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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
My stocks | 4.85% | 2.02% | 4.62% | 11.24% | 8.86% | N/A |
Активы портфеля: | ||||||
BRK-B Berkshire Hathaway Inc. | 21.49% | 5.61% | 12.43% | 24.04% | 15.63% | 12.96% |
AFL Aflac Incorporated | 15.47% | 5.49% | 11.66% | 33.63% | 14.60% | 14.21% |
PGRE Paramount Group, Inc. | 0.79% | 14.88% | 3.39% | 3.45% | -14.85% | N/A |
CMRE Costamare Inc. | 41.29% | -14.02% | 33.79% | 56.76% | 25.35% | 1.16% |
M Macy's, Inc. | -16.75% | -13.69% | -11.37% | 5.50% | -2.74% | -8.14% |
KSS Kohl's Corporation | -27.07% | -13.91% | -27.09% | -20.96% | -12.94% | -4.80% |
BTI British American Tobacco p.l.c. | 24.37% | 11.66% | 22.82% | 12.56% | 6.78% | 0.83% |
GM General Motors Company | 23.55% | -3.58% | 26.14% | 14.51% | 2.69% | 5.10% |
FDX FedEx Corporation | 19.28% | 0.81% | 19.95% | 14.81% | 13.24% | 8.58% |
FNF Fidelity National Financial, Inc. | 7.12% | 10.58% | 9.35% | 44.02% | 9.59% | 14.86% |
FL Foot Locker, Inc. | -16.44% | -0.04% | -9.68% | 4.72% | -6.71% | -3.45% |
HUN Huntsman Corporation | -6.33% | 0.79% | -4.81% | -17.68% | 5.60% | 1.26% |
INTC Intel Corporation | -37.68% | 1.83% | -28.25% | -8.73% | -7.23% | 1.78% |
IP International Paper Company | 30.97% | -0.84% | 26.02% | 37.48% | 7.68% | 4.80% |
PFE Pfizer Inc. | 6.51% | 8.53% | 9.97% | -14.15% | -2.23% | 4.41% |
PCH PotlatchDeltic Corporation | -12.62% | 7.79% | -6.69% | -17.26% | 7.57% | 5.83% |
SHEL Shell plc | 11.81% | 1.74% | 16.47% | 23.54% | 7.27% | 5.66% |
TM | 7.69% | -3.90% | -0.29% | 20.70% | 11.21% | N/A |
VZ | 11.29% | -1.01% | -2.69% | 27.73% | -1.71% | N/A |
TSN | 14.18% | 5.96% | 11.60% | 12.92% | -3.05% | N/A |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.42% | 17.83% |
DIA SPDR Dow Jones Industrial Average ETF | 6.99% | 2.16% | 5.74% | 15.32% | 10.14% | 11.29% |
MGV Vanguard Mega Cap Value ETF | 12.54% | 2.85% | 10.75% | 16.71% | 11.02% | 10.32% |
VOO | 14.04% | -1.30% | 11.13% | 20.75% | 14.13% | N/A |
VOOV | 8.64% | 2.71% | 8.12% | 15.53% | 11.81% | N/A |
XOM | 19.51% | 2.64% | 16.00% | 15.32% | 15.09% | 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% | 4.85% | ||||||
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% | 4.05% | 6.52% | 2.65% | 1.83% | -0.91% | -0.31% | 2.62% | -2.25% | 2.98% | 0.38% | 6.89% | 27.90% |
2020 | -2.51% | -10.29% | -14.34% | 11.95% | 3.01% | 0.33% | 1.47% | 6.95% | -1.26% | -2.24% | 14.40% | 4.10% | 8.14% |
2019 | 7.42% | 3.50% | 1.93% | 1.03% | -9.30% | 7.63% | 0.46% | -2.87% | 4.75% | 2.38% | 3.17% | 3.30% | 24.64% |
2018 | 4.69% | -4.34% | -1.47% | 0.48% | 2.29% | -0.52% | 3.13% | 0.41% | -1.34% | -5.60% | 0.93% | -8.17% | -9.80% |
2017 | 0.62% | 4.46% | 1.15% | 0.40% | -0.26% | 0.63% | 2.06% | -0.41% | 4.09% | 3.69% | 3.32% | 2.27% | 24.18% |
2016 | -5.30% | 0.84% | 8.92% | 2.77% | -0.03% | 0.85% | 5.58% | 1.07% | 0.21% | -3.42% | 4.23% | 1.95% | 18.28% |
2015 | -2.71% | 5.52% | -1.60% | 0.94% | 0.85% | -3.30% | 0.81% | -7.04% | -4.67% | 10.30% | -0.33% | -3.16% | -5.42% |
2014 | 1.49% | -2.07% | -0.61% |
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 16, что соответствует нижним 16% 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. | 1.91 | 2.78 | 1.33 | 2.28 | 6.79 |
AFL Aflac Incorporated | 1.70 | 2.12 | 1.35 | 2.91 | 9.98 |
PGRE Paramount Group, Inc. | 0.03 | 0.35 | 1.04 | 0.02 | 0.09 |
