Tomato Tree Taxable

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Tomato Tree Taxable

Currency in USD · Last updated Jun 2, 2025

Taxable portfolio of the family. Created in such a way that it should be less volatile than SP 500. Started ~April 2020, current version May 9 2025. Work in progress (as usual). Recently increased VEA, MSI and AEG at the expense om MCK, CAH and STRL and HUM. Some positions will be removed soon such as ALSN, LRCX, ADSK and perhaps ANSS.

Asset Allocation

Position	Category/Sector	Target Weight
AB AllianceBernstein Holding L.P.	Financial Services	2.14%
ABBV AbbVie Inc.	Healthcare	3.66%
ADSK Autodesk, Inc.	Technology	4.07%
AEM Agnico Eagle Mines Limited	Basic Materials	1.50%
AJG Arthur J. Gallagher & Co.	Financial Services	3.11%
ALSN Allison Transmission Holdings, Inc.	Consumer Cyclical	0.70%
ANSS ANSYS, Inc.	Technology	2.36%
BAESY BAE Systems PLC	Industrials	1.03%
BCE BCE Inc.	Communication Services	1.42%
BRO Brown & Brown, Inc.	Financial Services	3.71%
CAH Cardinal Health, Inc.	Healthcare	4.20%
CNQ Canadian Natural Resources Limited	Energy	2.57%
GD General Dynamics Corporation		2.69%
HUM Humana Inc.	Healthcare	2.48%
IRM Iron Mountain Incorporated	Real Estate	3.23%
LMT Lockheed Martin Corporation	Industrials	5.03%
LOW Lowe's Companies, Inc.	Consumer Cyclical	3.15%
LRCX Lam Research Corporation	Technology	2.72%
MCK McKesson Corporation	Healthcare	4.91%
MDT Medtronic plc	Healthcare	3.08%
MSFT Microsoft Corporation	Technology	3.73%
MSI Motorola Solutions, Inc.	Technology	2.88%
RTX Raytheon Technologies Corporation	Industrials	2.55%
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF	Volatility Hedged Equity	0.52%
STRL Sterling Construction Company, Inc.	Industrials	4.16%
STX Seagate Technology plc	Technology	4.54%
T AT&T Inc.	Communication Services	3.89%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	3.50%
VLO Valero Energy Corporation	Energy	2.18%
VNQ Vanguard Real Estate ETF	REIT	2.59%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	3.55%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	3.39%
WMB The Williams Companies, Inc.	Energy	3.10%
WPC W. P. Carey Inc.	Real Estate	1.66%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Feb 21, 2013, corresponding to the inception date of SMLV

