DEFENSIVE PORTFOLIO VERSION 2
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в DEFENSIVE PORTFOLIO VERSION 2 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 28 июл. 2023 г., начальной даты FBY
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
DEFENSIVE PORTFOLIO VERSION 2 | 22.19% | 0.84% | 10.75% | 28.69% | N/A | N/A |
Активы портфеля: | ||||||
iShares High Yield Corporate Bond Buywrite Strategy ETF | 6.42% | 0.81% | 3.54% | 7.13% | N/A | N/A |
14.51% | 0.79% | 6.88% | 17.16% | N/A | N/A | |
8.29% | -0.41% | 5.11% | 12.69% | N/A | N/A | |
133.46% | -11.08% | 27.93% | 165.68% | N/A | N/A | |
3.85% | 0.42% | 2.66% | 5.44% | N/A | N/A | |
85.68% | -4.89% | 21.15% | 107.30% | N/A | N/A | |
British American Tobacco p.l.c. | 36.12% | 5.20% | 28.70% | 23.95% | 9.22% | 1.74% |
71.16% | 0.62% | 24.66% | 134.42% | N/A | N/A | |
Lockheed Martin Corporation | 27.58% | 2.11% | 30.34% | 36.92% | 10.53% | 15.22% |
Altria Group, Inc. | 33.35% | 0.33% | 20.10% | 27.88% | 13.63% | 7.77% |
Coca-Cola Consolidated, Inc. | 38.62% | -1.00% | 46.13% | 96.55% | 34.33% | 33.20% |
Boston Scientific Corporation | 42.74% | 4.88% | 22.36% | 55.61% | 13.94% | 20.91% |
Cencora Inc. | 14.95% | -1.81% | -2.60% | 31.69% | 24.37% | 13.44% |
AbbVie Inc. | 28.37% | -1.74% | 11.79% | 30.90% | 27.58% | 17.39% |
62.26% | 8.05% | 25.00% | 81.53% | N/A | N/A | |
62.67% | -4.26% | 23.21% | 92.77% | N/A | N/A | |
36.08% | 11.75% | 30.55% | 52.98% | N/A | N/A | |
Meta Platforms, Inc. | 51.97% | 1.43% | 6.30% | 76.33% | 23.20% | 21.37% |
YieldMax META Option Income ETF | 29.41% | 3.31% | 4.16% | 54.73% | N/A | N/A |
27.83% | 2.93% | 26.67% | 44.48% | N/A | N/A | |
Fidelity Floating Rate High Income Fund | 5.83% | 0.72% | 3.28% | 8.30% | 5.18% | 4.38% |
56.06% | 13.88% | 42.86% | 78.21% | N/A | N/A | |
ACI Worldwide, Inc. | 60.07% | 2.36% | 52.35% | 107.81% | 8.81% | 10.13% |
CACI International Inc | 49.76% | 3.94% | 31.54% | 51.42% | 16.77% | 21.05% |
H&R Block, Inc. | 33.77% | -2.22% | 33.74% | 57.80% | 26.89% | 11.11% |
107.70% | 0.50% | 53.00% | 124.26% | N/A | N/A | |
30.20% | -0.35% | 9.07% | 30.80% | N/A | N/A | |
Ingredion Incorporated | 25.34% | 1.40% | 16.69% | 38.67% | 13.49% | 8.09% |
52.85% | 2.18% | 29.37% | 82.58% | N/A | N/A | |
36.75% | 12.37% | 23.61% | 83.34% | N/A | N/A | |
KKR & Co. Inc. | 55.23% | 6.48% | 30.21% | 103.26% | 36.42% | 22.32% |
Abercrombie & Fitch Co. | 52.36% | -19.45% | -0.47% | 165.74% | 54.10% | 15.69% |
The Hartford Financial Services Group, Inc. | 47.63% | 5.72% | 16.77% | 61.84% | 16.82% | 14.45% |
37.05% | -1.13% | 7.99% | 68.33% | N/A | N/A | |
Colgate-Palmolive Company | 33.40% | 2.66% | 19.64% | 46.18% | 10.70% | 7.32% |
Leidos Holdings, Inc. | 43.75% | 3.05% | 21.31% | 66.65% | 13.70% | 21.87% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью DEFENSIVE PORTFOLIO VERSION 2, 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 | 2.77% | 4.69% | 2.97% | -0.96% | 4.06% | 1.78% | 2.22% | 2.78% | 22.19% | ||||
