Dividend Kings
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Dividend Kings
Последнее обновление 18 мая 2024 г.
Dividend Kings portfolio is a collection of stocks in companies with a history of paying and increasing dividends to shareholders for 50 consecutive years or more. The stocks in this portfolio are equally weighted, meaning each stock represents an equal portion of the portfolio rather than being weighted based on market capitalization or other factors. The Dividend Kings portfolio aims to provide a steady income stream for the investor.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в Dividend Kings и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 10 дек. 2012 г., начальной даты ABBV
Доходность по периодам
Dividend Kings на 18 мая 2024 г. показал доходность в 3.49% с начала года и доходность в 10.09% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 11.18% | 5.60% | 17.48% | 26.33% | 13.16% | 10.99% |
| Dividend Kings | 3.49% | 4.33% | 10.38% | 8.21% | 8.21% | 10.07% |
| Активы портфеля: | ||||||
MO | 16.78% | 11.57% | 18.13% | 11.11% | 5.62% | 7.68% |
VFC | -31.75% | 0.71% | -25.07% | -30.24% | -29.25% | -11.64% |
UVV | -17.37% | 7.07% | 3.40% | 8.49% | 7.40% | 5.43% |
MMM | 17.45% | 15.06% | 34.68% | 34.48% | -0.51% | 2.90% |
CDUAF Canadian Utilities Limited | -0.59% | 8.45% | 4.61% | -12.50% | 1.67% | -0.10% |
LEG | -52.75% | -31.73% | -46.74% | -60.07% | -16.26% | -5.94% |
ABBV AbbVie Inc. | 9.43% | 1.07% | 22.62% | 19.34% | 21.25% | 16.81% |
FRT Federal Realty Investment Trust | 0.37% | 3.86% | 12.93% | 20.48% | -0.74% | 2.00% |
NWN | 1.52% | 6.69% | 6.21% | -9.32% | -7.68% | 2.33% |
KMB | 11.61% | 6.91% | 12.98% | -3.85% | 4.09% | 5.88% |
BKH Black Hills Corporation | 7.83% | 9.49% | 12.58% | -5.57% | -2.21% | 3.59% |
SWK | -7.30% | 0.90% | -0.01% | 14.60% | -5.44% | 2.73% |
NFG | 13.92% | 8.84% | 12.80% | 13.57% | 3.59% | 0.46% |
KO | 7.81% | 6.99% | 11.84% | 3.52% | 8.56% | 7.81% |
JNJ | -0.59% | 6.11% | 4.85% | 0.31% | 5.07% | 7.24% |
PEP | 8.09% | 5.76% | 10.93% | -2.22% | 10.06% | 10.96% |
CINF Cincinnati Financial Corporation | 16.83% | 2.16% | 20.69% | 17.70% | 6.89% | 12.73% |
PG | 15.86% | 6.58% | 12.39% | 12.25% | 12.10% | 10.74% |
CL Colgate-Palmolive Company | 19.49% | 9.19% | 26.01% | 20.70% | 8.16% | 5.95% |
SYY | 5.16% | 0.36% | 8.48% | 6.69% | 2.89% | 10.48% |
TGT | 14.05% | -3.21% | 25.05% | 8.69% | 20.05% | 14.06% |
GRC The Gorman-Rupp Company | -7.27% | -9.05% | 3.02% | 31.87% | 3.14% | 3.16% |
HRL Hormel Foods Corporation | 15.02% | 5.61% | 13.57% | -4.66% | 0.57% | 6.72% |
EMR Emerson Electric Co. | 17.09% | 3.74% | 27.66% | 39.73% | 14.87% | 8.64% |
ITW | -3.82% | 0.71% | 5.57% | 12.33% | 13.58% | 13.95% |
GPC Genuine Parts Company | 11.12% | -4.58% | 12.80% | -4.73% | 12.37% | 9.12% |
LOW | 4.87% | 1.50% | 14.57% | 14.35% | 18.34% | 19.84% |
PPG | -9.24% | -0.01% | -0.10% | -3.77% | 6.40% | 4.87% |
SJW | -6.82% | 13.93% | -6.88% | -17.01% | 1.23% | 11.07% |
ABM ABM Industries Incorporated | 6.13% | 7.53% | 15.85% | 10.31% | 6.77% | 8.18% |
ABT Abbott Laboratories | -4.50% | -1.12% | 5.59% | -2.51% | 8.40% | 12.31% |
LANC | 15.61% | 4.30% | 15.56% | -5.95% | 7.18% | 10.66% |
CWT California Water Service Group | 3.89% | 19.35% | 4.76% | -0.32% | 2.91% | 12.09% |
FMCB Farmers & Merchants Bancorp | 0.73% | 8.69% | 14.24% | 11.77% | 7.95% | 11.71% |
AWR American States Water Company | -2.10% | 15.18% | -2.50% | -8.44% | 2.98% | 12.72% |
CBSH Commerce Bancshares, Inc. | 7.18% | 7.27% | 19.34% | 25.69% | 5.63% | 8.41% |
PH | 19.01% | 1.60% | 26.73% | 65.94% | 29.41% | 18.21% |
TNC | 13.45% | -8.57% | 20.25% | 36.58% | 13.22% | 6.64% |
BDX Becton, Dickinson and Company | -2.70% | 1.35% | 2.12% | -4.75% | 2.50% | 9.25% |
MSEX | -11.80% | 23.36% | -11.81% | -22.45% | 0.26% | 13.43% |
MSA | 12.64% | 2.22% | 14.06% | 33.14% | 14.02% | 16.05% |
SCL | -6.47% | 7.31% | 10.07% | -1.81% | 1.57% | 6.82% |
DOV Dover Corporation | 20.06% | 9.18% | 34.51% | 33.85% | 16.13% | 12.37% |
NDSN | 3.10% | 4.84% | 16.97% | 26.49% | 16.94% | 14.95% |
FUL H.B. Fuller Company | 0.25% | 6.88% | 8.22% | 24.78% | 15.07% | 7.05% |
GWW W.W. Grainger, Inc. | 14.58% | 1.08% | 18.37% | 39.97% | 30.30% | 16.17% |
TR | -8.02% | -1.76% | -6.99% | -18.69% | -2.67% | 4.03% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Dividend Kings, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.63% | 3.22% | 3.98% | -3.48% | 3.49% | ||||||||
| 2023 | 2.38% | -2.32% | -0.31% | 0.52% | -5.88% | 6.24% | 2.09% | -3.06% | -6.03% | -2.60% | 6.56% | 5.91% | 2.43% |
