Water Resources
Распределение активов
Позиция | Категория/Сектор | Целевая доля |
---|---|---|
AOS A. O. Smith Corporation | Industrials | 3.70% |
AWK American Water Works Company, Inc. | Utilities | 3.70% |
AWR American States Water Company | Utilities | 3.70% |
BMI Badger Meter, Inc. | Industrials | 3.70% |
CWT California Water Service Group | Utilities | 3.70% |
ECL Ecolab Inc. | Basic Materials | 3.70% |
FELE Franklin Electric Co., Inc. | Industrials | 3.70% |
IEX IDEX Corporation | Industrials | 3.70% |
ITRI Itron, Inc. | Technology | 3.70% |
LNN Lindsay Corporation | Industrials | 3.70% |
MSEX Middlesex Water Company | Utilities | 3.70% |
MWA Mueller Water Products, Inc. | Industrials | 3.70% |
PNR Pentair plc | Industrials | 3.70% |
PRMW Primo Water Corporation | Consumer Defensive | 3.70% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | Utilities | 3.70% |
SVT Servotronics, Inc. | Industrials | 3.70% |
TTC The Toro Company | Industrials | 3.70% |
TTEK Tetra Tech, Inc. | Industrials | 3.70% |
VIE.PA Veolia Environnement S.A. | Industrials | 3.70% |
VMI | 3.70% | |
WAT | 3.70% | |
WMS | 3.70% | |
WTRG | 3.70% | |
WTS | 3.70% | |
WTTR | 3.70% | |
XYL | 3.70% | |
ZWS | 3.70% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в Water Resources и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
Самые ранние данные для этого графика доступны с 5 нояб. 2010 г., начальной даты PRMW
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
Water Resources | 3.09% | 4.72% | -0.87% | 7.02% | 16.43% | N/A |
Активы портфеля: | ||||||
AWK American Water Works Company, Inc. | 18.90% | -3.19% | 9.46% | 16.90% | 5.68% | 12.94% |
XYL | 7.43% | 11.95% | 4.62% | -8.43% | 13.61% | N/A |
IEX IDEX Corporation | -13.03% | 7.57% | -15.75% | -16.60% | 4.89% | 10.48% |
WMS | 0.51% | 12.46% | -22.26% | -29.32% | 23.99% | N/A |
VMI | 0.48% | 10.52% | -2.34% | 25.93% | 22.33% | N/A |
ECL Ecolab Inc. | 9.27% | 2.05% | 4.96% | 13.36% | 6.89% | 9.81% |
AOS A. O. Smith Corporation | 1.38% | 8.07% | -8.29% | -17.30% | 12.04% | 9.38% |
ZWS | -6.01% | 14.06% | -5.23% | 11.62% | 7.14% | N/A |
TTEK Tetra Tech, Inc. | -22.10% | 3.23% | -36.47% | -24.62% | 18.95% | 22.45% |
PNR Pentair plc | -6.79% | 14.77% | -4.74% | 18.45% | 23.08% | 10.32% |
CWT California Water Service Group | 8.33% | -1.57% | -1.53% | -1.85% | 3.19% | 9.56% |
PRMW Primo Water Corporation | 0.00% | 0.00% | -5.80% | 26.66% | 22.08% | N/A |