2023 | 0.10% | 0.33% | -2.10% | -1.23% | 5.14% | 2.75% | 4.90% |
Комиссия
Комиссия DEFENSIVE PORTFOLIO VERSION 2 составляет 0.48%, что примерно соответствует среднему уровню по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг DEFENSIVE PORTFOLIO VERSION 2 среди портфелей на нашем сайте составляет 99, что соответствует топ 1% 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 | |
---|---|---|---|---|---|
iShares High Yield Corporate Bond Buywrite Strategy ETF | 2.52 | 3.45 | 1.57 | 2.10 | 14.43 |
2.14 | 2.85 | 1.44 | 2.69 | 13.89 | |
1.14 | 1.53 | 1.28 | 1.25 | 9.11 | |
3.46 | 3.63 | 1.47 | 6.58 | 20.89 | |
21.56 | — | — | — | — | |
2.77 | 3.22 | 1.46 | 5.50 | 18.25 | |
British American Tobacco p.l.c. | 1.26 | 1.71 | 1.26 | 1.94 | 6.17 |
4.35 | 4.79 | 1.60 | 9.35 | 38.23 | |
Lockheed Martin Corporation | 2.45 | 4.22 | 1.54 | 3.40 | 13.10 |
Altria Group, Inc. | 1.66 | 2.10 | 1.34 | 2.56 | 9.44 |
Coca-Cola Consolidated, Inc. | 3.03 | 4.29 | 1.56 | 5.96 | 16.24 |
Boston Scientific Corporation | 2.86 | 3.62 | 1.53 | 4.88 | 22.71 |
Cencora Inc. | 1.63 | 2.30 | 1.31 | 2.31 | 6.17 |
AbbVie Inc. | 1.67 | 2.17 | 1.31 | 2.22 | 5.61 |
3.83 | 5.17 | 1.70 | 11.35 | 33.98 | |
2.65 | 3.28 | 1.43 | 4.36 | 14.49 | |
2.55 | 3.59 | 1.45 | 5.76 | 15.91 | |
Meta Platforms, Inc. | 2.19 | 3.08 | 1.42 | 4.33 | 13.12 |
YieldMax META Option Income ETF | 2.10 | 2.67 | 1.40 | 3.77 | 10.80 |
3.44 | 4.75 | 1.64 | 9.36 | 23.46 | |
Fidelity Floating Rate High Income Fund | 3.30 | 9.66 | 3.00 | 9.88 | 43.16 |
3.64 | 4.77 | 1.59 | 6.79 | 27.60 | |
ACI Worldwide, Inc. | 3.51 | 4.67 | 1.57 | 5.57 | 26.55 |
CACI International Inc | 3.03 | 4.20 | 1.55 | 4.15 | 18.81 |
H&R Block, Inc. | 1.98 | 3.05 | 1.35 | 6.02 | 13.26 |
3.61 | 4.16 | 1.56 | 3.98 | 17.10 | |
1.59 | 2.52 | 1.30 | 2.54 | 10.58 | |
Ingredion Incorporated | 2.15 | 3.44 | 1.40 | 2.00 | 13.06 |
3.33 | 4.34 | 1.57 | 5.30 | 22.77 | |
2.98 | 3.82 | 1.48 | 4.84 | 17.73 | |
KKR & Co. Inc. | 3.34 | 4.05 | 1.54 | 6.68 | 23.98 |
Abercrombie & Fitch Co. | 3.07 | 3.24 | 1.45 | 5.09 | 13.87 |
The Hartford Financial Services Group, Inc. | 3.48 | 4.43 | 1.65 | 8.27 | 26.93 |
3.29 | 4.52 | 1.57 | 4.28 | 30.40 | |
Colgate-Palmolive Company | 3.35 | 4.61 | 1.62 | 4.27 | 28.72 |
Leidos Holdings, Inc. | 3.76 | 5.62 | 1.78 | 7.76 | 27.47 |
Дивиденды
Дивидендный доход
Дивидендная доходность DEFENSIVE PORTFOLIO VERSION 2 за предыдущие двенадцать месяцев составила 10.09%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DEFENSIVE PORTFOLIO VERSION 2 | 10.09% | 10.35% | 6.27% | 1.70% | 2.62% | 1.67% | 1.67% | 1.31% | 1.46% | 1.52% | 1.46% | 1.39% |
Активы портфеля: | ||||||||||||
iShares High Yield Corporate Bond Buywrite Strategy ETF | 13.25% | 15.98% | 8.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
