My stocks
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
AFL Aflac Incorporated | Financial Services | 1.75% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 1.75% |
BTI British American Tobacco p.l.c. | Consumer Defensive | 7.20% |
CMRE Costamare Inc. | Industrials | 1.75% |
DIA SPDR Dow Jones Industrial Average ETF | Large Cap Growth Equities | 7.20% |
FDX FedEx Corporation | Industrials | 1.75% |
FL Foot Locker, Inc. | Consumer Cyclical | 1.75% |
FNF Fidelity National Financial, Inc. | Financial Services | 1.75% |
GM General Motors Company | Consumer Cyclical | 1.75% |
HUN Huntsman Corporation | Basic Materials | 7.20% |
INTC Intel Corporation | Technology | 7.20% |
IP International Paper Company | Consumer Cyclical | 1.75% |
KSS Kohl's Corporation | Consumer Cyclical | 1.75% |
M Macy's, Inc. | Consumer Cyclical | 1.75% |
MGV Vanguard Mega Cap Value ETF | Large Cap Value Equities | 7.20% |
PCH PotlatchDeltic Corporation | Real Estate | 7.20% |
PFE Pfizer Inc. | Healthcare | 7.20% |
PGRE Paramount Group, Inc. | Real Estate | 1.75% |
QQQ Invesco QQQ | Large Cap Blend Equities | 7.20% |
SHEL Shell plc | Energy | 1.75% |
TM | 1.75% | |
TSN | 1.75% | |
VOO | 7.20% | |
VOOV | 1.75% | |
VZ | 7.20% | |
XOM | 1.75% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в My stocks 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
Самые ранние данные для этого графика доступны с 19 нояб. 2014 г., начальной даты PGRE
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
My stocks | 4.66% | 1.95% | 2.97% | 12.40% | 9.55% | N/A |
Активы портфеля: | ||||||
BRK-B Berkshire Hathaway Inc. | 33.69% | 11.32% | 18.99% | 31.55% | 18.54% | 13.23% |
AFL Aflac Incorporated | 34.45% | 10.43% | 36.36% | 49.12% | 19.31% | 16.31% |
PGRE Paramount Group, Inc. | -2.16% | 4.18% | 11.42% | 0.04% | -14.55% | N/A |
CMRE Costamare Inc. | 32.49% | -1.69% | 22.09% | 34.01% | 23.83% | 1.12% |
M Macy's, Inc. | -21.65% | -2.76% | -22.27% | 32.78% | 4.13% | -9.35% |
KSS Kohl's Corporation | -26.16% | 0.45% | -24.58% | -16.61% | -11.32% | -5.99% |
BTI British American Tobacco p.l.c. | 36.09% | 4.25% | 35.48% | 26.74% | 9.71% | 1.82% |
GM General Motors Company | 35.53% | 17.59% | 19.40% | 45.56% | 5.50% | 6.18% |
FDX FedEx Corporation | 17.24% | 0.40% | 19.24% | 14.75% | 14.29% | 8.13% |
FNF Fidelity National Financial, Inc. | 17.63% | 7.33% | 16.74% | 46.05% | 10.95% | 15.80% |
FL Foot Locker, Inc. | -6.90% | 9.77% | -15.48% | 48.79% | -3.26% | -4.01% |
HUN Huntsman Corporation | -13.43% | -5.16% | -15.65% | -21.13% | 3.94% | 0.30% |
INTC Intel Corporation | -59.46% | -5.83% | -52.94% | -44.18% | -14.53% | -2.80% |
IP International Paper Company | 36.73% | 5.04% | 36.09% | 42.50% | 9.98% | 3.19% |
PFE Pfizer Inc. | 2.71% | -7.00% | 11.70% | -16.24% | 0.25% | 4.04% |
PCH PotlatchDeltic Corporation | -9.96% | 0.51% | -4.28% | -4.66% | 8.02% | 5.79% |
SHEL Shell plc | 8.63% | -2.29% | 12.46% | 14.88% | 8.96% | 3.50% |
TM | 2.67% | 7.59% | -24.14% | 10.33% | 10.30% | N/A |
VZ | 19.59% | 4.78% | 9.89% | 32.10% | -0.81% | N/A |
TSN | 23.67% | 6.66% | 22.64% | 27.73% | -2.58% | N/A |
QQQ Invesco QQQ | 13.10% | 2.91% | 6.22% | 23.15% | 20.08% | 17.55% |
