AMPC JOHNSONB previous 2023-10 earlier

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	2.60%
AEP American Electric Power Company, Inc.	Utilities	2.20%
AMCR Amcor plc	Consumer Cyclical	2%
AMGN Amgen Inc.	Healthcare	3%
BCE BCE Inc.	Communication Services	2.20%
BMY Bristol-Myers Squibb Company	Healthcare	2%
BTI British American Tobacco p.l.c.	Consumer Defensive	2.10%
CAG Conagra Brands, Inc.	Consumer Defensive	2.10%
CCI Crown Castle International Corp.	Real Estate	1.70%
CLX The Clorox Company	Consumer Defensive	2.10%
CM Canadian Imperial Bank of Commerce	Financial Services	2%
CSCO Cisco Systems, Inc.	Technology	2.90%
CVX Chevron Corporation	Energy	2.40%
D Dominion Energy, Inc.	Utilities	1.90%
DLR Digital Realty Trust, Inc.	Real Estate	2.80%
DUK Duke Energy Corporation	Utilities	2.40%
ENB Enbridge Inc.	Energy	2.20%
GILD Gilead Sciences, Inc.	Healthcare	2.50%
GIS General Mills, Inc.	Consumer Defensive	2.40%
HBAN Huntington Bancshares Incorporated	Financial Services	1.70%
KEY KeyCorp	Financial Services	1.40%
KMB Kimberly-Clark Corporation	Consumer Defensive	2.50%
MRK Merck & Co., Inc.	Healthcare	2.60%
NGG National Grid plc	Utilities	2.50%
O Realty Income Corporation	Real Estate	2%
PFE Pfizer Inc.	Healthcare	1.90%
PM Philip Morris International Inc.	Consumer Defensive	2.40%
PNC The PNC Financial Services Group, Inc.	Financial Services	1.90%
PPL PPL Corporation	Utilities	2.30%
SO The Southern Company	Utilities	2.70%
T AT&T Inc.	Communication Services	2.10%
TFC Truist Financial Corporation	Financial Services	1.60%
TTE TotalEnergies SE	Energy	2.70%
UL The Unilever Group	Consumer Defensive	3.20%
UPS United Parcel Service, Inc.	Industrials	2%
USB U.S. Bancorp	Financial Services	2.30%
USD=X USD Cash		6%
VOD Vodafone Group Plc	Communication Services	2%
VZ Verizon Communications Inc.	Communication Services	3%
WBA Walgreens Boots Alliance, Inc.	Healthcare	1.60%
WMB The Williams Companies, Inc.	Energy	2.90%
XOM Exxon Mobil Corporation	Energy	3.20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPC JOHNSONB previous 2023-10 earlier, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Jun 11, 2019, corresponding to the inception date of AMCR

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	2.16%	-0.42%	4.03%	27.10%	18.38%	10.55%	12.70%
Portfolio AMPC JOHNSONB previous 2023-10 earlier	0.00%	0.84%	9.19%	13.29%	23.17%	11.11%	9.18%	—
Portfolio components:
ABBV AbbVie Inc.	-2.10%	-7.73%	-8.26%	-8.41%	22.77%	12.82%	18.55%	18.04%
AEP American Electric Power Company, Inc.	-0.62%	3.09%	19.14%	18.30%	34.62%	17.38%	13.74%	11.32%
AMCR Amcor plc	-1.44%	2.06%	0.00%	6.78%	-6.54%	-4.26%	-2.29%	—
AMGN Amgen Inc.	-1.29%	-4.56%	7.99%	22.69%	26.59%	15.32%	10.53%	11.54%
BCE BCE Inc.	-2.26%	-7.92%	-0.73%	0.27%	15.26%	-14.55%	-6.65%	-0.86%
BMY Bristol-Myers Squibb Company	-1.43%	0.47%	11.09%	36.32%	21.37%	-1.29%	2.74%	2.17%
BTI British American Tobacco p.l.c.	-0.07%	-0.38%	5.38%	17.31%	49.89%	27.85%	17.31%	6.83%
CAG Conagra Brands, Inc.	-2.38%	-6.12%	-10.57%	-14.98%	-37.18%	-22.12%	-11.87%	-4.88%
CLX The Clorox Company	-2.17%	-3.17%	5.57%	-10.47%	-22.51%	-9.75%	-8.19%	0.93%
CM Canadian Imperial Bank of Commerce	0.66%	7.35%	14.79%	31.43%	87.19%	40.78%	22.06%	16.74%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 12, 2019, AMPC JOHNSONB previous 2023-10 earlier's average daily return is +0.03%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +9.1%, while the worst month was Sep 2022 at -8.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AMPC JOHNSONB previous 2023-10 earlier closed higher 38% of trading days. The best single day was Mar 13, 2020 with a return of +7.3%, while the worst single day was Mar 12, 2020 at -8.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.12%	6.43%	-3.98%	0.68%									9.19%
2025	2.30%	3.64%	1.02%	-2.38%	1.11%	1.60%	0.10%	3.28%	-0.18%	-1.20%	3.82%	-0.12%	13.56%
2024	0.10%	-0.11%	4.38%	-2.53%	2.78%	-0.83%	6.08%	3.88%	1.80%	-0.36%	2.32%	-5.54%	12.03%
2023	2.30%	-3.73%	-0.73%	1.29%	-7.12%	3.02%	2.50%	-2.46%	-3.24%	-2.22%	6.28%	3.53%	-1.39%
2022	2.43%	-1.57%	2.15%	-1.72%	4.52%	-5.21%	2.45%	-2.94%	-8.57%	9.08%	6.54%	-2.55%	3.26%
2021	0.01%	1.30%	7.43%	2.58%	1.82%	-0.12%	-0.41%	1.56%	-2.80%	3.50%	-2.91%	7.44%	20.53%