11.72% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
16.27% | 16.36% | 18.21% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% | |
5.23% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
77.36% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
British American Tobacco p.l.c. | 7.58% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.77% | 4.21% | 4.55% | 4.04% |
0.00% | 0.00% | 0.00% | 0.00% | 128.87% | 1.71% | 1.46% | 1.35% | 1.92% | 4.01% | 2.72% | 1.50% | |
Lockheed Martin Corporation | 2.22% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Altria Group, Inc. | 7.84% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
Coca-Cola Consolidated, Inc. | 1.43% | 0.54% | 0.19% | 0.16% | 0.37% | 0.34% | 0.55% | 0.45% | 0.55% | 0.53% | 1.11% | 1.33% |
Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Cencora Inc. | 0.87% | 0.96% | 1.13% | 1.34% | 1.74% | 1.88% | 2.07% | 1.61% | 1.77% | 1.17% | 1.10% | 1.23% |
AbbVie Inc. | 3.17% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% | |
1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% | |
5.10% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% | |
Meta Platforms, Inc. | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YieldMax META Option Income ETF | 50.76% | 8.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% | |
Fidelity Floating Rate High Income Fund | 8.51% | 8.23% | 5.06% | 3.26% | 3.84% | 5.15% | 4.72% | 4.05% | 3.94% | 4.25% | 4.00% | 3.46% |
4.25% | 6.45% | 6.89% | 6.62% | 6.38% | 5.15% | 5.30% | 5.04% | 4.85% | 5.59% | 4.40% | 5.56% | |
ACI Worldwide, 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% |
CACI International 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% |
H&R Block, Inc. | 2.10% | 2.52% | 3.07% | 4.54% | 6.56% | 4.39% | 3.90% | 3.59% | 3.74% | 2.40% | 2.38% | 2.75% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Ingredion Incorporated | 2.32% | 2.75% | 2.78% | 2.67% | 3.23% | 2.70% | 2.68% | 1.57% | 1.52% | 1.82% | 1.98% | 2.28% |
0.34% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% | 0.25% | |
0.57% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% | |
KKR & Co. Inc. | 0.53% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
Abercrombie & Fitch Co. | 0.00% | 0.00% | 0.00% | 0.00% | 0.98% | 4.63% | 3.99% | 4.59% | 6.67% | 2.96% | 2.79% | 2.43% |
The Hartford Financial Services Group, Inc. | 1.61% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% | 1.38% |
1.44% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% | |
Colgate-Palmolive Company | 1.87% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
Leidos Holdings, Inc. | 0.98% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
DEFENSIVE PORTFOLIO VERSION 2 показал максимальную просадку в 4.44%, зарегистрированную 27 окт. 2023 г.. Полное восстановление заняло 12 торговых сессий.
Текущая просадка DEFENSIVE PORTFOLIO VERSION 2 составляет 0.44%.
