PortfoliosLab logo
Инструменты
Анализ доходности
Анализ рисков
Инструменты оптимизации
Факторный анализ
Все инструменты
Портфели
Ленивые портфелиПользовательские портфели
Обсуждения
Patrick Star FCF
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


DHI 10%LEN 9%MFC 8%WIT 7%BNTX 6%TROW 6%PHM 5%TS 5%SWKS 4%CINF 4%DOX 3%ORI 2%SSB 2%JHG 2%MTH 1%BPOP 1%ESNT 1%MTG 1%UCBI 1%АкцииАкции
ПозицияКатегория/СекторВес
ARCH
Arch Resources, Inc.
Energy

0.80%

ARCT
Arcturus Therapeutics Holdings Inc.
Healthcare

0.80%

ASC
Ardmore Shipping Corporation
Industrials

0.80%

BNTX
BioNTech SE
Healthcare

6%

BPOP
Popular, Inc.
Financial Services

1%

CALM
Cal-Maine Foods, Inc.
Consumer Defensive

0.80%

CARG
CarGurus, Inc.
Communication Services

0.80%

CATY
Cathay General Bancorp
Financial Services

0.80%

CINF
Cincinnati Financial Corporation
Financial Services

4%

DHI
D.R. Horton, Inc.
Consumer Cyclical

10%

DOX
Amdocs Limited
Technology

3%

ESNT
Essent Group Ltd.
Financial Services

1%

ETD
Ethan Allen Interiors Inc.
Consumer Cyclical

0.90%

FHB
First Hawaiian, Inc.
Financial Services

0.80%

GRBK
Green Brick Partners, Inc.
Consumer Cyclical

0.80%

HCC
Warrior Met Coal, Inc.
Basic Materials

0.80%

HTBK
Heritage Commerce Corp
Financial Services

0.80%

IMMR
Immersion Corporation
Technology

0.80%

JHG
Janus Henderson Group plc
Financial Services

2%

LEN
Lennar Corporation
Consumer Cyclical

9%

MFC

8%

MLI

0.80%

MOMO

0.80%

MTG

1%

MTH

1%

NMIH

0.80%

NTB

0.80%

ORI

2%

OSUR

0.90%

PHM

5%

PLAB

0.80%

PRDO

0.80%

RNST

0.80%

SBCF

0.80%

SILV

0.90%

SSB

2%

SSTK

0.80%

SWKS

4%

TBBK

0.80%

TNK

0.80%

TROW

6%

TS

5%

UCBI

1%

VBTX

0.80%

WIT

7%

ZYME

0.90%

S&P 500

Доходность

График доходности

График показывает рост $10,000 инвестированных в Patrick Star FCF 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


40.00%60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2024FebruaryMarchApril
148.47%
69.06%
Patrick Star FCF
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 10 окт. 2019 г., начальной даты BNTX

