AMPC 6BM Z7
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
AMPC 6BM Z7
Последнее обновление 18 окт. 2024 г.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в AMPC 6BM Z7 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
AMPC 6BM Z7
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 27 июн. 2013 г., начальной даты CDW
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| AMPC 6BM Z7 | 19.40% | 2.66% | 16.10% | 34.02% | 20.87% | N/A |
| Активы портфеля: | ||||||
AAPL Apple Inc | 22.52% | 2.98% | 42.78% | 36.63% | 31.05% | 26.36% |
MSFT | 11.81% | -3.93% | 5.15% | 28.97% | 25.30% | N/A |
GOOGL | 17.28% | -0.10% | 6.32% | 20.81% | 20.65% | N/A |
NVDA | 178.72% | 18.97% | 81.13% | 233.54% | 90.96% | N/A |
LLY | 58.24% | -0.38% | 26.78% | 58.07% | 52.79% | N/A |
TMO | 13.59% | -1.95% | 10.60% | 29.92% | 16.13% | N/A |
UNH | 9.47% | -0.94% | 14.55% | 9.73% | 18.99% | N/A |
MSI | 52.95% | 7.37% | 40.59% | 70.78% | 23.76% | N/A |
COST Costco Wholesale Corporation | 35.37% | -1.92% | 25.76% | 65.58% | 25.45% | 23.83% |
SPY | 24.15% | 2.88% | 18.81% | 40.67% | 15.56% | N/A |
CSCO Cisco Systems, Inc. | 16.01% | 10.05% | 19.38% | 10.73% | 6.65% | 12.71% |
XLE | 10.40% | 2.62% | -3.32% | 3.53% | 13.86% | N/A |
DTD | 21.85% | 3.27% | 17.41% | 35.68% | 11.83% | N/A |
INTC | -54.08% | 4.26% | -32.73% | -33.70% | -12.58% | N/A |
ADBE Adobe Inc | -17.05% | -5.25% | 6.43% | -8.51% | 13.17% | 22.29% |
COP ConocoPhillips Company | -7.06% | -3.82% | -17.21% | -12.60% | 16.79% | 7.45% |
ZS | -14.24% | 10.02% | 12.29% | 17.15% | 34.68% | N/A |
NFLX | 56.89% | 8.97% | 37.63% | 90.52% | 22.57% | N/A |
HD | 22.04% | 6.45% | 25.36% | 48.66% | 14.08% | N/A |
TMUS | 40.77% | 11.92% | 38.48% | 65.47% | 21.87% | N/A |
ZTS | -1.34% | 0.33% | 32.25% | 16.82% | 9.91% | N/A |
CDNS Cadence Design Systems, Inc. | -5.08% | -5.57% | -7.75% | 8.33% | 31.42% | 31.67% |
DELL | 67.27% | 7.63% | 10.90% | 95.24% | 38.22% | N/A |
PGR | 58.67% | -3.09% | 17.07% | 63.21% | 31.32% | N/A |
ABBV AbbVie Inc. | 26.33% | -1.60% | 15.45% | 33.88% | 23.72% | 17.68% |
LMT | 37.66% | 6.97% | 33.52% | 41.47% | 12.89% | N/A |
CRM salesforce.com, inc. | 11.82% | 9.80% | 8.69% | 44.43% | 15.08% | 17.83% |
V | 12.27% | 2.05% | 8.14% | 25.51% | 11.57% | N/A |
VUG | 26.62% | 3.09% | 21.91% | 46.19% | 18.73% | N/A |
MA | 21.76% | 4.93% | 13.70% | 35.10% | 14.70% | N/A |
AMAT Applied Materials, Inc. | 15.61% | -3.02% | -1.43% | 40.01% | 29.20% | 26.21% |
VTV | 21.09% | 2.92% | 15.35% | 35.07% | 12.00% | N/A |
CVX Chevron Corporation | 4.36% | 3.48% | -3.76% | -5.72% | 9.49% | 7.22% |
META | 63.35% | 2.69% | 20.06% | 87.33% | 25.01% | N/A |
MS | 33.50% | 18.14% | 35.98% | 72.31% | 24.73% | N/A |
ABT Abbott Laboratories | 10.64% | 5.50% | 12.41% | 25.83% | 9.75% | 13.07% |
MRK | 1.61% | -7.23% | -12.48% | 8.68% | 9.92% | N/A |
PWR | 45.78% | 8.07% | 29.28% | 91.08% | 48.76% | N/A |
AMGN Amgen Inc. | 14.14% | -4.66% | 21.30% | 18.84% | 12.36% | 11.47% |
WMB | 55.72% | 15.38% | 39.01% | 57.28% | 24.10% | N/A |
LRCX | -6.35% | -5.79% | -15.89% | 22.52% | 25.99% | N/A |
SYK | 24.26% | 1.53% | 14.08% | 40.43% | 12.77% | N/A |
CDW CDW Corporation | -3.21% | -3.10% | -6.91% | 10.10% | 13.08% | 23.42% |
DFS | 34.48% | 4.34% | 19.91% | 85.40% | 15.04% | N/A |
IWB | 23.42% | 3.03% | 18.55% | 40.52% | 15.23% | N/A |
JPM | 35.66% | 7.42% | 22.72% | 61.42% | 15.29% | N/A |
MDLZ | 0.71% | -3.02% | 6.44% | 14.47% | 8.47% | N/A |
NSC | 8.61% | 1.82% | 5.79% | 28.19% | 7.86% | N/A |
WMT | 56.23% | 2.85% | 37.45% | 55.72% | 16.51% | N/A |
ZBRA | 37.36% | 2.37% | 40.06% | 83.55% | 12.60% | N/A |
AMT American Tower Corporation | 7.42% | -3.03% | 34.17% | 46.01% | 2.45% | 11.51% |
AON Aon plc | 23.80% | 3.14% | 15.91% | 14.92% | 13.53% | 17.06% |
APA Apache Corporation | -28.19% | 0.36% | -21.64% | -38.89% | 3.50% | -8.58% |
AVY Avery Dennison Corporation | 8.76% | 2.72% | 3.54% | 26.99% | 14.25% | 19.43% |
AXP American Express Company | 49.52% | 3.17% | 20.47% | 97.86% | 19.39% | 14.14% |
AZO AutoZone, Inc. | 23.07% | 5.34% | 6.58% | 27.87% | 22.80% | 19.74% |
BK The Bank of New York Mellon Corporation | 50.66% | 6.75% | 38.24% | 90.14% | 13.68% | 10.36% |
DHI | 28.76% | 1.39% | 37.35% | 94.87% | 29.72% | N/A |
DOV | 27.49% | 2.78% | 15.10% | 46.12% | 14.44% | N/A |
EFA | 10.64% | -0.39% | 9.52% | 26.81% | 7.02% | N/A |
IWM | 13.41% | 2.19% | 17.56% | 37.26% | 9.00% | N/A |
KDP | 13.80% | -0.78% | 18.74% | 32.35% | 8.21% | N/A |
MCHP | -12.89% | 0.43% | -4.34% | 4.78% | 11.30% | N/A |
PH | 40.21% | 2.67% | 20.47% | 73.84% | 28.81% | N/A |
PKG | 37.78% | 3.39% | 23.93% | 56.53% | 18.21% | N/A |
PLD | -5.93% | -2.37% | 20.28% | 23.20% | 8.62% | N/A |
PXD | 21.21% | 0.00% | -0.26% | 10.12% | 20.70% | N/A |
STE | 3.35% | -4.78% | 13.63% | 4.96% | 11.12% | N/A |
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью AMPC 6BM Z7, 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 | 0.45% | 4.32% | 3.17% | -3.71% | 5.26% | 3.19% | 1.72% | 0.91% | 1.03% | 19.40% | |||
| 2023 | 7.02% | -1.90% | 4.78% | 1.55% | 1.09% | 6.26% | 3.92% | -1.20% | -3.97% | -2.49% | 8.80% | 4.70% | 31.41% |
| 2022 | -3.41% | -1.38% | 4.49% | -8.91% | 1.22% | -9.01% | 10.01% | -3.70% | -9.31% | 9.89% | 5.13% | -6.18% | -13.04% |
| 2021 | 0.52% | 5.32% | 2.96% | 5.07% | 0.81% | 3.66% | 1.63% | 3.46% | -3.33% | 8.29% | -0.15% | 3.94% | 36.72% |
| 2020 | 0.74% | -7.99% | -14.06% | 19.35% | 4.31% | 5.12% | 4.82% | 8.05% | -5.77% | -2.50% | 14.03% | 4.94% | 29.80% |
| 2019 | 8.33% | 4.23% | 3.47% | 3.99% | -7.59% | 7.57% | 1.88% | -2.49% | 2.29% | 2.90% | 3.93% | 3.90% | 36.37% |
| 2018 | -3.67% | 1.39% | 3.95% | 0.92% | 3.13% | 4.18% | 0.33% | -7.57% | 0.52% | -9.45% | -7.08% |
Комиссия
Комиссия AMPC 6BM Z7 составляет 0.06%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Портфель не содержит фондов, взимающих комиссии
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг AMPC 6BM Z7 среди портфелей на нашем сайте составляет 70, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.60 | 2.35 | 1.30 | 2.15 | 5.06 |
MSFT | 1.18 | 1.64 | 1.21 | 1.40 | 3.73 |
GOOGL | 1.15 | 1.65 | 1.23 | 1.34 | 3.52 |
NVDA | 4.43 | 4.23 | 1.57 | 8.36 | 26.32 |
LLY | 2.30 | 3.07 | 1.43 | 3.55 | 13.25 |
TMO | 1.86 | 2.68 | 1.34 | 1.11 | 9.34 |
UNH | 0.38 | 0.67 | 1.10 | 0.44 | 1.16 |
MSI | 4.35 | 5.94 | 1.88 | 12.42 | 35.79 |
COST Costco Wholesale Corporation | 3.33 | 3.94 | 1.60 | 6.27 | 16.38 |
SPY | 3.38 | 4.49 | 1.65 | 4.78 | 21.98 |
CSCO Cisco Systems, Inc. | 0.61 | 0.91 | 1.15 | 0.52 | 1.60 |
XLE | 0.56 | 0.87 | 1.11 | 0.75 | 1.72 |
DTD | 3.56 | 4.92 | 1.68 | 5.58 | 25.20 |
INTC | -0.77 | -0.86 | 0.87 | -0.55 | -1.08 |
ADBE Adobe Inc | -0.27 | -0.15 | 0.98 | -0.25 | -0.57 |
COP ConocoPhillips Company | -0.33 | -0.33 | 0.96 | -0.32 | -0.60 |
ZS | 0.51 | 0.88 | 1.14 | 0.37 | 0.92 |
NFLX | 2.80 | 3.76 | 1.51 | 2.12 | 19.51 |
HD | 2.43 | 3.28 | 1.42 | 1.76 | 5.89 |
TMUS | 4.24 | 5.77 | 1.83 | 11.04 | 27.95 |
ZTS | 1.14 | 1.69 | 1.23 | 0.72 | 2.73 |
CDNS Cadence Design Systems, Inc. | 0.18 | 0.48 | 1.06 | 0.23 | 0.52 |
DELL | 1.51 | 2.32 | 1.32 | 1.70 | 4.08 |
PGR | 2.96 | 3.87 | 1.53 | 8.22 | 23.77 |
ABBV AbbVie Inc. | 2.08 | 2.70 | 1.38 | 2.36 | 7.53 |
LMT | 2.73 | 4.14 | 1.55 | 2.62 | 12.38 |
CRM salesforce.com, inc. | 1.30 | 1.67 | 1.31 | 1.34 | 3.31 |
V | 1.47 | 1.90 | 1.28 | 1.83 | 4.61 |
