JVV Alternative IRA S1
Created 27 Oct 24 using three EFTs: VOO, QQQ and SCHD at ~50% total + best shares from R14. The purpose is to simplify the portfolio and avoid large drops such as in October 2024. MODEL PORTFOLIO at this time. Some adjustments were done here and there specifically added MCK at 2% at the expense of funds on 8 Nov and the addition of ADM at 1.75% (current level) at the expense of 3-3.5.-4% companies. Funds share is 50%.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
ADM Archer-Daniels-Midland Company | Consumer Defensive | 1.75% |
AJG Arthur J. Gallagher & Co. | Financial Services | 3% |
BRO Brown & Brown, Inc. | Financial Services | 3% |
CBOE Cboe Global Markets, Inc. | Financial Services | 3% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.25% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 2% |
EME EMCOR Group, Inc. | Industrials | 3.25% |
FANG Diamondback Energy, Inc. | Energy | 2% |
GLD SPDR Gold Trust | Precious Metals, Gold | 2.20% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 1.90% |
ITOCY Itochu Corp ADR | Industrials | 2.75% |
LLY Eli Lilly and Company | Healthcare | 2% |
LMT Lockheed Martin Corporation | Industrials | 4.15% |
LNG Cheniere Energy, Inc. | Energy | 2.75% |
MCK McKesson Corporation | Healthcare | 2% |
NVDA NVIDIA Corporation | Technology | 2% |
PHM PulteGroup, Inc. | Consumer Cyclical | 3% |
QQQ Invesco QQQ | Large Cap Blend Equities | 24% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 12% |
SYF | 3% | |
TDG | 3% | |
VOO | 14% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в JVV Alternative IRA S1 и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
Самые ранние данные для этого графика доступны с 12 дек. 2013 г., начальной даты HLT
Доходность по периодам
JVV Alternative IRA S1 на 20 февр. 2025 г. показал доходность в 3.15% с начала года и доходность в 19.19% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 4.46% | 2.46% | 9.31% | 23.49% | 13.03% | 11.31% |
| JVV Alternative IRA S1 | 3.46% | -1.01% | 9.84% | 59.06% | 36.58% | 26.99% |
| Активы портфеля: | ||||||
AJG Arthur J. Gallagher & Co. | 15.32% | 10.30% | 12.62% | 37.54% | 26.53% | 23.66% |
BRO Brown & Brown, Inc. | 10.24% | 6.41% | 8.64% | 36.35% | 19.27% | 22.49% |
COST Costco Wholesale Corporation | 16.09% | 12.24% | 21.37% | 47.76% | 29.24% | 23.99% |
FANG Diamondback Energy, Inc. | -2.18% | -9.43% | -16.00% | -6.87% | 21.25% | 10.51% |
EME EMCOR Group, Inc. | -4.15% | -17.51% | 16.78% | 72.90% | 37.85% | 26.38% |
ITOCY Itochu Corp ADR | -17.15% | -12.01% | -15.68% | -7.82% | 12.04% | 17.13% |
LNG Cheniere Energy, Inc. | 1.83% | -12.35% | 20.58% | 34.01% | 33.49% | 11.90% |
LMT Lockheed Martin Corporation | -10.90% | -14.49% | -21.35% | 3.91% | 2.97% | 10.69% |
NVDA NVIDIA Corporation | 3.68% | -1.14% | 12.54% | 106.40% | 80.65% | 74.73% |
PHM PulteGroup, Inc. | -3.71% | -9.46% | -18.58% | 1.89% | 19.06% | 18.18% |
QQQ Invesco QQQ | 5.53% | 2.80% | 13.96% | 27.52% | 19.41% | 18.37% |