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Patrick Star FCF-2.18%-5.93%25.10%21.78%N/AN/A
DHI
D.R. Horton, Inc.
-6.25%-12.13%41.88%34.58%26.46%21.98%
LEN
Lennar Corporation
1.10%-9.84%45.17%36.82%24.65%15.67%
MFC
4.39%-3.87%34.29%24.48%N/AN/A
WIT
-5.55%-7.08%14.12%19.30%N/AN/A
BNTX
BioNTech SE
-17.75%-5.47%-4.51%-26.61%N/AN/A
TROW
2.04%-8.34%15.44%1.56%N/AN/A
PHM
2.32%-9.46%51.93%69.13%N/AN/A
TS
9.03%-3.95%17.38%37.52%N/AN/A
SWKS
-13.95%-8.96%5.69%-7.53%N/AN/A
CINF
Cincinnati Financial Corporation
16.73%2.15%23.35%16.69%9.56%12.67%
DOX
Amdocs Limited
-1.48%-4.11%7.99%-4.34%12.02%8.12%
ORI
2.15%0.34%12.70%22.20%N/AN/A
SSB
-6.64%-3.80%21.15%17.12%N/AN/A
MTH
-13.24%-9.35%36.55%19.90%N/AN/A
BPOP
Popular, Inc.
2.13%-2.37%39.55%43.50%11.34%13.61%
ESNT
Essent Group Ltd.
1.88%-7.35%15.09%30.45%5.26%10.93%
MTG
3.42%-8.99%20.32%42.29%N/AN/A
MLI
11.31%-3.15%49.54%54.50%N/AN/A
JHG
Janus Henderson Group plc
3.07%-5.60%36.75%24.38%9.84%N/A
UCBI
-12.93%1.81%12.78%-1.03%N/AN/A
HCC
Warrior Met Coal, Inc.
11.08%18.57%45.28%86.48%22.97%N/A
ARCH
Arch Resources, Inc.
-0.70%0.31%10.80%41.39%19.25%N/A
CATY
Cathay General Bancorp
-18.52%-2.76%9.88%12.70%3.89%7.05%
FHB
First Hawaiian, Inc.
-7.00%-1.32%24.84%12.27%-0.39%N/A
CALM
Cal-Maine Foods, Inc.
4.93%-1.77%31.27%16.97%10.60%9.06%
CARG
CarGurus, Inc.
-8.11%-4.31%24.44%30.67%-9.37%N/A
GRBK
Green Brick Partners, Inc.
0.77%-11.27%37.05%41.50%41.47%25.89%
NMIH
1.18%-2.56%11.97%30.85%N/AN/A
SBCF
-19.33%-8.47%15.54%3.30%N/AN/A
TBBK
-11.98%8.43%5.47%24.05%N/AN/A
RNST
-10.87%0.61%23.84%9.31%N/AN/A
TNK
13.65%-0.69%33.57%46.37%N/AN/A
SSTK
-14.56%-11.66%17.07%-37.13%N/AN/A
NTB
-1.54%0.68%22.08%29.20%N/AN/A
PLAB
-19.29%-12.08%32.36%68.13%N/AN/A
PRDO
-0.69%-3.29%-1.74%31.66%N/AN/A
VBTX
-13.09%2.72%17.84%18.00%N/AN/A
MOMO
-11.73%7.82%-8.98%-19.85%N/AN/A
SILV
20.61%20.06%56.44%18.98%N/AN/A
ETD
Ethan Allen Interiors Inc.
0.90%-2.93%13.93%27.12%16.77%7.72%
ZYME
-14.82%-15.87%23.09%-9.97%N/AN/A
ARCT
Arcturus Therapeutics Holdings Inc.
-17.60%-23.36%28.74%-6.14%28.23%-14.55%
ASC
Ardmore Shipping Corporation
14.19%-2.87%24.01%11.73%20.68%4.38%
HTBK
Heritage Commerce Corp
-16.84%-1.93%3.12%6.59%-3.62%4.00%
OSUR
-35.61%-16.46%-1.31%-26.15%N/AN/A
IMMR
Immersion Corporation
2.87%-7.39%11.22%-0.33%-4.31%-4.19%

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
2024-1.72%3.29%4.85%
2023-5.01%-4.90%13.00%12.51%

Комиссия

Комиссия Patrick Star FCF составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


Портфель не содержит фондов, взимающих комиссии

Риск-скорректированная доходность

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.


Patrick Star FCF
Коэффициент Шарпа
Коэффициент Шарпа Patrick Star FCF, с текущим значением в 1.23, в сравнении с широким рынком-1.000.001.002.003.004.001.23
Коэффициент Сортино
Коэффициент Сортино Patrick Star FCF, с текущим значением в 1.85, в сравнении с широким рынком-2.000.002.004.006.001.85
Коэффициент Омега
Коэффициент Омега Patrick Star FCF, с текущим значением в 1.22, в сравнении с широким рынком0.801.001.201.401.601.801.22
Коэффициент Кальмара
Коэффициент Кальмара Patrick Star FCF, с текущим значением в 1.48, в сравнении с широким рынком0.002.004.006.008.001.48
Коэффициент Мартина
Коэффициент Мартина Patrick Star FCF, с текущим значением в 4.57, в сравнении с широким рынком0.0010.0020.0030.0040.004.57
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 1.66, в сравнении с широким рынком-1.000.001.002.003.004.001.66
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 2.44, в сравнении с широким рынком-2.000.002.004.006.002.44
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.29, в сравнении с широким рынком0.801.001.201.401.601.801.29
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 1.27, в сравнении с широким рынком0.002.004.006.008.001.27
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 6.65, в сравнении с широким рынком0.0010.0020.0030.0040.006.65