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 |
---|---|---|---|---|---|---|
-4.44% | 1 сент. 2023 г. | 41 | 27 окт. 2023 г. | 12 | 14 нояб. 2023 г. | 53 |
-2.96% | 2 апр. 2024 г. | 14 | 19 апр. 2024 г. | 11 | 6 мая 2024 г. | 25 |
-2.93% | 1 авг. 2024 г. | 3 | 5 авг. 2024 г. | 6 | 13 авг. 2024 г. | 9 |
-2.16% | 1 авг. 2023 г. | 13 | 17 авг. 2023 г. | 8 | 29 авг. 2023 г. | 21 |
-1.52% | 3 сент. 2024 г. | 4 | 6 сент. 2024 г. | 4 | 12 сент. 2024 г. | 8 |
Волатильность
График волатильности
Текущая волатильность DEFENSIVE PORTFOLIO VERSION 2 составляет 1.93%, 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
SGOV | COR | FFRHX | PGR | T | LMT | ABBV | CL | HRB | TMUS | ANF | COKE | POST | MO | BSX | INGR | TXRH | HIG | FBY | NHI | NVDY | RYCEY | NVDA | META | BTI | LDOS | THC | TSM | ACIW | HYGW | CACI | UHS | PHM | KKR | SVOL | SPYI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV | 1.00 | 0.09 | 0.00 | -0.04 | 0.06 | 0.01 | 0.08 | 0.08 | 0.10 | 0.04 | 0.03 | -0.05 | 0.05 | 0.08 | 0.05 | 0.04 | -0.04 | -0.03 | -0.00 | 0.09 | 0.10 | 0.01 | 0.08 | 0.00 | 0.16 | 0.06 | -0.00 | 0.12 | 0.09 | 0.15 | 0.06 | 0.02 | 0.09 | 0.04 | 0.04 | 0.07 |
COR | 0.09 | 1.00 | 0.01 | 0.21 | 0.19 | 0.24 | 0.32 | 0.22 | 0.06 | 0.13 | -0.10 | 0.10 | 0.20 | 0.11 | 0.27 | 0.16 | -0.01 | 0.16 | -0.08 | 0.04 | -0.09 | 0.09 | -0.08 | -0.03 | 0.06 | 0.05 | 0.01 | -0.12 | -0.01 | 0.00 | 0.08 | 0.20 | 0.02 | -0.03 | -0.07 | 0.02 |
FFRHX | 0.00 | 0.01 | 1.00 | 0.09 | 0.18 | 0.04 | 0.03 | 0.05 | 0.07 | 0.15 | 0.15 | 0.16 | 0.05 | 0.08 | 0.06 | 0.14 | 0.12 | 0.11 | 0.09 | 0.10 | 0.06 | 0.13 | 0.07 | 0.05 | 0.15 | 0.11 | 0.20 | 0.13 | 0.18 | 0.11 | 0.07 | 0.16 | 0.12 | 0.17 | 0.22 | 0.22 |
PGR | -0.04 | 0.21 | 0.09 | 1.00 | 0.02 | 0.20 | 0.19 | 0.26 | 0.09 | 0.20 | -0.06 | 0.18 | 0.23 | 0.15 | 0.12 | 0.16 | 0.11 | 0.43 | 0.09 | 0.14 | -0.04 | 0.10 | -0.06 | 0.08 | 0.11 | 0.11 | -0.01 | -0.07 | 0.06 | 0.04 | 0.13 | 0.06 | -0.04 | 0.02 | 0.01 | 0.05 |
