Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Gabelli Financial Services Opportunities Q3 Holdings excluding BRK.B, Markel Group
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в Gabelli Financial Services Opportunities Q3 Holdings (GABF) 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 14 дек. 2020 г., начальной даты OWL
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
Gabelli Financial Services Opportunities Q3 Holdings (GABF) | 29.39% | 8.16% | 18.10% | 52.63% | N/A | N/A |
Активы портфеля: | ||||||
BX The Blackstone Group Inc. | 7.76% | 6.11% | 12.19% | 31.90% | 26.93% | 21.93% |
WRB | 26.32% | 7.11% | 5.97% | 47.78% | N/A | N/A |
WFC | 17.90% | 9.42% | 1.09% | 42.73% | N/A | N/A |
IBKR Interactive Brokers Group, Inc. | 52.80% | 14.29% | 15.88% | 35.87% | 21.62% | 19.05% |
BAC Bank of America Corporation | 20.79% | 8.72% | 13.34% | 44.39% | 10.26% | 11.62% |
STNE | -34.55% | -2.56% | -28.92% | -1.26% | N/A | N/A |
AXP American Express Company | 35.68% | 8.97% | 13.41% | 61.54% | 17.62% | 12.64% |
OWL Blue Owl Capital Inc. | 13.84% | 1.77% | -4.33% | 44.64% | N/A | N/A |
JPM JPMorgan Chase & Co. | 30.20% | 8.63% | 17.16% | 53.91% | 17.52% | 17.00% |
MCO Moody's Corporation | 24.65% | 7.95% | 24.05% | 43.21% | 18.07% | 18.90% |
SPGI | 18.07% | 8.02% | 21.65% | 32.25% | N/A | N/A |
FDS FactSet Research Systems Inc. | -9.84% | 5.79% | -8.15% | 0.12% | 10.19% | 13.96% |
SAMG | -5.68% | 2.89% | -4.38% | -13.65% | N/A | N/A |
MS Morgan Stanley | 9.79% | 7.09% | 17.70% | 23.13% | 22.69% | 14.09% |
CODI Compass Diversified | -3.89% | 2.76% | -12.59% | 9.18% | 8.56% | 8.96% |
CNS Cohen & Steers, Inc. | 18.83% | 6.90% | 17.83% | 42.81% | 13.84% | 12.23% |
PSFE Paysafe Limited | 71.93% | 17.72% | 75.50% | 66.09% | N/A | N/A |
BK The Bank of New York Mellon Corporation | 33.62% | 9.34% | 23.84% | 57.24% | 13.07% | 8.28% |
KKR KKR & Co. Inc. | 43.67% | 8.23% | 21.28% | 93.34% | 36.26% | 21.39% |
STT | 12.02% | 10.45% | 20.10% | 26.60% | N/A | N/A |
APO Apollo Global Management, Inc. | 18.21% | 5.65% | -1.05% | 27.16% | 25.75% | 22.96% |
OBDC Blue Owl Capital Corporation | 7.35% | 1.14% | 4.45% | 24.62% | 9.26% | N/A |
FHI Federated Hermes, Inc. | 7.95% | 8.28% | 1.57% | 5.87% | 6.64% | 5.94% |
SCHW | -6.38% | 1.82% | -5.92% | 11.05% | N/A | N/A |
QABA First Trust NASDAQ ABA Community Bank Index Fund | 7.07% | 6.14% | 16.09% | 30.36% | 5.59% | 6.29% |
COF Capital One Financial Corporation | 9.80% | 6.76% | 4.13% | 42.71% | 12.06% | 7.70% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 159.26% | 17.33% | 103.92% | 226.71% | 65.32% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Gabelli Financial Services Opportunities Q3 Holdings (GABF), 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 | 3.69% | 4.75% | 5.97% | -3.23% | 5.87% | 2.62% | 7.31% | 3.06% | 29.39% | ||||
