DEFENSIVE PORTFOLIO VERSION 3
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в DEFENSIVE PORTFOLIO VERSION 3 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 28 июл. 2023 г., начальной даты FBY
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
S&P 500 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
DEFENSIVE PORTFOLIO VERSION 3 | 30.17% | 1.80% | 13.65% | 40.08% | N/A | N/A |
Активы портфеля: | ||||||
iShares High Yield Corporate Bond Buywrite Strategy ETF | 6.42% | 0.85% | 3.85% | 6.89% | N/A | N/A |
13.86% | 0.92% | 7.26% | 16.28% | N/A | N/A | |
8.59% | 0.00% | 6.23% | 12.99% | N/A | N/A | |
NVIDIA Corporation | 140.55% | -4.39% | 34.67% | 171.38% | 92.52% | 74.60% |
3.83% | 0.41% | 2.67% | 5.44% | N/A | N/A | |
YieldMax NVDA Option Income Strategy ETF | 86.49% | -2.31% | 25.47% | 105.94% | N/A | N/A |
British American Tobacco p.l.c. | 40.96% | 9.15% | 32.88% | 29.35% | 9.76% | 2.13% |
74.07% | 2.49% | 34.01% | 139.27% | N/A | N/A | |
Lockheed Martin Corporation | 28.23% | 2.31% | 33.18% | 38.03% | 11.12% | 15.50% |
Altria Group, Inc. | 37.15% | 3.20% | 24.30% | 30.10% | 13.20% | 8.22% |
Coca-Cola Consolidated, Inc. | 42.54% | 2.85% | 55.75% | 105.50% | 36.50% | 33.94% |
Boston Scientific Corporation | 44.46% | 6.72% | 24.20% | 57.86% | 14.60% | 21.05% |
AbbVie Inc. | 29.27% | 0.47% | 11.17% | 33.01% | 27.76% | 17.40% |
61.34% | 8.30% | 23.88% | 85.36% | N/A | N/A | |
67.68% | -0.80% | 27.11% | 96.30% | N/A | N/A | |
35.20% | 11.89% | 29.04% | 51.80% | N/A | N/A | |
Meta Platforms, Inc. | 48.52% | -0.53% | 5.67% | 75.05% | 22.98% | 21.37% |
YieldMax META Option Income ETF | 28.93% | 3.36% | 5.22% | 56.63% | N/A | N/A |
Fidelity Floating Rate High Income Fund | 5.83% | 0.83% | 3.17% | 8.30% | 5.18% | 4.38% |
National Health Investors, Inc. | 56.63% | 14.48% | 44.37% | 77.70% | 7.38% | 9.62% |
ACI Worldwide, Inc. | 58.43% | 2.06% | 52.74% | 105.95% | 8.21% | 9.75% |
CACI International Inc | 51.41% | 5.39% | 33.17% | 54.25% | 17.83% | 21.08% |
114.91% | 3.67% | 61.80% | 132.75% | N/A | N/A | |
53.04% | 2.79% | 31.42% | 85.22% | N/A | N/A | |
35.66% | 13.83% | 26.87% | 83.96% | N/A | N/A | |
KKR & Co. Inc. | 48.96% | 3.12% | 29.48% | 92.11% | 35.91% | 21.73% |
Abercrombie & Fitch Co. | 54.09% | -17.65% | 3.91% | 159.43% | 53.92% | 15.65% |
