Dividend Aristocrats
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
ABBV AbbVie Inc. | Healthcare | 4.55% |
ABT Abbott Laboratories | Healthcare | 4.55% |
ADP Automatic Data Processing, Inc. | Industrials | 4.55% |
CAT Caterpillar Inc. | Industrials | 4.55% |
CL Colgate-Palmolive Company | Consumer Defensive | 4.55% |
CLX The Clorox Company | Consumer Defensive | 4.55% |
CVX Chevron Corporation | Energy | 4.55% |
ED Consolidated Edison, Inc. | Utilities | 4.55% |
ESS Essex Property Trust, Inc. | Real Estate | 4.55% |
FRT Federal Realty Investment Trust | Real Estate | 4.55% |
HRL Hormel Foods Corporation | Consumer Defensive | 4.55% |
IBM International Business Machines Corporation | Technology | 4.55% |
JNJ Johnson & Johnson | Healthcare | 4.55% |
KO The Coca-Cola Company | Consumer Defensive | 4.55% |
MMM 3M Company | Industrials | 4.55% |
PEP PepsiCo, Inc. | Consumer Defensive | 4.55% |
PG The Procter & Gamble Company | Consumer Defensive | 4.55% |
SWK Stanley Black & Decker, Inc. | Industrials | 4.55% |
TROW T. Rowe Price Group, Inc. | Financial Services | 4.55% |
WBA Walgreens Boots Alliance, Inc. | Healthcare | 4.55% |
WMT | 4.55% | |
XOM | 4.55% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в Dividend Aristocrats 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 10 дек. 2012 г., начальной даты ABBV
Доходность по периодам
Dividend Aristocrats на 31 авг. 2024 г. показал доходность в 14.12% с начала года и доходность в 9.55% 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
Dividend Aristocrats | 14.12% | 3.13% | 10.49% | 15.68% | 9.61% | 9.51% |
Активы портфеля: | ||||||
MMM 3M Company | 51.66% | 8.13% | 77.53% | 57.46% | 4.52% | 4.63% |
ABT Abbott Laboratories | 4.47% | 1.76% | -3.53% | 12.42% | 8.02% | 12.35% |
ABBV AbbVie Inc. | 30.27% | 3.71% | 11.77% | 37.58% | 30.30% | 18.29% |
ADP Automatic Data Processing, Inc. | 19.80% | 4.70% | 11.78% | 10.34% | 12.94% | 16.70% |
CAT Caterpillar Inc. | 21.93% | 10.98% | 6.58% | 26.60% | 27.88% | 15.72% |
CLX The Clorox Company | 13.87% | 10.81% | 5.86% | 5.63% | 2.38% | 8.92% |
CVX Chevron Corporation | 2.42% | 0.71% | -1.11% | -6.05% | 9.72% | 5.99% |
KO The Coca-Cola Company | 24.92% | 4.53% | 23.66% | 26.10% | 8.91% | 9.07% |
CL Colgate-Palmolive Company | 35.88% | 3.59% | 24.48% | 48.80% | 10.07% | 7.68% |
ED Consolidated Edison, Inc. | 14.59% | 0.56% | 18.69% | 19.08% | 6.14% | 9.83% |
ESS Essex Property Trust, Inc. | 24.10% | 7.15% | 31.28% | 32.19% | 2.12% | 7.86% |
XOM | 20.99% | 1.72% | 13.24% | 7.54% | 17.14% | 6.37% |
FRT Federal Realty Investment Trust | 14.02% | 2.24% | 17.60% | 22.45% | 1.45% | 2.71% |
HRL Hormel Foods Corporation | 4.06% | -0.97% | -0.76% | -12.24% | -3.01% | 4.82% |
IBM International Business Machines Corporation | 27.06% | 7.81% | 9.42% | 42.05% | 14.87% | 5.49% |
JNJ Johnson & Johnson | 8.30% | 1.81% | 3.92% | 6.62% | 8.15% | 7.73% |
PEP PepsiCo, Inc. | 3.38% | -2.90% | 5.86% | 0.91% | 7.72% | 9.59% |
