Real Staples Equal Weight

Asset Allocation

Position	Category/Sector	Target Weight
PG The Procter & Gamble Company	Consumer Defensive	3.23%
KO The Coca-Cola Company	Consumer Defensive	3.23%
PEP PepsiCo, Inc.	Consumer Defensive	3.23%
MDLZ Mondelez International, Inc.	Consumer Defensive	3.23%
CL Colgate-Palmolive Company	Consumer Defensive	3.23%
KMB Kimberly-Clark Corporation	Consumer Defensive	3.23%
KVUE Kenvue Inc.	Consumer Defensive	3.23%
KR The Kroger Co.	Consumer Defensive	3.23%
KDP Keurig Dr Pepper Inc.	Consumer Defensive	3.23%
SYY Sysco Corporation	Consumer Defensive	3.23%
GIS General Mills, Inc.	Consumer Defensive	3.23%
STZ Constellation Brands, Inc.	Consumer Defensive	3.23%
KHC The Kraft Heinz Company	Consumer Defensive	3.23%
CHD Church & Dwight Co., Inc.	Consumer Defensive	3.23%
HSY The Hershey Company	Consumer Defensive	3.23%
ADM Archer-Daniels-Midland Company	Consumer Defensive	3.23%
K Kellogg Company	Consumer Defensive	3.23%
MKC McCormick & Company, Incorporated	Consumer Defensive	3.23%
CLX The Clorox Company	Consumer Defensive	3.23%
DG Dollar General Corporation	Consumer Defensive	3.23%
TSN Tyson Foods, Inc.	Consumer Defensive	3.23%
EL The Estee Lauder Companies Inc.	Consumer Defensive	3.23%
CAG Conagra Brands, Inc.	Consumer Defensive	3.23%
SJM The J. M. Smucker Company	Consumer Defensive	3.23%
TAP Molson Coors Brewing Company	Consumer Defensive	3.23%
BG Bunge Limited	Consumer Defensive	3.23%
HRL Hormel Foods Corporation	Consumer Defensive	3.23%
CPB Campbell Soup Company	Consumer Defensive	3.23%
LW Lamb Weston Holdings, Inc.	Consumer Defensive	3.23%
BF-B Brown-Forman Corporation	Consumer Defensive	3.23%
MNST Monster Beverage Corporation	Consumer Defensive	3.23%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Real Staples Equal Weight, 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 never rebalanced.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio Real Staples Equal Weight	1.78%	-0.07%	4.01%	2.88%	-0.59%	-3.37%	—	—
Portfolio components:
ADM Archer-Daniels-Midland Company	-2.94%	4.88%	42.75%	39.07%	76.02%	7.28%	6.26%	9.55%
BF-B Brown-Forman Corporation	2.75%	-5.49%	1.31%	-13.15%	-3.83%	-23.48%	-18.51%	-2.19%
BG Bunge Limited	-2.29%	1.83%	43.64%	36.66%	74.41%	14.28%	10.31%	9.78%
CAG Conagra Brands, Inc.	2.60%	-7.93%	-21.43%	-20.23%	-36.86%	-23.12%	-15.49%	-6.22%
CHD Church & Dwight Co., Inc.	2.78%	3.87%	16.11%	15.19%	-1.07%	2.58%	3.50%	8.31%
CL Colgate-Palmolive Company	4.09%	1.18%	13.49%	14.87%	0.64%	7.96%	3.51%	4.59%
CLX The Clorox Company	5.03%	2.15%	-4.41%	-8.12%	-22.95%	-12.80%	-9.01%	-0.22%
CPB Campbell Soup Company	0.60%	4.03%	-19.64%	-24.33%	-33.43%	-21.37%	-12.02%	-6.82%
DG Dollar General Corporation	0.17%	-8.47%	-21.19%	-20.95%	-6.76%	-11.08%	-11.47%	2.73%
EL The Estee Lauder Companies Inc.	0.71%	-2.77%	-19.71%	-20.03%	23.74%	-21.73%	-21.57%	0.19%

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

Monthly Returns

Based on dividend-adjusted daily data since May 5, 2023, Real Staples Equal Weight's average daily return is -0.02%, while the average monthly return is -0.33%.

