JVV Current IRA since 19 Aug 2024
This is JVV's current IRA after 5 August selloff. Still a work in progress. First round of optimization done August 19-21, 2024. Updated 29 August 24- that day traded some XLK for NVDA and NTAP which went down. Then on August 30 sold SBSW and increase positions in NTAP and NVDA. Sold BAESY (unfortunately, on limit but w profit) ~mid Feb 25. Sold CNI during Feb-Mar 25. Current on 20 March 2025, bringing it close to S1. Set up and increased to ~1% position in MSFT- count towards XLK.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
ADM Archer-Daniels-Midland Company | Consumer Defensive | 1.71% |
AJG Arthur J. Gallagher & Co. | Financial Services | 3.19% |
BRO Brown & Brown, Inc. | Financial Services | 3.19% |
CBOE Cboe Global Markets, Inc. | Financial Services | 3.29% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.05% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 1.97% |
EME EMCOR Group, Inc. | Industrials | 3.41% |
FANG Diamondback Energy, Inc. | Energy | 3.24% |
GIS General Mills, Inc. | Consumer Defensive | 2.94% |
GLD SPDR Gold Trust | Precious Metals, Gold | 2.49% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 1.74% |
ITOCY Itochu Corp ADR | Industrials | 2.90% |
LLY Eli Lilly and Company | Healthcare | 2.01% |
LMT Lockheed Martin Corporation | Industrials | 4.62% |
LNG Cheniere Energy, Inc. | Energy | 2.98% |
MCK McKesson Corporation | Healthcare | 2.27% |
MSFT Microsoft Corporation | Technology | 1.06% |
NVDA NVIDIA Corporation | Technology | 1.94% |
NVO Novo Nordisk A/S | Healthcare | 1.02% |
PHM | 3.09% | |
SCHD | 8.87% | |
SYF | 2.99% | |
TDG | 3.25% | |
UHS | 3.17% | |
USD=X | 0.01% | |
VOO | 12.42% | |
XLK | 17.18% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в JVV Current IRA since 19 Aug 2024 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 Current IRA since 19 Aug 2024 на 26 апр. 2025 г. показал доходность в -3.34% с начала года и доходность в 17.74% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -3.27% | -4.87% | 9.44% | 14.30% | 10.11% |
| JVV Current IRA since 19 Aug 2024 | -3.34% | -1.96% | -4.23% | 11.64% | 24.71% | 17.74% |
| Активы портфеля: | ||||||
ADM Archer-Daniels-Midland Company | -3.42% | 2.51% | -12.92% | -17.91% | 8.67% | 2.72% |
AJG Arthur J. Gallagher & Co. | 13.76% | -4.29% | 14.34% | 37.16% | 33.94% | 22.25% |
BRO Brown & Brown, Inc. | 12.33% | -6.02% | 10.37% | 39.88% | 26.72% | 21.95% |
COST Costco Wholesale Corporation | 6.76% | 5.10% | 9.91% | 35.89% | 26.80% | 22.17% |
GIS General Mills, Inc. | -10.12% | -3.97% | -16.08% | -18.25% | 1.76% | 3.38% |
LMT Lockheed Martin Corporation | -0.98% | 7.29% | -13.89% | 5.46% | 7.18% | 11.95% |
LNG Cheniere Energy, Inc. | 8.77% | 0.31% | 26.69% | 47.79% | 40.29% | 11.91% |
TDG | 8.75% | -1.14% | 1.72% | 15.79% | 36.91% | 24.25% |
XLK | -10.19% | -2.35% | -9.17% | 6.24% | 18.92% | 17.75% |
PHM | -6.25% | -3.17% | -22.78% | -7.85% | 31.85% | 18.53% |
FANG Diamondback Energy, Inc. | -15.93% | -16.14% | -24.93% | -31.69% | 35.17% | 7.72% |
SYF | -20.60% | -6.85% | -6.00% | 17.38% | 27.01% | 7.29% |
CBOE Cboe Global Markets, Inc. | 9.64% | -2.00% | 0.96% | 18.99% | 18.26% | 15.10% |
HLT Hilton Worldwide Holdings Inc. | -11.09% | -6.49% | -6.88% | 7.97% | 24.50% | 13.87% |
ITOCY Itochu Corp ADR | 1.68% | 5.52% | 1.93% | 13.17% | 19.74% | 17.22% |
