PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Patrick Star FCF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DHI 10%LEN 9%MFC 8%WIT 7%BNTX 6%TROW 6%PHM 5%TS 5%SWKS 4%CINF 4%DOX 3%ORI 2%SSB 2%JHG 2%MTH 1%BPOP 1%ESNT 1%MTG 1%UCBI 1%EquityEquity
PositionCategory/SectorWeight
ARCH
Arch Resources, Inc.
Energy

0.80%

ARCT
Arcturus Therapeutics Holdings Inc.
Healthcare

0.80%

ASC
Ardmore Shipping Corporation
Industrials

0.80%

BNTX
BioNTech SE
Healthcare

6%

BPOP
Popular, Inc.
Financial Services

1%

CALM
Cal-Maine Foods, Inc.
Consumer Defensive

0.80%

CARG
CarGurus, Inc.
Communication Services

0.80%

CATY
Cathay General Bancorp
Financial Services

0.80%

CINF
Cincinnati Financial Corporation
Financial Services

4%

DHI
D.R. Horton, Inc.
Consumer Cyclical

10%

DOX
Amdocs Limited
Technology

3%

ESNT
Essent Group Ltd.
Financial Services

1%

ETD
Ethan Allen Interiors Inc.
Consumer Cyclical

0.90%

FHB
First Hawaiian, Inc.
Financial Services

0.80%

GRBK
Green Brick Partners, Inc.
Consumer Cyclical

0.80%

HCC
Warrior Met Coal, Inc.
Basic Materials

0.80%

HTBK
Heritage Commerce Corp
Financial Services

0.80%

IMMR
Immersion Corporation
Technology

0.80%

JHG
Janus Henderson Group plc
Financial Services

2%

LEN
Lennar Corporation
Consumer Cyclical

9%

MFC

8%

MLI

0.80%

MOMO

0.80%

MTG

1%

MTH

1%

NMIH

0.80%

NTB

0.80%

ORI

2%

OSUR

0.90%

PHM

5%

PLAB

0.80%

PRDO

0.80%

RNST

0.80%

SBCF

0.80%

SILV

0.90%

SSB

2%

SSTK

0.80%

SWKS

4%

TBBK

0.80%

TNK

0.80%

TROW

6%

TS

5%

UCBI

1%

VBTX

0.80%

WIT

7%

ZYME

0.90%

S&P 500

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


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
28.04%
19.37%
Patrick Star FCF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of BNTX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Patrick Star FCF0.69%-3.17%28.04%24.45%N/AN/A
DHI
D.R. Horton, Inc.
-2.40%-8.52%46.11%37.62%28.65%22.12%
LEN
Lennar Corporation
4.81%-6.53%48.86%40.66%26.23%16.05%
MFC
6.74%-1.71%37.40%27.09%N/AN/A
WIT
-0.87%-2.48%21.35%20.82%N/AN/A
BNTX
BioNTech SE
-16.16%-3.64%-7.63%-24.32%N/AN/A
TROW
5.05%-5.63%19.36%4.05%N/AN/A
PHM
