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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
Henry the Best | 11.09% | 2.06% | 6.80% | 50.90% | N/A | N/A |
Активы портфеля: | ||||||
MFG Mizuho Financial Group, Inc. | 26.33% | 4.91% | 21.39% | 35.47% | 13.30% | 5.06% |
SURG | -53.49% | -7.12% | -52.98% | -47.28% | N/A | N/A |
VTSI | -8.34% | 14.66% | -23.59% | 20.39% | N/A | N/A |
AVVIY Aviva plc | 20.71% | 4.59% | 20.16% | 34.41% | 11.07% | 2.50% |
NKTX Nkarta, Inc. | 4.70% | 15.75% | -24.65% | 240.39% | N/A | N/A |
STNE | -26.01% | 13.05% | -26.30% | 0.60% | N/A | N/A |
TPG | 15.35% | 17.80% | 18.51% | 70.79% | N/A | N/A |
TKC | 62.79% | 7.70% | 39.32% | 81.29% | N/A | N/A |
BWAY BrainsWay Ltd. | 18.06% | 22.79% | 29.01% | 224.84% | -6.04% | N/A |
AMBC Ambac Financial Group, Inc. | -23.12% | 0.72% | -22.46% | -12.44% | -6.72% | -6.01% |
AAL American Airlines Group Inc. | -22.85% | -4.68% | -29.94% | -36.03% | -19.31% | -12.00% |
BLBD Blue Bird Corporation | 84.68% | -7.40% | 77.76% | 143.23% | 19.09% | 18.35% |
CLS Celestica Inc. | 74.42% | -7.65% | 59.64% | 183.56% | 48.86% | 16.64% |
GBDC Golub Capital BDC, Inc. | 8.13% | -0.65% | 4.60% | 24.18% | 6.78% | 7.99% |
IMBBY Imperial Brands PLC | 23.58% | 8.20% | 15.83% | 24.70% | 9.84% | 2.11% |
TIMB | -17.95% | 0.94% | -15.05% | 2.87% | N/A | N/A |
RCMT | -33.16% | 4.69% | -33.48% | 0.57% | N/A | N/A |
CNC Centene Corporation | -9.18% | -0.47% | -8.63% | -3.65% | 4.77% | 13.60% |
GOGL Golden Ocean Group Limited | 34.33% | -8.60% | 22.08% | 79.08% | 27.20% | -7.71% |
GSL Global Ship Lease, Inc. | 30.95% | -14.52% | 20.44% | 31.58% | 34.43% | 2.08% |
ASC Ardmore Shipping Corporation | 51.69% | -8.33% | 31.12% | 66.06% | 25.04% | 7.21% |
ARCH Arch Resources, Inc. | -13.61% | -6.45% | -19.64% | 21.38% | 15.39% | N/A |
STRL | 25.17% | -6.85% | 46.49% | 87.34% | N/A | N/A |
CCL Carnival Corporation & Plc | -7.77% | -6.91% | 8.02% | -6.15% | -17.88% | -5.71% |
EZPW EZCORP, Inc. | 18.31% | 0.10% | 19.54% | 13.50% | 1.00% | 0.84% |
ARCT Arcturus Therapeutics Holdings Inc. | -27.12% | -6.13% | -27.55% | -31.42% | 14.77% | -15.69% |
PTVE | -5.52% | 11.26% | -11.70% | 56.49% | N/A | N/A |
OSIS OSI Systems, Inc. | 14.23% | 7.91% | 11.18% | 24.92% | 5.41% | 8.28% |
WFRD | 20.37% | -1.60% | 18.78% | 49.06% | N/A | N/A |
EPRT Essential Properties Realty Trust, Inc. | 19.69% | 11.53% | 23.75% | 25.95% | 13.12% | 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% | -1.82% | 7.32% | -5.09% | 11.09% | ||||||
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% | 67.01% |
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% | 9.84% |
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 92, что соответствует топ 8% 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. | 1.45 | 2.03 | 1.25 | 3.16 | 7.44 |
SURG | -0.58 | -0.51 | 0.94 | -0.67 | -1.20 |
VTSI | 0.19 | 0.99 | 1.12 | 0.27 | 0.56 |
AVVIY Aviva plc | 1.66 | 2.55 | 1.29 | 1.56 | 9.79 |