| 2022 | -4.38% | -2.05% | 1.37% | -2.97% | 0.09% | -5.34% | 5.59% | -2.86% | -9.07% | 11.00% | 6.65% | -3.76% | -7.25% |
| 2021 | -1.51% | 2.48% | 7.41% | 3.42% | 2.11% | -1.60% | 2.33% | 0.58% | -5.61% | 5.35% | -1.85% | 8.58% | 22.89% |
| 2020 | -1.95% | -9.54% | -11.08% | 9.97% | 3.63% | 1.68% | 3.23% | 4.58% | -2.22% | -1.28% | 9.68% | 2.27% | 6.84% |
| 2019 | 6.46% | 4.09% | 1.14% | 1.28% | -5.13% | 5.49% | 1.68% | -1.17% | 3.54% | 2.38% | 2.23% | 2.80% | 27.18% |
| 2018 | 0.81% | -5.56% | 0.01% | -0.74% | 2.83% | 2.09% | 4.87% | 1.38% | 1.04% | -4.79% | 4.24% | -6.20% | -0.80% |
| 2017 | 0.44% | 2.49% | 0.79% | 0.53% | -0.63% | 1.73% | 1.43% | -1.81% | 3.66% | 1.93% | 4.27% | 0.15% | 15.86% |
| 2016 | -0.44% | 2.58% | 7.02% | 1.36% | 1.27% | 3.76% | 2.86% | -0.25% | -0.82% | -2.82% | 4.89% | 2.03% | 23.20% |
| 2015 | -3.60% | 4.51% | -1.05% | -0.85% | 1.13% | -0.62% | 0.33% | -4.62% | -1.31% | 7.95% | 1.07% | -1.85% | 0.47% |
| 2014 | -3.94% | 3.79% | 2.03% | -0.24% | 1.27% | 2.70% | -5.19% | 4.40% | -2.50% | 6.49% | 1.93% | 1.22% | 11.91% |
| 2013 | 5.95% | 2.63% | 3.90% | 1.25% | 1.35% | -0.99% | 6.38% | -5.57% | 5.19% | 3.73% | 1.92% | 2.20% | 31.06% |
Комиссия
Комиссия Dividend Kings составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Портфель не содержит фондов, взимающих комиссии
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг Dividend Kings среди портфелей на нашем сайте составляет 6, что соответствует нижним 6% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Dividend Kings
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
MO | 0.64 | 0.94 | 1.14 | 0.51 | 1.87 |
VFC | -0.62 | -0.72 | 0.92 | -0.42 | -1.80 |
UVV | 0.39 | 0.77 | 1.09 | 0.33 | 0.67 |
MMM | 1.21 | 1.81 | 1.25 | 0.62 | 3.59 |
CDUAF Canadian Utilities Limited | -0.62 | -0.79 | 0.90 | -0.41 | -0.85 |
LEG | -1.49 | -2.29 | 0.64 | -0.80 | -2.20 |
ABBV AbbVie Inc. | 1.14 | 1.58 | 1.22 | 1.01 | 4.04 |
FRT Federal Realty Investment Trust | 0.84 | 1.38 | 1.15 | 0.51 | 2.84 |
NWN | -0.40 | -0.41 | 0.95 | -0.21 | -0.81 |
KMB | -0.23 | -0.21 | 0.97 | -0.20 | -0.32 |
BKH Black Hills Corporation | -0.26 | -0.21 | 0.98 | -0.16 | -0.41 |
SWK | 0.46 | 0.90 | 1.10 | 0.22 | 1.24 |
NFG | 0.69 | 1.17 | 1.13 | 0.42 | 2.17 |
KO | 0.23 | 0.41 | 1.05 | 0.17 | 0.51 |
JNJ | 0.02 | 0.14 | 1.02 | 0.01 | 0.03 |
PEP | -0.14 | -0.09 | 0.99 | -0.13 | -0.25 |
CINF Cincinnati Financial Corporation | 0.94 | 1.47 | 1.18 | 0.68 | 4.00 |
PG | 0.77 | 1.18 | 1.15 | 1.04 | 2.94 |
CL Colgate-Palmolive Company | 1.40 | 1.96 | 1.25 | 1.26 | 4.06 |
SYY | 0.37 | 0.67 | 1.08 | 0.24 | 0.95 |
TGT | 0.09 | 0.43 | 1.05 | 0.05 | 0.19 |
GRC The Gorman-Rupp Company | 1.01 | 1.56 | 1.21 | 0.70 | 4.89 |
HRL Hormel Foods Corporation | -0.18 | -0.08 | 0.99 | -0.10 | -0.28 |
EMR Emerson Electric Co. | 1.82 | 2.82 | 1.38 | 1.71 | 7.82 |
ITW | 0.72 | 1.06 | 1.14 | 0.78 | 1.73 |
GPC Genuine Parts Company | -0.22 | -0.13 | 0.98 | -0.18 | -0.44 |
LOW | 0.65 | 1.10 | 1.13 | 0.51 | 1.56 |
PPG | -0.19 | -0.13 | 0.98 | -0.12 | -0.43 |
SJW | -0.82 | -1.09 | 0.88 | -0.52 | -1.03 |
ABM ABM Industries Incorporated | 0.23 | 0.60 | 1.09 | 0.30 | 0.54 |
ABT Abbott Laboratories | -0.13 | -0.07 | 0.99 | -0.07 | -0.26 |
LANC | -0.25 | -0.18 | 0.98 | -0.25 | -0.50 |
CWT California Water Service Group | -0.12 | -0.00 | 1.00 | -0.08 | -0.21 |
FMCB Farmers & Merchants Bancorp | 0.57 | 0.98 | 1.15 | 0.99 | 2.37 |
AWR American States Water Company | -0.58 | -0.71 | 0.92 | -0.38 | -0.86 |
CBSH Commerce Bancshares, Inc. | 0.82 | 1.39 | 1.16 | 0.57 | 3.04 |
PH | 2.78 | 3.88 | 1.50 | 4.95 | 16.33 |
TNC | 1.46 | 2.14 | 1.28 | 2.33 | 5.52 |
BDX Becton, Dickinson and Company | -0.23 | -0.17 | 0.98 | -0.25 | -0.39 |
MSEX | -0.76 | -0.99 | 0.89 | -0.37 | -0.89 |
MSA | 1.49 | 2.30 | 1.28 | 1.65 | 4.19 |
SCL | -0.04 | 0.14 | 1.02 | -0.02 | -0.08 |
DOV Dover Corporation | 1.69 | 2.48 | 1.31 | 1.20 | 6.04 |
NDSN | 1.45 | 2.19 | 1.26 | 1.30 | 4.47 |
FUL H.B. Fuller Company | 0.99 | 1.61 | 1.19 | 1.13 | 4.33 |
GWW W.W. Grainger, Inc. | 2.06 | 2.80 | 1.37 | 2.86 | 6.33 |
TR | -0.85 | -1.17 | 0.87 | -0.50 | -1.11 |
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Dividend Kings за предыдущие двенадцать месяцев составила 2.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Kings | 2.99% | 2.88% | 2.69% | 2.23% | 2.46% | 2.29% | 2.66% | 2.20% | 2.28% | 2.58% | 2.25% | 2.31% |
| Активы портфеля: | ||||||||||||
MO | 8.42% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