9.43%-3.17%57.96%77.98%N/AN/A
TS
8.95%-4.03%17.68%31.57%N/AN/A
SWKS
-11.10%-5.94%10.00%-3.96%N/AN/A
CINF
Cincinnati Financial Corporation
17.58%2.90%22.77%17.79%8.05%12.97%
DOX
Amdocs Limited
-0.97%-3.62%9.14%-3.04%12.16%8.53%
ORI
4.03%2.19%14.57%26.16%N/AN/A
SSB
-4.84%-1.94%25.32%20.37%N/AN/A
MTH
-8.77%-4.68%42.86%25.00%N/AN/A
BPOP
Popular, Inc.
7.87%3.12%46.34%53.85%12.61%13.63%
ESNT
Essent Group Ltd.
3.19%-6.15%17.15%33.03%4.92%11.58%
MTG
5.87%-6.84%23.76%45.56%N/AN/A
MLI
22.30%6.41%59.48%68.43%N/AN/A
JHG
Janus Henderson Group plc
6.97%-2.03%43.29%28.69%10.83%N/A
UCBI
-9.72%5.56%19.50%3.83%N/AN/A
HCC
Warrior Met Coal, Inc.
8.63%15.95%40.24%81.27%22.37%N/A
ARCH
Arch Resources, Inc.
-4.62%-3.65%6.72%33.20%16.08%N/A
CATY
Cathay General Bancorp
-21.03%-5.75%7.62%11.54%2.99%6.82%
FHB
First Hawaiian, Inc.
-2.75%3.20%28.61%16.98%0.47%N/A
CALM
Cal-Maine Foods, Inc.
4.21%-2.44%32.65%16.60%10.52%9.48%
CARG
CarGurus, Inc.
-2.86%1.16%29.45%39.29%-9.19%N/A
GRBK
Green Brick Partners, Inc.
5.22%-7.36%38.71%46.83%43.82%24.83%
NMIH
3.74%-0.10%14.59%35.28%N/AN/A
SBCF
-15.01%-3.57%24.27%9.61%N/AN/A
TBBK
-9.49%11.50%9.85%27.84%N/AN/A
RNST
-8.75%3.00%29.49%12.12%N/AN/A
TNK
13.53%-0.79%25.28%35.95%N/AN/A
SSTK
-10.81%-7.78%23.01%-34.93%N/AN/A
NTB
1.53%3.82%26.43%32.67%N/AN/A
PLAB
-14.06%-6.39%40.12%81.18%N/AN/A
PRDO
2.23%-0.45%1.61%37.79%N/AN/A
VBTX
-9.84%6.57%25.88%22.63%N/AN/A
MOMO
-9.68%10.33%-12.20%-16.39%N/AN/A
SILV
19.69%19.15%52.23%17.89%N/AN/A
ETD
Ethan Allen Interiors Inc.
7.97%3.87%23.94%36.60%18.75%8.19%
ZYME
-17.61%-18.63%22.11%-12.38%N/AN/A
ARCT
Arcturus Therapeutics Holdings Inc.
-11.42%-17.61%40.63%-2.00%29.17%-13.65%
ASC
Ardmore Shipping Corporation
17.35%-0.18%22.95%11.67%20.89%4.45%
HTBK
Heritage Commerce Corp
-15.00%0.24%6.72%10.04%-3.22%4.23%
OSUR
-32.56%-12.50%0.55%-20.77%N/AN/A
IMMR
Immersion Corporation
2.87%-7.39%9.71%1.47%-4.49%-3.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.72%3.29%4.85%
2023-5.01%-4.90%13.00%12.51%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Patrick Star FCF
Sharpe ratio
The chart of Sharpe ratio for Patrick Star FCF, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.005.001.46
Sortino ratio
