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
Позиция | Категория/Сектор | Целевая доля |
---|---|---|
ABT Abbott Laboratories | Healthcare | 5.82% |
ADM Archer-Daniels-Midland Company | Consumer Defensive | 3.10% |
ADP Automatic Data Processing, Inc. | Industrials | 3.04% |
AJG Arthur J. Gallagher & Co. | Financial Services | 2.10% |
ARCC Ares Capital Corporation | Financial Services | 4.06% |
AXP American Express Company | Financial Services | 1.84% |
BAESY BAE Systems PLC | Industrials | 5.76% |
BRO Brown & Brown, Inc. | Financial Services | 5.01% |
CNI Canadian National Railway Company | Industrials | 2.91% |
CSWC Capital Southwest Corporation | Financial Services | 4.18% |
CVS CVS Health Corporation | Healthcare | 2.37% |
FANG Diamondback Energy, Inc. | Energy | 4.80% |
GD General Dynamics Corporation | 4.21% | |
GIS General Mills, Inc. | Consumer Defensive | 5.14% |
INGR Ingredion Incorporated | Consumer Defensive | 5.10% |
ITOCY Itochu Corp ADR | Industrials | 2.40% |
LMT Lockheed Martin Corporation | Industrials | 9.48% |
MCK McKesson Corporation | Healthcare | 3.20% |
NEE NextEra Energy, Inc. | Utilities | 2.23% |
NTR | 2.61% | |
ODFL | 4.45% | |
STLD | 1.46% | |
STRL | 1.35% | |
T | 6.32% | |
TMO | 2.93% | |
TROW | 4.14% |
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 перебалансируется каждые 3 месяца
Самые ранние данные для этого графика доступны с 12 окт. 2012 г., начальной даты FANG
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% |
AVK Rollover IRA new Aug 2024 | 4.13% | -1.12% | -0.18% | 9.12% | 18.47% | N/A |
Активы портфеля: | ||||||
ABT Abbott Laboratories | 15.04% | 2.24% | 13.93% | 23.00% | 8.42% | 12.62% |
ADM Archer-Daniels-Midland Company | -3.42% | 2.51% | -12.92% | -17.91% | 9.02% | 2.83% |
ADP Automatic Data Processing, Inc. | 0.20% | -3.52% | 2.39% | 20.98% | 18.46% | 15.56% |
AJG Arthur J. Gallagher & Co. | 13.76% | -4.29% | 14.34% | 37.16% | 35.44% | 23.19% |
ARCC Ares Capital Corporation | -1.35% | -5.04% | 2.29% | 12.07% | 23.92% | 12.35% |
AXP American Express Company | -10.27% | -3.74% | -0.39% | 12.95% | 27.80% | 14.78% |
BAESY BAE Systems PLC | 60.39% | 13.63% | 37.44% | 41.31% | 34.70% | 15.90% |
BRO Brown & Brown, Inc. | 12.33% | -6.02% | 10.37% | 39.88% | 27.87% | 22.87% |
CNI Canadian National Railway Company | -3.76% | -2.97% | -11.46% | -20.45% | 6.47% | 6.10% |
CSWC Capital Southwest Corporation | -4.43% | -10.16% | -16.30% | -12.56% | 22.13% | 10.93% |
CVS CVS Health Corporation | 48.88% | -1.80% | 18.31% | 1.50% | 4.22% | -1.58% |
FANG Diamondback Energy, Inc. | -15.93% | -16.14% | -24.93% | -31.69% | 36.73% | 8.02% |
GD General Dynamics Corporation | 4.34% | 1.45% | -9.12% | -2.55% | 18.84% | 9.85% |
GIS General Mills, Inc. | -10.12% | -3.97% | -16.08% | -18.25% | 1.83% | 3.51% |
INGR Ingredion Incorporated | -4.23% | -3.01% | -2.41% | 16.54% | 13.31% | 8.05% |
ITOCY Itochu Corp ADR | 1.68% | 5.52% | 1.93% | 13.17% | 20.56% | 17.92% |