T | 0.06 | 0.19 | 0.18 | 0.02 | 1.00 | 0.18 | 0.27 | 0.19 | 0.08 | 0.29 | -0.08 | 0.08 | 0.25 | 0.29 | 0.16 | 0.29 | 0.03 | 0.23 | -0.07 | 0.17 | -0.15 | -0.02 | -0.16 | -0.06 | 0.31 | 0.05 | 0.12 | -0.14 | 0.14 | 0.19 | 0.10 | 0.18 | 0.17 | 0.04 | 0.09 | 0.09 |
LMT | 0.01 | 0.24 | 0.04 | 0.20 | 0.18 | 1.00 | 0.24 | 0.29 | 0.13 | 0.20 | -0.14 | 0.14 | 0.23 | 0.32 | 0.09 | 0.30 | 0.04 | 0.29 | -0.12 | 0.10 | -0.20 | 0.12 | -0.24 | -0.10 | 0.24 | 0.32 | 0.13 | -0.13 | 0.01 | 0.03 | 0.25 | 0.22 | 0.02 | -0.02 | 0.05 | -0.00 |
ABBV | 0.08 | 0.32 | 0.03 | 0.19 | 0.27 | 0.24 | 1.00 | 0.27 | 0.13 | 0.28 | -0.03 | 0.12 | 0.25 | 0.30 | 0.24 | 0.19 | 0.13 | 0.34 | 0.03 | 0.17 | 0.01 | 0.16 | 0.00 | 0.04 | 0.27 | 0.14 | 0.19 | 0.00 | 0.14 | 0.12 | 0.15 | 0.24 | 0.18 | 0.10 | 0.18 | 0.23 |
CL | 0.08 | 0.22 | 0.05 | 0.26 | 0.19 | 0.29 | 0.27 | 1.00 | 0.18 | 0.22 | -0.06 | 0.20 | 0.38 | 0.38 | 0.28 | 0.29 | 0.23 | 0.24 | -0.01 | 0.24 | -0.13 | 0.13 | -0.13 | -0.01 | 0.27 | 0.23 | 0.11 | -0.09 | 0.13 | 0.14 | 0.20 | 0.29 | 0.11 | 0.01 | 0.15 | 0.13 |
HRB | 0.10 | 0.06 | 0.07 | 0.09 | 0.08 | 0.13 | 0.13 | 0.18 | 1.00 | 0.13 | 0.21 | 0.19 | 0.21 | 0.18 | 0.14 | 0.25 | 0.15 | 0.24 | 0.09 | 0.30 | 0.11 | 0.11 | 0.12 | 0.08 | 0.26 | 0.23 | 0.20 | 0.14 | 0.30 | 0.18 | 0.28 | 0.29 | 0.24 | 0.31 | 0.28 | 0.31 |
TMUS | 0.04 | 0.13 | 0.15 | 0.20 | 0.29 | 0.20 | 0.28 | 0.22 | 0.13 | 1.00 | 0.05 | 0.16 | 0.18 | 0.25 | 0.24 | 0.17 | 0.14 | 0.27 | 0.12 | 0.12 | 0.07 | 0.21 | 0.08 | 0.13 | 0.19 | 0.25 | 0.16 | 0.09 | 0.15 | 0.25 | 0.26 | 0.24 | 0.22 | 0.16 | 0.29 | 0.32 |
ANF | 0.03 | -0.10 | 0.15 | -0.06 | -0.08 | -0.14 | -0.03 | -0.06 | 0.21 | 0.05 | 1.00 | 0.24 | -0.01 | 0.01 | 0.12 | 0.04 | 0.28 | 0.06 | 0.23 | 0.16 | 0.43 | 0.26 | 0.42 | 0.25 | 0.07 | 0.18 | 0.24 | 0.35 | 0.22 | 0.17 | 0.20 | 0.20 | 0.32 | 0.31 | 0.32 | 0.41 |
COKE | -0.05 | 0.10 | 0.16 | 0.18 | 0.08 | 0.14 | 0.12 | 0.20 | 0.19 | 0.16 | 0.24 | 1.00 | 0.24 | 0.19 | 0.19 | 0.24 | 0.20 | 0.18 | 0.26 | 0.24 | 0.10 | 0.23 | 0.09 | 0.25 | 0.21 | 0.16 | 0.20 | 0.17 | 0.21 | 0.21 | 0.22 | 0.22 | 0.23 | 0.28 | 0.26 | 0.28 |
