16March2024 Charles Schwab Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 16March2024 Charles Schwab Portfolio, 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 May 30, 2007, corresponding to the inception date of BIL
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
16March2024 Charles Schwab Portfolio | 14.09% | 3.97% | 10.78% | 17.59% | N/A | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | 19.39% | 4.28% | 31.11% | 21.49% | 35.37% | 25.92% |
ADM Archer-Daniels-Midland Company | -13.32% | 4.42% | 16.52% | -21.06% | 12.88% | 4.89% |
AEP American Electric Power Company, Inc. | 27.26% | -0.59% | 20.28% | 34.85% | 5.65% | 10.49% |
BMY Bristol-Myers Squibb Company | 1.14% | 2.42% | 0.75% | -15.48% | 4.34% | 2.99% |
CCOI Cogent Communications Holdings, Inc. | -3.82% | 6.10% | 2.73% | 4.08% | 8.25% | 12.45% |
CHRW C.H. Robinson Worldwide, Inc. | 21.65% | 4.95% | 47.95% | 19.85% | 6.72% | 6.74% |
FIS Fidelity National Information Services, Inc. | 38.61% | 10.88% | 19.89% | 49.62% | -7.70% | 5.56% |
FNF Fidelity National Financial, Inc. | 17.81% | 7.49% | 17.72% | 46.27% | 11.39% | 15.57% |
GIS General Mills, Inc. | 14.04% | 4.34% | 14.35% | 13.20% | 9.62% | 6.64% |
GLW Corning Incorporated | 40.63% | 8.20% | 27.18% | 31.59% | 11.83% | 10.11% |
HRL Hormel Foods Corporation | 4.06% | -0.97% | -1.93% | -12.24% | -2.91% | 4.79% |
JNJ Johnson & Johnson | 8.30% | 1.81% | 5.40% | 6.62% | 8.21% | 7.77% |
KO The Coca-Cola Company | 24.92% | 4.53% | 23.08% | 26.10% | 9.01% | 9.12% |
LOW Lowe's Companies, Inc. | 13.30% | 3.36% | 3.63% | 9.09% | 19.41% | 18.94% |
MCK McKesson Corporation | 21.62% | -10.88% | 5.28% | 36.74% | 33.39% | 12.03% |
MDLZ Mondelez International, Inc. | 0.39% | 1.60% | 1.68% | 5.60% | 7.82% | 9.49% |
MDT Medtronic plc | 9.38% | 8.67% | 5.94% | 11.58% | -1.23% | 5.84% |
MFC Manulife Financial Corporation | 29.92% | 12.88% | 17.76% | 56.28% | 17.27% | 8.16% |
MRK Merck & Co., Inc. | 9.99% | 2.82% | -3.33% | 10.71% | 10.83% | 10.93% |
NRG | 67.51% | 21.44% | 48.98% | 127.26% | N/A | N/A |
NSC | 10.24% | 5.24% | -0.03% | 27.17% | N/A | N/A |
REMIX | 15.39% | 3.50% | 4.56% | 16.42% | N/A | N/A |
SCHD | 13.08% | 4.62% | 9.82% | 17.53% | N/A | N/A |
SMH | 39.22% | 11.46% | 8.64% | 56.79% | N/A | N/A |
TXN | 28.48% | 14.34% | 26.01% | 30.14% | N/A | N/A |
UGI | 4.52% | 0.85% | 3.22% | 5.10% | N/A | N/A |
UPS | -15.34% | 1.66% | -12.60% | -19.84% | N/A | N/A |