LMT Lockheed Martin Corporation | -0.98% | 7.29% | -13.89% | 5.46% | 7.46% | 12.43% |
MCK McKesson Corporation | 22.08% | 4.82% | 37.28% | 29.31% | 38.85% | 12.68% |
NEE NextEra Energy, Inc. | -7.05% | -5.22% | -17.62% | 1.57% | 4.48% | 12.65% |
NTR | 22.11% | 8.19% | 15.52% | 8.60% | 13.29% | N/A |
ODFL | -16.68% | -13.00% | -25.60% | -24.96% | 16.21% | N/A |
STLD | 12.09% | -0.38% | -0.93% | -2.79% | 42.96% | N/A |
STRL | -9.91% | 20.86% | 0.72% | 48.48% | 76.86% | N/A |
T | 20.53% | -2.01% | 25.72% | 70.16% | 10.51% | N/A |
TMO | -18.38% | -17.41% | -23.35% | -25.58% | 5.50% | N/A |
TROW | -20.70% | -6.35% | -18.61% | -14.84% | 1.53% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.86% | 2.24% | 0.03% | -1.02% | 4.13% | ||||||||
2024 | 0.62% | 5.59% | 4.23% | -3.80% | 3.86% | -1.16% | 6.17% | 1.09% | 0.81% | -1.56% | 5.82% | -8.41% | 12.89% |
2023 | 3.13% | -2.33% | 1.39% | 1.08% | -4.41% | 7.25% | 3.75% | 0.48% | -3.52% | -0.75% | 3.95% | 3.69% | 13.88% |
2022 | -3.91% | 3.03% | 3.31% | -5.08% | 0.82% | -5.05% | 6.01% | -1.38% | -7.57% | 10.60% | 4.94% | -3.23% | 0.86% |
2021 | 0.07% | 4.35% | 5.91% | 4.42% | 2.27% | -1.18% | 2.49% | 2.90% | -1.81% | 8.25% | -1.61% | 5.79% | 36.18% |
2020 | 2.25% | -8.48% | -12.33% | 9.36% | 5.82% | -0.83% | 5.21% | 4.99% | -3.00% | -2.25% | 10.07% | 1.78% | 10.45% |
2019 | 7.94% | 3.52% | 0.40% | 3.78% | -4.43% | 7.65% | 2.07% | 0.64% | 1.61% | 0.85% | 2.41% | 2.04% | 31.76% |
2018 | 4.34% | -3.59% | -1.19% | -0.05% | 1.00% | -0.36% | 3.27% | 0.90% | 3.07% | -7.91% | 2.19% | -8.96% | -8.00% |
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 рейтинг AVK Rollover IRA new Aug 2024 составляет 39, 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 | |
---|---|---|---|---|---|
ABT Abbott Laboratories | 1.08 | 1.65 | 1.21 | 0.87 | 5.34 |
ADM Archer-Daniels-Midland Company | -0.70 | -0.85 | 0.89 | -0.35 | -1.11 |
ADP Automatic Data Processing, Inc. | 1.08 | 1.55 | 1.21 | 1.64 | 5.81 |
AJG Arthur J. Gallagher & Co. | 1.71 | 2.18 | 1.30 | 2.98 | 8.47 |
ARCC Ares Capital Corporation | 0.57 | 0.92 | 1.14 | 0.61 | 2.78 |
AXP American Express Company | 0.38 | 0.75 | 1.10 | 0.42 | 1.43 |
BAESY BAE Systems PLC | 1.18 | 1.92 | 1.25 | 1.94 | 4.40 |
BRO Brown & Brown, Inc. | 1.91 | 2.45 | 1.35 | 3.42 | 9.51 |
CNI Canadian National Railway Company | -1.07 | -1.50 | 0.83 | -0.81 | -1.64 |
CSWC Capital Southwest Corporation | -0.50 | -0.53 | 0.92 | -0.44 | -1.16 |
CVS CVS Health Corporation | -0.01 | 0.29 | 1.04 | -0.00 | -0.02 |
FANG Diamondback Energy, Inc. | -0.80 | -0.97 | 0.87 | -0.73 | -1.76 |
GD General Dynamics Corporation | -0.23 | -0.16 | 0.98 | -0.23 | -0.49 |
GIS General Mills, Inc. | -0.81 | -1.03 | 0.88 | -0.53 | -1.40 |
INGR Ingredion Incorporated | 0.66 | 1.28 | 1.17 | 0.86 | 1.89 |
ITOCY Itochu Corp ADR | 0.50 | 0.94 | 1.11 | 0.58 | 1.37 |
LMT Lockheed Martin Corporation | 0.29 | 0.52 | 1.08 | 0.21 | 0.43 |
MCK McKesson Corporation | 1.15 | 1.56 | 1.26 | 1.31 | 3.22 |
NEE NextEra Energy, Inc. | 0.09 | 0.32 | 1.04 | 0.11 | 0.23 |