VIE.PA Veolia Environnement S.A. | 29.78% | 1.11% | 14.79% | 20.20% | 16.92% | 9.96% |
TTC The Toro Company | -11.31% | 4.36% | -12.43% | -18.54% | 4.28% | 9.13% |
AWR American States Water Company | 3.64% | 0.41% | -0.73% | 11.39% | 2.59% | 9.68% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 39.01% | 6.58% | 30.79% | 25.52% | 23.66% | 14.77% |
MSEX Middlesex Water Company | 15.46% | -9.33% | -6.41% | 16.24% | 1.40% | 12.69% |
LNN Lindsay Corporation | 12.52% | 2.69% | 11.46% | 13.54% | 10.01% | 6.80% |
WTRG | 13.13% | 0.17% | 8.34% | 11.46% | 2.42% | N/A |
BMI Badger Meter, Inc. | 8.44% | 24.18% | 14.06% | 22.26% | 32.62% | 23.17% |
WAT | -5.53% | 1.54% | -9.49% | 9.09% | 13.82% | N/A |
FELE Franklin Electric Co., Inc. | -9.10% | -3.83% | -8.94% | -10.02% | 13.12% | 10.65% |
SVT Servotronics, Inc. | -3.22% | 1.23% | -11.69% | -17.46% | 9.56% | 7.01% |
WTS | 5.93% | 9.97% | 11.41% | 5.88% | 21.69% | N/A |
MWA Mueller Water Products, Inc. | 21.23% | 11.93% | 24.84% | 69.64% | 25.27% | 12.89% |
WTTR | -32.57% | -6.82% | -12.83% | -1.36% | 16.71% | N/A |
ITRI Itron, Inc. | -0.32% | 7.33% | -3.20% | 1.14% | 9.68% | 11.90% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Water Resources, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.58% | -0.63% | -1.54% | 1.50% | 1.20% | 3.09% | |||||||
2024 | -3.19% | 5.82% | 4.23% | -2.92% | 5.34% | -2.08% | 8.44% | 0.73% | 1.80% | -2.90% | 5.23% | -7.98% | 11.78% |
2023 | 6.09% | -2.78% | 0.36% | -1.87% | 0.19% | 8.74% | 2.81% | -2.85% | -7.65% | -3.87% | 8.83% | 7.24% | 14.52% |
2022 | -10.42% | -2.04% | 3.00% | -9.23% | 1.35% | -5.02% | 11.90% | -3.79% | -7.31% | 12.99% | 4.81% | -4.22% | -10.59% |
2021 | 1.01% | 6.41% | 1.20% | 4.18% | 2.17% | 0.21% | 5.06% | 4.54% | -5.89% | 3.09% | -0.68% | 7.05% | 31.43% |
2020 | -0.01% | -7.89% | -15.27% | 10.15% | 7.65% | -0.90% | 4.43% | 2.00% | -0.18% | 1.67% | 11.33% | 6.11% | 17.12% |
2019 | 10.73% | 5.29% | 1.08% | 2.72% | -5.29% | 7.99% | 1.39% | -0.58% | 2.19% | 2.97% | 0.84% | 3.78% | 37.42% |
2018 | 0.82% | -4.47% | 0.37% | -1.10% | 2.09% | -0.22% | 4.59% | 0.54% | -0.28% | -7.41% | 5.90% | -7.72% | -7.59% |
2017 | 1.37% | -0.19% | 2.23% | 3.42% | -1.57% | 4.10% | 1.96% | 5.84% | -0.38% | 17.84% |
Комиссия
Комиссия Water Resources составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Water Resources составляет 10, что хуже, чем результаты 90% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
