19 | 0.25 | 0.14 | 0.21 | 0.19 | 0.19 | 0.21 | 0.15 | 0.13 | 0.14 | 0.16 | 0.13 | 0.16 | 0.26 | 0.19 | 0.19 | 0.17 | 0.21 | 0.14 | 0.19 | 0.13 | 0.15 | 0.14 | 0.14 | 0.12 | 0.18 | 0.16 |
SILV | 0.10 | 0.13 | 1.00 | 0.14 | 0.17 | 0.21 | 0.13 | 0.13 | 0.19 | 0.20 | 0.23 | 0.22 | 0.20 | 0.19 | 0.17 | 0.22 | 0.24 | 0.21 | 0.23 | 0.23 | 0.24 | 0.12 | 0.24 | 0.25 | 0.23 | 0.23 | 0.16 | 0.14 | 0.15 | 0.14 | 0.10 | 0.24 | 0.23 | 0.23 | 0.19 | 0.13 | 0.20 | 0.12 | 0.24 | 0.15 | 0.14 | 0.13 | 0.13 | 0.14 | 0.15 | 0.15 |
OSUR | 0.08 | 0.26 | 0.14 | 1.00 | 0.20 | 0.33 | 0.10 | 0.11 | 0.19 | 0.09 | 0.10 | 0.23 | 0.24 | 0.28 | 0.16 | 0.27 | 0.11 | 0.16 | 0.25 | 0.24 | 0.30 | 0.10 | 0.22 | 0.25 | 0.21 | 0.29 | 0.18 | 0.12 | 0.18 | 0.18 | 0.14 | 0.18 | 0.25 | 0.22 | 0.17 | 0.16 | 0.18 | 0.16 | 0.19 | 0.16 | 0.17 | 0.14 | 0.17 | 0.16 | 0.17 | 0.17 |
ZYME | 0.07 | 0.21 | 0.17 | 0.20 | 1.00 | 0.33 | 0.14 | 0.18 | 0.22 | 0.12 | 0.14 | 0.27 | 0.23 | 0.25 | 0.17 | 0.25 | 0.17 | 0.13 | 0.19 | 0.18 | 0.29 | 0.10 | 0.19 | 0.22 | 0.19 | 0.27 | 0.20 | 0.11 | 0.18 | 0.20 | 0.16 | 0.17 | 0.23 | 0.23 | 0.19 | 0.16 | 0.21 | 0.17 | 0.18 | 0.18 | 0.17 | 0.16 | 0.18 | 0.16 | 0.18 | 0.18 |
ARCT | 0.09 | 0.35 | 0.21 | 0.33 | 0.33 | 1.00 | 0.06 | 0.08 | 0.25 | 0.06 | 0.12 | 0.28 | 0.24 | 0.28 | 0.18 | 0.31 | 0.11 | 0.16 | 0.28 | 0.29 | 0.32 | 0.09 | 0.26 | 0.28 | 0.26 | 0.28 | 0.21 | 0.09 | 0.18 | 0.20 | 0.10 | 0.16 | 0.28 | 0.22 | 0.21 | 0.12 | 0.19 | 0.12 | 0.20 | 0.10 | 0.13 | 0.12 | 0.14 | 0.12 | 0.16 | 0.14 |
TNK | 0.14 | 0.07 | 0.13 | 0.10 | 0.14 | 0.06 | 1.00 | 0.68 | 0.19 | 0.35 | 0.30 | 0.15 | 0.10 | 0.09 | 0.15 | 0.14 | 0.38 | 0.16 | 0.08 | 0.08 | 0.13 | 0.19 | 0.12 | 0.14 | 0.14 | 0.21 | 0.19 | 0.25 | 0.20 | 0.20 | 0.24 | 0.26 | 0.17 | 0.23 | 0.20 | 0.26 | 0.20 | 0.24 | 0.25 | 0.26 | 0.25 | 0.23 | 0.21 | 0.27 | 0.22 | 0.26 |
