Cbrad1
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
Abercrombie & Fitch Co. | Consumer Cyclical | 4.79% |
AppLovin Corporation | Technology | 2.42% |
Camtek Ltd | Technology | 4.59% |
Constellation Energy Corp | Utilities | 6.61% |
COSCO SHIPPING Holdings Co., Ltd. | Industrials | 0% |
Celestica Inc. | Technology | 5.24% |
Core & Main, Inc. | Industrials | 1.46% |
salesforce.com, inc. | Technology | 4.99% |
Chevron Corporation | Energy | 2.52% |
Dell Technologies Inc. | Technology | 3.29% |
EMCOR Group, Inc. | Industrials | 4.69% |
Griffon Corporation | Industrials | 1.86% |
Lennox International Inc. | Industrials | 0% |
Linde plc | Basic Materials | 3.98% |
Eli Lilly and Company | Healthcare | 5.54% |
McDonald's Corporation | Consumer Cyclical | 2.57% |
MakeMyTrip Limited | Consumer Cyclical | 2.90% |
Modine Manufacturing Company | Consumer Cyclical | 1.66% |
NewMarket Corporation | Basic Materials | 0% |
ServiceNow, Inc. | Technology | 5.55% |
7% | ||
1.94% | ||
1.94% | ||
1.51% | ||
2.13% | ||
5.84% | ||
4.67% | ||
2.58% | ||
4.61% | ||
1.18% | ||
1.94% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в Cbrad1 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 19 янв. 2022 г., начальной даты CEG
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
Cbrad1 | 54.79% | 4.27% | 14.08% | 87.32% | N/A | N/A |
Активы портфеля: | ||||||
AppLovin Corporation | 211.17% | 43.22% | 72.44% | 215.28% | N/A | N/A |
Camtek Ltd | 11.53% | -21.96% | -7.07% | 38.28% | 51.20% | 37.28% |
Constellation Energy Corp | 79.33% | 9.32% | 20.14% | 90.78% | N/A | N/A |
Celestica Inc. | 69.77% | -8.00% | 5.65% | 121.13% | 46.94% | 17.33% |
Core & Main, Inc. | 10.89% | -11.36% | -22.58% | 58.90% | N/A | N/A |
Dell Technologies Inc. | 55.78% | 6.38% | 4.03% | 73.83% | 36.87% | N/A |
Griffon Corporation | 15.60% | 10.75% | -4.51% | 77.16% | 32.94% | 23.09% |
Lennox International Inc. | 38.36% | 7.61% | 24.02% | 66.17% | 22.52% | 24.43% |
Eli Lilly and Company | 57.74% | -3.68% | 19.17% | 61.71% | 53.35% | 32.70% |
MakeMyTrip Limited | 127.56% | 14.34% | 56.00% | 186.31% | 34.59% | 14.40% |
Modine Manufacturing Company | 113.57% | 17.92% | 24.15% | 185.94% | 64.99% | 26.50% |
NewMarket Corporation | 2.85% | 0.84% | -10.65% | 22.45% | 5.92% | 5.39% |
59.34% | 6.24% | 20.00% | 78.59% | N/A | N/A | |
55.21% | 10.77% | 18.42% | 95.13% | N/A | N/A | |
91.84% | 20.36% | 12.18% | 148.37% | N/A | N/A | |
142.22% | 16.45% | 36.00% | 190.14% | N/A | N/A | |
50.59% | 9.05% | -3.39% | 114.04% | N/A | N/A | |
31.64% | -2.07% | -8.07% | 67.10% | N/A | N/A | |
Abercrombie & Fitch Co. | 57.92% | -16.10% | 1.38% | 177.25% | 55.69% | 16.64% |
EMCOR Group, Inc. | 100.06% | 17.08% | 24.50% | 100.67% | 38.76% | 26.75% |
Linde plc | 15.28% | 2.72% | 1.24% | 25.37% | 21.13% | 15.62% |