---|---|---|---|---|---|
AWK American Water Works Company, Inc. | 0.49 | 0.87 | 1.11 | 0.35 | 1.28 |
XYL | -0.48 | -0.51 | 0.93 | -0.42 | -0.94 |
IEX IDEX Corporation | -0.70 | -0.85 | 0.89 | -0.55 | -1.38 |
WMS | -0.86 | -1.14 | 0.86 | -0.71 | -1.27 |
VMI | 0.51 | 1.10 | 1.15 | 0.64 | 1.84 |
ECL Ecolab Inc. | 0.51 | 0.82 | 1.12 | 0.65 | 1.91 |
AOS A. O. Smith Corporation | -0.76 | -0.96 | 0.88 | -0.56 | -1.02 |
ZWS | 0.28 | 0.59 | 1.07 | 0.14 | 0.75 |
TTEK Tetra Tech, Inc. | -0.87 | -1.09 | 0.85 | -0.60 | -1.20 |
PNR Pentair plc | 0.43 | 0.84 | 1.11 | 0.44 | 1.27 |
CWT California Water Service Group | -0.30 | -0.28 | 0.97 | -0.17 | -0.59 |
PRMW Primo Water Corporation | 1.10 | 1.77 | 1.31 | 1.73 | 2.36 |
VIE.PA Veolia Environnement S.A. | 0.64 | 1.00 | 1.14 | 0.73 | 1.45 |
TTC The Toro Company | -0.53 | -0.60 | 0.92 | -0.41 | -1.05 |
AWR American States Water Company | 0.24 | 0.48 | 1.06 | 0.18 | 0.61 |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 1.03 | 1.56 | 1.20 | 1.34 | 3.07 |
MSEX Middlesex Water Company | 0.19 | 0.59 | 1.07 | 0.12 | 0.49 |
LNN Lindsay Corporation | 0.36 | 0.84 | 1.10 | 0.31 | 1.81 |
WTRG | 0.30 | 0.59 | 1.07 | 0.20 | 0.91 |
BMI Badger Meter, Inc. | 0.58 | 1.04 | 1.13 | 0.63 | 1.86 |
WAT | -0.01 | 0.29 | 1.04 | -0.01 | -0.02 |
FELE Franklin Electric Co., Inc. | -0.48 | -0.55 | 0.93 | -0.55 | -1.44 |
SVT Servotronics, Inc. | -0.33 | -0.20 | 0.97 | -0.44 | -0.99 |
WTS | 0.07 | 0.30 | 1.04 | 0.09 | 0.20 |
MWA Mueller Water Products, Inc. | 1.22 | 2.10 | 1.26 | 2.21 | 5.89 |
WTTR | -0.10 | 0.20 | 1.03 | -0.08 | -0.27 |
ITRI Itron, Inc. | 0.03 | 0.28 | 1.04 | 0.03 | 0.07 |
Дивиденды
Дивидендный доход
Дивидендная доходность Water Resources за предыдущие двенадцать месяцев составила 1.40%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 1.40% | 1.55% | 1.40% | 1.26% | 0.87% | 1.10% | 1.34% | 1.51% | 2.85% | 1.36% | 1.53% | 1.52% |
Активы портфеля: | ||||||||||||
AWK American Water Works Company, Inc. | 2.08% | 2.41% | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% |
XYL | 1.19% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.55% | 1.34% |
IEX IDEX Corporation | 1.52% | 1.29% | 1.16% | 1.02% | 0.90% | 1.00% | 1.12% | 1.31% | 1.10% | 1.49% | 1.62% | 1.37% |
WMS | 0.55% | 0.54% | 0.38% | 0.57% | 0.31% | 0.43% | 3.48% | 1.28% | 1.13% | 1.12% | 0.79% | 0.17% |