SCHD Schwab US Dividend Equity ETF | 3.15% | -0.14% | 4.56% | 13.46% | 11.66% | 11.20% |
TDG | 5.93% | -1.15% | 8.66% | 21.73% | 19.21% | 24.67% |
VOO | 4.61% | 1.66% | 10.98% | 24.97% | 14.79% | 13.31% |
CBOE Cboe Global Markets, Inc. | 7.60% | 6.63% | 0.82% | 12.04% | 13.11% | 14.40% |
GLD SPDR Gold Trust | 11.86% | 7.00% | 18.08% | 44.47% | 11.90% | 8.93% |
LLY Eli Lilly and Company | 12.51% | 17.00% | -8.82% | 17.00% | 45.57% | 30.90% |
DECK Deckers Outdoor Corporation | -24.89% | -28.75% | -4.15% | 6.23% | 36.47% | 28.41% |
SYF | 1.27% | -5.24% | 40.10% | 68.60% | 17.59% | 9.55% |
HLT Hilton Worldwide Holdings Inc. | 9.04% | 8.89% | 25.03% | 35.78% | 20.09% | 17.42% |
MCK McKesson Corporation | 5.76% | 2.84% | 7.72% | 19.34% | 29.73% | 11.02% |
ADM Archer-Daniels-Midland Company | -7.85% | -9.11% | -20.69% | -11.35% | 3.79% | 2.46% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью JVV Alternative IRA S1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -4.79% | 3.46% | |||||||||||
| 2024 | 10.96% | 16.00% | 8.36% | -3.70% | 16.19% | 7.43% | -1.97% | 2.98% | 1.52% | 4.21% | 5.06% | -3.50% | 81.55% |
| 2023 | 11.18% | 3.12% | 7.96% | 2.19% | 11.10% | 9.43% | 5.86% | 2.52% | -6.99% | -2.24% | 11.09% | 4.52% | 76.20% |
| 2022 | -8.99% | -0.56% | 5.59% | -14.64% | -0.13% | -9.47% | 11.79% | -5.83% | -9.87% | 9.40% | 9.28% | -7.20% | -22.36% |
| 2021 | -1.40% | 3.67% | 2.88% | 6.93% | 2.58% | 6.88% | 0.90% | 5.50% | -4.92% | 10.60% | 7.90% | -0.20% | 48.61% |
| 2020 | 3.08% | -5.48% | -13.23% | 11.55% | 9.01% | 3.07% | 6.83% | 11.08% | -2.32% | -3.71% | 10.54% | 3.18% | 34.90% |
| 2019 | 7.46% | 4.68% | 3.46% | 4.66% | -6.68% | 7.90% | 1.40% | 1.05% | 1.16% | 3.66% | 4.04% | 3.26% | 41.58% |
| 2018 | 8.64% | -3.65% | -2.03% | -0.04% | 3.54% | -0.59% | 2.92% | 4.75% | 0.54% | -9.03% | -1.61% | -9.26% | -7.11% |
| 2017 | 2.19% | 2.53% | 0.79% | 0.37% | 5.78% | -0.16% | 3.78% | 1.64% | 2.83% | 5.45% | 3.13% | 0.79% | 33.08% |
| 2016 | -5.10% | 0.30% | 6.26% | 0.15% | 3.48% | 0.83% | 5.60% | 0.69% | 0.83% | -1.64% | 6.10% | 2.58% | 21.32% |
| 2015 | -2.13% | 5.92% | -1.00% | -0.09% | 1.94% | -1.89% | 2.27% | -4.41% | -2.62% | 7.35% | 1.12% | -2.55% | 3.26% |
| 2014 | 5.41% | -1.35% | 2.56% | 3.01% | -0.48% | 9.34% |
Комиссия
Комиссия JVV Alternative IRA S1 составляет 0.07%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг JVV Alternative IRA S1 составляет 86, что ставит его в топ 14% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
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 | |
|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 2.08 | 2.72 | 1.35 | 3.03 | 8.05 |
BRO Brown & Brown, Inc. | 2.11 | 2.89 | 1.37 | 3.22 | 8.80 |
COST Costco Wholesale Corporation | 2.45 | 3.09 | 1.43 | 4.62 | 10.80 |
FANG Diamondback Energy, Inc. | -0.23 | -0.14 | 0.98 | -0.24 | -0.52 |
EME EMCOR Group, Inc. | 1.91 | 2.17 | 1.37 | 3.55 | 10.08 |
ITOCY Itochu Corp ADR | -0.31 | -0.27 | 0.97 | -0.33 | -0.99 |
LNG Cheniere Energy, Inc. | 1.65 | 2.22 | 1.30 | 2.21 | 7.98 |