CMRE Costamare Inc. | 1.43 | 2.47 | 1.28 | 1.22 | 4.99 |
M Macy's, Inc. | 0.11 | 0.55 | 1.07 | 0.07 | 0.31 |
KSS Kohl's Corporation | -0.38 | -0.18 | 0.98 | -0.30 | -1.26 |
BTI British American Tobacco p.l.c. | 0.64 | 0.98 | 1.14 | 0.33 | 1.97 |
GM General Motors Company | 0.55 | 1.00 | 1.12 | 0.28 | 1.30 |
FDX FedEx Corporation | 0.48 | 0.94 | 1.14 | 0.56 | 1.52 |
FNF Fidelity National Financial, Inc. | 1.90 | 2.36 | 1.33 | 1.86 | 9.47 |
FL Foot Locker, Inc. | 0.04 | 0.53 | 1.08 | 0.04 | 0.11 |
HUN Huntsman Corporation | -0.72 | -0.98 | 0.90 | -0.42 | -1.15 |
INTC Intel Corporation | -0.22 | -0.04 | 0.99 | -0.16 | -0.38 |
IP International Paper Company | 1.52 | 2.28 | 1.29 | 1.16 | 7.37 |
PFE Pfizer Inc. | -0.63 | -0.79 | 0.91 | -0.28 | -0.80 |
PCH PotlatchDeltic Corporation | -0.74 | -1.05 | 0.88 | -0.59 | -1.15 |
SHEL Shell plc | 1.18 | 1.71 | 1.22 | 1.98 | 5.33 |
TM | 0.82 | 1.32 | 1.15 | 0.88 | 2.15 |
VZ | 1.12 | 1.81 | 1.23 | 0.60 | 5.67 |
TSN | 0.61 | 1.00 | 1.12 | 0.26 | 1.67 |
QQQ Invesco QQQ | 1.37 | 1.90 | 1.24 | 1.61 | 6.77 |
DIA SPDR Dow Jones Industrial Average ETF | 1.46 | 2.11 | 1.26 | 1.66 | 5.16 |
MGV Vanguard Mega Cap Value ETF | 1.70 | 2.47 | 1.30 | 1.78 | 5.81 |
VOO | 1.73 | 2.42 | 1.30 | 1.72 | 6.79 |
VOOV | 1.38 | 2.01 | 1.24 | 1.35 | 4.19 |
XOM | 0.77 | 1.24 | 1.14 | 0.84 | 1.68 |
Дивиденды
Дивидендный доход
Дивидендная доходность My stocks за предыдущие двенадцать месяцев составила 3.49%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
My stocks | 3.49% | 3.61% | 3.84% | 3.19% | 3.05% | 3.18% | 4.33% | 2.75% | 3.08% | 3.28% | 2.57% | 2.49% |
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 | 1.95% | 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. | 2.73% | 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. | 3.22% | 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. | 4.12% | 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 | 9.98% | 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. | 8.29% | 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 | 0.95% | 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 | 1.73% | 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. | 3.53% | 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. | 1.54% | 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 | 4.23% | 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 | 1.61% | 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 | 4.00% | 5.12% | 5.34% | 3.92% | 4.12% | 4.37% | 4.77% | 3.21% | 3.36% | 4.35% | 2.67% | 2.51% |
PFE Pfizer Inc. | 5.61% | 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 | 4.28% | 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 | 3.75% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 0.00% | 4.25% |
TM | 2.49% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% | 2.08% |
VZ | 6.66% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
TSN | 3.23% | 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 | 1.70% | 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 | 2.37% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
VOO | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VOOV | 1.86% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
XOM | 3.20% | 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 36.01%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 167 торговых сессий.
Текущая просадка My stocks составляет 3.20%.