Historically, 47% of months were positive and 53% were negative. The best month was Jan 2026 with a return of +7.1%, while the worst month was Mar 2026 at -10.1%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Real Staples Equal Weight closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +3.2%, while the worst single day was Apr 4, 2025 at -3.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.13%	6.81%	-10.12%	0.92%	-0.07%	0.28%							4.01%
2025	-2.91%	4.00%	1.76%	-2.04%	-1.18%	-2.47%	-0.47%	1.12%	-3.22%	-1.98%	3.62%	-2.56%	-6.49%
2024	-0.70%	1.35%	4.83%	-2.23%	-1.91%	-2.37%	1.86%	4.06%	1.73%	-5.54%	2.92%	-5.23%	-1.85%
2023					-5.06%	1.26%	1.35%	-4.66%	-6.27%	-3.63%	4.58%	2.53%	-10.02%

Benchmark Metrics

Real Staples Equal Weight has an annualized alpha of -7.77%, beta of 0.19, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since May 05, 2023.

This portfolio participated in 93.24% of S&P 500 Index downside but only 13.95% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.19 may look defensive, but with R2 of 0.05 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.05 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: -7.77%

Beta: 0.19

R²: 0.05

Upside Capture: 13.95%

Downside Capture: 93.24%

Expense Ratio

Real Staples Equal Weight 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

Real Staples Equal Weight ranks 4 for risk / return — in the bottom 4% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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

The table below presents risk-adjusted performance metrics for Real Staples Equal Weight and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	-0.01	2.01	-2.02
Sortino ratioReturn per unit of downside risk	0.08	2.71	-2.64
Omega ratioGain probability vs. loss probability	1.01	1.36	-0.36
Calmar ratioReturn relative to maximum drawdown	-0.01	2.69	-2.70
Martin ratioReturn relative to average drawdown	-0.02	12.34	-12.37
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADM Archer-Daniels-Midland Company	94	2.88	3.73	1.45	6.11	17.02
BF-B Brown-Forman Corporation	39	-0.02	0.25	1.03	-0.03	-0.07
BG Bunge Limited	92	2.44	3.57	1.41	4.97	13.87
CAG Conagra Brands, Inc.	3	-1.31	-1.94	0.79	-0.94	-1.80
CHD Church & Dwight Co., Inc.	37	-0.05	0.09	1.01	-0.06	-0.10
CL Colgate-Palmolive Company	40	0.03	0.21	1.02	0.04	0.07
CLX The Clorox Company	11	-0.82	-1.01	0.88	-0.72	-1.50
CPB Campbell Soup Company	5	-1.13	-1.63	0.81	-0.85	-1.59
DG Dollar General Corporation	32	-0.21	-0.06	0.99	-0.21	-0.50
EL The Estee Lauder Companies Inc.	57	0.53	0.99	1.14	0.59	1.45

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.

Real Staples Equal Weight Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: -0.01
All Time: -0.37

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 1.64 to 2.53, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Real Staples Equal Weight 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

Real Staples Equal Weight provided a 3.76% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.76%	3.57%	2.99%	2.82%	2.15%	2.09%	2.11%	2.20%	15.69%	2.05%	2.83%	2.59%
Portfolio components:
ADM Archer-Daniels-Midland Company	2.55%	3.55%	3.96%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%
BF-B Brown-Forman Corporation	3.50%	3.49%	2.32%	1.46%	1.17%	2.37%	0.88%	0.99%	3.10%	1.09%	1.54%	1.29%
BG Bunge Limited	2.23%	3.12%	3.48%	2.55%	2.31%	2.76%	3.05%	3.48%	3.59%	2.62%	2.21%	2.11%
CAG Conagra Brands, Inc.	10.76%	8.09%	5.05%	4.75%	3.32%	3.44%	2.52%	2.48%	3.98%	2.19%	29.36%	2.37%
CHD Church & Dwight Co., Inc.	1.25%	1.41%	1.08%	1.15%	1.30%	0.99%	1.10%	1.29%	1.32%	1.51%	1.61%	1.58%
CL Colgate-Palmolive Company	2.36%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
CLX The Clorox Company	5.27%	4.88%	2.98%	3.34%	3.33%	2.60%	2.15%	2.63%	2.41%	2.21%	2.62%	2.38%
CPB Campbell Soup Company	7.20%	5.60%	3.53%	3.42%	2.61%	3.41%	2.90%	2.83%	4.24%	2.91%	2.13%	2.37%
DG Dollar General Corporation	2.28%	1.78%	3.11%	1.30%	1.06%	0.69%	0.67%	0.80%	1.05%	0.84%	1.35%	1.22%
EL The Estee Lauder Companies Inc.	1.68%	1.34%	3.11%	1.81%	0.99%	0.59%	0.56%	0.86%	1.21%	1.10%	1.62%	1.16%