Benchmark Metrics

AMPC JOHNSONB previous 2023-10 earlier has an annualized alpha of 1.64%, beta of 0.61, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since June 12, 2019.

This portfolio participated in 62.57% of S&P 500 Index downside but only 58.55% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.61 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 1.64%

Beta: 0.61

R²: 0.62

Upside Capture: 58.55%

Downside Capture: 62.57%

Expense Ratio

AMPC JOHNSONB previous 2023-10 earlier 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

AMPC JOHNSONB previous 2023-10 earlier ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.45	2.23	+0.22
Sortino ratio Return per unit of downside risk	3.63	3.12	+0.51
Omega ratio Gain probability vs. loss probability	1.44	1.42	+0.02
Calmar ratio Return relative to maximum drawdown	3.72	4.05	-0.33
Martin ratio Return relative to average drawdown	12.01	17.91	-5.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABBV AbbVie Inc.	56	0.93	1.39	1.18	1.50	3.48
AEP American Electric Power Company, Inc.	82	2.08	3.07	1.38	4.69	10.72
AMCR Amcor plc	28	-0.11	0.05	1.01	0.07	0.15
AMGN Amgen Inc.	62	1.03	1.65	1.20	2.35	5.37
BCE BCE Inc.	54	0.87	1.34	1.16	1.46	3.34
BMY Bristol-Myers Squibb Company	50	0.80	1.30	1.16	0.86	1.63
BTI British American Tobacco p.l.c.	84	2.57	3.27	1.41	4.19	10.53
CAG Conagra Brands, Inc.	3	-1.35	-2.00	0.78	-0.92	-1.37
CLX The Clorox Company	8	-0.93	-1.21	0.86	-0.65	-1.15
CM Canadian Imperial Bank of Commerce	98	5.31	6.58	1.90	8.88	39.54

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.

AMPC JOHNSONB previous 2023-10 earlier Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 2.45
5-Year: 0.78
All Time: 0.63

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 2.14 to 3.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of AMPC JOHNSONB previous 2023-10 earlier 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