VUG | 2.76 | 3.56 | 1.51 | 3.25 | 13.81 |
MA | 2.50 | 3.22 | 1.47 | 3.17 | 7.79 |
AMAT Applied Materials, Inc. | 0.94 | 1.43 | 1.19 | 1.24 | 3.13 |
VTV | 3.53 | 4.89 | 1.67 | 5.11 | 23.31 |
CVX Chevron Corporation | 0.49 | 0.79 | 1.10 | 0.42 | 1.56 |
META | 2.42 | 3.38 | 1.48 | 4.58 | 14.43 |
MS | 3.13 | 3.84 | 1.56 | 2.71 | 16.06 |
ABT Abbott Laboratories | 1.64 | 2.30 | 1.30 | 0.90 | 3.48 |
MRK | 0.42 | 0.69 | 1.11 | 0.48 | 1.17 |
PWR | 2.96 | 3.83 | 1.53 | 4.37 | 18.25 |
AMGN Amgen Inc. | 1.13 | 1.77 | 1.24 | 1.47 | 3.61 |
WMB | 3.25 | 4.27 | 1.55 | 5.69 | 17.25 |
LRCX | 0.52 | 0.94 | 1.13 | 0.60 | 1.43 |
SYK | 2.03 | 2.83 | 1.37 | 3.17 | 8.60 |
CDW CDW Corporation | 0.46 | 0.72 | 1.11 | 0.55 | 1.12 |
DFS | 2.67 | 3.42 | 1.48 | 2.37 | 16.87 |
IWB | 3.33 | 4.43 | 1.64 | 4.49 | 21.66 |
JPM | 3.42 | 3.87 | 1.64 | 5.27 | 20.07 |
MDLZ | 0.61 | 0.98 | 1.12 | 0.64 | 1.30 |
NSC | 1.43 | 2.33 | 1.28 | 1.10 | 4.45 |
WMT | 2.69 | 3.58 | 1.57 | 4.62 | 13.49 |
ZBRA | 2.72 | 3.69 | 1.47 | 1.34 | 17.77 |
AMT American Tower Corporation | 1.35 | 2.05 | 1.25 | 0.79 | 3.35 |
AON Aon plc | 0.76 | 1.13 | 1.17 | 0.80 | 1.83 |
APA Apache Corporation | -1.06 | -1.46 | 0.82 | -0.67 | -1.52 |
AVY Avery Dennison Corporation | 1.53 | 2.14 | 1.29 | 1.36 | 7.11 |
AXP American Express Company | 4.07 | 4.88 | 1.72 | 4.14 | 33.10 |
AZO AutoZone, Inc. | 1.39 | 1.95 | 1.25 | 1.80 | 4.26 |
BK The Bank of New York Mellon Corporation | 4.74 | 6.05 | 1.84 | 3.13 | 48.66 |
DHI | 2.49 | 3.23 | 1.44 | 4.50 | 10.84 |
DOV | 2.60 | 3.91 | 1.47 | 1.94 | 15.40 |
EFA | 1.99 | 2.79 | 1.36 | 2.32 | 12.27 |
IWM | 1.82 | 2.59 | 1.32 | 1.31 | 10.10 |
KDP | 1.57 | 2.23 | 1.29 | 0.33 | 5.24 |
MCHP | 0.31 | 0.67 | 1.08 | 0.40 | 0.96 |
PH | 2.92 | 4.20 | 1.60 | 6.62 | 18.64 |
PKG | 2.59 | 3.64 | 1.46 | 4.54 | 14.51 |
PLD | 0.96 | 1.49 | 1.19 | 0.63 | 2.23 |
PXD | 1.23 | 1.91 | 1.31 | 1.14 | 4.14 |
STE | 0.33 | 0.62 | 1.08 | 0.34 | 1.16 |
USD=X | — | — | — | — | — |
AMPC 6BM Z7
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность AMPC 6BM Z7 за предыдущие двенадцать месяцев составила 1.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPC 6BM Z7 | 1.40% | 1.52% | 1.60% | 1.33% | 1.66% | 1.75% | 2.35% | 1.66% | 1.82% | 1.99% | 1.72% | 1.68% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
LLY | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
TMO | 0.25% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
UNH | 1.40% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
MSI | 0.82% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
COST Costco Wholesale Corporation | 2.18% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
SPY | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
CSCO Cisco Systems, Inc. | 2.80% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
XLE | 3.30% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
DTD | 2.23% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 3.11% | 3.02% | 2.42% | 2.38% |
INTC | 2.20% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
ADBE Adobe 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% |
COP ConocoPhillips Company | 2.76% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
ZS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD | 2.13% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
TMUS | 1.16% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
ZTS | 0.86% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% |
CDNS Cadence Design Systems, 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% |
DELL | 1.29% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGR | 0.46% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
ABBV AbbVie Inc. | 3.28% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
LMT | 2.06% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
CRM salesforce.com, inc. | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
VUG | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
MA | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
AMAT Applied Materials, Inc. | 0.77% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
VTV | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
CVX Chevron Corporation | 4.25% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
META | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MS | 2.87% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
ABT Abbott Laboratories | 1.84% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
MRK | 2.83% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
PWR | 0.11% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMGN Amgen Inc. | 2.76% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
WMB | 3.58% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% | 4.36% | 3.73% |
LRCX | 1.14% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
SYK | 0.87% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
CDW CDW Corporation | 1.14% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% | 0.55% | 0.18% |
DFS | 1.88% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
IWB | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% | 1.70% | 1.68% |
JPM | 2.04% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
MDLZ | 2.44% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
NSC | 2.14% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% |
WMT | 1.00% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
ZBRA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMT American Tower Corporation | 2.90% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% | 1.42% | 1.38% |
AON Aon plc | 0.72% | 0.83% | 0.73% | 0.66% | 0.84% | 0.83% | 1.07% | 1.05% | 1.16% | 1.25% | 0.98% | 0.81% |
APA Apache Corporation | 2.98% | 2.79% | 1.34% | 0.51% | 2.29% | 3.91% | 3.81% | 2.37% | 1.58% | 2.25% | 1.52% | 0.90% |
AVY Avery Dennison Corporation | 1.56% | 1.57% | 1.62% | 1.23% | 1.52% | 1.73% | 2.24% | 1.53% | 2.28% | 2.33% | 2.58% | 2.27% |
AXP American Express Company | 0.98% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
AZO AutoZone, 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% |
BK The Bank of New York Mellon Corporation | 2.26% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% | 1.66% |
DHI | 0.62% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
DOV | 1.05% | 1.32% | 1.48% | 1.10% | 1.56% | 1.68% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFA | 2.84% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
IWM | 1.14% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
KDP | 2.37% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% | 3.12% |
MCHP | 2.32% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% |
PH | 0.97% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
PKG | 2.27% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% |
PLD | 3.06% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
PXD | 2.14% | 6.21% | 11.14% | 3.76% | 1.93% | 0.79% | 0.24% | 0.04% | 0.04% | 0.05% | 0.05% | 0.04% |
STE | 0.94% | 0.90% | 0.97% | 0.68% | 0.81% | 0.93% | 1.22% | 1.35% | 1.57% | 1.27% | 1.36% | 1.66% |
USD=X | 0.00% | 0.00% | 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.
AMPC 6BM Z7
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
AMPC 6BM Z7 показал максимальную просадку в 35.28%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 54 торговые сессии.
Текущая просадка AMPC 6BM Z7 составляет 0.52%.