DIA SPDR Dow Jones Industrial Average ETF | 9.96% | 3.39% | 7.07% | 19.64% | 11.05% | 11.46% |
MGV Vanguard Mega Cap Value ETF | 16.71% | 4.44% | 11.16% | 22.72% | 12.42% | 10.60% |
VOO | 16.99% | 3.60% | 9.62% | 24.20% | 15.06% | N/A |
VOOV | 13.11% | 4.22% | 9.11% | 22.21% | 13.15% | N/A |
XOM | 18.46% | -0.41% | 11.08% | 5.28% | 16.08% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью My stocks, 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 | -0.82% | 2.21% | 4.30% | -7.76% | 5.54% | 0.00% | 4.48% | -1.15% | 4.66% | ||||
2023 | 6.37% | -5.17% | 1.92% | -0.32% | -5.17% | 7.71% | 4.17% | -3.28% | -3.99% | -1.81% | 9.36% | 4.74% | 13.87% |
2022 | -0.27% | -0.86% | 1.48% | -6.39% | 2.79% | -9.65% | 3.00% | -4.24% | -10.57% | 9.51% | 6.24% | -4.54% | -14.55% |
2021 | 0.84% | 4.04% | 6.51% | 2.65% | 1.82% | -0.91% | -0.31% | 2.61% | -2.25% | 2.98% | 0.38% | 6.89% | 27.86% |
2020 | -2.51% | -10.31% | -14.34% | 11.95% | 2.99% | 0.33% | 1.47% | 6.94% | -1.26% | -2.24% | 14.38% | 4.10% | 8.06% |
2019 | 7.42% | 3.49% | 1.93% | 1.03% | -9.31% | 7.63% | 0.46% | -2.89% | 4.75% | 2.38% | 3.16% | 3.30% | 24.57% |
2018 | 4.69% | -4.35% | -1.46% | 0.48% | 2.28% | -0.52% | 3.13% | 0.40% | -1.34% | -5.60% | 0.92% | -8.17% | -9.84% |
2017 | 0.62% | 4.45% | 1.15% | 0.40% | -0.27% | 0.63% | 2.06% | -0.42% | 4.09% | 3.69% | 3.31% | 2.27% | 24.13% |
2016 | -5.30% | 0.83% | 8.92% | 2.77% | -0.04% | 0.85% | 5.58% | 1.05% | 0.21% | -3.42% | 4.21% | 1.95% | 18.21% |
2015 | -2.68% | 5.51% | -1.60% | 0.94% | 0.84% | -3.30% | 0.81% | -7.05% | -4.67% | 10.30% | -0.34% | -3.16% | -5.43% |
2014 | 1.40% | -2.05% | -0.68% |
Комиссия
Комиссия My stocks составляет 0.03%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг My stocks среди портфелей на нашем сайте составляет 11, что соответствует нижним 11% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
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 | |
---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 2.51 | 3.37 | 1.42 | 3.09 | 9.11 |
AFL Aflac Incorporated | 2.54 | 2.98 | 1.50 | 4.45 | 16.16 |
PGRE Paramount Group, Inc. | -0.00 | 0.30 | 1.03 | -0.00 | -0.01 |
CMRE Costamare Inc. | 1.08 | 1.66 | 1.20 | 0.79 | 4.03 |
M Macy's, Inc. | 0.62 | 1.27 | 1.16 | 0.40 | 2.62 |
KSS Kohl's Corporation | -0.31 | -0.06 | 0.99 | -0.24 | -0.97 |
BTI British American Tobacco p.l.c. | 1.29 | 1.75 | 1.26 | 0.67 | 4.25 |
GM General Motors Company | 1.50 | 2.18 | 1.28 | 0.77 | 6.02 |
FDX FedEx Corporation | 0.51 | 0.97 | 1.14 | 0.60 | 1.62 |
FNF Fidelity National Financial, Inc. | 2.01 | 2.46 | 1.35 | 1.96 | 10.09 |
FL Foot Locker, Inc. | 0.81 | 1.41 | 1.20 | 0.69 | 2.39 |
HUN Huntsman Corporation | -0.77 | -1.05 | 0.89 | -0.43 | -1.56 |
INTC Intel Corporation | -0.84 | -1.00 | 0.85 | -0.60 | -1.48 |
IP International Paper Company | 1.49 | 2.20 | 1.28 | 1.13 | 7.80 |
PFE Pfizer Inc. | -0.61 | -0.75 | 0.91 | -0.28 | -0.87 |
PCH PotlatchDeltic Corporation | -0.18 | -0.10 | 0.99 | -0.15 | -0.43 |
SHEL Shell plc | 0.94 | 1.39 | 1.18 | 1.62 | 4.31 |
TM | 0.40 | 0.74 | 1.09 | 0.31 | 0.80 |
VZ | 1.43 | 2.20 | 1.28 | 0.77 | 7.27 |
TSN | 1.19 | 1.75 | 1.22 | 0.50 | 3.67 |
QQQ Invesco QQQ | 1.32 | 1.82 | 1.24 | 1.66 | 6.21 |