-7.29% | 5.24% | -7.90% | -16.63% | N/A | N/A | |
49.95% | 4.70% | 27.80% | 44.76% | N/A | N/A | |
45.33% | 4.62% | 28.85% | 78.24% | N/A | N/A | |
COSCO SHIPPING Holdings Co., Ltd. | 37.94% | -0.61% | 30.54% | 40.31% | 61.22% | 43.36% |
ServiceNow, Inc. | 30.12% | 9.67% | 18.89% | 61.12% | 27.73% | 31.32% |
McDonald's Corporation | 0.90% | 3.48% | 4.93% | 8.58% | 9.55% | 15.03% |
Chevron Corporation | 0.37% | 0.21% | -4.37% | -9.25% | 7.82% | 6.05% |
salesforce.com, inc. | 1.53% | 1.74% | -13.48% | 25.41% | 11.50% | 16.68% |
-22.83% | 0.50% | 6.22% | -19.35% | N/A | N/A | |
13.13% | -9.35% | 15.98% | 41.78% | N/A | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Cbrad1, 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 | 7.19% | 16.33% | 8.43% | -1.23% | 9.68% | 1.91% | -2.11% | 2.80% | 54.79% | ||||
2023 | 9.94% | -0.04% | 2.76% | 0.16% | 9.97% | 12.81% | 9.01% | 11.86% | -0.22% | -1.05% | 13.07% | 6.21% | 102.89% |
2022 | 1.89% | -3.55% | 2.23% | -5.50% | -0.64% | -8.49% | 11.80% | -2.05% | -9.28% | 13.66% | 5.97% | -6.53% | -3.46% |
Комиссия
Комиссия Cbrad1 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 Cbrad1 среди портфелей на нашем сайте составляет 96, что соответствует топ 4% 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 | |
---|---|---|---|---|---|
AppLovin Corporation | 3.66 | 4.29 | 1.51 | 4.13 | 28.57 |
Camtek Ltd | 0.68 | 1.21 | 1.15 | 0.80 | 2.38 |
Constellation Energy Corp | 2.05 | 2.76 | 1.37 | 3.28 | 9.34 |
Celestica Inc. | 2.33 | 2.65 | 1.35 | 3.45 | 11.20 |
Core & Main, Inc. | 1.54 | 1.87 | 1.31 | 1.52 | 4.61 |
Dell Technologies Inc. | 1.31 | 2.13 | 1.28 | 1.45 | 3.89 |
Griffon Corporation | 1.90 | 2.26 | 1.35 | 3.02 | 9.55 |
Lennox International Inc. | 2.31 | 2.84 | 1.36 | 4.92 | 18.09 |
Eli Lilly and Company | 2.04 | 2.80 | 1.37 | 3.29 | 12.29 |
MakeMyTrip Limited | 4.04 | 3.96 | 1.54 | 9.39 | 28.82 |
Modine Manufacturing Company | 3.16 | 3.15 | 1.45 | 7.88 | 20.19 |
NewMarket Corporation | 0.91 | 1.52 | 1.20 | 1.09 | 2.24 |
2.75 | 5.15 | 1.65 | 6.45 | 17.49 | |
2.73 | 3.36 | 1.44 | 4.27 | 14.46 | |
2.73 | 2.86 | 1.38 | 4.05 | 11.51 | |
4.05 | 3.87 | 1.55 | 5.45 | 14.94 | |
2.56 | 3.13 | 1.44 | 5.46 | 14.72 | |
1.53 | 2.43 | 1.29 | 3.14 | 6.55 | |
Abercrombie & Fitch Co. | 3.28 | 3.37 | 1.46 | 5.46 | 14.52 |
EMCOR Group, Inc. | 3.23 | 3.70 | 1.54 | 6.65 | 21.02 |
Linde plc | 1.61 | 2.21 | 1.32 | 2.18 | 5.19 |
-0.49 | -0.54 | 0.94 | -0.37 | -1.02 | |
2.41 | 3.28 | 1.50 | 4.14 | 12.32 | |
3.31 | 4.06 | 1.56 | 8.49 | 26.34 | |
COSCO SHIPPING Holdings Co., Ltd. | 1.02 | 1.55 | 1.21 | 1.11 | 2.88 |
ServiceNow, Inc. | 1.82 | 2.31 | 1.34 | 2.93 | 9.95 |
McDonald's Corporation | 0.49 | 0.81 | 1.10 | 0.50 | 1.09 |
Chevron Corporation | -0.45 | -0.48 | 0.94 | -0.42 | -0.95 |