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 |
|---|---|---|---|---|---|---|
| -35.28% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 54 | 5 июн. 2020 г. | 77 |
| -21.74% | 4 окт. 2018 г. | 58 | 24 дек. 2018 г. | 74 | 5 апр. 2019 г. | 132 |
| -21.06% | 30 мар. 2022 г. | 133 | 30 сент. 2022 г. | 181 | 12 июн. 2023 г. | 314 |
| -11.06% | 3 сент. 2020 г. | 15 | 23 сент. 2020 г. | 38 | 16 нояб. 2020 г. | 53 |
| -9.46% | 28 дек. 2021 г. | 42 | 23 февр. 2022 г. | 24 | 29 мар. 2022 г. | 66 |
Волатильность
График волатильности
Текущая волатильность AMPC 6BM Z7 составляет 2.46%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
AMPC 6BM Z7
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| USD=X | MRK | LLY | KDP | LMT | WMT | AMT | AZO | ZS | ABBV | APA | PXD | PGR | UNH | COP | NFLX | MDLZ | AMGN | TMUS | WMB | DHI | CVX | XLE | PLD | META | COST | DELL | PKG | AON | ABT | STE | NVDA | TMO | CRM | ZTS | BK | MSI | INTC | NSC | PWR | DFS | ADBE | SYK | HD | JPM | AAPL | GOOGL | LRCX | AMAT | CDNS | AVY | ZBRA | MS | MCHP | AXP | CSCO | MSFT | V | MA | CDW | PH | DOV | EFA | IWM | VUG | VTV | DTD | SPY | IWB | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 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 | 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 | 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 |
| MRK | 0.00 | 1.00 | 0.46 | 0.25 | 0.27 | 0.26 | 0.28 | 0.25 | 0.08 | 0.43 | 0.12 | 0.15 | 0.35 | 0.37 | 0.19 | 0.12 | 0.37 | 0.46 | 0.26 | 0.21 | 0.14 | 0.23 | 0.21 | 0.28 | 0.14 | 0.23 | 0.18 | 0.25 | 0.33 | 0.40 | 0.31 | 0.08 | 0.37 | 0.17 | 0.41 | 0.23 | 0.30 | 0.15 | 0.24 | 0.16 | 0.18 | 0.17 | 0.33 | 0.22 | 0.24 | 0.19 | 0.20 | 0.11 | 0.10 | 0.20 | 0.26 | 0.19 | 0.19 | 0.11 | 0.22 | 0.28 | 0.24 | 0.30 | 0.28 | 0.25 | 0.21 | 0.26 | 0.28 | 0.22 | 0.24 | 0.40 | 0.39 | 0.32 | 0.31 |
| LLY | 0.00 | 0.46 | 1.00 | 0.16 | 0.19 | 0.24 | 0.23 | 0.20 | 0.17 | 0.40 | 0.10 | 0.12 | 0.28 | 0.33 | 0.14 | 0.21 | 0.27 | 0.42 | 0.28 | 0.17 | 0.17 | 0.17 | 0.16 | 0.28 | 0.24 | 0.30 | 0.21 | 0.17 | 0.28 | 0.36 | 0.28 | 0.23 | 0.29 | 0.25 | 0.38 | 0.17 | 0.28 | 0.19 | 0.19 | 0.21 | 0.16 | 0.26 | 0.32 | 0.24 | 0.19 | 0.27 | 0.26 | 0.20 | 0.21 | 0.29 | 0.20 | 0.21 | 0.16 | 0.17 | 0.20 | 0.29 | 0.33 | 0.27 | 0.25 | 0.24 | 0.21 | 0.23 | 0.29 | 0.23 | 0.34 | 0.35 | 0.36 | 0.37 | 0.36 |
| KDP | 0.00 | 0.25 | 0.16 | 1.00 | 0.27 | 0.32 | 0.33 | 0.28 | 0.16 | 0.28 | 0.11 | 0.12 | 0.30 | 0.29 | 0.13 | 0.17 | 0.47 | 0.31 | 0.32 | 0.18 | 0.24 | 0.17 | 0.17 | 0.34 | 0.19 | 0.32 | 0.20 | 0.28 | 0.33 | 0.34 | 0.31 | 0.15 | 0.28 | 0.22 | 0.29 | 0.25 | 0.30 | 0.21 | 0.30 | 0.22 | 0.22 | 0.24 | 0.33 | 0.32 | 0.23 | 0.28 | 0.24 | 0.18 | 0.18 | 0.24 | 0.32 | 0.26 | 0.24 | 0.22 | 0.26 | 0.33 | 0.29 | 0.32 | 0.31 | 0.29 | 0.25 | 0.31 | 0.33 | 0.32 | 0.32 | 0.41 | 0.43 | 0.38 | 0.37 |
| LMT | 0.00 | 0.27 | 0.19 | 0.27 | 1.00 | 0.26 | 0.23 | 0.27 | 0.05 | 0.25 | 0.28 | 0.31 | 0.38 | 0.30 | 0.34 | 0.08 | 0.34 | 0.26 | 0.24 | 0.31 | 0.21 | 0.37 | 0.37 | 0.26 | 0.12 | 0.24 | 0.19 | 0.32 | 0.35 | 0.27 | 0.26 | 0.10 | 0.23 | 0.17 | 0.27 | 0.31 | 0.35 | 0.19 | 0.35 | 0.30 | 0.29 | 0.18 | 0.29 | 0.29 | 0.34 | 0.20 | 0.17 | 0.16 | 0.15 | 0.13 | 0.33 | 0.23 | 0.30 | 0.17 | 0.34 | 0.31 | 0.20 | 0.34 | 0.33 | 0.29 | 0.34 | 0.37 | 0.31 | 0.31 | 0.24 | 0.48 | 0.45 | 0.36 | 0.35 |
| WMT | 0.00 | 0.26 | 0.24 | 0.32 | 0.26 | 1.00 | 0.28 | 0.29 | 0.15 | 0.24 | 0.11 | 0.14 | 0.30 | 0.29 | 0.14 | 0.21 | 0.40 | 0.28 | 0.30 | 0.19 | 0.21 | 0.20 | 0.18 | 0.30 | 0.22 | 0.57 | 0.19 | 0.27 | 0.33 | 0.30 | 0.27 | 0.21 | 0.29 | 0.20 | 0.30 | 0.23 | 0.30 | 0.25 | 0.28 | 0.23 | 0.22 | 0.24 | 0.30 | 0.39 | 0.24 | 0.28 | 0.26 | 0.22 | 0.23 | 0.25 | 0.31 | 0.24 | 0.22 | 0.22 | 0.24 | 0.32 | 0.31 | 0.28 | 0.27 | 0.26 | 0.25 | 0.31 | 0.31 | 0.28 | 0.34 | 0.42 | 0.43 | 0.39 | 0.39 |
| AMT | 0.00 | 0.28 | 0.23 | 0.33 | 0.23 | 0.28 | 1.00 | 0.22 | 0.21 | 0.24 | 0.07 | 0.05 | 0.26 | 0.27 | 0.06 | 0.21 | 0.42 | 0.33 | 0.31 | 0.19 | 0.30 | 0.09 | 0.08 | 0.60 | 0.24 | 0.33 | 0.15 | 0.26 | 0.35 | 0.41 | 0.38 | 0.19 | 0.40 | 0.28 | 0.43 | 0.20 | 0.37 | 0.21 | 0.27 | 0.21 | 0.15 | 0.30 | 0.37 | 0.36 | 0.18 | 0.30 | 0.28 | 0.19 | 0.16 | 0.28 | 0.32 | 0.30 | 0.21 | 0.21 | 0.23 | 0.32 | 0.33 | 0.32 | 0.31 | 0.31 | 0.20 | 0.29 | 0.34 | 0.31 | 0.38 | 0.37 | 0.42 | 0.40 | 0.40 |
| AZO | 0.00 | 0.25 | 0.20 | 0.28 | 0.27 | 0.29 | 0.22 | 1.00 | 0.12 | 0.27 | 0.16 | 0.14 | 0.29 | 0.33 | 0.18 | 0.16 | 0.32 | 0.25 | 0.27 | 0.20 | 0.32 | 0.22 | 0.22 | 0.28 | 0.19 | 0.34 | 0.26 | 0.27 | 0.33 | 0.28 | 0.27 | 0.22 | 0.26 | 0.20 | 0.32 | 0.28 | 0.33 | 0.22 | 0.32 | 0.32 | 0.27 | 0.23 | 0.29 | 0.45 | 0.30 | 0.25 | 0.22 | 0.24 | 0.25 | 0.28 | 0.35 | 0.27 | 0.28 | 0.26 | 0.27 | 0.33 | 0.28 | 0.32 | 0.31 | 0.35 | 0.35 | 0.38 | 0.33 | 0.34 | 0.32 | 0.43 | 0.44 | 0.39 | 0.39 |
| ZS | 0.00 | 0.08 | 0.17 | 0.16 | 0.05 | 0.15 | 0.21 | 0.12 | 1.00 | 0.13 | 0.12 | 0.08 | 0.12 | 0.14 | 0.09 | 0.43 | 0.14 | 0.16 | 0.25 | 0.12 | 0.28 | 0.10 | 0.10 | 0.26 | 0.41 | 0.34 | 0.30 | 0.13 | 0.24 | 0.30 | 0.32 | 0.48 | 0.35 | 0.56 | 0.35 | 0.18 | 0.31 | 0.33 | 0.19 | 0.25 | 0.21 | 0.57 | 0.29 | 0.30 | 0.13 | 0.42 | 0.44 | 0.38 | 0.38 | 0.56 | 0.22 | 0.42 | 0.23 | 0.39 | 0.26 | 0.33 | 0.50 | 0.33 | 0.35 | 0.36 | 0.24 | 0.22 | 0.36 | 0.43 | 0.59 | 0.27 | 0.32 | 0.48 | 0.50 |
| ABBV | 0.00 | 0.43 | 0.40 | 0.28 | 0.25 | 0.24 | 0.24 | 0.27 | 0.13 | 1.00 | 0.21 | 0.23 | 0.31 | 0.38 | 0.23 | 0.14 | 0.34 | 0.49 | 0.26 | 0.29 | 0.18 | 0.27 | 0.28 | 0.28 | 0.18 | 0.24 | 0.21 | 0.28 | 0.31 | 0.41 | 0.35 | 0.18 | 0.35 | 0.24 | 0.35 | 0.28 | 0.29 | 0.25 | 0.29 | 0.24 | 0.24 | 0.24 | 0.39 | 0.30 | 0.30 | 0.24 | 0.25 | 0.19 | 0.22 | 0.22 | 0.29 | 0.23 | 0.27 | 0.23 | 0.26 | 0.34 | 0.27 | 0.32 | 0.31 | 0.28 | 0.30 | 0.30 | 0.33 | 0.31 | 0.31 | 0.47 | 0.46 | 0.39 | 0.38 |