MCK McKesson Corporation | 22.08% | 4.82% | 37.28% | 29.31% | 37.18% | 12.19% |
UHS | -4.20% | -6.93% | -15.14% | 4.41% | 11.15% | 3.78% |
EME EMCOR Group, Inc. | -9.51% | 4.65% | -4.17% | 17.71% | 44.14% | 23.82% |
NVO Novo Nordisk A/S | -26.67% | -12.06% | -44.36% | -49.66% | 15.15% | 10.02% |
NVDA NVIDIA Corporation | -17.33% | -2.42% | -21.56% | 34.39% | 69.53% | 67.34% |
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DECK Deckers Outdoor Corporation | -46.24% | -7.59% | -35.05% | -18.77% | 35.20% | 23.44% |
GLD SPDR Gold Trust | 25.85% | 9.52% | 20.29% | 41.13% | 12.89% | 9.75% |
LLY Eli Lilly and Company | 14.78% | 6.99% | -0.58% | 22.82% | 40.28% | 29.86% |
SCHD | -5.19% | -7.66% | -7.13% | 3.11% | 12.63% | 9.89% |
VOO | -5.74% | -3.16% | -4.28% | 10.88% | 15.41% | 11.60% |
MSFT Microsoft Corporation | -6.85% | 0.48% | -8.11% | -1.05% | 17.89% | 23.95% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью JVV Current IRA since 19 Aug 2024, 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 | 1.24% | -0.31% | -3.12% | -1.15% | -3.34% | ||||||||
| 2024 | 2.93% | 6.53% | 4.56% | -2.96% | 5.68% | 2.29% | 3.39% | 3.23% | 0.74% | -1.05% | 5.83% | -4.89% | 28.79% |
| 2023 | 5.77% | -0.99% | 3.88% | 3.18% | 0.41% | 7.64% | 2.83% | 0.00% | -4.12% | 0.57% | 8.60% | 3.69% | 35.45% |
| 2022 | -3.28% | 1.17% | 2.40% | -6.27% | 0.80% | -7.37% | 9.48% | -2.73% | -7.80% | 11.41% | 6.41% | -4.57% | -2.58% |
| 2021 | -1.38% | 4.48% | 5.07% | 5.82% | 2.27% | 2.38% | 1.50% | 2.27% | -3.06% | 5.98% | 1.01% | 5.04% | 35.75% |
| 2020 | 2.06% | -7.83% | -14.57% | 13.74% | 6.15% | 1.61% | 5.25% | 6.95% | -3.37% | -3.11% | 12.91% | 5.04% | 23.23% |
| 2019 | 7.80% | 4.96% | 2.19% | 4.50% | -4.48% | 7.24% | 1.59% | 0.66% | 1.21% | 1.66% | 3.48% | 2.91% | 38.69% |
| 2018 | 5.70% | -4.00% | -1.50% | 0.56% | 2.22% | -0.16% | 2.75% | 3.11% | 0.55% | -5.75% | 1.14% | -8.23% | -4.39% |
| 2017 | 2.39% | 3.10% | 0.38% | 0.22% | 3.21% | 0.01% | 2.23% | 0.97% | 2.85% | 3.89% | 4.05% | 2.19% | 28.55% |
| 2016 | -4.06% | 0.99% | 6.59% | 0.75% | 2.46% | 1.74% | 4.81% | 0.19% | -0.06% | -2.47% | 5.28% | 1.37% | 18.50% |
| 2015 | -2.22% | 6.05% | -0.39% | 0.37% | 1.96% | -1.72% | 1.72% | -3.97% | -2.88% | 6.60% | 0.83% | -2.96% | 2.80% |
| 2014 | 5.28% | -1.82% | 2.13% | 2.47% | -0.08% | 8.09% |
Комиссия
Комиссия JVV Current IRA since 19 Aug 2024 составляет 0.04%, 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 Current IRA since 19 Aug 2024 составляет 39, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена 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 | |
|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | -0.73 | -0.89 | 0.89 | -0.36 | -1.10 |
AJG Arthur J. Gallagher & Co. | 1.54 | 1.99 | 1.28 | 2.66 | 7.31 |
BRO Brown & Brown, Inc. | 1.76 | 2.29 | 1.34 | 3.13 | 8.35 |
COST Costco Wholesale Corporation | 1.31 | 1.82 | 1.25 | 1.65 | 4.91 |
GIS General Mills, Inc. | -0.75 | -0.93 | 0.89 | -0.48 | -1.24 |
LMT Lockheed Martin Corporation | 0.23 | 0.44 | 1.07 | 0.17 | 0.33 |
LNG Cheniere Energy, Inc. | 1.74 | 2.20 | 1.33 | 2.26 | 7.18 |
TDG | 0.40 | 0.70 | 1.09 | 0.84 | 1.67 |
XLK | 0.08 | 0.33 | 1.04 | 0.10 | 0.31 |
PHM | -0.34 | -0.28 | 0.97 | -0.30 | -0.61 |
FANG Diamondback Energy, Inc. | -0.80 | -0.96 | 0.86 | -0.72 | -1.71 |
SYF | 0.33 | 0.80 | 1.11 | 0.38 | 1.17 |