VFC | 6.11% | 5.27% | 7.28% | 2.69% | 2.26% | 1.91% | 2.65% | 2.32% | 2.87% | 2.14% | 1.48% | 1.47% |
UVV | 5.92% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% | 4.64% | 3.66% |
MMM | 4.28% | 6.56% | 5.94% | 3.99% | 4.02% | 3.90% | 3.41% | 2.39% | 2.97% | 3.26% | 2.49% | 2.17% |
CDUAF Canadian Utilities Limited | 5.73% | 5.52% | 5.03% | 4.85% | 5.31% | 4.23% | 4.15% | 3.95% | 3.62% | 4.11% | 2.74% | 4.28% |
LEG | 15.24% | 6.95% | 5.40% | 4.03% | 3.61% | 3.11% | 4.19% | 2.98% | 2.74% | 3.00% | 2.86% | 3.81% |
ABBV AbbVie Inc. | 3.64% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
FRT Federal Realty Investment Trust | 4.25% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
NWN | 5.05% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% | 3.70% | 4.26% |
KMB | 3.54% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 2.65% | 2.85% |
BKH Black Hills Corporation | 4.49% | 4.63% | 3.43% | 3.25% | 3.53% | 2.61% | 3.07% | 3.01% | 2.74% | 3.49% | 2.94% | 2.89% |
SWK | 3.58% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
NFG | 3.50% | 3.91% | 2.97% | 2.83% | 4.30% | 3.72% | 3.30% | 3.00% | 2.84% | 3.67% | 2.20% | 2.09% |
KO | 2.96% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
JNJ | 3.08% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PEP | 2.78% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
CINF Cincinnati Financial Corporation | 2.55% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.32% | 2.52% | 3.84% | 3.35% | 3.12% |
PG | 2.28% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
CL Colgate-Palmolive Company | 2.06% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
SYY | 2.63% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
TGT | 2.75% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
GRC The Gorman-Rupp Company | 2.19% | 1.98% | 2.67% | 1.43% | 1.82% | 1.47% | 7.68% | 1.42% | 1.31% | 1.43% | 1.09% | 0.95% |
HRL Hormel Foods Corporation | 3.07% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% |
EMR Emerson Electric Co. | 1.86% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
ITW | 2.20% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
GPC Genuine Parts Company | 2.52% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% | 2.58% |
LOW | 1.90% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
PPG | 1.93% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% | 1.28% |
SJW | 2.60% | 2.33% | 1.77% | 1.86% | 1.85% | 1.69% | 2.01% | 1.63% | 1.44% | 2.62% | 2.33% | 2.44% |
ABM ABM Industries Incorporated | 1.89% | 1.96% | 1.76% | 1.86% | 1.47% | 2.40% | 2.18% | 1.80% | 1.62% | 1.69% | 2.18% | 2.12% |
ABT Abbott Laboratories | 2.04% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
LANC | 1.83% | 2.07% | 1.65% | 1.84% | 1.55% | 1.66% | 1.39% | 1.74% | 1.45% | 5.96% | 1.90% | 1.84% |
CWT California Water Service Group | 1.99% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% | 2.77% |
FMCB Farmers & Merchants Bancorp | 1.61% | 1.62% | 1.54% | 1.59% | 1.94% | 1.85% | 1.99% | 2.00% | 2.05% | 2.39% | 2.74% | 3.00% |
AWR American States Water Company | 2.20% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% | 2.65% |
CBSH Commerce Bancshares, Inc. | 1.85% | 1.95% | 1.43% | 1.34% | 1.37% | 1.21% | 1.26% | 1.20% | 1.11% | 1.38% | 1.29% | 1.19% |
PH | 1.11% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
TNC | 1.04% | 1.16% | 1.65% | 1.16% | 1.27% | 1.13% | 1.63% | 1.16% | 1.14% | 1.42% | 1.08% | 1.06% |
BDX Becton, Dickinson and Company | 1.57% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.60% | 1.84% |
MSEX | 2.25% | 1.92% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% | 3.59% |
MSA | 1.02% | 1.11% | 1.26% | 1.16% | 1.14% | 1.30% | 1.58% | 1.78% | 1.89% | 2.92% | 2.32% | 2.30% |
SCL | 1.68% | 1.55% | 1.29% | 1.01% | 0.95% | 1.00% | 1.25% | 1.06% | 0.95% | 1.47% | 1.72% | 0.99% |
DOV Dover Corporation | 1.11% | 1.32% | 1.48% | 1.10% | 1.56% | 1.68% | 2.36% | 1.18% | 1.50% | 1.75% | 1.41% | 0.67% |
NDSN | 0.99% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% | 0.89% |
FUL H.B. Fuller Company | 1.03% | 0.99% | 1.03% | 0.82% | 1.25% | 1.23% | 1.44% | 1.10% | 1.14% | 1.40% | 1.03% | 0.74% |
GWW W.W. Grainger, Inc. | 0.81% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% | 1.41% |
TR | 1.19% | 1.08% | 0.85% | 1.27% | 1.21% | 1.05% | 1.04% | 0.93% | 0.82% | 1.11% | 0.96% | 1.01% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Dividend Kings показал максимальную просадку в 33.07%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 141 торговую сессию.
Текущая просадка Dividend Kings составляет 2.17%.