VIG | 16.13% | 5.18% | 10.42% | 22.30% | N/A | N/A |
VOO | 19.40% | 5.74% | 10.76% | 26.76% | N/A | N/A |
VYMI | 11.60% | 6.29% | 10.16% | 19.68% | N/A | N/A |
VZ | 16.39% | 1.98% | 7.05% | 28.56% | N/A | N/A |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.54% | 0.38% | 2.60% | 5.32% | 2.13% | 1.45% |
Monthly Returns
The table below presents the monthly returns of 16March2024 Charles Schwab Portfolio, 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 | -0.71% | 3.36% | 3.28% | -2.82% | 3.62% | 0.14% | 3.61% | 14.09% | |||||
2023 | 3.66% | -2.97% | 1.59% | 1.47% | -3.21% | 5.22% | 1.96% | -3.33% | -4.06% | -3.39% | 6.54% | 4.50% | 7.40% |
2022 | -0.12% | -2.43% | 3.88% | -3.82% | 2.80% | -5.70% | 6.09% | -2.29% | -8.53% | 8.36% | 4.54% | -4.45% | -3.14% |
2021 | -1.90% | 1.70% | 6.44% | 4.23% | 1.54% | -0.32% | 1.00% | 0.55% | -4.18% | 5.33% | -1.94% | 7.16% | 20.66% |
2020 | -1.15% | -8.19% | -7.30% | 8.70% | 5.31% | 1.38% | 8.22% | 6.08% | -1.72% | -3.56% | 9.69% | 2.24% | 19.14% |
2019 | 0.40% | 0.40% |
Expense Ratio
16March2024 Charles Schwab Portfolio has an expense ratio of 0.06%, which is considered low compared to other funds. 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 16March2024 Charles Schwab Portfolio is 39, 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 1.01 | 1.56 | 1.19 | 1.36 | 2.99 |
ADM Archer-Daniels-Midland Company | -0.67 | -0.65 | 0.88 | -0.48 | -1.07 |
AEP American Electric Power Company, Inc. | 1.56 | 2.23 | 1.28 | 1.07 | 7.45 |
BMY Bristol-Myers Squibb Company | -0.61 | -0.76 | 0.90 | -0.33 | -0.81 |
CCOI Cogent Communications Holdings, Inc. | 0.16 | 0.46 | 1.06 | 0.16 | 0.34 |
CHRW C.H. Robinson Worldwide, Inc. | 0.40 | 0.85 | 1.12 | 0.31 | 1.20 |
FIS Fidelity National Information Services, Inc. | 2.17 | 3.12 | 1.35 | 0.75 | 10.10 |
FNF Fidelity National Financial, Inc. | 2.04 | 2.50 | 1.35 | 1.99 | 10.28 |
GIS General Mills, Inc. | 0.51 | 0.84 | 1.10 | 0.32 | 1.98 |
GLW Corning Incorporated | 1.24 | 2.07 | 1.26 | 0.84 | 3.82 |
HRL Hormel Foods Corporation | -0.53 | -0.61 | 0.91 | -0.33 | -0.95 |
JNJ Johnson & Johnson | 0.29 | 0.53 | 1.06 | 0.24 | 0.77 |
KO The Coca-Cola Company | 1.76 | 2.47 | 1.33 | 1.37 | 7.45 |
LOW Lowe's Companies, Inc. | 0.44 | 0.79 | 1.10 | 0.38 | 0.95 |
MCK McKesson Corporation | 1.66 | 1.92 | 1.33 | 2.40 | 8.83 |
MDLZ Mondelez International, Inc. | 0.16 | 0.34 | 1.04 | 0.13 | 0.35 |