LMT Lockheed Martin Corporation | 0.25 | 0.46 | 1.07 | 0.16 | 0.46 |
NVDA NVIDIA Corporation | 1.62 | 2.16 | 1.28 | 3.39 | 9.39 |
PHM PulteGroup, Inc. | 0.03 | 0.28 | 1.03 | 0.04 | 0.08 |
QQQ Invesco QQQ | 1.37 | 1.86 | 1.25 | 1.84 | 6.35 |
SCHD Schwab US Dividend Equity ETF | 1.19 | 1.76 | 1.21 | 1.70 | 4.36 |
TDG | 0.93 | 1.36 | 1.17 | 1.83 | 3.89 |
VOO | 1.88 | 2.53 | 1.35 | 2.81 | 11.78 |
CBOE Cboe Global Markets, Inc. | 0.66 | 1.08 | 1.12 | 0.99 | 1.96 |
GLD SPDR Gold Trust | 3.00 | 3.77 | 1.51 | 5.65 | 15.43 |
LLY Eli Lilly and Company | 0.49 | 0.88 | 1.11 | 0.62 | 1.44 |
DECK Deckers Outdoor Corporation | 0.12 | 0.46 | 1.07 | 0.16 | 0.42 |
SYF | 1.92 | 2.87 | 1.36 | 3.51 | 13.43 |
HLT Hilton Worldwide Holdings Inc. | 1.97 | 2.69 | 1.33 | 3.27 | 9.14 |
MCK McKesson Corporation | 0.77 | 1.12 | 1.19 | 0.83 | 2.05 |
ADM Archer-Daniels-Midland Company | -0.53 | -0.59 | 0.93 | -0.24 | -0.93 |
Дивиденды
Дивидендный доход
Дивидендная доходность JVV Alternative IRA S1 за предыдущие двенадцать месяцев составила 1.39%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.39% | 1.42% | 1.48% | 1.51% | 1.14% | 1.44% | 1.73% | 1.59% | 1.70% | 1.82% | 1.64% | 1.91% |
| Активы портфеля: | ||||||||||||
AJG Arthur J. Gallagher & Co. | 0.73% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
BRO Brown & Brown, Inc. | 0.50% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
COST Costco Wholesale Corporation | 0.44% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
FANG Diamondback Energy, Inc. | 5.17% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
EME EMCOR Group, Inc. | 0.23% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% |
LNG Cheniere Energy, Inc. | 0.63% | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT Lockheed Martin Corporation | 2.94% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
PHM PulteGroup, Inc. | 0.78% | 0.75% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% |
QQQ Invesco QQQ | 0.53% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SCHD Schwab US Dividend Equity ETF | 3.53% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
TDG | 5.59% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
VOO | 1.19% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
CBOE Cboe Global Markets, Inc. | 1.12% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.62% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
DECK Deckers Outdoor 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% |
SYF | 1.52% | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% |
HLT Hilton Worldwide Holdings Inc. | 0.22% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% |
MCK McKesson Corporation | 0.44% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
ADM Archer-Daniels-Midland Company | 4.37% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
JVV Alternative IRA S1 показал максимальную просадку в 34.00%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 82 торговые сессии.
Текущая просадка JVV Alternative IRA S1 составляет 1.57%.
