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SCHD
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


HD 1.03%UPS 1.03%PEP 1.03%CSCO 1.03%AMGN 1.03%KO 1.03%TXN 1.03%CVX 1.03%MRK 1.03%VZ 1.03%PFE 1.03%BLK 1.03%ADP 1.03%LMT 1.03%MO 1.03%EOG 1.03%BX 1.03%ITW 1.03%MMM 1.03%USB 1.03%F 1.03%VLO 1.03%KMB 1.03%PAYX 1.03%NEM 1.03%FAST 1.03%OKE 1.03%ALL 1.03%TROW 1.03%LYB 1.03%MTB 1.03%CTRA 1.03%DRI 1.03%FITB 1.03%RF 1.03%HBAN 1.03%K 1.03%NTRS 1.03%BBY 1.03%TSN 1.03%AMCR 1.03%SNA 1.03%PKG 1.03%IPG 1.03%IP 1.03%WSO 1.03%KEY 1.03%FNF 1.03%WSM 1.03%UNM 1.03%NRG 1.03%RHI 1.03%WHR 1.03%CMA 1.03%FAF 1.03%ZION 1.03%HUN 1.03%HRB 1.03%SNV 1.03%OZK 1.03%MSM 1.03%WU 1.03%AAP 1.03%RDN 1.03%LAZ 1.03%LEG 1.03%JHG 1.03%WEN 1.03%MDC 1.03%CRI 1.03%APAM 1.03%CATY 1.03%IBOC 1.03%CVBF 1.03%BOH 1.03%CBRL 1.03%BANR 1.03%CNS 1.03%OFG 1.03%NWBI 1.03%FCF 1.03%AGM 1.03%CHCO 1.03%STC 1.03%STBA 1.03%KFRC 1.03%BKE 1.03%RGR 1.03%SRCE 1.03%PFC 1.03%ETD 1.03%HFWA 1.03%GES 1.03%HAFC 1.03%EBF 1.03%USD 1.03%CPF 1.03%АкцииАкции
ПозицияКатегория/СекторЦелевая доля
AAP
Advance Auto Parts, Inc.
Consumer Cyclical
1.03%
ADP
Automatic Data Processing, Inc.
Industrials
1.03%
AGM
Federal Agricultural Mortgage Corporation
Financial Services
1.03%
ALL
The Allstate Corporation
Financial Services
1.03%
AMCR
Amcor plc
Consumer Cyclical
1.03%
AMGN
Amgen Inc.
Healthcare
1.03%
APAM
Artisan Partners Asset Management Inc.
Financial Services
1.03%
BANR
Banner Corporation
Financial Services
1.03%
BBY
Best Buy Co., Inc.
Consumer Cyclical
1.03%
BKE
The Buckle, Inc.
Consumer Cyclical
1.03%
BLK
BlackRock, Inc.
Financial Services
1.03%
BOH
Bank of Hawaii Corporation
Financial Services
1.03%
BX
The Blackstone Group Inc.
Financial Services
1.03%
CATY
Cathay General Bancorp
Financial Services
1.03%
CBRL
Cracker Barrel Old Country Store, Inc.
Consumer Cyclical
1.03%
CHCO
City Holding Company
Financial Services
1.03%
CMA
Comerica Incorporated
Financial Services
1.03%
CNS
Cohen & Steers, Inc.
Financial Services
1.03%
CPF
Central Pacific Financial Corp.
Financial Services
1.03%
CRI
1.03%
CSCO
1.03%
CTRA
1.03%
CVBF
1.03%
CVX
1.03%
DRI
1.03%
EBF
1.03%
EOG
1.03%
ETD
1.03%
F
1.03%
FAF
1.03%
FAST
1.03%
FCF
1.03%
FITB
1.03%
FNF
1.03%
GES
1.03%
HAFC
1.03%
HBAN
1.03%
HD
1.03%
HFWA
1.03%
HRB
1.03%
HUN
1.03%
IBOC
1.03%
IP
1.03%
IPG
1.03%
ITW
1.03%
JHG
1.03%
K
1.03%
KEY
1.03%
KFRC
1.03%
KMB
1.03%
KO
1.03%
LAZ
1.03%
LEG
1.03%
LMT
1.03%
LYB
1.03%
MDC
1.03%
MMM
1.03%
MO
1.03%
MRK
1.03%
MSM
1.03%
MTB
1.03%
NEM
1.03%
NRG
1.03%
NTRS
1.03%
NWBI
1.03%
OFG
1.03%
OKE
1.03%
OZK
1.03%
PAYX
1.03%
PEP
1.03%
PFC
1.03%
PFE
1.03%
PKG
1.03%
RDN
1.03%
RF
1.03%
RGR
1.03%
RHI
1.03%
SNA
1.03%
SNV
1.03%
SRCE
1.03%
STBA
1.03%
STC
1.03%
TROW
1.03%
TSN
1.03%
TXN
1.03%
UNM
1.03%
UPS
1.03%
USB
1.03%
USD
1.03%
VLO
1.03%
VZ
1.03%
WEN
1.03%
WHR
1.03%
WSM
1.03%
WSO
1.03%
WU
1.03%
ZION
1.03%

Доходность

График доходности


Загрузка...

Самые ранние данные для этого графика доступны с 11 июн. 2019 г., начальной даты AMCR

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет10 лет
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
SCHD-5.50%6.30%-10.23%4.24%16.42%N/A
HD
-6.16%2.57%-9.60%7.30%11.61%N/A
UPS
-22.87%-0.69%-25.66%-32.34%4.05%N/A
PEP
-13.46%-9.50%-19.62%-25.04%2.36%N/A
CSCO
2.33%5.62%4.34%28.10%9.98%N/A
AMGN
Amgen Inc.
2.83%-5.53%-16.95%-11.67%5.03%8.36%
KO
14.10%-0.34%11.98%14.81%12.59%N/A
TXN
-6.66%10.94%-20.55%-5.20%11.56%N/A
CVX
-3.32%2.60%-9.86%-12.87%13.15%N/A
MRK
-22.97%-2.04%-24.95%-39.86%3.58%N/A
VZ
12.82%1.61%11.46%15.28%0.63%N/A
PFE
-13.00%5.16%-13.62%-15.14%-4.98%N/A
BLK
BlackRock, Inc.
-9.43%7.53%-10.22%18.59%16.24%12.58%
ADP
Automatic Data Processing, Inc.
5.68%5.31%2.05%27.33%18.84%16.09%
LMT
-1.84%2.12%-14.98%3.64%7.58%N/A
MO
15.70%5.41%14.11%43.13%19.54%N/A
EOG
-7.87%7.20%-15.80%-11.96%22.97%N/A
BX
The Blackstone Group Inc.
-17.89%10.14%-20.22%15.39%25.65%18.44%
ITW
-3.78%6.92%-9.75%-0.81%10.98%N/A
MMM
11.01%7.24%7.24%47.43%7.39%N/A
USB
-11.10%12.81%-14.42%5.11%9.38%N/A
F
8.80%14.11%-1.81%-7.53%20.96%N/A
VLO
1.10%12.77%-8.64%-18.93%18.33%N/A
KMB
2.44%-3.23%1.36%0.82%2.71%N/A
PAYX
8.86%5.01%2.74%26.39%21.49%N/A
NEM
45.89%5.97%21.28%29.96%0.16%N/A
FAST
10.53%4.27%-4.62%18.36%17.69%N/A
OKE
-16.11%2.58%-21.40%7.56%29.61%N/A
ALL
The Allstate Corporation
5.64%6.21%3.89%19.69%17.72%14.23%
TROW
-16.85%7.91%-19.22%-12.92%0.15%N/A
LYB
-22.00%4.77%-30.97%-40.31%6.66%N/A
MTB
-5.11%12.23%-14.28%18.81%16.10%N/A
CTRA
-7.67%-5.30%-3.27%-13.94%9.20%N/A
DRI
7.88%3.32%19.57%38.44%25.53%N/A
FITB
-10.81%10.40%-17.77%-0.08%21.54%N/A
RF
-9.08%11.37%-15.76%11.42%21.55%N/A
HBAN
-5.47%18.08%-10.23%13.00%18.63%N/A
K
2.57%0.41%3.26%37.45%10.63%N/A
NTRS
-1.09%14.38%-2.95%19.82%9.53%N/A
BBY
Best Buy Co., Inc.
-18.73%15.23%-20.99%-3.09%1.34%10.40%
TSN
-2.93%-8.03%-5.70%-4.25%1.02%N/A
AMCR
Amcor plc
-1.86%1.11%-8.51%-7.58%5.27%N/A
SNA
-6.42%-2.08%-11.04%15.32%23.66%N/A
PKG
-18.89%-2.17%-23.68%3.66%16.82%N/A
IPG
-9.26%4.49%-13.84%-15.73%12.99%N/A
IP
-17.06%-4.18%-21.57%19.13%13.08%N/A
WSO
1.57%-4.10%-8.92%1.53%27.41%N/A
KEY
-8.52%12.74%-16.45%7.92%13.18%N/A
FNF
3.88%-3.82%-2.36%16.18%24.63%N/A
WSM
-12.76%8.92%24.46%3.07%39.11%N/A
UNM
11.39%9.59%17.19%55.48%45.78%N/A
NRG
33.37%28.98%25.16%45.29%34.04%N/A
RHI
-35.76%-7.59%-39.81%-34.51%1.70%N/A
WHR
-28.88%-1.14%-25.18%-9.82%-1.50%N/A
CMA
Comerica Incorporated
-8.35%9.12%-17.08%9.93%17.45%5.20%
FAF
-3.38%-0.27%-5.33%10.54%8.94%N/A
ZION
-13.60%9.51%-18.78%8.49%13.44%N/A
HUN
-32.17%-10.34%-38.93%-48.98%-1.98%N/A
HRB
9.89%1.03%-1.25%10.50%34.28%N/A
SNV
-9.33%16.43%-17.60%20.13%24.95%N/A
OZK
2.34%19.91%-1.91%-2.80%19.72%N/A
MSM
4.37%0.65%-11.55%-14.45%9.24%N/A
WU
-5.85%2.85%-4.64%-20.23%-7.09%N/A
AAP
Advance Auto Parts, Inc.
-33.83%-3.26%-17.44%-57.84%-22.92%-13.60%
RDN
6.54%6.28%1.66%9.14%21.58%N/A
LAZ
-15.56%23.13%-25.62%14.64%15.48%N/A
LEG
-1.26%35.54%-21.51%-24.74%-16.25%N/A
JHG
-13.76%19.45%-17.03%14.64%19.40%N/A
WEN
-25.17%-6.90%-36.72%-32.96%-7.55%N/A
MDC
0.00%0.00%0.00%0.00%22.83%N/A
CRI
-35.74%-7.40%-29.77%-47.57%-12.45%N/A
APAM
Artisan Partners Asset Management Inc.
-2.22%16.60%-10.70%0.26%15.69%8.49%
CATY
Cathay General Bancorp
-9.14%14.20%-14.82%17.62%15.01%6.98%
IBOC
1.10%10.84%-10.19%7.85%21.43%N/A
CVBF
-9.43%16.03%-11.04%16.29%4.72%N/A
BOH
Bank of Hawaii Corporation
-3.52%12.64%-10.75%20.44%6.55%4.52%
CBRL
Cracker Barrel Old Country Store, Inc.
-11.25%19.86%1.18%-15.73%-9.53%-6.00%
BANR
Banner Corporation
-4.30%11.73%-12.75%39.85%16.64%6.63%
CNS
Cohen & Steers, Inc.
-12.40%8.91%-21.67%15.88%8.24%12.68%
OFG
-1.77%17.62%-5.74%11.85%32.92%N/A
NWBI
-2.61%14.91%-11.53%18.66%10.90%N/A
FCF
-5.94%11.14%-13.60%16.25%19.20%N/A
AGM
Federal Agricultural Mortgage Corporation
-5.04%10.61%-9.36%6.54%29.25%22.70%
CHCO
City Holding Company
1.67%9.84%-7.89%15.22%17.80%13.32%
STC
-4.89%-2.92%-10.71%3.63%21.10%N/A
STBA
-0.77%13.46%-10.04%20.89%14.62%N/A
KFRC
-30.24%-14.30%-34.98%-37.42%8.36%N/A
BKE
The Buckle, Inc.
-22.35%5.46%-12.86%3.49%32.88%8.46%
RGR
-0.45%-8.11%-14.01%-18.31%-4.71%N/A
SRCE
5.81%14.38%-5.18%19.32%17.39%N/A
PFC
10.89%0.00%2.32%36.75%18.63%N/A
ETD
-5.98%-1.73%-7.88%-9.65%25.78%N/A
HFWA
-2.34%12.82%-8.88%30.28%10.06%N/A
GES
-16.03%19.38%-30.10%-53.06%15.39%N/A
HAFC
1.12%15.17%-4.04%51.62%26.18%N/A
EBF
-7.78%0.94%-11.95%8.29%9.45%N/A
USD
-32.57%22.84%-40.43%-5.37%47.62%N/A
CPF
Central Pacific Financial Corp.
-7.23%10.70%-10.63%31.08%16.63%5.48%
*Среднегодовая