2023 | 15.21% | -0.92% | -4.52% | 1.63% | -2.45% | 7.80% | 6.23% | -1.36% | -3.18% | -3.33% | 13.72% | 10.45% | 43.49% |
2022 | -3.39% | -4.50% | 1.70% | -11.18% | 3.49% | -12.28% | 10.93% | -3.54% | -8.59% | 13.16% | 5.83% | -8.00% | -18.46% |
2021 | -2.99% | 11.41% | 4.01% | 6.26% | 3.58% | 2.83% | -0.73% | 1.90% | -2.59% | 8.93% | -7.93% | 5.78% | 33.00% |
2020 | 4.54% | 4.54% |
Комиссия
Комиссия Gabelli Financial Services Opportunities Q3 Holdings (GABF) 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 ранг Gabelli Financial Services Opportunities Q3 Holdings (GABF) среди портфелей на нашем сайте составляет 95, что соответствует топ 5% 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 | |
---|---|---|---|---|---|
BX The Blackstone Group Inc. | 1.04 | 1.53 | 1.19 | 0.92 | 4.31 |
WRB | 2.18 | 2.82 | 1.41 | 2.64 | 8.31 |
WFC | 1.76 | 2.41 | 1.31 | 1.34 | 7.81 |
IBKR Interactive Brokers Group, Inc. | 1.51 | 2.03 | 1.25 | 1.88 | 4.54 |
BAC Bank of America Corporation | 1.88 | 2.74 | 1.33 | 0.95 | 8.08 |
STNE | -0.03 | 0.25 | 1.03 | -0.01 | -0.07 |
AXP American Express Company | 2.72 | 3.41 | 1.49 | 2.28 | 14.21 |
OWL Blue Owl Capital Inc. | 1.46 | 2.03 | 1.27 | 1.58 | 6.75 |
JPM JPMorgan Chase & Co. | 2.95 | 3.42 | 1.53 | 3.35 | 18.79 |
MCO Moody's Corporation | 2.12 | 2.53 | 1.38 | 1.77 | 9.38 |
SPGI | 1.81 | 2.44 | 1.35 | 1.18 | 5.88 |
FDS FactSet Research Systems Inc. | 0.01 | 0.14 | 1.02 | 0.01 | 0.01 |
SAMG | -0.40 | -0.36 | 0.96 | -0.39 | -1.38 |
MS Morgan Stanley | 0.93 | 1.34 | 1.18 | 0.73 | 3.08 |
CODI Compass Diversified | 0.32 | 0.63 | 1.08 | 0.21 | 1.28 |
CNS Cohen & Steers, Inc. | 1.27 | 2.00 | 1.24 | 0.92 | 5.27 |
PSFE Paysafe Limited | 1.13 | 2.05 | 1.23 | 0.69 | 5.40 |
BK The Bank of New York Mellon Corporation | 3.19 | 4.26 | 1.55 | 1.79 | 17.75 |
KKR KKR & Co. Inc. | 2.90 | 3.62 | 1.48 | 2.77 | 19.82 |
STT | 1.24 | 1.81 | 1.22 | 0.75 | 4.87 |
APO Apollo Global Management, Inc. | 0.92 | 1.34 | 1.19 | 1.30 | 4.71 |
OBDC Blue Owl Capital Corporation | 1.81 | 2.56 | 1.33 | 1.87 | 5.79 |
FHI Federated Hermes, Inc. | 0.29 | 0.54 | 1.06 | 0.20 | 1.00 |
SCHW | 0.40 | 0.74 | 1.10 | 0.23 | 1.09 |
QABA First Trust NASDAQ ABA Community Bank Index Fund | 1.11 | 1.78 | 1.21 | 0.78 | 3.61 |
COF Capital One Financial Corporation | 1.62 | 2.39 | 1.29 | 0.89 | 7.71 |
FTAI Fortress Transportation and Infrastructure Investors LLC | 5.79 | 5.36 | 1.72 | 16.53 | 57.26 |
Дивиденды
Дивидендный доход
Дивидендная доходность Gabelli Financial Services Opportunities Q3 Holdings (GABF) за предыдущие двенадцать месяцев составила 2.20%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Gabelli Financial Services Opportunities Q3 Holdings (GABF) | 2.20% | 2.36% | 3.11% | 2.20% | 2.76% | 2.63% | 3.63% | 2.66% | 3.37% | 3.00% | 2.14% | 1.73% |
Активы портфеля: | ||||||||||||
BX The Blackstone Group Inc. | 2.45% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