salesforce.com, inc. | 0.74 | 1.10 | 1.19 | 0.82 | 1.98 |
-0.42 | -0.36 | 0.96 | -0.38 | -0.85 | |
0.94 | 1.30 | 1.23 | 1.37 | 2.89 |
Дивиденды
Дивидендный доход
Дивидендная доходность Cbrad1 за предыдущие двенадцать месяцев составила 0.70%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Cbrad1 | 0.70% | 0.79% | 1.18% | 0.66% | 0.83% | 1.06% | 1.28% | 1.03% | 1.85% | 0.88% | 0.79% | 0.79% |
Активы портфеля: | ||||||||||||
AppLovin 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% |
Camtek Ltd | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 1.57% | 2.07% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% |
Constellation Energy Corp | 0.64% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Core & Main, 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% |
Dell Technologies Inc. | 1.38% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Griffon Corporation | 0.86% | 4.09% | 6.59% | 1.16% | 1.35% | 1.25% | 12.01% | 1.23% | 0.70% | 0.79% | 0.81% | 0.66% |
Lennox International Inc. | 0.54% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% | 1.20% | 1.08% |
Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
MakeMyTrip Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Modine Manufacturing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NewMarket Corporation | 1.76% | 1.62% | 2.70% | 2.33% | 1.91% | 1.50% | 1.70% | 1.76% | 1.51% | 1.52% | 1.16% | 1.14% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 0.74% | 0.90% | 0.60% | 0.66% | 0.84% | 1.51% | 1.08% | |
0.11% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.93% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% | 0.00% | |
1.36% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Abercrombie & Fitch Co. | 0.00% | 0.00% | 0.00% | 0.00% | 0.98% | 4.63% | 3.99% | 4.59% | 6.67% | 2.96% | 2.79% | 2.43% |
EMCOR Group, Inc. | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% | 0.42% |
Linde plc | 1.16% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
3.06% | 2.74% | 2.53% | 2.29% | 2.60% | 2.40% | 3.13% | 1.87% | 2.67% | 2.47% | 1.27% | 1.15% | |
1.04% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% | |
1.76% | 2.33% | 14.43% | 2.81% | 2.89% | 3.32% | 4.86% | 2.81% | 4.55% | 0.00% | 0.00% | 0.00% | |
COSCO SHIPPING Holdings Co., Ltd. | 7.58% | 27.06% | 40.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ServiceNow, 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% |
McDonald's Corporation | 2.27% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
Chevron Corporation | 4.41% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
salesforce.com, inc. | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
Cbrad1 показал максимальную просадку в 19.10%, зарегистрированную 16 июн. 2022 г.. Полное восстановление заняло 150 торговых сессий.
