Henry the Best
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
AAL American Airlines Group Inc. | Industrials | 3.33% |
AMBC Ambac Financial Group, Inc. | Financial Services | 3.33% |
ARCH Arch Resources, Inc. | Energy | 3.33% |
ARCT Arcturus Therapeutics Holdings Inc. | Healthcare | 3.33% |
ASC Ardmore Shipping Corporation | Industrials | 3.33% |
AVVIY Aviva plc | Financial Services | 3.33% |
BLBD Blue Bird Corporation | Consumer Cyclical | 3.33% |
BWAY BrainsWay Ltd. | Healthcare | 3.33% |
CCL Carnival Corporation & Plc | Consumer Cyclical | 3.33% |
CLS Celestica Inc. | Technology | 3.33% |
CNC Centene Corporation | Healthcare | 3.33% |
EPRT Essential Properties Realty Trust, Inc. | Real Estate | 3.33% |
EZPW EZCORP, Inc. | Financial Services | 3.33% |
GBDC Golub Capital BDC, Inc. | Financial Services | 3.33% |
GOGL Golden Ocean Group Limited | Industrials | 3.33% |
GSL Global Ship Lease, Inc. | Industrials | 3.33% |
IMBBY Imperial Brands PLC | Consumer Defensive | 3.33% |
MFG Mizuho Financial Group, Inc. | Financial Services | 3.33% |
NKTX Nkarta, Inc. | Healthcare | 3.33% |
OSIS OSI Systems, Inc. | Technology | 3.33% |
PTVE | 3.33% | |
RCMT | 3.33% | |
STNE | 3.33% | |
STRL | 3.33% | |
SURG | 3.33% | |
TIMB | 3.33% | |
TKC | 3.33% | |
TPG | 3.33% | |
VTSI | 3.33% | |
WFRD | 3.33% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в Henry the Best 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 июл. 2020 г., начальной даты NKTX
Доходность по периодам
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% |
Henry the Best | 8.63% | 3.86% | -1.81% | 42.92% | N/A | N/A |
Активы портфеля: | ||||||
MFG Mizuho Financial Group, Inc. | 23.07% | 2.21% | 11.12% | 28.45% | 12.38% | 5.05% |
SURG | -74.57% | -37.64% | -77.16% | -68.28% | N/A | N/A |
VTSI | -29.04% | -13.51% | -28.96% | 6.84% | N/A | N/A |
AVVIY Aviva plc | 26.94% | 9.66% | 23.50% | 48.64% | 15.32% | 3.00% |
NKTX Nkarta, Inc. | -19.55% | -11.06% | -59.43% | 200.00% | N/A | N/A |
STNE | -26.46% | 6.25% | -19.24% | 5.74% | N/A | N/A |
TPG | 20.21% | 12.88% | 12.88% | 87.64% | N/A | N/A |
TKC | 46.57% | -6.13% | 39.05% | 37.85% | N/A | N/A |
BWAY BrainsWay Ltd. | 22.07% | 16.84% | 26.76% | 124.72% | -4.72% | N/A |
AMBC Ambac Financial Group, Inc. | -29.00% | -3.94% | -22.67% | -11.09% | -8.31% | -6.91% |
AAL American Airlines Group Inc. | -22.71% | 10.28% | -28.29% | -27.66% | -16.50% | -12.05% |
BLBD Blue Bird Corporation | 89.84% | 9.88% | 51.78% | 129.40% | 22.96% | 18.46% |
CLS Celestica Inc. | 73.91% | 10.00% | 8.00% | 116.59% | 51.18% | 16.63% |
GBDC Golub Capital BDC, Inc. | 7.65% | 4.12% | 1.15% | 15.92% | 5.86% | 7.52% |
IMBBY Imperial Brands PLC | 29.34% | 4.89% | 36.32% | 35.38% | 11.09% | 2.84% |
TIMB | -10.16% | 3.11% | -9.87% | 15.38% | N/A | N/A |
RCMT | -29.82% | 9.57% | -26.95% | -1.21% | N/A | N/A |
CNC Centene Corporation | 6.23% | 0.95% | 0.65% | 28.66% | 11.10% | 15.11% |
GOGL Golden Ocean Group Limited | 31.76% | 6.77% | -1.15% | 79.73% | 27.34% | -8.32% |
GSL Global Ship Lease, Inc. | 32.99% | 2.83% | 37.55% | 39.56% | 38.87% | 1.30% |
ASC Ardmore Shipping Corporation | 40.43% | -2.89% | 25.43% | 58.30% | 28.29% | 6.60% |