VMI | 0.81% | 0.78% | 1.03% | 0.67% | 0.80% | 1.03% | 1.00% | 1.35% | 0.90% | 1.06% | 1.41% | 1.08% |
ECL Ecolab Inc. | 0.96% | 1.01% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.51% | 1.17% | 1.11% |
AOS A. O. Smith Corporation | 1.96% | 1.91% | 1.84% | 1.99% | 1.23% | 1.79% | 1.89% | 1.78% | 0.91% | 1.01% | 0.99% | 1.06% |
ZWS | 0.97% | 0.88% | 0.99% | 0.95% | 0.44% | 0.39% | 0.00% | 0.00% | 41.74% | 0.00% | 0.00% | 0.00% |
TTEK Tetra Tech, Inc. | 0.75% | 0.57% | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% | 0.79% |
PNR Pentair plc | 1.03% | 0.91% | 1.21% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% |
CWT California Water Service Group | 1.76% | 2.43% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% |
PRMW Primo Water Corporation | 4.13% | 4.50% | 2.13% | 1.80% | 1.36% | 1.53% | 1.75% | 1.72% | 1.44% | 2.11% | 2.18% | 3.49% |
VIE.PA Veolia Environnement S.A. | 3.88% | 4.61% | 3.92% | 4.17% | 2.09% | 2.50% | 3.88% | 4.68% | 3.76% | 4.51% | 3.20% | 4.92% |
TTC The Toro Company | 2.09% | 1.82% | 1.44% | 1.10% | 1.09% | 1.07% | 1.16% | 1.48% | 1.11% | 1.12% | 1.44% | 1.33% |
AWR American States Water Company | 2.28% | 2.30% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 0.00% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.85% | 3.67% | 0.69% | 2.48% | 4.86% |
MSEX Middlesex Water Company | 2.20% | 2.50% | 1.92% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% |
LNN Lindsay Corporation | 1.08% | 1.20% | 1.07% | 0.82% | 0.86% | 0.99% | 1.29% | 1.27% | 1.34% | 1.53% | 1.52% | 1.24% |
WTRG | 3.15% | 3.48% | 3.18% | 2.33% | 1.93% | 2.05% | 1.93% | 2.48% | 2.02% | 2.46% | 2.30% | 2.37% |
BMI Badger Meter, Inc. | 0.56% | 0.58% | 0.64% | 0.78% | 0.71% | 0.74% | 0.99% | 1.14% | 1.03% | 1.16% | 1.33% | 1.25% |
WAT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FELE Franklin Electric Co., Inc. | 0.87% | 1.03% | 0.93% | 0.98% | 0.74% | 0.90% | 1.01% | 1.09% | 0.92% | 1.02% | 1.42% | 0.93% |
SVT Servotronics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.59% | 1.61% | 1.35% | 1.49% | 1.80% | 0.00% |
WTS | 0.80% | 0.81% | 0.66% | 0.79% | 0.52% | 0.76% | 0.90% | 1.27% | 0.99% | 1.09% | 1.33% | 0.91% |
MWA Mueller Water Products, Inc. | 0.96% | 1.15% | 1.72% | 2.18% | 1.55% | 1.73% | 1.72% | 2.20% | 1.28% | 0.83% | 0.91% | 0.70% |