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 |
|---|---|---|---|---|---|---|
| -33.07% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 141 | 12 окт. 2020 г. | 185 |
| -19% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | — | — | — |
| -13.12% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 36 | 15 февр. 2019 г. | 100 |
| -10.04% | 29 янв. 2018 г. | 39 | 23 мар. 2018 г. | 86 | 26 июл. 2018 г. | 125 |
| -10.01% | 30 дек. 2014 г. | 165 | 25 авг. 2015 г. | 48 | 2 нояб. 2015 г. | 213 |
Волатильность
График волатильности
Текущая волатильность Dividend Kings составляет 2.14%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| FMCB | CDUAF | ABBV | TGT | HRL | TR | UVV | MO | MSEX | BDX | KMB | SJW | JNJ | NWN | LANC | ABT | AWR | NFG | VFC | CWT | FRT | PG | SYY | LOW | CL | PEP | GWW | BKH | KO | TNC | GRC | CBSH | ABM | MSA | SCL | LEG | SWK | CINF | NDSN | PPG | EMR | FUL | PH | MMM | GPC | DOV | ITW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FMCB | 1.00 | 0.04 | 0.01 | 0.02 | 0.01 | 0.02 | 0.00 | -0.00 | 0.03 | 0.01 | -0.01 | 0.04 | -0.01 | 0.03 | 0.02 | -0.00 | 0.02 | 0.01 | 0.02 | 0.02 | 0.03 | -0.02 | 0.01 | 0.01 | -0.01 | 0.01 | 0.02 | 0.01 | 0.02 | -0.01 | 0.01 | 0.02 | 0.03 | 0.00 | 0.03 | 0.00 | 0.01 | 0.01 | 0.02 | -0.00 | 0.00 | 0.02 | 0.02 | 0.01 | 0.03 | 0.02 | 0.02 |
| CDUAF | 0.04 | 1.00 | 0.17 | 0.12 | 0.13 | 0.11 | 0.15 | 0.19 | 0.16 | 0.16 | 0.16 | 0.15 | 0.15 | 0.20 | 0.13 | 0.17 | 0.17 | 0.22 | 0.18 | 0.19 | 0.20 | 0.17 | 0.18 | 0.15 | 0.18 | 0.18 | 0.14 | 0.25 | 0.21 | 0.17 | 0.14 | 0.16 | 0.17 | 0.15 | 0.16 | 0.18 | 0.17 | 0.16 | 0.16 | 0.19 | 0.19 | 0.20 | 0.18 | 0.18 | 0.18 | 0.21 | 0.19 |
| ABBV | 0.01 | 0.17 | 1.00 | 0.25 | 0.21 | 0.21 | 0.22 | 0.27 | 0.20 | 0.41 | 0.29 | 0.20 | 0.45 | 0.19 | 0.25 | 0.44 | 0.21 | 0.24 | 0.24 | 0.22 | 0.25 | 0.32 | 0.27 | 0.27 | 0.32 | 0.32 | 0.27 | 0.24 | 0.31 | 0.24 | 0.27 | 0.27 | 0.28 | 0.28 | 0.27 | 0.29 | 0.29 | 0.31 | 0.30 | 0.33 | 0.32 | 0.30 | 0.30 | 0.35 | 0.31 | 0.29 | 0.35 |
| TGT | 0.02 | 0.12 | 0.25 | 1.00 | 0.26 | 0.24 | 0.25 | 0.27 | 0.21 | 0.27 | 0.25 | 0.21 | 0.28 | 0.20 | 0.27 | 0.32 | 0.23 | 0.26 | 0.44 | 0.23 | 0.31 | 0.29 | 0.32 | 0.46 | 0.29 | 0.29 | 0.35 | 0.24 | 0.29 | 0.31 | 0.32 | 0.34 | 0.32 | 0.32 | 0.31 | 0.39 | 0.38 | 0.34 | 0.37 | 0.35 | 0.36 | 0.35 | 0.36 | 0.37 | 0.43 | 0.37 | 0.39 |
| HRL | 0.01 | 0.13 | 0.21 | 0.26 | 1.00 | 0.41 | 0.27 | 0.41 | 0.29 | 0.33 | 0.50 | 0.30 | 0.36 | 0.34 | 0.42 | 0.30 | 0.33 | 0.30 | 0.23 | 0.33 | 0.31 | 0.46 | 0.35 | 0.27 | 0.50 | 0.50 | 0.25 | 0.37 | 0.43 | 0.21 | 0.24 | 0.24 | 0.28 | 0.24 | 0.28 | 0.28 | 0.25 | 0.34 | 0.25 | 0.28 | 0.21 | 0.25 | 0.22 | 0.32 | 0.33 | 0.25 | 0.30 |
| TR | 0.02 | 0.11 | 0.21 | 0.24 | 0.41 | 1.00 | 0.33 | 0.30 | 0.36 | 0.27 | 0.38 | 0.37 | 0.29 | 0.37 | 0.45 | 0.27 | 0.39 | 0.31 | 0.23 | 0.38 | 0.31 | 0.37 | 0.33 | 0.26 | 0.38 | 0.38 | 0.28 | 0.38 | 0.36 | 0.34 | 0.34 | 0.33 | 0.34 | 0.34 | 0.37 | 0.32 | 0.25 | 0.34 | 0.30 | 0.29 | 0.26 | 0.32 | 0.27 | 0.30 | 0.33 | 0.28 | 0.31 |
| UVV | 0.00 | 0.15 | 0.22 | 0.25 | 0.27 | 0.33 | 1.00 | 0.43 | 0.31 | 0.23 | 0.27 | 0.33 | 0.25 | 0.33 | 0.34 | 0.23 | 0.31 | 0.36 | 0.29 | 0.33 | 0.33 | 0.28 | 0.34 | 0.28 | 0.30 | 0.31 | 0.28 | 0.36 | 0.33 | 0.37 | 0.38 | 0.39 | 0.39 | 0.38 | 0.43 | 0.37 | 0.32 | 0.35 | 0.32 | 0.36 | 0.36 | 0.40 | 0.36 | 0.35 | 0.35 | 0.33 | 0.36 |