Доходность по месяцам

Ниже представлена таблица с месячной доходностью SCHD, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
20252.82%-1.04%-3.80%-4.84%1.46%-5.50%
2024-2.03%1.43%6.78%-5.30%2.36%-0.24%9.88%0.94%0.81%-0.19%8.65%-7.55%15.01%
20236.82%-2.47%-5.98%-1.52%-5.48%6.81%8.80%-3.32%-4.30%-3.84%8.60%10.61%13.22%
2022-1.13%-0.11%-0.04%-5.89%4.32%-9.59%8.50%-2.81%-8.01%10.70%5.39%-5.80%-6.57%
20211.49%7.55%8.14%3.34%3.61%-2.40%-1.39%3.21%-1.57%5.12%-2.03%5.44%34.20%
2020-4.18%-10.97%-20.81%16.07%3.26%1.76%2.39%4.10%-3.09%3.37%13.50%5.29%5.13%
20192.68%1.46%-4.02%4.35%2.36%3.31%2.62%13.23%

Комиссия

Комиссия SCHD составляет 0.01%, что ниже среднего уровня по рынку. 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 рейтинг SCHD составляет 15, что хуже, чем результаты 85% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.


Ранг риск-скорректированной доходности SCHD, с текущим значением в 1515
Общий ранг
Ранг коэф-та Шарпа SCHD, с текущим значением в 1313
Ранг коэф-та Шарпа
Ранг коэф-та Сортино SCHD, с текущим значением в 1616
Ранг коэф-та Сортино
Ранг коэф-та Омега SCHD, с текущим значением в 1515
Ранг коэф-та Омега
Ранг коэф-та Кальмара SCHD, с текущим значением в 1616
Ранг коэф-та Кальмара
Ранг коэф-та Мартина SCHD, с текущим значением в 1414
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.

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 ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
HD
0.310.721.080.421.10
UPS
-1.02-1.240.81-0.57-1.86
PEP
-1.24-1.700.80-0.83-1.95
CSCO
1.281.911.281.275.76
AMGN
Amgen Inc.
-0.50-0.310.96-0.39-0.83
KO
0.941.451.181.032.27
TXN
-0.110.161.02-0.09-0.23
CVX
-0.51-0.440.94-0.51-1.28
MRK
-1.52-2.130.72-0.96-1.76
VZ
0.771.171.170.823.35
PFE
-0.66-0.640.93-0.22-0.99
BLK
BlackRock, Inc.
0.771.251.180.882.83
ADP
Automatic Data Processing, Inc.
1.502.041.282.237.65
LMT
0.160.381.060.130.26
MO
2.373.521.464.5210.80
EOG
-0.43-0.400.95-0.51-1.41
BX
The Blackstone Group Inc.
0.430.891.110.451.17
ITW
-0.030.181.020.020.07
MMM
1.412.671.361.469.30
USB
0.200.471.060.180.51
F
-0.23-0.060.99-0.16-0.37
VLO
-0.55-0.510.93-0.47-1.10
KMB
0.040.221.030.090.20
PAYX
1.221.791.252.317.38
NEM
0.801.341.190.641.85
FAST
0.741.481.181.032.99
OKE
0.250.591.090.310.81
ALL
The Allstate Corporation
0.801.301.181.624.26
TROW
-0.45-0.480.94-0.22-0.96
LYB
-1.34-1.990.73-0.87-2.09
MTB
0.671.301.170.812.01
CTRA
-0.51-0.460.94-0.47-1.23
DRI
1.332.391.271.979.32
FITB
0.010.291.040.060.17
RF
0.390.791.110.391.05
HBAN
0.410.851.120.491.42
K
1.815.411.882.2613.23
NTRS
0.711.281.180.652.90
BBY
Best Buy Co., Inc.
-0.070.261.04-0.03-0.09
TSN
-0.19-0.031.00-0.07-0.38
AMCR
Amcor plc
-0.32-0.180.98-0.20-0.57
SNA
0.621.161.150.822.43
PKG
0.130.391.050.130.34
IPG
-0.58-0.620.92-0.38-1.36
IP
0.450.981.130.701.98
WSO
0.100.401.050.190.40
KEY
0.210.641.080.210.74
FNF
0.560.941.131.042.63
WSM
0.040.621.080.220.53
UNM
2.052.791.423.7112.77
NRG
1.011.891.262.507.22
RHI
-1.06-1.550.81-0.54-1.91
WHR
-0.22-0.011.00-0.15-0.55
CMA
Comerica Incorporated
0.290.661.090.220.90
FAF
0.460.911.110.451.72
ZION
0.220.651.080.250.77
HUN
-1.25-2.190.74-0.72-2.07
HRB
0.661.121.150.851.71
SNV
0.501.111.150.721.99
OZK
-0.060.211.03-0.06-0.13
MSM
-0.44-0.440.95-0.46-1.10
WU
-0.75-1.000.87-0.38-1.60
AAP
Advance Auto Parts, Inc.
-1.11-1.700.78-0.67-1.44
RDN
0.350.661.090.581.16
LAZ
0.290.791.100.320.89
LEG
-0.47-0.540.94-0.31-1.12
JHG
0.440.811.120.421.29
WEN
-1.18-1.760.80-0.66-1.82
MDC
CRI
-1.01-1.410.80-0.72-1.88
APAM
Artisan Partners Asset Management Inc.
-0.050.301.040.060.16
CATY
Cathay General Bancorp
0.541.141.150.691.80
IBOC
0.230.611.070.330.66
CVBF
0.471.001.120.411.29
BOH
Bank of Hawaii Corporation
0.671.261.150.632.38
CBRL
Cracker Barrel Old Country Store, Inc.
-0.210.091.01-0.15-0.48
BANR
Banner Corporation
1.171.931.241.144.13
CNS
Cohen & Steers, Inc.
0.400.951.120.481.15
OFG
0.350.771.100.501.27
NWBI
0.651.271.150.731.73
FCF
0.491.111.130.661.42
AGM
Federal Agricultural Mortgage Corporation
0.250.741.090.460.99
CHCO
City Holding Company
0.591.101.130.841.85
STC
0.100.391.040.150.38
STBA
0.621.241.150.881.95
KFRC
-1.19-1.660.79-0.72-1.83
BKE
The Buckle, Inc.
0.080.461.060.160.39
RGR
-0.58-0.920.86-0.42-1.68
SRCE
0.641.241.151.022.40
PFC
1.202.201.281.136.01
ETD
-0.290.001.00-0.26-0.63
HFWA
0.861.491.200.643.37
GES
-0.84-1.450.83-0.77-1.37
HAFC
1.382.141.271.375.27
EBF
0.310.691.090.431.32
USD
-0.030.611.08-0.09-0.19
CPF
Central Pacific Financial Corp.
0.921.561.211.213.39

Коэффициент Шарпа помогает понять, насколько хорошо инвестиция приносит доход с учетом принятого риска. Более высокое значение указывает на лучшую доходность с поправкой на риск, то есть больше прибыли на каждую единицу риска.