The chart of Sortino ratio for Patrick Star FCF, currently valued at 2.16, compared to the broader market0.002.004.006.002.16
Omega ratio
The chart of Omega ratio for Patrick Star FCF, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for Patrick Star FCF, currently valued at 1.76, compared to the broader market0.002.004.006.008.001.76
Martin ratio
The chart of Martin ratio for Patrick Star FCF, currently valued at 5.42, compared to the broader market0.0010.0020.0030.0040.0050.005.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DHI
D.R. Horton, Inc.
1.351.811.251.744.53
LEN
Lennar Corporation
1.431.941.261.875.00
MFC
1.292.081.241.985.66
WIT
0.871.591.210.463.42
BNTX
BioNTech SE
-0.72-0.950.90-0.31-1.39
TROW
0.170.441.050.080.35
PHM
2.693.261.444.2912.08
TS
1.372.121.251.226.52
SWKS
-0.15-0.021.00-0.08-0.42
CINF
Cincinnati Financial Corporation
0.841.401.160.583.51
DOX
Amdocs Limited
-0.23-0.190.98-0.19-0.38
ORI
1.321.741.262.567.53
SSB
0.591.161.130.592.50
MTH
0.711.231.150.972.40
BPOP
Popular, Inc.
1.722.631.291.217.48
ESNT
Essent Group Ltd.
1.532.201.261.445.61
MTG
2.112.921.363.4311.16
MLI
2.393.021.412.996.71
JHG
Janus Henderson Group plc
1.211.711.220.593.60
UCBI
0.070.381.040.060.20
HCC
Warrior Met Coal, Inc.
2.032.611.333.518.84
ARCH
Arch Resources, Inc.
1.011.551.190.993.96
CATY
Cathay General Bancorp
0.270.641.080.230.95
FHB
First Hawaiian, Inc.
0.531.021.120.371.53
CALM
Cal-Maine Foods, Inc.
0.560.991.120.582.09
CARG
CarGurus, Inc.
0.991.511.210.562.74
GRBK
Green Brick Partners, Inc.
1.081.791.231.373.06
NMIH
1.472.161.250.926.44
SBCF
0.230.651.070.170.63
TBBK
0.661.251.150.832.06
RNST
0.330.791.090.261.03
TNK
1.191.881.211.855.01
SSTK
-0.71-0.890.89-0.48-1.02
NTB
1.081.731.200.833.57
PLAB
1.642.411.301.765.01
PRDO
1.181.861.240.936.73
VBTX
0.571.151.130.351.79
MOMO
-0.39-0.250.97-0.22-0.58
SILV
0.370.821.110.280.82
ETD
Ethan Allen Interiors Inc.
1.091.871.221.363.25
ZYME
-0.28-0.110.99-0.15-0.62
ARCT
Arcturus Therapeutics Holdings Inc.
0.010.531.060.010.04
ASC
Ardmore Shipping Corporation
0.440.821.100.421.21
HTBK
Heritage Commerce Corp
0.240.621.080.170.78
OSUR
-0.40-0.290.96-0.29-1.03
IMMR
Immersion Corporation
-0.010.261.03-0.01-0.03