WRB | 2.18% | 2.67% | 1.21% | 2.42% | 0.67% | 2.41% | 2.79% | 2.12% | 2.20% | 0.75% | 2.67% | 0.77% |
WFC | 2.55% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% | 2.53% |
IBKR Interactive Brokers Group, Inc. | 0.56% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
BAC Bank of America Corporation | 2.44% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
STNE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXP American Express Company | 1.03% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
OWL Blue Owl Capital Inc. | 3.88% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 2.02% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
MCO Moody's Corporation | 0.69% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% | 1.15% |
SPGI | 0.70% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
FDS FactSet Research Systems Inc. | 0.95% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% | 1.08% | 1.25% |
SAMG | 4.85% | 4.35% | 3.73% | 3.84% | 4.61% | 4.77% | 4.23% | 2.99% | 3.65% | 5.05% | 3.07% | 0.70% |
MS Morgan Stanley | 3.49% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
CODI Compass Diversified | 4.79% | 4.45% | 5.49% | 7.59% | 7.40% | 5.79% | 11.57% | 8.50% | 8.04% | 9.06% | 8.86% | 7.34% |
CNS Cohen & Steers, Inc. | 2.66% | 3.01% | 3.41% | 1.93% | 2.10% | 2.29% | 11.13% | 4.48% | 4.58% | 4.92% | 4.47% | 4.49% |
PSFE Paysafe 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% |
BK The Bank of New York Mellon Corporation | 2.54% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% | 1.66% |
KKR KKR & Co. Inc. | 0.57% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
STT | 3.24% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% | 1.48% | 1.42% |
APO Apollo Global Management, Inc. | 1.64% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% | 12.50% |
OBDC Blue Owl Capital Corporation | 11.22% | 10.57% | 10.83% | 8.49% | 12.32% | 3.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FHI Federated Hermes, Inc. | 6.37% | 3.28% | 2.89% | 2.79% | 7.20% | 3.31% | 3.99% | 2.77% | 7.07% | 3.49% | 3.04% | 3.40% |
SCHW | 1.57% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
QABA First Trust NASDAQ ABA Community Bank Index Fund | 2.62% | 2.71% | 2.10% | 1.68% | 2.55% | 1.95% | 1.90% | 1.42% | 1.13% | 1.39% | 1.28% | 1.01% |
COF Capital One Financial Corporation | 1.69% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.11% | 1.60% | 1.83% | 2.62% | 1.45% | 1.24% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 1.01% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Gabelli Financial Services Opportunities Q3 Holdings (GABF) показал максимальную просадку в 29.17%, зарегистрированную 16 июн. 2022 г.. Полное восстановление заняло 359 торговых сессий.
Текущая просадка Gabelli Financial Services Opportunities Q3 Holdings (GABF) составляет 3.31%.