SCHD имеет следующие коэффициенты Шарпа на 11 мая 2025 г. (данные пересчитываются ежедневно):

  • За 1 год: 0.22
  • За 5 лет: 0.75
  • За всё время: 0.44

Эти значения показывают, насколько эффективно инвестиция обеспечивала доходность относительно своей волатильности за разные периоды. Все значения в годовом выражении и рассчитаны на основе данных о ежедневной доходности с учётом дивидендов.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 0.41 до 0.94, текущий коэффициент Шарпа данного портфеля попадает в нижние 25%. Это указывает на то, что портфель демонстрирует менее эффективную доходность с учетом риска по сравнению со многими другими. Причиной могут быть как низкая доходность, так и высокая волатильность, либо их сочетание. Возможно, портфель требует пересмотра. Вы можете воспользоваться инструментом оптимизации портфеля, чтобы подобрать распределение, максимизирующее коэффициент Шарпа.

Ниже представлен график исторического коэффициента Шарпа в сравнении с выбранным бенчмарком. Для более детального анализа или настройки параметров воспользуйтесь инструментом коэффициента Шарпа.


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Дивиденды

Дивидендный доход

Дивидендная доходность SCHD за предыдущие двенадцать месяцев составила 4.18%.


TTM20242023202220212020201920182017201620152014
Портфель4.18%4.08%4.01%4.17%3.35%3.66%3.25%3.55%2.49%2.74%2.87%2.40%
HD
2.50%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
UPS
5.11%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%
PEP
4.17%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
CSCO
2.69%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
AMGN
Amgen Inc.
3.43%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
KO
2.79%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
TXN
3.12%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
CVX
4.77%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
MRK
4.16%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
VZ
6.19%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
PFE
7.63%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%3.34%
BLK
BlackRock, Inc.
2.22%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
ADP
Automatic Data Processing, Inc.
1.91%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
LMT
2.72%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
MO
6.80%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
EOG
3.39%2.97%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%
BX
The Blackstone Group Inc.
2.91%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%
ITW
2.43%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%
MMM
1.98%2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%
USB
4.74%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%
F
5.75%7.88%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%
VLO
3.53%3.49%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%
KMB
3.70%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%
PAYX
1.94%2.73%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%
NEM
1.85%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%1.19%
FAST
2.10%2.17%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%
OKE
4.91%3.94%5.47%5.72%6.40%9.77%4.66%6.01%5.09%4.28%9.85%4.27%
ALL
The Allstate Corporation
1.86%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%
TROW
5.38%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%
LYB
9.42%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%
MTB
3.05%2.85%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%2.23%
CTRA
3.63%3.29%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%
DRI
2.82%2.90%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%3.10%3.75%
FITB
3.91%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%
RF
4.68%4.17%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%
HBAN
4.07%3.81%4.87%4.40%3.92%4.75%3.85%5.12%2.40%2.19%2.26%2.00%
K
2.75%2.79%3.99%3.28%3.59%3.66%3.27%3.86%3.12%2.77%2.74%2.90%
NTRS
2.98%2.93%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%1.93%
BBY
Best Buy Co., Inc.
5.48%4.38%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.70%1.85%
TSN
3.58%3.43%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%
AMCR
Amcor plc
5.54%5.34%5.11%4.05%3.93%3.93%2.17%0.00%0.00%0.00%0.00%0.00%
SNA
2.53%2.27%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%
PKG
2.76%2.22%3.07%3.71%2.94%2.44%2.82%3.59%2.09%2.78%3.49%2.05%
IPG
5.25%4.71%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%
IP
4.16%3.43%5.10%5.31%10.38%4.10%2.19%0.00%0.00%0.00%0.00%0.00%
WSO
2.33%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%
KEY
5.29%4.78%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%
FNF
3.39%3.46%3.59%8.72%2.99%1.79%0.02%0.00%0.00%0.00%0.00%0.00%
WSM
1.48%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%
UNM
2.09%2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%1.78%
NRG
1.42%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%
RHI
4.86%3.01%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%
WHR
8.75%6.11%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%1.48%
CMA
Comerica Incorporated
5.07%4.59%5.09%4.07%3.13%4.87%3.74%2.68%1.26%1.31%1.98%1.69%
FAF
3.59%3.43%3.26%3.94%2.48%3.45%2.88%3.58%2.57%3.28%2.79%2.48%
ZION
3.61%3.06%3.74%3.21%2.28%3.13%2.47%2.55%0.87%0.65%0.81%0.56%
HUN
8.30%5.55%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%
HRB
2.51%2.63%2.52%3.07%4.54%6.56%4.39%3.90%3.59%3.74%2.40%2.38%
SNV
3.32%2.97%4.04%3.62%2.76%4.08%3.06%3.13%1.25%1.17%1.30%1.14%
OZK
3.72%3.55%2.85%3.15%2.43%3.45%3.08%3.48%1.47%1.20%1.11%1.24%
MSM
4.44%4.47%3.16%3.72%3.57%13.63%3.52%3.08%2.36%1.88%2.90%5.81%
WU
9.63%8.87%7.89%6.83%5.27%4.10%2.99%4.45%3.68%2.95%3.46%2.79%
AAP
Advance Auto Parts, Inc.
3.24%2.11%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%
RDN
2.95%3.09%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%0.06%
LAZ
4.70%3.89%5.75%5.60%4.31%4.44%4.78%8.21%5.35%6.55%5.22%2.40%
LEG
2.12%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%
JHG
3.22%3.67%5.17%6.59%3.58%4.43%5.89%6.76%1.67%0.00%0.00%0.00%
WEN
8.33%6.13%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%
MDC
0.00%0.87%3.80%6.33%2.99%2.86%3.09%4.27%2.91%3.71%3.92%3.78%
CRI
9.37%5.91%4.01%4.02%1.38%0.64%1.83%2.21%1.26%1.53%0.99%0.87%
APAM
Artisan Partners Asset Management Inc.
8.53%7.34%6.02%12.36%8.88%6.73%10.49%14.43%6.99%9.41%9.29%7.58%
CATY
Cathay General Bancorp
3.17%2.86%3.05%3.33%2.95%3.85%3.26%3.07%2.06%1.97%1.79%1.13%
IBOC
2.15%2.09%2.32%2.62%2.71%2.94%2.44%2.18%1.66%1.47%2.26%1.96%
CVBF
4.17%4.67%2.97%2.99%3.36%4.62%3.15%2.77%2.21%1.57%2.84%2.50%
BOH
Bank of Hawaii Corporation
5.14%4.91%3.86%3.61%3.27%3.50%2.72%3.48%2.38%2.13%2.86%3.03%
CBRL
Cracker Barrel Old Country Store, Inc.
2.15%5.86%6.75%5.49%1.79%2.96%5.27%5.41%5.16%4.64%5.68%3.02%
BANR
Banner Corporation
3.05%2.88%3.58%2.78%2.70%3.52%2.85%3.42%3.59%1.16%1.57%1.67%
CNS
Cohen & Steers, Inc.
2.24%2.56%3.01%3.41%1.95%2.92%2.29%11.13%4.48%4.58%4.92%4.47%
OFG
2.54%2.36%2.35%2.54%1.51%1.51%1.19%1.52%2.55%1.83%4.92%2.04%
NWBI
6.43%6.07%6.41%5.72%5.58%5.97%4.33%4.01%3.83%3.33%4.18%12.93%
FCF
3.35%3.04%3.21%3.40%2.83%4.02%2.76%2.90%2.23%1.97%3.09%3.04%
AGM
Federal Agricultural Mortgage Corporation
3.07%2.84%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%
CHCO
City Holding Company
2.60%2.48%2.42%2.63%2.84%3.28%2.64%2.83%2.59%2.53%3.64%3.37%
STC
3.10%2.89%3.15%3.86%1.71%2.48%2.94%2.90%2.84%2.60%2.14%0.27%
STBA
2.69%3.48%3.86%3.51%3.59%4.51%2.71%2.62%2.06%1.97%2.37%2.28%
KFRC
3.90%2.68%2.13%2.19%1.30%1.90%1.81%1.94%1.90%2.08%1.78%1.70%
BKE
The Buckle, Inc.
10.57%7.68%8.52%2.32%16.52%14.21%7.40%14.22%7.37%8.77%11.99%3.96%
RGR
2.00%1.95%2.79%14.66%4.94%10.00%1.74%2.07%2.44%3.28%1.85%4.68%
SRCE
2.39%2.40%2.37%2.37%2.44%2.80%2.12%2.38%1.54%1.61%2.33%2.07%
PFC
3.32%4.85%5.15%4.45%3.40%3.83%2.51%2.61%1.92%1.73%2.05%1.83%
ETD
6.02%6.87%5.95%6.62%10.61%3.12%9.34%6.08%2.66%1.76%1.87%1.36%
HFWA
4.01%3.76%4.11%2.74%3.31%3.42%2.61%2.42%1.98%2.80%2.81%2.85%
GES
10.49%24.54%4.88%4.35%2.38%1.00%2.52%4.33%5.33%7.44%4.77%4.27%
HAFC
4.45%4.23%5.15%3.80%2.28%4.59%4.80%4.87%2.64%1.89%1.98%1.28%
EBF
18.46%16.60%4.56%4.51%4.86%5.04%4.16%4.94%3.61%12.68%3.64%5.20%
USD
0.26%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%7.11%0.39%2.71%
CPF
Central Pacific Financial Corp.
3.93%3.58%5.28%5.13%3.41%4.84%3.04%3.37%2.35%1.91%3.72%1.67%

Просадки

График просадок

На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.


Загрузка...

Максимальные просадки

SCHD показал максимальную просадку в 42.64%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 172 торговые сессии.

Текущая просадка SCHD составляет 13.19%.

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

-42.64%17 янв. 2020 г.4523 мар. 2020 г.17224 нояб. 2020 г.217
-21.13%26 нояб. 2024 г.908 апр. 2025 г.
-17.98%18 янв. 2022 г.33416 мая 2023 г.14714 дек. 2023 г.481
-8.65%9 июн. 2021 г.2819 июл. 2021 г.6214 окт. 2021 г.90
-8.16%25 июл. 2019 г.1615 авг. 2019 г.2013 сент. 2019 г.36

Волатильность

График волатильности

Ниже представлен график, показывающий скользящую волатильность за один месяц.