ASC | 0.17 | 0.05 | 0.13 | 0.11 | 0.18 | 0.08 | 0.68 | 1.00 | 0.18 | 0.33 | 0.29 | 0.20 | 0.10 | 0.11 | 0.19 | 0.15 | 0.40 | 0.19 | 0.11 | 0.12 | 0.17 | 0.21 | 0.16 | 0.15 | 0.16 | 0.25 | 0.21 | 0.26 | 0.24 | 0.21 | 0.26 | 0.30 | 0.23 | 0.24 | 0.21 | 0.29 | 0.21 | 0.28 | 0.30 | 0.29 | 0.29 | 0.27 | 0.26 | 0.30 | 0.27 | 0.31 |
MOMO | 0.07 | 0.19 | 0.19 | 0.19 | 0.22 | 0.25 | 0.19 | 0.18 | 1.00 | 0.16 | 0.19 | 0.29 | 0.23 | 0.30 | 0.15 | 0.29 | 0.27 | 0.20 | 0.22 | 0.23 | 0.35 | 0.17 | 0.25 | 0.22 | 0.24 | 0.31 | 0.20 | 0.21 | 0.21 | 0.26 | 0.19 | 0.34 | 0.31 | 0.29 | 0.25 | 0.26 | 0.25 | 0.22 | 0.24 | 0.21 | 0.25 | 0.21 | 0.23 | 0.26 | 0.25 | 0.25 |
ARCH | 0.13 | 0.02 | 0.20 | 0.09 | 0.12 | 0.06 | 0.35 | 0.33 | 0.16 | 1.00 | 0.70 | 0.16 | 0.16 | 0.17 | 0.22 | 0.16 | 0.45 | 0.21 | 0.12 | 0.13 | 0.18 | 0.27 | 0.18 | 0.17 | 0.16 | 0.25 | 0.27 | 0.29 | 0.27 | 0.25 | 0.31 | 0.33 | 0.22 | 0.27 | 0.29 | 0.30 | 0.26 | 0.31 | 0.33 | 0.30 | 0.31 | 0.31 | 0.31 | 0.34 | 0.29 | 0.35 |
HCC | 0.14 | 0.08 | 0.23 | 0.10 | 0.14 | 0.12 | 0.30 | 0.29 | 0.19 | 0.70 | 1.00 | 0.18 | 0.22 | 0.15 | 0.23 | 0.17 | 0.44 | 0.25 | 0.14 | 0.14 | 0.23 | 0.29 | 0.19 | 0.22 | 0.18 | 0.27 | 0.28 | 0.33 | 0.30 | 0.31 | 0.32 | 0.34 | 0.26 | 0.30 | 0.33 | 0.35 | 0.32 | 0.34 | 0.38 | 0.35 | 0.32 | 0.33 | 0.33 | 0.37 | 0.34 | 0.38 |
IMMR | 0.14 | 0.21 | 0.22 | 0.23 | 0.27 | 0.28 | 0.15 | 0.20 | 0.29 | 0.16 | 0.18 | 1.00 | 0.27 | 0.34 | 0.25 | 0.32 | 0.24 | 0.28 | 0.29 | 0.30 | 0.43 | 0.19 | 0.30 | 0.31 | 0.30 | 0.42 | 0.30 | 0.23 | 0.29 | 0.32 | 0.25 | 0.33 | 0.39 | 0.36 | 0.31 | 0.29 | 0.32 | 0.29 | 0.35 | 0.26 | 0.30 | 0.28 | 0.30 | 0.27 | 0.31 | 0.31 |
WIT | 0.16 | 0.25 | 0.20 | 0.24 | 0.23 | 0.24 | 0.10 | 0.10 | 0.23 | 0.16 | 0.22 | 0.27 | 1.00 | 0.32 | 0.22 | 0.31 | 0.26 | 0.36 | 0.29 | 0.28 | 0.42 | 0.27 | 0.28 | 0.28 | 0.30 | 0.35 | 0.28 | 0.27 | 0.29 | 0.28 | 0.25 | 0.37 | 0.45 | 0.40 | 0.31 | 0.30 | 0.33 | 0.29 | 0.34 | 0.31 | 0.30 | 0.29 | 0.29 | 0.30 | 0.30 | 0.32 |