ARCH Arch Resources, Inc. | -16.28% | 1.09% | -22.79% | 1.51% | 18.67% | N/A |
STRL | 35.94% | 13.95% | 7.36% | 43.79% | N/A | N/A |
CCL Carnival Corporation & Plc | -11.00% | 11.49% | 2.68% | 4.90% | -17.49% | -6.47% |
EZPW EZCORP, Inc. | 39.82% | 10.39% | 18.99% | 45.30% | 9.21% | 1.36% |
ARCT Arcturus Therapeutics Holdings Inc. | -33.08% | 2.68% | -43.96% | -33.52% | 13.47% | -16.59% |
PTVE | -11.80% | 22.32% | -6.92% | 42.83% | N/A | N/A |
OSIS OSI Systems, Inc. | 16.13% | 7.54% | 10.83% | 11.97% | 7.39% | 8.23% |
WFRD | 7.52% | -0.46% | -0.31% | 16.73% | N/A | N/A |
EPRT Essential Properties Realty Trust, Inc. | 27.56% | 8.65% | 33.13% | 38.58% | 12.06% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Henry the Best, 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 | 3.45% | 7.34% | -1.27% | -1.87% | 7.30% | -5.07% | 2.93% | 8.63% | |||||
2023 | 8.23% | 0.56% | -4.72% | 3.40% | 3.80% | 6.26% | 7.59% | -1.20% | -1.93% | -3.60% | 19.80% | 17.29% | 67.00% |
2022 | -3.74% | 2.47% | 6.00% | -0.76% | 3.42% | -11.43% | 8.90% | -0.32% | -9.50% | 15.31% | 5.81% | -3.58% | 9.83% |
Комиссия
Комиссия Henry the Best 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 Henry the Best среди портфелей на нашем сайте составляет 79, что соответствует топ 21% 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 | |
---|---|---|---|---|---|
MFG Mizuho Financial Group, Inc. | 1.01 | 1.47 | 1.20 | 1.55 | 5.05 |
SURG | -0.81 | -1.21 | 0.85 | -0.84 | -1.55 |
VTSI | 0.05 | 0.76 | 1.09 | 0.07 | 0.14 |
AVVIY Aviva plc | 2.37 | 3.37 | 1.41 | 2.21 | 17.25 |
NKTX Nkarta, Inc. | 1.16 | 3.20 | 1.38 | 2.14 | 4.90 |
STNE | 0.20 | 0.59 | 1.07 | 0.19 | 0.44 |
TPG | 3.02 | 3.42 | 1.47 | 2.64 | 13.17 |
TKC | 1.03 | 1.56 | 1.19 | 1.33 | 3.52 |
BWAY BrainsWay Ltd. | 2.08 | 2.68 | 1.30 | 2.19 | 7.97 |
AMBC Ambac Financial Group, Inc. | -0.20 | 0.01 | 1.00 | -0.19 | -0.47 |
AAL American Airlines Group Inc. | -0.70 | -0.85 | 0.89 | -0.52 | -1.46 |
BLBD Blue Bird Corporation | 2.66 | 3.33 | 1.40 | 3.74 | 13.09 |
CLS Celestica Inc. | 2.54 | 2.89 | 1.37 | 4.24 | 14.49 |
GBDC Golub Capital BDC, Inc. | 1.13 | 1.63 | 1.20 | 0.99 | 2.92 |
IMBBY Imperial Brands PLC | 1.74 | 2.39 | 1.32 | 1.57 | 6.54 |
TIMB | 0.45 | 0.80 | 1.10 | 0.52 | 1.24 |
RCMT | 0.07 | 0.44 | 1.07 | 0.08 | 0.13 |
CNC Centene Corporation | 1.02 | 1.61 | 1.20 | 0.69 | 3.41 |
GOGL Golden Ocean Group Limited | 2.26 | 2.94 | 1.37 | 1.71 | 8.59 |
GSL Global Ship Lease, Inc. | 1.43 | 2.00 | 1.26 | 1.10 | 5.41 |
ASC Ardmore Shipping Corporation | 1.62 | 2.43 | 1.29 | 1.69 | 8.71 |
ARCH Arch Resources, Inc. | 0.23 | 0.60 | 1.07 | 0.26 | 0.65 |
STRL | 0.93 | 1.51 | 1.20 | 1.92 | 3.74 |
CCL Carnival Corporation & Plc | 0.09 | 0.46 | 1.05 | 0.08 | 0.24 |
EZPW EZCORP, Inc. | 1.58 | 2.52 | 1.29 | 1.63 | 6.95 |
ARCT Arcturus Therapeutics Holdings Inc. | -0.44 | -0.23 | 0.97 | -0.56 | -1.06 |
PTVE | 1.04 | 1.54 | 1.25 | 1.21 | 3.34 |
OSIS OSI Systems, Inc. | 0.39 | 0.75 | 1.09 | 0.46 | 1.26 |
WFRD | 0.51 | 0.91 | 1.12 | 0.80 | 2.21 |
EPRT Essential Properties Realty Trust, Inc. | 1.80 | 2.46 | 1.30 | 1.89 | 7.90 |
Дивиденды
Дивидендный доход