Sharpe Ratio

The current Patrick Star FCF Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.46

The Sharpe ratio of Patrick Star FCF lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.46
1.92
Patrick Star FCF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Patrick Star FCF granted a 2.34% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Patrick Star FCF2.34%2.22%2.64%1.97%1.98%1.88%2.26%1.72%1.44%1.69%1.20%0.92%
DHI
D.R. Horton, Inc.
0.74%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.00%
LEN
Lennar Corporation
1.36%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
MFC
5.11%4.87%5.68%4.90%6.26%3.71%4.97%3.01%3.13%3.48%2.71%2.57%
WIT
0.22%0.22%1.69%0.14%0.25%0.28%0.30%0.27%0.91%2.20%1.39%1.27%
BNTX
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%
TROW
4.38%4.53%4.40%3.72%2.38%2.50%3.03%2.14%2.83%5.67%2.05%1.81%
PHM
0.64%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
TS
2.85%3.11%2.56%2.59%4.39%3.62%3.85%2.57%2.41%3.78%2.98%1.97%
SWKS
2.68%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%
CINF
Cincinnati Financial Corporation
2.53%2.90%2.70%2.21%2.75%2.13%2.74%3.32%2.52%3.84%3.35%3.12%
DOX
Amdocs Limited
2.06%1.98%2.17%1.92%1.85%1.58%1.71%1.34%1.34%1.25%1.33%1.26%
ORI
3.30%3.33%7.87%13.70%4.26%8.05%8.65%3.55%3.96%3.97%5.00%4.17%
SSB
2.58%2.42%2.59%2.38%2.60%1.93%2.30%1.51%1.38%1.36%1.22%1.11%
MTH
0.99%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BPOP
Popular, Inc.
2.66%2.77%3.32%2.13%2.84%2.04%2.12%2.82%1.37%1.06%0.00%0.00%
ESNT
Essent Group Ltd.
1.90%1.90%2.21%1.54%1.48%0.58%0.00%0.00%0.00%0.00%0.00%0.00%
MTG
2.19%2.23%2.77%1.94%1.91%0.85%0.00%0.00%0.00%0.00%0.00%0.00%
MLI
1.13%1.27%2.54%0.88%1.14%1.26%1.71%9.57%0.87%1.02%0.81%0.73%
JHG
Janus Henderson Group plc
4.90%5.17%6.59%3.58%5.54%5.89%6.76%1.67%0.00%0.00%0.00%0.00%
UCBI
3.51%3.14%2.54%2.17%2.53%2.20%2.70%1.35%1.01%1.13%0.58%0.00%
HCC
Warrior Met Coal, Inc.
1.20%1.88%4.41%0.73%0.87%21.72%27.79%45.17%0.00%0.00%0.00%0.00%
ARCH
Arch Resources, Inc.
5.86%6.42%17.59%0.27%1.14%2.51%1.93%1.13%0.00%0.00%0.00%0.00%
CATY
Cathay General Bancorp
3.90%3.05%3.33%2.95%3.85%3.26%3.07%2.06%1.97%1.79%1.13%0.30%
FHB
First Hawaiian, Inc.
4.74%4.55%3.99%3.81%4.41%3.60%4.26%3.02%0.57%0.00%0.00%0.00%
CALM
Cal-Maine Foods, Inc.
5.15%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%2.26%1.15%
CARG
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%
GRBK
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%
NMIH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBCF
3.00%2.49%2.05%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TBBK
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RNST
2.88%2.61%2.34%2.32%2.61%2.46%2.65%1.79%1.68%1.98%2.35%2.16%
TNK
1.77%1.50%0.00%0.00%0.00%0.00%3.15%8.36%13.24%1.70%2.31%2.98%
SSTK
2.59%2.24%1.82%0.76%0.95%0.00%8.33%0.00%0.00%0.00%0.00%0.00%
NTB
5.49%5.50%5.90%4.62%5.65%4.75%4.85%3.53%0.95%0.00%0.00%0.00%
PLAB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRDO
1.85%1.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBTX
3.85%3.44%2.85%1.86%2.65%1.72%0.00%0.00%0.00%0.00%0.00%0.00%
MOMO
22.03%10.36%7.13%7.13%5.44%1.85%0.00%0.00%0.00%0.00%0.00%0.00%
SILV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETD
Ethan Allen Interiors Inc.
5.68%5.92%6.57%10.58%3.12%9.34%6.08%2.66%1.76%1.87%1.36%0.92%
ZYME
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARCT
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%
ASC
Ardmore Shipping Corporation
5.58%8.16%0.00%0.00%1.53%0.00%0.00%0.00%5.41%4.80%3.34%0.42%
HTBK
Heritage Commerce Corp
6.27%5.24%4.00%4.36%5.86%3.74%3.88%2.61%2.49%2.68%2.04%0.73%
OSUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IMMR
Immersion Corporation
2.09%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.40%
-3.50%
Patrick Star FCF
Benchmark (^GSPC)
Portfolio components

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.

The current Patrick Star FCF drawdown is 5.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.56%Jan 24, 202041Mar 23, 202084Jul 22, 2020125
-26.34%Aug 30, 2021202Jun 16, 2022267Jul 12, 2023469
-14.39%Aug 1, 202363Oct 27, 202324Dec 1, 202387
-8.85%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-8.55%Apr 1, 202414Apr 18, 2024

Volatility

Volatility Chart

The current Patrick Star FCF volatility is 5.55%, 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%NovemberDecember2024FebruaryMarchApril
5.55%
3.58%
Patrick Star 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.

