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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
Gabelli Financial Services Opportunities Q3 Holdings (GABF) | 27.89% | 6.84% | 22.86% | 49.91% | N/A | N/A |
Активы портфеля: | ||||||
BX The Blackstone Group Inc. | 8.50% | 12.77% | 14.03% | 39.80% | 27.67% | 21.43% |
WRB | 12.30% | -0.76% | -2.52% | 29.34% | N/A | N/A |
WFC | 22.85% | 4.72% | 20.16% | 34.33% | N/A | N/A |
IBKR Interactive Brokers Group, Inc. | 43.44% | -3.60% | 29.62% | 37.25% | 19.33% | 18.93% |
BAC Bank of America Corporation | 25.42% | 6.87% | 26.32% | 34.34% | 8.95% | 12.68% |
STNE | -26.01% | 13.05% | -26.30% | 0.60% | N/A | N/A |
AXP American Express Company | 29.40% | 4.43% | 19.96% | 48.79% | 15.27% | 11.74% |
OWL Blue Owl Capital Inc. | 33.79% | 9.87% | 25.77% | 68.49% | N/A | N/A |
JPM JPMorgan Chase & Co. | 24.84% | 6.28% | 22.50% | 37.11% | 15.80% | 16.65% |
MCO Moody's Corporation | 12.43% | 4.18% | 12.80% | 25.52% | 17.60% | 18.29% |
SPGI | 10.18% | 7.80% | 8.68% | 23.22% | N/A | N/A |
FDS FactSet Research Systems Inc. | -13.30% | -0.96% | -12.13% | -4.60% | 8.76% | 14.22% |
SAMG | 2.27% | 13.81% | 1.38% | -13.32% | N/A | N/A |
MS Morgan Stanley | 13.18% | 6.88% | 20.30% | 16.25% | 21.64% | 15.08% |
CODI Compass Diversified | 9.10% | 11.04% | 6.00% | 11.32% | 10.60% | 10.69% |
CNS Cohen & Steers, Inc. | 15.26% | 22.30% | 23.61% | 35.36% | 14.46% | 12.37% |
PSFE Paysafe Limited | 64.11% | 17.72% | 33.44% | 84.77% | N/A | N/A |
BK The Bank of New York Mellon Corporation | 27.35% | 11.30% | 18.88% | 48.33% | 9.75% | 7.75% |
KKR KKR & Co. Inc. | 41.35% | 10.33% | 35.00% | 99.09% | 35.46% | 20.54% |
STT | 11.63% | 17.61% | 15.12% | 25.05% | N/A | N/A |
APO Apollo Global Management, Inc. | 31.57% | 3.05% | 22.23% | 53.49% | 31.98% | 23.03% |
OBDC Blue Owl Capital Corporation | 10.18% | 0.34% | 7.69% | 22.53% | 10.76% | N/A |
FHI Federated Hermes, Inc. | 9.76% | 8.51% | 5.83% | 5.22% | 4.90% | 6.89% |
SCHW | -3.02% | -9.58% | 4.19% | 2.23% | N/A | N/A |
QABA First Trust NASDAQ ABA Community Bank Index Fund | 12.84% | 25.27% | 15.19% | 25.71% | 5.03% | 7.10% |
COF Capital One Financial Corporation | 13.92% | 8.28% | 7.68% | 32.47% | 10.53% | 8.18% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 129.05% | 4.59% | 103.60% | 236.73% | 62.36% | 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% | 27.89% | ||||||
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% | 1.89% | -2.59% | 8.93% | -7.92% | 5.78% | 33.01% |
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 93, что соответствует топ 7% 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. | 1.26 | 1.78 | 1.22 | 1.10 | 5.20 |
WRB | 1.53 | 2.10 | 1.30 | 1.70 | 5.81 |
WFC | 1.53 | 2.28 | 1.28 | 1.11 | 5.40 |
IBKR Interactive Brokers Group, Inc. | 1.88 | 2.50 | 1.30 | 2.29 | 5.83 |
BAC Bank of America Corporation | 1.45 | 2.26 | 1.26 | 0.72 | 4.28 |
STNE | 0.01 | 0.31 | 1.04 | 0.00 | 0.02 |
AXP American Express Company | 2.20 | 3.02 | 1.40 | 1.71 | 8.35 |
OWL Blue Owl Capital Inc. | 2.28 | 3.12 | 1.38 | 1.86 | 11.87 |
JPM JPMorgan Chase & Co. | 2.10 | 2.59 | 1.38 | 2.26 | 7.98 |
MCO Moody's Corporation | 1.09 | 1.45 | 1.21 | 0.90 | 3.81 |
SPGI | 0.72 | 1.04 | 1.16 | 0.51 | 1.74 |
FDS FactSet Research Systems Inc. | -0.27 | -0.23 | 0.97 | -0.29 | -0.68 |