| MO | -0.00 | 0.19 | 0.27 | 0.27 | 0.41 | 0.30 | 0.43 | 1.00 | 0.23 | 0.27 | 0.43 | 0.25 | 0.37 | 0.32 | 0.36 | 0.28 | 0.26 | 0.34 | 0.28 | 0.27 | 0.38 | 0.45 | 0.41 | 0.30 | 0.45 | 0.46 | 0.28 | 0.38 | 0.49 | 0.27 | 0.26 | 0.28 | 0.33 | 0.26 | 0.28 | 0.36 | 0.32 | 0.39 | 0.27 | 0.33 | 0.32 | 0.31 | 0.31 | 0.40 | 0.39 | 0.31 | 0.38 |
| MSEX | 0.03 | 0.16 | 0.20 | 0.21 | 0.29 | 0.36 | 0.31 | 0.23 | 1.00 | 0.26 | 0.30 | 0.62 | 0.28 | 0.51 | 0.40 | 0.29 | 0.65 | 0.36 | 0.26 | 0.66 | 0.36 | 0.31 | 0.27 | 0.28 | 0.30 | 0.34 | 0.26 | 0.52 | 0.33 | 0.32 | 0.38 | 0.29 | 0.36 | 0.34 | 0.36 | 0.30 | 0.27 | 0.34 | 0.29 | 0.29 | 0.25 | 0.32 | 0.26 | 0.30 | 0.29 | 0.29 | 0.32 |
| BDX | 0.01 | 0.16 | 0.41 | 0.27 | 0.33 | 0.27 | 0.23 | 0.27 | 0.26 | 1.00 | 0.35 | 0.27 | 0.48 | 0.26 | 0.31 | 0.58 | 0.29 | 0.27 | 0.29 | 0.30 | 0.27 | 0.38 | 0.30 | 0.34 | 0.39 | 0.39 | 0.32 | 0.32 | 0.37 | 0.28 | 0.30 | 0.29 | 0.30 | 0.36 | 0.32 | 0.32 | 0.37 | 0.37 | 0.39 | 0.39 | 0.36 | 0.36 | 0.35 | 0.41 | 0.35 | 0.36 | 0.42 |
| KMB | -0.01 | 0.16 | 0.29 | 0.25 | 0.50 | 0.38 | 0.27 | 0.43 | 0.30 | 0.35 | 1.00 | 0.33 | 0.43 | 0.36 | 0.37 | 0.36 | 0.36 | 0.29 | 0.23 | 0.35 | 0.34 | 0.68 | 0.34 | 0.28 | 0.69 | 0.59 | 0.27 | 0.42 | 0.54 | 0.22 | 0.23 | 0.21 | 0.26 | 0.25 | 0.26 | 0.27 | 0.26 | 0.36 | 0.27 | 0.32 | 0.25 | 0.24 | 0.23 | 0.36 | 0.33 | 0.29 | 0.34 |
| SJW | 0.04 | 0.15 | 0.20 | 0.21 | 0.30 | 0.37 | 0.33 | 0.25 | 0.62 | 0.27 | 0.33 | 1.00 | 0.29 | 0.52 | 0.39 | 0.27 | 0.68 | 0.38 | 0.23 | 0.68 | 0.38 | 0.34 | 0.27 | 0.28 | 0.33 | 0.36 | 0.24 | 0.53 | 0.36 | 0.33 | 0.35 | 0.31 | 0.36 | 0.34 | 0.37 | 0.30 | 0.26 | 0.34 | 0.29 | 0.29 | 0.26 | 0.33 | 0.26 | 0.31 | 0.30 | 0.29 | 0.32 |
| JNJ | -0.01 | 0.15 | 0.45 | 0.28 | 0.36 | 0.29 | 0.25 | 0.37 | 0.28 | 0.48 | 0.43 | 0.29 | 1.00 | 0.30 | 0.32 | 0.51 | 0.33 | 0.28 | 0.26 | 0.33 | 0.29 | 0.48 | 0.30 | 0.30 | 0.47 | 0.48 | 0.31 | 0.36 | 0.45 | 0.27 | 0.28 | 0.30 | 0.28 | 0.30 | 0.29 | 0.28 | 0.32 | 0.39 | 0.32 | 0.36 | 0.34 | 0.32 | 0.31 | 0.45 | 0.36 | 0.33 | 0.41 |
| NWN | 0.03 | 0.20 | 0.19 | 0.20 | 0.34 | 0.37 | 0.33 | 0.32 | 0.51 | 0.26 | 0.36 | 0.52 | 0.30 | 1.00 | 0.39 | 0.25 | 0.57 | 0.48 | 0.25 | 0.57 | 0.45 | 0.36 | 0.33 | 0.25 | 0.35 | 0.39 | 0.24 | 0.65 | 0.40 | 0.30 | 0.32 | 0.30 | 0.39 | 0.30 | 0.34 | 0.33 | 0.27 | 0.37 | 0.26 | 0.28 | 0.26 | 0.31 | 0.24 | 0.34 | 0.32 | 0.28 | 0.32 |
| LANC | 0.02 | 0.13 | 0.25 | 0.27 | 0.42 | 0.45 | 0.34 | 0.36 | 0.40 | 0.31 | 0.37 | 0.39 | 0.32 | 0.39 | 1.00 | 0.28 | 0.40 | 0.33 | 0.27 | 0.41 | 0.34 | 0.38 | 0.37 | 0.31 | 0.39 | 0.41 | 0.28 | 0.41 | 0.40 | 0.37 | 0.36 | 0.34 | 0.39 | 0.39 | 0.37 | 0.35 | 0.30 | 0.38 | 0.33 | 0.33 | 0.31 | 0.37 | 0.30 | 0.33 | 0.39 | 0.33 | 0.36 |
| ABT | -0.00 | 0.17 | 0.44 | 0.32 | 0.30 | 0.27 | 0.23 | 0.28 | 0.29 | 0.58 | 0.36 | 0.27 | 0.51 | 0.25 | 0.28 | 1.00 | 0.30 | 0.26 | 0.34 | 0.30 | 0.29 | 0.41 | 0.31 | 0.39 | 0.41 | 0.40 | 0.36 | 0.30 | 0.39 | 0.31 | 0.32 | 0.32 | 0.31 | 0.38 | 0.34 | 0.35 | 0.42 | 0.38 | 0.42 | 0.44 | 0.39 | 0.38 | 0.38 | 0.44 | 0.37 | 0.42 | 0.45 |
| AWR | 0.02 | 0.17 | 0.21 | 0.23 | 0.33 | 0.39 | 0.31 | 0.26 | 0.65 | 0.29 | 0.36 | 0.68 | 0.33 | 0.57 | 0.40 | 0.30 | 1.00 | 0.38 | 0.25 | 0.80 | 0.39 | 0.37 | 0.29 | 0.28 | 0.37 | 0.41 | 0.26 | 0.58 | 0.38 | 0.34 | 0.34 | 0.31 | 0.35 | 0.33 | 0.37 | 0.30 | 0.26 | 0.38 | 0.31 | 0.30 | 0.26 | 0.31 | 0.26 | 0.30 | 0.31 | 0.30 | 0.33 |