AMPC JOHNSONB previous 2023-10 earlier provided a 3.72% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.72%	4.06%	4.70%	4.59%	4.20%	4.48%	4.42%	3.75%	4.10%	3.51%	4.04%	3.79%
Portfolio components:
ABBV AbbVie Inc.	3.20%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
AEP American Electric Power Company, Inc.	2.76%	3.24%	3.87%	4.15%	3.34%	3.37%	3.41%	2.87%	3.39%	3.25%	3.61%	3.69%
AMCR Amcor plc	6.26%	6.15%	5.34%	5.11%	4.05%	3.93%	3.93%	2.17%	0.00%	0.00%	0.00%	0.00%
AMGN Amgen Inc.	2.75%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%
BCE BCE Inc.	5.41%	6.98%	12.47%	7.29%	6.39%	5.37%	5.82%	5.16%	5.84%	4.63%	5.15%	6.00%
BMY Bristol-Myers Squibb Company	4.26%	4.60%	4.24%	4.44%	3.00%	2.36%	3.69%	2.55%	3.08%	2.55%	1.95%	2.17%
BTI British American Tobacco p.l.c.	5.24%	5.29%	8.18%	9.72%	7.23%	7.98%	7.22%	6.35%	8.53%	4.27%	3.85%	4.11%
CAG Conagra Brands, Inc.	9.22%	8.09%	5.05%	4.75%	3.32%	3.44%	2.52%	2.48%	3.98%	2.19%	29.36%	2.37%
CLX The Clorox Company	4.69%	4.88%	2.98%	3.34%	3.33%	2.60%	2.15%	2.63%	2.41%	2.21%	2.62%	2.38%
CM Canadian Imperial Bank of Commerce	2.87%	3.17%	4.21%	5.88%	7.77%	4.08%	5.06%	6.47%	5.48%	5.28%	5.93%	6.71%

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 AMPC JOHNSONB previous 2023-10 earlier. 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 AMPC JOHNSONB previous 2023-10 earlier was 29.32%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.

The current AMPC JOHNSONB previous 2023-10 earlier drawdown is 3.33%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.32%	Jan 21, 2020	63	Mar 23, 2020	246	Nov 24, 2020	309
-14.78%	Apr 21, 2022	175	Oct 12, 2022	533	Mar 28, 2024	708
-9.13%	Apr 1, 2025	8	Apr 8, 2025	65	Jun 12, 2025	73
-6.68%	Dec 2, 2024	18	Dec 19, 2024	71	Feb 28, 2025	89
-6%	Mar 2, 2026	19	Mar 20, 2026	—	—	—

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 42 assets, with an effective number of assets of 38.54, 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.