CBOE Cboe Global Markets, Inc. | 0.76 | 1.17 | 1.14 | 1.14 | 3.13 |
HLT Hilton Worldwide Holdings Inc. | 0.40 | 0.73 | 1.09 | 0.38 | 1.22 |
ITOCY Itochu Corp ADR | 0.29 | 0.65 | 1.08 | 0.33 | 0.76 |
MCK McKesson Corporation | 1.05 | 1.45 | 1.25 | 1.19 | 2.91 |
UHS | 0.05 | 0.30 | 1.04 | 0.05 | 0.10 |
EME EMCOR Group, Inc. | 0.20 | 0.53 | 1.08 | 0.23 | 0.59 |
NVO Novo Nordisk A/S | -1.22 | -1.82 | 0.76 | -0.84 | -1.63 |
NVDA NVIDIA Corporation | 0.39 | 0.93 | 1.12 | 0.62 | 1.60 |
USD=X | — | — | — | — | — |
DECK Deckers Outdoor Corporation | -0.48 | -0.41 | 0.94 | -0.42 | -1.00 |
GLD SPDR Gold Trust | 2.58 | 3.42 | 1.45 | 5.26 | 13.85 |
LLY Eli Lilly and Company | 0.42 | 0.85 | 1.11 | 0.60 | 1.20 |
SCHD | 0.12 | 0.27 | 1.04 | 0.12 | 0.41 |
VOO | 0.42 | 0.71 | 1.11 | 0.42 | 1.70 |
MSFT Microsoft Corporation | -0.16 | -0.06 | 0.99 | -0.16 | -0.36 |
Дивиденды
Дивидендный доход
Дивидендная доходность JVV Current IRA since 19 Aug 2024 за предыдущие двенадцать месяцев составила 1.59%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.59% | 1.51% | 1.55% | 1.59% | 1.22% | 1.54% | 1.85% | 1.76% | 1.81% | 1.96% | 1.75% | 1.97% |
| Активы портфеля: | ||||||||||||
ADM Archer-Daniels-Midland Company | 4.17% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
AJG Arthur J. Gallagher & Co. | 0.76% | 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. | 0.49% | 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 | 0.36% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
GIS General Mills, Inc. | 4.28% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
LMT Lockheed Martin Corporation | 2.70% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
LNG Cheniere Energy, Inc. | 0.80% | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG | 5.44% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
XLK | 0.75% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
PHM | 0.82% | 0.75% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% |
FANG Diamondback Energy, Inc. | 4.54% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
SYF | 1.94% | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% |
CBOE Cboe Global Markets, Inc. | 1.14% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% |
HLT Hilton Worldwide Holdings Inc. | 0.27% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% |
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% |
MCK McKesson Corporation | 0.40% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
UHS | 0.47% | 0.45% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% |
EME EMCOR Group, Inc. | 0.24% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
NVO Novo Nordisk A/S | 2.60% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
NVDA NVIDIA Corporation | 0.04% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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 | 0.61% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
SCHD | 4.05% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VOO | 1.38% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
MSFT Microsoft Corporation | 0.81% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
JVV Current IRA since 19 Aug 2024 показал максимальную просадку в 35.20%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 99 торговых сессий.
Текущая просадка JVV Current IRA since 19 Aug 2024 составляет 8.40%.
