AVK Rollover IRA new Aug 2024
New AVK rollover IRA as of 25 Aug 2024. Created Aug 5-Aug 16 2024 after the selloff on August 5. Not as good performance-wise as the portfolio it was created from. Some changes were done Aug 19-21 to optimize this portfolio to max Sharpe ratio ( for optimization, see separate portfolio entry). Updated 27 Aug 24.
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в AVK Rollover IRA new Aug 2024 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 2 янв. 2018 г., начальной даты NTR
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
AVK Rollover IRA new Aug 2024 | 18.16% | 2.79% | 9.33% | 26.45% | 17.51% | N/A |
Активы портфеля: | ||||||
Abbott Laboratories | 5.28% | 2.48% | 4.30% | 17.78% | 8.31% | 12.31% |
Archer-Daniels-Midland Company | -11.24% | 5.45% | 2.42% | -18.23% | 11.80% | 4.85% |
Automatic Data Processing, Inc. | 21.18% | 4.20% | 13.36% | 18.98% | 14.19% | 16.86% |
Arthur J. Gallagher & Co. | 26.35% | -2.33% | 14.98% | 22.26% | 27.72% | 22.71% |
Ares Capital Corporation | 11.07% | 1.40% | 8.72% | 19.44% | 12.23% | 12.74% |
American Express Company | 44.80% | 9.11% | 19.66% | 76.05% | 19.85% | 13.37% |
BAE Systems PLC | 20.31% | -0.39% | -0.36% | 36.64% | 24.25% | 12.82% |
Brown & Brown, Inc. | 43.32% | -1.94% | 18.31% | 41.09% | 23.82% | 21.30% |
Canadian National Railway Company | -3.87% | 4.75% | -8.83% | 10.18% | 8.08% | 7.00% |
Capital Southwest Corporation | 15.65% | 6.57% | 11.01% | 26.93% | 13.82% | 13.83% |
CVS Health Corporation | -23.79% | 0.14% | -24.02% | -15.58% | 1.04% | -0.60% |
Diamondback Energy, Inc. | 21.73% | -4.97% | -4.65% | 27.42% | 18.47% | 11.98% |
General Dynamics Corporation | 19.15% | 3.62% | 9.46% | 40.29% | 12.96% | 11.56% |
General Mills, Inc. | 18.16% | 6.05% | 10.37% | 18.67% | 10.19% | 7.56% |
Ingredion Incorporated | 27.16% | 2.75% | 17.82% | 39.76% | 14.03% | 8.50% |
Itochu Corp ADR | 33.55% | 11.47% | 24.27% | 44.13% | 21.04% | 18.72% |
Lockheed Martin Corporation | 27.17% | 2.63% | 28.32% | 39.02% | 10.75% | 15.29% |
McKesson Corporation | 10.15% | -8.85% | -4.36% | 16.53% | 29.24% | 10.98% |
NextEra Energy, Inc. | 38.50% | 4.00% | 34.93% | 26.75% | 10.40% | 16.25% |
Nutrien Ltd. | -13.19% | 0.31% | -6.37% | -20.04% | 2.04% | N/A |
1.32% | 0.93% | -7.00% | 2.74% | 29.92% | N/A | |
2.38% | 0.87% | -16.04% | 22.39% | 34.70% | N/A | |
67.88% | 28.57% | 31.77% | 105.17% | 62.31% | N/A | |
33.45% | 9.31% | 29.77% | 49.05% | 0.72% | N/A | |
17.09% | 1.72% | 6.51% | 23.98% | 16.24% | N/A | |
6.12% | 2.12% | -4.67% | 8.93% | 3.26% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью AVK Rollover IRA new Aug 2024, 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 | 0.54% | 4.20% | 4.75% | -2.83% | 3.53% | -1.51% | 5.73% | 1.65% | 18.16% | ||||