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 |
---|---|---|---|---|---|---|
-36.01% | 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 |
-21.3% | 29 янв. 2018 г. | 229 | 24 дек. 2018 г. | 218 | 5 нояб. 2019 г. | 447 |
-18.61% | 22 мая 2015 г. | 167 | 20 янв. 2016 г. | 108 | 23 июн. 2016 г. | 275 |
-6.52% | 24 июн. 2016 г. | 2 | 27 июн. 2016 г. | 8 | 8 июл. 2016 г. | 10 |
Волатильность
График волатильности
Текущая волатильность My stocks составляет 3.02%, 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 | KSS | FL | SHEL | TM | PGRE | FNF | INTC | PCH | XOM | HUN | FDX | GM | QQQ | IP | AFL | BRK-B | VOO | DIA | MGV | VOOV | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE | 1.00 | 0.34 | 0.28 | 0.25 | 0.17 | 0.15 | 0.15 | 0.18 | 0.22 | 0.25 | 0.24 | 0.27 | 0.26 | 0.28 | 0.27 | 0.24 | 0.26 | 0.26 | 0.33 | 0.30 | 0.34 | 0.41 | 0.43 | 0.45 | 0.51 | 0.45 |
VZ | 0.34 | 1.00 | 0.31 | 0.33 | 0.15 | 0.17 | 0.19 | 0.22 | 0.23 | 0.26 | 0.31 | 0.27 | 0.23 | 0.27 | 0.29 | 0.22 | 0.28 | 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 | 0.29 | 0.20 | 0.19 | 0.19 | 0.23 | 0.36 | 0.34 | 0.29 | 0.27 | 0.27 | 0.31 | 0.30 | 0.27 | 0.26 | 0.28 | 0.31 | 0.31 | 0.33 | 0.36 | 0.40 | 0.43 | 0.45 | 0.44 |
TSN | 0.25 | 0.33 | 0.29 | 1.00 | 0.21 | 0.25 | 0.29 | 0.29 | 0.25 | 0.26 | 0.34 | 0.32 | 0.25 | 0.31 | 0.31 | 0.29 | 0.30 | 0.31 | 0.25 | 0.37 | 0.36 | 0.36 | 0.37 | 0.41 | 0.45 | 0.45 |
CMRE | 0.17 | 0.15 | 0.20 | 0.21 | 1.00 | 0.29 | 0.29 | 0.29 | 0.39 | 0.29 | 0.30 | 0.27 | 0.26 | 0.33 | 0.38 | 0.43 | 0.31 | 0.37 | 0.29 | 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 | 0.74 | 0.54 | 0.28 | 0.25 | 0.37 | 0.30 | 0.28 | 0.33 | 0.31 | 0.38 | 0.36 | 0.42 | 0.29 | 0.37 | 0.34 | 0.36 | 0.41 | 0.43 | 0.44 | 0.47 |
KSS | 0.15 | 0.19 | 0.19 | 0.29 | 0.29 | 0.74 | 1.00 | 0.54 | 0.29 | 0.26 | 0.37 | 0.32 | 0.29 | 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 |
FL | 0.18 | 0.22 | 0.23 | 0.29 | 0.29 | 0.54 | 0.54 | 1.00 | 0.25 | 0.27 | 0.36 | 0.35 | 0.28 | 0.36 | 0.29 | 0.38 | 0.39 | 0.42 | 0.32 | 0.39 | 0.37 | 0.37 | 0.44 | 0.47 | 0.47 | 0.50 |
SHEL | 0.22 | 0.23 | 0.36 | 0.25 | 0.39 | 0.28 | 0.29 | 0.25 | 1.00 | 0.37 | 0.31 | 0.28 | 0.31 | 0.30 | 0.71 | 0.43 | 0.34 | 0.37 | 0.30 | 0.38 | 0.42 | 0.43 | 0.45 | 0.49 | 0.55 | 0.55 |
TM | 0.25 | 0.26 | 0.34 | 0.26 | 0.29 | 0.25 | 0.26 | 0.27 | 0.37 | 1.00 | 0.33 | 0.35 | 0.38 | 0.34 | 0.34 | 0.37 | 0.40 | 0.46 | 0.48 | 0.38 | 0.41 | 0.44 | 0.55 | 0.54 | 0.54 | 0.54 |
PGRE | 0.24 | 0.31 | 0.29 | 0.34 | 0.30 | 0.37 | 0.37 | 0.36 | 0.31 | 0.33 | 1.00 | 0.43 | 0.30 | 0.43 | 0.33 | 0.37 | 0.37 | 0.42 | 0.33 | 0.42 | 0.43 | 0.41 | 0.47 | 0.49 | 0.51 | 0.54 |
