23 Stocks with 10% long-term bonds
Model buy and hold portfolio with 23 companies with solid track record, and 9% Long-Term Treasures. Initial modeling made with Portfoliovisualizer with backfill of AVGO with CSCO and TDM with LMT to prolong track record to 2001. Picked companies with long track record so no TSLA and the likes, kept weight between 3% and 7% except Lockheed Martin, 9% ( for geopolitical reasons). Also, made the portfolio diversified and with some international exposure. Bonds added to decrease the volativity.
24 June 24: replaced VUSUX with 4% BIL( 1-3 month -T bills), 2%GBTC ( bitcoin trust) and 3 % SVR (Physical silver).
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AAPL Apple Inc | Technology | 7% |
ANSS ANSYS, Inc. | Technology | 3% |
AVGO Broadcom Inc. | Technology | 2% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 4% |
BLK BlackRock, Inc. | Financial Services | 3% |
BRO Brown & Brown, Inc. | Financial Services | 3% |
COST Costco Wholesale Corporation | Consumer Defensive | 3% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 3% |
ENB Enbridge Inc. | Energy | 3% |
EW Edwards Lifesciences Corporation | Healthcare | 3% |
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 2% |
LLY Eli Lilly and Company | Healthcare | 3% |
LMT Lockheed Martin Corporation | Industrials | 9% |
LNG Cheniere Energy, Inc. | Energy | 3% |
MKC McCormick & Company, Incorporated | Consumer Defensive | 2% |
NEE NextEra Energy, Inc. | Utilities | 3% |
NOC Northrop Grumman Corporation | Industrials | 3% |
NVO Novo Nordisk A/S | Healthcare | 7% |
O Realty Income Corporation | Real Estate | 3% |
ODFL | 7% | |
SIVR | 3% | |
STRL | 3% | |
TDG | 5.10% | |
TMO | 3% | |
TYL | 6.90% | |
UNH | 3% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в 23 Stocks with 10% long-term bonds 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 4 мая 2015 г., начальной даты GBTC
Доходность по периодам
| 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% |
| 23 Stocks with 10% long-term bonds | -5.84% | 3.58% | 4.42% | 16.43% | 30.73% | N/A |
| Активы портфеля: | ||||||
LMT Lockheed Martin Corporation | -0.98% | 7.29% | -13.89% | 5.46% | 7.46% | 12.43% |
LLY Eli Lilly and Company | 14.78% | 6.99% | -0.58% | 22.82% | 42.11% | 31.14% |
O Realty Income Corporation | 8.57% | 1.05% | -4.56% | 11.82% | 9.23% | 6.98% |
UNH | -16.89% | -19.21% | -25.24% | -13.88% | 9.14% | N/A |
BLK BlackRock, Inc. | -10.97% | -6.25% | -5.84% | 22.57% | 16.69% | 11.99% |
LNG Cheniere Energy, Inc. | 8.77% | 0.31% | 26.69% | 47.79% | 42.11% | 12.39% |
NEE NextEra Energy, Inc. | -7.05% | -5.22% | -17.62% | 1.57% | 4.48% | 12.65% |
COST Costco Wholesale Corporation | 6.76% | 5.10% | 9.91% | 35.89% | 27.96% | 23.10% |
NOC Northrop Grumman Corporation | 1.29% | -6.69% | -8.09% | -1.38% | 8.68% | 13.28% |
TMO | -18.38% | -17.41% | -23.35% | -25.58% | 5.50% | N/A |
NVO Novo Nordisk A/S | -26.67% | -12.06% | -44.36% | -49.66% | 15.77% | 10.42% |
TYL | -9.02% | -9.13% | -13.41% | 14.53% | 10.79% | N/A |
AAPL Apple Inc | -16.34% | -5.53% | -9.36% | 23.77% | 25.03% | 21.84% |
TDG | 8.75% | -1.14% | 1.72% | 15.79% | 38.56% | N/A |