SAMG | -0.49 | -0.52 | 0.94 | -0.47 | -0.72 |
MS Morgan Stanley | 0.61 | 0.99 | 1.13 | 0.45 | 1.59 |
CODI Compass Diversified | 0.47 | 0.85 | 1.10 | 0.27 | 1.23 |
CNS Cohen & Steers, Inc. | 1.04 | 1.72 | 1.20 | 0.75 | 3.81 |
PSFE Paysafe Limited | 1.28 | 2.31 | 1.27 | 0.86 | 5.32 |
BK The Bank of New York Mellon Corporation | 2.84 | 3.88 | 1.49 | 1.59 | 13.73 |
KKR KKR & Co. Inc. | 3.10 | 4.17 | 1.50 | 2.77 | 21.44 |
STT | 1.16 | 1.74 | 1.21 | 0.69 | 4.09 |
APO Apollo Global Management, Inc. | 2.02 | 2.79 | 1.35 | 3.24 | 13.19 |
OBDC Blue Owl Capital Corporation | 1.77 | 2.57 | 1.31 | 3.02 | 8.17 |
FHI Federated Hermes, Inc. | 0.13 | 0.32 | 1.04 | 0.09 | 0.39 |
SCHW | 0.10 | 0.34 | 1.04 | 0.06 | 0.26 |
QABA First Trust NASDAQ ABA Community Bank Index Fund | 1.07 | 1.75 | 1.20 | 0.74 | 2.81 |
COF Capital One Financial Corporation | 1.26 | 2.01 | 1.23 | 0.67 | 3.71 |
FTAI Fortress Transportation and Infrastructure Investors LLC | 6.15 | 5.83 | 1.77 | 17.95 | 59.98 |
Дивиденды
Дивидендный доход
Дивидендная доходность Gabelli Financial Services Opportunities Q3 Holdings (GABF) за предыдущие двенадцать месяцев составила 2.13%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Gabelli Financial Services Opportunities Q3 Holdings (GABF) | 2.13% | 2.36% | 3.11% | 2.21% | 2.76% | 2.69% | 3.63% | 2.66% | 3.37% | 3.00% | 2.14% | 1.73% |
Активы портфеля: | ||||||||||||
BX The Blackstone Group Inc. | 2.40% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
WRB | 2.45% | 2.67% | 1.21% | 2.42% | 0.67% | 2.41% | 2.79% | 2.12% | 2.20% | 0.75% | 2.67% | 0.77% |
WFC | 2.35% | 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. | 0.46% | 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 | 2.30% | 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 | 1.08% | 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. | 3.06% | 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. | 2.11% | 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 | 0.74% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% | 1.15% |
SPGI | 0.75% | 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. | 0.97% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% | 1.08% | 1.25% |
SAMG | 4.48% | 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 | 3.28% | 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 | 4.22% | 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. | 2.70% | 3.01% | 3.41% | 2.79% | 2.10% | 4.91% | 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 | 2.67% | 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 | 3.25% | 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. | 1.44% | 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 | 10.99% | 10.61% | 10.88% | 8.52% | 12.32% | 3.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FHI Federated Hermes, Inc. | 6.10% | 3.28% | 2.89% | 2.79% | 7.20% | 3.31% | 3.99% | 2.77% | 7.07% | 3.49% | 3.04% | 3.40% |
SCHW | 1.51% | 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 | 2.48% | 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 | 1.62% | 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 | 1.14% | 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 29.16%, зарегистрированную 16 июн. 2022 г.. Полное восстановление заняло 358 торговых сессий.