SSTK | 0.09 | 0.22 | 0.19 | 0.28 | 0.25 | 0.28 | 0.09 | 0.11 | 0.30 | 0.17 | 0.15 | 0.34 | 0.32 | 1.00 | 0.24 | 0.39 | 0.19 | 0.33 | 0.32 | 0.32 | 0.44 | 0.23 | 0.32 | 0.35 | 0.32 | 0.40 | 0.34 | 0.22 | 0.29 | 0.29 | 0.27 | 0.31 | 0.44 | 0.38 | 0.32 | 0.32 | 0.34 | 0.30 | 0.35 | 0.28 | 0.31 | 0.31 | 0.32 | 0.29 | 0.32 | 0.33 |
PRDO | 0.11 | 0.13 | 0.17 | 0.16 | 0.17 | 0.18 | 0.15 | 0.19 | 0.15 | 0.22 | 0.23 | 0.25 | 0.22 | 0.24 | 1.00 | 0.25 | 0.26 | 0.32 | 0.29 | 0.29 | 0.27 | 0.30 | 0.32 | 0.34 | 0.32 | 0.34 | 0.36 | 0.38 | 0.37 | 0.37 | 0.35 | 0.33 | 0.35 | 0.39 | 0.38 | 0.35 | 0.38 | 0.38 | 0.41 | 0.37 | 0.36 | 0.37 | 0.38 | 0.37 | 0.40 | 0.39 |
CARG | 0.09 | 0.19 | 0.22 | 0.27 | 0.25 | 0.31 | 0.14 | 0.15 | 0.29 | 0.16 | 0.17 | 0.32 | 0.31 | 0.39 | 0.25 | 1.00 | 0.22 | 0.30 | 0.40 | 0.41 | 0.42 | 0.23 | 0.41 | 0.41 | 0.42 | 0.40 | 0.35 | 0.26 | 0.31 | 0.32 | 0.28 | 0.34 | 0.43 | 0.40 | 0.33 | 0.32 | 0.36 | 0.29 | 0.39 | 0.30 | 0.31 | 0.32 | 0.33 | 0.32 | 0.35 | 0.33 |
TS | 0.18 | 0.11 | 0.24 | 0.11 | 0.17 | 0.11 | 0.38 | 0.40 | 0.27 | 0.45 | 0.44 | 0.24 | 0.26 | 0.19 | 0.26 | 0.22 | 1.00 | 0.29 | 0.19 | 0.19 | 0.30 | 0.35 | 0.25 | 0.28 | 0.24 | 0.37 | 0.33 | 0.41 | 0.37 | 0.41 | 0.41 | 0.54 | 0.38 | 0.44 | 0.41 | 0.46 | 0.41 | 0.42 | 0.46 | 0.45 | 0.44 | 0.44 | 0.43 | 0.46 | 0.44 | 0.48 |
DOX | 0.18 | 0.17 | 0.21 | 0.16 | 0.13 | 0.16 | 0.16 | 0.19 | 0.20 | 0.21 | 0.25 | 0.28 | 0.36 | 0.33 | 0.32 | 0.30 | 0.29 | 1.00 | 0.38 | 0.36 | 0.43 | 0.43 | 0.36 | 0.37 | 0.40 | 0.39 | 0.32 | 0.46 | 0.36 | 0.41 | 0.36 | 0.43 | 0.49 | 0.45 | 0.47 | 0.40 | 0.46 | 0.39 | 0.45 | 0.41 | 0.40 | 0.41 | 0.39 | 0.39 | 0.40 | 0.42 |