BRO Brown & Brown, Inc. | 12.33% | -6.02% | 10.37% | 39.88% | 27.87% | 22.87% |
ANSS ANSYS, Inc. | -4.94% | -0.82% | -0.66% | -1.94% | 4.34% | 14.01% |
ODFL | -16.68% | -13.00% | -25.60% | -24.96% | 16.21% | N/A |
AVGO Broadcom Inc. | -16.80% | 7.27% | 11.80% | 50.38% | 52.66% | 35.81% |
MKC McCormick & Company, Incorporated | -1.65% | -7.28% | -3.13% | 0.94% | 1.20% | 8.96% |
EW Edwards Lifesciences Corporation | 2.72% | 6.96% | 9.60% | -13.60% | 0.41% | 13.42% |
STRL | -9.91% | 20.86% | 0.72% | 48.48% | 76.86% | N/A |
DECK Deckers Outdoor Corporation | -46.24% | -7.59% | -35.05% | -18.77% | 36.77% | 24.42% |
ENB Enbridge Inc. | 10.49% | 3.75% | 16.27% | 35.94% | 17.44% | 4.51% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.33% | 0.37% | 2.17% | 4.82% | 2.54% | 1.75% |
GBTC Grayscale Bitcoin Trust (BTC) | 1.78% | 10.13% | 41.91% | 30.80% | 54.69% | N/A |
SIVR | 14.25% | -1.65% | -2.11% | 20.14% | 16.43% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью 23 Stocks with 10% long-term bonds, 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 | 1.11% | -7.97% | -5.30% | 6.86% | -5.84% | ||||||||
| 2024 | 1.95% | 19.19% | 6.19% | -8.41% | 10.15% | -2.45% | 1.21% | 0.05% | 4.02% | 1.97% | 16.03% | -4.76% | 50.73% |
| 2023 | 8.22% | -0.38% | 8.87% | 1.31% | -0.74% | 12.89% | 2.22% | 3.54% | -4.66% | 6.07% | 6.83% | 8.76% | 65.72% |
| 2022 | -12.31% | 3.98% | 2.97% | -8.92% | -6.79% | -11.73% | 12.67% | -6.20% | -7.82% | 8.13% | 2.55% | -3.58% | -26.71% |
| 2021 | 1.78% | 9.67% | 7.81% | -0.01% | -13.46% | 2.16% | 7.41% | 4.75% | -6.15% | 21.02% | -1.90% | -5.33% | 26.27% |
| 2020 | 8.74% | -8.03% | -13.34% | 14.42% | 8.37% | -1.28% | 10.60% | 7.36% | -6.32% | 5.63% | 17.11% | 13.76% | 66.10% |
| 2019 | 6.94% | 6.31% | 2.12% | 7.25% | 4.91% | 13.95% | -1.00% | -0.95% | -0.51% | 4.63% | 0.54% | -0.77% | 51.58% |
| 2018 | -8.33% | 2.53% | -13.91% | 10.78% | -3.14% | -7.99% | 6.52% | 1.22% | -1.14% | -10.33% | -1.62% | -8.66% | -31.39% |
| 2017 | 1.36% | 4.79% | -0.84% | 4.07% | 17.14% | -1.56% | 2.23% | 20.09% | -5.56% | 6.85% | 20.79% | 10.19% | 108.40% |
| 2016 | -4.74% | 0.45% | 5.30% | 2.86% | 1.40% | 4.87% | 3.35% | -1.97% | 1.46% | -2.37% | 1.08% | 1.46% | 13.43% |
| 2015 | -0.27% | -0.60% | 3.99% | -4.69% | -1.41% | 5.50% | 2.31% | -0.05% | 4.49% |
Комиссия
Комиссия 23 Stocks with 10% long-term bonds составляет 0.01%, 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 23 Stocks with 10% long-term bonds составляет 43, 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 | |
|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 0.29 | 0.52 | 1.08 | 0.21 | 0.43 |
LLY Eli Lilly and Company | 0.54 | 1.01 | 1.13 | 0.79 | 1.61 |
O Realty Income Corporation | 0.69 | 1.05 | 1.13 | 0.51 | 1.40 |
UNH | -0.34 | -0.19 | 0.97 | -0.39 | -1.06 |
BLK BlackRock, Inc. | 0.82 | 1.26 | 1.18 | 0.89 | 3.08 |
LNG Cheniere Energy, Inc. | 1.66 | 2.12 | 1.31 | 2.19 | 7.02 |
NEE NextEra Energy, Inc. | 0.09 | 0.32 | 1.04 | 0.11 | 0.23 |
COST Costco Wholesale Corporation | 1.63 | 2.19 | 1.30 | 2.08 | 6.27 |
NOC Northrop Grumman Corporation | 0.06 | 0.24 | 1.04 | 0.07 | 0.16 |