Дивидендная доходность Henry the Best за предыдущие двенадцать месяцев составила 2.23%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Henry the Best | 2.23% | 2.42% | 4.05% | 2.23% | 1.65% | 1.94% | 1.91% | 1.70% | 1.11% | 2.66% | 2.40% | 1.04% |
Активы портфеля: | ||||||||||||
MFG Mizuho Financial Group, Inc. | 3.32% | 3.73% | 4.34% | 5.45% | 5.52% | 4.47% | 4.50% | 3.69% | 3.77% | 3.10% | 3.71% | 2.75% |
SURG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVVIY Aviva plc | 4.23% | 7.01% | 29.68% | 5.34% | 8.61% | 7.01% | 8.04% | 4.43% | 5.09% | 3.78% | 3.44% | 2.99% |
NKTX Nkarta, 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% |
STNE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TPG | 3.47% | 3.24% | 3.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TKC | 1.24% | 1.82% | 1.66% | 9.34% | 2.18% | 4.25% | 8.58% | 9.24% | 0.00% | 20.17% | 0.00% | 0.00% |
BWAY BrainsWay Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMBC Ambac Financial Group, 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% |
AAL American Airlines Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.39% | 1.25% | 0.77% | 0.86% | 0.94% | 0.37% | 0.00% |
BLBD Blue Bird Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CLS Celestica 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% |
GBDC Golub Capital BDC, Inc. | 12.22% | 9.78% | 9.11% | 7.39% | 8.15% | 6.82% | 8.49% | 7.47% | 8.32% | 7.70% | 7.14% | 6.70% |
IMBBY Imperial Brands PLC | 6.52% | 7.61% | 7.03% | 8.61% | 9.98% | 10.46% | 7.98% | 4.86% | 4.77% | 5.37% | 4.45% | 4.47% |
TIMB | 7.36% | 4.93% | 4.75% | 3.32% | 3.95% | 2.04% | 2.12% | 1.13% | 2.36% | 2.89% | 3.52% | 2.89% |
RCMT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 16.00% | 0.00% | 18.18% | 28.57% | 0.00% |
CNC Centene Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOGL Golden Ocean Group Limited | 6.50% | 5.12% | 27.04% | 17.20% | 1.08% | 5.60% | 7.32% | 0.00% | 0.00% | 0.00% | 15.34% | 8.47% |
GSL Global Ship Lease, Inc. | 6.27% | 7.55% | 8.23% | 3.26% | 0.00% | 6.19% | 0.00% | 0.00% | 0.00% | 10.78% | 0.00% | 0.00% |
ASC Ardmore Shipping Corporation | 5.61% | 8.16% | 0.00% | 0.00% | 1.53% | 0.00% | 0.00% | 0.00% | 5.41% | 4.80% | 3.34% | 0.42% |
ARCH Arch Resources, Inc. | 3.03% | 6.42% | 17.59% | 0.27% | 1.14% | 2.51% | 1.93% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% |
STRL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CCL Carnival Corporation & Plc | 0.00% | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% | 2.21% | 2.49% |
EZPW EZCORP, 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% |
ARCT Arcturus Therapeutics Holdings 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% |
PTVE | 3.39% | 2.92% | 3.52% | 3.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OSIS OSI Systems, 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% |
WFRD | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPRT Essential Properties Realty Trust, Inc. | 3.57% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Henry the Best показал максимальную просадку в 17.13%, зарегистрированную 26 сент. 2022 г.. Полное восстановление заняло 31 торговую сессию.