DIA SPDR Dow Jones Industrial Average ETF | 1.87 | 2.61 | 1.34 | 2.29 | 8.35 |
MGV Vanguard Mega Cap Value ETF | 2.28 | 3.18 | 1.41 | 2.54 | 9.74 |
VOO | 1.95 | 2.66 | 1.35 | 2.11 | 9.29 |
VOOV | 2.06 | 2.89 | 1.37 | 2.05 | 8.53 |
XOM | 0.37 | 0.67 | 1.08 | 0.40 | 0.80 |
Дивиденды
Дивидендный доход
Дивидендная доходность My stocks за предыдущие двенадцать месяцев составила 3.48%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
My stocks | 3.48% | 3.61% | 3.84% | 3.14% | 2.99% | 3.11% | 4.26% | 2.70% | 3.03% | 3.21% | 2.61% | 2.45% |
Активы портфеля: | ||||||||||||
BRK-B Berkshire Hathaway 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% |
AFL Aflac Incorporated | 1.76% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
PGRE Paramount Group, Inc. | 2.81% | 3.54% | 5.23% | 3.36% | 4.09% | 2.87% | 3.18% | 2.40% | 2.38% | 2.31% | 0.00% | 0.00% |
CMRE Costamare Inc. | 3.43% | 4.42% | 10.31% | 3.29% | 4.68% | 4.07% | 8.83% | 8.45% | 16.78% | 10.69% | 6.11% | 5.73% |
M Macy's, Inc. | 4.38% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% | 1.81% | 1.78% |
KSS Kohl's Corporation | 9.85% | 6.97% | 7.92% | 2.02% | 1.73% | 5.26% | 3.68% | 4.06% | 4.05% | 3.78% | 2.56% | 2.47% |
BTI British American Tobacco p.l.c. | 7.58% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.77% | 4.21% | 4.55% | 4.04% |
GM General Motors Company | 0.68% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% | 0.00% |
FDX FedEx Corporation | 1.76% | 1.95% | 2.42% | 1.12% | 1.00% | 1.72% | 1.52% | 0.76% | 0.78% | 0.64% | 0.43% | 0.41% |
FNF Fidelity National Financial, Inc. | 3.21% | 3.59% | 4.57% | 2.99% | 3.45% | 3.54% | 3.82% | 2.07% | 2.59% | 2.31% | 1.93% | 2.04% |
FL Foot Locker, Inc. | 1.38% | 5.14% | 3.97% | 1.95% | 2.30% | 3.81% | 2.53% | 2.57% | 1.52% | 1.49% | 1.53% | 1.88% |
HUN Huntsman Corporation | 4.57% | 3.78% | 3.09% | 2.08% | 2.59% | 2.69% | 3.37% | 1.50% | 2.62% | 4.40% | 2.19% | 2.03% |
INTC Intel Corporation | 2.49% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
IP International Paper Company | 3.87% | 5.12% | 5.34% | 1.32% | 0.47% | 0.49% | 0.54% | 0.36% | 0.38% | 0.49% | 0.24% | 0.16% |
PFE Pfizer Inc. | 5.90% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
PCH PotlatchDeltic Corporation | 4.16% | 3.67% | 6.18% | 9.42% | 3.22% | 3.70% | 16.25% | 3.06% | 3.60% | 4.96% | 3.40% | 3.07% |
SHEL Shell plc | 3.93% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
TM | 2.61% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% | 2.08% |
VZ | 6.20% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
TSN | 3.02% | 3.59% | 2.99% | 2.06% | 2.65% | 2.11% | 2.39% | 1.48% | 1.09% | 0.84% | 0.81% | 0.67% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
DIA SPDR Dow Jones Industrial Average ETF | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
MGV Vanguard Mega Cap Value ETF | 2.29% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
VOO | 1.30% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VOOV | 1.79% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
XOM | 3.29% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
My stocks показал максимальную просадку в 36.02%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 167 торговых сессий.