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 |
---|---|---|---|---|---|---|
-19.1% | 10 февр. 2022 г. | 88 | 16 июн. 2022 г. | 150 | 23 янв. 2023 г. | 238 |
-13.74% | 17 июл. 2024 г. | 16 | 7 авг. 2024 г. | 30 | 19 сент. 2024 г. | 46 |
-8.1% | 8 апр. 2024 г. | 10 | 19 апр. 2024 г. | 11 | 6 мая 2024 г. | 21 |
-7.36% | 18 окт. 2023 г. | 8 | 27 окт. 2023 г. | 10 | 10 нояб. 2023 г. | 18 |
-6.63% | 16 февр. 2023 г. | 17 | 13 мар. 2023 г. | 38 | 5 мая 2023 г. | 55 |
Волатильность
График волатильности
Текущая волатильность Cbrad1 составляет 8.30%, 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
CICOY | CVX | LLY | MCD | WMT | TGOPY | CEG | PSN | NEU | VST | MMYT | ANF | PANW | CAMT | SKYW | DELL | APP | PII | YETI | LIN | WSM | MOD | CLS | CRM | GFF | NOW | XPO | EME | CNM | VRT | LII | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CICOY | 1.00 | 0.10 | -0.05 | -0.04 | 0.01 | 0.10 | 0.00 | -0.01 | 0.01 | 0.03 | 0.09 | 0.03 | -0.00 | 0.10 | 0.09 | 0.10 | 0.10 | 0.04 | 0.07 | 0.05 | 0.04 | 0.05 | 0.06 | 0.09 | 0.06 | 0.06 | 0.10 | -0.00 | 0.04 | 0.07 | 0.00 |
CVX | 0.10 | 1.00 | 0.10 | 0.17 | 0.16 | 0.15 | 0.29 | 0.25 | 0.21 | 0.27 | 0.21 | 0.14 | 0.10 | 0.09 | 0.15 | 0.26 | 0.12 | 0.30 | 0.23 | 0.27 | 0.23 | 0.16 | 0.21 | 0.18 | 0.27 | 0.13 | 0.21 | 0.26 | 0.19 | 0.11 | 0.13 |
LLY | -0.05 | 0.10 | 1.00 | 0.27 | 0.26 | 0.09 | 0.26 | 0.32 | 0.20 | 0.20 | 0.11 | 0.18 | 0.23 | 0.17 | 0.16 | 0.23 | 0.20 | 0.06 | 0.11 | 0.26 | 0.14 | 0.19 | 0.21 | 0.23 | 0.14 | 0.22 | 0.18 | 0.24 | 0.22 | 0.25 | 0.21 |
MCD | -0.04 | 0.17 | 0.27 | 1.00 | 0.37 | 0.17 | 0.16 | 0.26 | 0.29 | 0.22 | 0.12 | 0.12 | 0.20 | 0.10 | 0.22 | 0.20 | 0.11 | 0.32 | 0.30 | 0.41 | 0.20 | 0.19 | 0.10 | 0.29 | 0.26 | 0.24 | 0.21 | 0.27 | 0.23 | 0.18 | 0.30 |
WMT | 0.01 | 0.16 | 0.26 | 0.37 | 1.00 | 0.17 | 0.24 | 0.23 | 0.24 | 0.21 | 0.11 | 0.21 | 0.25 | 0.16 | 0.19 | 0.23 | 0.21 | 0.24 | 0.27 | 0.35 | 0.24 | 0.20 | 0.18 | 0.22 | 0.20 | 0.20 | 0.23 | 0.27 | 0.22 | 0.23 | 0.31 |