Текущая просадка Gabelli Financial Services Opportunities Q3 Holdings (GABF) составляет 1.74%.
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 |
---|---|---|---|---|---|---|
-29.16% | 27 окт. 2021 г. | 161 | 16 июн. 2022 г. | 358 | 17 нояб. 2023 г. | 519 |
-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 |
-5.06% | 9 апр. 2024 г. | 8 | 18 апр. 2024 г. | 12 | 6 мая 2024 г. | 20 |
Волатильность
График волатильности
Текущая волатильность Gabelli Financial Services Opportunities Q3 Holdings (GABF) составляет 4.49%, 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 | FTAI | STNE | PSFE | WRB | CODI | IBKR | SPGI | OWL | OBDC | FHI | MCO | APO | BX | CNS | SCHW | WFC | KKR | COF | JPM | QABA | AXP | MS | BAC | BK | STT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMG | 1.00 | 0.19 | 0.24 | 0.22 | 0.26 | 0.28 | 0.30 | 0.32 | 0.23 | 0.31 | 0.31 | 0.34 | 0.24 | 0.33 | 0.34 | 0.40 | 0.38 | 0.35 | 0.34 | 0.39 | 0.37 | 0.45 | 0.40 | 0.38 | 0.41 | 0.41 | 0.40 |
FDS | 0.19 | 1.00 | 0.29 | 0.29 | 0.27 | 0.33 | 0.28 | 0.28 | 0.61 | 0.30 | 0.36 | 0.32 | 0.61 | 0.36 | 0.42 | 0.43 | 0.29 | 0.27 | 0.43 | 0.28 | 0.29 | 0.32 | 0.34 | 0.34 | 0.29 | 0.35 | 0.35 |
FTAI | 0.24 | 0.29 | 1.00 | 0.29 | 0.29 | 0.27 | 0.31 | 0.30 | 0.29 | 0.34 | 0.35 | 0.33 | 0.33 | 0.38 | 0.40 | 0.38 | 0.37 | 0.34 | 0.42 | 0.39 | 0.34 | 0.41 | 0.43 | 0.37 | 0.34 | 0.41 | 0.41 |
STNE | 0.22 | 0.29 | 0.29 | 1.00 | 0.47 | 0.16 | 0.31 | 0.34 | 0.38 | 0.38 | 0.32 | 0.26 | 0.41 | 0.45 | 0.46 | 0.35 | 0.34 | 0.30 | 0.46 | 0.36 | 0.32 | 0.32 | 0.40 | 0.39 | 0.34 | 0.33 | 0.36 |
PSFE | 0.26 | 0.27 | 0.29 | 0.47 | 1.00 | 0.17 | 0.33 | 0.33 | 0.35 | 0.42 | 0.33 | 0.31 | 0.38 | 0.39 | 0.43 | 0.40 | 0.34 | 0.33 | 0.42 | 0.36 | 0.34 | 0.36 | 0.40 | 0.39 | 0.37 | 0.38 | 0.37 |
WRB | 0.28 | 0.33 | 0.27 | 0.16 | 0.17 | 1.00 | 0.27 | 0.38 | 0.30 | 0.23 | 0.35 | 0.39 | 0.32 | 0.31 | 0.27 | 0.32 | 0.42 | 0.47 | 0.33 | 0.41 | 0.53 | 0.48 | 0.46 | 0.42 | 0.48 | 0.48 | 0.45 |