| APA | 0.00 | 0.12 | 0.10 | 0.11 | 0.28 | 0.11 | 0.07 | 0.16 | 0.12 | 0.21 | 1.00 | 0.72 | 0.18 | 0.19 | 0.75 | 0.13 | 0.10 | 0.16 | 0.15 | 0.65 | 0.20 | 0.71 | 0.82 | 0.17 | 0.20 | 0.12 | 0.28 | 0.34 | 0.18 | 0.10 | 0.18 | 0.19 | 0.15 | 0.18 | 0.15 | 0.43 | 0.23 | 0.26 | 0.35 | 0.39 | 0.44 | 0.15 | 0.20 | 0.22 | 0.43 | 0.20 | 0.24 | 0.26 | 0.27 | 0.14 | 0.34 | 0.32 | 0.45 | 0.29 | 0.41 | 0.29 | 0.15 | 0.25 | 0.26 | 0.28 | 0.46 | 0.39 | 0.42 | 0.51 | 0.27 | 0.52 | 0.48 | 0.40 | 0.40 |
| PXD | 0.00 | 0.15 | 0.12 | 0.12 | 0.31 | 0.14 | 0.05 | 0.14 | 0.08 | 0.23 | 0.72 | 1.00 | 0.21 | 0.21 | 0.75 | 0.14 | 0.13 | 0.17 | 0.16 | 0.61 | 0.18 | 0.70 | 0.81 | 0.15 | 0.19 | 0.13 | 0.29 | 0.34 | 0.19 | 0.14 | 0.20 | 0.21 | 0.17 | 0.17 | 0.18 | 0.40 | 0.23 | 0.28 | 0.36 | 0.37 | 0.41 | 0.17 | 0.23 | 0.22 | 0.42 | 0.23 | 0.24 | 0.26 | 0.26 | 0.15 | 0.31 | 0.29 | 0.43 | 0.28 | 0.40 | 0.30 | 0.18 | 0.26 | 0.27 | 0.29 | 0.42 | 0.37 | 0.42 | 0.47 | 0.28 | 0.51 | 0.48 | 0.40 | 0.40 |
| PGR | 0.00 | 0.35 | 0.28 | 0.30 | 0.38 | 0.30 | 0.26 | 0.29 | 0.12 | 0.31 | 0.18 | 0.21 | 1.00 | 0.33 | 0.26 | 0.18 | 0.36 | 0.31 | 0.30 | 0.24 | 0.23 | 0.28 | 0.29 | 0.30 | 0.19 | 0.30 | 0.26 | 0.29 | 0.45 | 0.34 | 0.32 | 0.18 | 0.28 | 0.23 | 0.32 | 0.37 | 0.37 | 0.23 | 0.30 | 0.31 | 0.31 | 0.25 | 0.34 | 0.31 | 0.41 | 0.25 | 0.23 | 0.22 | 0.22 | 0.24 | 0.33 | 0.24 | 0.33 | 0.22 | 0.37 | 0.36 | 0.28 | 0.37 | 0.37 | 0.31 | 0.34 | 0.36 | 0.30 | 0.33 | 0.32 | 0.49 | 0.47 | 0.41 | 0.40 |
| UNH | 0.00 | 0.37 | 0.33 | 0.29 | 0.30 | 0.29 | 0.27 | 0.33 | 0.14 | 0.38 | 0.19 | 0.21 | 0.33 | 1.00 | 0.24 | 0.20 | 0.34 | 0.36 | 0.32 | 0.25 | 0.21 | 0.29 | 0.27 | 0.30 | 0.18 | 0.31 | 0.21 | 0.30 | 0.36 | 0.39 | 0.34 | 0.20 | 0.35 | 0.23 | 0.39 | 0.32 | 0.35 | 0.23 | 0.34 | 0.27 | 0.27 | 0.26 | 0.36 | 0.33 | 0.34 | 0.30 | 0.29 | 0.22 | 0.22 | 0.25 | 0.31 | 0.24 | 0.31 | 0.22 | 0.33 | 0.37 | 0.33 | 0.35 | 0.34 | 0.32 | 0.32 | 0.32 | 0.35 | 0.33 | 0.33 | 0.50 | 0.48 | 0.43 | 0.42 |
| COP | 0.00 | 0.19 | 0.14 | 0.13 | 0.34 | 0.14 | 0.06 | 0.18 | 0.09 | 0.23 | 0.75 | 0.75 | 0.26 | 0.24 | 1.00 | 0.12 | 0.15 | 0.21 | 0.19 | 0.61 | 0.18 | 0.81 | 0.89 | 0.17 | 0.17 | 0.12 | 0.31 | 0.36 | 0.22 | 0.13 | 0.21 | 0.19 | 0.16 | 0.20 | 0.16 | 0.42 | 0.25 | 0.28 | 0.40 | 0.40 | 0.43 | 0.18 | 0.22 | 0.21 | 0.45 | 0.21 | 0.25 | 0.25 | 0.27 | 0.16 | 0.33 | 0.29 | 0.45 | 0.29 | 0.43 | 0.33 | 0.18 | 0.29 | 0.30 | 0.31 | 0.46 | 0.40 | 0.43 | 0.48 | 0.27 | 0.56 | 0.51 | 0.41 | 0.41 |
| NFLX | 0.00 | 0.12 | 0.21 | 0.17 | 0.08 | 0.21 | 0.21 | 0.16 | 0.43 | 0.14 | 0.13 | 0.14 | 0.18 | 0.20 | 0.12 | 1.00 | 0.20 | 0.26 | 0.32 | 0.16 | 0.27 | 0.13 | 0.14 | 0.25 | 0.54 | 0.37 | 0.31 | 0.18 | 0.25 | 0.30 | 0.29 | 0.52 | 0.34 | 0.53 | 0.35 | 0.21 | 0.32 | 0.43 | 0.20 | 0.26 | 0.22 | 0.57 | 0.33 | 0.33 | 0.22 | 0.50 | 0.50 | 0.41 | 0.42 | 0.52 | 0.23 | 0.41 | 0.27 | 0.39 | 0.28 | 0.35 | 0.54 | 0.39 | 0.41 | 0.36 | 0.28 | 0.25 | 0.41 | 0.42 | 0.62 | 0.32 | 0.37 | 0.53 | 0.54 |
| MDLZ | 0.00 | 0.37 | 0.27 | 0.47 | 0.34 | 0.40 | 0.42 | 0.32 | 0.14 | 0.34 | 0.10 | 0.13 | 0.36 | 0.34 | 0.15 | 0.20 | 1.00 | 0.41 | 0.38 | 0.23 | 0.31 | 0.19 | 0.18 | 0.45 | 0.22 | 0.41 | 0.21 | 0.32 | 0.39 | 0.43 | 0.39 | 0.16 | 0.36 | 0.26 | 0.41 | 0.28 | 0.38 | 0.26 | 0.34 | 0.23 | 0.25 | 0.27 | 0.40 | 0.37 | 0.28 | 0.30 | 0.29 | 0.21 | 0.20 | 0.26 | 0.36 | 0.25 | 0.28 | 0.24 | 0.30 | 0.38 | 0.33 | 0.38 | 0.37 | 0.31 | 0.30 | 0.37 | 0.40 | 0.33 | 0.37 | 0.50 | 0.52 | 0.45 | 0.44 |
| AMGN | 0.00 | 0.46 | 0.42 | 0.31 | 0.26 | 0.28 | 0.33 | 0.25 | 0.16 | 0.49 | 0.16 | 0.17 | 0.31 | 0.36 | 0.21 | 0.26 | 0.41 | 1.00 | 0.32 | 0.26 | 0.22 | 0.24 | 0.24 | 0.34 | 0.28 | 0.33 | 0.26 | 0.32 | 0.33 | 0.44 | 0.37 | 0.23 | 0.40 | 0.26 | 0.38 | 0.28 | 0.31 | 0.33 | 0.30 | 0.26 | 0.27 | 0.30 | 0.38 | 0.33 | 0.30 | 0.32 | 0.31 | 0.27 | 0.27 | 0.28 | 0.33 | 0.26 | 0.29 | 0.28 | 0.29 | 0.40 | 0.35 | 0.33 | 0.31 | 0.33 | 0.32 | 0.32 | 0.40 | 0.37 | 0.38 | 0.49 | 0.50 | 0.45 | 0.45 |
| TMUS | 0.00 | 0.26 | 0.28 | 0.32 | 0.24 | 0.30 | 0.31 | 0.27 | 0.25 | 0.26 | 0.15 | 0.16 | 0.30 | 0.32 | 0.19 | 0.32 | 0.38 | 0.32 | 1.00 | 0.22 | 0.28 | 0.22 | 0.23 | 0.32 | 0.32 | 0.36 | 0.29 | 0.28 | 0.33 | 0.35 | 0.32 | 0.33 | 0.32 | 0.36 | 0.36 | 0.29 | 0.39 | 0.30 | 0.30 | 0.30 | 0.30 | 0.38 | 0.39 | 0.35 | 0.29 | 0.36 | 0.37 | 0.31 | 0.31 | 0.37 | 0.33 | 0.30 | 0.29 | 0.32 | 0.35 | 0.40 | 0.41 | 0.41 | 0.40 | 0.34 | 0.31 | 0.33 | 0.42 | 0.41 | 0.47 | 0.46 | 0.48 | 0.50 | 0.50 |
| WMB | 0.00 | 0.21 | 0.17 | 0.18 | 0.31 | 0.19 | 0.19 | 0.20 | 0.12 | 0.29 | 0.65 | 0.61 | 0.24 | 0.25 | 0.61 | 0.16 | 0.23 | 0.26 | 0.22 | 1.00 | 0.24 | 0.63 | 0.73 | 0.28 | 0.22 | 0.18 | 0.31 | 0.41 | 0.25 | 0.20 | 0.27 | 0.22 | 0.21 | 0.20 | 0.24 | 0.40 | 0.29 | 0.30 | 0.40 | 0.40 | 0.43 | 0.18 | 0.29 | 0.31 | 0.44 | 0.24 | 0.25 | 0.27 | 0.28 | 0.19 | 0.39 | 0.31 | 0.46 | 0.31 | 0.42 | 0.35 | 0.21 | 0.29 | 0.31 | 0.32 | 0.49 | 0.43 | 0.45 | 0.51 | 0.31 | 0.58 | 0.56 | 0.45 | 0.45 |
| DHI | 0.00 | 0.14 | 0.17 | 0.24 | 0.21 | 0.21 | 0.30 | 0.32 | 0.28 | 0.18 | 0.20 | 0.18 | 0.23 | 0.21 | 0.18 | 0.27 | 0.31 | 0.22 | 0.28 | 0.24 | 1.00 | 0.21 | 0.23 | 0.39 | 0.32 | 0.32 | 0.33 | 0.34 | 0.31 | 0.30 | 0.35 | 0.35 | 0.34 | 0.34 | 0.36 | 0.31 | 0.33 | 0.34 | 0.35 | 0.41 | 0.36 | 0.34 | 0.36 | 0.53 | 0.28 | 0.35 | 0.33 | 0.39 | 0.39 | 0.37 | 0.41 | 0.42 | 0.33 | 0.41 | 0.35 | 0.32 | 0.35 | 0.35 | 0.35 | 0.41 | 0.42 | 0.44 | 0.45 | 0.53 | 0.47 | 0.47 | 0.49 | 0.51 | 0.52 |