| NFG | 0.01 | 0.22 | 0.24 | 0.26 | 0.30 | 0.31 | 0.36 | 0.34 | 0.36 | 0.27 | 0.29 | 0.38 | 0.28 | 0.48 | 0.33 | 0.26 | 0.38 | 1.00 | 0.33 | 0.41 | 0.42 | 0.31 | 0.35 | 0.30 | 0.32 | 0.31 | 0.36 | 0.52 | 0.35 | 0.37 | 0.37 | 0.39 | 0.41 | 0.37 | 0.41 | 0.41 | 0.36 | 0.41 | 0.39 | 0.38 | 0.43 | 0.40 | 0.40 | 0.37 | 0.41 | 0.42 | 0.41 |
| VFC | 0.02 | 0.18 | 0.24 | 0.44 | 0.23 | 0.23 | 0.29 | 0.28 | 0.26 | 0.29 | 0.23 | 0.23 | 0.26 | 0.25 | 0.27 | 0.34 | 0.25 | 0.33 | 1.00 | 0.25 | 0.40 | 0.26 | 0.41 | 0.44 | 0.25 | 0.28 | 0.37 | 0.29 | 0.32 | 0.40 | 0.39 | 0.47 | 0.39 | 0.43 | 0.41 | 0.54 | 0.51 | 0.42 | 0.47 | 0.48 | 0.46 | 0.47 | 0.48 | 0.46 | 0.50 | 0.48 | 0.49 |
| CWT | 0.02 | 0.19 | 0.22 | 0.23 | 0.33 | 0.38 | 0.33 | 0.27 | 0.66 | 0.30 | 0.35 | 0.68 | 0.33 | 0.57 | 0.41 | 0.30 | 0.80 | 0.41 | 0.25 | 1.00 | 0.41 | 0.36 | 0.29 | 0.28 | 0.36 | 0.39 | 0.26 | 0.58 | 0.38 | 0.34 | 0.37 | 0.32 | 0.37 | 0.36 | 0.38 | 0.32 | 0.28 | 0.38 | 0.32 | 0.31 | 0.27 | 0.34 | 0.27 | 0.31 | 0.31 | 0.31 | 0.34 |
| FRT | 0.03 | 0.20 | 0.25 | 0.31 | 0.31 | 0.31 | 0.33 | 0.38 | 0.36 | 0.27 | 0.34 | 0.38 | 0.29 | 0.45 | 0.34 | 0.29 | 0.39 | 0.42 | 0.40 | 0.41 | 1.00 | 0.34 | 0.43 | 0.36 | 0.35 | 0.36 | 0.31 | 0.47 | 0.38 | 0.34 | 0.34 | 0.37 | 0.38 | 0.33 | 0.34 | 0.47 | 0.38 | 0.44 | 0.34 | 0.39 | 0.37 | 0.39 | 0.36 | 0.38 | 0.43 | 0.37 | 0.39 |
| PG | -0.02 | 0.17 | 0.32 | 0.29 | 0.46 | 0.37 | 0.28 | 0.45 | 0.31 | 0.38 | 0.68 | 0.34 | 0.48 | 0.36 | 0.38 | 0.41 | 0.37 | 0.31 | 0.26 | 0.36 | 0.34 | 1.00 | 0.37 | 0.32 | 0.73 | 0.64 | 0.31 | 0.42 | 0.60 | 0.25 | 0.26 | 0.23 | 0.29 | 0.28 | 0.30 | 0.29 | 0.30 | 0.40 | 0.31 | 0.35 | 0.32 | 0.29 | 0.29 | 0.40 | 0.37 | 0.34 | 0.39 |
| SYY | 0.01 | 0.18 | 0.27 | 0.32 | 0.35 | 0.33 | 0.34 | 0.41 | 0.27 | 0.30 | 0.34 | 0.27 | 0.30 | 0.33 | 0.37 | 0.31 | 0.29 | 0.35 | 0.41 | 0.29 | 0.43 | 0.37 | 1.00 | 0.38 | 0.39 | 0.42 | 0.36 | 0.36 | 0.43 | 0.34 | 0.37 | 0.39 | 0.39 | 0.36 | 0.38 | 0.45 | 0.39 | 0.46 | 0.37 | 0.43 | 0.41 | 0.41 | 0.42 | 0.39 | 0.46 | 0.39 | 0.44 |
| LOW | 0.01 | 0.15 | 0.27 | 0.46 | 0.27 | 0.26 | 0.28 | 0.30 | 0.28 | 0.34 | 0.28 | 0.28 | 0.30 | 0.25 | 0.31 | 0.39 | 0.28 | 0.30 | 0.44 | 0.28 | 0.36 | 0.32 | 0.38 | 1.00 | 0.32 | 0.33 | 0.44 | 0.29 | 0.32 | 0.38 | 0.40 | 0.40 | 0.37 | 0.40 | 0.37 | 0.50 | 0.54 | 0.40 | 0.50 | 0.48 | 0.46 | 0.45 | 0.48 | 0.45 | 0.52 | 0.47 | 0.51 |
| CL | -0.01 | 0.18 | 0.32 | 0.29 | 0.50 | 0.38 | 0.30 | 0.45 | 0.30 | 0.39 | 0.69 | 0.33 | 0.47 | 0.35 | 0.39 | 0.41 | 0.37 | 0.32 | 0.25 | 0.36 | 0.35 | 0.73 | 0.39 | 0.32 | 1.00 | 0.65 | 0.32 | 0.43 | 0.60 | 0.26 | 0.26 | 0.24 | 0.30 | 0.30 | 0.30 | 0.30 | 0.32 | 0.40 | 0.30 | 0.36 | 0.30 | 0.29 | 0.30 | 0.40 | 0.37 | 0.33 | 0.39 |
| PEP | 0.01 | 0.18 | 0.32 | 0.29 | 0.50 | 0.38 | 0.31 | 0.46 | 0.34 | 0.39 | 0.59 | 0.36 | 0.48 | 0.39 | 0.41 | 0.40 | 0.41 | 0.31 | 0.28 | 0.39 | 0.36 | 0.64 | 0.42 | 0.33 | 0.65 | 1.00 | 0.31 | 0.44 | 0.71 | 0.27 | 0.26 | 0.23 | 0.30 | 0.28 | 0.29 | 0.30 | 0.31 | 0.40 | 0.30 | 0.36 | 0.30 | 0.28 | 0.27 | 0.39 | 0.37 | 0.32 | 0.39 |
| GWW | 0.02 | 0.14 | 0.27 | 0.35 | 0.25 | 0.28 | 0.28 | 0.28 | 0.26 | 0.32 | 0.27 | 0.24 | 0.31 | 0.24 | 0.28 | 0.36 | 0.26 | 0.36 | 0.37 | 0.26 | 0.31 | 0.31 | 0.36 | 0.44 | 0.32 | 0.31 | 1.00 | 0.29 | 0.31 | 0.45 | 0.44 | 0.44 | 0.41 | 0.46 | 0.42 | 0.45 | 0.50 | 0.44 | 0.55 | 0.48 | 0.58 | 0.47 | 0.58 | 0.48 | 0.55 | 0.57 | 0.60 |