The Hartford Financial Services Group, Inc. | 45.47% | 4.86% | 16.77% | 61.19% | 16.57% | 14.45% |
35.64% | -1.64% | 8.63% | 64.58% | N/A | N/A | |
Colgate-Palmolive Company | 34.91% | 3.68% | 21.10% | 47.94% | 11.28% | 7.44% |
Leidos Holdings, Inc. | 44.83% | 5.31% | 23.70% | 67.27% | 14.25% | 21.97% |
78.66% | 7.98% | 11.20% | 124.94% | N/A | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью DEFENSIVE PORTFOLIO VERSION 3, 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 | 3.84% | 7.57% | 3.95% | -1.04% | 5.21% | 2.19% | 1.34% | 3.65% | 30.17% | ||||
2023 | -0.05% | 1.45% | -2.38% | -0.79% | 6.09% | 3.55% | 7.90% |
Комиссия
Комиссия DEFENSIVE PORTFOLIO VERSION 3 составляет 0.42%, что примерно соответствует среднему уровню по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг DEFENSIVE PORTFOLIO VERSION 3 среди портфелей на нашем сайте составляет 99, что соответствует топ 1% 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 | |
---|---|---|---|---|---|
iShares High Yield Corporate Bond Buywrite Strategy ETF | 2.57 | 3.52 | 1.58 | 2.14 | 13.49 |
2.04 | 2.73 | 1.42 | 2.57 | 13.24 | |
1.17 | 1.56 | 1.29 | 1.27 | 9.18 | |
NVIDIA Corporation | 3.71 | 3.78 | 1.49 | 7.04 | 22.53 |
21.56 | — | — | — | — | |
YieldMax NVDA Option Income Strategy ETF | 2.85 | 3.28 | 1.47 | 5.66 | 18.93 |
British American Tobacco p.l.c. | 1.47 | 1.96 | 1.30 | 2.22 | 5.95 |
4.45 | 4.87 | 1.61 | 9.56 | 39.09 | |
Lockheed Martin Corporation | 2.42 | 4.18 | 1.53 | 3.35 | 12.89 |
Altria Group, Inc. | 1.77 | 2.23 | 1.37 | 2.72 | 10.09 |
Coca-Cola Consolidated, Inc. | 3.24 | 4.50 | 1.60 | 6.35 | 17.35 |
Boston Scientific Corporation | 2.91 | 3.67 | 1.54 | 4.96 | 23.05 |
AbbVie Inc. | 1.69 | 2.20 | 1.31 | 2.24 | 5.68 |
3.83 | 5.18 | 1.70 | 11.36 | 33.80 | |
2.84 | 3.45 | 1.45 | 4.67 | 15.61 | |
2.45 | 3.47 | 1.44 | 5.45 | 15.04 | |
Meta Platforms, Inc. | 2.13 | 3.02 | 1.41 | 4.22 | 12.77 |
YieldMax META Option Income ETF | 2.14 | 2.71 | 1.40 | 3.84 | 11.01 |
Fidelity Floating Rate High Income Fund | 3.30 | 9.66 | 3.00 | 9.88 | 43.16 |
National Health Investors, Inc. | 3.75 | 4.89 | 1.61 | 7.00 | 28.46 |
ACI Worldwide, Inc. | 3.41 | 4.59 | 1.56 | 5.42 | 24.33 |
CACI International Inc | 3.06 | 4.23 | 1.56 | 4.18 | 18.97 |
3.91 | 4.44 | 1.60 | 4.27 | 18.35 | |
3.37 | 4.38 | 1.58 | 5.35 | 23.01 | |
2.93 | 3.78 | 1.47 | 4.77 | 17.46 | |
KKR & Co. Inc. | 3.17 | 3.89 | 1.52 | 6.32 | 22.67 |