Текущая просадка My stocks составляет 3.03%.
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 |
---|---|---|---|---|---|---|
-36.02% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 167 | 17 нояб. 2020 г. | 211 |
-25.34% | 18 янв. 2022 г. | 178 | 30 сент. 2022 г. | 448 | 16 июл. 2024 г. | 626 |
-21.33% | 29 янв. 2018 г. | 229 | 24 дек. 2018 г. | 219 | 6 нояб. 2019 г. | 448 |
-18.63% | 22 мая 2015 г. | 167 | 20 янв. 2016 г. | 108 | 23 июн. 2016 г. | 275 |
-7.97% | 18 июл. 2024 г. | 15 | 7 авг. 2024 г. | — | — | — |
Волатильность
График волатильности
Текущая волатильность My stocks составляет 5.05%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
PFE | VZ | BTI | TSN | CMRE | M | FL | KSS | SHEL | TM | FNF | INTC | PGRE | PCH | XOM | HUN | FDX | GM | QQQ | IP | AFL | BRK-B | VOO | DIA | MGV | VOOV | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE | 1.00 | 0.33 | 0.28 | 0.25 | 0.17 | 0.15 | 0.18 | 0.15 | 0.23 | 0.25 | 0.27 | 0.26 | 0.24 | 0.28 | 0.26 | 0.24 | 0.26 | 0.26 | 0.33 | 0.30 | 0.34 | 0.40 | 0.43 | 0.45 | 0.50 | 0.45 |
VZ | 0.33 | 1.00 | 0.31 | 0.33 | 0.15 | 0.17 | 0.22 | 0.19 | 0.23 | 0.26 | 0.28 | 0.23 | 0.31 | 0.26 | 0.28 | 0.21 | 0.27 | 0.25 | 0.23 | 0.32 | 0.37 | 0.41 | 0.37 | 0.43 | 0.49 | 0.46 |
BTI | 0.28 | 0.31 | 1.00 | 0.28 | 0.20 | 0.19 | 0.23 | 0.19 | 0.36 | 0.33 | 0.27 | 0.27 | 0.29 | 0.31 | 0.30 | 0.27 | 0.25 | 0.28 | 0.31 | 0.31 | 0.33 | 0.36 | 0.40 | 0.43 | 0.45 | 0.44 |
TSN | 0.25 | 0.33 | 0.28 | 1.00 | 0.21 | 0.25 | 0.29 | 0.29 | 0.24 | 0.26 | 0.32 | 0.25 | 0.34 | 0.31 | 0.30 | 0.29 | 0.30 | 0.31 | 0.25 | 0.37 | 0.36 | 0.36 | 0.37 | 0.41 | 0.44 | 0.44 |
CMRE | 0.17 | 0.15 | 0.20 | 0.21 | 1.00 | 0.29 | 0.29 | 0.29 | 0.39 | 0.30 | 0.27 | 0.26 | 0.30 | 0.32 | 0.38 | 0.43 | 0.32 | 0.37 | 0.30 | 0.37 | 0.35 | 0.33 | 0.38 | 0.39 | 0.42 | 0.44 |
M | 0.15 | 0.17 | 0.19 | 0.25 | 0.29 | 1.00 | 0.54 | 0.74 | 0.27 | 0.26 | 0.30 | 0.28 | 0.37 | 0.33 | 0.31 | 0.38 | 0.37 | 0.43 | 0.30 | 0.37 | 0.34 | 0.36 | 0.41 | 0.43 | 0.44 | 0.48 |