	Benchmark	USD=X	TTE	CLX	DLR	MRK	XOM	GILD	GIS	CVX	UL	ABBV	CAG	BMY	CSCO	WMB	WBA	KMB	BTI	PFE	CCI	VOD	NGG	AMGN	UPS	PM	VZ	CM	BCE	T	AEP	O	KEY	HBAN	D	ENB	SO	DUK	PNC	TFC	USB	AMCR	PPL	Portfolio
Benchmark	1.00	0.00	0.19	0.18	0.48	0.25	0.34	0.32	0.13	0.37	0.31	0.33	0.19	0.29	0.65	0.40	0.39	0.23	0.32	0.32	0.35	0.38	0.31	0.40	0.55	0.32	0.26	0.59	0.34	0.31	0.27	0.37	0.56	0.56	0.27	0.43	0.27	0.23	0.58	0.58	0.57	0.52	0.38	0.63
USD=X	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	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
TTE	0.19	0.00	1.00	0.01	0.04	0.07	0.33	0.05	0.03	0.35	0.07	0.08	0.04	0.10	0.14	0.20	0.14	0.04	0.16	0.10	0.02	0.19	0.09	0.06	0.14	0.15	0.09	0.21	0.13	0.14	0.06	0.08	0.20	0.19	0.09	0.24	0.06	0.07	0.20	0.19	0.20	0.19	0.10	0.28
CLX	0.18	0.00	0.01	1.00	0.20	0.24	0.02	0.23	0.42	0.03	0.37	0.20	0.39	0.23	0.13	0.05	0.14	0.56	0.18	0.21	0.29	0.11	0.21	0.22	0.22	0.23	0.27	0.07	0.21	0.20	0.31	0.23	0.05	0.07	0.30	0.12	0.27	0.29	0.07	0.08	0.08	0.26	0.24	0.34
DLR	0.48	0.00	0.04	0.20	1.00	0.17	0.05	0.17	0.15	0.07	0.24	0.14	0.18	0.18	0.31	0.19	0.21	0.24	0.19	0.23	0.51	0.19	0.29	0.24	0.26	0.19	0.20	0.26	0.21	0.19	0.33	0.43	0.19	0.18	0.32	0.27	0.31	0.29	0.22	0.21	0.21	0.27	0.31	0.38
MRK	0.25	0.00	0.07	0.24	0.17	1.00	0.16	0.34	0.33	0.18	0.28	0.40	0.28	0.46	0.19	0.14	0.19	0.32	0.22	0.45	0.23	0.22	0.25	0.42	0.21	0.23	0.30	0.13	0.26	0.25	0.28	0.25	0.14	0.14	0.27	0.19	0.29	0.29	0.16	0.17	0.19	0.27	0.26	0.43
XOM	0.34	0.00	0.33	0.02	0.05	0.16	1.00	0.15	0.12	0.83	0.09	0.21	0.15	0.17	0.27	0.54	0.28	0.07	0.24	0.18	0.07	0.26	0.11	0.16	0.26	0.24	0.21	0.32	0.26	0.28	0.13	0.18	0.42	0.40	0.16	0.45	0.15	0.15	0.41	0.39	0.39	0.29	0.25	0.48
GILD	0.32	0.00	0.05	0.23	0.17	0.34	0.15	1.00	0.30	0.16	0.27	0.40	0.27	0.37	0.33	0.18	0.29	0.30	0.23	0.35	0.23	0.22	0.24	0.47	0.25	0.26	0.28	0.19	0.26	0.26	0.26	0.22	0.20	0.22	0.25	0.20	0.27	0.27	0.24	0.23	0.25	0.28	0.27	0.45
GIS	0.13	0.00	0.03	0.42	0.15	0.33	0.12	0.30	1.00	0.12	0.34	0.27	0.65	0.30	0.15	0.13	0.24	0.52	0.27	0.26	0.32	0.19	0.28	0.30	0.21	0.29	0.34	0.09	0.28	0.25	0.40	0.27	0.08	0.09	0.39	0.21	0.39	0.43	0.13	0.12	0.14	0.30	0.35	0.44
CVX	0.37	0.00	0.35	0.03	0.07	0.18	0.83	0.16	0.12	1.00	0.10	0.22	0.16	0.21	0.28	0.54	0.29	0.08	0.23	0.20	0.09	0.27	0.13	0.18	0.26	0.23	0.24	0.36	0.28	0.28	0.15	0.21	0.42	0.40	0.18	0.47	0.17	0.17	0.41	0.39	0.39	0.31	0.25	0.49
UL	0.31	0.00	0.07	0.37	0.24	0.28	0.09	0.27	0.34	0.10	1.00	0.25	0.34	0.25	0.21	0.15	0.17	0.47	0.37	0.25	0.34	0.30	0.41	0.30	0.23	0.32	0.29	0.22	0.36	0.24	0.37	0.33	0.15	0.15	0.34	0.29	0.37	0.38	0.18	0.17	0.18	0.32	0.34	0.45