TMO | -1.04 | -1.49 | 0.82 | -0.71 | -2.06 |
NVO Novo Nordisk A/S | -1.22 | -1.85 | 0.76 | -0.85 | -1.70 |
TYL | 0.93 | 1.61 | 1.20 | 1.05 | 4.27 |
AAPL Apple Inc | 0.80 | 1.30 | 1.19 | 0.78 | 2.94 |
TDG | 0.63 | 0.99 | 1.13 | 1.34 | 2.76 |
BRO Brown & Brown, Inc. | 1.91 | 2.45 | 1.35 | 3.42 | 9.51 |
ANSS ANSYS, Inc. | -0.07 | 0.08 | 1.01 | -0.05 | -0.24 |
ODFL | -0.84 | -1.08 | 0.86 | -0.90 | -2.06 |
AVGO Broadcom Inc. | 0.89 | 1.62 | 1.21 | 1.36 | 3.89 |
MKC McCormick & Company, Incorporated | 0.08 | 0.26 | 1.03 | 0.05 | 0.25 |
EW Edwards Lifesciences Corporation | -0.32 | -0.13 | 0.97 | -0.25 | -0.59 |
STRL | 0.77 | 1.39 | 1.19 | 1.04 | 2.40 |
DECK Deckers Outdoor Corporation | -0.43 | -0.32 | 0.96 | -0.38 | -0.91 |
ENB Enbridge Inc. | 2.38 | 3.08 | 1.42 | 2.44 | 12.67 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.50 | 251.65 | 146.29 | 445.64 | 4,090.73 |
GBTC Grayscale Bitcoin Trust (BTC) | 0.49 | 1.06 | 1.13 | 0.78 | 1.73 |
SIVR | 0.66 | 1.10 | 1.14 | 1.20 | 2.34 |
Дивиденды
Дивидендный доход
Дивидендная доходность 23 Stocks with 10% long-term bonds за предыдущие двенадцать месяцев составила 1.74%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.74% | 1.67% | 1.63% | 1.35% | 1.17% | 1.30% | 1.83% | 1.52% | 1.74% | 1.87% | 1.32% | 1.85% |
| Активы портфеля: | ||||||||||||
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% |
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% |
O Realty Income Corporation | 5.56% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
UNH | 2.01% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
BLK BlackRock, Inc. | 2.26% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
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% |
NEE NextEra Energy, Inc. | 3.19% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
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% |
NOC Northrop Grumman Corporation | 1.74% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% |
TMO | 0.38% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
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% |
TYL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
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% |
ANSS ANSYS, 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% |
ODFL | 0.72% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.16% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
MKC McCormick & Company, Incorporated | 2.33% | 2.24% | 2.32% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% |
EW Edwards Lifesciences 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% |
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% |
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% |
ENB Enbridge Inc. | 5.76% | 6.28% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.76% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% |
SIVR | 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
23 Stocks with 10% long-term bonds показал максимальную просадку в 48.51%, зарегистрированную 24 дек. 2018 г.. Полное восстановление заняло 414 торговых сессий.
Текущая просадка 23 Stocks with 10% long-term bonds составляет 12.75%.