TGOPY | 0.10 | 0.15 | 0.09 | 0.17 | 0.17 | 1.00 | 0.20 | 0.21 | 0.23 | 0.22 | 0.26 | 0.24 | 0.26 | 0.30 | 0.33 | 0.31 | 0.30 | 0.32 | 0.29 | 0.37 | 0.28 | 0.29 | 0.37 | 0.31 | 0.27 | 0.28 | 0.36 | 0.27 | 0.36 | 0.32 | 0.33 |
CEG | 0.00 | 0.29 | 0.26 | 0.16 | 0.24 | 0.20 | 1.00 | 0.32 | 0.25 | 0.54 | 0.26 | 0.26 | 0.23 | 0.28 | 0.26 | 0.36 | 0.31 | 0.24 | 0.26 | 0.39 | 0.32 | 0.34 | 0.38 | 0.25 | 0.32 | 0.27 | 0.34 | 0.42 | 0.37 | 0.37 | 0.35 |
PSN | -0.01 | 0.25 | 0.32 | 0.26 | 0.23 | 0.21 | 0.32 | 1.00 | 0.36 | 0.32 | 0.19 | 0.25 | 0.33 | 0.29 | 0.37 | 0.33 | 0.30 | 0.30 | 0.25 | 0.37 | 0.28 | 0.36 | 0.34 | 0.32 | 0.35 | 0.31 | 0.36 | 0.45 | 0.39 | 0.38 | 0.39 |
NEU | 0.01 | 0.21 | 0.20 | 0.29 | 0.24 | 0.23 | 0.25 | 0.36 | 1.00 | 0.30 | 0.21 | 0.30 | 0.22 | 0.26 | 0.33 | 0.30 | 0.23 | 0.43 | 0.33 | 0.44 | 0.37 | 0.40 | 0.30 | 0.29 | 0.48 | 0.29 | 0.35 | 0.48 | 0.42 | 0.33 | 0.45 |
VST | 0.03 | 0.27 | 0.20 | 0.22 | 0.21 | 0.22 | 0.54 | 0.32 | 0.30 | 1.00 | 0.32 | 0.30 | 0.23 | 0.29 | 0.33 | 0.36 | 0.29 | 0.30 | 0.27 | 0.33 | 0.34 | 0.35 | 0.35 | 0.28 | 0.40 | 0.29 | 0.34 | 0.47 | 0.37 | 0.41 | 0.39 |
MMYT | 0.09 | 0.21 | 0.11 | 0.12 | 0.11 | 0.26 | 0.26 | 0.19 | 0.21 | 0.32 | 1.00 | 0.33 | 0.35 | 0.41 | 0.39 | 0.37 | 0.39 | 0.35 | 0.40 | 0.30 | 0.38 | 0.42 | 0.38 | 0.39 | 0.36 | 0.41 | 0.40 | 0.39 | 0.38 | 0.44 | 0.36 |
ANF | 0.03 | 0.14 | 0.18 | 0.12 | 0.21 | 0.24 | 0.26 | 0.25 | 0.30 | 0.30 | 0.33 | 1.00 | 0.32 | 0.41 | 0.38 | 0.42 | 0.41 | 0.36 | 0.42 | 0.28 | 0.47 | 0.38 | 0.39 | 0.37 | 0.36 | 0.35 | 0.36 | 0.37 | 0.39 | 0.45 | 0.37 |
PANW | -0.00 | 0.10 | 0.23 | 0.20 | 0.25 | 0.26 | 0.23 | 0.33 | 0.22 | 0.23 | 0.35 | 0.32 | 1.00 | 0.44 | 0.33 | 0.37 | 0.51 | 0.31 | 0.35 | 0.35 | 0.34 | 0.30 | 0.40 | 0.55 | 0.32 | 0.62 | 0.36 | 0.32 | 0.37 | 0.44 | 0.39 |
CAMT | 0.10 | 0.09 | 0.17 | 0.10 | 0.16 | 0.30 | 0.28 | 0.29 | 0.26 | 0.29 | 0.41 | 0.41 | 0.44 | 1.00 | 0.38 | 0.50 | 0.46 | 0.33 | 0.38 | 0.37 | 0.37 | 0.45 | 0.52 | 0.47 | 0.37 | 0.51 | 0.45 | 0.43 | 0.46 | 0.52 | 0.43 |