Текущая просадка Henry the Best составляет 6.42%.
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 |
---|---|---|---|---|---|---|
-17.13% | 16 авг. 2022 г. | 29 | 26 сент. 2022 г. | 31 | 8 нояб. 2022 г. | 60 |
-16.2% | 8 июн. 2022 г. | 25 | 14 июл. 2022 г. | 22 | 15 авг. 2022 г. | 47 |
-12.45% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | — | — | — |
-12.02% | 16 февр. 2023 г. | 24 | 22 мар. 2023 г. | 40 | 18 мая 2023 г. | 64 |
-10.45% | 5 мая 2022 г. | 5 | 11 мая 2022 г. | 12 | 27 мая 2022 г. | 17 |
Волатильность
График волатильности
Текущая волатильность Henry the Best составляет 6.59%, 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
BWAY | TKC | VTSI | SURG | CNC | TIMB | ASC | ARCH | RCMT | WFRD | NKTX | AVVIY | MFG | EZPW | IMBBY | GOGL | AMBC | PTVE | ARCT | BLBD | GBDC | GSL | OSIS | STNE | EPRT | CLS | STRL | CCL | AAL | TPG | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWAY | 1.00 | 0.03 | 0.12 | 0.08 | 0.08 | 0.07 | 0.04 | 0.09 | 0.11 | 0.05 | 0.20 | 0.07 | 0.02 | 0.02 | 0.04 | 0.11 | 0.09 | 0.13 | 0.18 | 0.10 | 0.11 | 0.09 | 0.09 | 0.16 | 0.14 | 0.15 | 0.07 | 0.18 | 0.11 | 0.16 |
TKC | 0.03 | 1.00 | 0.05 | 0.03 | 0.08 | 0.15 | 0.09 | 0.12 | 0.07 | 0.01 | 0.11 | 0.11 | 0.18 | 0.10 | 0.12 | 0.11 | 0.10 | 0.10 | 0.08 | 0.13 | 0.09 | 0.15 | 0.07 | 0.16 | 0.12 | 0.15 | 0.07 | 0.14 | 0.17 | 0.17 |
VTSI | 0.12 | 0.05 | 1.00 | 0.11 | 0.06 | 0.04 | 0.06 | 0.08 | 0.13 | 0.15 | 0.11 | 0.14 | 0.08 | 0.09 | 0.03 | 0.00 | 0.18 | 0.15 | 0.12 | 0.18 | 0.11 | 0.08 | 0.14 | 0.16 | 0.16 | 0.16 | 0.17 | 0.18 | 0.19 | 0.19 |
SURG | 0.08 | 0.03 | 0.11 | 1.00 | 0.01 | 0.12 | 0.12 | 0.13 | 0.14 | 0.12 | 0.15 | 0.07 | 0.14 | 0.10 | 0.12 | 0.10 | 0.10 | 0.13 | 0.20 | 0.17 | 0.12 | 0.17 | 0.16 | 0.15 | 0.15 | 0.18 | 0.17 | 0.17 | 0.15 | 0.21 |