NKTX Nkarta, Inc. | 1.34 | 3.39 | 1.41 | 2.47 | 6.27 |
STNE | 0.01 | 0.31 | 1.04 | 0.01 | 0.02 |
TPG | 2.37 | 2.93 | 1.38 | 1.90 | 9.47 |
TKC | 2.63 | 3.32 | 1.41 | 3.69 | 10.29 |
BWAY BrainsWay Ltd. | 3.25 | 3.43 | 1.39 | 3.01 | 12.74 |
AMBC Ambac Financial Group, Inc. | -0.31 | -0.18 | 0.97 | -0.35 | -0.85 |
AAL American Airlines Group Inc. | -0.95 | -1.32 | 0.83 | -0.73 | -1.65 |
BLBD Blue Bird Corporation | 2.64 | 3.32 | 1.41 | 3.67 | 14.35 |
CLS Celestica Inc. | 4.16 | 4.14 | 1.54 | 10.85 | 35.99 |
GBDC Golub Capital BDC, Inc. | 1.78 | 2.61 | 1.32 | 2.59 | 7.30 |
IMBBY Imperial Brands PLC | 1.30 | 1.88 | 1.24 | 1.16 | 4.02 |
TIMB | 0.14 | 0.38 | 1.04 | 0.16 | 0.43 |
RCMT | -0.02 | 0.33 | 1.05 | -0.02 | -0.04 |
CNC Centene Corporation | -0.17 | -0.07 | 0.99 | -0.11 | -0.53 |
GOGL Golden Ocean Group Limited | 2.21 | 2.97 | 1.36 | 1.59 | 11.93 |
GSL Global Ship Lease, Inc. | 1.15 | 1.69 | 1.22 | 0.88 | 3.28 |
ASC Ardmore Shipping Corporation | 2.03 | 2.94 | 1.36 | 2.08 | 12.66 |
ARCH Arch Resources, Inc. | 0.61 | 1.10 | 1.13 | 0.90 | 2.24 |
STRL | 1.62 | 2.31 | 1.32 | 3.60 | 7.82 |
CCL Carnival Corporation & Plc | -0.05 | 0.25 | 1.03 | -0.04 | -0.10 |
EZPW EZCORP, Inc. | 0.44 | 0.93 | 1.10 | 0.45 | 1.27 |
ARCT Arcturus Therapeutics Holdings Inc. | -0.47 | -0.28 | 0.97 | -0.70 | -1.31 |
PTVE | 1.38 | 2.11 | 1.29 | 1.49 | 4.88 |
OSIS OSI Systems, Inc. | 0.76 | 1.33 | 1.16 | 0.96 | 2.64 |
WFRD | 1.35 | 1.83 | 1.25 | 3.16 | 7.99 |
EPRT Essential Properties Realty Trust, Inc. | 1.00 | 1.49 | 1.18 | 1.05 | 2.70 |
Дивиденды
Дивидендный доход
Дивидендная доходность Henry the Best за предыдущие двенадцать месяцев составила 2.32%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Henry the Best | 2.32% | 2.43% | 4.05% | 2.23% | 1.65% | 1.94% | 1.90% | 1.70% | 1.11% | 2.66% | 2.40% | 1.04% |
Активы портфеля: | ||||||||||||
MFG Mizuho Financial Group, Inc. | 3.23% | 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 | 6.66% | 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 | 3.17% | 3.24% | 3.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TKC | 1.12% | 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. | 11.64% | 9.84% | 9.17% | 7.44% | 8.21% | 6.86% | 8.30% | 7.47% | 8.32% | 7.70% | 7.14% | 6.70% |
IMBBY Imperial Brands PLC | 6.71% | 7.61% | 7.03% | 8.61% | 9.98% | 10.46% | 7.98% | 4.86% | 4.77% | 5.37% | 4.45% | 4.47% |
TIMB | 8.06% | 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 | 6.38% | 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. | 5.97% | 7.57% | 8.26% | 3.27% | 0.00% | 6.19% | 0.00% | 0.00% | 0.00% | 10.80% | 0.00% | 0.00% |
ASC Ardmore Shipping Corporation | 4.18% | 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. | 5.57% | 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 | 3.14% | 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 | 0.00% | 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. | 3.81% | 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 4.42%.