PG The Procter & Gamble Company | 19.27% | 0.86% | 9.34% | 13.83% | 9.88% | 10.55% |
SWK Stanley Black & Decker, Inc. | 6.28% | 3.78% | 16.40% | 11.37% | -2.09% | 3.43% |
TROW T. Rowe Price Group, Inc. | 0.59% | -0.40% | -4.55% | -1.81% | 3.14% | 6.39% |
WBA Walgreens Boots Alliance, Inc. | -62.80% | -17.50% | -55.32% | -57.55% | -25.12% | -14.39% |
WMT | 48.39% | 13.13% | 32.71% | 45.33% | 16.95% | 14.04% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Dividend Aristocrats, 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 | 0.56% | 2.74% | 4.05% | -2.78% | -0.14% | -0.68% | 6.41% | 14.12% | |||||
2023 | 0.35% | -2.65% | 0.13% | 2.81% | -6.81% | 5.82% | 4.62% | -2.29% | -4.75% | -3.96% | 4.59% | 5.84% | 2.67% |
2022 | -2.24% | -2.99% | 4.72% | -2.11% | 0.53% | -6.36% | 4.40% | -3.48% | -8.20% | 10.28% | 6.82% | -3.55% | -3.81% |
2021 | 0.39% | 2.33% | 6.95% | 1.78% | 2.49% | -0.33% | 0.71% | 0.90% | -4.84% | 4.81% | -1.97% | 9.29% | 24.02% |
2020 | -0.95% | -8.34% | -9.10% | 9.75% | 2.51% | 0.64% | 2.39% | 2.35% | -2.76% | -1.10% | 10.60% | 1.30% | 5.52% |
2019 | 4.36% | 3.66% | 2.10% | 0.24% | -4.99% | 5.87% | 0.86% | -0.98% | 3.06% | -0.29% | 2.39% | 1.69% | 19.01% |
2018 | 1.73% | -6.30% | -1.02% | -1.35% | 0.85% | 1.15% | 3.92% | 1.27% | 2.13% | -4.43% | 6.82% | -7.63% | -3.76% |
2017 | -0.10% | 4.41% | -0.31% | 1.31% | 1.24% | 1.05% | 2.45% | -0.05% | 2.11% | 2.07% | 5.05% | 1.53% | 22.66% |
2016 | -1.92% | 0.87% | 7.10% | -0.41% | 0.49% | 3.62% | 1.82% | -1.17% | -0.14% | -3.05% | 1.22% | 2.45% | 11.01% |
2015 | -2.15% | 3.66% | -1.57% | 0.18% | 0.67% | -2.49% | 2.38% | -5.40% | -0.58% | 6.18% | 0.78% | 0.28% | 1.44% |
2014 | -3.33% | 4.26% | 1.58% | 3.23% | 0.59% | 1.93% | -2.51% | 3.21% | -1.08% | 4.74% | 2.42% | 0.13% | 15.85% |
2013 | 6.26% | 2.17% | 4.72% | 1.96% | -1.19% | -1.55% | 5.16% | -4.70% | 2.12% | 4.73% | 2.23% | 1.15% | 24.99% |
Комиссия
Комиссия Dividend Aristocrats составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг Dividend Aristocrats среди портфелей на нашем сайте составляет 19, что соответствует нижним 19% 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 | |
---|---|---|---|---|---|
MMM 3M Company | 1.79 | 3.04 | 1.43 | 1.04 | 6.99 |
ABT Abbott Laboratories | 0.57 | 0.92 | 1.11 | 0.32 | 1.29 |
ABBV AbbVie Inc. | 1.99 | 2.55 | 1.36 | 2.36 | 6.70 |
ADP Automatic Data Processing, Inc. | 0.60 | 0.84 | 1.13 | 0.52 | 1.89 |
CAT Caterpillar Inc. | 1.11 | 1.57 | 1.21 | 1.33 | 3.35 |
CLX The Clorox Company | 0.19 | 0.46 | 1.05 | 0.09 | 0.39 |
CVX Chevron Corporation | -0.18 | -0.10 | 0.99 | -0.16 | -0.39 |
KO The Coca-Cola Company | 1.76 | 2.47 | 1.33 | 1.37 | 7.45 |
CL Colgate-Palmolive Company | 3.27 | 4.46 | 1.59 | 3.02 | 24.92 |
ED Consolidated Edison, Inc. | 0.98 | 1.43 | 1.18 | 0.99 | 4.00 |
ESS Essex Property Trust, Inc. | 1.39 | 2.07 | 1.24 | 0.78 | 5.41 |
XOM | 0.50 | 0.86 | 1.10 | 0.54 | 1.08 |
FRT Federal Realty Investment Trust | 1.05 | 1.61 | 1.19 | 0.63 | 4.41 |