CNC | 0.08 | 0.08 | 0.06 | 0.01 | 1.00 | 0.12 | 0.04 | 0.14 | 0.10 | 0.14 | 0.14 | 0.13 | 0.16 | 0.20 | 0.26 | 0.10 | 0.16 | 0.19 | 0.18 | 0.05 | 0.19 | 0.08 | 0.21 | 0.15 | 0.31 | 0.12 | 0.18 | 0.11 | 0.18 | 0.18 |
TIMB | 0.07 | 0.15 | 0.04 | 0.12 | 0.12 | 1.00 | 0.12 | 0.14 | 0.14 | 0.18 | 0.12 | 0.25 | 0.14 | 0.15 | 0.20 | 0.16 | 0.21 | 0.17 | 0.21 | 0.17 | 0.20 | 0.13 | 0.13 | 0.32 | 0.27 | 0.19 | 0.17 | 0.16 | 0.19 | 0.27 |
ASC | 0.04 | 0.09 | 0.06 | 0.12 | 0.04 | 0.12 | 1.00 | 0.33 | 0.20 | 0.33 | 0.09 | 0.12 | 0.14 | 0.11 | 0.21 | 0.41 | 0.20 | 0.18 | 0.12 | 0.17 | 0.18 | 0.40 | 0.18 | 0.13 | 0.12 | 0.23 | 0.22 | 0.20 | 0.16 | 0.18 |
ARCH | 0.09 | 0.12 | 0.08 | 0.13 | 0.14 | 0.14 | 0.33 | 1.00 | 0.18 | 0.30 | 0.12 | 0.15 | 0.22 | 0.14 | 0.19 | 0.34 | 0.18 | 0.24 | 0.11 | 0.16 | 0.21 | 0.33 | 0.19 | 0.13 | 0.18 | 0.24 | 0.23 | 0.20 | 0.17 | 0.23 |
RCMT | 0.11 | 0.07 | 0.13 | 0.14 | 0.10 | 0.14 | 0.20 | 0.18 | 1.00 | 0.22 | 0.25 | 0.14 | 0.14 | 0.17 | 0.16 | 0.20 | 0.22 | 0.21 | 0.26 | 0.23 | 0.20 | 0.24 | 0.25 | 0.25 | 0.23 | 0.27 | 0.28 | 0.24 | 0.20 | 0.22 |
WFRD | 0.05 | 0.01 | 0.15 | 0.12 | 0.14 | 0.18 | 0.33 | 0.30 | 0.22 | 1.00 | 0.13 | 0.17 | 0.21 | 0.15 | 0.16 | 0.31 | 0.24 | 0.24 | 0.12 | 0.18 | 0.26 | 0.31 | 0.25 | 0.18 | 0.21 | 0.29 | 0.29 | 0.19 | 0.18 | 0.25 |
NKTX | 0.20 | 0.11 | 0.11 | 0.15 | 0.14 | 0.12 | 0.09 | 0.12 | 0.25 | 0.13 | 1.00 | 0.06 | 0.14 | 0.13 | 0.17 | 0.10 | 0.19 | 0.20 | 0.46 | 0.26 | 0.19 | 0.19 | 0.22 | 0.34 | 0.26 | 0.24 | 0.27 | 0.33 | 0.31 | 0.35 |
AVVIY | 0.07 | 0.11 | 0.14 | 0.07 | 0.13 | 0.25 | 0.12 | 0.15 | 0.14 | 0.17 | 0.06 | 1.00 | 0.29 | 0.20 | 0.39 | 0.21 | 0.18 | 0.22 | 0.13 | 0.25 | 0.30 | 0.25 | 0.21 | 0.23 | 0.27 | 0.23 | 0.23 | 0.26 | 0.29 | 0.32 |
MFG | 0.02 | 0.18 | 0.08 | 0.14 | 0.16 | 0.14 | 0.14 | 0.22 | 0.14 | 0.21 | 0.14 | 0.29 | 1.00 | 0.19 | 0.26 | 0.22 | 0.25 | 0.20 | 0.21 | 0.20 | 0.22 | 0.24 | 0.22 | 0.25 | 0.21 | 0.28 | 0.25 | 0.31 | 0.31 | 0.26 |