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 Real Staples Equal Weight. 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 Real Staples Equal Weight was 20.12%, occurring on Nov 6, 2025. The portfolio has not yet recovered.

The current Real Staples Equal Weight drawdown is 14.72%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 bear market2025	-20.12%Nov 2025	2y 6mo	—	3y 1moMay 2023 - now

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 31 assets, with an effective number of assets of 31.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.89	1.82	1.83

The portfolio has a diversification ratio of 1.83, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

Real Staples Equal Weight correlation to the S&P 500 Index

Real Staples Equal Weight has a 0.08 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (All Time) Calculated using the full available price history since May 5, 2023	0.19

Benchmark Correlations

Correlation vs. S&P 500 Index. EL has the highest benchmark correlation at 0.40, while KR has the lowest at -0.07.

-0.07

-0.05

-0.00

0.04

0.05

0.07

0.08

0.08

0.08

0.09

0.09

0.09

0.09

0.10

0.11

0.12

MDLZ

0.12

0.13

0.14

0.16

0.16

0.16

0.21

0.22

0.23

0.25

0.28

0.40

Portfolio Correlations

Correlation vs. Real Staples Equal Weight. PEP has the highest portfolio correlation at 0.76, while DG has the lowest at 0.40.

0.40

0.41

0.42

0.44

ADM

0.45

0.47

MNST

0.52

0.53

0.55

0.57

0.59

0.59

0.60

0.61

0.62

0.63

0.63

0.63

0.66

0.67

0.68

0.69

0.69

0.70

0.71

0.72

0.72

0.74

0.76

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	DG	BG	KR	EL	ADM	LW	MNST	K	KVUE	STZ	TSN	TAP	BF-B	SYY	KDP	HSY	CHD	CLX	KO	CL	SJM	CPB	PG	MKC	KMB	HRL	MDLZ	KHC	GIS	CAG	PEP
DG	1.00	0.17	0.28	0.27	0.17	0.15	0.24	0.17	0.23	0.27	0.24	0.19	0.26	0.29	0.21	0.23	0.19	0.22	0.17	0.22	0.21	0.22	0.17	0.20	0.25	0.30	0.19	0.23	0.21	0.24	0.21
BG	0.17	1.00	0.17	0.23	0.73	0.21	0.12	0.19	0.22	0.23	0.28	0.28	0.29	0.25	0.15	0.19	0.13	0.13	0.13	0.14	0.21	0.23	0.16	0.22	0.17	0.26	0.21	0.27	0.19	0.28	0.20
KR	0.28	0.17	1.00	-0.04	0.23	0.11	0.15	0.30	0.20	0.15	0.22	0.24	0.15	0.28	0.23	0.26	0.29	0.21	0.32	0.31	0.26	0.28	0.27	0.27	0.30	0.28	0.31	0.27	0.31	0.34	0.29
EL	0.27	0.23	-0.04	1.00	0.26	0.26	0.25	0.15	0.29	0.30	0.23	0.25	0.41	0.28	0.24	0.22	0.21	0.27	0.20	0.25	0.19	0.19	0.30	0.24	0.25	0.25	0.24	0.25	0.18	0.19	0.25