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
DHI
D.R. Horton, Inc.
1.361.831.251.774.64
LEN
Lennar Corporation
1.341.841.251.754.72
MFC
1.121.851.211.724.93
WIT
0.751.411.180.392.96
BNTX
BioNTech SE
-0.82-1.140.88-0.36-1.56
TROW
0.030.241.030.010.06
PHM
2.372.951.403.7210.55
TS
1.292.021.241.156.20
SWKS
-0.34-0.290.97-0.18-0.92
CINF
Cincinnati Financial Corporation
0.671.151.130.462.73
DOX
Amdocs Limited
-0.38-0.400.95-0.32-0.64
ORI
1.131.531.222.206.44
SSB
0.440.931.100.441.84
MTH
0.571.051.130.781.93
BPOP
Popular, Inc.
1.472.311.261.026.32
ESNT
Essent Group Ltd.
1.442.091.241.355.31
MTG
1.952.741.343.1610.54
MLI
1.932.511.342.355.25
JHG
Janus Henderson Group plc
0.981.431.180.482.90
UCBI
-0.140.061.01-0.11-0.38
HCC
Warrior Met Coal, Inc.
1.862.451.313.238.06
ARCH
Arch Resources, Inc.
0.831.331.160.823.25
CATY
Cathay General Bancorp
0.340.751.090.291.19
FHB
First Hawaiian, Inc.
0.280.671.080.200.80
CALM
Cal-Maine Foods, Inc.
0.440.831.100.461.35
CARG
CarGurus, Inc.
0.731.221.170.412.01
GRBK
Green Brick Partners, Inc.
0.941.641.211.202.68
NMIH
1.301.951.230.815.69
SBCF
0.050.381.040.040.13
TBBK
0.521.071.130.651.64
RNST
0.150.531.060.120.48
TNK
0.841.441.161.323.58
SSTK
-0.83-1.150.86-0.56-1.20
NTB
0.831.411.160.642.73
PLAB
1.402.181.271.504.30
PRDO
1.151.831.240.916.11
VBTX
0.300.771.080.180.93
MOMO
-0.51-0.460.94-0.29-0.77
SILV
0.360.801.110.260.78
ETD
Ethan Allen Interiors Inc.
0.741.381.160.912.17
ZYME
-0.23-0.021.00-0.12-0.51
ARCT
Arcturus Therapeutics Holdings Inc.
-0.100.351.04-0.08-0.30
ASC
Ardmore Shipping Corporation
0.110.391.050.110.30
HTBK
Heritage Commerce Corp
0.130.471.060.090.43
OSUR
-0.41-0.310.96-0.30-1.07
IMMR
Immersion Corporation
-0.160.031.00-0.10-0.47

Коэффициент Шарпа

Patrick Star FCF на текущий момент имеет коэффициент Шарпа равный 1.23. Коэффициент Шарпа более 1,0 считается приемлемым.

-1.000.001.002.003.004.001.23

Коэффициент Шарпа Patrick Star FCF находится между 25-м и 75-м процентилями. Это указывает на то, что риск-корректированная доходность портфеля находится в соответствии с большинством портфелей. Это указывает на сбалансированный подход к риску и доходности, который может подойти для широкого круга инвесторов.


Скользящий 12-месячный коэффициент Шарпа0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.23
1.66
Patrick Star FCF
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность Patrick Star FCF за предыдущие двенадцать месяцев составила 2.37%.