| CVX | 0.00 | 0.23 | 0.17 | 0.17 | 0.37 | 0.20 | 0.09 | 0.22 | 0.10 | 0.27 | 0.71 | 0.70 | 0.28 | 0.29 | 0.81 | 0.13 | 0.19 | 0.24 | 0.22 | 0.63 | 0.21 | 1.00 | 0.91 | 0.21 | 0.18 | 0.18 | 0.33 | 0.40 | 0.27 | 0.20 | 0.25 | 0.21 | 0.20 | 0.19 | 0.22 | 0.48 | 0.28 | 0.32 | 0.42 | 0.43 | 0.47 | 0.19 | 0.27 | 0.28 | 0.50 | 0.23 | 0.27 | 0.28 | 0.30 | 0.19 | 0.36 | 0.30 | 0.50 | 0.32 | 0.47 | 0.37 | 0.21 | 0.34 | 0.33 | 0.34 | 0.49 | 0.47 | 0.47 | 0.50 | 0.30 | 0.61 | 0.57 | 0.45 | 0.45 |
| XLE | 0.00 | 0.21 | 0.16 | 0.17 | 0.37 | 0.18 | 0.08 | 0.22 | 0.10 | 0.28 | 0.82 | 0.81 | 0.29 | 0.27 | 0.89 | 0.14 | 0.18 | 0.24 | 0.23 | 0.73 | 0.23 | 0.91 | 1.00 | 0.21 | 0.21 | 0.17 | 0.36 | 0.44 | 0.26 | 0.18 | 0.25 | 0.23 | 0.19 | 0.22 | 0.21 | 0.52 | 0.29 | 0.33 | 0.46 | 0.47 | 0.52 | 0.19 | 0.28 | 0.29 | 0.54 | 0.25 | 0.28 | 0.32 | 0.32 | 0.20 | 0.41 | 0.35 | 0.54 | 0.35 | 0.51 | 0.39 | 0.20 | 0.33 | 0.34 | 0.37 | 0.55 | 0.49 | 0.51 | 0.57 | 0.32 | 0.66 | 0.61 | 0.49 | 0.49 |
| PLD | 0.00 | 0.28 | 0.28 | 0.34 | 0.26 | 0.30 | 0.60 | 0.28 | 0.26 | 0.28 | 0.17 | 0.15 | 0.30 | 0.30 | 0.17 | 0.25 | 0.45 | 0.34 | 0.32 | 0.28 | 0.39 | 0.21 | 0.21 | 1.00 | 0.29 | 0.41 | 0.27 | 0.35 | 0.42 | 0.45 | 0.42 | 0.30 | 0.44 | 0.34 | 0.49 | 0.30 | 0.44 | 0.32 | 0.41 | 0.35 | 0.31 | 0.37 | 0.43 | 0.47 | 0.31 | 0.38 | 0.35 | 0.32 | 0.30 | 0.39 | 0.43 | 0.42 | 0.34 | 0.35 | 0.37 | 0.39 | 0.41 | 0.42 | 0.41 | 0.43 | 0.37 | 0.46 | 0.47 | 0.49 | 0.50 | 0.53 | 0.58 | 0.55 | 0.55 |
| META | 0.00 | 0.14 | 0.24 | 0.19 | 0.12 | 0.22 | 0.24 | 0.19 | 0.41 | 0.18 | 0.20 | 0.19 | 0.19 | 0.18 | 0.17 | 0.54 | 0.22 | 0.28 | 0.32 | 0.22 | 0.32 | 0.18 | 0.21 | 0.29 | 1.00 | 0.39 | 0.37 | 0.25 | 0.30 | 0.35 | 0.35 | 0.56 | 0.35 | 0.53 | 0.40 | 0.30 | 0.35 | 0.45 | 0.26 | 0.32 | 0.31 | 0.60 | 0.38 | 0.36 | 0.30 | 0.54 | 0.67 | 0.49 | 0.49 | 0.55 | 0.35 | 0.45 | 0.34 | 0.46 | 0.37 | 0.40 | 0.62 | 0.46 | 0.47 | 0.41 | 0.36 | 0.33 | 0.50 | 0.49 | 0.71 | 0.41 | 0.46 | 0.64 | 0.64 |
| COST | 0.00 | 0.23 | 0.30 | 0.32 | 0.24 | 0.57 | 0.33 | 0.34 | 0.34 | 0.24 | 0.12 | 0.13 | 0.30 | 0.31 | 0.12 | 0.37 | 0.41 | 0.33 | 0.36 | 0.18 | 0.32 | 0.18 | 0.17 | 0.41 | 0.39 | 1.00 | 0.32 | 0.28 | 0.40 | 0.39 | 0.37 | 0.44 | 0.42 | 0.39 | 0.43 | 0.26 | 0.43 | 0.38 | 0.33 | 0.34 | 0.27 | 0.47 | 0.39 | 0.50 | 0.27 | 0.46 | 0.44 | 0.43 | 0.42 | 0.48 | 0.35 | 0.38 | 0.30 | 0.40 | 0.34 | 0.43 | 0.52 | 0.43 | 0.41 | 0.43 | 0.34 | 0.38 | 0.43 | 0.41 | 0.59 | 0.47 | 0.53 | 0.59 | 0.58 |
| DELL | 0.00 | 0.18 | 0.21 | 0.20 | 0.19 | 0.19 | 0.15 | 0.26 | 0.30 | 0.21 | 0.28 | 0.29 | 0.26 | 0.21 | 0.31 | 0.31 | 0.21 | 0.26 | 0.29 | 0.31 | 0.33 | 0.33 | 0.36 | 0.27 | 0.37 | 0.32 | 1.00 | 0.36 | 0.30 | 0.29 | 0.30 | 0.48 | 0.30 | 0.41 | 0.30 | 0.40 | 0.38 | 0.47 | 0.35 | 0.44 | 0.44 | 0.42 | 0.38 | 0.38 | 0.41 | 0.41 | 0.40 | 0.50 | 0.51 | 0.46 | 0.41 | 0.45 | 0.43 | 0.50 | 0.46 | 0.48 | 0.45 | 0.41 | 0.42 | 0.52 | 0.49 | 0.42 | 0.51 | 0.52 | 0.54 | 0.53 | 0.54 | 0.58 | 0.58 |
| PKG | 0.00 | 0.25 | 0.17 | 0.28 | 0.32 | 0.27 | 0.26 | 0.27 | 0.13 | 0.28 | 0.34 | 0.34 | 0.29 | 0.30 | 0.36 | 0.18 | 0.32 | 0.32 | 0.28 | 0.41 | 0.34 | 0.40 | 0.44 | 0.35 | 0.25 | 0.28 | 0.36 | 1.00 | 0.38 | 0.32 | 0.38 | 0.26 | 0.34 | 0.23 | 0.32 | 0.51 | 0.34 | 0.37 | 0.51 | 0.48 | 0.49 | 0.23 | 0.36 | 0.41 | 0.51 | 0.29 | 0.30 | 0.34 | 0.34 | 0.28 | 0.63 | 0.40 | 0.53 | 0.39 | 0.47 | 0.43 | 0.28 | 0.34 | 0.36 | 0.43 | 0.56 | 0.57 | 0.50 | 0.57 | 0.39 | 0.65 | 0.62 | 0.53 | 0.53 |
| AON | 0.00 | 0.33 | 0.28 | 0.33 | 0.35 | 0.33 | 0.35 | 0.33 | 0.24 | 0.31 | 0.18 | 0.19 | 0.45 | 0.36 | 0.22 | 0.25 | 0.39 | 0.33 | 0.33 | 0.25 | 0.31 | 0.27 | 0.26 | 0.42 | 0.30 | 0.40 | 0.30 | 0.38 | 1.00 | 0.42 | 0.42 | 0.26 | 0.42 | 0.35 | 0.43 | 0.39 | 0.47 | 0.34 | 0.37 | 0.38 | 0.36 | 0.38 | 0.45 | 0.40 | 0.41 | 0.36 | 0.37 | 0.32 | 0.32 | 0.39 | 0.44 | 0.34 | 0.40 | 0.33 | 0.44 | 0.42 | 0.43 | 0.45 | 0.45 | 0.43 | 0.38 | 0.42 | 0.46 | 0.43 | 0.47 | 0.56 | 0.55 | 0.54 | 0.54 |
| ABT | 0.00 | 0.40 | 0.36 | 0.34 | 0.27 | 0.30 | 0.41 | 0.28 | 0.30 | 0.41 | 0.10 | 0.14 | 0.34 | 0.39 | 0.13 | 0.30 | 0.43 | 0.44 | 0.35 | 0.20 | 0.30 | 0.20 | 0.18 | 0.45 | 0.35 | 0.39 | 0.29 | 0.32 | 0.42 | 1.00 | 0.55 | 0.35 | 0.63 | 0.43 | 0.54 | 0.32 | 0.42 | 0.38 | 0.37 | 0.29 | 0.28 | 0.45 | 0.58 | 0.40 | 0.31 | 0.39 | 0.40 | 0.33 | 0.33 | 0.45 | 0.41 | 0.41 | 0.34 | 0.37 | 0.35 | 0.48 | 0.47 | 0.47 | 0.46 | 0.39 | 0.34 | 0.42 | 0.48 | 0.42 | 0.52 | 0.52 | 0.53 | 0.56 | 0.56 |
| STE | 0.00 | 0.31 | 0.28 | 0.31 | 0.26 | 0.27 | 0.38 | 0.27 | 0.32 | 0.35 | 0.18 | 0.20 | 0.32 | 0.34 | 0.21 | 0.29 | 0.39 | 0.37 | 0.32 | 0.27 | 0.35 | 0.25 | 0.25 | 0.42 | 0.35 | 0.37 | 0.30 | 0.38 | 0.42 | 0.55 | 1.00 | 0.33 | 0.51 | 0.40 | 0.51 | 0.35 | 0.43 | 0.36 | 0.41 | 0.37 | 0.34 | 0.41 | 0.60 | 0.41 | 0.33 | 0.40 | 0.40 | 0.35 | 0.35 | 0.42 | 0.44 | 0.44 | 0.38 | 0.40 | 0.39 | 0.44 | 0.43 | 0.47 | 0.47 | 0.48 | 0.41 | 0.46 | 0.51 | 0.54 | 0.54 | 0.55 | 0.57 | 0.58 | 0.59 |
| NVDA | 0.00 | 0.08 | 0.23 | 0.15 | 0.10 | 0.21 | 0.19 | 0.22 | 0.48 | 0.18 | 0.19 | 0.21 | 0.18 | 0.20 | 0.19 | 0.52 | 0.16 | 0.23 | 0.33 | 0.22 | 0.35 | 0.21 | 0.23 | 0.30 | 0.56 | 0.44 | 0.48 | 0.26 | 0.26 | 0.35 | 0.33 | 1.00 | 0.41 | 0.57 | 0.39 | 0.32 | 0.37 | 0.57 | 0.29 | 0.41 | 0.33 | 0.63 | 0.37 | 0.41 | 0.32 | 0.58 | 0.57 | 0.67 | 0.68 | 0.66 | 0.34 | 0.52 | 0.40 | 0.64 | 0.38 | 0.45 | 0.64 | 0.45 | 0.47 | 0.47 | 0.42 | 0.37 | 0.52 | 0.52 | 0.77 | 0.42 | 0.49 | 0.67 | 0.67 |
| TMO | 0.00 | 0.37 | 0.29 | 0.28 | 0.23 | 0.29 | 0.40 | 0.26 | 0.35 | 0.35 | 0.15 | 0.17 | 0.28 | 0.35 | 0.16 | 0.34 | 0.36 | 0.40 | 0.32 | 0.21 | 0.34 | 0.20 | 0.19 | 0.44 | 0.35 | 0.42 | 0.30 | 0.34 | 0.42 | 0.63 | 0.51 | 0.41 | 1.00 | 0.45 | 0.57 | 0.31 | 0.44 | 0.39 | 0.40 | 0.34 | 0.29 | 0.49 | 0.49 | 0.44 | 0.30 | 0.45 | 0.42 | 0.40 | 0.40 | 0.51 | 0.42 | 0.47 | 0.36 | 0.44 | 0.36 | 0.47 | 0.51 | 0.45 | 0.46 | 0.44 | 0.40 | 0.46 | 0.51 | 0.46 | 0.58 | 0.52 | 0.55 | 0.59 | 0.60 |