Abercrombie & Fitch Co. | 3.26 | 3.36 | 1.46 | 5.41 | 14.91 |
The Hartford Financial Services Group, Inc. | 3.35 | 4.30 | 1.63 | 7.96 | 25.87 |
3.08 | 4.28 | 1.54 | 4.02 | 28.75 | |
Colgate-Palmolive Company | 3.35 | 4.61 | 1.62 | 4.28 | 28.59 |
Leidos Holdings, Inc. | 3.69 | 5.52 | 1.77 | 7.65 | 27.11 |
2.52 | 2.72 | 1.36 | 3.72 | 10.59 |
Дивиденды
Дивидендный доход
Дивидендная доходность DEFENSIVE PORTFOLIO VERSION 3 за предыдущие двенадцать месяцев составила 10.40%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DEFENSIVE PORTFOLIO VERSION 3 | 10.40% | 8.67% | 5.06% | 1.67% | 2.70% | 1.64% | 1.64% | 1.34% | 2.18% | 1.61% | 1.52% | 1.57% |
Активы портфеля: | ||||||||||||
iShares High Yield Corporate Bond Buywrite Strategy ETF | 13.25% | 15.98% | 8.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
11.79% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
16.22% | 16.36% | 18.21% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
5.23% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
YieldMax NVDA Option Income Strategy ETF | 77.03% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
British American Tobacco p.l.c. | 7.32% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.77% | 4.21% | 4.55% | 4.04% |
0.00% | 0.00% | 0.00% | 0.00% | 128.87% | 1.71% | 1.46% | 1.35% | 1.92% | 4.01% | 2.72% | 1.50% | |
Lockheed Martin Corporation | 2.21% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Altria Group, Inc. | 5.55% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
Coca-Cola Consolidated, Inc. | 1.39% | 0.54% | 0.19% | 0.16% | 0.37% | 0.34% | 0.55% | 0.45% | 0.55% | 0.53% | 1.11% | 1.33% |
Boston Scientific 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% |
AbbVie Inc. | 3.15% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% | |
1.27% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% | |
5.13% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% | |
Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YieldMax META Option Income ETF | 50.95% | 8.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Fidelity Floating Rate High Income Fund | 8.51% | 8.23% | 5.06% | 3.26% | 3.84% | 5.15% | 4.72% | 4.05% | 3.94% | 4.25% | 4.00% | 3.46% |
National Health Investors, Inc. | 4.23% | 6.45% | 6.89% | 6.62% | 6.38% | 5.15% | 5.30% | 5.04% | 4.85% | 5.59% | 4.40% | 5.56% |