DHI | 0.11 | 0.22 | 0.23 | 0.25 | 0.19 | 0.28 | 0.08 | 0.11 | 0.22 | 0.12 | 0.14 | 0.29 | 0.29 | 0.32 | 0.29 | 0.40 | 0.19 | 0.38 | 1.00 | 0.92 | 0.44 | 0.31 | 0.84 | 0.71 | 0.89 | 0.41 | 0.43 | 0.35 | 0.32 | 0.37 | 0.31 | 0.36 | 0.50 | 0.46 | 0.42 | 0.32 | 0.42 | 0.32 | 0.45 | 0.31 | 0.30 | 0.32 | 0.32 | 0.34 | 0.35 | 0.34 |
LEN | 0.12 | 0.19 | 0.23 | 0.24 | 0.18 | 0.29 | 0.08 | 0.12 | 0.23 | 0.13 | 0.14 | 0.30 | 0.28 | 0.32 | 0.29 | 0.41 | 0.19 | 0.36 | 0.92 | 1.00 | 0.42 | 0.31 | 0.85 | 0.71 | 0.89 | 0.40 | 0.43 | 0.35 | 0.33 | 0.38 | 0.30 | 0.36 | 0.49 | 0.46 | 0.42 | 0.32 | 0.42 | 0.32 | 0.45 | 0.31 | 0.31 | 0.33 | 0.33 | 0.35 | 0.35 | 0.34 |
SWKS | 0.12 | 0.25 | 0.24 | 0.30 | 0.29 | 0.32 | 0.13 | 0.17 | 0.35 | 0.18 | 0.23 | 0.43 | 0.42 | 0.44 | 0.27 | 0.42 | 0.30 | 0.43 | 0.44 | 0.42 | 1.00 | 0.29 | 0.43 | 0.42 | 0.43 | 0.65 | 0.33 | 0.33 | 0.36 | 0.39 | 0.33 | 0.44 | 0.56 | 0.53 | 0.40 | 0.39 | 0.42 | 0.34 | 0.45 | 0.37 | 0.38 | 0.37 | 0.38 | 0.38 | 0.41 | 0.40 |
CINF | 0.21 | 0.14 | 0.12 | 0.10 | 0.10 | 0.09 | 0.19 | 0.21 | 0.17 | 0.27 | 0.29 | 0.19 | 0.27 | 0.23 | 0.30 | 0.23 | 0.35 | 0.43 | 0.31 | 0.31 | 0.29 | 1.00 | 0.34 | 0.30 | 0.36 | 0.30 | 0.38 | 0.68 | 0.45 | 0.49 | 0.51 | 0.54 | 0.49 | 0.51 | 0.51 | 0.53 | 0.51 | 0.52 | 0.50 | 0.57 | 0.53 | 0.55 | 0.53 | 0.57 | 0.52 | 0.58 |
MTH | 0.11 | 0.21 | 0.24 | 0.22 | 0.19 | 0.26 | 0.12 | 0.16 | 0.25 | 0.18 | 0.19 | 0.30 | 0.28 | 0.32 | 0.32 | 0.41 | 0.25 | 0.36 | 0.84 | 0.85 | 0.43 | 0.34 | 1.00 | 0.72 | 0.87 | 0.41 | 0.47 | 0.38 | 0.36 | 0.41 | 0.35 | 0.39 | 0.49 | 0.46 | 0.45 | 0.36 | 0.46 | 0.36 | 0.46 | 0.34 | 0.35 | 0.37 | 0.37 | 0.40 | 0.39 | 0.39 |
GRBK | 0.15 | 0.19 | 0.25 | 0.25 | 0.22 | 0.28 | 0.14 | 0.15 | 0.22 | 0.17 | 0.22 | 0.31 | 0.28 | 0.35 | 0.34 | 0.41 | 0.28 | 0.37 | 0.71 | 0.71 | 0.42 | 0.30 | 0.72 | 1.00 | 0.72 | 0.43 | 0.48 | 0.38 | 0.39 | 0.44 | 0.36 | 0.39 | 0.48 | 0.47 | 0.47 | 0.37 | 0.48 | 0.37 | 0.51 | 0.37 | 0.38 | 0.39 | 0.39 | 0.41 | 0.41 | 0.41 |