ABBV	0.33	0.00	0.08	0.20	0.14	0.40	0.21	0.40	0.27	0.22	0.25	1.00	0.25	0.47	0.27	0.25	0.26	0.28	0.27	0.42	0.23	0.24	0.24	0.46	0.29	0.29	0.27	0.22	0.26	0.25	0.23	0.25	0.22	0.24	0.25	0.25	0.26	0.28	0.25	0.26	0.26	0.29	0.28	0.49
CAG	0.19	0.00	0.04	0.39	0.18	0.28	0.15	0.27	0.65	0.16	0.34	0.25	1.00	0.28	0.18	0.16	0.27	0.48	0.29	0.25	0.30	0.23	0.30	0.28	0.28	0.30	0.34	0.15	0.30	0.26	0.36	0.30	0.17	0.18	0.36	0.25	0.36	0.39	0.22	0.21	0.22	0.34	0.34	0.49
BMY	0.29	0.00	0.10	0.23	0.18	0.46	0.17	0.37	0.30	0.21	0.25	0.47	0.28	1.00	0.26	0.19	0.24	0.31	0.24	0.45	0.26	0.24	0.25	0.43	0.25	0.27	0.31	0.20	0.29	0.29	0.28	0.28	0.22	0.23	0.32	0.25	0.31	0.31	0.22	0.27	0.25	0.32	0.31	0.49
CSCO	0.65	0.00	0.14	0.13	0.31	0.19	0.27	0.33	0.15	0.28	0.21	0.27	0.18	0.26	1.00	0.31	0.33	0.21	0.24	0.28	0.24	0.27	0.19	0.33	0.38	0.26	0.25	0.37	0.25	0.28	0.21	0.22	0.35	0.37	0.22	0.30	0.22	0.20	0.38	0.37	0.37	0.38	0.28	0.49
WMB	0.40	0.00	0.20	0.05	0.19	0.14	0.54	0.18	0.13	0.54	0.15	0.25	0.16	0.19	0.31	1.00	0.29	0.12	0.28	0.19	0.17	0.28	0.21	0.20	0.25	0.28	0.23	0.40	0.27	0.31	0.23	0.27	0.42	0.40	0.26	0.57	0.26	0.26	0.39	0.39	0.37	0.32	0.35	0.52
WBA	0.39	0.00	0.14	0.14	0.21	0.19	0.28	0.29	0.24	0.29	0.17	0.26	0.27	0.24	0.33	0.29	1.00	0.22	0.24	0.31	0.22	0.29	0.21	0.27	0.34	0.27	0.27	0.32	0.30	0.34	0.22	0.28	0.39	0.39	0.24	0.29	0.23	0.22	0.37	0.39	0.38	0.35	0.33	0.49
KMB	0.23	0.00	0.04	0.56	0.24	0.32	0.07	0.30	0.52	0.08	0.47	0.28	0.48	0.31	0.21	0.12	0.22	1.00	0.27	0.28	0.37	0.21	0.31	0.32	0.27	0.34	0.37	0.11	0.29	0.29	0.43	0.32	0.10	0.11	0.43	0.22	0.44	0.45	0.12	0.12	0.15	0.34	0.38	0.47
BTI	0.32	0.00	0.16	0.18	0.19	0.22	0.24	0.23	0.27	0.23	0.37	0.27	0.29	0.24	0.24	0.28	0.24	0.27	1.00	0.25	0.26	0.40	0.35	0.27	0.20	0.49	0.29	0.34	0.32	0.32	0.28	0.29	0.27	0.26	0.27	0.39	0.29	0.30	0.26	0.26	0.28	0.30	0.34	0.49
PFE	0.32	0.00	0.10	0.21	0.23	0.45	0.18	0.35	0.26	0.20	0.25	0.42	0.25	0.45	0.28	0.19	0.31	0.28	0.25	1.00	0.30	0.26	0.27	0.42	0.33	0.23	0.32	0.25	0.33	0.29	0.27	0.29	0.22	0.23	0.30	0.26	0.30	0.29	0.24	0.25	0.28	0.35	0.28	0.49
CCI	0.35	0.00	0.02	0.29	0.51	0.23	0.07	0.23	0.32	0.09	0.34	0.23	0.30	0.26	0.24	0.17	0.22	0.37	0.26	0.30	1.00	0.25	0.38	0.31	0.29	0.28	0.34	0.20	0.34	0.28	0.46	0.51	0.16	0.17	0.45	0.29	0.48	0.44	0.19	0.19	0.21	0.30	0.42	0.47
VOD	0.38	0.00	0.19	0.11	0.19	0.22	0.26	0.22	0.19	0.27	0.30	0.24	0.23	0.24	0.27	0.28	0.29	0.21	0.40	0.26	0.25	1.00	0.41	0.25	0.26	0.31	0.32	0.40	0.37	0.39	0.25	0.30	0.37	0.35	0.23	0.35	0.26	0.26	0.36	0.37	0.36	0.33	0.32	0.51