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 |
-12.02% | 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 |
-8.15% | 18 янв. 2022 г. | 8 | 27 янв. 2022 г. | 9 | 9 февр. 2022 г. | 17 |
Волатильность
График волатильности
Текущая волатильность Henry the Best составляет 6.07%, 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 | WFRD | RCMT | MFG | NKTX | AVVIY | IMBBY | GOGL | EZPW | AMBC | PTVE | ARCT | BLBD | GBDC | GSL | OSIS | STNE | STRL | EPRT | CLS | CCL | AAL | TPG | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWAY | 1.00 | 0.02 | 0.11 | 0.08 | 0.08 | 0.07 | 0.04 | 0.08 | 0.04 | 0.11 | 0.01 | 0.20 | 0.04 | 0.03 | 0.10 | 0.04 | 0.08 | 0.11 | 0.17 | 0.09 | 0.10 | 0.10 | 0.08 | 0.15 | 0.05 | 0.13 | 0.14 | 0.17 | 0.09 | 0.15 |
TKC | 0.02 | 1.00 | 0.03 | 0.02 | 0.08 | 0.15 | 0.09 | 0.11 | 0.00 | 0.06 | 0.18 | 0.11 | 0.10 | 0.12 | 0.11 | 0.11 | 0.10 | 0.10 | 0.08 | 0.12 | 0.09 | 0.14 | 0.05 | 0.15 | 0.07 | 0.13 | 0.15 | 0.14 | 0.17 | 0.18 |
VTSI | 0.11 | 0.03 | 1.00 | 0.12 | 0.05 | 0.04 | 0.05 | 0.06 | 0.13 | 0.13 | 0.07 | 0.10 | 0.13 | 0.02 | -0.00 | 0.10 | 0.15 | 0.15 | 0.11 | 0.17 | 0.10 | 0.08 | 0.12 | 0.16 | 0.15 | 0.16 | 0.15 | 0.17 | 0.17 | 0.18 |
SURG | 0.08 | 0.02 | 0.12 | 1.00 | 0.02 | 0.11 | 0.11 | 0.13 | 0.10 | 0.13 | 0.14 | 0.14 | 0.09 | 0.12 | 0.09 | 0.10 | 0.11 | 0.13 | 0.19 | 0.17 | 0.11 | 0.17 | 0.15 | 0.16 | 0.16 | 0.16 | 0.17 | 0.17 | 0.16 | 0.21 |
CNC | 0.08 | 0.08 | 0.05 | 0.02 | 1.00 | 0.13 | 0.05 | 0.14 | 0.14 | 0.11 | 0.16 | 0.14 | 0.13 | 0.26 | 0.11 | 0.20 | 0.15 | 0.19 | 0.18 | 0.05 | 0.19 | 0.09 | 0.22 | 0.15 | 0.18 | 0.31 | 0.12 | 0.10 | 0.18 | 0.17 |
TIMB | 0.07 | 0.15 | 0.04 | 0.11 | 0.13 | 1.00 | 0.12 | 0.13 | 0.17 | 0.15 | 0.12 | 0.12 | 0.24 | 0.19 | 0.16 | 0.14 | 0.21 | 0.19 | 0.22 | 0.18 | 0.22 | 0.13 | 0.15 | 0.32 | 0.17 | 0.27 | 0.19 | 0.16 | 0.19 | 0.26 |
ASC | 0.04 | 0.09 | 0.05 | 0.11 | 0.05 | 0.12 | 1.00 | 0.33 | 0.31 | 0.19 | 0.14 | 0.09 | 0.13 | 0.22 | 0.40 | 0.12 | 0.20 | 0.18 | 0.12 | 0.16 | 0.18 | 0.39 | 0.17 | 0.12 | 0.21 | 0.12 | 0.22 | 0.20 | 0.16 | 0.17 |
ARCH | 0.08 | 0.11 | 0.06 | 0.13 | 0.14 | 0.13 | 0.33 | 1.00 | 0.29 | 0.19 | 0.20 | 0.12 | 0.14 | 0.19 | 0.34 | 0.14 | 0.17 | 0.25 | 0.10 | 0.15 | 0.20 | 0.34 | 0.19 | 0.12 | 0.23 | 0.19 | 0.24 | 0.19 | 0.15 | 0.23 |