TTM20232022202120202019201820172016201520142013
Patrick Star FCF2.37%2.22%2.64%1.97%1.98%1.88%2.26%1.72%1.44%1.69%1.20%0.92%
DHI
D.R. Horton, Inc.
0.77%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.00%
LEN
Lennar Corporation
1.08%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
MFC
5.23%4.87%5.68%4.90%6.26%3.71%4.97%3.01%3.13%3.48%2.71%2.57%
WIT
0.23%0.22%1.69%0.14%0.25%0.28%0.30%0.27%0.91%2.20%1.39%1.27%
BNTX
BioNTech SE
0.00%0.00%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TROW
4.51%4.53%4.40%3.72%2.38%2.50%3.03%2.14%2.83%5.67%2.05%1.81%
PHM
0.68%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
TS
2.85%3.11%2.56%2.59%4.39%3.62%3.85%2.57%2.41%3.78%2.98%1.97%
SWKS
2.77%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%
CINF
Cincinnati Financial Corporation
2.55%2.90%2.70%2.21%2.75%2.13%2.74%3.32%2.52%3.84%3.35%3.12%
DOX
Amdocs Limited
2.07%1.98%2.17%1.92%1.85%1.58%1.71%1.34%1.34%1.25%1.33%1.26%
ORI
3.36%3.33%7.87%13.70%4.26%8.05%8.65%3.55%3.96%3.97%5.00%4.17%
SSB
2.63%2.42%2.59%2.38%2.60%1.93%2.30%1.51%1.38%1.36%1.22%1.11%
MTH
1.04%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BPOP
Popular, Inc.
2.81%2.77%3.32%2.13%2.84%2.04%2.12%2.82%1.37%1.06%0.00%0.00%
ESNT
Essent Group Ltd.
1.93%1.90%2.21%1.54%1.48%0.58%0.00%0.00%0.00%0.00%0.00%0.00%
MTG
2.24%2.23%2.77%1.94%1.91%0.85%0.00%0.00%0.00%0.00%0.00%0.00%
MLI
1.24%1.27%2.54%0.88%1.14%1.26%1.71%9.57%0.87%1.02%0.81%0.73%
JHG
Janus Henderson Group plc
5.08%5.17%6.59%3.58%5.54%5.89%6.76%1.67%0.00%0.00%0.00%0.00%
UCBI
3.64%3.14%2.54%2.17%2.53%2.20%2.70%1.35%1.01%1.13%0.58%0.00%
HCC
Warrior Met Coal, Inc.
1.17%1.88%4.41%0.73%0.87%21.72%27.79%45.17%0.00%0.00%0.00%0.00%
ARCH
Arch Resources, Inc.
5.63%6.42%17.59%0.27%1.14%2.51%1.93%1.13%0.00%0.00%0.00%0.00%
CATY
Cathay General Bancorp
3.78%3.05%3.33%2.95%3.85%3.26%3.07%2.06%1.97%1.79%1.13%0.30%
FHB
First Hawaiian, Inc.
4.95%4.55%3.99%3.81%4.41%3.60%4.26%3.02%0.57%0.00%0.00%0.00%
CALM
Cal-Maine Foods, Inc.
5.12%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%2.26%1.15%
CARG
CarGurus, 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%
GRBK
Green Brick Partners, 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%
NMIH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBCF
3.16%2.49%2.05%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TBBK
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RNST
2.95%2.61%2.34%2.32%2.61%2.46%2.65%1.79%1.68%1.98%2.35%2.16%
TNK
1.77%1.50%0.00%0.00%0.00%0.00%3.15%8.36%13.24%1.70%2.31%2.98%
SSTK
2.71%2.24%1.82%0.76%0.95%0.00%8.33%0.00%0.00%0.00%0.00%0.00%
NTB
5.67%5.50%5.90%4.62%5.65%4.75%4.85%3.53%0.95%0.00%0.00%0.00%
PLAB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRDO
1.90%1.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBTX
4.00%3.44%2.85%1.86%2.65%1.72%0.00%0.00%0.00%0.00%0.00%0.00%
MOMO
22.54%10.36%7.13%7.13%5.44%1.85%0.00%0.00%0.00%0.00%0.00%0.00%
SILV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETD
Ethan Allen Interiors Inc.
6.08%5.92%6.57%10.58%3.12%9.34%6.08%2.66%1.76%1.87%1.36%0.92%
ZYME
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARCT
Arcturus Therapeutics Holdings 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%
ASC
Ardmore Shipping Corporation
5.73%8.16%0.00%0.00%1.53%0.00%0.00%0.00%5.41%4.80%3.34%0.42%
HTBK
Heritage Commerce Corp
6.40%5.24%4.00%4.36%5.86%3.74%3.88%2.61%2.49%2.68%2.04%0.73%
OSUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IMMR
Immersion Corporation
2.09%1.70%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.10%
-5.46%
Patrick Star FCF
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Patrick Star FCF показал максимальную просадку в 40.56%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 84 торговые сессии.