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 |
|---|---|---|---|---|---|---|
| -35.2% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 99 | 7 авг. 2020 г. | 122 |
| -17.92% | 2 окт. 2018 г. | 60 | 24 дек. 2018 г. | 60 | 18 мар. 2019 г. | 120 |
| -16.95% | 5 дек. 2024 г. | 89 | 8 апр. 2025 г. | — | — | — |
| -16.87% | 30 мар. 2022 г. | 58 | 17 июн. 2022 г. | 118 | 30 нояб. 2022 г. | 176 |
| -13.31% | 18 авг. 2015 г. | 129 | 11 февр. 2016 г. | 44 | 13 апр. 2016 г. | 173 |
Волатильность
График волатильности
Текущая волатильность JVV Current IRA since 19 Aug 2024 составляет 12.52%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 27, при этом эффективное количество активов равно 14.12, 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
| ^GSPC | USD=X | GLD | GIS | CBOE | NVO | LLY | LNG | FANG | ITOCY | LMT | MCK | DECK | NVDA | ADM | UHS | COST | PHM | SYF | HLT | AJG | TDG | EME | MSFT | BRO | XLK | SCHD | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.01 | 0.24 | 0.26 | 0.38 | 0.41 | 0.40 | 0.39 | 0.42 | 0.40 | 0.42 | 0.49 | 0.63 | 0.47 | 0.47 | 0.57 | 0.51 | 0.57 | 0.59 | 0.56 | 0.58 | 0.60 | 0.75 | 0.59 | 0.90 | 0.83 | 1.00 | 0.94 |
| USD=X | 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 |
| GLD | 0.01 | 0.00 | 1.00 | 0.05 | -0.03 | 0.06 | -0.00 | 0.03 | 0.04 | 0.06 | 0.00 | -0.03 | -0.02 | 0.01 | 0.01 | 0.00 | 0.02 | 0.08 | -0.06 | -0.03 | -0.01 | 0.01 | -0.01 | -0.00 | -0.02 | 0.01 | 0.01 | 0.01 | 0.04 |
| GIS | 0.24 | 0.00 | 0.05 | 1.00 | 0.16 | 0.14 | 0.20 | 0.08 | 0.06 | 0.11 | 0.31 | 0.27 | 0.06 | 0.01 | 0.32 | 0.19 | 0.29 | 0.17 | 0.12 | 0.09 | 0.27 | 0.13 | 0.12 | 0.14 | 0.27 | 0.13 | 0.38 | 0.24 | 0.27 |
| CBOE | 0.26 | 0.00 | -0.03 | 0.16 | 1.00 | 0.13 | 0.17 | 0.07 | 0.09 | 0.11 | 0.22 | 0.21 | 0.11 | 0.11 | 0.16 | 0.17 | 0.20 | 0.15 | 0.19 | 0.15 | 0.33 | 0.18 | 0.18 | 0.20 | 0.31 | 0.20 | 0.27 | 0.26 | 0.30 |
| NVO | 0.38 | 0.00 | 0.06 | 0.14 | 0.13 | 1.00 | 0.43 | 0.11 | 0.10 | 0.18 | 0.18 | 0.27 | 0.19 | 0.26 | 0.17 | 0.22 | 0.25 | 0.19 | 0.15 | 0.18 | 0.25 | 0.23 | 0.20 | 0.33 | 0.26 | 0.36 | 0.30 | 0.38 | 0.37 |
| LLY | 0.41 | 0.00 | -0.00 | 0.20 | 0.17 | 0.43 | 1.00 | 0.14 | 0.11 | 0.18 | 0.23 | 0.34 | 0.18 | 0.23 | 0.19 | 0.28 | 0.30 | 0.18 | 0.15 | 0.18 | 0.33 | 0.21 | 0.23 | 0.32 | 0.33 | 0.35 | 0.36 | 0.41 | 0.40 |