Returns By Period

As of Jun 2, 2025, the Tomato Tree Taxable returned 12.24% Year-To-Date and 17.36% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
Tomato Tree Taxable	12.24%	4.05%	4.71%	22.75%	21.90%	17.36%
Portfolio components:
AB AllianceBernstein Holding L.P.	13.01%	-2.49%	15.57%	30.27%	18.23%	11.60%
ABBV AbbVie Inc.	6.70%	-6.23%	3.65%	19.62%	20.24%	15.40%
ADSK Autodesk, Inc.	0.19%	5.76%	1.45%	46.88%	5.52%	18.42%
AEM Agnico Eagle Mines Limited	52.01%	6.54%	40.83%	76.00%	18.17%	16.48%
AJG Arthur J. Gallagher & Co.	22.64%	4.94%	11.71%	38.29%	30.35%	24.16%
ALSN Allison Transmission Holdings, Inc.	-3.70%	6.72%	-12.19%	37.96%	23.59%	14.92%
ANSS ANSYS, Inc.	-1.93%	0.63%	-5.78%	4.21%	2.89%	13.89%
BAESY BAE Systems PLC	80.73%	7.59%	66.68%	48.13%	36.83%	17.46%
BCE BCE Inc.	-3.19%	1.63%	-14.60%	-29.58%	-6.64%	-1.07%
BRO Brown & Brown, Inc.	10.97%	2.25%	0.10%	26.82%	22.52%	22.37%
CAH Cardinal Health, Inc.	31.63%	3.28%	27.35%	58.36%	25.72%	8.89%
CNQ Canadian Natural Resources Limited	-0.29%	4.69%	-7.85%	-16.97%	31.28%	12.41%
GD General Dynamics Corporation	6.84%	2.00%	-0.88%	-5.16%	15.07%	9.62%
HUM Humana Inc.	-7.81%	-9.81%	-20.81%	-34.12%	-9.23%	1.60%
IRM Iron Mountain Incorporated	-5.23%	3.08%	-18.93%	25.94%	35.09%	18.53%
LMT Lockheed Martin Corporation	0.00%	2.03%	-7.64%	5.25%	6.39%	12.70%
LOW Lowe's Companies, Inc.	-7.65%	-0.64%	-16.34%	3.93%	13.18%	14.52%
LRCX Lam Research Corporation	12.19%	8.41%	10.02%	-12.40%	24.46%	27.34%
MCK McKesson Corporation	26.39%	1.57%	14.74%	26.90%	35.65%	12.69%
MDT Medtronic plc	4.70%	-2.20%	-2.52%	5.42%	-0.27%	3.52%
MSFT Microsoft Corporation	9.64%	5.96%	9.13%	11.75%	20.99%	27.67%
MSI Motorola Solutions, Inc.	-9.90%	2.20%	-16.46%	14.95%	24.57%	23.65%
RTX Raytheon Technologies Corporation	19.14%	5.35%	13.17%	29.25%	17.95%	8.97%
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF	-2.51%	2.09%	-9.75%	15.72%	12.29%	8.26%
STRL Sterling Construction Company, Inc.	11.61%	13.51%	-3.31%	53.02%	81.48%	47.37%
STX Seagate Technology plc	37.77%	26.72%	18.22%	30.23%	21.82%	13.37%
T AT&T Inc.	24.98%	0.69%	22.88%	60.57%	10.91%	8.22%
VEA Vanguard FTSE Developed Markets ETF	16.76%	3.67%	12.67%	13.09%	10.18%	6.32%
VLO Valero Energy Corporation	6.96%	9.36%	-5.72%	-15.36%	17.50%	12.78%
VNQ Vanguard Real Estate ETF	1.30%	-0.43%	-7.18%	11.75%	5.57%	5.64%
VTI Vanguard Total Stock Market ETF	0.38%	3.97%	-2.68%	12.80%	14.55%	12.19%
VYM Vanguard High Dividend Yield ETF	1.79%	2.48%	-2.87%	10.73%	12.75%	9.88%
WMB The Williams Companies, Inc.	12.81%	0.85%	5.23%	51.68%	31.08%	8.34%
WPC W. P. Carey Inc.	16.86%	1.73%	13.40%	18.20%	5.24%	6.57%

*Annualized

Monthly Returns

The table below presents the monthly returns of Tomato Tree Taxable, 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
2025	3.84%	1.15%	-0.70%	1.28%	6.25%	0.00%							12.24%
2024	1.08%	4.93%	4.60%	-5.12%	4.73%	2.55%	4.34%	2.91%	1.82%	-0.79%	5.39%	-6.70%	20.58%
2023	6.09%	-2.37%	2.29%	1.10%	-1.33%	6.32%	1.87%	2.00%	-3.99%	0.57%	6.84%	4.62%	26.01%
2022	-2.29%	2.50%	3.62%	-4.94%	2.59%	-6.84%	6.74%	-1.88%	-9.32%	11.45%	5.75%	-3.66%	1.67%
2021	-0.64%	4.47%	6.43%	5.15%	2.19%	0.13%	1.29%	0.88%	-3.35%	6.33%	-1.45%	7.31%	32.00%
2020	0.70%	-6.63%	-14.97%	11.27%	6.26%	1.54%	2.88%	5.04%	-3.69%	-2.41%	13.88%	3.70%	15.13%
2019	9.74%	4.10%	-0.72%	4.18%	-5.80%	7.64%	0.25%	0.72%	3.42%	3.35%	3.75%	1.58%	36.25%
2018	6.69%	-4.09%	-1.16%	1.36%	1.17%	-0.58%	3.16%	2.50%	0.49%	-10.03%	4.91%	-8.64%	-5.52%
2017	2.74%	3.22%	1.31%	0.77%	3.14%	1.25%	1.66%	-0.43%	3.86%	2.63%	1.72%	1.38%	25.80%
2016	-7.22%	1.67%	7.06%	0.69%	1.85%	1.94%	5.91%	1.09%	1.98%	-4.58%	6.14%	1.22%	18.18%
2015	-4.06%	5.68%	-0.32%	0.34%	1.28%	-3.30%	1.58%	-4.52%	-3.69%	6.19%	2.44%	-0.96%	-0.06%
2014	-1.47%	3.10%	0.93%	-0.57%	4.26%	3.59%	-1.02%	3.59%	-1.88%	4.58%	1.97%	-0.99%	16.96%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Tomato Tree Taxable has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SMLV