BNTXCALMOSURSILVZYMEARCTTNKASCMOMOARCHHCCIMMRSSTKWITPRDOCARGDOXTSDHILENSWKSMTHGRBKCINFPHMPLABETDORITBBKNMIHHTBKMFCTROWJHGMTGNTBESNTMLIRNSTFHBSSBSBCFBPOPUCBIVBTXCATY
BNTX1.000.050.250.120.210.350.060.040.190.000.060.210.210.250.120.200.160.110.200.190.260.200.190.130.170.210.140.120.140.150.120.150.260.190.180.160.200.170.130.120.140.130.100.140.170.15
CALM0.051.000.080.110.080.090.150.180.070.130.140.140.090.160.110.100.190.170.110.130.140.120.150.210.120.140.200.220.190.180.240.200.180.170.190.220.190.220.250.240.250.220.260.220.230.27
OSUR0.250.081.000.130.190.330.100.100.190.070.080.230.260.240.150.270.140.110.240.230.300.210.240.090.200.280.170.100.170.170.130.170.240.210.160.140.170.180.150.140.150.150.140.130.160.15
SILV0.120.110.131.000.170.220.110.130.200.190.220.220.190.190.160.220.210.230.240.230.240.230.250.130.230.220.150.140.150.150.090.220.230.220.200.120.200.230.130.140.130.130.140.120.140.14
ZYME0.210.080.190.171.000.330.150.190.230.110.140.280.250.230.160.250.120.170.200.190.290.200.230.100.200.270.200.110.170.200.160.180.230.230.190.160.210.190.160.170.170.170.160.160.180.18
ARCT0.350.090.330.220.331.000.050.070.250.050.110.280.290.250.180.330.150.100.280.280.330.250.280.090.260.280.210.090.180.210.090.160.280.220.210.120.190.190.120.090.120.130.110.120.150.14
TNK0.060.150.100.110.150.051.000.670.190.340.300.140.080.110.150.140.160.380.070.070.120.110.140.210.130.190.190.250.200.200.240.250.160.220.200.260.190.240.240.260.250.210.270.240.220.27
ASC0.040.180.100.130.190.070.671.000.180.330.290.190.100.100.190.150.190.410.100.110.150.140.150.230.150.230.210.270.230.210.260.300.210.230.200.290.200.300.280.300.290.270.300.270.270.31
MOMO0.190.070.190.200.230.250.190.181.000.160.180.310.300.240.160.310.190.270.210.230.370.240.210.170.230.310.200.220.220.270.190.350.310.300.250.260.250.250.220.210.250.240.270.210.260.24
ARCH0.000.130.070.190.110.050.340.330.161.000.690.150.170.150.220.160.210.460.120.140.180.170.170.280.160.240.270.310.270.250.310.340.210.280.290.300.260.340.310.310.320.310.350.320.290.36
HCC0.060.140.080.220.140.110.300.290.180.691.000.160.150.200.220.170.240.450.140.130.220.170.210.300.170.250.280.350.310.310.340.340.260.310.320.350.310.380.350.360.330.340.380.350.350.39
IMMR0.210.140.230.220.280.280.140.190.310.150.161.000.330.280.250.310.270.240.280.290.420.300.300.200.300.410.300.230.280.320.240.340.390.360.300.280.310.340.280.240.290.290.270.280.300.30
SSTK0.210.090.260.190.250.290.080.100.300.170.150.331.000.350.250.390.330.190.320.310.450.310.340.220.320.410.330.210.270.280.250.320.440.380.320.310.330.340.290.260.300.300.280.310.300.32
WIT0.250.160.240.190.230.250.110.100.240.150.200.280.351.000.210.310.360.270.300.290.440.280.280.270.310.360.270.270.290.280.260.380.470.410.300.300.330.330.290.310.300.290.300.300.300.33
PRDO0.120.110.150.160.160.180.150.190.160.220.220.250.250.211.000.240.310.270.280.280.260.310.330.310.310.320.360.380.370.360.340.330.340.390.370.340.370.400.380.360.350.370.370.370.390.39