EZPW | 0.02 | 0.10 | 0.09 | 0.10 | 0.20 | 0.15 | 0.11 | 0.14 | 0.17 | 0.15 | 0.13 | 0.20 | 0.19 | 1.00 | 0.23 | 0.15 | 0.29 | 0.35 | 0.20 | 0.28 | 0.24 | 0.22 | 0.30 | 0.28 | 0.28 | 0.23 | 0.29 | 0.29 | 0.31 | 0.31 |
IMBBY | 0.04 | 0.12 | 0.03 | 0.12 | 0.26 | 0.20 | 0.21 | 0.19 | 0.16 | 0.16 | 0.17 | 0.39 | 0.26 | 0.23 | 1.00 | 0.22 | 0.19 | 0.27 | 0.18 | 0.16 | 0.22 | 0.23 | 0.27 | 0.19 | 0.33 | 0.21 | 0.22 | 0.23 | 0.32 | 0.26 |
GOGL | 0.11 | 0.11 | 0.00 | 0.10 | 0.10 | 0.16 | 0.41 | 0.34 | 0.20 | 0.31 | 0.10 | 0.21 | 0.22 | 0.15 | 0.22 | 1.00 | 0.24 | 0.23 | 0.16 | 0.18 | 0.28 | 0.53 | 0.22 | 0.20 | 0.16 | 0.31 | 0.26 | 0.23 | 0.21 | 0.25 |
AMBC | 0.09 | 0.10 | 0.18 | 0.10 | 0.16 | 0.21 | 0.20 | 0.18 | 0.22 | 0.24 | 0.19 | 0.18 | 0.25 | 0.29 | 0.19 | 0.24 | 1.00 | 0.29 | 0.25 | 0.24 | 0.26 | 0.24 | 0.27 | 0.29 | 0.31 | 0.24 | 0.33 | 0.32 | 0.33 | 0.27 |
PTVE | 0.13 | 0.10 | 0.15 | 0.13 | 0.19 | 0.17 | 0.18 | 0.24 | 0.21 | 0.24 | 0.20 | 0.22 | 0.20 | 0.35 | 0.27 | 0.23 | 0.29 | 1.00 | 0.22 | 0.24 | 0.30 | 0.25 | 0.37 | 0.19 | 0.38 | 0.24 | 0.31 | 0.26 | 0.32 | 0.33 |
ARCT | 0.18 | 0.08 | 0.12 | 0.20 | 0.18 | 0.21 | 0.12 | 0.11 | 0.26 | 0.12 | 0.46 | 0.13 | 0.21 | 0.20 | 0.18 | 0.16 | 0.25 | 0.22 | 1.00 | 0.31 | 0.27 | 0.24 | 0.31 | 0.43 | 0.33 | 0.28 | 0.31 | 0.40 | 0.39 | 0.40 |
BLBD | 0.10 | 0.13 | 0.18 | 0.17 | 0.05 | 0.17 | 0.17 | 0.16 | 0.23 | 0.18 | 0.26 | 0.25 | 0.20 | 0.28 | 0.16 | 0.18 | 0.24 | 0.24 | 0.31 | 1.00 | 0.26 | 0.26 | 0.32 | 0.36 | 0.27 | 0.37 | 0.41 | 0.37 | 0.37 | 0.40 |
GBDC | 0.11 | 0.09 | 0.11 | 0.12 | 0.19 | 0.20 | 0.18 | 0.21 | 0.20 | 0.26 | 0.19 | 0.30 | 0.22 | 0.24 | 0.22 | 0.28 | 0.26 | 0.30 | 0.27 | 0.26 | 1.00 | 0.36 | 0.32 | 0.27 | 0.37 | 0.33 | 0.31 | 0.34 | 0.41 | 0.44 |