POST | 0.05 | 0.20 | 0.05 | 0.23 | 0.25 | 0.23 | 0.25 | 0.38 | 0.21 | 0.18 | -0.01 | 0.24 | 1.00 | 0.36 | 0.19 | 0.49 | 0.27 | 0.32 | -0.01 | 0.19 | 0.00 | 0.14 | -0.02 | 0.01 | 0.37 | 0.28 | 0.15 | 0.02 | 0.22 | 0.17 | 0.30 | 0.26 | 0.16 | 0.12 | 0.21 | 0.18 |
MO | 0.08 | 0.11 | 0.08 | 0.15 | 0.29 | 0.32 | 0.30 | 0.38 | 0.18 | 0.25 | 0.01 | 0.19 | 0.36 | 1.00 | 0.19 | 0.33 | 0.14 | 0.33 | -0.01 | 0.33 | -0.07 | 0.06 | -0.10 | -0.03 | 0.65 | 0.24 | 0.23 | -0.04 | 0.25 | 0.29 | 0.20 | 0.25 | 0.17 | 0.13 | 0.20 | 0.23 |
BSX | 0.05 | 0.27 | 0.06 | 0.12 | 0.16 | 0.09 | 0.24 | 0.28 | 0.14 | 0.24 | 0.12 | 0.19 | 0.19 | 0.19 | 1.00 | 0.12 | 0.20 | 0.18 | 0.23 | 0.17 | 0.19 | 0.32 | 0.18 | 0.26 | 0.09 | 0.26 | 0.30 | 0.20 | 0.17 | 0.29 | 0.21 | 0.29 | 0.24 | 0.25 | 0.28 | 0.41 |
INGR | 0.04 | 0.16 | 0.14 | 0.16 | 0.29 | 0.30 | 0.19 | 0.29 | 0.25 | 0.17 | 0.04 | 0.24 | 0.49 | 0.33 | 0.12 | 1.00 | 0.21 | 0.39 | -0.01 | 0.26 | -0.05 | 0.07 | -0.06 | 0.05 | 0.36 | 0.25 | 0.25 | 0.03 | 0.29 | 0.22 | 0.30 | 0.33 | 0.29 | 0.17 | 0.20 | 0.23 |
TXRH | -0.04 | -0.01 | 0.12 | 0.11 | 0.03 | 0.04 | 0.13 | 0.23 | 0.15 | 0.14 | 0.28 | 0.20 | 0.27 | 0.14 | 0.20 | 0.21 | 1.00 | 0.33 | 0.28 | 0.20 | 0.24 | 0.33 | 0.20 | 0.28 | 0.23 | 0.25 | 0.29 | 0.26 | 0.26 | 0.25 | 0.32 | 0.28 | 0.38 | 0.28 | 0.25 | 0.41 |
HIG | -0.03 | 0.16 | 0.11 | 0.43 | 0.23 | 0.29 | 0.34 | 0.24 | 0.24 | 0.27 | 0.06 | 0.18 | 0.32 | 0.33 | 0.18 | 0.39 | 0.33 | 1.00 | 0.11 | 0.24 | 0.03 | 0.12 | 0.00 | 0.10 | 0.33 | 0.31 | 0.26 | -0.01 | 0.22 | 0.18 | 0.35 | 0.33 | 0.27 | 0.29 | 0.18 | 0.27 |
FBY | -0.00 | -0.08 | 0.09 | 0.09 | -0.07 | -0.12 | 0.03 | -0.01 | 0.09 | 0.12 | 0.23 | 0.26 | -0.01 | -0.01 | 0.23 | -0.01 | 0.28 | 0.11 | 1.00 | 0.11 | 0.48 | 0.32 | 0.49 | 0.92 | 0.16 | 0.13 | 0.26 | 0.46 | 0.24 | 0.31 | 0.16 | 0.17 | 0.30 | 0.45 | 0.36 | 0.57 |
NHI | 0.09 | 0.04 | 0.10 | 0.14 | 0.17 | 0.10 | 0.17 | 0.24 | 0.30 | 0.12 | 0.16 | 0.24 | 0.19 | 0.33 | 0.17 | 0.26 | 0.20 | 0.24 | 0.11 | 1.00 | 0.05 | 0.23 | 0.05 | 0.13 | 0.36 | 0.28 | 0.29 | 0.14 | 0.47 | 0.33 | 0.34 | 0.29 | 0.40 | 0.33 | 0.34 | 0.37 |