| BKH | 0.01 | 0.25 | 0.24 | 0.24 | 0.37 | 0.38 | 0.36 | 0.38 | 0.52 | 0.32 | 0.42 | 0.53 | 0.36 | 0.65 | 0.41 | 0.30 | 0.58 | 0.52 | 0.29 | 0.58 | 0.47 | 0.42 | 0.36 | 0.29 | 0.43 | 0.44 | 0.29 | 1.00 | 0.47 | 0.31 | 0.35 | 0.32 | 0.39 | 0.33 | 0.34 | 0.36 | 0.29 | 0.43 | 0.32 | 0.34 | 0.32 | 0.34 | 0.30 | 0.36 | 0.37 | 0.33 | 0.36 |
| KO | 0.02 | 0.21 | 0.31 | 0.29 | 0.43 | 0.36 | 0.33 | 0.49 | 0.33 | 0.37 | 0.54 | 0.36 | 0.45 | 0.40 | 0.40 | 0.39 | 0.38 | 0.35 | 0.32 | 0.38 | 0.38 | 0.60 | 0.43 | 0.32 | 0.60 | 0.71 | 0.31 | 0.47 | 1.00 | 0.30 | 0.27 | 0.29 | 0.34 | 0.31 | 0.33 | 0.35 | 0.34 | 0.45 | 0.34 | 0.40 | 0.36 | 0.34 | 0.34 | 0.42 | 0.40 | 0.36 | 0.42 |
| TNC | -0.01 | 0.17 | 0.24 | 0.31 | 0.21 | 0.34 | 0.37 | 0.27 | 0.32 | 0.28 | 0.22 | 0.33 | 0.27 | 0.30 | 0.37 | 0.31 | 0.34 | 0.37 | 0.40 | 0.34 | 0.34 | 0.25 | 0.34 | 0.38 | 0.26 | 0.27 | 0.45 | 0.31 | 0.30 | 1.00 | 0.54 | 0.50 | 0.50 | 0.51 | 0.53 | 0.49 | 0.50 | 0.44 | 0.54 | 0.45 | 0.52 | 0.53 | 0.55 | 0.47 | 0.48 | 0.53 | 0.55 |
| GRC | 0.01 | 0.14 | 0.27 | 0.32 | 0.24 | 0.34 | 0.38 | 0.26 | 0.38 | 0.30 | 0.23 | 0.35 | 0.28 | 0.32 | 0.36 | 0.32 | 0.34 | 0.37 | 0.39 | 0.37 | 0.34 | 0.26 | 0.37 | 0.40 | 0.26 | 0.26 | 0.44 | 0.35 | 0.27 | 0.54 | 1.00 | 0.48 | 0.47 | 0.53 | 0.53 | 0.46 | 0.51 | 0.43 | 0.52 | 0.47 | 0.52 | 0.53 | 0.55 | 0.46 | 0.48 | 0.53 | 0.55 |
| CBSH | 0.02 | 0.16 | 0.27 | 0.34 | 0.24 | 0.33 | 0.39 | 0.28 | 0.29 | 0.29 | 0.21 | 0.31 | 0.30 | 0.30 | 0.34 | 0.32 | 0.31 | 0.39 | 0.47 | 0.32 | 0.37 | 0.23 | 0.39 | 0.40 | 0.24 | 0.23 | 0.44 | 0.32 | 0.29 | 0.50 | 0.48 | 1.00 | 0.50 | 0.51 | 0.53 | 0.52 | 0.50 | 0.56 | 0.52 | 0.47 | 0.53 | 0.55 | 0.54 | 0.48 | 0.52 | 0.53 | 0.52 |
| ABM | 0.03 | 0.17 | 0.28 | 0.32 | 0.28 | 0.34 | 0.39 | 0.33 | 0.36 | 0.30 | 0.26 | 0.36 | 0.28 | 0.39 | 0.39 | 0.31 | 0.35 | 0.41 | 0.39 | 0.37 | 0.38 | 0.29 | 0.39 | 0.37 | 0.30 | 0.30 | 0.41 | 0.39 | 0.34 | 0.50 | 0.47 | 0.50 | 1.00 | 0.48 | 0.48 | 0.49 | 0.46 | 0.46 | 0.47 | 0.44 | 0.46 | 0.53 | 0.48 | 0.45 | 0.47 | 0.46 | 0.49 |
| MSA | 0.00 | 0.15 | 0.28 | 0.32 | 0.24 | 0.34 | 0.38 | 0.26 | 0.34 | 0.36 | 0.25 | 0.34 | 0.30 | 0.30 | 0.39 | 0.38 | 0.33 | 0.37 | 0.43 | 0.36 | 0.33 | 0.28 | 0.36 | 0.40 | 0.30 | 0.28 | 0.46 | 0.33 | 0.31 | 0.51 | 0.53 | 0.51 | 0.48 | 1.00 | 0.52 | 0.47 | 0.49 | 0.46 | 0.54 | 0.49 | 0.51 | 0.54 | 0.54 | 0.46 | 0.49 | 0.52 | 0.54 |
| SCL | 0.03 | 0.16 | 0.27 | 0.31 | 0.28 | 0.37 | 0.43 | 0.28 | 0.36 | 0.32 | 0.26 | 0.37 | 0.29 | 0.34 | 0.37 | 0.34 | 0.37 | 0.41 | 0.41 | 0.38 | 0.34 | 0.30 | 0.38 | 0.37 | 0.30 | 0.29 | 0.42 | 0.34 | 0.33 | 0.53 | 0.53 | 0.53 | 0.48 | 0.52 | 1.00 | 0.49 | 0.48 | 0.46 | 0.51 | 0.51 | 0.50 | 0.61 | 0.52 | 0.48 | 0.47 | 0.51 | 0.53 |
| LEG | 0.00 | 0.18 | 0.29 | 0.39 | 0.28 | 0.32 | 0.37 | 0.36 | 0.30 | 0.32 | 0.27 | 0.30 | 0.28 | 0.33 | 0.35 | 0.35 | 0.30 | 0.41 | 0.54 | 0.32 | 0.47 | 0.29 | 0.45 | 0.50 | 0.30 | 0.30 | 0.45 | 0.36 | 0.35 | 0.49 | 0.46 | 0.52 | 0.49 | 0.47 | 0.49 | 1.00 | 0.59 | 0.48 | 0.54 | 0.56 | 0.53 | 0.57 | 0.56 | 0.52 | 0.57 | 0.54 | 0.56 |
| SWK | 0.01 | 0.17 | 0.29 | 0.38 | 0.25 | 0.25 | 0.32 | 0.32 | 0.27 | 0.37 | 0.26 | 0.26 | 0.32 | 0.27 | 0.30 | 0.42 | 0.26 | 0.36 | 0.51 | 0.28 | 0.38 | 0.30 | 0.39 | 0.54 | 0.32 | 0.31 | 0.50 | 0.29 | 0.34 | 0.50 | 0.51 | 0.50 | 0.46 | 0.49 | 0.48 | 0.59 | 1.00 | 0.48 | 0.62 | 0.60 | 0.61 | 0.58 | 0.66 | 0.62 | 0.55 | 0.65 | 0.68 |