HRL Hormel Foods Corporation | -0.53 | -0.61 | 0.91 | -0.33 | -0.95 |
IBM International Business Machines Corporation | 2.02 | 2.88 | 1.42 | 2.56 | 6.22 |
JNJ Johnson & Johnson | 0.29 | 0.53 | 1.06 | 0.24 | 0.77 |
PEP PepsiCo, Inc. | -0.10 | -0.02 | 1.00 | -0.09 | -0.24 |
PG The Procter & Gamble Company | 0.94 | 1.37 | 1.18 | 1.47 | 5.19 |
SWK Stanley Black & Decker, Inc. | 0.36 | 0.77 | 1.09 | 0.19 | 1.08 |
TROW T. Rowe Price Group, Inc. | -0.03 | 0.13 | 1.02 | -0.01 | -0.09 |
WBA Walgreens Boots Alliance, Inc. | -1.32 | -2.18 | 0.72 | -0.71 | -1.91 |
WMT | 2.49 | 3.40 | 1.52 | 4.22 | 12.33 |
Дивиденды
Дивидендный доход
Дивидендная доходность Dividend Aristocrats за предыдущие двенадцать месяцев составила 3.28%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend Aristocrats | 3.28% | 3.44% | 3.19% | 2.87% | 3.30% | 2.88% | 3.03% | 2.53% | 2.85% | 3.02% | 2.50% | 2.50% |
Активы портфеля: | ||||||||||||
MMM 3M Company | 2.91% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
ABT Abbott Laboratories | 1.91% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
ABBV AbbVie Inc. | 3.12% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
ADP Automatic Data Processing, Inc. | 1.98% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
CAT Caterpillar Inc. | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
CLX The Clorox Company | 3.04% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% | 2.91% |
CVX Chevron Corporation | 4.33% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
KO The Coca-Cola Company | 2.61% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
CL Colgate-Palmolive Company | 1.84% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
ED Consolidated Edison, Inc. | 3.25% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
ESS Essex Property Trust, Inc. | 3.15% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
XOM | 3.22% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
FRT Federal Realty Investment Trust | 3.79% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
HRL Hormel Foods Corporation | 3.45% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% |
IBM International Business Machines Corporation | 3.29% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
JNJ Johnson & Johnson | 2.93% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PEP PepsiCo, Inc. | 2.25% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
PG The Procter & Gamble Company | 2.27% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
SWK Stanley Black & Decker, Inc. | 2.37% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
TROW T. Rowe Price Group, Inc. | 4.64% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
WBA Walgreens Boots Alliance, Inc. | 13.30% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
WMT | 1.05% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Dividend Aristocrats показал максимальную просадку в 30.53%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 162 торговые сессии.
