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R13_Retirement, All-weather, Solid companies
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

R13_Retirement, All-weather, Solid companies

Currency in USD · Last updated May 21, 2025

My future retirement buy and hold portfolio. The goal to provide money for retirement in the form of capital appreciation. Initial modeling done with Portfoliovisualizer with backfill of AVGO with CSCO and TDM with LMT to prolong track record to 2001.

Portfolio created from established, solid, profitable companies with at least 20 years of track record so no TSLA and the likes; kept weight between ~1% and 5% except Lockheed Martin at 9% (for geopolitical reasons). Didn't chase dividends. Contains some long-term Treasury bonds. Tried to keep it diversified and with at least some international exposure. Also tried to minimize volativity.

This portfolio is a work in progress, all comments and suggestions are welcome.

Asset Allocation

VUSUX 2.5%LMT 8.5%O 5%NVO 5%UNH 4%GIS 4%NEE 4%COST 4%TYL 4%LLY 4%ENB 3.74%LNG 3.7%TDG 3.5%TJX 3%BRO 3%AVGO 3%STRL 3%DECK 3%XLK 3%ANSS 2.5%GD 2.4%TMO 2.37%AJG 2%ODFL 2%MKC 2%EW 2%BAESY 2%DRI 1.78%CTRA 1.5%FICO 1.5%ADM 1.5%BLK 1.31%CNI 1.2%BondBondEquityEquity
PositionCategory/SectorTarget Weight
ADM
Archer-Daniels-Midland Company		Consumer Defensive
1.50%
AJG
Arthur J. Gallagher & Co.		Financial Services
2%
ANSS
ANSYS, Inc.		Technology
2.50%
AVGO
Broadcom Inc.		Technology
3%
BAESY
BAE Systems PLC		Industrials
2%
BLK
BlackRock, Inc.		Financial Services
1.31%
BRO
Brown & Brown, Inc.		Financial Services
3%
CNI
Canadian National Railway Company		Industrials
1.20%
COST
Costco Wholesale Corporation		Consumer Defensive
4%
CTRA
Coterra Energy Inc.		Energy
1.50%
DECK
Deckers Outdoor Corporation		Consumer Cyclical
3%
DRI
Darden Restaurants, Inc.		Consumer Cyclical
1.78%
ENB
Enbridge Inc.		Energy
3.74%
EW
Edwards Lifesciences Corporation		Healthcare
2%
FICO
Fair Isaac Corporation		Technology
1.50%
GD
General Dynamics Corporation
2.40%
GIS
General Mills, Inc.		Consumer Defensive
4%
LLY
Eli Lilly and Company		Healthcare
4%
LMT
Lockheed Martin Corporation		Industrials
8.50%
LNG
Cheniere Energy, Inc.		Energy
3.70%
MKC
McCormick & Company, Incorporated		Consumer Defensive
2%
NEE
NextEra Energy, Inc.		Utilities
4%
NVO
Novo Nordisk A/S		Healthcare
5%
O
Realty Income Corporation		Real Estate
5%
ODFL
Old Dominion Freight Line, Inc.		Industrials
2%
STRL
Sterling Construction Company, Inc.		Industrials
3%
TDG
TransDigm Group Incorporated		Industrials
3.50%
TJX
The TJX Companies, Inc.		Consumer Cyclical
3%
TMO
Thermo Fisher Scientific Inc.		Healthcare
2.37%
TYL
Tyler Technologies, Inc.		Technology
4%
UNH
UnitedHealth Group Incorporated		Healthcare
4%
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares		Government Bonds
2.50%
XLK
Technology Select Sector SPDR Fund		Technology Equities
3%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns By Period