NGG	0.31	0.00	0.09	0.21	0.29	0.25	0.11	0.24	0.28	0.13	0.41	0.24	0.30	0.25	0.19	0.21	0.21	0.31	0.35	0.27	0.38	0.41	1.00	0.29	0.21	0.30	0.32	0.26	0.35	0.31	0.48	0.39	0.17	0.19	0.43	0.36	0.49	0.50	0.19	0.21	0.21	0.31	0.47	0.49
AMGN	0.40	0.00	0.06	0.22	0.24	0.42	0.16	0.47	0.30	0.18	0.30	0.46	0.28	0.43	0.33	0.20	0.27	0.32	0.27	0.42	0.31	0.25	0.29	1.00	0.29	0.27	0.31	0.23	0.31	0.26	0.29	0.28	0.24	0.25	0.29	0.24	0.30	0.30	0.25	0.28	0.28	0.34	0.30	0.50
UPS	0.55	0.00	0.14	0.22	0.26	0.21	0.26	0.25	0.21	0.26	0.23	0.29	0.28	0.25	0.38	0.25	0.34	0.27	0.20	0.33	0.29	0.26	0.21	0.29	1.00	0.22	0.27	0.36	0.29	0.26	0.23	0.29	0.40	0.42	0.26	0.27	0.23	0.22	0.40	0.42	0.42	0.45	0.28	0.50
PM	0.32	0.00	0.15	0.23	0.19	0.23	0.24	0.26	0.29	0.23	0.32	0.29	0.30	0.27	0.26	0.28	0.27	0.34	0.49	0.23	0.28	0.31	0.30	0.27	0.22	1.00	0.30	0.31	0.32	0.36	0.33	0.31	0.27	0.28	0.34	0.36	0.35	0.37	0.28	0.29	0.31	0.35	0.38	0.53
VZ	0.26	0.00	0.09	0.27	0.20	0.30	0.21	0.28	0.34	0.24	0.29	0.27	0.34	0.31	0.25	0.23	0.27	0.37	0.29	0.32	0.34	0.32	0.32	0.31	0.27	0.30	1.00	0.22	0.40	0.62	0.39	0.34	0.23	0.24	0.40	0.29	0.41	0.43	0.27	0.27	0.28	0.35	0.38	0.54
CM	0.59	0.00	0.21	0.07	0.26	0.13	0.32	0.19	0.09	0.36	0.22	0.22	0.15	0.20	0.37	0.40	0.32	0.11	0.34	0.25	0.20	0.40	0.26	0.23	0.36	0.31	0.22	1.00	0.37	0.31	0.19	0.28	0.57	0.57	0.21	0.48	0.20	0.18	0.56	0.56	0.55	0.40	0.32	0.53
BCE	0.34	0.00	0.13	0.21	0.21	0.26	0.26	0.26	0.28	0.28	0.36	0.26	0.30	0.29	0.25	0.27	0.30	0.29	0.32	0.33	0.34	0.37	0.35	0.31	0.29	0.32	0.40	0.37	1.00	0.39	0.31	0.40	0.25	0.25	0.32	0.45	0.36	0.34	0.26	0.26	0.28	0.39	0.36	0.52
T	0.31	0.00	0.14	0.20	0.19	0.25	0.28	0.26	0.25	0.28	0.24	0.25	0.26	0.29	0.28	0.31	0.34	0.29	0.32	0.29	0.28	0.39	0.31	0.26	0.26	0.36	0.62	0.31	0.39	1.00	0.33	0.34	0.33	0.34	0.34	0.35	0.37	0.38	0.34	0.37	0.37	0.32	0.41	0.56
AEP	0.27	0.00	0.06	0.31	0.33	0.28	0.13	0.26	0.40	0.15	0.37	0.23	0.36	0.28	0.21	0.23	0.22	0.43	0.28	0.27	0.46	0.25	0.48	0.29	0.23	0.33	0.39	0.19	0.31	0.33	1.00	0.46	0.14	0.15	0.66	0.34	0.73	0.74	0.19	0.18	0.21	0.29	0.65	0.52
O	0.37	0.00	0.08	0.23	0.43	0.25	0.18	0.22	0.27	0.21	0.33	0.25	0.30	0.28	0.22	0.27	0.28	0.32	0.29	0.29	0.51	0.30	0.39	0.28	0.29	0.31	0.34	0.28	0.40	0.34	0.46	1.00	0.28	0.28	0.43	0.38	0.47	0.47	0.30	0.30	0.33	0.35	0.48	0.55
KEY	0.56	0.00	0.20	0.05	0.19	0.14	0.42	0.20	0.08	0.42	0.15	0.22	0.17	0.22	0.35	0.42	0.39	0.10	0.27	0.22	0.16	0.37	0.17	0.24	0.40	0.27	0.23	0.57	0.25	0.33	0.14	0.28	1.00	0.84	0.19	0.35	0.16	0.15	0.82	0.82	0.78	0.43	0.34	0.57
HBAN	0.56	0.00	0.19	0.07	0.18	0.14	0.40	0.22	0.09	0.40	0.15	0.24	0.18	0.23	0.37	0.40	0.39	0.11	0.26	0.23	0.17	0.35	0.19	0.25	0.42	0.28	0.24	0.57	0.25	0.34	0.15	0.28	0.84	1.00	0.20	0.34	0.17	0.16	0.79	0.81	0.79	0.44	0.35	0.57