Текущая просадка Patrick Star FCF составляет 8.10%.

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

-40.56%24 янв. 2020 г.4123 мар. 2020 г.8422 июл. 2020 г.125
-26.34%30 авг. 2021 г.20216 июн. 2022 г.26712 июл. 2023 г.469
-14.39%1 авг. 2023 г.6327 окт. 2023 г.241 дек. 2023 г.87
-8.85%13 окт. 2020 г.1228 окт. 2020 г.89 нояб. 2020 г.20
-8.52%1 апр. 2024 г.1418 апр. 2024 г.

Волатильность

График волатильности

Текущая волатильность Patrick Star FCF составляет 5.11%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
5.11%
3.15%
Patrick Star FCF
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

BNTXCALMOSURSILVZYMEARCTTNKASCMOMOARCHHCCIMMRSSTKWITPRDOCARGDOXTSDHILENSWKSMTHGRBKCINFPHMPLABETDORITBBKNMIHHTBKMFCTROWJHGMTGNTBESNTMLIRNSTFHBSSBSBCFBPOPUCBIVBTXCATY
BNTX1.000.050.250.120.210.350.060.040.190.000.060.210.210.250.120.190.160.110.200.180.260.200.190.130.170.210.140.120.140.150.120.150.260.190.180.160.200.170.130.120.140.130.100.140.170.15
CALM0.051.000.080.110.080.090.150.180.070.130.140.150.100.160.110.100.190.170.110.130.140.120.150.210.120.140.200.220.190.180.240.200.180.170.190.230.190.220.250.250.250.220.260.220.230.27
OSUR0.250.081.000.130.190.330.100.100.190.070.080.230.260.240.150.270.140.110.240.230.300.210.240.090.200.280.170.100.170.170.130.170.240.210.150.140.170.170.150.140.150.140.140.130.150.15
SILV0.120.110.131.000.170.220.110.130.200.190.220.220.190.200.160.220.210.230.230.230.240.230.250.130.230.220.150.140.150.150.090.220.230.220.200.120.200.230.130.140.130.130.140.120.140.15
ZYME0.210.080.190.171.000.340.150.190.230.110.140.280.250.230.170.250.120.170.200.190.300.200.230.100.200.270.200.110.170.200.160.180.240.230.190.160.210.190.160.170.170.170.160.160.180.18
ARCT0.350.090.330.220.341.000.050.070.250.050.120.280.290.250.180.320.150.100.280.280.330.250.280.090.260.280.210.090.180.200.090.160.280.220.200.120.190.190.120.090.120.130.110.120.150.14
TNK0.060.150.100.110.150.051.000.670.190.340.300.140.080.110.150.140.160.380.070.070.120.110.140.210.130.190.190.260.200.200.240.260.160.220.200.260.190.240.240.260.250.220.270.240.220.27
ASC0.040.180.100.130.190.070.671.000.180.330.290.190.100.100.190.140.190.410.100.110.150.140.150.230.150.230.210.270.230.210.260.300.210.220.200.290.200.300.280.300.290.270.300.270.270.31
MOMO0.190.070.190.200.230.250.190.181.000.160.180.310.300.240.160.310.190.270.210.230.360.240.210.170.230.310.200.220.220.270.190.350.310.300.250.260.250.250.220.210.250.230.270.210.260.24
ARCH0.000.130.070.190.110.050.340.330.161.000.690.150.170.160.220.160.210.460.120.140.180.180.170.280.160.240.280.310.280.260.310.340.220.280.290.300.260.340.310.310.320.320.350.320.300.36
HCC0.060.140.080.220.140.120.300.290.180.691.000.160.150.200.230.170.250.450.140.130.220.180.210.300.170.250.280.350.310.310.340.340.260.310.320.350.310.380.350.360.330.340.380.350.350.39
IMMR0.210.150.230.220.280.280.140.190.310.150.161.000.330.280.250.310.270.240.280.300.420.300.310.200.300.410.300.230.280.320.240.340.390.360.300.280.310.340.280.240.290.290.270.280.300.30
SSTK0.210.100.260.190.250.290.080.100.300.170.150.331.000.350.240.390.330.190.320.310.450.310.340.220.310.410.330.210.270.280.250.320.440.380.320.310.330.340.290.260.300.300.280.310.300.32