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 |
---|---|---|---|---|---|---|
-29.17% | 27 окт. 2021 г. | 161 | 16 июн. 2022 г. | 359 | 20 нояб. 2023 г. | 520 |
-9.61% | 29 июл. 2024 г. | 6 | 5 авг. 2024 г. | 14 | 23 авг. 2024 г. | 20 |
-6.91% | 15 янв. 2021 г. | 10 | 29 янв. 2021 г. | 5 | 5 февр. 2021 г. | 15 |
-6.46% | 28 июн. 2021 г. | 15 | 19 июл. 2021 г. | 16 | 10 авг. 2021 г. | 31 |
-5.78% | 30 авг. 2021 г. | 16 | 21 сент. 2021 г. | 18 | 15 окт. 2021 г. | 34 |
Волатильность
График волатильности
Текущая волатильность Gabelli Financial Services Opportunities Q3 Holdings (GABF) составляет 4.72%, 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
SAMG | FDS | STNE | FTAI | WRB | PSFE | CODI | IBKR | SPGI | OWL | OBDC | FHI | MCO | APO | BX | SCHW | CNS | WFC | KKR | COF | JPM | AXP | QABA | MS | BAC | BK | STT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMG | 1.00 | 0.19 | 0.22 | 0.25 | 0.28 | 0.27 | 0.32 | 0.32 | 0.23 | 0.32 | 0.32 | 0.34 | 0.24 | 0.34 | 0.35 | 0.38 | 0.42 | 0.35 | 0.35 | 0.40 | 0.38 | 0.40 | 0.46 | 0.39 | 0.41 | 0.42 | 0.41 |
FDS | 0.19 | 1.00 | 0.29 | 0.29 | 0.33 | 0.27 | 0.29 | 0.27 | 0.61 | 0.30 | 0.36 | 0.32 | 0.60 | 0.36 | 0.42 | 0.29 | 0.43 | 0.27 | 0.43 | 0.29 | 0.29 | 0.34 | 0.33 | 0.35 | 0.29 | 0.35 | 0.35 |
STNE | 0.22 | 0.29 | 1.00 | 0.30 | 0.16 | 0.47 | 0.31 | 0.34 | 0.38 | 0.39 | 0.32 | 0.27 | 0.41 | 0.45 | 0.45 | 0.35 | 0.36 | 0.31 | 0.46 | 0.37 | 0.33 | 0.40 | 0.33 | 0.39 | 0.34 | 0.33 | 0.36 |
FTAI | 0.25 | 0.29 | 0.30 | 1.00 | 0.26 | 0.30 | 0.32 | 0.31 | 0.29 | 0.35 | 0.35 | 0.32 | 0.33 | 0.39 | 0.40 | 0.37 | 0.39 | 0.34 | 0.43 | 0.40 | 0.35 | 0.43 | 0.42 | 0.38 | 0.35 | 0.41 | 0.42 |
WRB | 0.28 | 0.33 | 0.16 | 0.26 | 1.00 | 0.17 | 0.27 | 0.38 | 0.30 | 0.23 | 0.35 | 0.39 | 0.32 | 0.30 | 0.26 | 0.42 | 0.32 | 0.47 | 0.33 | 0.40 | 0.53 | 0.45 | 0.47 | 0.42 | 0.48 | 0.48 | 0.45 |
PSFE | 0.27 | 0.27 | 0.47 | 0.30 | 0.17 | 1.00 | 0.34 | 0.33 | 0.35 | 0.43 | 0.33 | 0.31 | 0.38 | 0.39 | 0.44 | 0.34 | 0.41 | 0.34 | 0.42 | 0.37 | 0.35 | 0.40 | 0.36 | 0.40 | 0.37 | 0.38 | 0.38 |