PHM | 0.12 | 0.19 | 0.23 | 0.21 | 0.19 | 0.26 | 0.14 | 0.16 | 0.24 | 0.16 | 0.18 | 0.30 | 0.30 | 0.32 | 0.32 | 0.42 | 0.24 | 0.40 | 0.89 | 0.89 | 0.43 | 0.36 | 0.87 | 0.72 | 1.00 | 0.42 | 0.48 | 0.40 | 0.35 | 0.42 | 0.33 | 0.39 | 0.51 | 0.49 | 0.46 | 0.36 | 0.46 | 0.35 | 0.47 | 0.36 | 0.36 | 0.37 | 0.36 | 0.41 | 0.39 | 0.39 |
PLAB | 0.13 | 0.21 | 0.23 | 0.29 | 0.27 | 0.28 | 0.21 | 0.25 | 0.31 | 0.25 | 0.27 | 0.42 | 0.35 | 0.40 | 0.34 | 0.40 | 0.37 | 0.39 | 0.41 | 0.40 | 0.65 | 0.30 | 0.41 | 0.43 | 0.42 | 1.00 | 0.40 | 0.36 | 0.41 | 0.41 | 0.41 | 0.46 | 0.52 | 0.50 | 0.43 | 0.44 | 0.44 | 0.40 | 0.52 | 0.39 | 0.42 | 0.43 | 0.45 | 0.45 | 0.45 | 0.46 |
ETD | 0.21 | 0.15 | 0.16 | 0.18 | 0.20 | 0.21 | 0.19 | 0.21 | 0.20 | 0.27 | 0.28 | 0.30 | 0.28 | 0.34 | 0.36 | 0.35 | 0.33 | 0.32 | 0.43 | 0.43 | 0.33 | 0.38 | 0.47 | 0.48 | 0.48 | 0.40 | 1.00 | 0.45 | 0.48 | 0.44 | 0.49 | 0.44 | 0.47 | 0.48 | 0.49 | 0.49 | 0.48 | 0.51 | 0.53 | 0.50 | 0.50 | 0.52 | 0.50 | 0.50 | 0.52 | 0.54 |
ORI | 0.21 | 0.13 | 0.14 | 0.12 | 0.11 | 0.09 | 0.25 | 0.26 | 0.21 | 0.29 | 0.33 | 0.23 | 0.27 | 0.22 | 0.38 | 0.26 | 0.41 | 0.46 | 0.35 | 0.35 | 0.33 | 0.68 | 0.38 | 0.38 | 0.40 | 0.36 | 0.45 | 1.00 | 0.53 | 0.58 | 0.57 | 0.59 | 0.48 | 0.52 | 0.62 | 0.55 | 0.60 | 0.58 | 0.57 | 0.62 | 0.61 | 0.60 | 0.57 | 0.64 | 0.59 | 0.65 |
TBBK | 0.20 | 0.14 | 0.15 | 0.18 | 0.18 | 0.18 | 0.20 | 0.24 | 0.21 | 0.27 | 0.30 | 0.29 | 0.29 | 0.29 | 0.37 | 0.31 | 0.37 | 0.36 | 0.32 | 0.33 | 0.36 | 0.45 | 0.36 | 0.39 | 0.35 | 0.41 | 0.48 | 0.53 | 1.00 | 0.51 | 0.63 | 0.52 | 0.48 | 0.51 | 0.56 | 0.62 | 0.55 | 0.65 | 0.56 | 0.65 | 0.67 | 0.65 | 0.69 | 0.64 | 0.67 | 0.68 |