WIT0.250.160.240.200.230.250.110.100.240.160.200.280.351.000.210.310.360.270.300.290.440.280.280.270.310.360.270.270.290.280.260.380.470.410.300.290.330.330.290.300.300.290.300.300.300.33
PRDO0.120.110.150.160.170.180.150.190.160.220.230.250.240.211.000.240.310.270.280.280.260.300.320.310.310.320.360.380.370.360.340.330.340.380.370.340.370.400.380.360.350.370.360.370.390.39
CARG0.190.100.270.220.250.320.140.140.310.160.170.310.390.310.241.000.300.220.400.410.430.420.410.240.420.400.350.260.310.320.270.340.440.400.330.310.360.380.280.290.290.310.320.310.340.33
DOX0.160.190.140.210.120.150.160.190.190.210.250.270.330.360.310.301.000.300.380.360.420.360.370.430.390.390.310.460.350.410.360.440.500.450.460.390.450.450.390.400.390.380.380.420.390.41
TS0.110.170.110.230.170.100.380.410.270.460.450.240.190.270.270.220.301.000.180.190.310.250.280.370.230.370.330.420.370.420.430.560.380.440.420.480.420.470.430.460.440.440.470.460.450.50
DHI0.200.110.240.230.200.280.070.100.210.120.140.280.320.300.280.400.380.181.000.920.450.850.710.310.890.410.420.350.320.370.310.360.510.450.410.310.410.440.320.300.290.310.340.330.340.33
LEN0.180.130.230.230.190.280.070.110.230.140.130.300.310.290.280.410.360.190.921.000.420.850.700.320.890.400.420.350.330.370.300.360.500.450.410.310.420.440.310.300.300.310.340.330.340.33
SWKS0.260.140.300.240.300.330.120.150.360.180.220.420.450.440.260.430.420.310.450.421.000.420.420.300.440.650.340.340.370.400.340.460.580.540.410.390.430.450.360.370.390.390.380.390.420.41
MTH0.200.120.210.230.200.250.110.140.240.180.180.300.310.280.300.420.360.250.850.850.421.000.720.350.870.400.470.380.360.400.340.390.490.450.440.340.450.450.360.330.340.350.390.370.370.38
GRBK0.190.150.240.250.230.280.140.150.210.170.210.310.340.280.320.410.370.280.710.700.420.721.000.310.710.430.480.380.390.440.350.400.480.470.460.360.480.500.360.360.360.380.400.390.390.40
CINF0.130.210.090.130.100.090.210.230.170.280.300.200.220.270.310.240.430.370.310.320.300.350.311.000.370.330.380.680.460.480.510.550.510.520.510.530.510.510.530.580.540.540.580.570.530.59
PHM0.170.120.200.230.200.260.130.150.230.160.170.300.310.310.310.420.390.230.890.890.440.870.710.371.000.420.470.400.350.420.330.400.520.490.450.360.460.460.350.360.340.350.400.370.380.39
PLAB0.210.140.280.220.270.280.190.230.310.240.250.410.410.360.320.400.390.370.410.400.650.400.430.330.421.000.400.370.410.420.410.460.530.500.440.440.440.520.400.390.420.440.450.440.450.46
ETD0.140.200.170.150.200.210.190.210.200.280.280.300.330.270.360.350.310.330.420.420.340.470.480.380.470.401.000.450.480.440.490.450.480.480.480.500.480.520.520.500.500.490.500.520.520.55
ORI0.120.220.100.140.110.090.260.270.220.310.350.230.210.270.380.260.460.420.350.350.340.380.380.680.400.370.451.000.530.570.570.600.480.520.610.550.590.580.580.610.610.570.640.610.590.65
TBBK0.140.190.170.150.170.180.200.230.220.280.310.280.270.290.370.310.350.370.320.330.370.360.390.460.350.410.480.531.000.510.630.530.490.510.560.610.550.560.650.640.660.680.630.670.670.69