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 |
|---|---|---|---|---|---|---|
| -48.51% | 19 дек. 2017 г. | 256 | 24 дек. 2018 г. | 414 | 17 авг. 2020 г. | 670 |
| -40.49% | 10 нояб. 2021 г. | 151 | 16 июн. 2022 г. | 362 | 24 нояб. 2023 г. | 513 |
| -24.92% | 17 дек. 2024 г. | 76 | 8 апр. 2025 г. | — | — | — |
| -20.6% | 14 апр. 2021 г. | 67 | 19 июл. 2021 г. | 63 | 15 окт. 2021 г. | 130 |
| -15.46% | 22 февр. 2021 г. | 9 | 4 мар. 2021 г. | 27 | 13 апр. 2021 г. | 36 |
Волатильность
График волатильности
Текущая волатильность 23 Stocks with 10% long-term bonds составляет 12.95%, 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 26, при этом эффективное количество активов равно 21.11, 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 | BIL | SIVR | GBTC | LNG | STRL | NVO | NEE | MKC | LLY | O | NOC | LMT | DECK | UNH | ENB | COST | ODFL | AVGO | EW | TYL | TDG | AAPL | TMO | BRO | ANSS | BLK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.01 | 0.17 | 0.23 | 0.39 | 0.42 | 0.38 | 0.35 | 0.35 | 0.40 | 0.36 | 0.35 | 0.38 | 0.50 | 0.44 | 0.48 | 0.56 | 0.58 | 0.66 | 0.56 | 0.58 | 0.59 | 0.69 | 0.60 | 0.59 | 0.72 | 0.74 | 0.66 |
| BIL | 0.01 | 1.00 | 0.02 | 0.02 | 0.01 | 0.02 | -0.02 | 0.02 | -0.01 | -0.00 | -0.02 | 0.01 | 0.02 | -0.00 | -0.00 | 0.02 | 0.03 | -0.01 | 0.01 | -0.01 | 0.00 | 0.01 | -0.00 | -0.02 | 0.01 | -0.01 | -0.02 | 0.01 |
| SIVR | 0.17 | 0.02 | 1.00 | 0.15 | 0.12 | 0.07 | 0.12 | 0.15 | 0.11 | 0.05 | 0.15 | 0.06 | 0.07 | 0.09 | 0.03 | 0.21 | 0.08 | 0.09 | 0.14 | 0.09 | 0.11 | 0.11 | 0.11 | 0.12 | 0.04 | 0.12 | 0.13 | 0.20 |
| GBTC | 0.23 | 0.02 | 0.15 | 1.00 | 0.09 | 0.12 | 0.09 | 0.08 | 0.06 | 0.07 | 0.05 | 0.05 | 0.06 | 0.15 | 0.07 | 0.13 | 0.15 | 0.13 | 0.18 | 0.15 | 0.17 | 0.15 | 0.17 | 0.17 | 0.13 | 0.20 | 0.19 | 0.75 |
| LNG | 0.39 | 0.01 | 0.12 | 0.09 | 1.00 | 0.22 | 0.10 | 0.10 | 0.09 | 0.14 | 0.16 | 0.19 | 0.22 | 0.23 | 0.22 | 0.45 | 0.13 | 0.22 | 0.24 | 0.22 | 0.17 | 0.31 | 0.25 | 0.20 | 0.26 | 0.22 | 0.32 | 0.26 |
| STRL | 0.42 | 0.02 | 0.07 | 0.12 | 0.22 | 1.00 | 0.15 | 0.10 | 0.09 | 0.15 | 0.14 | 0.18 | 0.18 | 0.32 | 0.18 | 0.25 | 0.22 | 0.34 | 0.31 | 0.19 | 0.22 | 0.37 | 0.22 | 0.18 | 0.27 | 0.28 | 0.35 | 0.38 |