Загрузка...

Диверсификация

Показатели диверсификации


Эффективное количество активов

Количество позиций в портфеле равно 97, при этом эффективное количество активов равно 97.00, 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

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

^GSPCNEMKMRKKMBPFEPEPLMTAMGNVZCTRARGRWENNRGMOEOGKOUSDMDCTSNHRBWSMVLOAAPCBRLWSODRICVXALLCRICSCOTXNWUBKEBBYUPSSTCFASTHDADPEBFBXETDOKEKFRCGESPAYXAMCRFAFMMMWHRFFNFMSMUNMAGMIPPKGLAZHUNRDNLYBRHILEGCNSBLKIPGPFCJHGHFWACHCOAPAMCVBFSNATROWITWCPFOFGSRCEHAFCNWBISTBABOHIBOCBANROZKMTBNTRSFCFCMAZIONUSBCATYKEYSNVHBANRFFITBPortfolio
^GSPC1.000.220.180.260.250.340.410.310.400.300.330.350.400.490.320.350.440.790.480.320.390.520.370.420.400.570.480.420.430.470.670.740.460.470.570.570.480.630.630.650.420.680.460.510.480.500.670.540.540.550.550.560.540.540.470.490.500.520.600.530.520.510.590.520.620.750.560.450.670.430.450.680.460.600.750.650.460.510.460.480.470.470.500.520.500.540.520.630.500.560.550.570.550.570.580.580.580.590.76
NEM0.221.000.150.140.180.150.200.140.210.190.140.120.110.170.170.140.210.150.150.160.040.110.120.140.070.160.070.190.130.080.190.170.150.040.140.120.170.120.160.150.110.180.090.230.080.060.170.240.200.170.160.110.160.140.040.120.140.170.130.170.120.190.080.140.210.200.120.090.170.060.060.170.080.150.170.170.090.070.080.080.100.080.110.080.080.060.070.130.060.090.090.120.090.100.090.090.080.100.19
K0.180.151.000.310.530.230.520.280.310.360.140.140.190.160.360.100.45-0.010.120.360.160.090.080.200.100.160.080.130.270.150.200.100.260.080.140.220.110.230.210.270.220.100.130.160.150.080.230.280.170.270.230.110.160.250.180.160.210.220.140.120.110.140.150.190.160.170.170.140.120.180.190.150.160.210.170.250.150.120.160.140.190.170.160.150.150.130.150.170.160.110.120.180.150.130.110.130.130.120.23
MRK0.260.140.311.000.350.460.380.260.450.330.160.130.190.160.310.140.370.050.110.220.190.050.160.150.080.180.110.220.280.140.240.160.210.100.110.200.140.250.200.300.200.130.120.210.150.050.310.270.200.210.160.140.190.210.190.160.170.210.150.170.190.170.150.190.230.220.170.130.160.140.170.170.140.190.190.260.140.160.160.130.140.170.150.170.140.110.140.180.160.140.130.190.150.130.130.140.130.150.23
KMB0.250.180.530.351.000.300.600.320.360.420.080.160.240.150.380.040.550.040.170.310.200.120.060.190.170.240.160.100.330.160.270.150.310.100.210.300.170.300.300.360.260.150.130.130.180.070.340.360.240.310.270.140.230.260.150.160.200.260.130.110.170.140.160.210.230.240.210.150.160.170.190.200.140.250.230.320.130.130.170.120.160.160.150.130.150.120.150.220.160.080.090.180.130.110.100.120.120.120.26
PFE0.340.150.230.460.301.000.340.250.430.340.180.160.170.220.280.150.350.160.110.240.160.170.170.220.120.200.160.230.280.170.340.250.260.190.200.310.220.290.280.330.220.260.170.230.200.150.320.360.260.330.240.210.260.240.210.200.270.290.250.240.250.270.260.240.310.320.280.190.260.220.240.290.220.250.290.330.210.190.240.200.230.220.240.240.210.220.230.270.230.230.240.300.220.240.210.250.240.260.34
PEP0.410.200.520.380.600.341.000.400.440.410.090.200.330.180.420.100.710.160.230.370.260.170.120.280.190.280.270.180.370.230.390.290.330.150.240.340.220.410.400.490.270.260.190.210.220.110.470.410.300.340.300.200.270.320.210.190.230.300.210.190.220.210.250.260.310.350.300.170.240.190.210.260.170.280.340.390.180.160.200.150.210.190.180.210.170.150.190.260.190.160.150.240.210.170.160.190.180.200.34
LMT0.310.140.280.260.320.250.401.000.270.310.230.160.200.220.350.300.440.100.200.310.300.130.270.210.180.240.210.350.390.240.280.190.260.210.220.270.190.310.270.390.300.190.200.360.270.170.370.310.270.320.220.230.270.320.330.240.280.300.220.230.290.300.280.250.260.290.300.260.240.270.280.280.240.330.280.370.270.250.270.240.270.270.250.270.280.220.290.290.260.240.250.290.260.260.240.260.280.270.37
AMGN0.400.210.310.450.360.430.440.271.000.340.180.200.230.220.340.150.360.230.150.290.240.210.180.230.140.270.170.220.300.200.380.320.300.200.250.310.230.350.320.380.250.270.190.230.200.150.370.370.260.350.290.230.260.290.220.250.240.280.270.240.240.240.250.250.300.350.280.260.270.270.270.340.260.280.350.320.250.260.270.240.260.270.270.270.260.240.260.280.250.230.250.290.260.250.250.250.250.260.37
VZ0.300.190.360.330.420.340.410.310.341.000.200.140.200.240.400.180.460.060.180.370.240.140.210.280.190.230.200.280.360.260.320.200.340.200.220.300.210.280.310.340.280.190.200.260.230.180.340.380.290.340.290.230.300.300.260.250.310.330.240.250.260.310.250.290.310.280.340.250.240.270.270.270.270.330.290.360.260.240.260.260.290.260.280.260.260.260.310.340.290.250.250.340.260.280.250.290.270.310.39
CTRA0.330.140.140.160.080.180.090.230.180.201.000.200.150.300.230.600.160.220.180.230.240.230.490.210.200.230.200.570.280.260.270.260.270.260.240.250.190.240.200.240.240.240.280.540.250.280.230.260.220.270.290.330.220.310.380.310.330.310.290.340.310.400.320.300.230.270.320.280.300.270.280.290.310.340.280.310.310.310.290.310.300.300.330.330.320.360.360.360.320.370.370.350.350.370.370.360.380.370.45
RGR0.350.120.140.130.160.160.200.160.200.140.201.000.280.180.200.190.190.230.280.240.230.290.190.310.290.320.260.230.250.310.260.280.280.340.380.320.310.340.360.280.360.260.390.260.330.350.290.310.310.290.370.280.300.370.270.290.290.320.320.330.310.300.340.360.350.350.320.350.320.310.340.370.310.350.340.380.350.320.340.320.340.350.330.340.340.360.300.320.350.310.310.300.350.320.320.300.320.320.46
WEN0.400.110.190.190.240.170.330.200.230.200.150.281.000.220.250.160.330.250.320.300.280.290.200.330.420.280.450.230.310.350.320.320.340.320.320.310.340.350.360.350.320.310.320.250.300.340.370.370.380.290.360.330.350.330.270.310.300.300.330.310.330.310.340.380.380.340.390.300.330.290.290.340.290.360.380.350.300.330.310.300.310.310.330.330.310.320.300.330.320.310.300.310.340.310.330.330.330.340.46
NRG0.490.170.160.160.150.220.180.220.220.240.300.180.221.000.230.300.260.370.280.210.270.300.290.250.240.310.270.310.330.280.350.340.280.250.300.260.320.300.340.330.270.390.270.420.290.280.340.300.360.340.310.310.360.290.350.310.360.370.350.300.380.310.350.300.340.390.310.310.410.280.270.370.290.350.380.370.310.320.310.330.310.300.320.330.330.330.330.400.310.350.380.390.340.390.370.390.380.380.47
MO0.320.170.360.310.380.280.420.350.340.400.230.200.250.231.000.290.480.080.260.390.290.190.270.290.250.210.290.340.370.300.310.210.330.250.280.300.290.290.290.350.350.220.260.370.260.260.350.390.320.380.330.340.360.310.380.320.360.350.280.300.350.370.300.340.330.300.370.330.290.320.340.300.320.370.320.390.340.310.340.330.340.340.340.330.340.310.370.340.330.320.330.380.340.350.330.360.340.370.46
EOG0.350.140.100.140.040.150.100.300.150.180.600.190.160.300.291.000.170.220.200.250.240.200.630.210.220.180.240.780.310.280.290.270.290.300.250.260.250.230.190.240.310.260.280.670.300.360.240.270.270.320.260.380.290.360.460.340.350.350.340.420.380.530.370.330.270.310.370.350.330.330.330.340.350.340.330.340.360.380.360.380.340.370.380.390.380.400.420.420.390.460.440.420.410.450.420.430.470.460.51
KO0.440.210.450.370.550.350.710.440.360.460.160.190.330.260.480.171.000.140.260.410.320.160.200.280.270.250.310.270.440.290.390.280.380.200.260.350.270.380.360.510.320.290.220.290.300.210.490.470.350.390.320.280.350.360.320.300.330.370.270.280.310.330.300.350.370.380.380.280.290.290.310.310.270.360.350.460.300.270.310.270.310.300.300.300.300.250.310.360.290.280.270.360.300.300.280.310.300.320.44
USD0.790.15-0.010.050.040.160.160.100.230.060.220.230.250.370.080.220.141.000.380.140.210.450.250.270.290.430.330.260.190.310.520.770.280.340.450.400.310.450.450.400.250.530.300.330.320.370.410.320.340.350.390.400.330.350.270.330.330.320.450.370.330.330.410.330.430.550.380.260.520.240.250.500.270.410.570.430.270.340.270.300.260.270.300.330.310.350.320.420.300.370.360.340.350.380.390.380.380.380.51
MDC0.480.150.120.110.170.110.230.200.150.180.180.280.320.280.260.200.260.381.000.260.290.390.260.330.350.410.390.230.260.380.330.380.300.360.440.320.420.380.480.340.330.410.440.320.330.400.370.330.470.340.520.410.460.350.280.330.370.370.360.370.380.350.390.480.410.400.390.360.420.270.300.420.290.430.450.420.310.330.320.330.330.330.350.330.340.360.330.370.330.350.330.340.370.360.380.360.360.370.51