NMIH0.150.180.170.150.200.200.200.210.270.260.310.320.280.280.360.320.410.420.370.370.400.400.440.480.420.420.440.570.511.000.540.550.490.500.810.560.810.520.550.580.570.550.580.580.590.58
HTBK0.120.240.130.090.160.090.240.260.190.310.340.240.250.260.340.270.360.430.310.300.340.340.350.510.330.410.490.570.630.541.000.540.500.510.580.710.580.590.750.710.740.760.700.770.750.79
MFC0.150.200.170.220.180.160.260.300.350.340.340.340.320.380.330.340.440.560.360.360.460.390.400.550.400.460.450.600.530.550.541.000.560.600.590.590.620.580.570.610.600.600.630.600.580.64
TROW0.260.180.240.230.240.280.160.210.310.220.260.390.440.470.340.440.500.380.510.500.580.490.480.510.520.530.480.480.490.490.500.561.000.710.530.530.540.560.510.540.530.520.550.570.560.56
JHG0.190.170.210.220.230.220.220.220.300.280.310.360.380.410.380.400.450.440.450.450.540.450.470.520.490.500.480.520.510.500.510.600.711.000.560.570.570.580.550.580.560.570.580.580.600.61
MTG0.180.190.150.200.190.200.200.200.250.290.320.300.320.300.370.330.460.420.410.410.410.440.460.510.450.440.480.610.560.810.580.590.530.561.000.600.860.560.590.620.600.600.640.630.640.64
NTB0.160.230.140.120.160.120.260.290.260.300.350.280.310.290.340.310.390.480.310.310.390.340.360.530.360.440.500.550.610.560.710.590.530.570.601.000.610.610.720.730.740.730.730.750.740.77
ESNT0.200.190.170.200.210.190.190.200.250.260.310.310.330.330.370.360.450.420.410.420.430.450.480.510.460.440.480.590.550.810.580.620.540.570.860.611.000.570.570.610.610.610.620.620.620.62
MLI0.170.220.170.230.190.190.240.300.250.340.380.340.340.330.400.380.450.470.440.440.450.450.500.510.460.520.520.580.560.520.590.580.560.580.560.610.571.000.600.600.600.620.600.630.600.64
RNST0.130.250.150.130.160.120.240.280.220.310.350.280.290.290.380.280.390.430.320.310.360.360.360.530.350.400.520.580.650.550.750.570.510.550.590.720.570.601.000.750.790.820.730.820.810.82
FHB0.120.250.140.140.170.090.260.300.210.310.360.240.260.300.360.290.400.460.300.300.370.330.360.580.360.390.500.610.640.580.710.610.540.580.620.730.610.600.751.000.770.770.750.780.770.81
SSB0.140.250.150.130.170.120.250.290.250.320.330.290.300.300.350.290.390.440.290.300.390.340.360.540.340.420.500.610.660.570.740.600.530.560.600.740.610.600.790.771.000.790.760.830.780.82
SBCF0.130.220.140.130.170.130.220.270.230.320.340.290.300.290.370.310.380.440.310.310.390.350.380.540.350.440.490.570.680.550.760.600.520.570.600.730.610.620.820.770.791.000.740.830.810.83
BPOP0.100.260.140.140.160.110.270.300.270.350.380.270.280.300.360.320.380.470.340.340.380.390.400.580.400.450.500.640.630.580.700.630.550.580.640.730.620.600.730.750.760.741.000.770.750.80
UCBI0.140.220.130.120.160.120.240.270.210.320.350.280.310.300.370.310.420.460.330.330.390.370.390.570.370.440.520.610.670.580.770.600.570.580.630.750.620.630.820.780.830.830.771.000.820.85
VBTX0.170.230.150.140.180.150.220.270.260.300.350.300.300.300.390.340.390.450.340.340.420.370.390.530.380.450.520.590.670.590.750.580.560.600.640.740.620.600.810.770.780.810.750.821.000.83
CATY0.150.270.150.150.180.140.270.310.240.360.390.300.320.330.390.330.410.500.330.330.410.380.400.590.390.460.550.650.690.580.790.640.560.610.640.770.620.640.820.810.820.830.800.850.831.00