| CRM | 0.00 | 0.17 | 0.25 | 0.22 | 0.17 | 0.20 | 0.28 | 0.20 | 0.56 | 0.24 | 0.18 | 0.17 | 0.23 | 0.23 | 0.20 | 0.53 | 0.26 | 0.26 | 0.36 | 0.20 | 0.34 | 0.19 | 0.22 | 0.34 | 0.53 | 0.39 | 0.41 | 0.23 | 0.35 | 0.43 | 0.40 | 0.57 | 0.45 | 1.00 | 0.44 | 0.30 | 0.43 | 0.44 | 0.31 | 0.33 | 0.32 | 0.71 | 0.44 | 0.39 | 0.28 | 0.53 | 0.57 | 0.48 | 0.49 | 0.61 | 0.34 | 0.50 | 0.35 | 0.48 | 0.40 | 0.47 | 0.65 | 0.53 | 0.55 | 0.47 | 0.38 | 0.35 | 0.50 | 0.53 | 0.72 | 0.43 | 0.48 | 0.65 | 0.66 |
| ZTS | 0.00 | 0.41 | 0.38 | 0.29 | 0.27 | 0.30 | 0.43 | 0.32 | 0.35 | 0.35 | 0.15 | 0.18 | 0.32 | 0.39 | 0.16 | 0.35 | 0.41 | 0.38 | 0.36 | 0.24 | 0.36 | 0.22 | 0.21 | 0.49 | 0.40 | 0.43 | 0.30 | 0.32 | 0.43 | 0.54 | 0.51 | 0.39 | 0.57 | 0.44 | 1.00 | 0.29 | 0.45 | 0.37 | 0.39 | 0.35 | 0.27 | 0.49 | 0.51 | 0.46 | 0.29 | 0.46 | 0.44 | 0.40 | 0.39 | 0.49 | 0.42 | 0.47 | 0.34 | 0.41 | 0.33 | 0.43 | 0.50 | 0.48 | 0.49 | 0.44 | 0.39 | 0.46 | 0.50 | 0.47 | 0.59 | 0.51 | 0.54 | 0.60 | 0.60 |
| BK | 0.00 | 0.23 | 0.17 | 0.25 | 0.31 | 0.23 | 0.20 | 0.28 | 0.18 | 0.28 | 0.43 | 0.40 | 0.37 | 0.32 | 0.42 | 0.21 | 0.28 | 0.28 | 0.29 | 0.40 | 0.31 | 0.48 | 0.52 | 0.30 | 0.30 | 0.26 | 0.40 | 0.51 | 0.39 | 0.32 | 0.35 | 0.32 | 0.31 | 0.30 | 0.29 | 1.00 | 0.35 | 0.38 | 0.49 | 0.48 | 0.65 | 0.27 | 0.40 | 0.40 | 0.74 | 0.29 | 0.34 | 0.39 | 0.40 | 0.28 | 0.54 | 0.42 | 0.71 | 0.43 | 0.63 | 0.43 | 0.31 | 0.41 | 0.42 | 0.48 | 0.59 | 0.55 | 0.57 | 0.62 | 0.43 | 0.72 | 0.67 | 0.58 | 0.58 |
| MSI | 0.00 | 0.30 | 0.28 | 0.30 | 0.35 | 0.30 | 0.37 | 0.33 | 0.31 | 0.29 | 0.23 | 0.23 | 0.37 | 0.35 | 0.25 | 0.32 | 0.38 | 0.31 | 0.39 | 0.29 | 0.33 | 0.28 | 0.29 | 0.44 | 0.35 | 0.43 | 0.38 | 0.34 | 0.47 | 0.42 | 0.43 | 0.37 | 0.44 | 0.43 | 0.45 | 0.35 | 1.00 | 0.36 | 0.42 | 0.41 | 0.36 | 0.43 | 0.47 | 0.44 | 0.39 | 0.43 | 0.42 | 0.38 | 0.38 | 0.47 | 0.44 | 0.46 | 0.38 | 0.42 | 0.43 | 0.54 | 0.48 | 0.50 | 0.50 | 0.51 | 0.45 | 0.47 | 0.50 | 0.50 | 0.56 | 0.56 | 0.58 | 0.61 | 0.60 |
| INTC | 0.00 | 0.15 | 0.19 | 0.21 | 0.19 | 0.25 | 0.21 | 0.22 | 0.33 | 0.25 | 0.26 | 0.28 | 0.23 | 0.23 | 0.28 | 0.43 | 0.26 | 0.33 | 0.30 | 0.30 | 0.34 | 0.32 | 0.33 | 0.32 | 0.45 | 0.38 | 0.47 | 0.37 | 0.34 | 0.38 | 0.36 | 0.57 | 0.39 | 0.44 | 0.37 | 0.38 | 0.36 | 1.00 | 0.37 | 0.41 | 0.40 | 0.49 | 0.41 | 0.40 | 0.41 | 0.51 | 0.50 | 0.62 | 0.64 | 0.54 | 0.42 | 0.52 | 0.43 | 0.67 | 0.43 | 0.52 | 0.53 | 0.43 | 0.46 | 0.48 | 0.45 | 0.44 | 0.54 | 0.55 | 0.62 | 0.55 | 0.57 | 0.64 | 0.64 |
| NSC | 0.00 | 0.24 | 0.19 | 0.30 | 0.35 | 0.28 | 0.27 | 0.32 | 0.19 | 0.29 | 0.35 | 0.36 | 0.30 | 0.34 | 0.40 | 0.20 | 0.34 | 0.30 | 0.30 | 0.40 | 0.35 | 0.42 | 0.46 | 0.41 | 0.26 | 0.33 | 0.35 | 0.51 | 0.37 | 0.37 | 0.41 | 0.29 | 0.40 | 0.31 | 0.39 | 0.49 | 0.42 | 0.37 | 1.00 | 0.46 | 0.51 | 0.32 | 0.40 | 0.48 | 0.54 | 0.36 | 0.34 | 0.39 | 0.38 | 0.34 | 0.52 | 0.44 | 0.55 | 0.43 | 0.51 | 0.47 | 0.36 | 0.44 | 0.47 | 0.47 | 0.60 | 0.63 | 0.54 | 0.57 | 0.46 | 0.67 | 0.65 | 0.59 | 0.58 |
| PWR | 0.00 | 0.16 | 0.21 | 0.22 | 0.30 | 0.23 | 0.21 | 0.32 | 0.25 | 0.24 | 0.39 | 0.37 | 0.31 | 0.27 | 0.40 | 0.26 | 0.23 | 0.26 | 0.30 | 0.40 | 0.41 | 0.43 | 0.47 | 0.35 | 0.32 | 0.34 | 0.44 | 0.48 | 0.38 | 0.29 | 0.37 | 0.41 | 0.34 | 0.33 | 0.35 | 0.48 | 0.41 | 0.41 | 0.46 | 1.00 | 0.48 | 0.34 | 0.39 | 0.46 | 0.49 | 0.37 | 0.35 | 0.47 | 0.47 | 0.43 | 0.54 | 0.48 | 0.51 | 0.51 | 0.50 | 0.42 | 0.36 | 0.40 | 0.41 | 0.53 | 0.63 | 0.61 | 0.55 | 0.66 | 0.52 | 0.64 | 0.63 | 0.62 | 0.62 |
| DFS | 0.00 | 0.18 | 0.16 | 0.22 | 0.29 | 0.22 | 0.15 | 0.27 | 0.21 | 0.24 | 0.44 | 0.41 | 0.31 | 0.27 | 0.43 | 0.22 | 0.25 | 0.27 | 0.30 | 0.43 | 0.36 | 0.47 | 0.52 | 0.31 | 0.31 | 0.27 | 0.44 | 0.49 | 0.36 | 0.28 | 0.34 | 0.33 | 0.29 | 0.32 | 0.27 | 0.65 | 0.36 | 0.40 | 0.51 | 0.48 | 1.00 | 0.30 | 0.40 | 0.43 | 0.71 | 0.34 | 0.37 | 0.43 | 0.44 | 0.32 | 0.52 | 0.45 | 0.70 | 0.48 | 0.77 | 0.44 | 0.33 | 0.46 | 0.47 | 0.50 | 0.59 | 0.57 | 0.59 | 0.66 | 0.47 | 0.71 | 0.67 | 0.61 | 0.61 |
| ADBE | 0.00 | 0.17 | 0.26 | 0.24 | 0.18 | 0.24 | 0.30 | 0.23 | 0.57 | 0.24 | 0.15 | 0.17 | 0.25 | 0.26 | 0.18 | 0.57 | 0.27 | 0.30 | 0.38 | 0.18 | 0.34 | 0.19 | 0.19 | 0.37 | 0.60 | 0.47 | 0.42 | 0.23 | 0.38 | 0.45 | 0.41 | 0.63 | 0.49 | 0.71 | 0.49 | 0.27 | 0.43 | 0.49 | 0.32 | 0.34 | 0.30 | 1.00 | 0.46 | 0.43 | 0.25 | 0.59 | 0.65 | 0.54 | 0.54 | 0.71 | 0.36 | 0.51 | 0.32 | 0.53 | 0.36 | 0.51 | 0.74 | 0.58 | 0.57 | 0.49 | 0.36 | 0.37 | 0.52 | 0.50 | 0.78 | 0.43 | 0.51 | 0.69 | 0.70 |
| SYK | 0.00 | 0.33 | 0.32 | 0.33 | 0.29 | 0.30 | 0.37 | 0.29 | 0.29 | 0.39 | 0.20 | 0.23 | 0.34 | 0.36 | 0.22 | 0.33 | 0.40 | 0.38 | 0.39 | 0.29 | 0.36 | 0.27 | 0.28 | 0.43 | 0.38 | 0.39 | 0.38 | 0.36 | 0.45 | 0.58 | 0.60 | 0.37 | 0.49 | 0.44 | 0.51 | 0.40 | 0.47 | 0.41 | 0.40 | 0.39 | 0.40 | 0.46 | 1.00 | 0.43 | 0.39 | 0.41 | 0.43 | 0.38 | 0.39 | 0.48 | 0.46 | 0.45 | 0.39 | 0.42 | 0.47 | 0.46 | 0.49 | 0.54 | 0.55 | 0.48 | 0.43 | 0.48 | 0.53 | 0.52 | 0.58 | 0.58 | 0.59 | 0.63 | 0.63 |
| HD | 0.00 | 0.22 | 0.24 | 0.32 | 0.29 | 0.39 | 0.36 | 0.45 | 0.30 | 0.30 | 0.22 | 0.22 | 0.31 | 0.33 | 0.21 | 0.33 | 0.37 | 0.33 | 0.35 | 0.31 | 0.53 | 0.28 | 0.29 | 0.47 | 0.36 | 0.50 | 0.38 | 0.41 | 0.40 | 0.40 | 0.41 | 0.41 | 0.44 | 0.39 | 0.46 | 0.40 | 0.44 | 0.40 | 0.48 | 0.46 | 0.43 | 0.43 | 0.43 | 1.00 | 0.40 | 0.43 | 0.41 | 0.43 | 0.43 | 0.44 | 0.48 | 0.47 | 0.45 | 0.46 | 0.44 | 0.47 | 0.47 | 0.47 | 0.46 | 0.51 | 0.51 | 0.56 | 0.52 | 0.58 | 0.58 | 0.60 | 0.65 | 0.63 | 0.63 |