SPDR SSGA US Small Cap Low Volatility Index ETF

VYM

Vanguard High Dividend Yield ETF

VEA

Vanguard FTSE Developed Markets ETF

VNQ

Vanguard Real Estate ETF

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, Tomato Tree Taxable is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AB AllianceBernstein Holding L.P.	1.06	1.67	1.23	1.12	7.35
ABBV AbbVie Inc.	0.70	1.22	1.19	1.19	2.70
ADSK Autodesk, Inc.	1.64	2.04	1.28	1.01	4.57
AEM Agnico Eagle Mines Limited	2.23	2.72	1.38	4.46	15.04
AJG Arthur J. Gallagher & Co.	1.77	2.47	1.34	3.48	9.64
ALSN Allison Transmission Holdings, Inc.	1.17	1.72	1.26	1.36	3.62
ANSS ANSYS, Inc.	0.16	0.33	1.04	0.08	0.37
BAESY BAE Systems PLC	1.41	2.30	1.30	2.51	5.66
BCE BCE Inc.	-1.22	-1.47	0.81	-0.49	-1.15
BRO Brown & Brown, Inc.	1.28	1.94	1.28	2.38	5.98
CAH Cardinal Health, Inc.	2.69	3.65	1.51	3.50	16.95
CNQ Canadian Natural Resources Limited	-0.54	-0.49	0.94	-0.42	-1.04
GD General Dynamics Corporation	-0.23	-0.04	0.99	-0.14	-0.28
HUM Humana Inc.	-0.78	-0.83	0.88	-0.54	-1.10
IRM Iron Mountain Incorporated	0.79	1.27	1.19	0.76	1.68
LMT Lockheed Martin Corporation	0.23	0.66	1.10	0.30	0.56
LOW Lowe's Companies, Inc.	0.16	0.58	1.07	0.30	0.66
LRCX Lam Research Corporation	-0.24	-0.05	0.99	-0.30	-0.49
MCK McKesson Corporation	0.98	1.47	1.25	1.23	3.01
MDT Medtronic plc	0.25	0.48	1.06	0.14	0.81
MSFT Microsoft Corporation	0.46	0.64	1.08	0.34	0.76
MSI Motorola Solutions, Inc.	0.68	1.14	1.18	0.82	1.89
RTX Raytheon Technologies Corporation	1.12	1.74	1.28	2.06	7.04
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF	0.70	1.36	1.17	0.89	2.39
STRL Sterling Construction Company, Inc.	0.86	1.46	1.20	1.16	2.75
STX Seagate Technology plc	0.73	1.17	1.17	0.72	2.00
T AT&T Inc.	2.63	3.61	1.52	4.29	23.95
VEA Vanguard FTSE Developed Markets ETF	0.77	1.34	1.18	1.12	3.40
VLO Valero Energy Corporation	-0.42	-0.29	0.96	-0.34	-0.81
VNQ Vanguard Real Estate ETF	0.66	1.25	1.17	0.67	2.65
VTI Vanguard Total Stock Market ETF	0.63	1.04	1.15	0.68	2.53
VYM Vanguard High Dividend Yield ETF	0.67	1.24	1.17	0.91	3.50
WMB The Williams Companies, Inc.	1.99	2.61	1.37	4.68	12.15
WPC W. P. Carey Inc.	0.87	1.44	1.17	0.66	2.81

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.