WFRD | 0.04 | 0.00 | 0.13 | 0.10 | 0.14 | 0.17 | 0.31 | 0.29 | 1.00 | 0.22 | 0.20 | 0.12 | 0.17 | 0.16 | 0.30 | 0.16 | 0.22 | 0.24 | 0.11 | 0.17 | 0.25 | 0.31 | 0.24 | 0.17 | 0.27 | 0.20 | 0.28 | 0.17 | 0.16 | 0.23 |
RCMT | 0.11 | 0.06 | 0.13 | 0.13 | 0.11 | 0.15 | 0.19 | 0.19 | 0.22 | 1.00 | 0.15 | 0.24 | 0.14 | 0.15 | 0.18 | 0.18 | 0.23 | 0.21 | 0.26 | 0.24 | 0.18 | 0.23 | 0.25 | 0.25 | 0.26 | 0.22 | 0.28 | 0.24 | 0.19 | 0.22 |
MFG | 0.01 | 0.18 | 0.07 | 0.14 | 0.16 | 0.12 | 0.14 | 0.20 | 0.20 | 0.15 | 1.00 | 0.14 | 0.27 | 0.25 | 0.22 | 0.20 | 0.22 | 0.20 | 0.20 | 0.19 | 0.22 | 0.25 | 0.22 | 0.23 | 0.24 | 0.22 | 0.27 | 0.31 | 0.30 | 0.25 |
NKTX | 0.20 | 0.11 | 0.10 | 0.14 | 0.14 | 0.12 | 0.09 | 0.12 | 0.12 | 0.24 | 0.14 | 1.00 | 0.06 | 0.17 | 0.09 | 0.14 | 0.19 | 0.20 | 0.46 | 0.26 | 0.19 | 0.19 | 0.23 | 0.35 | 0.25 | 0.26 | 0.24 | 0.34 | 0.31 | 0.36 |
AVVIY | 0.04 | 0.10 | 0.13 | 0.09 | 0.13 | 0.24 | 0.13 | 0.14 | 0.17 | 0.14 | 0.27 | 0.06 | 1.00 | 0.40 | 0.21 | 0.22 | 0.19 | 0.22 | 0.13 | 0.25 | 0.30 | 0.26 | 0.23 | 0.23 | 0.23 | 0.29 | 0.23 | 0.25 | 0.30 | 0.32 |
IMBBY | 0.03 | 0.12 | 0.02 | 0.12 | 0.26 | 0.19 | 0.22 | 0.19 | 0.16 | 0.15 | 0.25 | 0.17 | 0.40 | 1.00 | 0.22 | 0.22 | 0.18 | 0.28 | 0.18 | 0.16 | 0.21 | 0.24 | 0.27 | 0.19 | 0.21 | 0.33 | 0.22 | 0.22 | 0.31 | 0.25 |
GOGL | 0.10 | 0.11 | -0.00 | 0.09 | 0.11 | 0.16 | 0.40 | 0.34 | 0.30 | 0.18 | 0.22 | 0.09 | 0.21 | 0.22 | 1.00 | 0.16 | 0.24 | 0.23 | 0.15 | 0.18 | 0.27 | 0.53 | 0.21 | 0.20 | 0.25 | 0.16 | 0.31 | 0.23 | 0.21 | 0.25 |
EZPW | 0.04 | 0.11 | 0.10 | 0.10 | 0.20 | 0.14 | 0.12 | 0.14 | 0.16 | 0.18 | 0.20 | 0.14 | 0.22 | 0.22 | 0.16 | 1.00 | 0.29 | 0.38 | 0.21 | 0.30 | 0.25 | 0.24 | 0.32 | 0.28 | 0.32 | 0.29 | 0.25 | 0.31 | 0.32 | 0.32 |
AMBC | 0.08 | 0.10 | 0.15 | 0.11 | 0.15 | 0.21 | 0.20 | 0.17 | 0.22 | 0.23 | 0.22 | 0.19 | 0.19 | 0.18 | 0.24 | 0.29 | 1.00 | 0.28 | 0.24 | 0.23 | 0.26 | 0.25 | 0.27 | 0.28 | 0.32 | 0.31 | 0.23 | 0.31 | 0.32 | 0.25 |
PTVE | 0.11 | 0.10 | 0.15 | 0.13 | 0.19 | 0.19 | 0.18 | 0.25 | 0.24 | 0.21 | 0.20 | 0.20 | 0.22 | 0.28 | 0.23 | 0.38 | 0.28 | 1.00 | 0.22 | 0.24 | 0.29 | 0.25 | 0.36 | 0.19 | 0.31 | 0.39 | 0.24 | 0.26 | 0.32 | 0.32 |
ARCT | 0.17 | 0.08 | 0.11 | 0.19 | 0.18 | 0.22 | 0.12 | 0.10 | 0.11 | 0.26 | 0.20 | 0.46 | 0.13 | 0.18 | 0.15 | 0.21 | 0.24 | 0.22 | 1.00 | 0.30 | 0.26 | 0.24 | 0.30 | 0.43 | 0.29 | 0.33 | 0.28 | 0.40 | 0.38 | 0.40 |