TSN0.320.160.360.220.310.240.370.310.290.370.230.240.300.210.390.250.410.140.261.000.260.220.290.320.300.210.310.330.360.330.280.260.360.280.280.340.340.260.340.320.340.290.300.350.310.290.330.390.370.360.330.360.380.340.360.380.410.370.340.360.370.390.350.400.360.310.400.350.320.370.370.330.360.370.340.360.400.380.380.390.400.390.410.380.380.370.430.410.390.400.410.450.410.430.410.410.410.440.50
HRB0.390.040.160.190.200.160.260.300.240.240.240.230.280.270.290.240.320.210.290.261.000.280.280.290.350.320.370.280.330.340.300.270.330.340.340.310.340.360.320.360.380.310.380.320.400.340.370.330.360.320.360.380.370.420.400.380.360.400.340.350.400.370.400.390.360.340.420.400.380.360.400.370.370.430.370.430.350.390.410.370.390.400.390.410.400.400.410.400.400.380.380.400.420.400.420.410.410.400.51
WSM0.520.110.090.050.120.170.170.130.210.140.230.290.290.300.190.200.160.450.390.220.281.000.240.400.330.440.340.250.260.410.350.420.300.470.580.390.370.410.510.310.340.440.490.300.340.450.330.370.410.390.500.410.370.360.260.320.380.350.390.370.340.360.420.450.390.460.360.320.420.300.280.430.320.430.480.420.310.320.310.330.310.320.340.350.330.390.340.390.330.370.370.360.380.390.400.380.390.390.53
VLO0.370.120.080.160.060.170.120.270.180.210.490.190.200.290.270.630.200.250.260.290.280.241.000.260.260.220.320.700.310.300.310.280.340.350.250.280.260.260.230.290.340.270.310.570.340.400.290.310.290.350.290.390.320.390.480.360.380.370.360.430.400.530.390.370.320.330.390.390.360.370.390.370.390.400.340.370.410.440.410.430.400.440.410.430.420.450.450.460.430.480.470.450.450.480.460.470.490.490.54
AAP0.420.140.200.150.190.220.280.210.230.280.210.310.330.250.290.210.280.270.330.320.290.400.261.000.340.340.390.290.320.440.330.310.350.370.420.380.350.390.490.340.330.340.440.300.340.400.350.370.390.410.430.420.370.380.330.360.370.370.380.420.350.380.410.450.400.380.410.360.390.360.330.410.360.430.430.450.370.340.350.370.380.370.410.390.410.400.410.410.400.410.400.420.400.430.410.420.410.430.54
CBRL0.400.070.100.080.170.120.190.180.140.190.200.290.420.240.250.220.270.290.350.300.350.330.260.341.000.290.600.270.280.420.300.320.330.440.390.330.340.330.360.300.370.350.430.330.360.460.320.350.360.370.430.420.370.380.360.400.360.350.380.380.420.370.400.470.410.370.450.420.400.400.420.430.410.410.410.380.420.410.420.400.420.430.420.440.430.430.430.400.440.440.420.420.450.430.450.440.450.440.55
WSO0.570.160.160.180.240.200.280.240.270.230.230.320.280.310.210.180.250.430.410.210.320.440.220.340.291.000.320.240.320.350.400.440.320.360.410.420.390.620.510.430.370.460.420.310.390.360.460.390.460.450.490.410.430.540.280.340.400.420.390.400.400.370.450.390.430.460.380.330.440.290.330.470.310.520.480.560.320.320.330.330.340.340.360.350.350.400.340.420.350.340.350.360.370.360.380.360.370.370.55
DRI0.480.070.080.110.160.160.270.210.170.200.200.260.450.270.290.240.310.330.390.310.370.340.320.390.600.321.000.300.340.410.360.380.380.410.410.350.360.360.400.380.340.410.390.370.380.430.420.390.420.370.400.430.410.380.400.390.370.390.400.390.420.400.450.470.410.430.470.380.460.380.380.430.390.450.450.430.410.410.390.390.390.400.420.450.440.420.440.430.420.450.430.460.440.460.470.470.470.490.57
CVX0.420.190.130.220.100.230.180.350.220.280.570.230.230.310.340.780.270.260.230.330.280.250.700.290.270.240.301.000.370.320.360.330.330.330.310.320.300.300.270.330.360.320.320.680.340.380.330.360.340.380.320.410.360.410.500.360.420.400.390.460.430.570.410.390.360.380.420.400.390.400.390.420.420.420.390.430.410.450.420.430.410.430.440.470.440.440.470.480.460.490.480.470.480.490.480.490.520.510.59
ALL0.430.130.270.280.330.280.370.390.300.360.280.250.310.330.370.310.440.190.260.360.330.260.310.320.280.320.340.371.000.310.360.250.390.270.320.340.360.380.350.470.360.320.320.400.330.270.440.390.420.420.340.350.450.400.520.380.450.450.360.380.420.410.380.380.390.410.410.400.390.410.430.410.410.440.400.460.440.410.420.420.440.440.440.450.430.410.490.490.450.440.460.500.450.470.450.500.480.500.56
CRI0.470.080.150.140.160.170.230.240.200.260.260.310.350.280.300.280.290.310.380.330.340.410.300.440.420.350.410.320.311.000.340.350.390.480.480.430.350.380.470.370.380.380.470.370.370.520.390.410.420.440.490.480.390.400.370.390.450.440.450.430.420.450.450.520.460.410.450.390.430.370.380.460.380.450.490.490.390.420.400.390.390.410.450.430.420.450.450.460.410.450.450.450.460.460.470.470.460.480.59
CSCO0.670.190.200.240.270.340.390.280.380.320.270.260.320.350.310.290.390.520.330.280.300.350.310.330.300.400.360.360.360.341.000.550.390.330.440.460.330.510.480.550.350.440.340.370.350.330.570.460.370.480.430.400.380.450.370.370.420.430.420.380.390.410.440.410.430.530.450.320.460.330.350.510.350.460.530.520.340.360.360.370.360.360.370.370.360.390.390.480.380.380.390.420.410.400.400.420.410.420.57
TXN0.740.170.100.160.150.250.290.190.320.200.260.280.320.340.210.270.280.770.380.260.270.420.280.310.320.440.380.330.250.350.551.000.360.370.460.470.360.530.510.500.320.520.360.360.380.400.520.430.410.440.460.450.390.430.320.370.390.400.470.450.370.420.470.410.500.580.460.340.530.340.350.530.370.490.590.540.350.390.350.370.350.360.380.390.370.410.390.480.390.420.410.430.440.440.450.440.440.450.59
WU0.460.150.260.210.310.260.330.260.300.340.270.280.340.280.330.290.380.280.300.360.330.300.340.350.330.320.380.330.390.390.390.361.000.360.410.410.360.380.390.400.410.340.360.360.380.360.440.440.400.450.450.410.430.450.400.390.450.440.430.440.430.470.400.480.440.460.490.380.420.420.420.460.400.470.460.500.430.430.410.400.420.430.460.430.440.450.470.490.440.440.440.500.440.480.460.480.480.490.58
BKE0.470.040.080.100.100.190.150.210.200.200.260.340.320.250.250.300.200.340.360.280.340.470.350.370.440.360.410.330.270.480.330.370.361.000.510.350.380.380.440.350.410.400.540.390.420.620.340.330.400.400.450.470.400.410.430.450.400.390.470.420.440.440.440.490.440.430.450.450.460.430.430.480.450.470.470.440.460.480.470.470.440.480.460.480.490.530.500.480.480.510.490.480.500.520.530.510.520.520.62
BBY0.570.140.140.110.210.200.240.220.250.220.240.380.320.300.280.250.260.450.440.280.340.580.250.420.390.410.410.310.320.480.440.460.410.511.000.470.390.450.560.370.370.450.510.370.370.500.400.420.430.460.560.470.410.410.370.360.430.430.440.420.410.420.470.520.460.490.430.370.460.350.350.490.380.490.530.520.400.400.360.370.390.390.420.410.410.460.440.460.400.430.430.440.440.470.460.470.480.480.61
UPS0.570.120.220.200.300.310.340.270.310.300.250.320.310.260.300.260.350.400.320.340.310.390.280.380.330.420.350.320.340.430.460.470.410.350.471.000.350.510.510.440.350.470.390.370.350.360.480.470.440.500.510.450.400.460.330.380.480.470.440.460.360.460.480.450.450.520.460.370.450.360.390.500.380.470.550.550.370.380.380.370.400.390.430.410.400.430.420.480.420.430.420.450.430.440.430.450.450.460.59
STC0.480.170.110.140.170.220.220.190.230.210.190.310.340.320.290.250.270.310.420.340.340.370.260.350.340.390.360.300.360.350.330.360.360.380.390.351.000.360.410.350.420.430.440.370.430.400.370.370.690.390.450.410.670.400.380.450.410.400.460.430.520.400.460.460.480.450.440.470.510.460.460.490.450.470.470.440.480.490.480.490.500.490.480.480.490.490.440.470.510.470.490.470.500.490.500.480.480.490.61
FAST0.630.120.230.250.300.290.410.310.350.280.240.340.350.300.290.230.380.450.380.260.360.410.260.390.330.620.360.300.380.380.510.530.380.380.450.510.361.000.560.560.380.460.400.340.420.360.580.450.410.510.510.390.420.670.360.370.410.470.430.450.390.410.490.430.480.540.430.360.480.340.390.510.350.580.550.680.350.370.370.360.380.350.400.400.380.430.390.460.380.370.370.400.410.400.410.420.430.420.59
HD0.630.160.210.200.300.280.400.270.320.310.200.360.360.340.290.190.360.450.480.340.320.510.230.490.360.510.400.270.350.470.480.510.390.440.560.510.410.561.000.530.370.510.470.350.370.420.520.460.520.480.570.430.460.450.280.380.400.430.440.420.390.360.460.500.500.550.420.360.470.350.330.500.360.490.540.570.330.360.360.370.370.350.390.390.380.420.370.450.380.400.390.430.410.410.420.410.420.430.60