FL | 0.18 | 0.22 | 0.23 | 0.29 | 0.29 | 0.54 | 1.00 | 0.54 | 0.25 | 0.27 | 0.35 | 0.28 | 0.36 | 0.36 | 0.29 | 0.37 | 0.38 | 0.42 | 0.32 | 0.39 | 0.37 | 0.37 | 0.44 | 0.47 | 0.47 | 0.50 |
KSS | 0.15 | 0.19 | 0.19 | 0.29 | 0.29 | 0.74 | 0.54 | 1.00 | 0.28 | 0.26 | 0.32 | 0.29 | 0.37 | 0.34 | 0.32 | 0.38 | 0.36 | 0.44 | 0.31 | 0.40 | 0.34 | 0.36 | 0.42 | 0.44 | 0.45 | 0.49 |
SHEL | 0.23 | 0.23 | 0.36 | 0.24 | 0.39 | 0.27 | 0.25 | 0.28 | 1.00 | 0.37 | 0.29 | 0.32 | 0.31 | 0.30 | 0.72 | 0.43 | 0.34 | 0.37 | 0.31 | 0.38 | 0.42 | 0.43 | 0.46 | 0.50 | 0.55 | 0.55 |
TM | 0.25 | 0.26 | 0.33 | 0.26 | 0.30 | 0.26 | 0.27 | 0.26 | 0.37 | 1.00 | 0.35 | 0.39 | 0.33 | 0.34 | 0.33 | 0.37 | 0.40 | 0.46 | 0.48 | 0.38 | 0.41 | 0.44 | 0.55 | 0.55 | 0.54 | 0.54 |
FNF | 0.27 | 0.28 | 0.27 | 0.32 | 0.27 | 0.30 | 0.35 | 0.32 | 0.29 | 0.35 | 1.00 | 0.33 | 0.44 | 0.40 | 0.31 | 0.38 | 0.37 | 0.38 | 0.40 | 0.40 | 0.49 | 0.46 | 0.52 | 0.54 | 0.54 | 0.54 |
INTC | 0.26 | 0.23 | 0.27 | 0.25 | 0.26 | 0.28 | 0.28 | 0.29 | 0.32 | 0.39 | 0.33 | 1.00 | 0.31 | 0.35 | 0.31 | 0.37 | 0.43 | 0.39 | 0.65 | 0.37 | 0.35 | 0.44 | 0.64 | 0.59 | 0.57 | 0.58 |
PGRE | 0.24 | 0.31 | 0.29 | 0.34 | 0.30 | 0.37 | 0.36 | 0.37 | 0.31 | 0.33 | 0.44 | 0.31 | 1.00 | 0.43 | 0.33 | 0.37 | 0.37 | 0.42 | 0.34 | 0.42 | 0.43 | 0.41 | 0.48 | 0.49 | 0.52 | 0.54 |
PCH | 0.28 | 0.26 | 0.31 | 0.31 | 0.32 | 0.33 | 0.36 | 0.34 | 0.30 | 0.34 | 0.40 | 0.35 | 0.43 | 1.00 | 0.32 | 0.42 | 0.41 | 0.39 | 0.42 | 0.44 | 0.41 | 0.44 | 0.53 | 0.52 | 0.53 | 0.57 |
XOM | 0.26 | 0.28 | 0.30 | 0.30 | 0.38 | 0.31 | 0.29 | 0.32 | 0.72 | 0.33 | 0.31 | 0.31 | 0.33 | 0.32 | 1.00 | 0.43 | 0.37 | 0.38 | 0.29 | 0.40 | 0.48 | 0.50 | 0.47 | 0.55 | 0.62 | 0.60 |
HUN | 0.24 | 0.21 | 0.27 | 0.29 | 0.43 | 0.38 | 0.37 | 0.38 | 0.43 | 0.37 | 0.38 | 0.37 | 0.37 | 0.42 | 0.43 | 1.00 | 0.47 | 0.48 | 0.41 | 0.55 | 0.45 | 0.48 | 0.55 | 0.57 | 0.60 | 0.62 |