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 |
|---|---|---|---|---|---|---|
| -34% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 82 | 20 июл. 2020 г. | 105 |
| -32.38% | 22 нояб. 2021 г. | 226 | 14 окт. 2022 г. | 148 | 18 мая 2023 г. | 374 |
| -24.3% | 2 окт. 2018 г. | 58 | 24 дек. 2018 г. | 130 | 2 июл. 2019 г. | 188 |
| -17.29% | 11 июл. 2024 г. | 20 | 7 авг. 2024 г. | 43 | 8 окт. 2024 г. | 63 |
| -14% | 2 дек. 2015 г. | 49 | 11 февр. 2016 г. | 72 | 25 мая 2016 г. | 121 |
Волатильность
График волатильности
Текущая волатильность JVV Alternative IRA S1 составляет 13.79%, 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
| GLD | CBOE | LLY | ITOCY | LNG | FANG | MCK | LMT | DECK | NVDA | COST | ADM | PHM | SYF | HLT | AJG | TDG | EME | BRO | QQQ | SCHD | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | -0.04 | 0.00 | 0.06 | 0.03 | 0.04 | -0.03 | 0.00 | -0.01 | 0.01 | 0.03 | 0.01 | 0.08 | -0.06 | -0.03 | -0.01 | 0.02 | -0.01 | -0.03 | 0.02 | 0.01 | 0.01 |
| CBOE | -0.04 | 1.00 | 0.17 | 0.12 | 0.08 | 0.10 | 0.20 | 0.21 | 0.13 | 0.12 | 0.20 | 0.16 | 0.16 | 0.20 | 0.16 | 0.33 | 0.19 | 0.20 | 0.31 | 0.21 | 0.28 | 0.27 |
| LLY | 0.00 | 0.17 | 1.00 | 0.18 | 0.13 | 0.11 | 0.34 | 0.24 | 0.17 | 0.22 | 0.29 | 0.19 | 0.17 | 0.14 | 0.17 | 0.33 | 0.20 | 0.22 | 0.33 | 0.36 | 0.35 | 0.40 |
| ITOCY | 0.06 | 0.12 | 0.18 | 1.00 | 0.20 | 0.19 | 0.21 | 0.20 | 0.22 | 0.26 | 0.23 | 0.25 | 0.26 | 0.28 | 0.29 | 0.25 | 0.30 | 0.29 | 0.25 | 0.37 | 0.40 | 0.42 |
| LNG | 0.03 | 0.08 | 0.13 | 0.20 | 1.00 | 0.49 | 0.21 | 0.22 | 0.23 | 0.22 | 0.12 | 0.35 | 0.22 | 0.29 | 0.32 | 0.25 | 0.30 | 0.30 | 0.26 | 0.29 | 0.40 | 0.39 |
| FANG | 0.04 | 0.10 | 0.11 | 0.19 | 0.49 | 1.00 | 0.21 | 0.22 | 0.23 | 0.20 | 0.12 | 0.37 | 0.22 | 0.37 | 0.31 | 0.22 | 0.32 | 0.37 | 0.23 | 0.27 | 0.44 | 0.39 |
| MCK | -0.03 | 0.20 | 0.34 | 0.21 | 0.21 | 0.21 | 1.00 | 0.31 | 0.21 | 0.17 | 0.29 | 0.32 | 0.24 | 0.26 | 0.26 | 0.34 | 0.30 | 0.31 | 0.34 | 0.31 | 0.44 | 0.42 |
| LMT | 0.00 | 0.21 | 0.24 | 0.20 | 0.22 | 0.22 | 0.31 | 1.00 | 0.16 | 0.16 | 0.28 | 0.35 | 0.24 | 0.28 | 0.27 | 0.39 | 0.41 | 0.32 | 0.38 | 0.27 | 0.50 | 0.40 |