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 |
---|---|---|---|---|---|---|
-30.53% | 18 февр. 2020 г. | 25 | 23 мар. 2020 г. | 162 | 10 нояб. 2020 г. | 187 |
-18.15% | 21 апр. 2022 г. | 113 | 30 сент. 2022 г. | 361 | 11 мар. 2024 г. | 474 |
-13.02% | 4 дек. 2018 г. | 14 | 24 дек. 2018 г. | 55 | 15 мар. 2019 г. | 69 |
-11.95% | 29 янв. 2018 г. | 39 | 23 мар. 2018 г. | 176 | 3 дек. 2018 г. | 215 |
-11.35% | 18 мая 2015 г. | 70 | 25 авг. 2015 г. | 79 | 16 дек. 2015 г. | 149 |
Волатильность
График волатильности
Текущая волатильность Dividend Aristocrats составляет 3.31%, 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
CLX | ED | ABBV | XOM | WMT | CVX | HRL | ESS | WBA | CAT | FRT | ABT | SWK | JNJ | IBM | TROW | PG | CL | KO | PEP | ADP | MMM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX | 1.00 | 0.35 | 0.21 | 0.09 | 0.34 | 0.10 | 0.47 | 0.25 | 0.21 | 0.10 | 0.27 | 0.27 | 0.18 | 0.32 | 0.20 | 0.20 | 0.55 | 0.57 | 0.43 | 0.50 | 0.29 | 0.27 |
ED | 0.35 | 1.00 | 0.20 | 0.16 | 0.29 | 0.16 | 0.39 | 0.42 | 0.23 | 0.12 | 0.41 | 0.25 | 0.16 | 0.34 | 0.23 | 0.17 | 0.44 | 0.44 | 0.45 | 0.47 | 0.30 | 0.25 |
ABBV | 0.21 | 0.20 | 1.00 | 0.28 | 0.24 | 0.27 | 0.22 | 0.25 | 0.33 | 0.28 | 0.25 | 0.44 | 0.28 | 0.45 | 0.34 | 0.32 | 0.32 | 0.32 | 0.32 | 0.33 | 0.36 | 0.35 |
XOM | 0.09 | 0.16 | 0.28 | 1.00 | 0.21 | 0.82 | 0.19 | 0.21 | 0.32 | 0.55 | 0.31 | 0.23 | 0.38 | 0.28 | 0.42 | 0.41 | 0.23 | 0.22 | 0.29 | 0.23 | 0.35 | 0.41 |
WMT | 0.34 | 0.29 | 0.24 | 0.21 | 1.00 | 0.21 | 0.34 | 0.26 | 0.34 | 0.24 | 0.27 | 0.33 | 0.27 | 0.35 | 0.31 | 0.32 | 0.44 | 0.40 | 0.38 | 0.43 | 0.34 | 0.32 |
CVX | 0.10 | 0.16 | 0.27 | 0.82 | 0.21 | 1.00 | 0.19 | 0.22 | 0.33 | 0.55 | 0.30 | 0.25 | 0.38 | 0.28 | 0.43 | 0.43 | 0.23 | 0.22 | 0.30 | 0.23 | 0.37 | 0.41 |
HRL | 0.47 | 0.39 | 0.22 | 0.19 | 0.34 | 0.19 | 1.00 | 0.29 | 0.32 | 0.19 | 0.31 | 0.29 | 0.25 | 0.36 | 0.28 | 0.26 | 0.45 | 0.49 | 0.43 | 0.50 | 0.33 | 0.32 |
ESS | 0.25 | 0.42 | 0.25 | 0.21 | 0.26 | 0.22 | 0.29 | 1.00 | 0.29 | 0.25 | 0.65 | 0.32 | 0.33 | 0.30 | 0.33 | 0.36 | 0.34 | 0.37 | 0.39 | 0.38 | 0.40 | 0.33 |