| JPM | 0.00 | 0.24 | 0.19 | 0.23 | 0.34 | 0.24 | 0.18 | 0.30 | 0.13 | 0.30 | 0.43 | 0.42 | 0.41 | 0.34 | 0.45 | 0.22 | 0.28 | 0.30 | 0.29 | 0.44 | 0.28 | 0.50 | 0.54 | 0.31 | 0.30 | 0.27 | 0.41 | 0.51 | 0.41 | 0.31 | 0.33 | 0.32 | 0.30 | 0.28 | 0.29 | 0.74 | 0.39 | 0.41 | 0.54 | 0.49 | 0.71 | 0.25 | 0.39 | 0.40 | 1.00 | 0.35 | 0.36 | 0.41 | 0.41 | 0.29 | 0.56 | 0.43 | 0.78 | 0.45 | 0.71 | 0.45 | 0.32 | 0.45 | 0.46 | 0.47 | 0.62 | 0.58 | 0.58 | 0.62 | 0.45 | 0.77 | 0.71 | 0.62 | 0.61 |
| AAPL | 0.00 | 0.19 | 0.27 | 0.28 | 0.20 | 0.28 | 0.30 | 0.25 | 0.42 | 0.24 | 0.20 | 0.23 | 0.25 | 0.30 | 0.21 | 0.50 | 0.30 | 0.32 | 0.36 | 0.24 | 0.35 | 0.23 | 0.25 | 0.38 | 0.54 | 0.46 | 0.41 | 0.29 | 0.36 | 0.39 | 0.40 | 0.58 | 0.45 | 0.53 | 0.46 | 0.29 | 0.43 | 0.51 | 0.36 | 0.37 | 0.34 | 0.59 | 0.41 | 0.43 | 0.35 | 1.00 | 0.63 | 0.54 | 0.54 | 0.59 | 0.37 | 0.49 | 0.41 | 0.54 | 0.40 | 0.52 | 0.68 | 0.51 | 0.52 | 0.51 | 0.43 | 0.39 | 0.54 | 0.53 | 0.78 | 0.50 | 0.58 | 0.72 | 0.72 |
| GOOGL | 0.00 | 0.20 | 0.26 | 0.24 | 0.17 | 0.26 | 0.28 | 0.22 | 0.44 | 0.25 | 0.24 | 0.24 | 0.23 | 0.29 | 0.25 | 0.50 | 0.29 | 0.31 | 0.37 | 0.25 | 0.33 | 0.27 | 0.28 | 0.35 | 0.67 | 0.44 | 0.40 | 0.30 | 0.37 | 0.40 | 0.40 | 0.57 | 0.42 | 0.57 | 0.44 | 0.34 | 0.42 | 0.50 | 0.34 | 0.35 | 0.37 | 0.65 | 0.43 | 0.41 | 0.36 | 0.63 | 1.00 | 0.53 | 0.53 | 0.59 | 0.40 | 0.49 | 0.42 | 0.52 | 0.44 | 0.50 | 0.73 | 0.54 | 0.55 | 0.47 | 0.41 | 0.38 | 0.56 | 0.53 | 0.78 | 0.49 | 0.54 | 0.72 | 0.72 |
| LRCX | 0.00 | 0.11 | 0.20 | 0.18 | 0.16 | 0.22 | 0.19 | 0.24 | 0.38 | 0.19 | 0.26 | 0.26 | 0.22 | 0.22 | 0.25 | 0.41 | 0.21 | 0.27 | 0.31 | 0.27 | 0.39 | 0.28 | 0.32 | 0.32 | 0.49 | 0.43 | 0.50 | 0.34 | 0.32 | 0.33 | 0.35 | 0.67 | 0.40 | 0.48 | 0.40 | 0.39 | 0.38 | 0.62 | 0.39 | 0.47 | 0.43 | 0.54 | 0.38 | 0.43 | 0.41 | 0.54 | 0.53 | 1.00 | 0.91 | 0.63 | 0.46 | 0.56 | 0.47 | 0.76 | 0.46 | 0.46 | 0.57 | 0.46 | 0.48 | 0.54 | 0.51 | 0.46 | 0.57 | 0.59 | 0.70 | 0.53 | 0.57 | 0.68 | 0.69 |
| AMAT | 0.00 | 0.10 | 0.21 | 0.18 | 0.15 | 0.23 | 0.16 | 0.25 | 0.38 | 0.22 | 0.27 | 0.26 | 0.22 | 0.22 | 0.27 | 0.42 | 0.20 | 0.27 | 0.31 | 0.28 | 0.39 | 0.30 | 0.32 | 0.30 | 0.49 | 0.42 | 0.51 | 0.34 | 0.32 | 0.33 | 0.35 | 0.68 | 0.40 | 0.49 | 0.39 | 0.40 | 0.38 | 0.64 | 0.38 | 0.47 | 0.44 | 0.54 | 0.39 | 0.43 | 0.41 | 0.54 | 0.53 | 0.91 | 1.00 | 0.63 | 0.45 | 0.56 | 0.48 | 0.77 | 0.47 | 0.47 | 0.58 | 0.46 | 0.48 | 0.55 | 0.52 | 0.46 | 0.58 | 0.60 | 0.69 | 0.54 | 0.58 | 0.68 | 0.69 |
| CDNS | 0.00 | 0.20 | 0.29 | 0.24 | 0.13 | 0.25 | 0.28 | 0.28 | 0.56 | 0.22 | 0.14 | 0.15 | 0.24 | 0.25 | 0.16 | 0.52 | 0.26 | 0.28 | 0.37 | 0.19 | 0.37 | 0.19 | 0.20 | 0.39 | 0.55 | 0.48 | 0.46 | 0.28 | 0.39 | 0.45 | 0.42 | 0.66 | 0.51 | 0.61 | 0.49 | 0.28 | 0.47 | 0.54 | 0.34 | 0.43 | 0.32 | 0.71 | 0.48 | 0.44 | 0.29 | 0.59 | 0.59 | 0.63 | 0.63 | 1.00 | 0.40 | 0.55 | 0.36 | 0.61 | 0.39 | 0.50 | 0.70 | 0.52 | 0.53 | 0.54 | 0.41 | 0.42 | 0.56 | 0.54 | 0.78 | 0.47 | 0.53 | 0.71 | 0.71 |
| AVY | 0.00 | 0.26 | 0.20 | 0.32 | 0.33 | 0.31 | 0.32 | 0.35 | 0.22 | 0.29 | 0.34 | 0.31 | 0.33 | 0.31 | 0.33 | 0.23 | 0.36 | 0.33 | 0.33 | 0.39 | 0.41 | 0.36 | 0.41 | 0.43 | 0.35 | 0.35 | 0.41 | 0.63 | 0.44 | 0.41 | 0.44 | 0.34 | 0.42 | 0.34 | 0.42 | 0.54 | 0.44 | 0.42 | 0.52 | 0.54 | 0.52 | 0.36 | 0.46 | 0.48 | 0.56 | 0.37 | 0.40 | 0.46 | 0.45 | 0.40 | 1.00 | 0.51 | 0.55 | 0.49 | 0.53 | 0.44 | 0.37 | 0.47 | 0.48 | 0.53 | 0.64 | 0.65 | 0.60 | 0.62 | 0.52 | 0.70 | 0.69 | 0.64 | 0.64 |
| ZBRA | 0.00 | 0.19 | 0.21 | 0.26 | 0.23 | 0.24 | 0.30 | 0.27 | 0.42 | 0.23 | 0.32 | 0.29 | 0.24 | 0.24 | 0.29 | 0.41 | 0.25 | 0.26 | 0.30 | 0.31 | 0.42 | 0.30 | 0.35 | 0.42 | 0.45 | 0.38 | 0.45 | 0.40 | 0.34 | 0.41 | 0.44 | 0.52 | 0.47 | 0.50 | 0.47 | 0.42 | 0.46 | 0.52 | 0.44 | 0.48 | 0.45 | 0.51 | 0.45 | 0.47 | 0.43 | 0.49 | 0.49 | 0.56 | 0.56 | 0.55 | 0.51 | 1.00 | 0.49 | 0.62 | 0.47 | 0.51 | 0.52 | 0.47 | 0.50 | 0.58 | 0.55 | 0.56 | 0.58 | 0.67 | 0.66 | 0.58 | 0.61 | 0.68 | 0.69 |
| MS | 0.00 | 0.19 | 0.16 | 0.24 | 0.30 | 0.22 | 0.21 | 0.28 | 0.23 | 0.27 | 0.45 | 0.43 | 0.33 | 0.31 | 0.45 | 0.27 | 0.28 | 0.29 | 0.29 | 0.46 | 0.33 | 0.50 | 0.54 | 0.34 | 0.34 | 0.30 | 0.43 | 0.53 | 0.40 | 0.34 | 0.38 | 0.40 | 0.36 | 0.35 | 0.34 | 0.71 | 0.38 | 0.43 | 0.55 | 0.51 | 0.70 | 0.32 | 0.39 | 0.45 | 0.78 | 0.41 | 0.42 | 0.47 | 0.48 | 0.36 | 0.55 | 0.49 | 1.00 | 0.51 | 0.68 | 0.46 | 0.40 | 0.47 | 0.49 | 0.50 | 0.63 | 0.60 | 0.64 | 0.68 | 0.53 | 0.76 | 0.72 | 0.66 | 0.66 |
| MCHP | 0.00 | 0.11 | 0.17 | 0.22 | 0.17 | 0.22 | 0.21 | 0.26 | 0.39 | 0.23 | 0.29 | 0.28 | 0.22 | 0.22 | 0.29 | 0.39 | 0.24 | 0.28 | 0.32 | 0.31 | 0.41 | 0.32 | 0.35 | 0.35 | 0.46 | 0.40 | 0.50 | 0.39 | 0.33 | 0.37 | 0.40 | 0.64 | 0.44 | 0.48 | 0.41 | 0.43 | 0.42 | 0.67 | 0.43 | 0.51 | 0.48 | 0.53 | 0.42 | 0.46 | 0.45 | 0.54 | 0.52 | 0.76 | 0.77 | 0.61 | 0.49 | 0.62 | 0.51 | 1.00 | 0.49 | 0.52 | 0.54 | 0.47 | 0.49 | 0.59 | 0.56 | 0.52 | 0.62 | 0.66 | 0.69 | 0.59 | 0.62 | 0.71 | 0.71 |
| AXP | 0.00 | 0.22 | 0.20 | 0.26 | 0.34 | 0.24 | 0.23 | 0.27 | 0.26 | 0.26 | 0.41 | 0.40 | 0.37 | 0.33 | 0.43 | 0.28 | 0.30 | 0.29 | 0.35 | 0.42 | 0.35 | 0.47 | 0.51 | 0.37 | 0.37 | 0.34 | 0.46 | 0.47 | 0.44 | 0.35 | 0.39 | 0.38 | 0.36 | 0.40 | 0.33 | 0.63 | 0.43 | 0.43 | 0.51 | 0.50 | 0.77 | 0.36 | 0.47 | 0.44 | 0.71 | 0.40 | 0.44 | 0.46 | 0.47 | 0.39 | 0.53 | 0.47 | 0.68 | 0.49 | 1.00 | 0.47 | 0.41 | 0.58 | 0.58 | 0.54 | 0.61 | 0.57 | 0.63 | 0.67 | 0.56 | 0.74 | 0.70 | 0.68 | 0.68 |
| CSCO | 0.00 | 0.28 | 0.29 | 0.33 | 0.31 | 0.32 | 0.32 | 0.33 | 0.33 | 0.34 | 0.29 | 0.30 | 0.36 | 0.37 | 0.33 | 0.35 | 0.38 | 0.40 | 0.40 | 0.35 | 0.32 | 0.37 | 0.39 | 0.39 | 0.40 | 0.43 | 0.48 | 0.43 | 0.42 | 0.48 | 0.44 | 0.45 | 0.47 | 0.47 | 0.43 | 0.43 | 0.54 | 0.52 | 0.47 | 0.42 | 0.44 | 0.51 | 0.46 | 0.47 | 0.45 | 0.52 | 0.50 | 0.46 | 0.47 | 0.50 | 0.44 | 0.51 | 0.46 | 0.52 | 0.47 | 1.00 | 0.54 | 0.51 | 0.52 | 0.56 | 0.49 | 0.51 | 0.55 | 0.57 | 0.61 | 0.65 | 0.68 | 0.68 | 0.68 |