FNF | 0.27 | 0.27 | 0.27 | 0.32 | 0.27 | 0.30 | 0.32 | 0.35 | 0.28 | 0.35 | 0.43 | 1.00 | 0.32 | 0.40 | 0.30 | 0.38 | 0.37 | 0.38 | 0.40 | 0.40 | 0.49 | 0.46 | 0.52 | 0.53 | 0.54 | 0.54 |
INTC | 0.26 | 0.23 | 0.27 | 0.25 | 0.26 | 0.28 | 0.29 | 0.28 | 0.31 | 0.38 | 0.30 | 0.32 | 1.00 | 0.35 | 0.32 | 0.37 | 0.43 | 0.39 | 0.65 | 0.37 | 0.35 | 0.44 | 0.64 | 0.59 | 0.57 | 0.58 |
PCH | 0.28 | 0.27 | 0.31 | 0.31 | 0.33 | 0.33 | 0.34 | 0.36 | 0.30 | 0.34 | 0.43 | 0.40 | 0.35 | 1.00 | 0.32 | 0.42 | 0.41 | 0.39 | 0.42 | 0.44 | 0.41 | 0.45 | 0.53 | 0.52 | 0.53 | 0.57 |
XOM | 0.27 | 0.29 | 0.30 | 0.31 | 0.38 | 0.31 | 0.32 | 0.29 | 0.71 | 0.34 | 0.33 | 0.30 | 0.32 | 0.32 | 1.00 | 0.44 | 0.37 | 0.38 | 0.29 | 0.40 | 0.48 | 0.50 | 0.48 | 0.55 | 0.62 | 0.60 |
HUN | 0.24 | 0.22 | 0.27 | 0.29 | 0.43 | 0.38 | 0.38 | 0.38 | 0.43 | 0.37 | 0.37 | 0.38 | 0.37 | 0.42 | 0.44 | 1.00 | 0.47 | 0.48 | 0.41 | 0.55 | 0.45 | 0.48 | 0.55 | 0.57 | 0.59 | 0.62 |
FDX | 0.26 | 0.28 | 0.26 | 0.30 | 0.31 | 0.36 | 0.36 | 0.39 | 0.34 | 0.40 | 0.37 | 0.37 | 0.43 | 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 | 0.42 | 0.44 | 0.42 | 0.37 | 0.46 | 0.42 | 0.38 | 0.39 | 0.39 | 0.38 | 0.48 | 0.47 | 1.00 | 0.43 | 0.50 | 0.47 | 0.49 | 0.55 | 0.58 | 0.60 | 0.63 |
QQQ | 0.33 | 0.23 | 0.31 | 0.25 | 0.29 | 0.29 | 0.31 | 0.32 | 0.30 | 0.48 | 0.33 | 0.40 | 0.65 | 0.42 | 0.29 | 0.41 | 0.50 | 0.43 | 1.00 | 0.38 | 0.40 | 0.52 | 0.90 | 0.74 | 0.66 | 0.68 |
IP | 0.30 | 0.32 | 0.31 | 0.37 | 0.37 | 0.37 | 0.40 | 0.39 | 0.38 | 0.38 | 0.42 | 0.40 | 0.37 | 0.44 | 0.40 | 0.55 | 0.49 | 0.50 | 0.38 | 1.00 | 0.50 | 0.53 | 0.54 | 0.58 | 0.63 | 0.64 |
AFL | 0.34 | 0.37 | 0.33 | 0.36 | 0.35 | 0.34 | 0.34 | 0.37 | 0.42 | 0.41 | 0.43 | 0.49 | 0.35 | 0.41 | 0.48 | 0.45 | 0.44 | 0.47 | 0.40 | 0.50 | 1.00 | 0.69 | 0.60 | 0.68 | 0.73 | 0.72 |
BRK-B | 0.41 | 0.41 | 0.36 | 0.36 | 0.33 | 0.36 | 0.36 | 0.37 | 0.43 | 0.44 | 0.41 | 0.46 | 0.44 | 0.45 | 0.50 | 0.48 | 0.53 | 0.49 | 0.52 | 0.53 | 0.69 | 1.00 | 0.71 | 0.77 | 0.82 | 0.80 |
VOO | 0.43 | 0.37 | 0.40 | 0.37 | 0.38 | 0.41 | 0.42 | 0.44 | 0.45 | 0.55 | 0.47 | 0.52 | 0.64 | 0.53 | 0.48 | 0.55 | 0.60 | 0.55 | 0.90 | 0.54 | 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 | 0.44 | 0.47 | 0.49 | 0.54 | 0.49 | 0.53 | 0.59 | 0.52 | 0.55 | 0.57 | 0.61 | 0.58 | 0.74 | 0.58 | 0.68 | 0.77 | 0.92 | 1.00 | 0.94 | 0.93 |
MGV | 0.51 | 0.49 | 0.45 | 0.45 | 0.42 | 0.44 | 0.45 | 0.47 | 0.55 | 0.54 | 0.51 | 0.54 | 0.57 | 0.53 | 0.62 | 0.59 | 0.62 | 0.60 | 0.66 | 0.63 | 0.73 | 0.82 | 0.88 | 0.94 | 1.00 | 0.96 |
VOOV | 0.45 | 0.46 | 0.44 | 0.45 | 0.44 | 0.47 | 0.49 | 0.50 | 0.55 | 0.54 | 0.54 | 0.54 | 0.58 | 0.57 | 0.60 | 0.62 | 0.63 | 0.63 | 0.68 | 0.64 | 0.72 | 0.80 | 0.89 | 0.93 | 0.96 | 1.00 |