CODI | 0.30 | 0.28 | 0.31 | 0.31 | 0.33 | 0.27 | 1.00 | 0.29 | 0.34 | 0.35 | 0.41 | 0.32 | 0.33 | 0.36 | 0.40 | 0.46 | 0.41 | 0.40 | 0.42 | 0.44 | 0.41 | 0.50 | 0.41 | 0.47 | 0.46 | 0.43 | 0.44 |
IBKR | 0.32 | 0.28 | 0.30 | 0.34 | 0.33 | 0.38 | 0.29 | 1.00 | 0.28 | 0.33 | 0.34 | 0.39 | 0.32 | 0.50 | 0.34 | 0.33 | 0.53 | 0.45 | 0.47 | 0.41 | 0.48 | 0.43 | 0.47 | 0.47 | 0.44 | 0.48 | 0.49 |
SPGI | 0.23 | 0.61 | 0.29 | 0.38 | 0.35 | 0.30 | 0.34 | 0.28 | 1.00 | 0.39 | 0.37 | 0.30 | 0.85 | 0.45 | 0.54 | 0.53 | 0.32 | 0.30 | 0.53 | 0.34 | 0.35 | 0.34 | 0.45 | 0.41 | 0.35 | 0.41 | 0.42 |
OWL | 0.31 | 0.30 | 0.34 | 0.38 | 0.42 | 0.23 | 0.35 | 0.33 | 0.39 | 1.00 | 0.39 | 0.34 | 0.42 | 0.55 | 0.56 | 0.44 | 0.35 | 0.37 | 0.56 | 0.43 | 0.40 | 0.42 | 0.44 | 0.44 | 0.40 | 0.43 | 0.44 |
OBDC | 0.31 | 0.36 | 0.35 | 0.32 | 0.33 | 0.35 | 0.41 | 0.34 | 0.37 | 0.39 | 1.00 | 0.35 | 0.39 | 0.49 | 0.46 | 0.44 | 0.41 | 0.44 | 0.48 | 0.48 | 0.44 | 0.47 | 0.48 | 0.47 | 0.45 | 0.46 | 0.45 |
FHI | 0.34 | 0.32 | 0.33 | 0.26 | 0.31 | 0.39 | 0.32 | 0.39 | 0.30 | 0.34 | 0.35 | 1.00 | 0.35 | 0.41 | 0.38 | 0.52 | 0.46 | 0.51 | 0.41 | 0.48 | 0.53 | 0.56 | 0.48 | 0.50 | 0.52 | 0.57 | 0.56 |
MCO | 0.24 | 0.61 | 0.33 | 0.41 | 0.38 | 0.32 | 0.33 | 0.32 | 0.85 | 0.42 | 0.39 | 0.35 | 1.00 | 0.51 | 0.58 | 0.54 | 0.35 | 0.34 | 0.59 | 0.38 | 0.39 | 0.37 | 0.49 | 0.46 | 0.38 | 0.44 | 0.45 |
APO | 0.33 | 0.36 | 0.38 | 0.45 | 0.39 | 0.31 | 0.36 | 0.50 | 0.45 | 0.55 | 0.49 | 0.41 | 0.51 | 1.00 | 0.63 | 0.49 | 0.47 | 0.46 | 0.72 | 0.50 | 0.48 | 0.47 | 0.55 | 0.53 | 0.48 | 0.51 | 0.52 |
BX | 0.34 | 0.42 | 0.40 | 0.46 | 0.43 | 0.27 | 0.40 | 0.34 | 0.54 | 0.56 | 0.46 | 0.38 | 0.58 | 0.63 | 1.00 | 0.59 | 0.47 | 0.44 | 0.75 | 0.51 | 0.45 | 0.49 | 0.53 | 0.56 | 0.47 | 0.49 | 0.54 |
CNS | 0.40 | 0.43 | 0.38 | 0.35 | 0.40 | 0.32 | 0.46 | 0.33 | 0.53 | 0.44 | 0.44 | 0.52 | 0.54 | 0.49 | 0.59 | 1.00 | 0.50 | 0.49 | 0.57 | 0.53 | 0.49 | 0.64 | 0.51 | 0.55 | 0.56 | 0.57 | 0.57 |
SCHW | 0.38 | 0.29 | 0.37 | 0.34 | 0.34 | 0.42 | 0.41 | 0.53 | 0.32 | 0.35 | 0.41 | 0.46 | 0.35 | 0.47 | 0.47 | 0.50 | 1.00 | 0.64 | 0.51 | 0.57 | 0.62 | 0.67 | 0.58 | 0.65 | 0.69 | 0.68 | 0.66 |