CARG0.200.100.270.220.250.330.140.150.310.160.170.310.390.310.241.000.300.220.400.410.430.420.420.240.420.400.350.260.310.320.270.340.440.400.330.310.360.380.280.290.300.310.320.310.340.33
DOX0.160.190.140.210.120.150.160.190.190.210.240.270.330.360.310.301.000.300.380.360.420.360.370.430.390.390.310.460.350.410.360.440.500.450.460.390.450.450.390.400.390.380.380.420.390.41
TS0.110.170.110.230.170.100.380.410.270.460.450.240.190.270.270.220.301.000.180.190.310.250.280.370.230.370.330.420.370.420.430.550.380.440.420.480.420.470.430.460.440.440.470.460.450.50
DHI0.200.110.240.240.200.280.070.100.210.120.140.280.320.300.280.400.380.181.000.920.450.850.710.310.890.420.420.350.320.370.310.360.500.450.410.310.410.440.320.300.290.310.340.330.340.33
LEN0.190.130.230.230.190.280.070.110.230.140.130.290.310.290.280.410.360.190.921.000.420.850.700.320.890.400.420.350.330.370.300.360.500.450.410.310.420.440.310.310.300.310.340.330.350.33
SWKS0.260.140.300.240.290.330.120.150.370.180.220.420.450.440.260.430.420.310.450.421.000.420.420.300.440.650.340.340.370.400.340.460.580.540.410.390.430.450.360.370.390.390.390.390.420.41
MTH0.200.120.210.230.200.250.110.140.240.170.170.300.310.280.310.420.360.250.850.850.421.000.720.350.870.400.470.380.360.400.350.390.490.460.440.340.450.450.360.330.340.350.390.370.370.38
GRBK0.190.150.240.250.230.280.140.150.210.170.210.300.340.280.330.420.370.280.710.700.420.721.000.310.710.430.480.380.390.440.350.400.480.470.460.360.480.510.360.360.360.380.400.390.390.40
CINF0.130.210.090.130.100.090.210.230.170.280.300.200.220.270.310.240.430.370.310.320.300.350.311.000.370.330.380.680.460.480.510.550.510.520.510.530.510.510.530.580.540.540.580.570.530.59
PHM0.170.120.200.230.200.260.130.150.230.160.170.300.320.310.310.420.390.230.890.890.440.870.710.371.000.420.470.400.350.420.330.400.520.490.450.360.460.460.350.360.350.360.410.370.380.38
PLAB0.210.140.280.220.270.280.190.230.310.240.250.410.410.360.320.400.390.370.420.400.650.400.430.330.421.000.400.370.410.420.410.470.530.500.440.440.440.520.400.390.420.450.450.450.450.46
ETD0.140.200.170.150.200.210.190.210.200.270.280.300.330.270.360.350.310.330.420.420.340.470.480.380.470.401.000.450.480.440.490.450.480.480.480.500.480.520.520.500.500.490.500.520.520.54
ORI0.120.220.100.140.110.090.250.270.220.310.350.230.210.270.380.260.460.420.350.350.340.380.380.680.400.370.451.000.530.570.570.600.480.520.610.550.600.580.580.610.610.570.640.610.590.65
TBBK0.140.190.170.150.170.180.200.230.220.270.310.280.270.290.370.310.350.370.320.330.370.360.390.460.350.410.480.531.000.510.630.530.490.510.560.620.550.560.650.650.660.680.630.670.670.68
NMIH0.150.180.170.150.200.210.200.210.270.250.310.320.280.280.360.320.410.420.370.370.400.400.440.480.420.420.440.570.511.000.540.550.490.500.810.560.810.520.550.580.570.550.580.580.590.58