ADM	0.17	0.73	0.23	0.26	1.00	0.14	0.15	0.22	0.23	0.25	0.31	0.28	0.32	0.29	0.21	0.24	0.15	0.16	0.20	0.17	0.28	0.27	0.18	0.20	0.21	0.29	0.26	0.30	0.26	0.32	0.27
LW	0.15	0.21	0.11	0.26	0.14	1.00	0.25	0.25	0.22	0.31	0.19	0.32	0.33	0.35	0.25	0.31	0.27	0.27	0.22	0.22	0.30	0.33	0.26	0.34	0.24	0.36	0.34	0.36	0.33	0.35	0.34
MNST	0.24	0.12	0.15	0.25	0.15	0.25	1.00	0.24	0.31	0.33	0.23	0.32	0.32	0.32	0.38	0.34	0.28	0.32	0.46	0.36	0.31	0.23	0.34	0.33	0.32	0.31	0.38	0.28	0.25	0.26	0.45
K	0.17	0.19	0.30	0.15	0.22	0.25	0.24	1.00	0.27	0.24	0.30	0.30	0.25	0.27	0.34	0.36	0.32	0.32	0.36	0.32	0.40	0.39	0.32	0.41	0.34	0.41	0.44	0.44	0.45	0.45	0.42
KVUE	0.23	0.22	0.20	0.29	0.23	0.22	0.31	0.27	1.00	0.32	0.33	0.29	0.32	0.32	0.31	0.31	0.40	0.39	0.38	0.46	0.35	0.32	0.45	0.33	0.51	0.34	0.40	0.35	0.35	0.37	0.37
STZ	0.27	0.23	0.15	0.30	0.25	0.31	0.33	0.24	0.32	1.00	0.31	0.49	0.56	0.32	0.36	0.32	0.32	0.34	0.35	0.31	0.32	0.31	0.34	0.39	0.37	0.40	0.34	0.37	0.33	0.35	0.45
TSN	0.24	0.28	0.22	0.23	0.31	0.19	0.23	0.30	0.33	0.31	1.00	0.37	0.35	0.35	0.32	0.33	0.31	0.35	0.36	0.35	0.40	0.40	0.34	0.41	0.37	0.51	0.40	0.46	0.43	0.47	0.42
TAP	0.19	0.28	0.24	0.25	0.28	0.32	0.32	0.30	0.29	0.49	0.37	1.00	0.52	0.37	0.36	0.34	0.30	0.36	0.38	0.34	0.36	0.37	0.32	0.44	0.37	0.38	0.35	0.47	0.40	0.44	0.45
BF-B	0.26	0.29	0.15	0.41	0.32	0.33	0.32	0.25	0.32	0.56	0.35	0.52	1.00	0.35	0.41	0.29	0.29	0.37	0.35	0.31	0.38	0.39	0.38	0.40	0.37	0.43	0.34	0.43	0.39	0.41	0.46
SYY	0.29	0.25	0.28	0.28	0.29	0.35	0.32	0.27	0.32	0.32	0.35	0.37	0.35	1.00	0.35	0.38	0.38	0.42	0.37	0.42	0.40	0.35	0.41	0.45	0.38	0.42	0.41	0.41	0.39	0.42	0.44
KDP	0.21	0.15	0.23	0.24	0.21	0.25	0.38	0.34	0.31	0.36	0.32	0.36	0.41	0.35	1.00	0.35	0.34	0.42	0.54	0.42	0.43	0.40	0.41	0.43	0.40	0.42	0.45	0.48	0.42	0.43	0.55
HSY	0.23	0.19	0.26	0.22	0.24	0.31	0.34	0.36	0.31	0.32	0.33	0.34	0.29	0.38	0.35	1.00	0.39	0.37	0.45	0.39	0.46	0.44	0.39	0.46	0.39	0.43	0.59	0.49	0.52	0.49	0.53
CHD	0.19	0.13	0.29	0.21	0.15	0.27	0.28	0.32	0.40	0.32	0.31	0.30	0.29	0.38	0.34	0.39	1.00	0.56	0.45	0.61	0.44	0.41	0.68	0.43	0.60	0.42	0.48	0.38	0.43	0.43	0.49
CLX	0.22	0.13	0.21	0.27	0.16	0.27	0.32	0.32	0.39	0.34	0.35	0.36	0.37	0.42	0.42	0.37	0.56	1.00	0.44	0.52	0.43	0.38	0.58	0.43	0.57	0.40	0.46	0.45	0.45	0.45	0.48