NTR | 0.29 | 0.62 | 1.07 | 0.14 | 0.51 |
ODFL | -0.84 | -1.08 | 0.86 | -0.90 | -2.06 |
STLD | -0.10 | 0.14 | 1.02 | -0.13 | -0.26 |
STRL | 0.77 | 1.39 | 1.19 | 1.04 | 2.40 |
T | 3.11 | 3.72 | 1.55 | 2.82 | 25.42 |
TMO | -1.04 | -1.49 | 0.82 | -0.71 | -2.06 |
TROW | -0.60 | -0.74 | 0.91 | -0.30 | -1.41 |
Дивиденды
Дивидендный доход
Дивидендная доходность AVK Rollover IRA new Aug 2024 за предыдущие двенадцать месяцев составила 3.18%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 3.18% | 3.18% | 3.15% | 3.21% | 3.02% | 3.44% | 3.03% | 3.19% | 2.53% | 2.43% | 2.67% | 2.37% |
Активы портфеля: | ||||||||||||
ABT Abbott Laboratories | 1.77% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
ADM Archer-Daniels-Midland Company | 4.17% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
ADP Automatic Data Processing, Inc. | 2.02% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
AJG Arthur J. Gallagher & Co. | 0.76% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
ARCC Ares Capital Corporation | 9.10% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% |
AXP American Express Company | 1.10% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
BAESY BAE Systems PLC | 1.87% | 2.77% | 2.45% | 3.16% | 4.45% | 7.23% | 3.75% | 5.11% | 3.49% | 3.94% | 4.36% | 4.62% |
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% |
CNI Canadian National Railway Company | 2.54% | 2.44% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% |
CSWC Capital Southwest Corporation | 12.55% | 11.59% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.35% | 0.00% | 0.00% |
CVS CVS Health Corporation | 4.07% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% |
FANG Diamondback Energy, Inc. | 4.54% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
GD General Dynamics Corporation | 2.12% | 2.12% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% |
GIS General Mills, Inc. | 4.28% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
INGR Ingredion Incorporated | 2.44% | 1.72% | 2.75% | 2.78% | 2.67% | 3.23% | 2.70% | 2.68% | 1.57% | 1.52% | 1.82% | 1.98% |
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% |
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% |
MCK McKesson Corporation | 0.40% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
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% |
NTR | 4.01% | 4.83% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 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% |
STLD | 1.48% | 1.61% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.09% | 2.33% |
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% |
T | 4.14% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
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% |
TROW | 5.64% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
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 35.32%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 162 торговые сессии.
Текущая просадка AVK Rollover IRA new Aug 2024 составляет 5.45%.