NMIH | 0.18 | 0.16 | 0.14 | 0.18 | 0.20 | 0.20 | 0.20 | 0.21 | 0.26 | 0.25 | 0.31 | 0.32 | 0.28 | 0.29 | 0.37 | 0.32 | 0.41 | 0.41 | 0.37 | 0.38 | 0.39 | 0.49 | 0.41 | 0.44 | 0.42 | 0.41 | 0.44 | 0.58 | 0.51 | 1.00 | 0.54 | 0.54 | 0.48 | 0.50 | 0.81 | 0.56 | 0.81 | 0.56 | 0.52 | 0.58 | 0.58 | 0.58 | 0.56 | 0.58 | 0.59 | 0.58 |
HTBK | 0.23 | 0.13 | 0.10 | 0.14 | 0.16 | 0.10 | 0.24 | 0.26 | 0.19 | 0.31 | 0.32 | 0.25 | 0.25 | 0.27 | 0.35 | 0.28 | 0.41 | 0.36 | 0.31 | 0.30 | 0.33 | 0.51 | 0.35 | 0.36 | 0.33 | 0.41 | 0.49 | 0.57 | 0.63 | 0.54 | 1.00 | 0.53 | 0.49 | 0.51 | 0.58 | 0.71 | 0.58 | 0.75 | 0.58 | 0.72 | 0.75 | 0.76 | 0.77 | 0.71 | 0.75 | 0.78 |
MFC | 0.19 | 0.16 | 0.24 | 0.18 | 0.17 | 0.16 | 0.26 | 0.30 | 0.34 | 0.33 | 0.34 | 0.33 | 0.37 | 0.31 | 0.33 | 0.34 | 0.54 | 0.43 | 0.36 | 0.36 | 0.44 | 0.54 | 0.39 | 0.39 | 0.39 | 0.46 | 0.44 | 0.59 | 0.52 | 0.54 | 0.53 | 1.00 | 0.56 | 0.60 | 0.58 | 0.58 | 0.61 | 0.55 | 0.58 | 0.60 | 0.59 | 0.57 | 0.59 | 0.62 | 0.57 | 0.62 |
TROW | 0.18 | 0.26 | 0.23 | 0.25 | 0.23 | 0.28 | 0.17 | 0.23 | 0.31 | 0.22 | 0.26 | 0.39 | 0.45 | 0.44 | 0.35 | 0.43 | 0.38 | 0.49 | 0.50 | 0.49 | 0.56 | 0.49 | 0.49 | 0.48 | 0.51 | 0.52 | 0.47 | 0.48 | 0.48 | 0.48 | 0.49 | 0.56 | 1.00 | 0.71 | 0.53 | 0.53 | 0.54 | 0.50 | 0.56 | 0.54 | 0.53 | 0.55 | 0.52 | 0.55 | 0.56 | 0.56 |
JHG | 0.17 | 0.19 | 0.23 | 0.22 | 0.23 | 0.22 | 0.23 | 0.24 | 0.29 | 0.27 | 0.30 | 0.36 | 0.40 | 0.38 | 0.39 | 0.40 | 0.44 | 0.45 | 0.46 | 0.46 | 0.53 | 0.51 | 0.46 | 0.47 | 0.49 | 0.50 | 0.48 | 0.52 | 0.51 | 0.50 | 0.51 | 0.60 | 0.71 | 1.00 | 0.56 | 0.57 | 0.56 | 0.54 | 0.58 | 0.57 | 0.57 | 0.57 | 0.57 | 0.57 | 0.59 | 0.60 |
MTG | 0.18 | 0.19 | 0.19 | 0.17 | 0.19 | 0.21 | 0.20 | 0.21 | 0.25 | 0.29 | 0.33 | 0.31 | 0.31 | 0.32 | 0.38 | 0.33 | 0.41 | 0.47 | 0.42 | 0.42 | 0.40 | 0.51 | 0.45 | 0.47 | 0.46 | 0.43 | 0.49 | 0.62 | 0.56 | 0.81 | 0.58 | 0.58 | 0.53 | 0.56 | 1.00 | 0.60 | 0.87 | 0.59 | 0.57 | 0.63 | 0.61 | 0.62 | 0.61 | 0.64 | 0.64 | 0.64 |