ADP0.650.150.270.300.360.330.490.390.380.340.240.280.350.330.350.240.510.400.340.320.360.310.290.340.300.430.380.330.470.370.550.500.400.350.370.440.350.560.531.000.380.450.330.380.410.330.820.480.430.460.410.370.450.460.380.380.380.440.390.370.430.370.470.380.500.530.430.370.450.380.410.490.390.490.550.550.370.390.390.400.400.400.410.420.410.400.410.470.410.410.400.450.440.410.430.440.430.440.59
EBF0.420.110.220.200.260.220.270.300.250.280.240.360.320.270.350.310.320.250.330.340.380.340.340.330.370.370.340.360.360.380.350.320.410.410.370.350.420.380.370.381.000.320.480.400.520.440.410.410.410.440.430.430.420.480.430.500.440.450.400.410.470.440.470.460.480.400.480.520.430.510.520.460.490.490.420.490.540.510.570.510.540.550.490.530.530.510.450.460.550.460.440.460.540.460.480.460.470.460.62
BX0.680.180.100.130.150.260.260.190.270.190.240.260.310.390.220.260.290.530.410.290.310.440.270.340.350.460.410.320.320.380.440.520.340.400.450.470.430.460.510.450.321.000.390.430.380.410.480.420.520.440.500.480.500.400.340.430.410.430.530.440.460.400.490.450.590.650.450.410.580.380.390.600.400.470.640.500.420.440.410.420.420.420.460.450.450.490.470.540.440.490.500.510.490.510.510.510.500.500.63
ETD0.460.090.130.120.130.170.190.200.190.200.280.390.320.270.260.280.220.300.440.300.380.490.310.440.430.420.390.320.320.470.340.360.360.540.510.390.440.400.470.330.480.391.000.360.490.550.360.400.460.420.530.500.460.450.420.490.460.450.420.460.450.470.480.570.460.420.490.500.470.490.460.490.470.500.470.480.490.490.500.470.500.510.470.510.510.520.470.460.530.500.490.490.530.510.520.500.510.510.65
OKE0.510.230.160.210.130.230.210.360.230.260.540.260.250.420.370.670.290.330.320.350.320.300.570.300.330.310.370.680.400.370.370.360.360.390.370.370.370.340.350.380.400.430.361.000.370.430.390.390.410.410.380.470.440.450.530.420.460.450.470.470.470.560.450.420.460.460.470.460.490.400.400.470.430.450.480.460.450.470.450.470.450.450.480.480.480.470.510.530.460.530.530.510.510.530.530.540.560.570.64
KFRC0.480.080.150.150.180.200.220.270.200.230.250.330.300.290.260.300.300.320.330.310.400.340.340.340.360.390.380.340.330.370.350.380.380.420.370.350.430.420.370.410.520.380.490.371.000.440.450.410.430.400.430.450.450.510.460.500.460.470.430.470.470.460.630.460.460.420.500.510.450.490.520.470.490.530.450.510.520.500.550.520.500.540.510.530.530.530.480.490.540.500.490.490.550.500.520.510.520.510.64
GES0.500.060.080.050.070.150.110.170.150.180.280.350.340.280.260.360.210.370.400.290.340.450.400.400.460.360.430.380.270.520.330.400.360.620.500.360.400.360.420.330.440.410.550.430.441.000.340.390.420.410.480.520.440.450.460.460.460.450.500.500.470.510.510.520.490.460.510.480.490.450.440.510.450.490.480.460.480.500.480.490.470.500.490.500.510.540.500.510.510.530.530.510.550.550.550.530.550.550.66
PAYX0.670.170.230.310.340.320.470.370.370.340.230.290.370.340.350.240.490.410.370.330.370.330.290.350.320.460.420.330.440.390.570.520.440.340.400.480.370.580.520.820.410.480.360.390.450.341.000.500.470.480.440.400.470.490.400.380.410.470.420.400.440.400.530.430.540.560.480.390.480.370.410.520.400.520.580.580.390.410.410.400.420.410.440.440.430.430.430.490.420.430.440.480.450.440.450.460.460.470.62
AMCR0.540.240.280.270.360.360.410.310.370.380.260.310.370.300.390.270.470.320.330.390.330.370.310.370.350.390.390.360.390.410.460.430.440.330.420.470.370.450.460.480.410.420.400.390.410.390.501.000.450.540.480.420.440.500.420.410.570.600.440.510.410.550.430.500.500.510.480.410.470.410.410.510.440.510.520.560.410.410.450.430.430.430.450.440.430.440.470.520.450.460.450.520.470.490.470.510.500.510.64
FAF0.540.200.170.200.240.260.300.270.260.290.220.310.380.360.320.270.350.340.470.370.360.410.290.390.360.460.420.340.420.420.370.410.400.400.430.440.690.410.520.430.410.520.460.410.430.420.470.451.000.450.500.470.780.440.410.460.460.470.510.460.550.440.500.520.540.500.510.480.540.430.440.530.460.500.520.500.440.470.470.470.480.480.480.490.500.500.470.510.490.490.500.510.510.520.520.510.520.530.66
MMM0.550.170.270.210.310.330.340.320.350.340.270.290.290.340.380.320.390.350.340.360.320.390.350.410.370.450.370.380.420.440.480.440.450.400.460.500.390.510.480.460.440.440.420.410.400.410.480.540.451.000.520.450.450.530.450.440.530.510.500.490.410.520.500.520.490.520.500.450.500.460.450.520.460.580.540.620.460.440.480.470.460.480.500.490.480.500.480.560.490.500.500.540.490.530.520.540.520.540.66
WHR0.550.160.230.160.270.240.300.220.290.290.290.370.360.310.330.260.320.390.520.330.360.500.290.430.430.490.400.320.340.490.430.460.450.450.560.510.450.510.570.410.430.500.530.380.430.480.440.480.500.521.000.530.480.530.410.410.500.490.490.520.420.470.520.600.500.530.520.440.540.430.430.550.450.580.580.590.430.430.450.450.440.460.500.480.460.530.470.530.470.500.520.510.500.510.530.510.530.520.68
F0.560.110.110.140.140.210.200.230.230.230.330.280.330.310.340.380.280.400.410.360.380.410.390.420.420.410.430.410.350.480.400.450.410.470.470.450.410.390.430.370.430.480.500.470.450.520.400.420.470.450.531.000.470.470.480.480.520.470.500.520.500.520.530.550.510.500.540.480.570.450.460.540.460.550.550.530.480.500.470.490.480.500.510.530.520.550.560.560.520.550.550.540.550.590.580.580.590.580.69
FNF0.540.160.160.190.230.260.270.270.260.300.220.300.350.360.360.290.350.330.460.380.370.370.320.370.370.430.410.360.450.390.380.390.430.400.410.400.670.420.460.450.420.500.460.440.450.440.470.440.780.450.480.471.000.460.470.500.450.460.510.460.600.470.520.520.550.530.520.510.540.490.480.550.500.510.520.500.490.520.510.510.520.520.530.530.560.530.540.570.550.540.560.560.560.570.580.580.560.580.69
MSM0.540.140.250.210.260.240.320.320.290.300.310.370.330.290.310.360.360.350.350.340.420.360.390.380.380.540.380.410.400.400.450.430.450.410.410.460.400.670.450.460.480.400.450.450.510.450.490.500.440.530.530.470.461.000.480.470.510.530.480.540.480.550.540.500.480.500.520.470.500.460.490.530.480.630.510.650.490.490.520.510.490.490.530.520.510.530.510.530.520.490.510.520.540.530.520.530.540.520.68
UNM0.470.040.180.190.150.210.210.330.220.260.380.270.270.350.380.460.320.270.280.360.400.260.480.330.360.280.400.500.520.370.370.320.400.430.370.330.380.360.280.380.430.340.420.530.460.460.400.420.410.450.410.480.470.481.000.480.550.510.500.530.540.570.510.480.410.440.530.530.500.570.570.470.560.560.460.500.580.600.590.590.570.600.580.630.620.620.670.620.610.660.650.630.640.670.660.690.680.670.70
AGM0.490.120.160.160.160.200.190.240.250.250.310.290.310.310.320.340.300.330.330.380.380.320.360.360.400.340.390.360.380.390.370.370.390.450.360.380.450.370.380.380.500.430.490.420.500.460.380.410.460.440.410.480.500.470.481.000.460.470.510.490.540.490.490.490.490.470.520.610.510.600.600.530.600.490.480.450.620.640.640.630.630.640.620.660.640.620.610.580.650.620.620.600.650.630.640.630.620.620.70
IP0.500.140.210.170.200.270.230.280.240.310.330.290.300.360.360.350.330.330.370.410.360.380.380.370.360.400.370.420.450.450.420.390.450.400.430.480.410.410.400.380.440.410.460.460.460.460.410.570.460.530.500.520.450.510.550.461.000.780.530.560.470.610.500.530.490.470.550.480.510.490.490.520.490.570.510.570.510.510.510.510.520.530.530.530.530.540.560.590.540.550.570.580.560.590.570.600.580.580.69
PKG0.520.170.220.210.260.290.300.300.280.330.310.320.300.370.350.350.370.320.370.370.400.350.370.370.350.420.390.400.450.440.430.400.440.390.430.470.400.470.430.440.450.430.450.450.470.450.470.600.470.510.490.470.460.530.510.470.781.000.520.550.460.600.530.520.490.490.530.460.520.480.500.520.470.590.520.600.490.490.500.480.510.510.520.510.510.520.550.580.530.520.530.550.540.550.540.570.570.560.68
LAZ0.600.130.140.150.130.250.210.220.270.240.290.320.330.350.280.340.270.450.360.340.340.390.360.380.380.390.400.390.360.450.420.470.430.470.440.440.460.430.440.390.400.530.420.470.430.500.420.440.510.500.490.500.510.480.500.510.530.521.000.500.490.510.510.520.550.590.520.490.640.480.460.620.500.510.610.510.520.560.490.530.510.530.560.550.550.590.550.620.550.590.590.570.570.620.620.620.610.620.70