As of May 21, 2025, the R13_Retirement, All-weather, Solid companies returned 2.04% Year-To-Date and 18.58% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
R13_Retirement, All-weather, Solid companies2.04%5.14%-0.18%9.17%21.81%18.58%
Portfolio components:
LMT
Lockheed Martin Corporation		-1.36%2.53%-9.55%4.54%8.09%12.43%
O
Realty Income Corporation		7.76%-3.19%1.11%8.08%8.00%7.31%
DRI
Darden Restaurants, Inc.		12.57%3.41%30.66%40.92%25.93%16.90%
UNH
UnitedHealth Group Incorporated		-36.16%-29.18%-43.81%-36.83%3.60%12.10%
GIS
General Mills, Inc.		-12.29%-4.73%-10.90%-20.27%1.51%3.17%
BLK
BlackRock, Inc.		-2.14%13.92%-1.94%26.77%17.05%13.32%
LNG
Cheniere Energy, Inc.		8.89%0.86%6.33%47.14%39.46%12.40%
ENB
Enbridge Inc.		10.78%2.08%9.36%32.00%15.29%5.14%
NEE
NextEra Energy, Inc.		4.65%12.22%-2.02%0.84%7.50%14.17%
COST
Costco Wholesale Corporation		13.43%4.39%11.74%31.42%30.07%24.00%
TMO
Thermo Fisher Scientific Inc.		-20.40%-3.22%-18.60%-30.14%4.24%12.42%
NVO
Novo Nordisk A/S		-19.44%17.42%-32.48%-47.67%17.96%11.22%
TYL
Tyler Technologies, Inc.		-0.42%0.71%-4.24%16.26%9.79%16.52%
TJX
The TJX Companies, Inc.		12.47%6.15%13.65%39.86%22.03%16.55%
TDG
TransDigm Group Incorporated		12.81%6.87%14.31%14.97%33.41%25.15%
CNI
Canadian National Railway Company		6.50%8.35%1.89%-14.32%7.69%8.00%
BRO
Brown & Brown, Inc.		10.53%-3.94%3.12%25.83%24.80%22.55%
AJG
Arthur J. Gallagher & Co.		20.13%3.37%16.81%33.85%31.71%23.66%
ANSS
ANSYS, Inc.		2.57%14.29%1.91%5.30%5.10%14.41%
CTRA
Coterra Energy Inc.		-0.92%-2.90%-3.74%-9.46%11.13%-0.41%
ODFL
Old Dominion Freight Line, Inc.		-3.70%10.31%-19.70%-4.70%16.88%22.18%
AVGO
Broadcom Inc.		0.23%35.49%40.92%65.85%56.92%36.59%
MKC
McCormick & Company, Incorporated		-2.09%-1.47%-0.29%2.24%-1.05%8.49%
EW
Edwards Lifesciences Corporation		5.13%8.81%10.87%-13.31%1.31%13.56%
FICO
Fair Isaac Corporation		1.81%6.20%-11.27%40.15%39.09%36.79%
STRL
Sterling Construction Company, Inc.		11.12%33.45%-3.00%42.68%84.91%48.13%
DECK
Deckers Outdoor Corporation		-36.56%21.93%-26.92%-14.38%33.95%26.47%
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares		-0.02%-1.30%-2.29%-0.32%-10.58%-1.79%
LLY
Eli Lilly and Company		-2.87%-10.88%2.75%-3.97%39.27%28.25%
ADM
Archer-Daniels-Midland Company		0.40%4.89%-3.38%-15.17%10.00%2.38%
GD
General Dynamics Corporation		8.03%1.99%1.31%-4.26%17.97%9.71%
XLK
Technology Select Sector SPDR Fund		0.67%21.16%1.35%9.79%20.35%19.73%
BAESY
BAE Systems PLC		69.84%7.61%46.96%41.50%37.10%16.14%
*Annualized

Monthly Returns

The table below presents the monthly returns of R13_Retirement, All-weather, Solid companies, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.04%0.19%-2.47%0.42%2.92%2.04%
20240.45%4.74%4.40%-2.39%5.54%1.08%3.79%4.75%0.75%-2.55%4.68%-5.09%21.30%
20232.30%-1.03%4.44%2.16%-0.45%5.81%1.45%1.47%-5.13%0.82%6.19%4.84%24.73%
2022-3.79%2.73%3.66%-5.03%0.08%-3.53%8.56%-2.86%-6.89%9.13%6.84%-2.52%4.85%
2021-1.21%2.37%3.31%4.47%1.51%2.52%2.77%2.42%-2.96%7.35%-0.24%6.22%31.98%
20203.80%-7.29%-10.81%10.76%5.63%0.75%4.42%4.90%-1.38%-2.56%9.58%4.06%21.43%
20198.25%4.43%3.01%2.42%-3.61%6.13%0.46%2.45%1.04%3.25%3.40%1.57%37.59%
20184.31%-3.37%-0.67%0.66%3.85%1.36%3.81%3.20%1.13%-6.32%3.69%-6.44%4.46%
20172.26%3.66%-0.17%2.75%3.65%0.82%0.99%1.30%2.42%1.74%4.29%0.88%27.42%
2016-2.47%1.52%5.43%1.81%0.99%4.18%4.30%-1.44%0.24%-3.91%2.26%1.07%14.44%
2015-1.98%4.83%2.99%-2.33%1.41%-0.90%4.17%-4.60%-1.59%4.36%0.67%-0.28%6.45%
2014-0.15%4.51%0.86%0.38%2.19%2.44%-0.55%5.19%-0.14%4.20%2.52%0.37%23.89%

Expense Ratio

R13_Retirement, All-weather, Solid companies 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.

VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
XLK
Technology Select Sector SPDR Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of R13_Retirement, All-weather, Solid companies is 34, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of R13_Retirement, All-weather, Solid companies is 3434
Overall Rank
The Sharpe Ratio Rank of R13_Retirement, All-weather, Solid companies is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of R13_Retirement, All-weather, Solid companies is 3636
Sortino Ratio Rank
The Omega Ratio Rank of R13_Retirement, All-weather, Solid companies is 2929
Omega Ratio Rank
The Calmar Ratio Rank of R13_Retirement, All-weather, Solid companies is 4040
Calmar Ratio Rank
The Martin Ratio Rank of R13_Retirement, All-weather, Solid companies is 3030
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LMT
Lockheed Martin Corporation		0.180.421.060.150.29
O
Realty Income Corporation		0.430.701.090.310.83
DRI
Darden Restaurants, Inc.		1.442.361.271.959.32
UNH
UnitedHealth Group Incorporated		-0.86-0.970.83-0.68-2.31
GIS
General Mills, Inc.		-0.90-1.200.86-0.55-1.41
BLK
BlackRock, Inc.		1.041.471.211.083.43
LNG
Cheniere Energy, Inc.		1.632.081.302.126.58
ENB
Enbridge Inc.		1.922.491.342.0010.83
NEE
NextEra Energy, Inc.		-0.020.221.030.020.04
COST
Costco Wholesale Corporation		1.381.941.261.795.18
TMO
Thermo Fisher Scientific Inc.		-1.11-1.680.80-0.78-1.98
NVO
Novo Nordisk A/S		-1.14-1.600.80-0.79-1.43
TYL
Tyler Technologies, Inc.		0.611.191.150.902.48
TJX
The TJX Companies, Inc.		2.142.821.363.2910.60
TDG
TransDigm Group Incorporated		0.470.951.131.322.68
CNI
Canadian National Railway Company		-0.59-0.800.91-0.48-0.91
BRO
Brown & Brown, Inc.		1.211.631.241.965.15
AJG
Arthur J. Gallagher & Co.		1.511.981.272.707.43
ANSS
ANSYS, Inc.		0.230.501.060.180.80
CTRA
Coterra Energy Inc.		-0.25-0.200.97-0.29-0.75
ODFL
Old Dominion Freight Line, Inc.		-0.070.021.00-0.19-0.40
AVGO
Broadcom Inc.		1.081.831.241.654.57
MKC
McCormick & Company, Incorporated		0.120.321.040.080.37
EW
Edwards Lifesciences Corporation		-0.34-0.110.98-0.23-0.55
FICO
Fair Isaac Corporation		1.421.791.241.473.22
STRL
Sterling Construction Company, Inc.		0.701.301.180.952.22
DECK
Deckers Outdoor Corporation		-0.29-0.050.99-0.24-0.50
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares		-0.050.031.00-0.01-0.08
LLY
Eli Lilly and Company		-0.170.181.02-0.09-0.18
ADM
Archer-Daniels-Midland Company		-0.59-0.700.91-0.30-0.89
GD
General Dynamics Corporation		-0.15-0.090.99-0.17-0.36
XLK
Technology Select Sector SPDR Fund		0.320.721.100.431.35
BAESY
BAE Systems PLC		1.171.991.262.084.69

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.

R13_Retirement, All-weather, Solid companies Sharpe ratios as of May 21, 2025 (values are recalculated daily):

  • 1-Year: 0.62
  • 5-Year: 1.51
  • 10-Year: 1.18
  • All Time: 1.38

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 0.54 to 1.04, 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 R13_Retirement, All-weather, Solid companies compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