WBA | 0.21 | 0.23 | 0.33 | 0.32 | 0.34 | 0.33 | 0.32 | 0.29 | 1.00 | 0.38 | 0.37 | 0.36 | 0.40 | 0.37 | 0.39 | 0.44 | 0.31 | 0.31 | 0.31 | 0.32 | 0.38 | 0.45 |
CAT | 0.10 | 0.12 | 0.28 | 0.55 | 0.24 | 0.55 | 0.19 | 0.25 | 0.38 | 1.00 | 0.32 | 0.31 | 0.59 | 0.29 | 0.49 | 0.54 | 0.24 | 0.24 | 0.29 | 0.22 | 0.41 | 0.56 |
FRT | 0.27 | 0.41 | 0.25 | 0.31 | 0.27 | 0.30 | 0.31 | 0.65 | 0.37 | 0.32 | 1.00 | 0.29 | 0.38 | 0.29 | 0.37 | 0.40 | 0.34 | 0.35 | 0.38 | 0.36 | 0.40 | 0.39 |
ABT | 0.27 | 0.25 | 0.44 | 0.23 | 0.33 | 0.25 | 0.29 | 0.32 | 0.36 | 0.31 | 0.29 | 1.00 | 0.41 | 0.51 | 0.40 | 0.46 | 0.40 | 0.41 | 0.38 | 0.40 | 0.48 | 0.43 |
SWK | 0.18 | 0.16 | 0.28 | 0.38 | 0.27 | 0.38 | 0.25 | 0.33 | 0.40 | 0.59 | 0.38 | 0.41 | 1.00 | 0.32 | 0.49 | 0.60 | 0.29 | 0.31 | 0.33 | 0.30 | 0.50 | 0.62 |
JNJ | 0.32 | 0.34 | 0.45 | 0.28 | 0.35 | 0.28 | 0.36 | 0.30 | 0.37 | 0.29 | 0.29 | 0.51 | 0.32 | 1.00 | 0.40 | 0.37 | 0.48 | 0.47 | 0.45 | 0.48 | 0.43 | 0.45 |
IBM | 0.20 | 0.23 | 0.34 | 0.42 | 0.31 | 0.43 | 0.28 | 0.33 | 0.39 | 0.49 | 0.37 | 0.40 | 0.49 | 0.40 | 1.00 | 0.50 | 0.37 | 0.36 | 0.38 | 0.35 | 0.49 | 0.53 |
TROW | 0.20 | 0.17 | 0.32 | 0.41 | 0.32 | 0.43 | 0.26 | 0.36 | 0.44 | 0.54 | 0.40 | 0.46 | 0.60 | 0.37 | 0.50 | 1.00 | 0.32 | 0.31 | 0.36 | 0.35 | 0.56 | 0.56 |
PG | 0.55 | 0.44 | 0.32 | 0.23 | 0.44 | 0.23 | 0.45 | 0.34 | 0.31 | 0.24 | 0.34 | 0.40 | 0.29 | 0.48 | 0.37 | 0.32 | 1.00 | 0.73 | 0.60 | 0.64 | 0.43 | 0.39 |
CL | 0.57 | 0.44 | 0.32 | 0.22 | 0.40 | 0.22 | 0.49 | 0.37 | 0.31 | 0.24 | 0.35 | 0.41 | 0.31 | 0.47 | 0.36 | 0.31 | 0.73 | 1.00 | 0.60 | 0.65 | 0.43 | 0.39 |
KO | 0.43 | 0.45 | 0.32 | 0.29 | 0.38 | 0.30 | 0.43 | 0.39 | 0.31 | 0.29 | 0.38 | 0.38 | 0.33 | 0.45 | 0.38 | 0.36 | 0.60 | 0.60 | 1.00 | 0.70 | 0.47 | 0.42 |
PEP | 0.50 | 0.47 | 0.33 | 0.23 | 0.43 | 0.23 | 0.50 | 0.38 | 0.32 | 0.22 | 0.36 | 0.40 | 0.30 | 0.48 | 0.35 | 0.35 | 0.64 | 0.65 | 0.70 | 1.00 | 0.47 | 0.39 |
ADP | 0.29 | 0.30 | 0.36 | 0.35 | 0.34 | 0.37 | 0.33 | 0.40 | 0.38 | 0.41 | 0.40 | 0.48 | 0.50 | 0.43 | 0.49 | 0.56 | 0.43 | 0.43 | 0.47 | 0.47 | 1.00 | 0.51 |
MMM | 0.27 | 0.25 | 0.35 | 0.41 | 0.32 | 0.41 | 0.32 | 0.33 | 0.45 | 0.56 | 0.39 | 0.43 | 0.62 | 0.45 | 0.53 | 0.56 | 0.39 | 0.39 | 0.42 | 0.39 | 0.51 | 1.00 |