ACI Worldwide, 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% |
CACI International 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% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.34% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% | 0.25% | |
0.43% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% | |
KKR & Co. Inc. | 0.55% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
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% |
The Hartford Financial Services Group, Inc. | 1.63% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% | 1.38% |
1.45% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% | |
Colgate-Palmolive Company | 1.85% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
Leidos Holdings, Inc. | 0.98% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
0.09% | 0.05% | 0.07% | 0.04% | 0.05% | 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
DEFENSIVE PORTFOLIO VERSION 3 показал максимальную просадку в 4.78%, зарегистрированную 27 окт. 2023 г.. Полное восстановление заняло 10 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 |
---|---|---|---|---|---|---|
-4.78% | 5 сент. 2023 г. | 40 | 27 окт. 2023 г. | 10 | 10 нояб. 2023 г. | 50 |
-4.04% | 11 июл. 2024 г. | 18 | 5 авг. 2024 г. | 6 | 13 авг. 2024 г. | 24 |
-3.74% | 25 мар. 2024 г. | 20 | 19 апр. 2024 г. | 11 | 6 мая 2024 г. | 31 |
-2.68% | 8 авг. 2023 г. | 8 | 17 авг. 2023 г. | 8 | 29 авг. 2023 г. | 16 |
-2.49% | 3 сент. 2024 г. | 4 | 6 сент. 2024 г. | 5 | 13 сент. 2024 г. | 9 |
Волатильность
График волатильности
Текущая волатильность DEFENSIVE PORTFOLIO VERSION 3 составляет 2.81%, 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
SGOV | PGR | FFRHX | T | LMT | ABBV | CL | COKE | MO | BSX | ANF | HIG | BTI | NHI | TXRH | LDOS | RYCEY | VRT | ACIW | FBY | THC | CACI | NVDY | HYGW | NVDA | UHS | META | TSM | SVOL | PHM | KKR | SPYI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV | 1.00 | -0.04 | 0.00 | 0.06 | 0.01 | 0.07 | 0.08 | -0.05 | 0.07 | 0.04 | 0.04 | -0.02 | 0.15 | 0.09 | -0.04 | 0.06 | 0.00 | 0.02 | 0.09 | -0.01 | -0.01 | 0.04 | 0.10 | 0.14 | 0.07 | 0.01 | 0.01 | 0.12 | 0.04 | 0.10 | 0.04 | 0.06 |
PGR | -0.04 | 1.00 | 0.09 | 0.02 | 0.21 | 0.19 | 0.27 | 0.18 | 0.15 | 0.12 | -0.06 | 0.43 | 0.11 | 0.14 | 0.11 | 0.11 | 0.10 | -0.02 | 0.06 | 0.08 | -0.01 | 0.13 | -0.04 | 0.04 | -0.06 | 0.06 | 0.08 | -0.07 | 0.01 | -0.04 | 0.02 | 0.04 |