Tomato Tree Taxable Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 1.49
5-Year: 1.40
10-Year: 0.98
All Time: 1.07

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 0.59 to 1.12, 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 Tomato Tree Taxable compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Tomato Tree Taxable provided a 2.34% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.34%	2.43%	2.54%	2.80%	2.70%	3.12%	2.80%	3.39%	2.67%	2.82%	3.01%	2.48%
Portfolio components:
AB AllianceBernstein Holding L.P.	8.34%	8.03%	8.44%	10.30%	7.33%	8.26%	7.67%	10.54%	8.50%	7.46%	8.09%	7.32%
ABBV AbbVie Inc.	3.43%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%
ADSK Autodesk, 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%
AEM Agnico Eagle Mines Limited	1.36%	2.05%	2.92%	3.08%	2.63%	1.35%	1.10%	1.09%	0.89%	0.86%	1.22%	1.29%
AJG Arthur J. Gallagher & Co.	0.71%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%
ALSN Allison Transmission Holdings, Inc.	1.00%	0.93%	1.58%	2.02%	2.09%	1.58%	1.24%	1.37%	1.39%	1.78%	2.32%	1.50%
ANSS ANSYS, 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%
BAESY BAE Systems PLC	1.66%	2.77%	2.45%	3.16%	4.45%	7.23%	3.75%	5.11%	3.49%	3.94%	4.36%	4.62%
BCE BCE Inc.	13.17%	12.58%	7.28%	6.43%	5.33%	5.76%	5.16%	5.84%	4.63%	4.83%	5.19%	4.84%
BRO Brown & Brown, Inc.	0.51%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%	1.25%
CAH Cardinal Health, Inc.	1.31%	1.28%	1.98%	2.57%	3.80%	3.62%	3.79%	4.24%	2.99%	2.41%	1.68%	1.65%
CNQ Canadian Natural Resources Limited	5.16%	5.02%	4.17%	6.31%	3.70%	5.15%	3.42%	5.92%	2.34%	2.19%	3.18%	2.58%
GD General Dynamics Corporation	2.07%	2.12%	2.01%	2.00%	2.24%	2.90%	2.26%	2.31%	1.61%	1.72%	2.46%	1.76%
HUM Humana Inc.	1.52%	1.40%	0.77%	0.62%	0.60%	0.61%	0.60%	0.70%	0.76%	0.43%	0.64%	0.77%
IRM Iron Mountain Incorporated	2.90%	3.34%	3.63%	4.96%	4.73%	8.39%	7.69%	7.32%	5.93%	6.17%	7.07%	6.05%
LMT Lockheed Martin Corporation	3.36%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%
LOW Lowe's Companies, Inc.	2.04%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%	1.19%
LRCX Lam Research Corporation	1.10%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%	0.68%
MCK McKesson Corporation	0.48%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%	0.46%
MDT Medtronic plc	3.37%	3.49%	3.34%	3.44%	2.39%	1.95%	1.87%	2.15%	2.24%	2.34%	1.88%	1.66%
MSFT Microsoft Corporation	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
MSI Motorola Solutions, Inc.	1.00%	0.87%	1.16%	1.26%	1.07%	1.55%	1.46%	1.85%	2.14%	2.05%	2.09%	1.94%
RTX Raytheon Technologies Corporation	1.88%	2.14%	2.76%	2.14%	2.33%	2.64%	1.96%	2.66%	2.13%	2.39%	2.66%	2.05%
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF	3.01%	2.68%	2.68%	2.40%	2.12%	2.47%	2.62%	3.15%	7.92%	3.04%	2.63%	2.76%
STRL Sterling Construction Company, 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%
STX Seagate Technology plc	2.41%	3.27%	3.28%	5.32%	2.40%	4.21%	4.27%	6.53%	6.02%	6.60%	6.14%	2.75%
T AT&T Inc.	4.00%	4.88%	6.63%	7.35%	11.19%	9.58%	6.91%	9.28%	6.67%	5.98%	7.23%	7.25%
VEA Vanguard FTSE Developed Markets ETF	2.81%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
VLO Valero Energy Corporation	3.41%	3.49%	3.14%	3.09%	5.22%	6.93%	3.84%	4.27%	3.05%	3.51%	2.40%	2.12%
VNQ Vanguard Real Estate ETF	4.07%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%
VTI Vanguard Total Stock Market ETF	1.29%	1.27%	1.44%	1.67%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%
VYM Vanguard High Dividend Yield ETF	2.86%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
WMB The Williams Companies, Inc.	3.18%	3.51%	5.14%	5.17%	6.30%	7.98%	6.41%	6.17%	3.94%	5.39%	9.53%	4.36%
WPC W. P. Carey Inc.	5.60%	6.41%	6.17%	5.43%	5.13%	5.91%	5.17%	6.26%	5.82%	6.65%	6.49%	5.26%