MDT Medtronic plc | 0.61 | 0.96 | 1.12 | 0.25 | 1.74 |
MFC Manulife Financial Corporation | 2.62 | 3.79 | 1.46 | 4.21 | 13.47 |
MRK Merck & Co., Inc. | 0.52 | 0.80 | 1.12 | 0.63 | 1.86 |
NRG | 4.27 | 4.64 | 1.62 | 6.85 | 25.48 |
NSC | 0.96 | 1.65 | 1.20 | 0.71 | 3.13 |
REMIX | 1.49 | 2.06 | 1.27 | 1.73 | 7.85 |
SCHD | 1.51 | 2.21 | 1.26 | 1.34 | 5.67 |
SMH | 1.77 | 2.35 | 1.30 | 2.31 | 7.87 |
TXN | 1.24 | 1.86 | 1.22 | 1.20 | 5.12 |
UGI | 0.45 | 0.95 | 1.11 | 0.28 | 1.84 |
UPS | -0.81 | -0.94 | 0.86 | -0.52 | -1.68 |
VIG | 2.20 | 3.09 | 1.40 | 2.27 | 9.67 |
VOO | 2.17 | 2.96 | 1.39 | 2.31 | 10.21 |
VYMI | 1.61 | 2.25 | 1.28 | 2.10 | 8.28 |
VZ | 1.33 | 2.07 | 1.27 | 0.71 | 6.65 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.75 | 481.76 | 482.76 | 494.59 | 7,851.35 |
Dividends
Dividend yield
16March2024 Charles Schwab Portfolio granted a 2.91% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
16March2024 Charles Schwab Portfolio | 2.91% | 3.09% | 2.63% | 2.11% | 2.20% | 2.44% | 2.58% | 2.15% | 2.15% | 2.36% | 1.91% | 2.00% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ADM Archer-Daniels-Midland Company | 3.20% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
AEP American Electric Power Company, Inc. | 3.51% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% | 4.17% |
BMY Bristol-Myers Squibb Company | 4.74% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
CCOI Cogent Communications Holdings, Inc. | 5.54% | 4.94% | 6.23% | 4.33% | 4.64% | 3.71% | 4.69% | 3.97% | 3.65% | 4.21% | 3.31% | 1.88% |
CHRW C.H. Robinson Worldwide, Inc. | 1.77% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% | 1.91% | 2.40% |
FIS Fidelity National Information Services, Inc. | 2.13% | 4.33% | 2.77% | 1.43% | 0.99% | 1.01% | 1.25% | 1.23% | 1.37% | 1.72% | 1.54% | 1.64% |
FNF Fidelity National Financial, Inc. | 3.21% | 3.59% | 4.57% | 2.99% | 3.45% | 3.54% | 3.82% | 2.07% | 2.59% | 2.31% | 1.93% | 2.04% |
GIS General Mills, Inc. | 3.28% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% |
GLW Corning Incorporated | 2.68% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% | 2.19% |
HRL Hormel Foods Corporation | 3.45% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% |
JNJ Johnson & Johnson | 2.93% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
KO The Coca-Cola Company | 2.61% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
LOW Lowe's Companies, Inc. | 1.79% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