| NVO | 0.38 | -0.02 | 0.12 | 0.09 | 0.10 | 0.15 | 1.00 | 0.20 | 0.19 | 0.43 | 0.16 | 0.17 | 0.17 | 0.19 | 0.25 | 0.17 | 0.25 | 0.24 | 0.27 | 0.31 | 0.28 | 0.23 | 0.26 | 0.38 | 0.27 | 0.33 | 0.30 | 0.33 |
| NEE | 0.35 | 0.02 | 0.15 | 0.08 | 0.10 | 0.10 | 0.20 | 1.00 | 0.41 | 0.24 | 0.47 | 0.27 | 0.27 | 0.12 | 0.24 | 0.28 | 0.28 | 0.17 | 0.15 | 0.26 | 0.25 | 0.24 | 0.23 | 0.27 | 0.33 | 0.25 | 0.27 | 0.27 |
| MKC | 0.35 | -0.01 | 0.11 | 0.06 | 0.09 | 0.09 | 0.19 | 0.41 | 1.00 | 0.24 | 0.39 | 0.30 | 0.31 | 0.12 | 0.27 | 0.25 | 0.36 | 0.21 | 0.14 | 0.24 | 0.25 | 0.21 | 0.24 | 0.31 | 0.36 | 0.26 | 0.27 | 0.25 |
| LLY | 0.40 | -0.00 | 0.05 | 0.07 | 0.14 | 0.15 | 0.43 | 0.24 | 0.24 | 1.00 | 0.20 | 0.22 | 0.22 | 0.18 | 0.33 | 0.19 | 0.29 | 0.18 | 0.25 | 0.31 | 0.26 | 0.21 | 0.26 | 0.34 | 0.33 | 0.28 | 0.28 | 0.31 |
| O | 0.36 | -0.02 | 0.15 | 0.05 | 0.16 | 0.14 | 0.16 | 0.47 | 0.39 | 0.20 | 1.00 | 0.28 | 0.28 | 0.17 | 0.24 | 0.30 | 0.28 | 0.19 | 0.16 | 0.27 | 0.24 | 0.28 | 0.21 | 0.26 | 0.34 | 0.24 | 0.28 | 0.25 |
| NOC | 0.35 | 0.01 | 0.06 | 0.05 | 0.19 | 0.18 | 0.17 | 0.27 | 0.30 | 0.22 | 0.28 | 1.00 | 0.76 | 0.15 | 0.32 | 0.24 | 0.26 | 0.25 | 0.14 | 0.21 | 0.21 | 0.37 | 0.18 | 0.26 | 0.38 | 0.22 | 0.30 | 0.29 |
| LMT | 0.38 | 0.02 | 0.07 | 0.06 | 0.22 | 0.18 | 0.17 | 0.27 | 0.31 | 0.22 | 0.28 | 0.76 | 1.00 | 0.14 | 0.32 | 0.28 | 0.26 | 0.25 | 0.18 | 0.24 | 0.20 | 0.40 | 0.22 | 0.27 | 0.38 | 0.24 | 0.32 | 0.31 |
| DECK | 0.50 | -0.00 | 0.09 | 0.15 | 0.23 | 0.32 | 0.19 | 0.12 | 0.12 | 0.18 | 0.17 | 0.15 | 0.14 | 1.00 | 0.19 | 0.23 | 0.32 | 0.38 | 0.35 | 0.31 | 0.32 | 0.36 | 0.31 | 0.30 | 0.33 | 0.39 | 0.42 | 0.40 |
| UNH | 0.44 | -0.00 | 0.03 | 0.07 | 0.22 | 0.18 | 0.25 | 0.24 | 0.27 | 0.33 | 0.24 | 0.32 | 0.32 | 0.19 | 1.00 | 0.25 | 0.29 | 0.28 | 0.24 | 0.35 | 0.26 | 0.28 | 0.29 | 0.38 | 0.37 | 0.29 | 0.37 | 0.30 |
| ENB | 0.48 | 0.02 | 0.21 | 0.13 | 0.45 | 0.25 | 0.17 | 0.28 | 0.25 | 0.19 | 0.30 | 0.24 | 0.28 | 0.23 | 0.25 | 1.00 | 0.22 | 0.27 | 0.26 | 0.24 | 0.23 | 0.34 | 0.30 | 0.27 | 0.30 | 0.26 | 0.40 | 0.35 |
| COST | 0.56 | 0.03 | 0.08 | 0.15 | 0.13 | 0.22 | 0.25 | 0.28 | 0.36 | 0.29 | 0.28 | 0.26 | 0.26 | 0.32 | 0.29 | 0.22 | 1.00 | 0.39 | 0.37 | 0.35 | 0.37 | 0.30 | 0.44 | 0.38 | 0.40 | 0.45 | 0.41 | 0.42 |