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 Tomato Tree Taxable. 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 Tomato Tree Taxable was 37.53%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Tomato Tree Taxable drawdown is 0.08%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.53%	Feb 14, 2020	26	Mar 23, 2020	162	Nov 10, 2020	188
-19.1%	Sep 24, 2018	64	Dec 24, 2018	77	Apr 16, 2019	141
-16.09%	Apr 27, 2015	202	Feb 11, 2016	52	Apr 27, 2016	254
-15.25%	Apr 21, 2022	113	Sep 30, 2022	43	Dec 1, 2022	156
-12.03%	Nov 11, 2024	101	Apr 8, 2025	17	May 2, 2025	118

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 34 assets, with an effective number of assets of 29.78, 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.

	^GSPC	AEM	BAESY	HUM	STRL	ABBV	VLO	CNQ	BCE	T	MCK	WPC	LMT	WMB	IRM	CAH	STX	AB	LRCX	MSFT	ALSN	LOW	MSI	MDT	ADSK	ANSS	AJG	BRO	GD	RTX	VNQ	SMLV	VEA	VTI	VYM	Portfolio
^GSPC	1.00	0.10	0.23	0.37	0.41	0.44	0.42	0.44	0.41	0.41	0.43	0.41	0.42	0.46	0.48	0.46	0.57	0.54	0.66	0.73	0.54	0.59	0.59	0.57	0.68	0.71	0.57	0.59	0.55	0.58	0.60	0.71	0.81	0.99	0.87	0.89
AEM	0.10	1.00	0.06	0.02	0.02	0.01	0.06	0.17	0.21	0.11	0.03	0.16	0.02	0.16	0.15	0.02	0.10	0.05	0.07	0.08	0.04	0.04	0.08	0.08	0.09	0.08	0.03	0.04	0.03	0.06	0.18	0.06	0.21	0.11	0.11	0.17
BAESY	0.23	0.06	1.00	0.12	0.14	0.13	0.15	0.20	0.20	0.16	0.16	0.13	0.23	0.18	0.16	0.17	0.15	0.20	0.13	0.11	0.20	0.14	0.18	0.17	0.15	0.16	0.18	0.19	0.27	0.27	0.16	0.24	0.35	0.23	0.25	0.29
HUM	0.37	0.02	0.12	1.00	0.15	0.32	0.18	0.17	0.19	0.20	0.36	0.19	0.24	0.18	0.18	0.34	0.19	0.22	0.19	0.26	0.22	0.27	0.26	0.33	0.22	0.26	0.29	0.31	0.30	0.27	0.25	0.30	0.29	0.37	0.37	0.41
STRL	0.41	0.02	0.14	0.15	1.00	0.16	0.25	0.26	0.16	0.19	0.20	0.19	0.19	0.26	0.26	0.23	0.29	0.26	0.32	0.23	0.39	0.29	0.27	0.21	0.30	0.28	0.23	0.26	0.30	0.32	0.26	0.48	0.36	0.43	0.42	0.51
ABBV	0.44	0.01	0.13	0.32	0.16	1.00	0.27	0.20	0.27	0.29	0.38	0.26	0.29	0.28	0.24	0.40	0.24	0.24	0.24	0.28	0.25	0.28	0.29	0.42	0.29	0.28	0.35	0.31	0.32	0.32	0.33	0.34	0.38	0.43	0.50	0.49