FDX | 0.26 | 0.27 | 0.25 | 0.30 | 0.32 | 0.37 | 0.38 | 0.36 | 0.34 | 0.40 | 0.37 | 0.43 | 0.37 | 0.41 | 0.37 | 0.47 | 1.00 | 0.47 | 0.50 | 0.49 | 0.44 | 0.53 | 0.60 | 0.61 | 0.62 | 0.63 |
GM | 0.26 | 0.25 | 0.28 | 0.31 | 0.37 | 0.43 | 0.42 | 0.44 | 0.37 | 0.46 | 0.38 | 0.39 | 0.42 | 0.39 | 0.38 | 0.48 | 0.47 | 1.00 | 0.44 | 0.50 | 0.47 | 0.49 | 0.56 | 0.59 | 0.60 | 0.63 |
QQQ | 0.33 | 0.23 | 0.31 | 0.25 | 0.30 | 0.30 | 0.32 | 0.31 | 0.31 | 0.48 | 0.40 | 0.65 | 0.34 | 0.42 | 0.29 | 0.41 | 0.50 | 0.44 | 1.00 | 0.39 | 0.40 | 0.52 | 0.90 | 0.75 | 0.67 | 0.68 |
IP | 0.30 | 0.32 | 0.31 | 0.37 | 0.37 | 0.37 | 0.39 | 0.40 | 0.38 | 0.38 | 0.40 | 0.37 | 0.42 | 0.44 | 0.40 | 0.55 | 0.49 | 0.50 | 0.39 | 1.00 | 0.49 | 0.53 | 0.55 | 0.59 | 0.63 | 0.64 |
AFL | 0.34 | 0.37 | 0.33 | 0.36 | 0.35 | 0.34 | 0.37 | 0.34 | 0.42 | 0.41 | 0.49 | 0.35 | 0.43 | 0.41 | 0.48 | 0.45 | 0.44 | 0.47 | 0.40 | 0.49 | 1.00 | 0.69 | 0.60 | 0.68 | 0.72 | 0.71 |
BRK-B | 0.40 | 0.41 | 0.36 | 0.36 | 0.33 | 0.36 | 0.37 | 0.36 | 0.43 | 0.44 | 0.46 | 0.44 | 0.41 | 0.44 | 0.50 | 0.48 | 0.53 | 0.49 | 0.52 | 0.53 | 0.69 | 1.00 | 0.71 | 0.77 | 0.81 | 0.80 |
VOO | 0.43 | 0.37 | 0.40 | 0.37 | 0.38 | 0.41 | 0.44 | 0.42 | 0.46 | 0.55 | 0.52 | 0.64 | 0.48 | 0.53 | 0.47 | 0.55 | 0.60 | 0.56 | 0.90 | 0.55 | 0.60 | 0.71 | 1.00 | 0.92 | 0.88 | 0.89 |
DIA | 0.45 | 0.43 | 0.43 | 0.41 | 0.39 | 0.43 | 0.47 | 0.44 | 0.50 | 0.55 | 0.54 | 0.59 | 0.49 | 0.52 | 0.55 | 0.57 | 0.61 | 0.59 | 0.75 | 0.59 | 0.68 | 0.77 | 0.92 | 1.00 | 0.94 | 0.93 |
MGV | 0.50 | 0.49 | 0.45 | 0.44 | 0.42 | 0.44 | 0.47 | 0.45 | 0.55 | 0.54 | 0.54 | 0.57 | 0.52 | 0.53 | 0.62 | 0.60 | 0.62 | 0.60 | 0.67 | 0.63 | 0.72 | 0.81 | 0.88 | 0.94 | 1.00 | 0.96 |
VOOV | 0.45 | 0.46 | 0.44 | 0.44 | 0.44 | 0.48 | 0.50 | 0.49 | 0.55 | 0.54 | 0.54 | 0.58 | 0.54 | 0.57 | 0.60 | 0.62 | 0.63 | 0.63 | 0.68 | 0.64 | 0.71 | 0.80 | 0.89 | 0.93 | 0.96 | 1.00 |