FFRHX | 0.00 | 0.09 | 1.00 | 0.18 | 0.04 | 0.03 | 0.05 | 0.16 | 0.08 | 0.06 | 0.15 | 0.11 | 0.14 | 0.10 | 0.12 | 0.11 | 0.13 | 0.03 | 0.18 | 0.09 | 0.20 | 0.07 | 0.06 | 0.11 | 0.06 | 0.16 | 0.06 | 0.13 | 0.22 | 0.12 | 0.17 | 0.23 |
T | 0.06 | 0.02 | 0.18 | 1.00 | 0.17 | 0.26 | 0.19 | 0.08 | 0.30 | 0.15 | -0.07 | 0.23 | 0.30 | 0.17 | 0.04 | 0.05 | -0.03 | -0.07 | 0.14 | -0.08 | 0.11 | 0.09 | -0.16 | 0.19 | -0.16 | 0.17 | -0.07 | -0.14 | 0.09 | 0.17 | 0.03 | 0.09 |
LMT | 0.01 | 0.21 | 0.04 | 0.17 | 1.00 | 0.23 | 0.29 | 0.13 | 0.32 | 0.09 | -0.14 | 0.29 | 0.24 | 0.10 | 0.05 | 0.32 | 0.12 | -0.12 | 0.01 | -0.12 | 0.12 | 0.24 | -0.20 | 0.02 | -0.24 | 0.21 | -0.11 | -0.13 | 0.04 | 0.02 | -0.02 | -0.01 |
ABBV | 0.07 | 0.19 | 0.03 | 0.26 | 0.23 | 1.00 | 0.26 | 0.12 | 0.30 | 0.23 | -0.02 | 0.34 | 0.26 | 0.17 | 0.14 | 0.14 | 0.15 | 0.00 | 0.14 | 0.03 | 0.18 | 0.14 | 0.00 | 0.12 | 0.00 | 0.23 | 0.04 | 0.00 | 0.18 | 0.18 | 0.10 | 0.23 |
CL | 0.08 | 0.27 | 0.05 | 0.19 | 0.29 | 0.26 | 1.00 | 0.20 | 0.37 | 0.28 | -0.07 | 0.24 | 0.27 | 0.23 | 0.24 | 0.22 | 0.12 | 0.00 | 0.13 | -0.00 | 0.11 | 0.20 | -0.14 | 0.14 | -0.14 | 0.29 | -0.01 | -0.09 | 0.14 | 0.11 | 0.02 | 0.14 |
COKE | -0.05 | 0.18 | 0.16 | 0.08 | 0.13 | 0.12 | 0.20 | 1.00 | 0.18 | 0.19 | 0.23 | 0.19 | 0.21 | 0.24 | 0.20 | 0.16 | 0.23 | 0.11 | 0.21 | 0.26 | 0.20 | 0.22 | 0.09 | 0.21 | 0.09 | 0.22 | 0.26 | 0.16 | 0.26 | 0.23 | 0.30 | 0.27 |
MO | 0.07 | 0.15 | 0.08 | 0.30 | 0.32 | 0.30 | 0.37 | 0.18 | 1.00 | 0.18 | 0.01 | 0.33 | 0.65 | 0.33 | 0.15 | 0.24 | 0.06 | -0.04 | 0.26 | -0.01 | 0.23 | 0.20 | -0.07 | 0.29 | -0.11 | 0.24 | -0.02 | -0.05 | 0.19 | 0.18 | 0.14 | 0.23 |
BSX | 0.04 | 0.12 | 0.06 | 0.15 | 0.09 | 0.23 | 0.28 | 0.19 | 0.18 | 1.00 | 0.12 | 0.18 | 0.09 | 0.16 | 0.20 | 0.26 | 0.32 | 0.26 | 0.17 | 0.23 | 0.29 | 0.21 | 0.19 | 0.29 | 0.17 | 0.28 | 0.26 | 0.20 | 0.28 | 0.24 | 0.26 | 0.42 |
ANF | 0.04 | -0.06 | 0.15 | -0.07 | -0.14 | -0.02 | -0.07 | 0.23 | 0.01 | 0.12 | 1.00 | 0.07 | 0.07 | 0.16 | 0.28 | 0.18 | 0.26 | 0.42 | 0.23 | 0.23 | 0.25 | 0.20 | 0.43 | 0.17 | 0.41 | 0.21 | 0.25 | 0.34 | 0.32 | 0.32 | 0.32 | 0.41 |
HIG | -0.02 | 0.43 | 0.11 | 0.23 | 0.29 | 0.34 | 0.24 | 0.19 | 0.33 | 0.18 | 0.07 | 1.00 | 0.33 | 0.25 | 0.33 | 0.32 | 0.13 | 0.09 | 0.22 | 0.11 | 0.27 | 0.35 | 0.03 | 0.18 | 0.01 | 0.33 | 0.10 | -0.00 | 0.18 | 0.27 | 0.28 | 0.27 |