WTTR | 2.25% | 1.89% | 2.77% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITRI Itron, 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% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Water Resources показал максимальную просадку в 36.44%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 164 торговые сессии.
Текущая просадка Water Resources составляет 6.78%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
---|---|---|---|---|---|---|
-36.44% | 18 февр. 2020 г. | 25 | 23 мар. 2020 г. | 164 | 9 нояб. 2020 г. | 189 |
-25.5% | 3 янв. 2022 г. | 118 | 16 июн. 2022 г. | 280 | 17 июл. 2023 г. | 398 |
-17.53% | 7 нояб. 2024 г. | 107 | 8 апр. 2025 г. | — | — | — |
-15.36% | 27 июл. 2023 г. | 67 | 27 окт. 2023 г. | 40 | 22 дек. 2023 г. | 107 |
-15.18% | 24 сент. 2018 г. | 66 | 24 дек. 2018 г. | 29 | 5 февр. 2019 г. | 95 |
Волатильность
График волатильности
Текущая волатильность Water Resources составляет 9.40%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 27, при этом эффективное количество активов равно 27.00, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
^GSPC | SVT | SBS | VIE.PA | WTTR | PRMW | AWK | WTRG | MSEX | AWR | CWT | WAT | WMS | TTEK | LNN | ITRI | TTC | ECL | VMI | BMI | AOS | ZWS | IEX | PNR | MWA | XYL | WTS | FELE | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.11 | 0.29 | 0.32 | 0.33 | 0.44 | 0.34 | 0.35 | 0.33 | 0.32 | 0.34 | 0.57 | 0.57 | 0.56 | 0.50 | 0.60 | 0.56 | 0.65 | 0.56 | 0.59 | 0.58 | 0.63 | 0.62 | 0.64 | 0.60 | 0.65 | 0.63 | 0.62 | 0.76 |
SVT | 0.11 | 1.00 | 0.02 | 0.05 | 0.06 | 0.05 | 0.06 | 0.07 | 0.08 | 0.09 | 0.08 | 0.11 | 0.09 | 0.06 | 0.09 | 0.10 | 0.07 | 0.07 | 0.09 | 0.08 | 0.06 | 0.07 | 0.07 | 0.09 | 0.10 | 0.08 | 0.10 | 0.09 | 0.18 |
SBS | 0.29 | 0.02 | 1.00 | 0.19 | 0.18 | 0.20 | 0.20 | 0.25 | 0.20 | 0.21 | 0.23 | 0.18 | 0.21 | 0.20 | 0.19 | 0.22 | 0.17 | 0.21 | 0.22 | 0.19 | 0.19 | 0.23 | 0.20 | 0.21 | 0.18 | 0.21 | 0.21 | 0.19 | 0.36 |
VIE.PA | 0.32 | 0.05 | 0.19 | 1.00 | 0.16 | 0.24 | 0.25 | 0.26 | 0.21 | 0.21 | 0.23 | 0.20 | 0.24 | 0.24 | 0.20 | 0.23 | 0.21 | 0.30 | 0.22 | 0.22 | 0.23 | 0.25 | 0.23 | 0.23 | 0.24 | 0.26 | 0.25 | 0.23 | 0.37 |
WTTR | 0.33 | 0.06 | 0.18 | 0.16 | 1.00 | 0.22 | 0.02 | 0.10 | 0.13 | 0.10 | 0.12 | 0.18 | 0.27 | 0.27 | 0.32 | 0.33 | 0.24 | 0.19 | 0.40 | 0.28 | 0.24 | 0.36 | 0.27 | 0.30 | 0.34 | 0.27 | 0.33 | 0.33 | 0.45 |
PRMW | 0.44 | 0.05 | 0.20 | 0.24 | 0.22 | 1.00 | 0.23 | 0.24 | 0.24 | 0.23 | 0.24 | 0.32 | 0.33 | 0.34 | 0.31 | 0.35 | 0.30 | 0.34 | 0.32 | 0.34 | 0.33 | 0.37 | 0.34 | 0.35 | 0.37 | 0.36 | 0.37 | 0.36 | 0.50 |