| LNG | 0.40 | 0.00 | 0.03 | 0.08 | 0.07 | 0.11 | 0.14 | 1.00 | 0.49 | 0.20 | 0.22 | 0.21 | 0.23 | 0.23 | 0.34 | 0.25 | 0.12 | 0.22 | 0.30 | 0.32 | 0.25 | 0.30 | 0.30 | 0.21 | 0.25 | 0.30 | 0.40 | 0.39 | 0.47 |
| FANG | 0.39 | 0.00 | 0.04 | 0.06 | 0.09 | 0.10 | 0.11 | 0.49 | 1.00 | 0.19 | 0.21 | 0.21 | 0.23 | 0.21 | 0.36 | 0.25 | 0.12 | 0.23 | 0.37 | 0.31 | 0.22 | 0.32 | 0.37 | 0.19 | 0.22 | 0.27 | 0.44 | 0.39 | 0.48 |
| ITOCY | 0.42 | 0.00 | 0.06 | 0.11 | 0.11 | 0.18 | 0.18 | 0.20 | 0.19 | 1.00 | 0.20 | 0.20 | 0.22 | 0.26 | 0.25 | 0.25 | 0.23 | 0.26 | 0.28 | 0.29 | 0.25 | 0.31 | 0.29 | 0.31 | 0.25 | 0.37 | 0.39 | 0.42 | 0.46 |
| LMT | 0.40 | 0.00 | 0.00 | 0.31 | 0.22 | 0.18 | 0.23 | 0.22 | 0.21 | 0.20 | 1.00 | 0.31 | 0.15 | 0.15 | 0.35 | 0.29 | 0.27 | 0.24 | 0.27 | 0.27 | 0.38 | 0.40 | 0.31 | 0.24 | 0.38 | 0.28 | 0.49 | 0.40 | 0.47 |
| MCK | 0.42 | 0.00 | -0.03 | 0.27 | 0.21 | 0.27 | 0.34 | 0.21 | 0.21 | 0.20 | 0.31 | 1.00 | 0.20 | 0.16 | 0.33 | 0.39 | 0.30 | 0.24 | 0.25 | 0.26 | 0.34 | 0.29 | 0.30 | 0.25 | 0.34 | 0.29 | 0.43 | 0.41 | 0.46 |
| DECK | 0.49 | 0.00 | -0.02 | 0.06 | 0.11 | 0.19 | 0.18 | 0.23 | 0.23 | 0.22 | 0.15 | 0.20 | 1.00 | 0.33 | 0.27 | 0.31 | 0.32 | 0.40 | 0.37 | 0.41 | 0.28 | 0.35 | 0.41 | 0.34 | 0.32 | 0.43 | 0.42 | 0.49 | 0.53 |
| NVDA | 0.63 | 0.00 | 0.01 | 0.01 | 0.11 | 0.26 | 0.23 | 0.23 | 0.21 | 0.26 | 0.15 | 0.16 | 0.33 | 1.00 | 0.18 | 0.20 | 0.36 | 0.30 | 0.30 | 0.37 | 0.26 | 0.37 | 0.36 | 0.59 | 0.31 | 0.74 | 0.41 | 0.62 | 0.60 |
| ADM | 0.47 | 0.00 | 0.01 | 0.32 | 0.16 | 0.17 | 0.19 | 0.34 | 0.36 | 0.25 | 0.35 | 0.33 | 0.27 | 0.18 | 1.00 | 0.34 | 0.26 | 0.30 | 0.40 | 0.33 | 0.34 | 0.32 | 0.38 | 0.25 | 0.35 | 0.32 | 0.59 | 0.47 | 0.52 |
| UHS | 0.47 | 0.00 | 0.00 | 0.19 | 0.17 | 0.22 | 0.28 | 0.25 | 0.25 | 0.25 | 0.29 | 0.39 | 0.31 | 0.20 | 0.34 | 1.00 | 0.27 | 0.36 | 0.38 | 0.35 | 0.35 | 0.38 | 0.42 | 0.27 | 0.38 | 0.34 | 0.51 | 0.47 | 0.54 |
| COST | 0.57 | 0.00 | 0.02 | 0.29 | 0.20 | 0.25 | 0.30 | 0.12 | 0.12 | 0.23 | 0.27 | 0.30 | 0.32 | 0.36 | 0.26 | 0.27 | 1.00 | 0.30 | 0.26 | 0.30 | 0.38 | 0.31 | 0.32 | 0.47 | 0.40 | 0.51 | 0.48 | 0.56 | 0.55 |
| PHM | 0.51 | 0.00 | 0.08 | 0.17 | 0.15 | 0.19 | 0.18 | 0.22 | 0.23 | 0.26 | 0.24 | 0.24 | 0.40 | 0.30 | 0.30 | 0.36 | 0.30 | 1.00 | 0.40 | 0.38 | 0.34 | 0.38 | 0.43 | 0.33 | 0.38 | 0.41 | 0.50 | 0.51 | 0.57 |