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 |
---|---|---|---|---|---|---|
-35.32% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 162 | 10 нояб. 2020 г. | 185 |
-19.43% | 2 окт. 2018 г. | 59 | 24 дек. 2018 г. | 120 | 18 июн. 2019 г. | 179 |
-15.88% | 21 апр. 2022 г. | 41 | 17 июн. 2022 г. | 116 | 2 дек. 2022 г. | 157 |
-12.6% | 12 нояб. 2024 г. | 100 | 8 апр. 2025 г. | — | — | — |
-8.82% | 29 янв. 2018 г. | 9 | 8 февр. 2018 г. | 150 | 13 сент. 2018 г. | 159 |
Волатильность
График волатильности
Текущая волатильность AVK Rollover IRA new Aug 2024 составляет 10.17%, 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 21.42, 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 | BAESY | GIS | ITOCY | NEE | CSWC | FANG | MCK | STRL | T | NTR | LMT | CVS | ABT | TMO | ODFL | ARCC | STLD | INGR | ADM | AJG | CNI | BRO | GD | ADP | AXP | TROW | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.20 | 0.16 | 0.42 | 0.37 | 0.40 | 0.39 | 0.38 | 0.48 | 0.38 | 0.42 | 0.35 | 0.41 | 0.54 | 0.59 | 0.59 | 0.53 | 0.51 | 0.44 | 0.45 | 0.54 | 0.59 | 0.59 | 0.52 | 0.66 | 0.68 | 0.75 | 0.82 |
BAESY | 0.20 | 1.00 | 0.05 | 0.18 | 0.11 | 0.16 | 0.19 | 0.17 | 0.16 | 0.16 | 0.22 | 0.25 | 0.15 | 0.08 | 0.08 | 0.12 | 0.20 | 0.19 | 0.20 | 0.19 | 0.18 | 0.22 | 0.17 | 0.29 | 0.17 | 0.21 | 0.17 | 0.35 |
GIS | 0.16 | 0.05 | 1.00 | 0.07 | 0.32 | 0.09 | 0.03 | 0.28 | 0.02 | 0.28 | 0.09 | 0.29 | 0.27 | 0.27 | 0.20 | 0.10 | 0.10 | 0.04 | 0.33 | 0.30 | 0.25 | 0.18 | 0.27 | 0.25 | 0.26 | 0.09 | 0.15 | 0.32 |
ITOCY | 0.42 | 0.18 | 0.07 | 1.00 | 0.15 | 0.22 | 0.20 | 0.18 | 0.25 | 0.22 | 0.26 | 0.17 | 0.19 | 0.26 | 0.24 | 0.27 | 0.26 | 0.26 | 0.24 | 0.24 | 0.23 | 0.33 | 0.23 | 0.27 | 0.26 | 0.33 | 0.35 | 0.42 |
NEE | 0.37 | 0.11 | 0.32 | 0.15 | 1.00 | 0.19 | 0.07 | 0.19 | 0.13 | 0.30 | 0.14 | 0.27 | 0.21 | 0.35 | 0.31 | 0.20 | 0.25 | 0.11 | 0.25 | 0.27 | 0.35 | 0.30 | 0.38 | 0.29 | 0.38 | 0.22 | 0.28 | 0.42 |
CSWC | 0.40 | 0.16 | 0.09 | 0.22 | 0.19 | 1.00 | 0.28 | 0.20 | 0.28 | 0.24 | 0.26 | 0.19 | 0.23 | 0.16 | 0.22 | 0.28 | 0.51 | 0.30 | 0.26 | 0.26 | 0.26 | 0.27 | 0.26 | 0.28 | 0.29 | 0.38 | 0.37 | 0.46 |