NTB | 0.21 | 0.17 | 0.13 | 0.16 | 0.16 | 0.12 | 0.26 | 0.29 | 0.26 | 0.30 | 0.35 | 0.29 | 0.30 | 0.32 | 0.35 | 0.32 | 0.46 | 0.40 | 0.32 | 0.32 | 0.39 | 0.53 | 0.36 | 0.37 | 0.36 | 0.44 | 0.49 | 0.55 | 0.62 | 0.56 | 0.71 | 0.58 | 0.53 | 0.57 | 0.60 | 1.00 | 0.61 | 0.72 | 0.61 | 0.74 | 0.74 | 0.74 | 0.74 | 0.73 | 0.74 | 0.77 |
ESNT | 0.18 | 0.21 | 0.20 | 0.18 | 0.21 | 0.19 | 0.20 | 0.21 | 0.25 | 0.26 | 0.32 | 0.32 | 0.33 | 0.34 | 0.38 | 0.36 | 0.41 | 0.46 | 0.42 | 0.42 | 0.42 | 0.51 | 0.46 | 0.48 | 0.46 | 0.44 | 0.48 | 0.60 | 0.55 | 0.81 | 0.58 | 0.61 | 0.54 | 0.56 | 0.87 | 0.61 | 1.00 | 0.58 | 0.58 | 0.62 | 0.62 | 0.61 | 0.61 | 0.62 | 0.62 | 0.63 |
RNST | 0.25 | 0.14 | 0.12 | 0.16 | 0.17 | 0.12 | 0.24 | 0.28 | 0.22 | 0.31 | 0.34 | 0.29 | 0.29 | 0.30 | 0.38 | 0.29 | 0.42 | 0.39 | 0.32 | 0.32 | 0.34 | 0.52 | 0.36 | 0.37 | 0.35 | 0.40 | 0.51 | 0.58 | 0.65 | 0.56 | 0.75 | 0.55 | 0.50 | 0.54 | 0.59 | 0.72 | 0.58 | 1.00 | 0.60 | 0.76 | 0.79 | 0.80 | 0.81 | 0.73 | 0.81 | 0.82 |
MLI | 0.23 | 0.19 | 0.24 | 0.19 | 0.18 | 0.20 | 0.25 | 0.30 | 0.24 | 0.33 | 0.38 | 0.35 | 0.34 | 0.35 | 0.41 | 0.39 | 0.46 | 0.45 | 0.45 | 0.45 | 0.45 | 0.50 | 0.46 | 0.51 | 0.47 | 0.52 | 0.53 | 0.57 | 0.56 | 0.52 | 0.58 | 0.58 | 0.56 | 0.58 | 0.57 | 0.61 | 0.58 | 0.60 | 1.00 | 0.61 | 0.61 | 0.62 | 0.62 | 0.61 | 0.61 | 0.64 |
FHB | 0.24 | 0.13 | 0.15 | 0.16 | 0.18 | 0.10 | 0.26 | 0.29 | 0.21 | 0.30 | 0.35 | 0.26 | 0.31 | 0.28 | 0.37 | 0.30 | 0.45 | 0.41 | 0.31 | 0.31 | 0.37 | 0.57 | 0.34 | 0.37 | 0.36 | 0.39 | 0.50 | 0.62 | 0.65 | 0.58 | 0.72 | 0.60 | 0.54 | 0.57 | 0.63 | 0.74 | 0.62 | 0.76 | 0.61 | 1.00 | 0.78 | 0.77 | 0.78 | 0.76 | 0.77 | 0.81 |