CODI | 0.32 | 0.29 | 0.31 | 0.32 | 0.27 | 0.34 | 1.00 | 0.29 | 0.34 | 0.36 | 0.41 | 0.32 | 0.33 | 0.37 | 0.40 | 0.41 | 0.47 | 0.40 | 0.43 | 0.45 | 0.42 | 0.41 | 0.52 | 0.47 | 0.46 | 0.43 | 0.44 |
IBKR | 0.32 | 0.27 | 0.34 | 0.31 | 0.38 | 0.33 | 0.29 | 1.00 | 0.29 | 0.33 | 0.34 | 0.38 | 0.32 | 0.50 | 0.34 | 0.52 | 0.33 | 0.44 | 0.47 | 0.41 | 0.48 | 0.47 | 0.43 | 0.46 | 0.44 | 0.48 | 0.49 |
SPGI | 0.23 | 0.61 | 0.38 | 0.29 | 0.30 | 0.35 | 0.34 | 0.29 | 1.00 | 0.39 | 0.37 | 0.30 | 0.85 | 0.45 | 0.54 | 0.32 | 0.52 | 0.30 | 0.53 | 0.34 | 0.35 | 0.45 | 0.34 | 0.41 | 0.35 | 0.41 | 0.42 |
OWL | 0.32 | 0.30 | 0.39 | 0.35 | 0.23 | 0.43 | 0.36 | 0.33 | 0.39 | 1.00 | 0.39 | 0.33 | 0.42 | 0.55 | 0.56 | 0.36 | 0.44 | 0.38 | 0.57 | 0.44 | 0.41 | 0.45 | 0.43 | 0.45 | 0.41 | 0.44 | 0.44 |
OBDC | 0.32 | 0.36 | 0.32 | 0.35 | 0.35 | 0.33 | 0.41 | 0.34 | 0.37 | 0.39 | 1.00 | 0.35 | 0.39 | 0.49 | 0.46 | 0.41 | 0.44 | 0.44 | 0.48 | 0.48 | 0.45 | 0.48 | 0.47 | 0.47 | 0.45 | 0.46 | 0.46 |
FHI | 0.34 | 0.32 | 0.27 | 0.32 | 0.39 | 0.31 | 0.32 | 0.38 | 0.30 | 0.33 | 0.35 | 1.00 | 0.35 | 0.40 | 0.38 | 0.46 | 0.51 | 0.51 | 0.41 | 0.48 | 0.53 | 0.48 | 0.56 | 0.50 | 0.53 | 0.56 | 0.56 |
MCO | 0.24 | 0.60 | 0.41 | 0.33 | 0.32 | 0.38 | 0.33 | 0.32 | 0.85 | 0.42 | 0.39 | 0.35 | 1.00 | 0.50 | 0.58 | 0.34 | 0.54 | 0.34 | 0.59 | 0.38 | 0.40 | 0.49 | 0.36 | 0.46 | 0.38 | 0.44 | 0.45 |
APO | 0.34 | 0.36 | 0.45 | 0.39 | 0.30 | 0.39 | 0.37 | 0.50 | 0.45 | 0.55 | 0.49 | 0.40 | 0.50 | 1.00 | 0.63 | 0.47 | 0.49 | 0.47 | 0.73 | 0.51 | 0.49 | 0.56 | 0.47 | 0.54 | 0.48 | 0.52 | 0.52 |
BX | 0.35 | 0.42 | 0.45 | 0.40 | 0.26 | 0.44 | 0.40 | 0.34 | 0.54 | 0.56 | 0.46 | 0.38 | 0.58 | 0.63 | 1.00 | 0.47 | 0.59 | 0.44 | 0.75 | 0.51 | 0.46 | 0.54 | 0.49 | 0.57 | 0.48 | 0.49 | 0.54 |
SCHW | 0.38 | 0.29 | 0.35 | 0.37 | 0.42 | 0.34 | 0.41 | 0.52 | 0.32 | 0.36 | 0.41 | 0.46 | 0.34 | 0.47 | 0.47 | 1.00 | 0.51 | 0.64 | 0.51 | 0.57 | 0.62 | 0.58 | 0.67 | 0.65 | 0.69 | 0.68 | 0.65 |