KO	0.17	0.13	0.32	0.20	0.20	0.22	0.46	0.36	0.38	0.35	0.36	0.38	0.35	0.37	0.54	0.45	0.45	0.44	1.00	0.60	0.47	0.41	0.59	0.49	0.50	0.44	0.57	0.47	0.48	0.48	0.64
CL	0.22	0.14	0.31	0.25	0.17	0.22	0.36	0.32	0.46	0.31	0.35	0.34	0.31	0.42	0.42	0.39	0.61	0.52	0.60	1.00	0.43	0.42	0.71	0.47	0.63	0.46	0.53	0.43	0.49	0.46	0.55
SJM	0.21	0.21	0.26	0.19	0.28	0.30	0.31	0.40	0.35	0.32	0.40	0.36	0.38	0.40	0.43	0.46	0.44	0.43	0.47	0.43	1.00	0.62	0.43	0.51	0.49	0.54	0.51	0.58	0.63	0.60	0.53
CPB	0.22	0.23	0.28	0.19	0.27	0.33	0.23	0.39	0.32	0.31	0.40	0.37	0.39	0.35	0.40	0.44	0.41	0.38	0.41	0.42	0.62	1.00	0.42	0.52	0.51	0.57	0.54	0.67	0.72	0.69	0.55
PG	0.17	0.16	0.27	0.30	0.18	0.26	0.34	0.32	0.45	0.34	0.34	0.32	0.38	0.41	0.41	0.39	0.68	0.58	0.59	0.71	0.43	0.42	1.00	0.47	0.66	0.44	0.53	0.43	0.48	0.45	0.58
MKC	0.20	0.22	0.27	0.24	0.20	0.34	0.33	0.41	0.33	0.39	0.41	0.44	0.40	0.45	0.43	0.46	0.43	0.43	0.49	0.47	0.51	0.52	0.47	1.00	0.42	0.56	0.54	0.55	0.59	0.58	0.55
KMB	0.25	0.17	0.30	0.25	0.21	0.24	0.32	0.34	0.51	0.37	0.37	0.37	0.37	0.38	0.40	0.39	0.60	0.57	0.50	0.63	0.49	0.51	0.66	0.42	1.00	0.46	0.51	0.50	0.54	0.51	0.52
HRL	0.30	0.26	0.28	0.25	0.29	0.36	0.31	0.41	0.34	0.40	0.51	0.38	0.43	0.42	0.42	0.43	0.42	0.40	0.44	0.46	0.54	0.57	0.44	0.56	0.46	1.00	0.49	0.55	0.60	0.60	0.53
MDLZ	0.19	0.21	0.31	0.24	0.26	0.34	0.38	0.44	0.40	0.34	0.40	0.35	0.34	0.41	0.45	0.59	0.48	0.46	0.57	0.53	0.51	0.54	0.53	0.54	0.51	0.49	1.00	0.62	0.61	0.58	0.61
KHC	0.23	0.27	0.27	0.25	0.30	0.36	0.28	0.44	0.35	0.37	0.46	0.47	0.43	0.41	0.48	0.49	0.38	0.45	0.47	0.43	0.58	0.67	0.43	0.55	0.50	0.55	0.62	1.00	0.68	0.66	0.61
GIS	0.21	0.19	0.31	0.18	0.26	0.33	0.25	0.45	0.35	0.33	0.43	0.40	0.39	0.39	0.42	0.52	0.43	0.45	0.48	0.49	0.63	0.72	0.48	0.59	0.54	0.60	0.61	0.68	1.00	0.75	0.62
CAG	0.24	0.28	0.34	0.19	0.32	0.35	0.26	0.45	0.37	0.35	0.47	0.44	0.41	0.42	0.43	0.49	0.43	0.45	0.48	0.46	0.60	0.69	0.45	0.58	0.51	0.60	0.58	0.66	0.75	1.00	0.59
PEP	0.21	0.20	0.29	0.25	0.27	0.34	0.45	0.42	0.37	0.45	0.42	0.45	0.46	0.44	0.55	0.53	0.49	0.48	0.64	0.55	0.53	0.55	0.58	0.55	0.52	0.53	0.61	0.61	0.62	0.59	1.00

The correlation results are calculated based on daily price changes starting from May 5, 2023

Diversification Analysis

Find what Real Staples Equal Weight is missing

See which holdings overlap, where Real Staples Equal Weight is concentrated, and which low-correlation assets could fill the gaps.

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