2023 | 3.20% | -2.56% | 1.35% | 1.10% | -4.85% | 6.02% | 3.33% | -0.81% | -3.12% | 0.06% | 4.05% | 3.96% | 11.72% |
2022 | -0.70% | 4.04% | 2.85% | -4.09% | 2.44% | -4.92% | 4.69% | -1.08% | -7.87% | 12.10% | 5.04% | -3.05% | 8.11% |
2021 | 0.02% | 5.92% | 6.36% | 4.21% | 2.28% | -0.71% | 1.39% | 2.00% | -1.09% | 6.70% | -2.06% | 6.06% | 35.21% |
2020 | 1.15% | -8.43% | -12.62% | 11.88% | 4.86% | -0.95% | 3.95% | 4.72% | -3.66% | -3.30% | 13.13% | 2.63% | 10.74% |
2019 | 8.70% | 3.04% | 0.32% | 3.68% | -4.91% | 7.95% | 1.86% | 0.53% | 1.93% | 0.75% | 2.25% | 2.36% | 31.63% |
2018 | 4.35% | -3.61% | -1.10% | -0.02% | 0.95% | -0.22% | 3.18% | 0.84% | 3.05% | -7.80% | 2.02% | -9.12% | -8.19% |
Комиссия
Комиссия AVK Rollover IRA new Aug 2024 составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг AVK Rollover IRA new Aug 2024 среди портфелей на нашем сайте составляет 83, что соответствует топ 17% 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 | |
---|---|---|---|---|---|
Abbott Laboratories | 0.83 | 1.26 | 1.16 | 0.46 | 1.95 |
Archer-Daniels-Midland Company | -0.56 | -0.50 | 0.91 | -0.40 | -0.92 |
Automatic Data Processing, Inc. | 0.86 | 1.15 | 1.18 | 0.76 | 3.21 |
Arthur J. Gallagher & Co. | 1.15 | 1.53 | 1.22 | 1.63 | 4.50 |
Ares Capital Corporation | 1.42 | 2.03 | 1.26 | 2.56 | 9.54 |
American Express Company | 3.04 | 3.73 | 1.53 | 2.63 | 20.99 |
BAE Systems PLC | 1.58 | 2.08 | 1.27 | 2.83 | 7.48 |
Brown & Brown, Inc. | 2.05 | 2.90 | 1.38 | 3.83 | 10.94 |
Canadian National Railway Company | 0.37 | 0.62 | 1.08 | 0.33 | 1.00 |
Capital Southwest Corporation | 1.27 | 1.67 | 1.22 | 1.86 | 4.78 |
CVS Health Corporation | -0.52 | -0.50 | 0.92 | -0.33 | -0.89 |
Diamondback Energy, Inc. | 0.95 | 1.50 | 1.18 | 1.26 | 3.78 |
General Dynamics Corporation | 2.22 | 3.56 | 1.44 | 2.99 | 20.13 |
General Mills, Inc. | 0.93 | 1.38 | 1.17 | 0.58 | 3.88 |
Ingredion Incorporated | 2.25 | 3.58 | 1.42 | 1.48 | 12.95 |
Itochu Corp ADR | 1.41 | 2.10 | 1.26 | 2.30 | 8.24 |
Lockheed Martin Corporation | 2.17 | 3.71 | 1.47 | 1.85 | 11.20 |
McKesson Corporation | 0.80 | 1.01 | 1.19 | 0.91 | 3.28 |
NextEra Energy, Inc. | 0.83 | 1.22 | 1.17 | 0.57 | 2.30 |
Nutrien Ltd. | -0.72 | -0.93 | 0.90 | -0.36 | -1.36 |
0.04 | 0.26 | 1.03 | 0.05 | 0.10 | |
0.80 | 1.29 | 1.15 | 0.83 | 2.03 | |
1.85 | 2.33 | 1.33 | 3.99 | 8.45 | |
2.34 | 3.32 | 1.41 | 1.34 | 14.04 | |
1.06 | 1.57 | 1.20 | 0.63 | 4.41 | |
0.19 | 0.43 | 1.05 | 0.08 | 0.61 |
Дивиденды
Дивидендный доход
Дивидендная доходность AVK Rollover IRA new Aug 2024 за предыдущие двенадцать месяцев составила 3.01%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AVK Rollover IRA new Aug 2024 | 3.01% | 3.15% | 3.21% | 3.01% | 3.24% | 2.85% | 3.19% | 2.53% | 2.42% | 2.66% | 2.37% | 2.26% |