WFC | 0.35 | 0.27 | 0.34 | 0.30 | 0.33 | 0.47 | 0.40 | 0.45 | 0.30 | 0.37 | 0.44 | 0.51 | 0.34 | 0.46 | 0.44 | 0.49 | 0.64 | 1.00 | 0.47 | 0.69 | 0.79 | 0.70 | 0.64 | 0.69 | 0.82 | 0.70 | 0.69 |
KKR | 0.34 | 0.43 | 0.42 | 0.46 | 0.42 | 0.33 | 0.42 | 0.47 | 0.53 | 0.56 | 0.48 | 0.41 | 0.59 | 0.72 | 0.75 | 0.57 | 0.51 | 0.47 | 1.00 | 0.54 | 0.49 | 0.50 | 0.57 | 0.58 | 0.50 | 0.54 | 0.55 |
COF | 0.39 | 0.28 | 0.39 | 0.36 | 0.36 | 0.41 | 0.44 | 0.41 | 0.34 | 0.43 | 0.48 | 0.48 | 0.38 | 0.50 | 0.51 | 0.53 | 0.57 | 0.69 | 0.54 | 1.00 | 0.68 | 0.70 | 0.74 | 0.69 | 0.75 | 0.70 | 0.70 |
JPM | 0.37 | 0.29 | 0.34 | 0.32 | 0.34 | 0.53 | 0.41 | 0.48 | 0.35 | 0.40 | 0.44 | 0.53 | 0.39 | 0.48 | 0.45 | 0.49 | 0.62 | 0.79 | 0.49 | 0.68 | 1.00 | 0.66 | 0.67 | 0.72 | 0.84 | 0.73 | 0.71 |
QABA | 0.45 | 0.32 | 0.41 | 0.32 | 0.36 | 0.48 | 0.50 | 0.43 | 0.34 | 0.42 | 0.47 | 0.56 | 0.37 | 0.47 | 0.49 | 0.64 | 0.67 | 0.70 | 0.50 | 0.70 | 0.66 | 1.00 | 0.62 | 0.64 | 0.75 | 0.70 | 0.69 |
AXP | 0.40 | 0.34 | 0.43 | 0.40 | 0.40 | 0.46 | 0.41 | 0.47 | 0.45 | 0.44 | 0.48 | 0.48 | 0.49 | 0.55 | 0.53 | 0.51 | 0.58 | 0.64 | 0.57 | 0.74 | 0.67 | 0.62 | 1.00 | 0.65 | 0.67 | 0.64 | 0.66 |
MS | 0.38 | 0.34 | 0.37 | 0.39 | 0.39 | 0.42 | 0.47 | 0.47 | 0.41 | 0.44 | 0.47 | 0.50 | 0.46 | 0.53 | 0.56 | 0.55 | 0.65 | 0.69 | 0.58 | 0.69 | 0.72 | 0.64 | 0.65 | 1.00 | 0.76 | 0.71 | 0.71 |
BAC | 0.41 | 0.29 | 0.34 | 0.34 | 0.37 | 0.48 | 0.46 | 0.44 | 0.35 | 0.40 | 0.45 | 0.52 | 0.38 | 0.48 | 0.47 | 0.56 | 0.69 | 0.82 | 0.50 | 0.75 | 0.84 | 0.75 | 0.67 | 0.76 | 1.00 | 0.77 | 0.75 |
BK | 0.41 | 0.35 | 0.41 | 0.33 | 0.38 | 0.48 | 0.43 | 0.48 | 0.41 | 0.43 | 0.46 | 0.57 | 0.44 | 0.51 | 0.49 | 0.57 | 0.68 | 0.70 | 0.54 | 0.70 | 0.73 | 0.70 | 0.64 | 0.71 | 0.77 | 1.00 | 0.85 |
STT | 0.40 | 0.35 | 0.41 | 0.36 | 0.37 | 0.45 | 0.44 | 0.49 | 0.42 | 0.44 | 0.45 | 0.56 | 0.45 | 0.52 | 0.54 | 0.57 | 0.66 | 0.69 | 0.55 | 0.70 | 0.71 | 0.69 | 0.66 | 0.71 | 0.75 | 0.85 | 1.00 |