BLBD | 0.09 | 0.12 | 0.17 | 0.17 | 0.05 | 0.18 | 0.16 | 0.15 | 0.17 | 0.24 | 0.19 | 0.26 | 0.25 | 0.16 | 0.18 | 0.30 | 0.23 | 0.24 | 0.30 | 1.00 | 0.27 | 0.26 | 0.32 | 0.36 | 0.40 | 0.28 | 0.37 | 0.37 | 0.37 | 0.40 |
GBDC | 0.10 | 0.09 | 0.10 | 0.11 | 0.19 | 0.22 | 0.18 | 0.20 | 0.25 | 0.18 | 0.22 | 0.19 | 0.30 | 0.21 | 0.27 | 0.25 | 0.26 | 0.29 | 0.26 | 0.27 | 1.00 | 0.37 | 0.31 | 0.27 | 0.30 | 0.37 | 0.34 | 0.32 | 0.40 | 0.44 |
GSL | 0.10 | 0.14 | 0.08 | 0.17 | 0.09 | 0.13 | 0.39 | 0.34 | 0.31 | 0.23 | 0.25 | 0.19 | 0.26 | 0.24 | 0.53 | 0.24 | 0.25 | 0.25 | 0.24 | 0.26 | 0.37 | 1.00 | 0.23 | 0.28 | 0.29 | 0.22 | 0.37 | 0.33 | 0.31 | 0.36 |
OSIS | 0.08 | 0.05 | 0.12 | 0.15 | 0.22 | 0.15 | 0.17 | 0.19 | 0.24 | 0.25 | 0.22 | 0.23 | 0.23 | 0.27 | 0.21 | 0.32 | 0.27 | 0.36 | 0.30 | 0.32 | 0.31 | 0.23 | 1.00 | 0.31 | 0.44 | 0.46 | 0.37 | 0.31 | 0.34 | 0.41 |
STNE | 0.15 | 0.15 | 0.16 | 0.16 | 0.15 | 0.32 | 0.12 | 0.12 | 0.17 | 0.25 | 0.23 | 0.35 | 0.23 | 0.19 | 0.20 | 0.28 | 0.28 | 0.19 | 0.43 | 0.36 | 0.27 | 0.28 | 0.31 | 1.00 | 0.33 | 0.32 | 0.34 | 0.47 | 0.42 | 0.45 |
STRL | 0.05 | 0.07 | 0.15 | 0.16 | 0.18 | 0.17 | 0.21 | 0.23 | 0.27 | 0.26 | 0.24 | 0.25 | 0.23 | 0.21 | 0.25 | 0.32 | 0.32 | 0.31 | 0.29 | 0.40 | 0.30 | 0.29 | 0.44 | 0.33 | 1.00 | 0.35 | 0.41 | 0.38 | 0.37 | 0.41 |
EPRT | 0.13 | 0.13 | 0.16 | 0.16 | 0.31 | 0.27 | 0.12 | 0.19 | 0.20 | 0.22 | 0.22 | 0.26 | 0.29 | 0.33 | 0.16 | 0.29 | 0.31 | 0.39 | 0.33 | 0.28 | 0.37 | 0.22 | 0.46 | 0.32 | 0.35 | 1.00 | 0.31 | 0.36 | 0.37 | 0.40 |
CLS | 0.14 | 0.15 | 0.15 | 0.17 | 0.12 | 0.19 | 0.22 | 0.24 | 0.28 | 0.28 | 0.27 | 0.24 | 0.23 | 0.22 | 0.31 | 0.25 | 0.23 | 0.24 | 0.28 | 0.37 | 0.34 | 0.37 | 0.37 | 0.34 | 0.41 | 0.31 | 1.00 | 0.43 | 0.39 | 0.46 |
CCL | 0.17 | 0.14 | 0.17 | 0.17 | 0.10 | 0.16 | 0.20 | 0.19 | 0.17 | 0.24 | 0.31 | 0.34 | 0.25 | 0.22 | 0.23 | 0.31 | 0.31 | 0.26 | 0.40 | 0.37 | 0.32 | 0.33 | 0.31 | 0.47 | 0.38 | 0.36 | 0.43 | 1.00 | 0.68 | 0.47 |
AAL | 0.09 | 0.17 | 0.17 | 0.16 | 0.18 | 0.19 | 0.16 | 0.15 | 0.16 | 0.19 | 0.30 | 0.31 | 0.30 | 0.31 | 0.21 | 0.32 | 0.32 | 0.32 | 0.38 | 0.37 | 0.40 | 0.31 | 0.34 | 0.42 | 0.37 | 0.37 | 0.39 | 0.68 | 1.00 | 0.50 |
TPG | 0.15 | 0.18 | 0.18 | 0.21 | 0.17 | 0.26 | 0.17 | 0.23 | 0.23 | 0.22 | 0.25 | 0.36 | 0.32 | 0.25 | 0.25 | 0.32 | 0.25 | 0.32 | 0.40 | 0.40 | 0.44 | 0.36 | 0.41 | 0.45 | 0.41 | 0.40 | 0.46 | 0.47 | 0.50 | 1.00 |