GSL | 0.09 | 0.15 | 0.08 | 0.17 | 0.08 | 0.13 | 0.40 | 0.33 | 0.24 | 0.31 | 0.19 | 0.25 | 0.24 | 0.22 | 0.23 | 0.53 | 0.24 | 0.25 | 0.24 | 0.26 | 0.36 | 1.00 | 0.23 | 0.28 | 0.21 | 0.37 | 0.29 | 0.33 | 0.30 | 0.36 |
OSIS | 0.09 | 0.07 | 0.14 | 0.16 | 0.21 | 0.13 | 0.18 | 0.19 | 0.25 | 0.25 | 0.22 | 0.21 | 0.22 | 0.30 | 0.27 | 0.22 | 0.27 | 0.37 | 0.31 | 0.32 | 0.32 | 0.23 | 1.00 | 0.31 | 0.45 | 0.38 | 0.45 | 0.32 | 0.34 | 0.41 |
STNE | 0.16 | 0.16 | 0.16 | 0.15 | 0.15 | 0.32 | 0.13 | 0.13 | 0.25 | 0.18 | 0.34 | 0.23 | 0.25 | 0.28 | 0.19 | 0.20 | 0.29 | 0.19 | 0.43 | 0.36 | 0.27 | 0.28 | 0.31 | 1.00 | 0.31 | 0.34 | 0.34 | 0.47 | 0.43 | 0.45 |
EPRT | 0.14 | 0.12 | 0.16 | 0.15 | 0.31 | 0.27 | 0.12 | 0.18 | 0.23 | 0.21 | 0.26 | 0.27 | 0.21 | 0.28 | 0.33 | 0.16 | 0.31 | 0.38 | 0.33 | 0.27 | 0.37 | 0.21 | 0.45 | 0.31 | 1.00 | 0.31 | 0.36 | 0.37 | 0.37 | 0.39 |
CLS | 0.15 | 0.15 | 0.16 | 0.18 | 0.12 | 0.19 | 0.23 | 0.24 | 0.27 | 0.29 | 0.24 | 0.23 | 0.28 | 0.23 | 0.21 | 0.31 | 0.24 | 0.24 | 0.28 | 0.37 | 0.33 | 0.37 | 0.38 | 0.34 | 0.31 | 1.00 | 0.43 | 0.43 | 0.39 | 0.46 |
STRL | 0.07 | 0.07 | 0.17 | 0.17 | 0.18 | 0.17 | 0.22 | 0.23 | 0.28 | 0.29 | 0.27 | 0.23 | 0.25 | 0.29 | 0.22 | 0.26 | 0.33 | 0.31 | 0.31 | 0.41 | 0.31 | 0.29 | 0.45 | 0.34 | 0.36 | 0.43 | 1.00 | 0.38 | 0.38 | 0.42 |
CCL | 0.18 | 0.14 | 0.18 | 0.17 | 0.11 | 0.16 | 0.20 | 0.20 | 0.24 | 0.19 | 0.33 | 0.26 | 0.31 | 0.29 | 0.23 | 0.23 | 0.32 | 0.26 | 0.40 | 0.37 | 0.34 | 0.33 | 0.32 | 0.47 | 0.37 | 0.43 | 0.38 | 1.00 | 0.68 | 0.48 |
AAL | 0.11 | 0.17 | 0.19 | 0.15 | 0.18 | 0.19 | 0.16 | 0.17 | 0.20 | 0.18 | 0.31 | 0.29 | 0.31 | 0.31 | 0.32 | 0.21 | 0.33 | 0.32 | 0.39 | 0.37 | 0.41 | 0.30 | 0.34 | 0.43 | 0.37 | 0.39 | 0.38 | 0.68 | 1.00 | 0.51 |
TPG | 0.16 | 0.17 | 0.19 | 0.21 | 0.18 | 0.27 | 0.18 | 0.23 | 0.22 | 0.25 | 0.35 | 0.32 | 0.26 | 0.31 | 0.26 | 0.25 | 0.27 | 0.33 | 0.40 | 0.40 | 0.44 | 0.36 | 0.41 | 0.45 | 0.39 | 0.46 | 0.42 | 0.48 | 0.51 | 1.00 |