NVDY | 0.10 | -0.09 | 0.06 | -0.04 | -0.15 | -0.20 | 0.01 | -0.13 | 0.11 | 0.07 | 0.43 | 0.10 | 0.00 | -0.07 | 0.19 | -0.05 | 0.24 | 0.03 | 0.48 | 0.05 | 1.00 | 0.29 | 0.95 | 0.50 | 0.06 | 0.16 | 0.20 | 0.66 | 0.13 | 0.27 | 0.19 | 0.13 | 0.28 | 0.40 | 0.39 | 0.60 |
RYCEY | 0.01 | 0.09 | 0.13 | 0.10 | -0.02 | 0.12 | 0.16 | 0.13 | 0.11 | 0.21 | 0.26 | 0.23 | 0.14 | 0.06 | 0.32 | 0.07 | 0.33 | 0.12 | 0.32 | 0.23 | 0.29 | 1.00 | 0.31 | 0.35 | 0.10 | 0.29 | 0.19 | 0.40 | 0.25 | 0.37 | 0.26 | 0.23 | 0.37 | 0.41 | 0.42 | 0.46 |
NVDA | 0.08 | -0.08 | 0.07 | -0.06 | -0.16 | -0.24 | 0.00 | -0.13 | 0.12 | 0.08 | 0.42 | 0.09 | -0.02 | -0.10 | 0.18 | -0.06 | 0.20 | 0.00 | 0.49 | 0.05 | 0.95 | 0.31 | 1.00 | 0.52 | 0.02 | 0.15 | 0.19 | 0.67 | 0.15 | 0.27 | 0.17 | 0.15 | 0.28 | 0.41 | 0.41 | 0.63 |
META | 0.00 | -0.03 | 0.05 | 0.08 | -0.06 | -0.10 | 0.04 | -0.01 | 0.08 | 0.13 | 0.25 | 0.25 | 0.01 | -0.03 | 0.26 | 0.05 | 0.28 | 0.10 | 0.92 | 0.13 | 0.50 | 0.35 | 0.52 | 1.00 | 0.13 | 0.16 | 0.25 | 0.51 | 0.27 | 0.33 | 0.20 | 0.22 | 0.34 | 0.49 | 0.36 | 0.63 |
BTI | 0.16 | 0.06 | 0.15 | 0.11 | 0.31 | 0.24 | 0.27 | 0.27 | 0.26 | 0.19 | 0.07 | 0.21 | 0.37 | 0.65 | 0.09 | 0.36 | 0.23 | 0.33 | 0.16 | 0.36 | 0.06 | 0.10 | 0.02 | 0.13 | 1.00 | 0.26 | 0.26 | 0.10 | 0.34 | 0.30 | 0.25 | 0.28 | 0.30 | 0.25 | 0.34 | 0.29 |
LDOS | 0.06 | 0.05 | 0.11 | 0.11 | 0.05 | 0.32 | 0.14 | 0.23 | 0.23 | 0.25 | 0.18 | 0.16 | 0.28 | 0.24 | 0.26 | 0.25 | 0.25 | 0.31 | 0.13 | 0.28 | 0.16 | 0.29 | 0.15 | 0.16 | 0.26 | 1.00 | 0.37 | 0.20 | 0.32 | 0.17 | 0.58 | 0.38 | 0.37 | 0.34 | 0.32 | 0.36 |
THC | -0.00 | 0.01 | 0.20 | -0.01 | 0.12 | 0.13 | 0.19 | 0.11 | 0.20 | 0.16 | 0.24 | 0.20 | 0.15 | 0.23 | 0.30 | 0.25 | 0.29 | 0.26 | 0.26 | 0.29 | 0.20 | 0.19 | 0.19 | 0.25 | 0.26 | 0.37 | 1.00 | 0.27 | 0.35 | 0.20 | 0.35 | 0.66 | 0.44 | 0.43 | 0.26 | 0.44 |
TSM | 0.12 | -0.12 | 0.13 | -0.07 | -0.14 | -0.13 | 0.00 | -0.09 | 0.14 | 0.09 | 0.35 | 0.17 | 0.02 | -0.04 | 0.20 | 0.03 | 0.26 | -0.01 | 0.46 | 0.14 | 0.66 | 0.40 | 0.67 | 0.51 | 0.10 | 0.20 | 0.27 | 1.00 | 0.24 | 0.40 | 0.23 | 0.21 | 0.32 | 0.49 | 0.49 | 0.63 |