D	0.27	0.00	0.09	0.30	0.32	0.27	0.16	0.25	0.39	0.18	0.34	0.25	0.36	0.32	0.22	0.26	0.24	0.43	0.27	0.30	0.45	0.23	0.43	0.29	0.26	0.34	0.40	0.21	0.32	0.34	0.66	0.43	0.19	0.20	1.00	0.37	0.67	0.70	0.23	0.22	0.24	0.34	0.62	0.55
ENB	0.43	0.00	0.24	0.12	0.27	0.19	0.45	0.20	0.21	0.47	0.29	0.25	0.25	0.25	0.30	0.57	0.29	0.22	0.39	0.26	0.29	0.35	0.36	0.24	0.27	0.36	0.29	0.48	0.45	0.35	0.34	0.38	0.35	0.34	0.37	1.00	0.37	0.38	0.38	0.36	0.36	0.36	0.43	0.59
SO	0.27	0.00	0.06	0.27	0.31	0.29	0.15	0.27	0.39	0.17	0.37	0.26	0.36	0.31	0.22	0.26	0.23	0.44	0.29	0.30	0.48	0.26	0.49	0.30	0.23	0.35	0.41	0.20	0.36	0.37	0.73	0.47	0.16	0.17	0.67	0.37	1.00	0.77	0.21	0.21	0.22	0.31	0.65	0.56
DUK	0.23	0.00	0.07	0.29	0.29	0.29	0.15	0.27	0.43	0.17	0.38	0.28	0.39	0.31	0.20	0.26	0.22	0.45	0.30	0.29	0.44	0.26	0.50	0.30	0.22	0.37	0.43	0.18	0.34	0.38	0.74	0.47	0.15	0.16	0.70	0.38	0.77	1.00	0.20	0.19	0.20	0.32	0.65	0.56
PNC	0.58	0.00	0.20	0.07	0.22	0.16	0.41	0.24	0.13	0.41	0.18	0.25	0.22	0.22	0.38	0.39	0.37	0.12	0.26	0.24	0.19	0.36	0.19	0.25	0.40	0.28	0.27	0.56	0.26	0.34	0.19	0.30	0.82	0.79	0.23	0.38	0.21	0.20	1.00	0.81	0.79	0.43	0.36	0.60
TFC	0.58	0.00	0.19	0.08	0.21	0.17	0.39	0.23	0.12	0.39	0.17	0.26	0.21	0.27	0.37	0.39	0.39	0.12	0.26	0.25	0.19	0.37	0.21	0.28	0.42	0.29	0.27	0.56	0.26	0.37	0.18	0.30	0.82	0.81	0.22	0.36	0.21	0.19	0.81	1.00	0.79	0.41	0.37	0.61
USB	0.57	0.00	0.20	0.08	0.21	0.19	0.39	0.25	0.14	0.39	0.18	0.26	0.22	0.25	0.37	0.37	0.38	0.15	0.28	0.28	0.21	0.36	0.21	0.28	0.42	0.31	0.28	0.55	0.28	0.37	0.21	0.33	0.78	0.79	0.24	0.36	0.22	0.20	0.79	0.79	1.00	0.46	0.36	0.61
AMCR	0.52	0.00	0.19	0.26	0.27	0.27	0.29	0.28	0.30	0.31	0.32	0.29	0.34	0.32	0.38	0.32	0.35	0.34	0.30	0.35	0.30	0.33	0.31	0.34	0.45	0.35	0.35	0.40	0.39	0.32	0.29	0.35	0.43	0.44	0.34	0.36	0.31	0.32	0.43	0.41	0.46	1.00	0.37	0.60
PPL	0.38	0.00	0.10	0.24	0.31	0.26	0.25	0.27	0.35	0.25	0.34	0.28	0.34	0.31	0.28	0.35	0.33	0.38	0.34	0.28	0.42	0.32	0.47	0.30	0.28	0.38	0.38	0.32	0.36	0.41	0.65	0.48	0.34	0.35	0.62	0.43	0.65	0.65	0.36	0.37	0.36	0.37	1.00	0.63
Portfolio	0.63	0.00	0.28	0.34	0.38	0.43	0.48	0.45	0.44	0.49	0.45	0.49	0.49	0.49	0.49	0.52	0.49	0.47	0.49	0.49	0.47	0.51	0.49	0.50	0.50	0.53	0.54	0.53	0.52	0.56	0.52	0.55	0.57	0.57	0.55	0.59	0.56	0.56	0.60	0.61	0.61	0.60	0.63	1.00

The correlation results are calculated based on daily price changes starting from Jun 12, 2019

AMPC JOHNSONB previous 2023-10 earlier

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table