VLO	0.42	0.06	0.15	0.18	0.25	0.27	1.00	0.44	0.22	0.25	0.27	0.22	0.26	0.44	0.23	0.28	0.30	0.32	0.29	0.24	0.38	0.27	0.25	0.26	0.26	0.23	0.25	0.25	0.36	0.37	0.26	0.43	0.41	0.43	0.51	0.50
CNQ	0.44	0.17	0.20	0.17	0.26	0.20	0.44	1.00	0.35	0.24	0.21	0.19	0.23	0.53	0.24	0.23	0.29	0.32	0.27	0.23	0.37	0.24	0.23	0.22	0.26	0.25	0.24	0.24	0.34	0.37	0.25	0.40	0.50	0.45	0.50	0.50
BCE	0.41	0.21	0.20	0.19	0.16	0.27	0.22	0.35	1.00	0.41	0.25	0.34	0.29	0.28	0.33	0.26	0.25	0.27	0.20	0.25	0.24	0.28	0.30	0.35	0.24	0.24	0.31	0.31	0.32	0.33	0.42	0.37	0.50	0.40	0.48	0.46
T	0.41	0.11	0.16	0.20	0.19	0.29	0.25	0.24	0.41	1.00	0.28	0.34	0.30	0.30	0.32	0.33	0.25	0.30	0.19	0.20	0.31	0.30	0.29	0.34	0.21	0.19	0.33	0.33	0.36	0.37	0.40	0.42	0.40	0.41	0.55	0.47
MCK	0.43	0.03	0.16	0.36	0.20	0.38	0.27	0.21	0.25	0.28	1.00	0.25	0.32	0.28	0.24	0.70	0.25	0.26	0.21	0.25	0.29	0.29	0.32	0.36	0.26	0.25	0.35	0.35	0.37	0.35	0.30	0.35	0.35	0.42	0.46	0.54
WPC	0.41	0.16	0.13	0.19	0.19	0.26	0.22	0.19	0.34	0.34	0.25	1.00	0.30	0.28	0.49	0.26	0.25	0.27	0.23	0.25	0.25	0.31	0.31	0.35	0.27	0.27	0.37	0.35	0.34	0.32	0.77	0.47	0.39	0.42	0.47	0.48
LMT	0.42	0.02	0.23	0.24	0.19	0.29	0.26	0.23	0.29	0.30	0.32	0.30	1.00	0.24	0.26	0.35	0.23	0.27	0.21	0.25	0.31	0.29	0.34	0.34	0.23	0.27	0.39	0.38	0.66	0.57	0.34	0.38	0.36	0.41	0.50	0.52
WMB	0.46	0.16	0.18	0.18	0.26	0.28	0.44	0.53	0.28	0.30	0.28	0.28	0.24	1.00	0.33	0.29	0.31	0.33	0.26	0.24	0.38	0.29	0.27	0.29	0.29	0.24	0.29	0.28	0.34	0.38	0.35	0.45	0.45	0.47	0.54	0.55
IRM	0.48	0.15	0.16	0.18	0.26	0.24	0.23	0.24	0.33	0.32	0.24	0.49	0.26	0.33	1.00	0.28	0.33	0.30	0.29	0.29	0.34	0.36	0.35	0.32	0.31	0.31	0.34	0.34	0.35	0.35	0.63	0.48	0.43	0.49	0.52	0.54
CAH	0.46	0.02	0.17	0.34	0.23	0.40	0.28	0.23	0.26	0.33	0.70	0.26	0.35	0.29	0.28	1.00	0.30	0.28	0.25	0.26	0.33	0.31	0.33	0.40	0.29	0.26	0.39	0.37	0.40	0.39	0.34	0.43	0.40	0.46	0.52	0.58