MCK McKesson Corporation | 0.46% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
MDLZ Mondelez International, Inc. | 2.37% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
MDT Medtronic plc | 3.13% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
MFC Manulife Financial Corporation | 4.54% | 4.87% | 5.68% | 4.90% | 6.26% | 3.71% | 4.97% | 3.01% | 3.13% | 3.48% | 3.36% | 2.57% |
MRK Merck & Co., Inc. | 2.57% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
NRG | 1.88% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% | 1.57% |
NSC | 2.11% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% |
REMIX | 3.00% | 3.46% | 2.48% | 6.04% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SMH | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
TXN | 2.43% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
UGI | 6.02% | 6.04% | 3.84% | 2.97% | 3.76% | 2.68% | 1.93% | 2.10% | 2.04% | 2.67% | 2.16% | 2.70% |
UPS | 5.06% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
VIG | 1.71% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VOO | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VYMI | 4.38% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
VZ | 6.37% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.79% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 16March2024 Charles Schwab Portfolio. 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 16March2024 Charles Schwab Portfolio was 28.03%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-28.03% | Jan 21, 2020 | 44 | Mar 23, 2020 | 84 | Jul 22, 2020 | 128 |
-13.66% | Aug 17, 2022 | 32 | Sep 30, 2022 | 200 | Jul 20, 2023 | 232 |
-12.28% | Jul 26, 2023 | 67 | Oct 27, 2023 | 48 | Jan 8, 2024 | 115 |
-11.29% | Mar 30, 2022 | 56 | Jun 17, 2022 | 38 | Aug 12, 2022 | 94 |
-7.47% | Oct 13, 2020 | 14 | Oct 30, 2020 | 7 | Nov 10, 2020 | 21 |
Volatility
Volatility Chart
The current 16March2024 Charles Schwab Portfolio volatility is 3.31%, 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
BIL | GIS | HRL | MRK | CCOI | MCK | BMY | NRG | CHRW | VZ | AEP | JNJ | AAPL | SMH | REMIX | ADM | FNF | FIS | MDLZ | LOW | UPS | UGI | MDT | MFC | TXN | KO | NSC | GLW | VYMI | VOO | SCHD | VIG | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIL | 1.00 | -0.05 | -0.05 | 0.02 | 0.00 | 0.01 | -0.02 | 0.01 | -0.03 | 0.02 | 0.01 | -0.00 | -0.01 | 0.04 | -0.01 | -0.01 | 0.02 | 0.01 | -0.01 | -0.05 | 0.04 | -0.02 | -0.01 | 0.02 | 0.01 | -0.03 | -0.00 | 0.03 | 0.02 | 0.01 | 0.01 | 0.01 |