CNS | 0.42 | 0.43 | 0.36 | 0.39 | 0.32 | 0.41 | 0.47 | 0.33 | 0.52 | 0.44 | 0.44 | 0.51 | 0.54 | 0.49 | 0.59 | 0.51 | 1.00 | 0.50 | 0.58 | 0.53 | 0.49 | 0.51 | 0.65 | 0.56 | 0.56 | 0.58 | 0.57 |
WFC | 0.35 | 0.27 | 0.31 | 0.34 | 0.47 | 0.34 | 0.40 | 0.44 | 0.30 | 0.38 | 0.44 | 0.51 | 0.34 | 0.47 | 0.44 | 0.64 | 0.50 | 1.00 | 0.47 | 0.69 | 0.79 | 0.64 | 0.70 | 0.69 | 0.82 | 0.70 | 0.69 |
KKR | 0.35 | 0.43 | 0.46 | 0.43 | 0.33 | 0.42 | 0.43 | 0.47 | 0.53 | 0.57 | 0.48 | 0.41 | 0.59 | 0.73 | 0.75 | 0.51 | 0.58 | 0.47 | 1.00 | 0.54 | 0.49 | 0.57 | 0.50 | 0.59 | 0.50 | 0.54 | 0.55 |
COF | 0.40 | 0.29 | 0.37 | 0.40 | 0.40 | 0.37 | 0.45 | 0.41 | 0.34 | 0.44 | 0.48 | 0.48 | 0.38 | 0.51 | 0.51 | 0.57 | 0.53 | 0.69 | 0.54 | 1.00 | 0.68 | 0.74 | 0.71 | 0.70 | 0.75 | 0.70 | 0.70 |
JPM | 0.38 | 0.29 | 0.33 | 0.35 | 0.53 | 0.35 | 0.42 | 0.48 | 0.35 | 0.41 | 0.45 | 0.53 | 0.40 | 0.49 | 0.46 | 0.62 | 0.49 | 0.79 | 0.49 | 0.68 | 1.00 | 0.68 | 0.66 | 0.72 | 0.84 | 0.73 | 0.71 |
AXP | 0.40 | 0.34 | 0.40 | 0.43 | 0.45 | 0.40 | 0.41 | 0.47 | 0.45 | 0.45 | 0.48 | 0.48 | 0.49 | 0.56 | 0.54 | 0.58 | 0.51 | 0.64 | 0.57 | 0.74 | 0.68 | 1.00 | 0.62 | 0.66 | 0.67 | 0.64 | 0.66 |
QABA | 0.46 | 0.33 | 0.33 | 0.42 | 0.47 | 0.36 | 0.52 | 0.43 | 0.34 | 0.43 | 0.47 | 0.56 | 0.36 | 0.47 | 0.49 | 0.67 | 0.65 | 0.70 | 0.50 | 0.71 | 0.66 | 0.62 | 1.00 | 0.65 | 0.75 | 0.70 | 0.69 |
MS | 0.39 | 0.35 | 0.39 | 0.38 | 0.42 | 0.40 | 0.47 | 0.46 | 0.41 | 0.45 | 0.47 | 0.50 | 0.46 | 0.54 | 0.57 | 0.65 | 0.56 | 0.69 | 0.59 | 0.70 | 0.72 | 0.66 | 0.65 | 1.00 | 0.76 | 0.71 | 0.71 |
BAC | 0.41 | 0.29 | 0.34 | 0.35 | 0.48 | 0.37 | 0.46 | 0.44 | 0.35 | 0.41 | 0.45 | 0.53 | 0.38 | 0.48 | 0.48 | 0.69 | 0.56 | 0.82 | 0.50 | 0.75 | 0.84 | 0.67 | 0.75 | 0.76 | 1.00 | 0.77 | 0.75 |
BK | 0.42 | 0.35 | 0.33 | 0.41 | 0.48 | 0.38 | 0.43 | 0.48 | 0.41 | 0.44 | 0.46 | 0.56 | 0.44 | 0.52 | 0.49 | 0.68 | 0.58 | 0.70 | 0.54 | 0.70 | 0.73 | 0.64 | 0.70 | 0.71 | 0.77 | 1.00 | 0.84 |
STT | 0.41 | 0.35 | 0.36 | 0.42 | 0.45 | 0.38 | 0.44 | 0.49 | 0.42 | 0.44 | 0.46 | 0.56 | 0.45 | 0.52 | 0.54 | 0.65 | 0.57 | 0.69 | 0.55 | 0.70 | 0.71 | 0.66 | 0.69 | 0.71 | 0.75 | 0.84 | 1.00 |