| SYF | 0.57 | 0.00 | -0.06 | 0.12 | 0.19 | 0.15 | 0.15 | 0.30 | 0.37 | 0.28 | 0.27 | 0.25 | 0.37 | 0.30 | 0.40 | 0.38 | 0.26 | 0.40 | 1.00 | 0.49 | 0.35 | 0.43 | 0.48 | 0.32 | 0.37 | 0.43 | 0.60 | 0.56 | 0.61 |
| HLT | 0.59 | 0.00 | -0.03 | 0.09 | 0.15 | 0.18 | 0.18 | 0.32 | 0.31 | 0.29 | 0.27 | 0.26 | 0.41 | 0.37 | 0.33 | 0.35 | 0.30 | 0.38 | 0.49 | 1.00 | 0.37 | 0.51 | 0.46 | 0.38 | 0.38 | 0.49 | 0.53 | 0.58 | 0.61 |
| AJG | 0.56 | 0.00 | -0.01 | 0.27 | 0.33 | 0.25 | 0.33 | 0.25 | 0.22 | 0.25 | 0.38 | 0.34 | 0.28 | 0.26 | 0.34 | 0.35 | 0.38 | 0.34 | 0.35 | 0.37 | 1.00 | 0.42 | 0.40 | 0.41 | 0.75 | 0.45 | 0.55 | 0.56 | 0.60 |
| TDG | 0.58 | 0.00 | 0.01 | 0.13 | 0.18 | 0.23 | 0.21 | 0.30 | 0.32 | 0.31 | 0.40 | 0.29 | 0.35 | 0.37 | 0.32 | 0.38 | 0.31 | 0.38 | 0.43 | 0.51 | 0.42 | 1.00 | 0.47 | 0.39 | 0.43 | 0.49 | 0.54 | 0.58 | 0.65 |
| EME | 0.60 | 0.00 | -0.01 | 0.12 | 0.18 | 0.20 | 0.23 | 0.30 | 0.37 | 0.29 | 0.31 | 0.30 | 0.41 | 0.36 | 0.38 | 0.42 | 0.32 | 0.43 | 0.48 | 0.46 | 0.40 | 0.47 | 1.00 | 0.36 | 0.43 | 0.48 | 0.58 | 0.59 | 0.67 |
| MSFT | 0.75 | 0.00 | -0.00 | 0.14 | 0.20 | 0.33 | 0.32 | 0.21 | 0.19 | 0.31 | 0.24 | 0.25 | 0.34 | 0.59 | 0.25 | 0.27 | 0.47 | 0.33 | 0.32 | 0.38 | 0.41 | 0.39 | 0.36 | 1.00 | 0.41 | 0.84 | 0.52 | 0.74 | 0.67 |
| BRO | 0.59 | 0.00 | -0.02 | 0.27 | 0.31 | 0.26 | 0.33 | 0.25 | 0.22 | 0.25 | 0.38 | 0.34 | 0.32 | 0.31 | 0.35 | 0.38 | 0.40 | 0.38 | 0.37 | 0.38 | 0.75 | 0.43 | 0.43 | 0.41 | 1.00 | 0.47 | 0.58 | 0.59 | 0.63 |
| XLK | 0.90 | 0.00 | 0.01 | 0.13 | 0.20 | 0.36 | 0.35 | 0.30 | 0.27 | 0.37 | 0.28 | 0.29 | 0.43 | 0.74 | 0.32 | 0.34 | 0.51 | 0.41 | 0.43 | 0.49 | 0.45 | 0.49 | 0.48 | 0.84 | 0.47 | 1.00 | 0.64 | 0.89 | 0.83 |
| SCHD | 0.83 | 0.00 | 0.01 | 0.38 | 0.27 | 0.30 | 0.36 | 0.40 | 0.44 | 0.39 | 0.49 | 0.43 | 0.42 | 0.41 | 0.59 | 0.51 | 0.48 | 0.50 | 0.60 | 0.53 | 0.55 | 0.54 | 0.58 | 0.52 | 0.58 | 0.64 | 1.00 | 0.83 | 0.85 |
| VOO | 1.00 | 0.00 | 0.01 | 0.24 | 0.26 | 0.38 | 0.41 | 0.39 | 0.39 | 0.42 | 0.40 | 0.41 | 0.49 | 0.62 | 0.47 | 0.47 | 0.56 | 0.51 | 0.56 | 0.58 | 0.56 | 0.58 | 0.59 | 0.74 | 0.59 | 0.89 | 0.83 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.00 | 0.04 | 0.27 | 0.30 | 0.37 | 0.40 | 0.47 | 0.48 | 0.46 | 0.47 | 0.46 | 0.53 | 0.60 | 0.52 | 0.54 | 0.55 | 0.57 | 0.61 | 0.61 | 0.60 | 0.65 | 0.67 | 0.67 | 0.63 | 0.83 | 0.85 | 0.94 | 1.00 |