GIS | -0.05 | 1.00 | 0.63 | 0.35 | 0.17 | 0.30 | 0.33 | 0.13 | 0.19 | 0.36 | 0.46 | 0.40 | 0.12 | -0.03 | 0.07 | 0.28 | 0.12 | 0.17 | 0.60 | 0.19 | 0.20 | 0.28 | 0.21 | 0.10 | 0.08 | 0.48 | 0.19 | 0.13 | 0.16 | 0.17 | 0.32 | 0.30 |
HRL | -0.05 | 0.63 | 1.00 | 0.24 | 0.21 | 0.24 | 0.29 | 0.12 | 0.24 | 0.38 | 0.45 | 0.37 | 0.14 | -0.00 | 0.11 | 0.31 | 0.20 | 0.24 | 0.53 | 0.22 | 0.25 | 0.31 | 0.23 | 0.16 | 0.11 | 0.44 | 0.25 | 0.16 | 0.20 | 0.19 | 0.33 | 0.31 |
MRK | 0.02 | 0.35 | 0.24 | 1.00 | 0.17 | 0.39 | 0.50 | 0.21 | 0.18 | 0.34 | 0.31 | 0.52 | 0.17 | 0.09 | 0.16 | 0.25 | 0.18 | 0.24 | 0.35 | 0.20 | 0.22 | 0.26 | 0.34 | 0.19 | 0.16 | 0.36 | 0.25 | 0.21 | 0.27 | 0.29 | 0.38 | 0.38 |
CCOI | 0.00 | 0.17 | 0.21 | 0.17 | 1.00 | 0.16 | 0.21 | 0.24 | 0.25 | 0.30 | 0.25 | 0.24 | 0.29 | 0.30 | 0.28 | 0.21 | 0.30 | 0.32 | 0.26 | 0.33 | 0.31 | 0.29 | 0.27 | 0.29 | 0.31 | 0.26 | 0.28 | 0.31 | 0.34 | 0.41 | 0.39 | 0.43 |
MCK | 0.01 | 0.30 | 0.24 | 0.39 | 0.16 | 1.00 | 0.35 | 0.29 | 0.22 | 0.28 | 0.28 | 0.39 | 0.22 | 0.19 | 0.25 | 0.34 | 0.25 | 0.25 | 0.37 | 0.24 | 0.23 | 0.25 | 0.34 | 0.29 | 0.22 | 0.36 | 0.31 | 0.31 | 0.32 | 0.37 | 0.43 | 0.45 |
BMY | -0.02 | 0.33 | 0.29 | 0.50 | 0.21 | 0.35 | 1.00 | 0.22 | 0.23 | 0.31 | 0.32 | 0.50 | 0.19 | 0.14 | 0.23 | 0.32 | 0.24 | 0.29 | 0.35 | 0.22 | 0.28 | 0.34 | 0.40 | 0.25 | 0.23 | 0.39 | 0.31 | 0.27 | 0.32 | 0.33 | 0.45 | 0.41 |
NRG | 0.01 | 0.13 | 0.12 | 0.21 | 0.24 | 0.29 | 0.22 | 1.00 | 0.25 | 0.29 | 0.37 | 0.20 | 0.31 | 0.35 | 0.32 | 0.33 | 0.40 | 0.35 | 0.29 | 0.34 | 0.30 | 0.43 | 0.34 | 0.40 | 0.37 | 0.32 | 0.35 | 0.40 | 0.43 | 0.50 | 0.49 | 0.50 |
CHRW | -0.03 | 0.19 | 0.24 | 0.18 | 0.25 | 0.22 | 0.23 | 0.25 | 1.00 | 0.27 | 0.26 | 0.24 | 0.30 | 0.31 | 0.32 | 0.36 | 0.32 | 0.32 | 0.28 | 0.38 | 0.54 | 0.36 | 0.30 | 0.36 | 0.39 | 0.33 | 0.45 | 0.41 | 0.39 | 0.45 | 0.51 | 0.50 |
VZ | 0.02 | 0.36 | 0.38 | 0.34 | 0.30 | 0.28 | 0.31 | 0.29 | 0.27 | 1.00 | 0.43 | 0.41 | 0.18 | 0.12 | 0.20 | 0.36 | 0.31 | 0.35 | 0.44 | 0.30 | 0.32 | 0.43 | 0.36 | 0.32 | 0.24 | 0.45 | 0.36 | 0.31 | 0.36 | 0.35 | 0.51 | 0.43 |
AEP | 0.01 | 0.46 | 0.45 | 0.31 | 0.25 | 0.28 | 0.32 | 0.37 | 0.26 | 0.43 | 1.00 | 0.43 | 0.23 | 0.10 | 0.17 | 0.36 | 0.31 | 0.33 | 0.52 | 0.31 | 0.33 | 0.49 | 0.37 | 0.24 | 0.22 | 0.53 | 0.34 | 0.27 | 0.31 | 0.36 | 0.46 | 0.47 |