| ODFL | 0.58 | -0.01 | 0.09 | 0.13 | 0.22 | 0.34 | 0.24 | 0.17 | 0.21 | 0.18 | 0.19 | 0.25 | 0.25 | 0.38 | 0.28 | 0.27 | 0.39 | 1.00 | 0.40 | 0.33 | 0.40 | 0.41 | 0.40 | 0.39 | 0.42 | 0.48 | 0.51 | 0.46 |
| AVGO | 0.66 | 0.01 | 0.14 | 0.18 | 0.24 | 0.31 | 0.27 | 0.15 | 0.14 | 0.25 | 0.16 | 0.14 | 0.18 | 0.35 | 0.24 | 0.26 | 0.37 | 0.40 | 1.00 | 0.38 | 0.41 | 0.40 | 0.55 | 0.39 | 0.32 | 0.56 | 0.47 | 0.49 |
| EW | 0.56 | -0.01 | 0.09 | 0.15 | 0.22 | 0.19 | 0.31 | 0.26 | 0.24 | 0.31 | 0.27 | 0.21 | 0.24 | 0.31 | 0.35 | 0.24 | 0.35 | 0.33 | 0.38 | 1.00 | 0.47 | 0.37 | 0.40 | 0.48 | 0.39 | 0.50 | 0.44 | 0.43 |
| TYL | 0.58 | 0.00 | 0.11 | 0.17 | 0.17 | 0.22 | 0.28 | 0.25 | 0.25 | 0.26 | 0.24 | 0.21 | 0.20 | 0.32 | 0.26 | 0.23 | 0.37 | 0.40 | 0.41 | 0.47 | 1.00 | 0.36 | 0.45 | 0.45 | 0.43 | 0.59 | 0.45 | 0.48 |
| TDG | 0.59 | 0.01 | 0.11 | 0.15 | 0.31 | 0.37 | 0.23 | 0.24 | 0.21 | 0.21 | 0.28 | 0.37 | 0.40 | 0.36 | 0.28 | 0.34 | 0.30 | 0.41 | 0.40 | 0.37 | 0.36 | 1.00 | 0.37 | 0.34 | 0.44 | 0.44 | 0.48 | 0.47 |
| AAPL | 0.69 | -0.00 | 0.11 | 0.17 | 0.25 | 0.22 | 0.26 | 0.23 | 0.24 | 0.26 | 0.21 | 0.18 | 0.22 | 0.31 | 0.29 | 0.30 | 0.44 | 0.40 | 0.55 | 0.40 | 0.45 | 0.37 | 1.00 | 0.43 | 0.37 | 0.56 | 0.47 | 0.48 |
| TMO | 0.60 | -0.02 | 0.12 | 0.17 | 0.20 | 0.18 | 0.38 | 0.27 | 0.31 | 0.34 | 0.26 | 0.26 | 0.27 | 0.30 | 0.38 | 0.27 | 0.38 | 0.39 | 0.39 | 0.48 | 0.45 | 0.34 | 0.43 | 1.00 | 0.43 | 0.51 | 0.49 | 0.45 |
| BRO | 0.59 | 0.01 | 0.04 | 0.13 | 0.26 | 0.27 | 0.27 | 0.33 | 0.36 | 0.33 | 0.34 | 0.38 | 0.38 | 0.33 | 0.37 | 0.30 | 0.40 | 0.42 | 0.32 | 0.39 | 0.43 | 0.44 | 0.37 | 0.43 | 1.00 | 0.45 | 0.51 | 0.44 |
| ANSS | 0.72 | -0.01 | 0.12 | 0.20 | 0.22 | 0.28 | 0.33 | 0.25 | 0.26 | 0.28 | 0.24 | 0.22 | 0.24 | 0.39 | 0.29 | 0.26 | 0.45 | 0.48 | 0.56 | 0.50 | 0.59 | 0.44 | 0.56 | 0.51 | 0.45 | 1.00 | 0.55 | 0.54 |
| BLK | 0.74 | -0.02 | 0.13 | 0.19 | 0.32 | 0.35 | 0.30 | 0.27 | 0.27 | 0.28 | 0.28 | 0.30 | 0.32 | 0.42 | 0.37 | 0.40 | 0.41 | 0.51 | 0.47 | 0.44 | 0.45 | 0.48 | 0.47 | 0.49 | 0.51 | 0.55 | 1.00 | 0.52 |
| Portfolio | 0.66 | 0.01 | 0.20 | 0.75 | 0.26 | 0.38 | 0.33 | 0.27 | 0.25 | 0.31 | 0.25 | 0.29 | 0.31 | 0.40 | 0.30 | 0.35 | 0.42 | 0.46 | 0.49 | 0.43 | 0.48 | 0.47 | 0.48 | 0.45 | 0.44 | 0.54 | 0.52 | 1.00 |