Активы портфеля: | ||||||||||||
Abbott Laboratories | 1.89% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
Archer-Daniels-Midland Company | 3.12% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
Automatic Data Processing, Inc. | 2.02% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
Arthur J. Gallagher & Co. | 0.83% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% | 2.98% |
Ares Capital Corporation | 9.25% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
American Express Company | 0.97% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
BAE Systems PLC | 2.22% | 2.39% | 3.08% | 4.42% | 7.12% | 3.71% | 5.10% | 3.47% | 3.97% | 4.36% | 4.67% | 4.12% |
Brown & Brown, Inc. | 0.51% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
Canadian National Railway Company | 2.06% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.54% | 1.70% | 1.73% | 1.30% | 1.44% |
Capital Southwest Corporation | 9.92% | 10.19% | 12.75% | 10.13% | 6.87% | 8.99% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.04% |
CVS Health Corporation | 4.45% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
Diamondback Energy, Inc. | 5.92% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
General Dynamics Corporation | 1.80% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
General Mills, Inc. | 3.16% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% |
Ingredion Incorporated | 2.29% | 2.75% | 2.78% | 2.67% | 3.23% | 2.70% | 2.68% | 1.57% | 1.52% | 1.82% | 1.98% | 2.28% |
Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% | 3.26% |
Lockheed Martin Corporation | 2.23% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
McKesson Corporation | 0.51% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
NextEra Energy, Inc. | 2.45% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
Nutrien Ltd. | 4.47% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
0.48% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.47% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% | 2.33% | 2.25% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
5.20% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% | |
0.25% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% | |
4.47% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
AVK Rollover IRA new Aug 2024 показал максимальную просадку в 35.80%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 165 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 |
---|---|---|---|---|---|---|
-35.8% | 21 февр. 2020 г. | 22 | 23 мар. 2020 г. | 165 | 13 нояб. 2020 г. | 187 |
-19.52% | 2 окт. 2018 г. | 59 | 24 дек. 2018 г. | 120 | 18 июн. 2019 г. | 179 |