| CINF | 0.01 | 0.16 | 0.31 | 0.34 | 0.34 | 0.34 | 0.35 | 0.39 | 0.34 | 0.37 | 0.36 | 0.34 | 0.39 | 0.37 | 0.38 | 0.38 | 0.38 | 0.41 | 0.42 | 0.38 | 0.44 | 0.40 | 0.46 | 0.40 | 0.40 | 0.40 | 0.44 | 0.43 | 0.45 | 0.44 | 0.43 | 0.56 | 0.46 | 0.46 | 0.46 | 0.48 | 0.48 | 1.00 | 0.45 | 0.49 | 0.51 | 0.48 | 0.51 | 0.51 | 0.52 | 0.51 | 0.52 |
| NDSN | 0.02 | 0.16 | 0.30 | 0.37 | 0.25 | 0.30 | 0.32 | 0.27 | 0.29 | 0.39 | 0.27 | 0.29 | 0.32 | 0.26 | 0.33 | 0.42 | 0.31 | 0.39 | 0.47 | 0.32 | 0.34 | 0.31 | 0.37 | 0.50 | 0.30 | 0.30 | 0.55 | 0.32 | 0.34 | 0.54 | 0.52 | 0.52 | 0.47 | 0.54 | 0.51 | 0.54 | 0.62 | 0.45 | 1.00 | 0.57 | 0.63 | 0.58 | 0.66 | 0.54 | 0.56 | 0.65 | 0.65 |
| PPG | -0.00 | 0.19 | 0.33 | 0.35 | 0.28 | 0.29 | 0.36 | 0.33 | 0.29 | 0.39 | 0.32 | 0.29 | 0.36 | 0.28 | 0.33 | 0.44 | 0.30 | 0.38 | 0.48 | 0.31 | 0.39 | 0.35 | 0.43 | 0.48 | 0.36 | 0.36 | 0.48 | 0.34 | 0.40 | 0.45 | 0.47 | 0.47 | 0.44 | 0.49 | 0.51 | 0.56 | 0.60 | 0.49 | 0.57 | 1.00 | 0.59 | 0.64 | 0.59 | 0.56 | 0.54 | 0.59 | 0.62 |
| EMR | 0.00 | 0.19 | 0.32 | 0.36 | 0.21 | 0.26 | 0.36 | 0.32 | 0.25 | 0.36 | 0.25 | 0.26 | 0.34 | 0.26 | 0.31 | 0.39 | 0.26 | 0.43 | 0.46 | 0.27 | 0.37 | 0.32 | 0.41 | 0.46 | 0.30 | 0.30 | 0.58 | 0.32 | 0.36 | 0.52 | 0.52 | 0.53 | 0.46 | 0.51 | 0.50 | 0.53 | 0.61 | 0.51 | 0.63 | 0.59 | 1.00 | 0.59 | 0.74 | 0.60 | 0.58 | 0.71 | 0.69 |
| FUL | 0.02 | 0.20 | 0.30 | 0.35 | 0.25 | 0.32 | 0.40 | 0.31 | 0.32 | 0.36 | 0.24 | 0.33 | 0.32 | 0.31 | 0.37 | 0.38 | 0.31 | 0.40 | 0.47 | 0.34 | 0.39 | 0.29 | 0.41 | 0.45 | 0.29 | 0.28 | 0.47 | 0.34 | 0.34 | 0.53 | 0.53 | 0.55 | 0.53 | 0.54 | 0.61 | 0.57 | 0.58 | 0.48 | 0.58 | 0.64 | 0.59 | 1.00 | 0.61 | 0.55 | 0.53 | 0.58 | 0.60 |
| PH | 0.02 | 0.18 | 0.30 | 0.36 | 0.22 | 0.27 | 0.36 | 0.31 | 0.26 | 0.35 | 0.23 | 0.26 | 0.31 | 0.24 | 0.30 | 0.38 | 0.26 | 0.40 | 0.48 | 0.27 | 0.36 | 0.29 | 0.42 | 0.48 | 0.30 | 0.27 | 0.58 | 0.30 | 0.34 | 0.55 | 0.55 | 0.54 | 0.48 | 0.54 | 0.52 | 0.56 | 0.66 | 0.51 | 0.66 | 0.59 | 0.74 | 0.61 | 1.00 | 0.60 | 0.59 | 0.73 | 0.73 |
| MMM | 0.01 | 0.18 | 0.35 | 0.37 | 0.32 | 0.30 | 0.35 | 0.40 | 0.30 | 0.41 | 0.36 | 0.31 | 0.45 | 0.34 | 0.33 | 0.44 | 0.30 | 0.37 | 0.46 | 0.31 | 0.38 | 0.40 | 0.39 | 0.45 | 0.40 | 0.39 | 0.48 | 0.36 | 0.42 | 0.47 | 0.46 | 0.48 | 0.45 | 0.46 | 0.48 | 0.52 | 0.62 | 0.51 | 0.54 | 0.56 | 0.60 | 0.55 | 0.60 | 1.00 | 0.53 | 0.59 | 0.67 |
| GPC | 0.03 | 0.18 | 0.31 | 0.43 | 0.33 | 0.33 | 0.35 | 0.39 | 0.29 | 0.35 | 0.33 | 0.30 | 0.36 | 0.32 | 0.39 | 0.37 | 0.31 | 0.41 | 0.50 | 0.31 | 0.43 | 0.37 | 0.46 | 0.52 | 0.37 | 0.37 | 0.55 | 0.37 | 0.40 | 0.48 | 0.48 | 0.52 | 0.47 | 0.49 | 0.47 | 0.57 | 0.55 | 0.52 | 0.56 | 0.54 | 0.58 | 0.53 | 0.59 | 0.53 | 1.00 | 0.57 | 0.61 |
| DOV | 0.02 | 0.21 | 0.29 | 0.37 | 0.25 | 0.28 | 0.33 | 0.31 | 0.29 | 0.36 | 0.29 | 0.29 | 0.33 | 0.28 | 0.33 | 0.42 | 0.30 | 0.42 | 0.48 | 0.31 | 0.37 | 0.34 | 0.39 | 0.47 | 0.33 | 0.32 | 0.57 | 0.33 | 0.36 | 0.53 | 0.53 | 0.53 | 0.46 | 0.52 | 0.51 | 0.54 | 0.65 | 0.51 | 0.65 | 0.59 | 0.71 | 0.58 | 0.73 | 0.59 | 0.57 | 1.00 | 0.71 |
| ITW | 0.02 | 0.19 | 0.35 | 0.39 | 0.30 | 0.31 | 0.36 | 0.38 | 0.32 | 0.42 | 0.34 | 0.32 | 0.41 | 0.32 | 0.36 | 0.45 | 0.33 | 0.41 | 0.49 | 0.34 | 0.39 | 0.39 | 0.44 | 0.51 | 0.39 | 0.39 | 0.60 | 0.36 | 0.42 | 0.55 | 0.55 | 0.52 | 0.49 | 0.54 | 0.53 | 0.56 | 0.68 | 0.52 | 0.65 | 0.62 | 0.69 | 0.60 | 0.73 | 0.67 | 0.61 | 0.71 | 1.00 |