STX	0.57	0.10	0.15	0.19	0.29	0.24	0.30	0.29	0.25	0.25	0.25	0.25	0.23	0.31	0.33	0.30	1.00	0.37	0.50	0.43	0.39	0.37	0.36	0.31	0.44	0.42	0.34	0.37	0.33	0.36	0.34	0.47	0.49	0.57	0.53	0.63
AB	0.54	0.05	0.20	0.22	0.26	0.24	0.32	0.32	0.27	0.30	0.26	0.27	0.27	0.33	0.30	0.28	0.37	1.00	0.37	0.35	0.38	0.36	0.36	0.34	0.39	0.39	0.39	0.38	0.36	0.39	0.40	0.51	0.50	0.56	0.55	0.56
LRCX	0.66	0.07	0.13	0.19	0.32	0.24	0.29	0.27	0.20	0.19	0.21	0.23	0.21	0.26	0.29	0.25	0.50	0.37	1.00	0.53	0.38	0.38	0.39	0.32	0.53	0.56	0.33	0.35	0.32	0.36	0.34	0.46	0.56	0.66	0.54	0.61
MSFT	0.73	0.08	0.11	0.26	0.23	0.28	0.24	0.23	0.25	0.20	0.25	0.25	0.25	0.24	0.29	0.26	0.43	0.35	0.53	1.00	0.29	0.39	0.44	0.37	0.58	0.62	0.40	0.39	0.33	0.34	0.39	0.40	0.54	0.70	0.52	0.59
ALSN	0.54	0.04	0.20	0.22	0.39	0.25	0.38	0.37	0.24	0.31	0.29	0.25	0.31	0.38	0.34	0.33	0.39	0.38	0.38	0.29	1.00	0.39	0.33	0.32	0.34	0.33	0.35	0.38	0.46	0.48	0.34	0.57	0.49	0.56	0.61	0.59
LOW	0.59	0.04	0.14	0.27	0.29	0.28	0.27	0.24	0.28	0.30	0.29	0.31	0.29	0.29	0.36	0.31	0.37	0.36	0.38	0.39	0.39	1.00	0.40	0.38	0.44	0.44	0.39	0.43	0.38	0.37	0.46	0.51	0.50	0.60	0.57	0.59
MSI	0.59	0.08	0.18	0.26	0.27	0.29	0.25	0.23	0.30	0.29	0.32	0.31	0.34	0.27	0.35	0.33	0.36	0.36	0.39	0.44	0.33	0.40	1.00	0.38	0.47	0.46	0.46	0.47	0.41	0.41	0.42	0.46	0.48	0.59	0.55	0.60
MDT	0.57	0.08	0.17	0.33	0.21	0.42	0.26	0.22	0.35	0.34	0.36	0.35	0.34	0.29	0.32	0.40	0.31	0.34	0.32	0.37	0.32	0.38	0.38	1.00	0.40	0.41	0.43	0.45	0.39	0.41	0.46	0.46	0.50	0.57	0.58	0.58
ADSK	0.68	0.09	0.15	0.22	0.30	0.29	0.26	0.26	0.24	0.21	0.26	0.27	0.23	0.29	0.31	0.29	0.44	0.39	0.53	0.58	0.34	0.44	0.47	0.40	1.00	0.68	0.39	0.41	0.32	0.36	0.40	0.49	0.56	0.69	0.53	0.65
ANSS	0.71	0.08	0.16	0.26	0.28	0.28	0.23	0.25	0.24	0.19	0.25	0.27	0.27	0.24	0.31	0.26	0.42	0.39	0.56	0.62	0.33	0.44	0.46	0.41	0.68	1.00	0.41	0.45	0.34	0.35	0.41	0.47	0.57	0.72	0.53	0.62
AJG	0.57	0.03	0.18	0.29	0.23	0.35	0.25	0.24	0.31	0.33	0.35	0.37	0.39	0.29	0.34	0.39	0.34	0.39	0.33	0.40	0.35	0.39	0.46	0.43	0.39	0.41	1.00	0.74	0.46	0.44	0.45	0.48	0.48	0.56	0.58	0.61