JNJ | -0.00 | 0.40 | 0.37 | 0.52 | 0.24 | 0.39 | 0.50 | 0.20 | 0.24 | 0.41 | 0.43 | 1.00 | 0.25 | 0.15 | 0.21 | 0.34 | 0.22 | 0.29 | 0.47 | 0.31 | 0.33 | 0.34 | 0.47 | 0.25 | 0.26 | 0.49 | 0.35 | 0.31 | 0.32 | 0.37 | 0.49 | 0.50 |
AAPL | -0.01 | 0.12 | 0.14 | 0.17 | 0.29 | 0.22 | 0.19 | 0.31 | 0.30 | 0.18 | 0.23 | 0.25 | 1.00 | 0.64 | 0.47 | 0.21 | 0.33 | 0.38 | 0.34 | 0.43 | 0.44 | 0.25 | 0.35 | 0.34 | 0.60 | 0.32 | 0.37 | 0.46 | 0.48 | 0.74 | 0.48 | 0.62 |
SMH | 0.04 | -0.03 | -0.00 | 0.09 | 0.30 | 0.19 | 0.14 | 0.35 | 0.31 | 0.12 | 0.10 | 0.15 | 0.64 | 1.00 | 0.57 | 0.27 | 0.39 | 0.42 | 0.23 | 0.48 | 0.44 | 0.25 | 0.33 | 0.46 | 0.84 | 0.21 | 0.40 | 0.58 | 0.60 | 0.79 | 0.56 | 0.67 |
REMIX | -0.01 | 0.07 | 0.11 | 0.16 | 0.28 | 0.25 | 0.23 | 0.32 | 0.32 | 0.20 | 0.17 | 0.21 | 0.47 | 0.57 | 1.00 | 0.40 | 0.41 | 0.40 | 0.26 | 0.37 | 0.37 | 0.35 | 0.38 | 0.53 | 0.55 | 0.31 | 0.42 | 0.50 | 0.64 | 0.68 | 0.57 | 0.62 |
ADM | -0.01 | 0.28 | 0.31 | 0.25 | 0.21 | 0.34 | 0.32 | 0.33 | 0.36 | 0.36 | 0.36 | 0.34 | 0.21 | 0.27 | 0.40 | 1.00 | 0.43 | 0.35 | 0.38 | 0.35 | 0.37 | 0.47 | 0.40 | 0.52 | 0.36 | 0.44 | 0.50 | 0.46 | 0.53 | 0.46 | 0.63 | 0.55 |
FNF | 0.02 | 0.12 | 0.20 | 0.18 | 0.30 | 0.25 | 0.24 | 0.40 | 0.32 | 0.31 | 0.31 | 0.22 | 0.33 | 0.39 | 0.41 | 0.43 | 1.00 | 0.45 | 0.32 | 0.49 | 0.43 | 0.49 | 0.41 | 0.58 | 0.43 | 0.35 | 0.49 | 0.53 | 0.57 | 0.58 | 0.65 | 0.62 |
FIS | 0.01 | 0.17 | 0.24 | 0.24 | 0.32 | 0.25 | 0.29 | 0.35 | 0.32 | 0.35 | 0.33 | 0.29 | 0.38 | 0.42 | 0.40 | 0.35 | 0.45 | 1.00 | 0.38 | 0.40 | 0.42 | 0.44 | 0.50 | 0.47 | 0.43 | 0.43 | 0.46 | 0.45 | 0.55 | 0.60 | 0.58 | 0.62 |
MDLZ | -0.01 | 0.60 | 0.53 | 0.35 | 0.26 | 0.37 | 0.35 | 0.29 | 0.28 | 0.44 | 0.52 | 0.47 | 0.34 | 0.23 | 0.26 | 0.38 | 0.32 | 0.38 | 1.00 | 0.37 | 0.38 | 0.40 | 0.44 | 0.28 | 0.31 | 0.66 | 0.37 | 0.35 | 0.41 | 0.48 | 0.52 | 0.58 |
LOW | -0.05 | 0.19 | 0.22 | 0.20 | 0.33 | 0.24 | 0.22 | 0.34 | 0.38 | 0.30 | 0.31 | 0.31 | 0.43 | 0.48 | 0.37 | 0.35 | 0.49 | 0.40 | 0.37 | 1.00 | 0.49 | 0.41 | 0.39 | 0.42 | 0.50 | 0.36 | 0.48 | 0.51 | 0.50 | 0.63 | 0.61 | 0.68 |
UPS | 0.04 | 0.20 | 0.25 | 0.22 | 0.31 | 0.23 | 0.28 | 0.30 | 0.54 | 0.32 | 0.33 | 0.33 | 0.44 | 0.44 | 0.37 | 0.37 | 0.43 | 0.42 | 0.38 | 0.49 | 1.00 | 0.41 | 0.42 | 0.38 | 0.48 | 0.40 | 0.54 | 0.50 | 0.49 | 0.59 | 0.63 | 0.64 |