HTBK0.120.240.130.090.160.090.240.260.190.310.340.240.250.260.340.270.360.430.310.300.340.350.350.510.330.410.490.570.630.541.000.540.500.520.580.710.580.590.750.710.740.760.700.770.750.78
MFC0.150.200.170.220.180.160.250.300.350.340.340.340.320.380.330.340.440.550.360.360.460.390.400.550.400.470.450.600.530.550.541.000.560.600.590.590.620.580.570.610.600.600.630.600.580.63
TROW0.260.180.240.230.230.280.160.210.310.210.260.390.440.470.340.440.500.380.500.500.580.490.480.510.520.530.480.480.490.490.500.561.000.710.530.530.540.560.510.540.530.520.550.570.560.56
JHG0.190.170.210.220.230.220.220.230.300.280.310.360.380.410.390.400.450.440.450.450.540.460.470.520.490.500.480.520.510.500.520.600.711.000.560.570.570.580.550.580.560.570.580.580.600.61
MTG0.180.190.160.200.190.210.200.200.250.290.320.300.320.300.370.330.460.420.410.410.410.440.460.510.450.440.480.610.560.810.580.590.530.561.000.600.860.560.590.620.600.600.640.630.640.64
NTB0.160.220.140.120.160.120.260.290.260.300.350.280.310.300.340.310.390.480.310.310.390.340.360.530.360.440.500.550.620.560.710.590.530.570.601.000.610.610.720.730.740.740.730.750.740.77
ESNT0.200.190.170.200.210.190.190.200.250.260.310.310.330.330.370.360.450.420.410.420.430.450.480.510.460.440.480.600.550.810.580.620.540.570.860.611.000.570.570.610.610.610.620.620.620.62
MLI0.170.220.180.230.190.190.240.300.250.340.380.340.340.330.400.380.450.470.440.440.450.450.510.510.460.520.520.580.560.520.590.580.560.580.560.610.571.000.600.600.600.620.600.630.600.64
RNST0.130.250.150.130.160.120.240.280.220.310.350.280.290.290.380.280.390.430.320.310.360.360.360.530.350.400.520.580.650.550.750.570.510.550.590.720.570.601.000.750.790.820.730.820.810.82
FHB0.120.240.140.140.170.090.260.300.210.310.360.240.260.310.360.290.400.460.300.310.370.330.360.580.360.390.500.610.650.580.710.610.540.580.620.730.610.600.751.000.770.770.760.780.770.81
SSB0.140.250.150.130.170.120.250.290.250.320.330.290.300.300.350.300.390.440.290.300.390.340.360.540.350.420.500.610.660.570.740.600.530.560.600.740.610.600.790.771.000.790.760.830.780.82
SBCF0.130.220.150.130.170.130.210.270.240.310.340.290.300.290.370.310.380.440.310.310.390.350.380.540.360.450.490.570.680.550.760.600.520.570.600.740.610.620.820.770.791.000.740.830.810.83
BPOP0.100.260.140.140.160.110.270.300.270.350.380.270.280.300.370.320.380.470.340.340.390.390.400.580.410.450.500.640.630.580.700.630.550.580.640.730.620.600.730.760.760.741.000.770.750.80
UCBI0.140.220.130.120.160.120.240.270.210.320.350.280.310.300.370.310.420.460.330.330.390.370.390.570.370.450.520.610.670.580.770.600.570.580.630.750.620.630.820.780.830.830.771.000.820.85
VBTX0.170.230.160.140.180.150.220.270.260.290.350.300.300.300.390.340.390.450.340.350.420.370.390.530.380.450.520.590.670.590.750.580.560.600.640.740.620.600.810.770.780.810.750.821.000.82
CATY0.150.270.150.140.180.140.270.310.240.360.390.300.320.330.390.330.410.500.330.330.410.380.400.590.380.460.540.650.680.580.780.630.560.610.640.770.620.640.820.810.820.830.800.850.821.00