| DECK | -0.01 | 0.13 | 0.17 | 0.22 | 0.23 | 0.23 | 0.21 | 0.16 | 1.00 | 0.33 | 0.31 | 0.28 | 0.39 | 0.37 | 0.40 | 0.29 | 0.35 | 0.41 | 0.33 | 0.44 | 0.42 | 0.49 |
| NVDA | 0.01 | 0.12 | 0.22 | 0.26 | 0.22 | 0.20 | 0.17 | 0.16 | 0.33 | 1.00 | 0.37 | 0.19 | 0.30 | 0.29 | 0.37 | 0.27 | 0.37 | 0.34 | 0.31 | 0.73 | 0.41 | 0.62 |
| COST | 0.03 | 0.20 | 0.29 | 0.23 | 0.12 | 0.12 | 0.29 | 0.28 | 0.31 | 0.37 | 1.00 | 0.27 | 0.30 | 0.25 | 0.29 | 0.38 | 0.31 | 0.32 | 0.40 | 0.54 | 0.48 | 0.56 |
| ADM | 0.01 | 0.16 | 0.19 | 0.25 | 0.35 | 0.37 | 0.32 | 0.35 | 0.28 | 0.19 | 0.27 | 1.00 | 0.30 | 0.41 | 0.34 | 0.35 | 0.33 | 0.40 | 0.36 | 0.32 | 0.60 | 0.48 |
| PHM | 0.08 | 0.16 | 0.17 | 0.26 | 0.22 | 0.22 | 0.24 | 0.24 | 0.39 | 0.30 | 0.30 | 0.30 | 1.00 | 0.40 | 0.37 | 0.34 | 0.38 | 0.44 | 0.38 | 0.42 | 0.49 | 0.51 |
| SYF | -0.06 | 0.20 | 0.14 | 0.28 | 0.29 | 0.37 | 0.26 | 0.28 | 0.37 | 0.29 | 0.25 | 0.41 | 0.40 | 1.00 | 0.49 | 0.36 | 0.43 | 0.48 | 0.37 | 0.42 | 0.60 | 0.56 |
| HLT | -0.03 | 0.16 | 0.17 | 0.29 | 0.32 | 0.31 | 0.26 | 0.27 | 0.40 | 0.37 | 0.29 | 0.34 | 0.37 | 0.49 | 1.00 | 0.38 | 0.51 | 0.46 | 0.38 | 0.50 | 0.53 | 0.58 |
| AJG | -0.01 | 0.33 | 0.33 | 0.25 | 0.25 | 0.22 | 0.34 | 0.39 | 0.29 | 0.27 | 0.38 | 0.35 | 0.34 | 0.36 | 0.38 | 1.00 | 0.42 | 0.40 | 0.76 | 0.44 | 0.56 | 0.57 |
| TDG | 0.02 | 0.19 | 0.20 | 0.30 | 0.30 | 0.32 | 0.30 | 0.41 | 0.35 | 0.37 | 0.31 | 0.33 | 0.38 | 0.43 | 0.51 | 0.42 | 1.00 | 0.47 | 0.43 | 0.49 | 0.54 | 0.58 |
| EME | -0.01 | 0.20 | 0.22 | 0.29 | 0.30 | 0.37 | 0.31 | 0.32 | 0.41 | 0.34 | 0.32 | 0.40 | 0.44 | 0.48 | 0.46 | 0.40 | 0.47 | 1.00 | 0.44 | 0.45 | 0.59 | 0.59 |
| BRO | -0.03 | 0.31 | 0.33 | 0.25 | 0.26 | 0.23 | 0.34 | 0.38 | 0.33 | 0.31 | 0.40 | 0.36 | 0.38 | 0.37 | 0.38 | 0.76 | 0.43 | 0.44 | 1.00 | 0.47 | 0.58 | 0.60 |
| QQQ | 0.02 | 0.21 | 0.36 | 0.37 | 0.29 | 0.27 | 0.31 | 0.27 | 0.44 | 0.73 | 0.54 | 0.32 | 0.42 | 0.42 | 0.50 | 0.44 | 0.49 | 0.45 | 0.47 | 1.00 | 0.64 | 0.90 |
| SCHD | 0.01 | 0.28 | 0.35 | 0.40 | 0.40 | 0.44 | 0.44 | 0.50 | 0.42 | 0.41 | 0.48 | 0.60 | 0.49 | 0.60 | 0.53 | 0.56 | 0.54 | 0.59 | 0.58 | 0.64 | 1.00 | 0.84 |
| VOO | 0.01 | 0.27 | 0.40 | 0.42 | 0.39 | 0.39 | 0.42 | 0.40 | 0.49 | 0.62 | 0.56 | 0.48 | 0.51 | 0.56 | 0.58 | 0.57 | 0.58 | 0.59 | 0.60 | 0.90 | 0.84 | 1.00 |