FANG | 0.39 | 0.19 | 0.03 | 0.20 | 0.07 | 0.28 | 1.00 | 0.22 | 0.35 | 0.21 | 0.46 | 0.25 | 0.27 | 0.11 | 0.13 | 0.26 | 0.33 | 0.44 | 0.31 | 0.40 | 0.21 | 0.33 | 0.21 | 0.35 | 0.25 | 0.40 | 0.35 | 0.46 |
MCK | 0.38 | 0.17 | 0.28 | 0.18 | 0.19 | 0.20 | 0.22 | 1.00 | 0.24 | 0.31 | 0.21 | 0.31 | 0.51 | 0.30 | 0.24 | 0.24 | 0.25 | 0.28 | 0.33 | 0.33 | 0.34 | 0.28 | 0.35 | 0.37 | 0.35 | 0.29 | 0.29 | 0.49 |
STRL | 0.48 | 0.16 | 0.02 | 0.25 | 0.13 | 0.28 | 0.35 | 0.24 | 1.00 | 0.22 | 0.30 | 0.22 | 0.25 | 0.16 | 0.20 | 0.38 | 0.33 | 0.43 | 0.34 | 0.30 | 0.26 | 0.34 | 0.30 | 0.36 | 0.31 | 0.43 | 0.41 | 0.51 |
T | 0.38 | 0.16 | 0.28 | 0.22 | 0.30 | 0.24 | 0.21 | 0.31 | 0.22 | 1.00 | 0.25 | 0.31 | 0.39 | 0.30 | 0.24 | 0.23 | 0.32 | 0.29 | 0.40 | 0.36 | 0.32 | 0.30 | 0.34 | 0.39 | 0.33 | 0.37 | 0.37 | 0.49 |
NTR | 0.42 | 0.22 | 0.09 | 0.26 | 0.14 | 0.26 | 0.46 | 0.21 | 0.30 | 0.25 | 1.00 | 0.27 | 0.29 | 0.19 | 0.25 | 0.29 | 0.35 | 0.46 | 0.33 | 0.50 | 0.24 | 0.44 | 0.25 | 0.37 | 0.32 | 0.40 | 0.37 | 0.50 |
LMT | 0.35 | 0.25 | 0.29 | 0.17 | 0.27 | 0.19 | 0.25 | 0.31 | 0.22 | 0.31 | 0.27 | 1.00 | 0.32 | 0.28 | 0.25 | 0.23 | 0.25 | 0.27 | 0.35 | 0.38 | 0.38 | 0.31 | 0.38 | 0.66 | 0.40 | 0.33 | 0.31 | 0.57 |
CVS | 0.41 | 0.15 | 0.27 | 0.19 | 0.21 | 0.23 | 0.27 | 0.51 | 0.25 | 0.39 | 0.29 | 0.32 | 1.00 | 0.32 | 0.29 | 0.26 | 0.31 | 0.34 | 0.32 | 0.40 | 0.32 | 0.32 | 0.34 | 0.39 | 0.36 | 0.38 | 0.36 | 0.51 |
ABT | 0.54 | 0.08 | 0.27 | 0.26 | 0.35 | 0.16 | 0.11 | 0.30 | 0.16 | 0.30 | 0.19 | 0.28 | 0.32 | 1.00 | 0.62 | 0.34 | 0.28 | 0.20 | 0.29 | 0.28 | 0.44 | 0.38 | 0.46 | 0.32 | 0.49 | 0.35 | 0.43 | 0.58 |
TMO | 0.59 | 0.08 | 0.20 | 0.24 | 0.31 | 0.22 | 0.13 | 0.24 | 0.20 | 0.24 | 0.25 | 0.25 | 0.29 | 0.62 | 1.00 | 0.40 | 0.28 | 0.26 | 0.28 | 0.27 | 0.41 | 0.39 | 0.45 | 0.31 | 0.47 | 0.37 | 0.46 | 0.58 |
ODFL | 0.59 | 0.12 | 0.10 | 0.27 | 0.20 | 0.28 | 0.26 | 0.24 | 0.38 | 0.23 | 0.29 | 0.23 | 0.26 | 0.34 | 0.40 | 1.00 | 0.33 | 0.40 | 0.30 | 0.30 | 0.35 | 0.46 | 0.41 | 0.38 | 0.44 | 0.42 | 0.53 | 0.65 |
ARCC | 0.53 | 0.20 | 0.10 | 0.26 | 0.25 | 0.51 | 0.33 | 0.25 | 0.33 | 0.32 | 0.35 | 0.25 | 0.31 | 0.28 | 0.28 | 0.33 | 1.00 | 0.36 | 0.33 | 0.35 | 0.36 | 0.36 | 0.37 | 0.38 | 0.39 | 0.48 | 0.48 | 0.57 |