SKYW | 0.09 | 0.15 | 0.16 | 0.22 | 0.19 | 0.33 | 0.26 | 0.37 | 0.33 | 0.33 | 0.39 | 0.38 | 0.33 | 0.38 | 1.00 | 0.38 | 0.40 | 0.44 | 0.40 | 0.38 | 0.44 | 0.42 | 0.43 | 0.40 | 0.48 | 0.43 | 0.52 | 0.41 | 0.46 | 0.49 | 0.45 |
DELL | 0.10 | 0.26 | 0.23 | 0.20 | 0.23 | 0.31 | 0.36 | 0.33 | 0.30 | 0.36 | 0.37 | 0.42 | 0.37 | 0.50 | 0.38 | 1.00 | 0.36 | 0.36 | 0.34 | 0.40 | 0.37 | 0.44 | 0.53 | 0.43 | 0.42 | 0.44 | 0.41 | 0.48 | 0.41 | 0.51 | 0.39 |
APP | 0.10 | 0.12 | 0.20 | 0.11 | 0.21 | 0.30 | 0.31 | 0.30 | 0.23 | 0.29 | 0.39 | 0.41 | 0.51 | 0.46 | 0.40 | 0.36 | 1.00 | 0.40 | 0.48 | 0.35 | 0.44 | 0.37 | 0.44 | 0.61 | 0.38 | 0.62 | 0.46 | 0.37 | 0.44 | 0.51 | 0.46 |
PII | 0.04 | 0.30 | 0.06 | 0.32 | 0.24 | 0.32 | 0.24 | 0.30 | 0.43 | 0.30 | 0.35 | 0.36 | 0.31 | 0.33 | 0.44 | 0.36 | 0.40 | 1.00 | 0.61 | 0.40 | 0.58 | 0.45 | 0.37 | 0.39 | 0.53 | 0.36 | 0.49 | 0.43 | 0.46 | 0.39 | 0.50 |
YETI | 0.07 | 0.23 | 0.11 | 0.30 | 0.27 | 0.29 | 0.26 | 0.25 | 0.33 | 0.27 | 0.40 | 0.42 | 0.35 | 0.38 | 0.40 | 0.34 | 0.48 | 0.61 | 1.00 | 0.39 | 0.55 | 0.38 | 0.34 | 0.46 | 0.48 | 0.44 | 0.48 | 0.40 | 0.47 | 0.44 | 0.52 |
LIN | 0.05 | 0.27 | 0.26 | 0.41 | 0.35 | 0.37 | 0.39 | 0.37 | 0.44 | 0.33 | 0.30 | 0.28 | 0.35 | 0.37 | 0.38 | 0.40 | 0.35 | 0.40 | 0.39 | 1.00 | 0.37 | 0.38 | 0.40 | 0.41 | 0.38 | 0.46 | 0.44 | 0.50 | 0.44 | 0.42 | 0.49 |
WSM | 0.04 | 0.23 | 0.14 | 0.20 | 0.24 | 0.28 | 0.32 | 0.28 | 0.37 | 0.34 | 0.38 | 0.47 | 0.34 | 0.37 | 0.44 | 0.37 | 0.44 | 0.58 | 0.55 | 0.37 | 1.00 | 0.44 | 0.36 | 0.41 | 0.48 | 0.40 | 0.47 | 0.45 | 0.50 | 0.45 | 0.54 |
MOD | 0.05 | 0.16 | 0.19 | 0.19 | 0.20 | 0.29 | 0.34 | 0.36 | 0.40 | 0.35 | 0.42 | 0.38 | 0.30 | 0.45 | 0.42 | 0.44 | 0.37 | 0.45 | 0.38 | 0.38 | 0.44 | 1.00 | 0.50 | 0.37 | 0.48 | 0.39 | 0.48 | 0.54 | 0.52 | 0.53 | 0.52 |