AWK | 0.34 | 0.06 | 0.20 | 0.25 | 0.02 | 0.23 | 1.00 | 0.78 | 0.60 | 0.70 | 0.66 | 0.30 | 0.21 | 0.26 | 0.22 | 0.20 | 0.26 | 0.40 | 0.20 | 0.27 | 0.25 | 0.21 | 0.30 | 0.26 | 0.24 | 0.30 | 0.26 | 0.25 | 0.45 |
WTRG | 0.35 | 0.07 | 0.25 | 0.26 | 0.10 | 0.24 | 0.78 | 1.00 | 0.61 | 0.70 | 0.69 | 0.30 | 0.23 | 0.29 | 0.25 | 0.25 | 0.29 | 0.40 | 0.25 | 0.29 | 0.28 | 0.27 | 0.32 | 0.27 | 0.30 | 0.32 | 0.29 | 0.30 | 0.51 |
MSEX | 0.33 | 0.08 | 0.20 | 0.21 | 0.13 | 0.24 | 0.60 | 0.61 | 1.00 | 0.70 | 0.70 | 0.29 | 0.28 | 0.35 | 0.33 | 0.27 | 0.28 | 0.36 | 0.28 | 0.35 | 0.30 | 0.30 | 0.32 | 0.29 | 0.35 | 0.31 | 0.37 | 0.38 | 0.54 |
AWR | 0.32 | 0.09 | 0.21 | 0.21 | 0.10 | 0.23 | 0.70 | 0.70 | 0.70 | 1.00 | 0.85 | 0.29 | 0.24 | 0.34 | 0.29 | 0.25 | 0.29 | 0.38 | 0.27 | 0.34 | 0.28 | 0.30 | 0.33 | 0.29 | 0.34 | 0.32 | 0.37 | 0.36 | 0.54 |
CWT | 0.34 | 0.08 | 0.23 | 0.23 | 0.12 | 0.24 | 0.66 | 0.69 | 0.70 | 0.85 | 1.00 | 0.30 | 0.26 | 0.35 | 0.34 | 0.28 | 0.31 | 0.39 | 0.29 | 0.35 | 0.31 | 0.31 | 0.35 | 0.30 | 0.36 | 0.33 | 0.38 | 0.38 | 0.56 |
WAT | 0.57 | 0.11 | 0.18 | 0.20 | 0.18 | 0.32 | 0.30 | 0.30 | 0.29 | 0.29 | 0.30 | 1.00 | 0.37 | 0.41 | 0.37 | 0.42 | 0.45 | 0.47 | 0.40 | 0.42 | 0.46 | 0.45 | 0.52 | 0.50 | 0.42 | 0.51 | 0.46 | 0.46 | 0.59 |
WMS | 0.57 | 0.09 | 0.21 | 0.24 | 0.27 | 0.33 | 0.21 | 0.23 | 0.28 | 0.24 | 0.26 | 0.37 | 1.00 | 0.46 | 0.46 | 0.47 | 0.47 | 0.43 | 0.49 | 0.50 | 0.51 | 0.55 | 0.50 | 0.53 | 0.54 | 0.50 | 0.56 | 0.54 | 0.66 |
TTEK | 0.56 | 0.06 | 0.20 | 0.24 | 0.27 | 0.34 | 0.26 | 0.29 | 0.35 | 0.34 | 0.35 | 0.41 | 0.46 | 1.00 | 0.44 | 0.48 | 0.45 | 0.45 | 0.46 | 0.51 | 0.43 | 0.50 | 0.48 | 0.48 | 0.50 | 0.51 | 0.52 | 0.53 | 0.64 |
LNN | 0.50 | 0.09 | 0.19 | 0.20 | 0.32 | 0.31 | 0.22 | 0.25 | 0.33 | 0.29 | 0.34 | 0.37 | 0.46 | 0.44 | 1.00 | 0.46 | 0.50 | 0.39 | 0.60 | 0.49 | 0.49 | 0.53 | 0.50 | 0.49 | 0.54 | 0.48 | 0.55 | 0.57 | 0.67 |
ITRI | 0.60 | 0.10 | 0.22 | 0.23 | 0.33 | 0.35 | 0.20 | 0.25 | 0.27 | 0.25 | 0.28 | 0.42 | 0.47 | 0.48 | 0.46 | 1.00 | 0.44 | 0.44 | 0.50 | 0.57 | 0.48 | 0.52 | 0.49 | 0.52 | 0.55 | 0.54 | 0.54 | 0.54 | 0.68 |
TTC | 0.56 | 0.07 | 0.17 | 0.21 | 0.24 | 0.30 | 0.26 | 0.29 | 0.28 | 0.29 | 0.31 | 0.45 | 0.47 | 0.45 | 0.50 | 0.44 | 1.00 | 0.47 | 0.52 | 0.46 | 0.55 | 0.51 | 0.58 | 0.54 | 0.50 | 0.54 | 0.55 | 0.56 | 0.65 |