STLD | 0.51 | 0.19 | 0.04 | 0.26 | 0.11 | 0.30 | 0.44 | 0.28 | 0.43 | 0.29 | 0.46 | 0.27 | 0.34 | 0.20 | 0.26 | 0.40 | 0.36 | 1.00 | 0.38 | 0.45 | 0.32 | 0.41 | 0.35 | 0.42 | 0.35 | 0.51 | 0.46 | 0.56 |
INGR | 0.44 | 0.20 | 0.33 | 0.24 | 0.25 | 0.26 | 0.31 | 0.33 | 0.34 | 0.40 | 0.33 | 0.35 | 0.32 | 0.29 | 0.28 | 0.30 | 0.33 | 0.38 | 1.00 | 0.54 | 0.34 | 0.36 | 0.37 | 0.44 | 0.36 | 0.41 | 0.39 | 0.56 |
ADM | 0.45 | 0.19 | 0.30 | 0.24 | 0.27 | 0.26 | 0.40 | 0.33 | 0.30 | 0.36 | 0.50 | 0.38 | 0.40 | 0.28 | 0.27 | 0.30 | 0.35 | 0.45 | 0.54 | 1.00 | 0.33 | 0.41 | 0.34 | 0.46 | 0.39 | 0.43 | 0.42 | 0.59 |
AJG | 0.54 | 0.18 | 0.25 | 0.23 | 0.35 | 0.26 | 0.21 | 0.34 | 0.26 | 0.32 | 0.24 | 0.38 | 0.32 | 0.44 | 0.41 | 0.35 | 0.36 | 0.32 | 0.34 | 0.33 | 1.00 | 0.40 | 0.78 | 0.46 | 0.57 | 0.45 | 0.46 | 0.64 |
CNI | 0.59 | 0.22 | 0.18 | 0.33 | 0.30 | 0.27 | 0.33 | 0.28 | 0.34 | 0.30 | 0.44 | 0.31 | 0.32 | 0.38 | 0.39 | 0.46 | 0.36 | 0.41 | 0.36 | 0.41 | 0.40 | 1.00 | 0.42 | 0.43 | 0.47 | 0.48 | 0.50 | 0.63 |
BRO | 0.59 | 0.17 | 0.27 | 0.23 | 0.38 | 0.26 | 0.21 | 0.35 | 0.30 | 0.34 | 0.25 | 0.38 | 0.34 | 0.46 | 0.45 | 0.41 | 0.37 | 0.35 | 0.37 | 0.34 | 0.78 | 0.42 | 1.00 | 0.49 | 0.59 | 0.48 | 0.51 | 0.70 |
GD | 0.52 | 0.29 | 0.25 | 0.27 | 0.29 | 0.28 | 0.35 | 0.37 | 0.36 | 0.39 | 0.37 | 0.66 | 0.39 | 0.32 | 0.31 | 0.38 | 0.38 | 0.42 | 0.44 | 0.46 | 0.46 | 0.43 | 0.49 | 1.00 | 0.49 | 0.51 | 0.47 | 0.70 |
ADP | 0.66 | 0.17 | 0.26 | 0.26 | 0.38 | 0.29 | 0.25 | 0.35 | 0.31 | 0.33 | 0.32 | 0.40 | 0.36 | 0.49 | 0.47 | 0.44 | 0.39 | 0.35 | 0.36 | 0.39 | 0.57 | 0.47 | 0.59 | 0.49 | 1.00 | 0.50 | 0.56 | 0.69 |
AXP | 0.68 | 0.21 | 0.09 | 0.33 | 0.22 | 0.38 | 0.40 | 0.29 | 0.43 | 0.37 | 0.40 | 0.33 | 0.38 | 0.35 | 0.37 | 0.42 | 0.48 | 0.51 | 0.41 | 0.43 | 0.45 | 0.48 | 0.48 | 0.51 | 0.50 | 1.00 | 0.61 | 0.67 |
TROW | 0.75 | 0.17 | 0.15 | 0.35 | 0.28 | 0.37 | 0.35 | 0.29 | 0.41 | 0.37 | 0.37 | 0.31 | 0.36 | 0.43 | 0.46 | 0.53 | 0.48 | 0.46 | 0.39 | 0.42 | 0.46 | 0.50 | 0.51 | 0.47 | 0.56 | 0.61 | 1.00 | 0.71 |
Portfolio | 0.82 | 0.35 | 0.32 | 0.42 | 0.42 | 0.46 | 0.46 | 0.49 | 0.51 | 0.49 | 0.50 | 0.57 | 0.51 | 0.58 | 0.58 | 0.65 | 0.57 | 0.56 | 0.56 | 0.59 | 0.64 | 0.63 | 0.70 | 0.70 | 0.69 | 0.67 | 0.71 | 1.00 |