R13_Retirement, All-weather, Solid companies provided a 2.10% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.10%2.03%2.05%1.93%1.84%1.94%2.15%2.06%2.16%2.18%1.92%2.17%
Portfolio components:
LMT
Lockheed Martin Corporation		2.71%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
O
Realty Income Corporation		5.65%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
DRI
Darden Restaurants, Inc.		2.70%2.90%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%3.09%3.75%
UNH
UnitedHealth Group Incorporated		2.61%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
GIS
General Mills, Inc.		4.38%3.73%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%
BLK
BlackRock, Inc.		2.06%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
LNG
Cheniere Energy, Inc.		0.83%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENB
Enbridge Inc.		5.86%6.28%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%
NEE
NextEra Energy, Inc.		2.84%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
COST
Costco Wholesale Corporation		0.46%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
TMO
Thermo Fisher Scientific Inc.		0.39%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
NVO
Novo Nordisk A/S		2.37%1.68%0.99%1.18%1.34%1.86%2.12%2.46%2.13%3.94%1.31%1.96%
TYL
Tyler Technologies, 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%
TJX
The TJX Companies, Inc.		1.15%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%
TDG
TransDigm Group Incorporated		5.25%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
CNI
Canadian National Railway Company		2.30%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%
BRO
Brown & Brown, Inc.		0.52%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
AJG
Arthur J. Gallagher & Co.		0.72%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%
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%
CTRA
Coterra Energy Inc.		3.46%3.29%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%
ODFL
Old Dominion Freight Line, Inc.		0.62%0.59%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%
AVGO
Broadcom Inc.		0.96%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
MKC
McCormick & Company, Incorporated		2.34%2.24%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%
EW
Edwards Lifesciences Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FICO
Fair Isaac Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%
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%
DECK
Deckers Outdoor Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares		4.31%4.16%3.42%3.03%1.97%2.10%2.63%2.92%2.74%2.96%2.99%2.96%
LLY
Eli Lilly and Company		0.75%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
ADM
Archer-Daniels-Midland Company		4.03%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%
GD
General Dynamics Corporation		2.05%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%
XLK
Technology Select Sector SPDR Fund		0.67%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%
BAESY
BAE Systems PLC		1.77%2.77%2.45%3.16%4.45%7.23%3.75%5.11%3.49%3.94%4.36%4.62%

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 R13_Retirement, All-weather, Solid companies. 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 R13_Retirement, All-weather, Solid companies was 32.55%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current R13_Retirement, All-weather, Solid companies drawdown is 3.45%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.55%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-17.24%Jul 8, 201122Aug 8, 201157Oct 27, 201179
-14.87%Apr 8, 202248Jun 16, 202239Aug 12, 202287
-14.33%Oct 1, 201860Dec 24, 201828Feb 5, 201988
-13.49%Dec 5, 202484Apr 8, 2025———