BRO	0.59	0.04	0.19	0.31	0.26	0.31	0.25	0.24	0.31	0.33	0.35	0.35	0.38	0.28	0.34	0.37	0.37	0.38	0.35	0.39	0.38	0.43	0.47	0.45	0.41	0.45	0.74	1.00	0.47	0.44	0.46	0.53	0.48	0.59	0.60	0.63
GD	0.55	0.03	0.27	0.30	0.30	0.32	0.36	0.34	0.32	0.36	0.37	0.34	0.66	0.34	0.35	0.40	0.33	0.36	0.32	0.33	0.46	0.38	0.41	0.39	0.32	0.34	0.46	0.47	1.00	0.64	0.41	0.54	0.49	0.55	0.64	0.64
RTX	0.58	0.06	0.27	0.27	0.32	0.32	0.37	0.37	0.33	0.37	0.35	0.32	0.57	0.38	0.35	0.39	0.36	0.39	0.36	0.34	0.48	0.37	0.41	0.41	0.36	0.35	0.44	0.44	0.64	1.00	0.41	0.56	0.53	0.58	0.66	0.65
VNQ	0.60	0.18	0.16	0.25	0.26	0.33	0.26	0.25	0.42	0.40	0.30	0.77	0.34	0.35	0.63	0.34	0.34	0.40	0.34	0.39	0.34	0.46	0.42	0.46	0.40	0.41	0.45	0.46	0.41	0.41	1.00	0.62	0.54	0.61	0.63	0.64
SMLV	0.71	0.06	0.24	0.30	0.48	0.34	0.43	0.40	0.37	0.42	0.35	0.47	0.38	0.45	0.48	0.43	0.47	0.51	0.46	0.40	0.57	0.51	0.46	0.46	0.49	0.47	0.48	0.53	0.54	0.56	0.62	1.00	0.65	0.75	0.78	0.76
VEA	0.81	0.21	0.35	0.29	0.36	0.38	0.41	0.50	0.50	0.40	0.35	0.39	0.36	0.45	0.43	0.40	0.49	0.50	0.56	0.54	0.49	0.50	0.48	0.50	0.56	0.57	0.48	0.48	0.49	0.53	0.54	0.65	1.00	0.81	0.77	0.79
VTI	0.99	0.11	0.23	0.37	0.43	0.43	0.43	0.45	0.40	0.41	0.42	0.42	0.41	0.47	0.49	0.46	0.57	0.56	0.66	0.70	0.56	0.60	0.59	0.57	0.69	0.72	0.56	0.59	0.55	0.58	0.61	0.75	0.81	1.00	0.87	0.90
VYM	0.87	0.11	0.25	0.37	0.42	0.50	0.51	0.50	0.48	0.55	0.46	0.47	0.50	0.54	0.52	0.52	0.53	0.55	0.54	0.52	0.61	0.57	0.55	0.58	0.53	0.53	0.58	0.60	0.64	0.66	0.63	0.78	0.77	0.87	1.00	0.89
Portfolio	0.89	0.17	0.29	0.41	0.51	0.49	0.50	0.50	0.46	0.47	0.54	0.48	0.52	0.55	0.54	0.58	0.63	0.56	0.61	0.59	0.59	0.59	0.60	0.58	0.65	0.62	0.61	0.63	0.64	0.65	0.64	0.76	0.79	0.90	0.89	1.00

The correlation results are calculated based on daily price changes starting from Feb 22, 2013

Go to the full Correlations tool for more customization options

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