BTI | 0.15 | 0.11 | 0.14 | 0.30 | 0.24 | 0.26 | 0.27 | 0.21 | 0.65 | 0.09 | 0.07 | 0.33 | 1.00 | 0.36 | 0.24 | 0.26 | 0.10 | -0.01 | 0.34 | 0.16 | 0.26 | 0.25 | 0.06 | 0.30 | 0.02 | 0.27 | 0.14 | 0.09 | 0.33 | 0.31 | 0.26 | 0.29 |
NHI | 0.09 | 0.14 | 0.10 | 0.17 | 0.10 | 0.17 | 0.23 | 0.24 | 0.33 | 0.16 | 0.16 | 0.25 | 0.36 | 1.00 | 0.20 | 0.28 | 0.23 | 0.14 | 0.47 | 0.11 | 0.29 | 0.34 | 0.05 | 0.33 | 0.05 | 0.29 | 0.14 | 0.13 | 0.34 | 0.40 | 0.34 | 0.36 |
TXRH | -0.04 | 0.11 | 0.12 | 0.04 | 0.05 | 0.14 | 0.24 | 0.20 | 0.15 | 0.20 | 0.28 | 0.33 | 0.24 | 0.20 | 1.00 | 0.25 | 0.34 | 0.34 | 0.26 | 0.28 | 0.30 | 0.33 | 0.25 | 0.25 | 0.21 | 0.28 | 0.28 | 0.26 | 0.26 | 0.38 | 0.28 | 0.40 |
LDOS | 0.06 | 0.11 | 0.11 | 0.05 | 0.32 | 0.14 | 0.22 | 0.16 | 0.24 | 0.26 | 0.18 | 0.32 | 0.26 | 0.28 | 0.25 | 1.00 | 0.28 | 0.25 | 0.32 | 0.14 | 0.37 | 0.58 | 0.16 | 0.17 | 0.14 | 0.39 | 0.16 | 0.20 | 0.31 | 0.37 | 0.35 | 0.36 |
RYCEY | 0.00 | 0.10 | 0.13 | -0.03 | 0.12 | 0.15 | 0.12 | 0.23 | 0.06 | 0.32 | 0.26 | 0.13 | 0.10 | 0.23 | 0.34 | 0.28 | 1.00 | 0.38 | 0.25 | 0.32 | 0.19 | 0.26 | 0.28 | 0.37 | 0.31 | 0.23 | 0.35 | 0.40 | 0.41 | 0.38 | 0.42 | 0.46 |
VRT | 0.02 | -0.02 | 0.03 | -0.07 | -0.12 | 0.00 | 0.00 | 0.11 | -0.04 | 0.26 | 0.42 | 0.09 | -0.01 | 0.14 | 0.34 | 0.25 | 0.38 | 1.00 | 0.16 | 0.44 | 0.30 | 0.24 | 0.56 | 0.24 | 0.59 | 0.27 | 0.48 | 0.53 | 0.40 | 0.36 | 0.44 | 0.57 |
ACIW | 0.09 | 0.06 | 0.18 | 0.14 | 0.01 | 0.14 | 0.13 | 0.21 | 0.26 | 0.17 | 0.23 | 0.22 | 0.34 | 0.47 | 0.26 | 0.32 | 0.25 | 0.16 | 1.00 | 0.23 | 0.35 | 0.43 | 0.13 | 0.37 | 0.15 | 0.37 | 0.27 | 0.25 | 0.37 | 0.45 | 0.42 | 0.46 |
FBY | -0.01 | 0.08 | 0.09 | -0.08 | -0.12 | 0.03 | -0.00 | 0.26 | -0.01 | 0.23 | 0.23 | 0.11 | 0.16 | 0.11 | 0.28 | 0.14 | 0.32 | 0.44 | 0.23 | 1.00 | 0.26 | 0.16 | 0.48 | 0.31 | 0.49 | 0.17 | 0.92 | 0.47 | 0.36 | 0.30 | 0.45 | 0.57 |
THC | -0.01 | -0.01 | 0.20 | 0.11 | 0.12 | 0.18 | 0.11 | 0.20 | 0.23 | 0.29 | 0.25 | 0.27 | 0.26 | 0.29 | 0.30 | 0.37 | 0.19 | 0.30 | 0.35 | 0.26 | 1.00 | 0.34 | 0.20 | 0.20 | 0.19 | 0.65 | 0.25 | 0.27 | 0.26 | 0.45 | 0.43 | 0.43 |
CACI | 0.04 | 0.13 | 0.07 | 0.09 | 0.24 | 0.14 | 0.20 | 0.22 | 0.20 | 0.21 | 0.20 | 0.35 | 0.25 | 0.34 | 0.33 | 0.58 | 0.26 | 0.24 | 0.43 | 0.16 | 0.34 | 1.00 | 0.19 | 0.29 | 0.17 | 0.38 | 0.19 | 0.24 | 0.29 | 0.42 | 0.41 | 0.40 |