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 33 assets, with an effective number of assets of 27.09, 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.
^GSPCVUSUXBAESYGISCTRANVOLNGSTRLNEELLYODECKMKCUNHDRIENBEWLMTAVGOADMCOSTTJXODFLTYLTDGFICOCNITMOAJGGDBROANSSBLKXLKPortfolio
^GSPC1.00-0.270.280.310.410.410.420.440.410.450.420.490.430.480.490.500.520.460.610.520.560.560.580.600.580.620.620.640.590.600.600.700.750.890.89
VUSUX-0.271.00-0.14-0.04-0.18-0.09-0.16-0.140.07-0.110.05-0.15-0.04-0.18-0.17-0.13-0.10-0.17-0.17-0.23-0.10-0.19-0.20-0.12-0.17-0.13-0.21-0.17-0.20-0.24-0.19-0.17-0.23-0.22-0.18
BAESY0.28-0.141.000.120.120.180.150.160.140.150.130.140.140.180.150.240.160.250.170.220.150.170.170.150.260.200.280.190.220.300.210.200.260.230.33
GIS0.31-0.040.121.000.150.170.110.090.360.250.310.110.590.280.220.230.190.310.100.360.320.240.170.200.170.200.230.270.290.300.280.180.240.190.39
CTRA0.41-0.180.120.151.000.160.390.250.170.150.190.240.170.210.220.360.170.210.230.340.180.240.230.210.250.240.320.230.230.300.240.240.320.300.41
NVO0.41-0.090.180.170.161.000.150.190.230.400.210.200.230.250.170.230.280.220.270.220.250.230.260.300.250.300.280.380.280.270.280.340.320.380.48
LNG0.42-0.160.150.110.390.151.000.260.140.170.200.270.150.230.240.400.220.230.270.330.160.240.270.230.310.300.330.260.280.290.280.270.340.340.50
STRL0.44-0.140.160.090.250.190.261.000.150.190.200.300.170.210.270.260.220.220.300.280.240.300.350.290.360.340.300.250.280.320.300.310.370.370.50
NEE0.410.070.140.360.170.230.140.151.000.280.440.160.420.260.230.310.240.300.170.310.310.250.200.270.260.260.300.290.340.320.340.270.310.310.47
LLY0.45-0.110.150.250.150.400.170.190.281.000.240.200.300.340.200.220.310.280.260.240.320.270.220.270.250.280.270.370.350.320.340.300.320.380.49
O0.420.050.130.310.190.210.200.200.440.241.000.220.380.250.290.300.260.300.180.310.310.310.250.280.290.330.320.290.360.320.350.280.340.320.50
DECK0.49-0.150.140.110.240.200.270.300.160.200.221.000.180.210.350.240.290.200.350.280.310.430.370.350.340.380.330.340.300.300.310.400.400.450.53
MKC0.43-0.040.140.590.170.230.150.170.420.300.380.181.000.290.280.280.270.360.190.360.380.310.260.310.270.310.320.360.380.360.380.320.340.330.49
UNH0.48-0.180.180.280.210.250.230.210.260.340.250.210.291.000.270.260.340.350.260.320.310.330.290.290.310.300.320.400.380.380.370.320.380.370.52
DRI0.49-0.170.150.220.220.170.240.270.230.200.290.350.280.271.000.260.270.280.290.330.320.450.350.310.370.340.340.290.350.360.370.350.390.400.50
ENB0.50-0.130.240.230.360.230.400.260.310.220.300.240.280.260.261.000.230.280.280.380.240.280.280.270.330.300.490.310.330.340.320.300.400.390.52
EW0.52-0.100.160.190.170.280.220.220.240.310.260.290.270.340.270.231.000.260.340.230.330.320.320.410.360.380.310.450.370.310.370.450.400.480.53
LMT0.46-0.170.250.310.210.220.230.220.300.280.300.200.360.350.280.280.261.000.230.370.310.330.290.270.430.300.350.340.400.670.380.300.370.350.57
AVGO0.61-0.170.170.100.230.270.270.300.170.260.180.350.190.260.290.280.340.231.000.280.340.320.400.400.390.430.390.410.330.350.330.500.460.680.56
ADM0.52-0.230.220.360.340.220.330.280.310.240.310.280.360.320.330.380.230.370.281.000.300.350.330.270.330.300.420.340.370.440.360.320.450.370.53
COST0.56-0.100.150.320.180.250.160.240.310.320.310.310.380.310.320.240.330.310.340.301.000.450.370.370.320.390.340.410.380.360.380.430.420.500.57
TJX0.56-0.190.170.240.240.230.240.300.250.270.310.430.310.330.450.280.320.330.320.350.451.000.390.360.370.380.380.350.400.400.400.400.450.450.58
ODFL0.58-0.200.170.170.230.260.270.350.200.220.250.370.260.290.350.280.320.290.400.330.370.391.000.430.410.430.470.420.400.410.430.480.500.510.59
TYL0.60-0.120.150.200.210.300.230.290.270.270.280.350.310.290.310.270.410.270.400.270.370.360.431.000.380.550.380.460.420.340.430.570.460.600.61
TDG0.58-0.170.260.170.250.250.310.360.260.250.290.340.270.310.370.330.360.430.390.330.320.370.410.381.000.440.400.380.420.510.420.440.460.500.63
FICO0.62-0.130.200.200.240.300.300.340.260.280.330.380.310.300.340.300.380.300.430.300.390.380.430.550.441.000.410.430.440.390.460.560.480.610.63
CNI0.62-0.210.280.230.320.280.330.300.300.270.320.330.320.320.340.490.310.350.390.420.340.380.470.380.400.411.000.430.410.470.430.430.500.530.61
TMO0.64-0.170.190.270.230.380.260.250.290.370.290.340.360.400.290.310.450.340.410.340.410.350.420.460.380.430.431.000.440.410.440.520.510.580.63
AJG0.59-0.200.220.290.230.280.280.280.340.350.360.300.380.380.350.330.370.400.330.370.380.400.400.420.420.440.410.441.000.470.730.430.510.480.63
GD0.60-0.240.300.300.300.270.290.320.320.320.320.300.360.380.360.340.310.670.350.440.360.400.410.340.510.390.470.410.471.000.460.370.500.460.65
BRO0.60-0.190.210.280.240.280.280.300.340.340.350.310.380.370.370.320.370.380.330.360.380.400.430.430.420.460.430.440.730.461.000.450.520.490.64
ANSS0.70-0.170.200.180.240.340.270.310.270.300.280.400.320.320.350.300.450.300.500.320.430.400.480.570.440.560.430.520.430.370.451.000.540.730.66
BLK0.75-0.230.260.240.320.320.340.370.310.320.340.400.340.380.390.400.400.370.460.450.420.450.500.460.460.480.500.510.510.500.520.541.000.620.69
XLK0.89-0.220.230.190.300.380.340.370.310.380.320.450.330.370.400.390.480.350.680.370.500.450.510.600.500.610.530.580.480.460.490.730.621.000.76
Portfolio0.89-0.180.330.390.410.480.500.500.470.490.500.530.490.520.500.520.530.570.560.530.570.580.590.610.630.630.610.630.630.650.640.660.690.761.00
The correlation results are calculated based on daily price changes starting from Aug 7, 2009