UGI | -0.02 | 0.28 | 0.31 | 0.26 | 0.29 | 0.25 | 0.34 | 0.43 | 0.36 | 0.43 | 0.49 | 0.34 | 0.25 | 0.25 | 0.35 | 0.47 | 0.49 | 0.44 | 0.40 | 0.41 | 0.41 | 1.00 | 0.46 | 0.48 | 0.35 | 0.49 | 0.47 | 0.49 | 0.54 | 0.49 | 0.65 | 0.56 |
MDT | -0.01 | 0.21 | 0.23 | 0.34 | 0.27 | 0.34 | 0.40 | 0.34 | 0.30 | 0.36 | 0.37 | 0.47 | 0.35 | 0.33 | 0.38 | 0.40 | 0.41 | 0.50 | 0.44 | 0.39 | 0.42 | 0.46 | 1.00 | 0.43 | 0.40 | 0.51 | 0.47 | 0.46 | 0.51 | 0.57 | 0.59 | 0.63 |
MFC | 0.02 | 0.10 | 0.16 | 0.19 | 0.29 | 0.29 | 0.25 | 0.40 | 0.36 | 0.32 | 0.24 | 0.25 | 0.34 | 0.46 | 0.53 | 0.52 | 0.58 | 0.47 | 0.28 | 0.42 | 0.38 | 0.48 | 0.43 | 1.00 | 0.46 | 0.36 | 0.50 | 0.56 | 0.74 | 0.62 | 0.69 | 0.63 |
TXN | 0.01 | 0.08 | 0.11 | 0.16 | 0.31 | 0.22 | 0.23 | 0.37 | 0.39 | 0.24 | 0.22 | 0.26 | 0.60 | 0.84 | 0.55 | 0.36 | 0.43 | 0.43 | 0.31 | 0.50 | 0.48 | 0.35 | 0.40 | 0.46 | 1.00 | 0.32 | 0.48 | 0.60 | 0.58 | 0.75 | 0.64 | 0.70 |
KO | -0.03 | 0.48 | 0.44 | 0.36 | 0.26 | 0.36 | 0.39 | 0.32 | 0.33 | 0.45 | 0.53 | 0.49 | 0.32 | 0.21 | 0.31 | 0.44 | 0.35 | 0.43 | 0.66 | 0.36 | 0.40 | 0.49 | 0.51 | 0.36 | 0.32 | 1.00 | 0.48 | 0.38 | 0.46 | 0.50 | 0.62 | 0.62 |
NSC | -0.00 | 0.19 | 0.25 | 0.25 | 0.28 | 0.31 | 0.31 | 0.35 | 0.45 | 0.36 | 0.34 | 0.35 | 0.37 | 0.40 | 0.42 | 0.50 | 0.49 | 0.46 | 0.37 | 0.48 | 0.54 | 0.47 | 0.47 | 0.50 | 0.48 | 0.48 | 1.00 | 0.56 | 0.56 | 0.59 | 0.69 | 0.67 |
GLW | 0.03 | 0.13 | 0.16 | 0.21 | 0.31 | 0.31 | 0.27 | 0.40 | 0.41 | 0.31 | 0.27 | 0.31 | 0.46 | 0.58 | 0.50 | 0.46 | 0.53 | 0.45 | 0.35 | 0.51 | 0.50 | 0.49 | 0.46 | 0.56 | 0.60 | 0.38 | 0.56 | 1.00 | 0.62 | 0.68 | 0.71 | 0.69 |
VYMI | 0.02 | 0.16 | 0.20 | 0.27 | 0.34 | 0.32 | 0.32 | 0.43 | 0.39 | 0.36 | 0.31 | 0.32 | 0.48 | 0.60 | 0.64 | 0.53 | 0.57 | 0.55 | 0.41 | 0.50 | 0.49 | 0.54 | 0.51 | 0.74 | 0.58 | 0.46 | 0.56 | 0.62 | 1.00 | 0.76 | 0.76 | 0.74 |
VOO | 0.01 | 0.17 | 0.19 | 0.29 | 0.41 | 0.37 | 0.33 | 0.50 | 0.45 | 0.35 | 0.36 | 0.37 | 0.74 | 0.79 | 0.68 | 0.46 | 0.58 | 0.60 | 0.48 | 0.63 | 0.59 | 0.49 | 0.57 | 0.62 | 0.75 | 0.50 | 0.59 | 0.68 | 0.76 | 1.00 | 0.81 | 0.93 |
SCHD | 0.01 | 0.32 | 0.33 | 0.38 | 0.39 | 0.43 | 0.45 | 0.49 | 0.51 | 0.51 | 0.46 | 0.49 | 0.48 | 0.56 | 0.57 | 0.63 | 0.65 | 0.58 | 0.52 | 0.61 | 0.63 | 0.65 | 0.59 | 0.69 | 0.64 | 0.62 | 0.69 | 0.71 | 0.76 | 0.81 | 1.00 | 0.89 |
VIG | 0.01 | 0.30 | 0.31 | 0.38 | 0.43 | 0.45 | 0.41 | 0.50 | 0.50 | 0.43 | 0.47 | 0.50 | 0.62 | 0.67 | 0.62 | 0.55 | 0.62 | 0.62 | 0.58 | 0.68 | 0.64 | 0.56 | 0.63 | 0.63 | 0.70 | 0.62 | 0.67 | 0.69 | 0.74 | 0.93 | 0.89 | 1.00 |