NVDY | 0.10 | -0.04 | 0.06 | -0.16 | -0.20 | 0.00 | -0.14 | 0.09 | -0.07 | 0.19 | 0.43 | 0.03 | 0.06 | 0.05 | 0.25 | 0.16 | 0.28 | 0.56 | 0.13 | 0.48 | 0.20 | 0.19 | 1.00 | 0.27 | 0.95 | 0.13 | 0.51 | 0.66 | 0.39 | 0.28 | 0.41 | 0.61 |
HYGW | 0.14 | 0.04 | 0.11 | 0.19 | 0.02 | 0.12 | 0.14 | 0.21 | 0.29 | 0.29 | 0.17 | 0.18 | 0.30 | 0.33 | 0.25 | 0.17 | 0.37 | 0.24 | 0.37 | 0.31 | 0.20 | 0.29 | 0.27 | 1.00 | 0.27 | 0.27 | 0.33 | 0.40 | 0.49 | 0.44 | 0.42 | 0.51 |
NVDA | 0.07 | -0.06 | 0.06 | -0.16 | -0.24 | 0.00 | -0.14 | 0.09 | -0.11 | 0.17 | 0.41 | 0.01 | 0.02 | 0.05 | 0.21 | 0.14 | 0.31 | 0.59 | 0.15 | 0.49 | 0.19 | 0.17 | 0.95 | 0.27 | 1.00 | 0.15 | 0.53 | 0.67 | 0.41 | 0.28 | 0.42 | 0.63 |
UHS | 0.01 | 0.06 | 0.16 | 0.17 | 0.21 | 0.23 | 0.29 | 0.22 | 0.24 | 0.28 | 0.21 | 0.33 | 0.27 | 0.29 | 0.28 | 0.39 | 0.23 | 0.27 | 0.37 | 0.17 | 0.65 | 0.38 | 0.13 | 0.27 | 0.15 | 1.00 | 0.22 | 0.21 | 0.27 | 0.47 | 0.32 | 0.41 |
META | 0.01 | 0.08 | 0.06 | -0.07 | -0.11 | 0.04 | -0.01 | 0.26 | -0.02 | 0.26 | 0.25 | 0.10 | 0.14 | 0.14 | 0.28 | 0.16 | 0.35 | 0.48 | 0.27 | 0.92 | 0.25 | 0.19 | 0.51 | 0.33 | 0.53 | 0.22 | 1.00 | 0.52 | 0.37 | 0.34 | 0.49 | 0.63 |
TSM | 0.12 | -0.07 | 0.13 | -0.14 | -0.13 | 0.00 | -0.09 | 0.16 | -0.05 | 0.20 | 0.34 | -0.00 | 0.09 | 0.13 | 0.26 | 0.20 | 0.40 | 0.53 | 0.25 | 0.47 | 0.27 | 0.24 | 0.66 | 0.40 | 0.67 | 0.21 | 0.52 | 1.00 | 0.49 | 0.32 | 0.50 | 0.63 |
SVOL | 0.04 | 0.01 | 0.22 | 0.09 | 0.04 | 0.18 | 0.14 | 0.26 | 0.19 | 0.28 | 0.32 | 0.18 | 0.33 | 0.34 | 0.26 | 0.31 | 0.41 | 0.40 | 0.37 | 0.36 | 0.26 | 0.29 | 0.39 | 0.49 | 0.41 | 0.27 | 0.37 | 0.49 | 1.00 | 0.38 | 0.49 | 0.69 |
PHM | 0.10 | -0.04 | 0.12 | 0.17 | 0.02 | 0.18 | 0.11 | 0.23 | 0.18 | 0.24 | 0.32 | 0.27 | 0.31 | 0.40 | 0.38 | 0.37 | 0.38 | 0.36 | 0.45 | 0.30 | 0.45 | 0.42 | 0.28 | 0.44 | 0.28 | 0.47 | 0.34 | 0.32 | 0.38 | 1.00 | 0.52 | 0.51 |
KKR | 0.04 | 0.02 | 0.17 | 0.03 | -0.02 | 0.10 | 0.02 | 0.30 | 0.14 | 0.26 | 0.32 | 0.28 | 0.26 | 0.34 | 0.28 | 0.35 | 0.42 | 0.44 | 0.42 | 0.45 | 0.43 | 0.41 | 0.41 | 0.42 | 0.42 | 0.32 | 0.49 | 0.50 | 0.49 | 0.52 | 1.00 | 0.63 |
SPYI | 0.06 | 0.04 | 0.23 | 0.09 | -0.01 | 0.23 | 0.14 | 0.27 | 0.23 | 0.42 | 0.41 | 0.27 | 0.29 | 0.36 | 0.40 | 0.36 | 0.46 | 0.57 | 0.46 | 0.57 | 0.43 | 0.40 | 0.61 | 0.51 | 0.63 | 0.41 | 0.63 | 0.63 | 0.69 | 0.51 | 0.63 | 1.00 |