HUN0.530.170.120.170.110.240.190.230.240.250.340.330.310.300.300.420.280.370.370.360.350.370.430.420.380.400.390.460.380.430.380.450.440.420.420.460.430.450.420.370.410.440.460.470.470.500.400.510.460.490.520.520.460.540.530.490.560.550.501.000.470.700.550.540.480.510.530.490.520.480.480.550.500.560.540.590.510.530.530.540.520.520.550.550.540.570.570.580.560.600.590.570.580.610.590.600.600.610.70
RDN0.520.120.110.190.170.250.220.290.240.260.310.310.330.380.350.380.310.330.380.370.400.340.400.350.420.400.420.430.420.420.390.370.430.440.410.360.520.390.390.430.470.460.450.470.470.470.440.410.550.410.420.500.600.480.540.540.470.460.490.471.000.490.480.510.510.490.500.570.530.560.550.520.550.530.500.480.560.590.570.580.600.590.580.600.600.600.600.560.590.600.610.610.620.610.630.620.640.640.71
LYB0.510.190.140.170.140.270.210.300.240.310.400.300.310.310.370.530.330.330.350.390.370.360.530.380.370.370.400.570.410.450.410.420.470.440.420.460.400.410.360.370.440.400.470.560.460.510.400.550.440.520.470.520.470.550.570.490.610.600.510.700.491.000.530.530.450.490.580.460.530.470.470.550.480.570.510.580.520.530.510.520.500.510.540.530.530.530.580.610.550.590.580.590.560.610.580.610.620.620.72
RHI0.590.080.150.150.160.260.250.280.250.250.320.340.340.350.300.370.300.410.390.350.400.420.390.410.400.450.450.410.380.450.440.470.400.440.470.480.460.490.460.470.470.490.480.450.630.510.530.430.500.500.520.530.520.540.510.490.500.530.510.550.480.531.000.510.490.530.550.500.530.500.490.530.490.620.560.580.530.510.510.530.510.520.540.540.540.560.540.570.540.570.560.560.570.580.590.580.600.590.71
LEG0.520.140.190.190.210.240.260.250.250.290.300.360.380.300.340.330.350.330.480.400.390.450.370.450.470.390.470.390.380.520.410.410.480.490.520.450.460.430.500.380.460.450.570.420.460.520.430.500.520.520.600.550.520.500.480.490.530.520.520.540.510.530.511.000.520.520.560.490.540.500.490.550.480.600.530.570.510.510.510.500.510.520.530.550.550.560.550.590.540.560.560.570.560.580.590.590.580.590.72
CNS0.620.210.160.230.230.310.310.260.300.310.230.350.380.340.330.270.370.430.410.360.360.390.320.400.410.430.410.360.390.460.430.500.440.440.460.450.480.480.500.500.480.590.460.460.460.490.540.500.540.490.500.510.550.480.410.490.490.490.550.480.510.450.490.521.000.620.530.510.610.500.520.670.520.540.640.550.530.530.530.530.550.550.570.560.550.540.530.580.570.540.560.570.580.560.580.570.570.570.71
BLK0.750.200.170.220.240.320.350.290.350.280.270.350.340.390.300.310.380.550.400.310.340.460.330.380.370.460.430.380.410.410.530.580.460.430.490.520.450.540.550.530.400.650.420.460.420.460.560.510.500.520.530.500.530.500.440.470.470.490.590.510.490.490.530.520.621.000.530.450.680.450.440.700.480.540.750.610.480.490.470.480.470.490.510.510.520.530.540.660.500.560.560.590.530.590.570.590.580.600.72
IPG0.560.120.170.170.210.280.300.300.280.340.320.320.390.310.370.370.380.380.390.400.420.360.390.410.450.380.470.420.410.450.450.460.490.450.430.460.440.430.420.430.480.450.490.470.500.510.480.480.510.500.520.540.520.520.530.520.550.530.520.530.500.580.550.560.530.531.000.500.550.490.520.560.510.590.580.560.530.530.540.540.520.530.560.560.560.560.590.610.560.580.590.620.580.600.600.610.620.620.72
PFC0.450.090.140.130.150.190.170.260.260.250.280.350.300.310.330.350.280.260.360.350.400.320.390.360.420.330.380.400.400.390.320.340.380.450.370.370.470.360.360.370.520.410.500.460.510.480.390.410.480.450.440.480.510.470.530.610.480.460.490.490.570.460.500.490.510.450.501.000.480.730.730.510.720.500.470.490.720.690.760.720.750.750.700.750.730.680.680.580.770.690.700.660.750.700.700.680.700.700.74
JHG0.670.170.120.160.160.260.240.240.270.240.300.320.330.410.290.330.290.520.420.320.380.420.360.390.400.440.460.390.390.430.460.530.420.460.460.450.510.480.470.450.430.580.470.490.450.490.480.470.540.500.540.570.540.500.500.510.510.520.640.520.530.530.530.540.610.680.550.481.000.500.490.700.500.550.700.550.530.550.510.550.510.530.560.560.560.590.550.640.560.590.600.580.590.620.620.610.610.620.74
HFWA0.430.060.180.140.170.220.190.270.270.270.270.310.290.280.320.330.290.240.270.370.360.300.370.360.400.290.380.400.410.370.330.340.420.430.350.360.460.340.350.380.510.380.490.400.490.450.370.410.430.460.430.450.490.460.570.600.490.480.480.480.560.470.500.500.500.450.490.730.501.000.780.500.800.510.470.480.770.740.800.780.780.820.740.760.820.730.710.620.810.700.720.680.800.710.740.710.720.710.74
CHCO0.450.060.190.170.190.240.210.280.270.270.280.340.290.270.340.330.310.250.300.370.400.280.390.330.420.330.380.390.430.380.350.350.420.430.350.390.460.390.330.410.520.390.460.400.520.440.410.410.440.450.430.460.480.490.570.600.490.500.460.480.550.470.490.490.520.440.520.730.490.781.000.520.780.530.470.510.750.730.790.750.790.830.750.780.780.720.690.590.820.670.690.660.790.680.700.690.700.680.74
APAM0.680.170.150.170.200.290.260.280.340.270.290.370.340.370.300.340.310.500.420.330.370.430.370.410.430.470.430.420.410.460.510.530.460.480.490.500.490.510.500.490.460.600.490.470.470.510.520.510.530.520.550.540.550.530.470.530.520.520.620.550.520.550.530.550.670.700.560.510.700.500.521.000.520.570.700.590.520.560.530.540.520.540.560.560.570.580.550.630.580.590.590.580.580.600.600.600.600.600.75
CVBF0.460.080.160.140.140.220.170.240.260.270.310.310.290.290.320.350.270.270.290.360.370.320.390.360.410.310.390.420.410.380.350.370.400.450.380.380.450.350.360.390.490.400.470.430.490.450.400.440.460.460.450.460.500.480.560.600.490.470.500.500.550.480.490.480.520.480.510.720.500.800.780.521.000.530.490.510.750.730.770.780.780.820.780.770.830.750.730.630.810.710.750.700.820.730.760.730.740.730.76
SNA0.600.150.210.190.250.250.280.330.280.330.340.350.360.350.370.340.360.410.430.370.430.430.400.430.410.520.450.420.440.450.460.490.470.470.490.470.470.580.490.490.490.470.500.450.530.490.520.510.500.580.580.550.510.630.560.490.570.590.510.560.530.570.620.600.540.540.590.500.550.510.530.570.531.000.590.690.520.520.540.540.530.540.560.570.560.600.590.600.570.570.570.590.580.590.600.620.610.610.74
TROW0.750.170.170.190.230.290.340.280.350.290.280.340.380.380.320.330.350.570.450.340.370.480.340.430.410.480.450.390.400.490.530.590.460.470.530.550.470.550.540.550.420.640.470.480.450.480.580.520.520.540.580.550.520.510.460.480.510.520.610.540.500.510.560.530.640.750.580.470.700.470.470.700.490.591.000.610.490.510.480.500.500.510.550.550.530.580.570.650.530.580.590.600.570.600.600.620.600.620.75
ITW0.650.170.250.260.320.330.390.370.320.360.310.380.350.370.390.340.460.430.420.360.430.420.370.450.380.560.430.430.460.490.520.540.500.440.520.550.440.680.570.550.490.500.480.460.510.460.580.560.500.620.590.530.500.650.500.450.570.600.510.590.480.580.580.570.550.610.560.490.550.480.510.590.510.690.611.000.480.490.530.490.510.510.550.530.530.550.550.600.530.530.520.570.550.550.540.570.570.580.73
CPF0.460.090.150.140.130.210.180.270.250.260.310.350.300.310.340.360.300.270.310.400.350.310.410.370.420.320.410.410.440.390.340.350.430.460.400.370.480.350.330.370.540.420.490.450.520.480.390.410.440.460.430.480.490.490.580.620.510.490.520.510.560.520.530.510.530.480.530.720.530.770.750.520.750.520.490.481.000.750.750.790.760.790.780.770.790.710.730.610.800.740.750.700.800.740.760.720.740.730.76
OFG0.510.070.120.160.130.190.160.250.260.240.310.320.330.320.310.380.270.340.330.380.390.320.440.340.410.320.410.450.410.420.360.390.430.480.400.380.490.370.360.390.510.440.490.470.500.500.410.410.470.440.430.500.520.490.600.640.510.490.560.530.590.530.510.510.530.490.530.690.550.740.730.560.730.520.510.490.751.000.740.760.750.780.730.770.780.730.720.630.790.740.740.690.780.750.770.740.750.740.77
SRCE0.460.080.160.160.170.240.200.270.270.260.290.340.310.310.340.360.310.270.320.380.410.310.410.350.420.330.390.420.420.400.360.350.410.470.360.380.480.370.360.390.570.410.500.450.550.480.410.450.470.480.450.470.510.520.590.640.510.500.490.530.570.510.510.510.530.470.540.760.510.800.790.530.770.540.480.530.750.741.000.770.790.810.750.800.790.730.710.630.820.710.730.700.810.730.730.720.740.730.77