ECL | 0.65 | 0.07 | 0.21 | 0.30 | 0.19 | 0.34 | 0.40 | 0.40 | 0.36 | 0.38 | 0.39 | 0.47 | 0.43 | 0.45 | 0.39 | 0.44 | 0.47 | 1.00 | 0.43 | 0.46 | 0.51 | 0.49 | 0.55 | 0.55 | 0.50 | 0.58 | 0.51 | 0.51 | 0.65 |
VMI | 0.56 | 0.09 | 0.22 | 0.22 | 0.40 | 0.32 | 0.20 | 0.25 | 0.28 | 0.27 | 0.29 | 0.40 | 0.49 | 0.46 | 0.60 | 0.50 | 0.52 | 0.43 | 1.00 | 0.50 | 0.51 | 0.57 | 0.56 | 0.58 | 0.59 | 0.57 | 0.61 | 0.62 | 0.71 |
BMI | 0.59 | 0.08 | 0.19 | 0.22 | 0.28 | 0.34 | 0.27 | 0.29 | 0.35 | 0.34 | 0.35 | 0.42 | 0.50 | 0.51 | 0.49 | 0.57 | 0.46 | 0.46 | 0.50 | 1.00 | 0.50 | 0.55 | 0.52 | 0.53 | 0.59 | 0.58 | 0.59 | 0.61 | 0.70 |
AOS | 0.58 | 0.06 | 0.19 | 0.23 | 0.24 | 0.33 | 0.25 | 0.28 | 0.30 | 0.28 | 0.31 | 0.46 | 0.51 | 0.43 | 0.49 | 0.48 | 0.55 | 0.51 | 0.51 | 0.50 | 1.00 | 0.60 | 0.60 | 0.63 | 0.56 | 0.61 | 0.60 | 0.63 | 0.69 |
ZWS | 0.63 | 0.07 | 0.23 | 0.25 | 0.36 | 0.37 | 0.21 | 0.27 | 0.30 | 0.30 | 0.31 | 0.45 | 0.55 | 0.50 | 0.53 | 0.52 | 0.51 | 0.49 | 0.57 | 0.55 | 0.60 | 1.00 | 0.59 | 0.64 | 0.63 | 0.63 | 0.65 | 0.66 | 0.75 |
IEX | 0.62 | 0.07 | 0.20 | 0.23 | 0.27 | 0.34 | 0.30 | 0.32 | 0.32 | 0.33 | 0.35 | 0.52 | 0.50 | 0.48 | 0.50 | 0.49 | 0.58 | 0.55 | 0.56 | 0.52 | 0.60 | 0.59 | 1.00 | 0.66 | 0.61 | 0.68 | 0.64 | 0.66 | 0.72 |
PNR | 0.64 | 0.09 | 0.21 | 0.23 | 0.30 | 0.35 | 0.26 | 0.27 | 0.29 | 0.29 | 0.30 | 0.50 | 0.53 | 0.48 | 0.49 | 0.52 | 0.54 | 0.55 | 0.58 | 0.53 | 0.63 | 0.64 | 0.66 | 1.00 | 0.62 | 0.68 | 0.65 | 0.66 | 0.74 |
MWA | 0.60 | 0.10 | 0.18 | 0.24 | 0.34 | 0.37 | 0.24 | 0.30 | 0.35 | 0.34 | 0.36 | 0.42 | 0.54 | 0.50 | 0.54 | 0.55 | 0.50 | 0.50 | 0.59 | 0.59 | 0.56 | 0.63 | 0.61 | 0.62 | 1.00 | 0.63 | 0.68 | 0.68 | 0.76 |
XYL | 0.65 | 0.08 | 0.21 | 0.26 | 0.27 | 0.36 | 0.30 | 0.32 | 0.31 | 0.32 | 0.33 | 0.51 | 0.50 | 0.51 | 0.48 | 0.54 | 0.54 | 0.58 | 0.57 | 0.58 | 0.61 | 0.63 | 0.68 | 0.68 | 0.63 | 1.00 | 0.66 | 0.67 | 0.76 |
WTS | 0.63 | 0.10 | 0.21 | 0.25 | 0.33 | 0.37 | 0.26 | 0.29 | 0.37 | 0.37 | 0.38 | 0.46 | 0.56 | 0.52 | 0.55 | 0.54 | 0.55 | 0.51 | 0.61 | 0.59 | 0.60 | 0.65 | 0.64 | 0.65 | 0.68 | 0.66 | 1.00 | 0.72 | 0.78 |
FELE | 0.62 | 0.09 | 0.19 | 0.23 | 0.33 | 0.36 | 0.25 | 0.30 | 0.38 | 0.36 | 0.38 | 0.46 | 0.54 | 0.53 | 0.57 | 0.54 | 0.56 | 0.51 | 0.62 | 0.61 | 0.63 | 0.66 | 0.66 | 0.66 | 0.68 | 0.67 | 0.72 | 1.00 | 0.78 |
Portfolio | 0.76 | 0.18 | 0.36 | 0.37 | 0.45 | 0.50 | 0.45 | 0.51 | 0.54 | 0.54 | 0.56 | 0.59 | 0.66 | 0.64 | 0.67 | 0.68 | 0.65 | 0.65 | 0.71 | 0.70 | 0.69 | 0.75 | 0.72 | 0.74 | 0.76 | 0.76 | 0.78 | 0.78 | 1.00 |