SSB | 0.25 | 0.15 | 0.14 | 0.17 | 0.17 | 0.13 | 0.25 | 0.29 | 0.25 | 0.31 | 0.32 | 0.30 | 0.30 | 0.31 | 0.36 | 0.31 | 0.44 | 0.40 | 0.30 | 0.31 | 0.38 | 0.53 | 0.35 | 0.38 | 0.36 | 0.42 | 0.50 | 0.61 | 0.67 | 0.58 | 0.75 | 0.59 | 0.53 | 0.57 | 0.61 | 0.74 | 0.62 | 0.79 | 0.61 | 0.78 | 1.00 | 0.82 | 0.80 | 0.76 | 0.79 | 0.82 |
UCBI | 0.22 | 0.14 | 0.13 | 0.14 | 0.16 | 0.12 | 0.23 | 0.27 | 0.21 | 0.31 | 0.33 | 0.28 | 0.29 | 0.31 | 0.37 | 0.32 | 0.44 | 0.41 | 0.32 | 0.33 | 0.37 | 0.55 | 0.37 | 0.39 | 0.37 | 0.43 | 0.52 | 0.60 | 0.65 | 0.58 | 0.76 | 0.57 | 0.55 | 0.57 | 0.62 | 0.74 | 0.61 | 0.80 | 0.62 | 0.77 | 0.82 | 1.00 | 0.82 | 0.76 | 0.81 | 0.84 |
SBCF | 0.22 | 0.14 | 0.13 | 0.17 | 0.18 | 0.14 | 0.21 | 0.26 | 0.23 | 0.31 | 0.33 | 0.30 | 0.29 | 0.32 | 0.38 | 0.33 | 0.43 | 0.39 | 0.32 | 0.33 | 0.38 | 0.53 | 0.37 | 0.39 | 0.36 | 0.45 | 0.50 | 0.57 | 0.69 | 0.56 | 0.77 | 0.59 | 0.52 | 0.57 | 0.61 | 0.74 | 0.61 | 0.81 | 0.62 | 0.78 | 0.80 | 0.82 | 1.00 | 0.75 | 0.81 | 0.83 |
BPOP | 0.25 | 0.12 | 0.14 | 0.16 | 0.16 | 0.12 | 0.27 | 0.30 | 0.26 | 0.34 | 0.37 | 0.27 | 0.30 | 0.29 | 0.37 | 0.32 | 0.46 | 0.39 | 0.34 | 0.35 | 0.38 | 0.57 | 0.40 | 0.41 | 0.41 | 0.45 | 0.50 | 0.64 | 0.64 | 0.58 | 0.71 | 0.62 | 0.55 | 0.57 | 0.64 | 0.73 | 0.62 | 0.73 | 0.61 | 0.76 | 0.76 | 0.76 | 0.75 | 1.00 | 0.75 | 0.80 |
VBTX | 0.23 | 0.18 | 0.15 | 0.17 | 0.18 | 0.16 | 0.22 | 0.27 | 0.25 | 0.29 | 0.34 | 0.31 | 0.30 | 0.32 | 0.40 | 0.35 | 0.44 | 0.40 | 0.35 | 0.35 | 0.41 | 0.52 | 0.39 | 0.41 | 0.39 | 0.45 | 0.52 | 0.59 | 0.67 | 0.59 | 0.75 | 0.57 | 0.56 | 0.59 | 0.64 | 0.74 | 0.62 | 0.81 | 0.61 | 0.77 | 0.79 | 0.81 | 0.81 | 0.75 | 1.00 | 0.82 |
CATY | 0.26 | 0.16 | 0.15 | 0.17 | 0.18 | 0.14 | 0.26 | 0.31 | 0.25 | 0.35 | 0.38 | 0.31 | 0.32 | 0.33 | 0.39 | 0.33 | 0.48 | 0.42 | 0.34 | 0.34 | 0.40 | 0.58 | 0.39 | 0.41 | 0.39 | 0.46 | 0.54 | 0.65 | 0.68 | 0.58 | 0.78 | 0.62 | 0.56 | 0.60 | 0.64 | 0.77 | 0.63 | 0.82 | 0.64 | 0.81 | 0.82 | 0.84 | 0.83 | 0.80 | 0.82 | 1.00 |