HAFC0.480.080.140.130.120.200.150.240.240.260.310.320.300.330.330.380.270.300.330.390.370.330.430.370.400.330.390.430.420.390.370.370.400.470.370.370.490.360.370.400.510.420.470.470.520.490.400.430.470.470.450.490.510.510.590.630.510.480.530.540.580.520.530.500.530.480.540.720.550.780.750.540.780.540.500.490.790.760.771.000.780.800.760.760.800.770.740.650.810.750.760.720.820.750.780.750.760.760.78
NWBI0.470.100.190.140.160.230.210.270.260.290.300.340.310.310.340.340.310.260.330.400.390.310.400.380.420.340.390.410.440.390.360.350.420.440.390.400.500.380.370.400.540.420.500.450.500.470.420.430.480.460.440.480.520.490.570.630.520.510.510.520.600.500.510.510.550.470.520.750.510.780.790.520.780.530.500.510.760.750.790.781.000.830.760.780.800.740.720.630.830.710.740.710.790.730.750.730.730.710.77
STBA0.470.080.170.170.160.220.190.270.270.260.300.350.310.300.340.370.300.270.330.390.400.320.440.370.430.340.400.430.440.410.360.360.430.480.390.390.490.350.350.400.550.420.510.450.540.500.410.430.480.480.460.500.520.490.600.640.530.510.530.520.590.510.520.520.550.490.530.750.530.820.830.540.820.540.510.510.790.780.810.800.831.000.780.810.830.760.740.650.870.730.750.710.820.750.770.750.750.740.78
BOH0.500.110.160.150.150.240.180.250.270.280.330.330.330.320.340.380.300.300.350.410.390.340.410.410.420.360.420.440.440.450.370.380.460.460.420.430.480.400.390.410.490.460.470.480.510.490.440.450.480.500.500.510.530.530.580.620.530.520.560.550.580.540.540.530.570.510.560.700.560.740.750.560.780.560.550.550.780.730.750.760.760.781.000.770.790.770.760.670.800.750.780.740.810.760.790.760.760.760.80
IBOC0.520.080.150.170.130.240.210.270.270.260.330.340.330.330.330.390.300.330.330.380.410.350.430.390.440.350.450.470.450.430.370.390.430.480.410.410.480.400.390.420.530.450.510.480.530.500.440.440.490.490.480.530.530.520.630.660.530.510.550.550.600.530.540.550.560.510.560.750.560.760.780.560.770.570.550.530.770.770.800.760.780.810.771.000.800.760.760.650.810.750.780.720.820.760.780.770.770.760.80
BANR0.500.080.150.140.150.210.170.280.260.260.320.340.310.330.340.380.300.310.340.380.400.330.420.410.430.350.440.440.430.420.360.370.440.490.410.400.490.380.380.410.530.450.510.480.530.510.430.430.500.480.460.520.560.510.620.640.530.510.550.540.600.530.540.550.550.520.560.730.560.820.780.570.830.560.530.530.790.780.790.800.800.830.790.801.000.780.760.670.840.760.780.730.840.770.810.760.780.770.80
OZK0.540.060.130.110.120.220.150.220.240.260.360.360.320.330.310.400.250.350.360.370.400.390.450.400.430.400.420.440.410.450.390.410.450.530.460.430.490.430.420.400.510.490.520.470.530.540.430.440.500.500.530.550.530.530.620.620.540.520.590.570.600.530.560.560.540.530.560.680.590.730.720.580.750.600.580.550.710.730.730.770.740.760.770.760.781.000.760.690.780.780.800.740.810.790.830.790.800.780.81
MTB0.520.070.150.140.150.230.190.290.260.310.360.300.300.330.370.420.310.320.330.430.410.340.450.410.430.340.440.470.490.450.390.390.470.500.440.420.440.390.370.410.450.470.470.510.480.500.430.470.470.480.470.560.540.510.670.610.560.550.550.570.600.580.540.550.530.540.590.680.550.710.690.550.730.590.570.550.730.720.710.740.720.740.760.760.760.761.000.730.760.830.840.820.790.840.830.860.860.860.81
NTRS0.630.130.170.180.220.270.260.290.280.340.360.320.330.400.340.420.360.420.370.410.400.390.460.410.400.420.430.480.490.460.480.480.490.480.460.480.470.460.450.470.460.540.460.530.490.510.490.520.510.560.530.560.570.530.620.580.590.580.620.580.560.610.570.590.580.660.610.580.640.620.590.630.630.600.650.600.610.630.630.650.630.650.670.650.670.690.731.000.680.730.730.740.710.760.730.770.760.760.81
FCF0.500.060.160.160.160.230.190.260.250.290.320.350.320.310.330.390.290.300.330.390.400.330.430.400.440.350.420.460.450.410.380.390.440.480.400.420.510.380.380.410.550.440.530.460.540.510.420.450.490.490.470.520.550.520.610.650.540.530.550.560.590.550.540.540.570.500.560.770.560.810.820.580.810.570.530.530.800.790.820.810.830.870.800.810.840.780.760.681.000.770.790.740.850.790.800.780.790.770.81
CMA0.560.090.110.140.080.230.160.240.230.250.370.310.310.350.320.460.280.370.350.400.380.370.480.410.440.340.450.490.440.450.380.420.440.510.430.430.470.370.400.410.460.490.500.530.500.530.430.460.490.500.500.550.540.490.660.620.550.520.590.600.600.590.570.560.540.560.580.690.590.700.670.590.710.570.580.530.740.740.710.750.710.730.750.750.760.780.830.730.771.000.890.810.800.880.850.850.860.880.83
ZION0.550.090.120.130.090.240.150.250.250.250.370.310.300.380.330.440.270.360.330.410.380.370.470.400.420.350.430.480.460.450.390.410.440.490.430.420.490.370.390.400.440.500.490.530.490.530.440.450.500.500.520.550.560.510.650.620.570.530.590.590.610.580.560.560.560.560.590.700.600.720.690.590.750.570.590.520.750.740.730.760.740.750.780.780.780.800.840.730.790.891.000.830.830.880.860.860.870.870.83
USB0.570.120.180.190.180.300.240.290.290.340.350.300.310.390.380.420.360.340.340.450.400.360.450.420.420.360.460.470.500.450.420.430.500.480.440.450.470.400.430.450.460.510.490.510.490.510.480.520.510.540.510.540.560.520.630.600.580.550.570.570.610.590.560.570.570.590.620.660.580.680.660.580.700.590.600.570.700.690.700.720.710.710.740.720.730.740.820.740.740.810.831.000.770.840.810.850.840.860.83
CATY0.550.090.150.150.130.220.210.260.260.260.350.350.340.340.340.410.300.350.370.410.420.380.450.400.450.370.440.480.450.460.410.440.440.500.440.430.500.410.410.440.540.490.530.510.550.550.450.470.510.490.500.550.560.540.640.650.560.540.570.580.620.560.570.560.580.530.580.750.590.800.790.580.820.580.570.550.800.780.810.820.790.820.810.820.840.810.790.710.850.800.830.771.000.810.840.810.820.810.84
KEY0.570.100.130.130.110.240.170.260.250.280.370.320.310.390.350.450.300.380.360.430.400.390.480.430.430.360.460.490.470.460.400.440.480.520.470.440.490.400.410.410.460.510.510.530.500.550.440.490.520.530.510.590.570.530.670.630.590.550.620.610.610.610.580.580.560.590.600.700.620.710.680.600.730.590.600.550.740.750.730.750.730.750.760.760.770.790.840.760.790.880.880.840.811.000.870.880.890.900.85
SNV0.580.090.110.130.100.210.160.240.250.250.370.320.330.370.330.420.280.390.380.410.420.400.460.410.450.380.470.480.450.470.400.450.460.530.460.430.500.410.420.430.480.510.520.530.520.550.450.470.520.520.530.580.580.520.660.640.570.540.620.590.630.580.590.590.580.570.600.700.620.740.700.600.760.600.600.540.760.770.730.780.750.770.790.780.810.830.830.730.800.850.860.810.840.871.000.860.880.870.85
HBAN0.580.090.130.140.120.250.190.260.250.290.360.300.330.390.360.430.310.380.360.410.410.380.470.420.440.360.470.490.500.470.420.440.480.510.470.450.480.420.410.440.460.510.500.540.510.530.460.510.510.540.510.580.580.530.690.630.600.570.620.600.620.610.580.590.570.590.610.680.610.710.690.600.730.620.620.570.720.740.720.750.730.750.760.770.760.790.860.770.780.850.860.850.810.880.861.000.890.890.85
RF0.580.080.130.130.120.240.180.280.250.270.380.320.330.380.340.470.300.380.360.410.410.390.490.410.450.370.470.520.480.460.410.440.480.520.480.450.480.430.420.430.470.500.510.560.520.550.460.500.520.520.530.590.560.540.680.620.580.570.610.600.640.620.600.580.570.580.620.700.610.720.700.600.740.610.600.570.740.750.740.760.730.750.760.770.780.800.860.760.790.860.870.840.820.890.880.891.000.900.86
FITB0.590.100.120.150.120.260.200.270.260.310.370.320.340.380.370.460.320.380.370.440.400.390.490.430.440.370.490.510.500.480.420.450.490.520.480.460.490.420.430.440.460.500.510.570.510.550.470.510.530.540.520.580.580.520.670.620.580.560.620.610.640.620.590.590.570.600.620.700.620.710.680.600.730.610.620.580.730.740.730.760.710.740.760.760.770.780.860.760.770.880.870.860.810.900.870.890.901.000.86
Portfolio0.760.190.230.230.260.340.340.370.370.390.450.460.460.470.460.510.440.510.510.500.510.530.540.540.550.550.570.590.560.590.570.590.580.620.610.590.610.590.600.590.620.630.650.640.640.660.620.640.660.660.680.690.690.680.700.700.690.680.700.700.710.720.710.720.710.720.720.740.740.740.740.750.760.740.750.730.760.770.770.780.770.780.800.800.800.810.810.810.810.830.830.830.840.850.850.850.860.861.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 12 июн. 2019 г.