ACIW | 0.09 | -0.01 | 0.18 | 0.06 | 0.14 | 0.01 | 0.14 | 0.13 | 0.30 | 0.15 | 0.22 | 0.21 | 0.22 | 0.25 | 0.17 | 0.29 | 0.26 | 0.22 | 0.24 | 0.47 | 0.13 | 0.25 | 0.15 | 0.27 | 0.34 | 0.32 | 0.35 | 0.24 | 1.00 | 0.37 | 0.44 | 0.37 | 0.45 | 0.42 | 0.37 | 0.47 |
HYGW | 0.15 | 0.00 | 0.11 | 0.04 | 0.19 | 0.03 | 0.12 | 0.14 | 0.18 | 0.25 | 0.17 | 0.21 | 0.17 | 0.29 | 0.29 | 0.22 | 0.25 | 0.18 | 0.31 | 0.33 | 0.27 | 0.37 | 0.27 | 0.33 | 0.30 | 0.17 | 0.20 | 0.40 | 0.37 | 1.00 | 0.30 | 0.28 | 0.44 | 0.41 | 0.49 | 0.51 |
CACI | 0.06 | 0.08 | 0.07 | 0.13 | 0.10 | 0.25 | 0.15 | 0.20 | 0.28 | 0.26 | 0.20 | 0.22 | 0.30 | 0.20 | 0.21 | 0.30 | 0.32 | 0.35 | 0.16 | 0.34 | 0.19 | 0.26 | 0.17 | 0.20 | 0.25 | 0.58 | 0.35 | 0.23 | 0.44 | 0.30 | 1.00 | 0.39 | 0.42 | 0.41 | 0.29 | 0.41 |
UHS | 0.02 | 0.20 | 0.16 | 0.06 | 0.18 | 0.22 | 0.24 | 0.29 | 0.29 | 0.24 | 0.20 | 0.22 | 0.26 | 0.25 | 0.29 | 0.33 | 0.28 | 0.33 | 0.17 | 0.29 | 0.13 | 0.23 | 0.15 | 0.22 | 0.28 | 0.38 | 0.66 | 0.21 | 0.37 | 0.28 | 0.39 | 1.00 | 0.47 | 0.32 | 0.27 | 0.41 |
PHM | 0.09 | 0.02 | 0.12 | -0.04 | 0.17 | 0.02 | 0.18 | 0.11 | 0.24 | 0.22 | 0.32 | 0.23 | 0.16 | 0.17 | 0.24 | 0.29 | 0.38 | 0.27 | 0.30 | 0.40 | 0.28 | 0.37 | 0.28 | 0.34 | 0.30 | 0.37 | 0.44 | 0.32 | 0.45 | 0.44 | 0.42 | 0.47 | 1.00 | 0.52 | 0.38 | 0.51 |
KKR | 0.04 | -0.03 | 0.17 | 0.02 | 0.04 | -0.02 | 0.10 | 0.01 | 0.31 | 0.16 | 0.31 | 0.28 | 0.12 | 0.13 | 0.25 | 0.17 | 0.28 | 0.29 | 0.45 | 0.33 | 0.40 | 0.41 | 0.41 | 0.49 | 0.25 | 0.34 | 0.43 | 0.49 | 0.42 | 0.41 | 0.41 | 0.32 | 0.52 | 1.00 | 0.49 | 0.63 |
SVOL | 0.04 | -0.07 | 0.22 | 0.01 | 0.09 | 0.05 | 0.18 | 0.15 | 0.28 | 0.29 | 0.32 | 0.26 | 0.21 | 0.20 | 0.28 | 0.20 | 0.25 | 0.18 | 0.36 | 0.34 | 0.39 | 0.42 | 0.41 | 0.36 | 0.34 | 0.32 | 0.26 | 0.49 | 0.37 | 0.49 | 0.29 | 0.27 | 0.38 | 0.49 | 1.00 | 0.68 |
SPYI | 0.07 | 0.02 | 0.22 | 0.05 | 0.09 | -0.00 | 0.23 | 0.13 | 0.31 | 0.32 | 0.41 | 0.28 | 0.18 | 0.23 | 0.41 | 0.23 | 0.41 | 0.27 | 0.57 | 0.37 | 0.60 | 0.46 | 0.63 | 0.63 | 0.29 | 0.36 | 0.44 | 0.63 | 0.47 | 0.51 | 0.41 | 0.41 | 0.51 | 0.63 | 0.68 | 1.00 |