-14.21% | 21 апр. 2022 г. | 41 | 17 июн. 2022 г. | 101 | 10 нояб. 2022 г. | 142 |
-8.88% | 29 янв. 2018 г. | 9 | 8 февр. 2018 г. | 150 | 13 сент. 2018 г. | 159 |
-6.74% | 2 февр. 2023 г. | 31 | 17 мар. 2023 г. | 18 | 13 апр. 2023 г. | 49 |
Волатильность
График волатильности
Текущая волатильность AVK Rollover IRA new Aug 2024 составляет 2.52%, 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
GIS | ITOCY | NEE | BAESY | CSWC | FANG | MCK | STRL | TMO | NTR | T | ABT | LMT | CVS | ODFL | ARCC | STLD | INGR | AJG | ADM | CNI | BRO | ADP | GD | AXP | TROW | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIS | 1.00 | 0.06 | 0.32 | 0.10 | 0.09 | 0.03 | 0.28 | 0.05 | 0.19 | 0.08 | 0.28 | 0.26 | 0.30 | 0.29 | 0.09 | 0.11 | 0.05 | 0.31 | 0.25 | 0.29 | 0.18 | 0.26 | 0.25 | 0.25 | 0.10 | 0.14 |
ITOCY | 0.06 | 1.00 | 0.16 | 0.23 | 0.22 | 0.20 | 0.19 | 0.25 | 0.24 | 0.27 | 0.24 | 0.25 | 0.18 | 0.19 | 0.27 | 0.26 | 0.26 | 0.24 | 0.25 | 0.26 | 0.34 | 0.24 | 0.25 | 0.27 | 0.33 | 0.35 |
NEE | 0.32 | 0.16 | 1.00 | 0.19 | 0.19 | 0.07 | 0.19 | 0.15 | 0.32 | 0.15 | 0.29 | 0.35 | 0.26 | 0.22 | 0.20 | 0.25 | 0.11 | 0.23 | 0.36 | 0.26 | 0.31 | 0.38 | 0.39 | 0.29 | 0.23 | 0.29 |
BAESY | 0.10 | 0.23 | 0.19 | 1.00 | 0.21 | 0.27 | 0.23 | 0.24 | 0.15 | 0.28 | 0.23 | 0.17 | 0.32 | 0.21 | 0.23 | 0.27 | 0.28 | 0.28 | 0.24 | 0.30 | 0.33 | 0.25 | 0.28 | 0.37 | 0.30 | 0.28 |
CSWC | 0.09 | 0.22 | 0.19 | 0.21 | 1.00 | 0.28 | 0.20 | 0.29 | 0.22 | 0.27 | 0.24 | 0.17 | 0.19 | 0.23 | 0.28 | 0.50 | 0.30 | 0.26 | 0.27 | 0.26 | 0.26 | 0.27 | 0.29 | 0.28 | 0.37 | 0.37 |
FANG | 0.03 | 0.20 | 0.07 | 0.27 | 0.28 | 1.00 | 0.23 | 0.37 | 0.13 | 0.46 | 0.23 | 0.11 | 0.26 | 0.27 | 0.27 | 0.33 | 0.44 | 0.34 | 0.22 | 0.42 | 0.33 | 0.22 | 0.25 | 0.37 | 0.42 | 0.36 |
MCK | 0.28 | 0.19 | 0.19 | 0.23 | 0.20 | 0.23 | 1.00 | 0.26 | 0.24 | 0.21 | 0.32 | 0.29 | 0.31 | 0.55 | 0.24 | 0.26 | 0.29 | 0.33 | 0.34 | 0.35 | 0.29 | 0.35 | 0.35 | 0.37 | 0.30 | 0.30 |
STRL | 0.05 | 0.25 | 0.15 | 0.24 | 0.29 | 0.37 | 0.26 | 1.00 | 0.21 | 0.33 | 0.25 | 0.17 | 0.23 | 0.27 | 0.39 | 0.34 | 0.44 | 0.36 | 0.26 | 0.35 | 0.35 | 0.31 | 0.32 | 0.38 | 0.42 | 0.42 |
TMO | 0.19 | 0.24 | 0.32 | 0.15 | 0.22 | 0.13 | 0.24 | 0.21 | 1.00 | 0.24 | 0.26 | 0.64 | 0.25 | 0.30 | 0.41 | 0.28 | 0.25 | 0.27 | 0.43 | 0.28 | 0.39 | 0.46 | 0.48 | 0.30 | 0.37 | 0.47 |
NTR | 0.08 | 0.27 | 0.15 | 0.28 | 0.27 | 0.46 | 0.21 | 0.33 | 0.24 | 1.00 | 0.27 | 0.19 | 0.28 | 0.30 | 0.30 | 0.37 | 0.47 | 0.34 | 0.26 | 0.52 | 0.44 | 0.27 | 0.34 | 0.38 | 0.42 | 0.38 |
T | 0.28 | 0.24 | 0.29 | 0.23 | 0.24 | 0.23 | 0.32 | 0.25 | 0.26 | 0.27 | 1.00 | 0.29 | 0.32 | 0.41 | 0.24 | 0.32 | 0.31 | 0.42 | 0.32 | 0.37 | 0.32 | 0.34 | 0.34 | 0.40 | 0.39 | 0.39 |