CLS | 0.06 | 0.21 | 0.21 | 0.10 | 0.18 | 0.37 | 0.38 | 0.34 | 0.30 | 0.35 | 0.38 | 0.39 | 0.40 | 0.52 | 0.43 | 0.53 | 0.44 | 0.37 | 0.34 | 0.40 | 0.36 | 0.50 | 1.00 | 0.45 | 0.42 | 0.47 | 0.45 | 0.51 | 0.48 | 0.55 | 0.45 |
CRM | 0.09 | 0.18 | 0.23 | 0.29 | 0.22 | 0.31 | 0.25 | 0.32 | 0.29 | 0.28 | 0.39 | 0.37 | 0.55 | 0.47 | 0.40 | 0.43 | 0.61 | 0.39 | 0.46 | 0.41 | 0.41 | 0.37 | 0.45 | 1.00 | 0.42 | 0.74 | 0.46 | 0.35 | 0.46 | 0.50 | 0.46 |
GFF | 0.06 | 0.27 | 0.14 | 0.26 | 0.20 | 0.27 | 0.32 | 0.35 | 0.48 | 0.40 | 0.36 | 0.36 | 0.32 | 0.37 | 0.48 | 0.42 | 0.38 | 0.53 | 0.48 | 0.38 | 0.48 | 0.48 | 0.42 | 0.42 | 1.00 | 0.42 | 0.50 | 0.49 | 0.54 | 0.44 | 0.58 |
NOW | 0.06 | 0.13 | 0.22 | 0.24 | 0.20 | 0.28 | 0.27 | 0.31 | 0.29 | 0.29 | 0.41 | 0.35 | 0.62 | 0.51 | 0.43 | 0.44 | 0.62 | 0.36 | 0.44 | 0.46 | 0.40 | 0.39 | 0.47 | 0.74 | 0.42 | 1.00 | 0.48 | 0.38 | 0.45 | 0.53 | 0.51 |
XPO | 0.10 | 0.21 | 0.18 | 0.21 | 0.23 | 0.36 | 0.34 | 0.36 | 0.35 | 0.34 | 0.40 | 0.36 | 0.36 | 0.45 | 0.52 | 0.41 | 0.46 | 0.49 | 0.48 | 0.44 | 0.47 | 0.48 | 0.45 | 0.46 | 0.50 | 0.48 | 1.00 | 0.45 | 0.53 | 0.52 | 0.52 |
EME | -0.00 | 0.26 | 0.24 | 0.27 | 0.27 | 0.27 | 0.42 | 0.45 | 0.48 | 0.47 | 0.39 | 0.37 | 0.32 | 0.43 | 0.41 | 0.48 | 0.37 | 0.43 | 0.40 | 0.50 | 0.45 | 0.54 | 0.51 | 0.35 | 0.49 | 0.38 | 0.45 | 1.00 | 0.57 | 0.56 | 0.61 |
CNM | 0.04 | 0.19 | 0.22 | 0.23 | 0.22 | 0.36 | 0.37 | 0.39 | 0.42 | 0.37 | 0.38 | 0.39 | 0.37 | 0.46 | 0.46 | 0.41 | 0.44 | 0.46 | 0.47 | 0.44 | 0.50 | 0.52 | 0.48 | 0.46 | 0.54 | 0.45 | 0.53 | 0.57 | 1.00 | 0.53 | 0.62 |
VRT | 0.07 | 0.11 | 0.25 | 0.18 | 0.23 | 0.32 | 0.37 | 0.38 | 0.33 | 0.41 | 0.44 | 0.45 | 0.44 | 0.52 | 0.49 | 0.51 | 0.51 | 0.39 | 0.44 | 0.42 | 0.45 | 0.53 | 0.55 | 0.50 | 0.44 | 0.53 | 0.52 | 0.56 | 0.53 | 1.00 | 0.54 |
LII | 0.00 | 0.13 | 0.21 | 0.30 | 0.31 | 0.33 | 0.35 | 0.39 | 0.45 | 0.39 | 0.36 | 0.37 | 0.39 | 0.43 | 0.45 | 0.39 | 0.46 | 0.50 | 0.52 | 0.49 | 0.54 | 0.52 | 0.45 | 0.46 | 0.58 | 0.51 | 0.52 | 0.61 | 0.62 | 0.54 | 1.00 |