ABT | 0.26 | 0.25 | 0.35 | 0.17 | 0.17 | 0.11 | 0.29 | 0.17 | 0.64 | 0.19 | 0.29 | 1.00 | 0.27 | 0.33 | 0.35 | 0.29 | 0.20 | 0.28 | 0.45 | 0.28 | 0.39 | 0.46 | 0.49 | 0.32 | 0.36 | 0.44 |
LMT | 0.30 | 0.18 | 0.26 | 0.32 | 0.19 | 0.26 | 0.31 | 0.23 | 0.25 | 0.28 | 0.32 | 0.27 | 1.00 | 0.33 | 0.24 | 0.26 | 0.28 | 0.35 | 0.38 | 0.38 | 0.32 | 0.38 | 0.40 | 0.66 | 0.35 | 0.32 |
CVS | 0.29 | 0.19 | 0.22 | 0.21 | 0.23 | 0.27 | 0.55 | 0.27 | 0.30 | 0.30 | 0.41 | 0.33 | 0.33 | 1.00 | 0.25 | 0.31 | 0.34 | 0.34 | 0.33 | 0.42 | 0.32 | 0.36 | 0.38 | 0.40 | 0.39 | 0.36 |
ODFL | 0.09 | 0.27 | 0.20 | 0.23 | 0.28 | 0.27 | 0.24 | 0.39 | 0.41 | 0.30 | 0.24 | 0.35 | 0.24 | 0.25 | 1.00 | 0.34 | 0.40 | 0.29 | 0.35 | 0.31 | 0.46 | 0.42 | 0.45 | 0.38 | 0.42 | 0.53 |
ARCC | 0.11 | 0.26 | 0.25 | 0.27 | 0.50 | 0.33 | 0.26 | 0.34 | 0.28 | 0.37 | 0.32 | 0.29 | 0.26 | 0.31 | 0.34 | 1.00 | 0.36 | 0.34 | 0.37 | 0.36 | 0.38 | 0.39 | 0.39 | 0.39 | 0.48 | 0.47 |
STLD | 0.05 | 0.26 | 0.11 | 0.28 | 0.30 | 0.44 | 0.29 | 0.44 | 0.25 | 0.47 | 0.31 | 0.20 | 0.28 | 0.34 | 0.40 | 0.36 | 1.00 | 0.40 | 0.33 | 0.47 | 0.42 | 0.36 | 0.35 | 0.43 | 0.51 | 0.46 |
INGR | 0.31 | 0.24 | 0.23 | 0.28 | 0.26 | 0.34 | 0.33 | 0.36 | 0.27 | 0.34 | 0.42 | 0.28 | 0.35 | 0.34 | 0.29 | 0.34 | 0.40 | 1.00 | 0.35 | 0.56 | 0.37 | 0.37 | 0.36 | 0.45 | 0.43 | 0.40 |
AJG | 0.25 | 0.25 | 0.36 | 0.24 | 0.27 | 0.22 | 0.34 | 0.26 | 0.43 | 0.26 | 0.32 | 0.45 | 0.38 | 0.33 | 0.35 | 0.37 | 0.33 | 0.35 | 1.00 | 0.35 | 0.42 | 0.78 | 0.57 | 0.46 | 0.47 | 0.47 |
ADM | 0.29 | 0.26 | 0.26 | 0.30 | 0.26 | 0.42 | 0.35 | 0.35 | 0.28 | 0.52 | 0.37 | 0.28 | 0.38 | 0.42 | 0.31 | 0.36 | 0.47 | 0.56 | 0.35 | 1.00 | 0.42 | 0.36 | 0.40 | 0.47 | 0.46 | 0.43 |
CNI | 0.18 | 0.34 | 0.31 | 0.33 | 0.26 | 0.33 | 0.29 | 0.35 | 0.39 | 0.44 | 0.32 | 0.39 | 0.32 | 0.32 | 0.46 | 0.38 | 0.42 | 0.37 | 0.42 | 0.42 | 1.00 | 0.44 | 0.48 | 0.44 | 0.48 | 0.51 |
BRO | 0.26 | 0.24 | 0.38 | 0.25 | 0.27 | 0.22 | 0.35 | 0.31 | 0.46 | 0.27 | 0.34 | 0.46 | 0.38 | 0.36 | 0.42 | 0.39 | 0.36 | 0.37 | 0.78 | 0.36 | 0.44 | 1.00 | 0.58 | 0.49 | 0.49 | 0.53 |
ADP | 0.25 | 0.25 | 0.39 | 0.28 | 0.29 | 0.25 | 0.35 | 0.32 | 0.48 | 0.34 | 0.34 | 0.49 | 0.40 | 0.38 | 0.45 | 0.39 | 0.35 | 0.36 | 0.57 | 0.40 | 0.48 | 0.58 | 1.00 | 0.49 | 0.50 | 0.57 |
GD | 0.25 | 0.27 | 0.29 | 0.37 | 0.28 | 0.37 | 0.37 | 0.38 | 0.30 | 0.38 | 0.40 | 0.32 | 0.66 | 0.40 | 0.38 | 0.39 | 0.43 | 0.45 | 0.46 | 0.47 | 0.44 | 0.49 | 0.49 | 1.00 | 0.52 | 0.48 |
AXP | 0.10 | 0.33 | 0.23 | 0.30 | 0.37 | 0.42 | 0.30 | 0.42 | 0.37 | 0.42 | 0.39 | 0.36 | 0.35 | 0.39 | 0.42 | 0.48 | 0.51 | 0.43 | 0.47 | 0.46 | 0.48 | 0.49 | 0.50 | 0.52 | 1.00 | 0.61 |
TROW | 0.14 | 0.35 | 0.29 | 0.28 | 0.37 | 0.36 | 0.30 | 0.42 | 0.47 | 0.38 | 0.39 | 0.44 | 0.32 | 0.36 | 0.53 | 0.47 | 0.46 | 0.40 | 0.47 | 0.43 | 0.51 | 0.53 | 0.57 | 0.48 | 0.61 | 1.00 |