| MSFT | 0.00 | 0.24 | 0.33 | 0.29 | 0.20 | 0.31 | 0.33 | 0.28 | 0.50 | 0.27 | 0.15 | 0.18 | 0.28 | 0.33 | 0.18 | 0.54 | 0.33 | 0.35 | 0.41 | 0.21 | 0.35 | 0.21 | 0.20 | 0.41 | 0.62 | 0.52 | 0.45 | 0.28 | 0.43 | 0.47 | 0.43 | 0.64 | 0.51 | 0.65 | 0.50 | 0.31 | 0.48 | 0.53 | 0.36 | 0.36 | 0.33 | 0.74 | 0.49 | 0.47 | 0.32 | 0.68 | 0.73 | 0.57 | 0.58 | 0.70 | 0.37 | 0.52 | 0.40 | 0.54 | 0.41 | 0.54 | 1.00 | 0.59 | 0.60 | 0.52 | 0.42 | 0.40 | 0.57 | 0.51 | 0.85 | 0.50 | 0.58 | 0.77 | 0.77 |
| V | 0.00 | 0.30 | 0.27 | 0.32 | 0.34 | 0.28 | 0.32 | 0.32 | 0.33 | 0.32 | 0.25 | 0.26 | 0.37 | 0.35 | 0.29 | 0.39 | 0.38 | 0.33 | 0.41 | 0.29 | 0.35 | 0.34 | 0.33 | 0.42 | 0.46 | 0.43 | 0.41 | 0.34 | 0.45 | 0.47 | 0.47 | 0.45 | 0.45 | 0.53 | 0.48 | 0.41 | 0.50 | 0.43 | 0.44 | 0.40 | 0.46 | 0.58 | 0.54 | 0.47 | 0.45 | 0.51 | 0.54 | 0.46 | 0.46 | 0.52 | 0.47 | 0.47 | 0.47 | 0.47 | 0.58 | 0.51 | 0.59 | 1.00 | 0.87 | 0.50 | 0.48 | 0.47 | 0.59 | 0.53 | 0.67 | 0.60 | 0.62 | 0.69 | 0.69 |
| MA | 0.00 | 0.28 | 0.25 | 0.31 | 0.33 | 0.27 | 0.31 | 0.31 | 0.35 | 0.31 | 0.26 | 0.27 | 0.37 | 0.34 | 0.30 | 0.41 | 0.37 | 0.31 | 0.40 | 0.31 | 0.35 | 0.33 | 0.34 | 0.41 | 0.47 | 0.41 | 0.42 | 0.36 | 0.45 | 0.46 | 0.47 | 0.47 | 0.46 | 0.55 | 0.49 | 0.42 | 0.50 | 0.46 | 0.47 | 0.41 | 0.47 | 0.57 | 0.55 | 0.46 | 0.46 | 0.52 | 0.55 | 0.48 | 0.48 | 0.53 | 0.48 | 0.50 | 0.49 | 0.49 | 0.58 | 0.52 | 0.60 | 0.87 | 1.00 | 0.54 | 0.50 | 0.48 | 0.60 | 0.56 | 0.68 | 0.62 | 0.63 | 0.71 | 0.71 |
| CDW | 0.00 | 0.25 | 0.24 | 0.29 | 0.29 | 0.26 | 0.31 | 0.35 | 0.36 | 0.28 | 0.28 | 0.29 | 0.31 | 0.32 | 0.31 | 0.36 | 0.31 | 0.33 | 0.34 | 0.32 | 0.41 | 0.34 | 0.37 | 0.43 | 0.41 | 0.43 | 0.52 | 0.43 | 0.43 | 0.39 | 0.48 | 0.47 | 0.44 | 0.47 | 0.44 | 0.48 | 0.51 | 0.48 | 0.47 | 0.53 | 0.50 | 0.49 | 0.48 | 0.51 | 0.47 | 0.51 | 0.47 | 0.54 | 0.55 | 0.54 | 0.53 | 0.58 | 0.50 | 0.59 | 0.54 | 0.56 | 0.52 | 0.50 | 0.54 | 1.00 | 0.56 | 0.58 | 0.57 | 0.65 | 0.63 | 0.64 | 0.67 | 0.69 | 0.69 |
| PH | 0.00 | 0.21 | 0.21 | 0.25 | 0.34 | 0.25 | 0.20 | 0.35 | 0.24 | 0.30 | 0.46 | 0.42 | 0.34 | 0.32 | 0.46 | 0.28 | 0.30 | 0.32 | 0.31 | 0.49 | 0.42 | 0.49 | 0.55 | 0.37 | 0.36 | 0.34 | 0.49 | 0.56 | 0.38 | 0.34 | 0.41 | 0.42 | 0.40 | 0.38 | 0.39 | 0.59 | 0.45 | 0.45 | 0.60 | 0.63 | 0.59 | 0.36 | 0.43 | 0.51 | 0.62 | 0.43 | 0.41 | 0.51 | 0.52 | 0.41 | 0.64 | 0.55 | 0.63 | 0.56 | 0.61 | 0.49 | 0.42 | 0.48 | 0.50 | 0.56 | 1.00 | 0.74 | 0.64 | 0.71 | 0.56 | 0.75 | 0.74 | 0.69 | 0.69 |
| DOV | 0.00 | 0.26 | 0.23 | 0.31 | 0.37 | 0.31 | 0.29 | 0.38 | 0.22 | 0.30 | 0.39 | 0.37 | 0.36 | 0.32 | 0.40 | 0.25 | 0.37 | 0.32 | 0.33 | 0.43 | 0.44 | 0.47 | 0.49 | 0.46 | 0.33 | 0.38 | 0.42 | 0.57 | 0.42 | 0.42 | 0.46 | 0.37 | 0.46 | 0.35 | 0.46 | 0.55 | 0.47 | 0.44 | 0.63 | 0.61 | 0.57 | 0.37 | 0.48 | 0.56 | 0.58 | 0.39 | 0.38 | 0.46 | 0.46 | 0.42 | 0.65 | 0.56 | 0.60 | 0.52 | 0.57 | 0.51 | 0.40 | 0.47 | 0.48 | 0.58 | 0.74 | 1.00 | 0.63 | 0.69 | 0.54 | 0.75 | 0.75 | 0.68 | 0.68 |
| EFA | 0.00 | 0.28 | 0.29 | 0.33 | 0.31 | 0.31 | 0.34 | 0.33 | 0.36 | 0.33 | 0.42 | 0.42 | 0.30 | 0.35 | 0.43 | 0.41 | 0.40 | 0.40 | 0.42 | 0.45 | 0.45 | 0.47 | 0.51 | 0.47 | 0.50 | 0.43 | 0.51 | 0.50 | 0.46 | 0.48 | 0.51 | 0.52 | 0.51 | 0.50 | 0.50 | 0.57 | 0.50 | 0.54 | 0.54 | 0.55 | 0.59 | 0.52 | 0.53 | 0.52 | 0.58 | 0.54 | 0.56 | 0.57 | 0.58 | 0.56 | 0.60 | 0.58 | 0.64 | 0.62 | 0.63 | 0.55 | 0.57 | 0.59 | 0.60 | 0.57 | 0.64 | 0.63 | 1.00 | 0.75 | 0.72 | 0.77 | 0.79 | 0.81 | 0.81 |
| IWM | 0.00 | 0.22 | 0.23 | 0.32 | 0.31 | 0.28 | 0.31 | 0.34 | 0.43 | 0.31 | 0.51 | 0.47 | 0.33 | 0.33 | 0.48 | 0.42 | 0.33 | 0.37 | 0.41 | 0.51 | 0.53 | 0.50 | 0.57 | 0.49 | 0.49 | 0.41 | 0.52 | 0.57 | 0.43 | 0.42 | 0.54 | 0.52 | 0.46 | 0.53 | 0.47 | 0.62 | 0.50 | 0.55 | 0.57 | 0.66 | 0.66 | 0.50 | 0.52 | 0.58 | 0.62 | 0.53 | 0.53 | 0.59 | 0.60 | 0.54 | 0.62 | 0.67 | 0.68 | 0.66 | 0.67 | 0.57 | 0.51 | 0.53 | 0.56 | 0.65 | 0.71 | 0.69 | 0.75 | 1.00 | 0.72 | 0.81 | 0.82 | 0.82 | 0.84 |
| VUG | 0.00 | 0.24 | 0.34 | 0.32 | 0.24 | 0.34 | 0.38 | 0.32 | 0.59 | 0.31 | 0.27 | 0.28 | 0.32 | 0.33 | 0.27 | 0.62 | 0.37 | 0.38 | 0.47 | 0.31 | 0.47 | 0.30 | 0.32 | 0.50 | 0.71 | 0.59 | 0.54 | 0.39 | 0.47 | 0.52 | 0.54 | 0.77 | 0.58 | 0.72 | 0.59 | 0.43 | 0.56 | 0.62 | 0.46 | 0.52 | 0.47 | 0.78 | 0.58 | 0.58 | 0.45 | 0.78 | 0.78 | 0.70 | 0.69 | 0.78 | 0.52 | 0.66 | 0.53 | 0.69 | 0.56 | 0.61 | 0.85 | 0.67 | 0.68 | 0.63 | 0.56 | 0.54 | 0.72 | 0.72 | 1.00 | 0.66 | 0.74 | 0.94 | 0.94 |
| VTV | 0.00 | 0.40 | 0.35 | 0.41 | 0.48 | 0.42 | 0.37 | 0.43 | 0.27 | 0.47 | 0.52 | 0.51 | 0.49 | 0.50 | 0.56 | 0.32 | 0.50 | 0.49 | 0.46 | 0.58 | 0.47 | 0.61 | 0.66 | 0.53 | 0.41 | 0.47 | 0.53 | 0.65 | 0.56 | 0.52 | 0.55 | 0.42 | 0.52 | 0.43 | 0.51 | 0.72 | 0.56 | 0.55 | 0.67 | 0.64 | 0.71 | 0.43 | 0.58 | 0.60 | 0.77 | 0.50 | 0.49 | 0.53 | 0.54 | 0.47 | 0.70 | 0.58 | 0.76 | 0.59 | 0.74 | 0.65 | 0.50 | 0.60 | 0.62 | 0.64 | 0.75 | 0.75 | 0.77 | 0.81 | 0.66 | 1.00 | 0.97 | 0.86 | 0.85 |
| DTD | 0.00 | 0.39 | 0.36 | 0.43 | 0.45 | 0.43 | 0.42 | 0.44 | 0.32 | 0.46 | 0.48 | 0.48 | 0.47 | 0.48 | 0.51 | 0.37 | 0.52 | 0.50 | 0.48 | 0.56 | 0.49 | 0.57 | 0.61 | 0.58 | 0.46 | 0.53 | 0.54 | 0.62 | 0.55 | 0.53 | 0.57 | 0.49 | 0.55 | 0.48 | 0.54 | 0.67 | 0.58 | 0.57 | 0.65 | 0.63 | 0.67 | 0.51 | 0.59 | 0.65 | 0.71 | 0.58 | 0.54 | 0.57 | 0.58 | 0.53 | 0.69 | 0.61 | 0.72 | 0.62 | 0.70 | 0.68 | 0.58 | 0.62 | 0.63 | 0.67 | 0.74 | 0.75 | 0.79 | 0.82 | 0.74 | 0.97 | 1.00 | 0.90 | 0.90 |
| SPY | 0.00 | 0.32 | 0.37 | 0.38 | 0.36 | 0.39 | 0.40 | 0.39 | 0.48 | 0.39 | 0.40 | 0.40 | 0.41 | 0.43 | 0.41 | 0.53 | 0.45 | 0.45 | 0.50 | 0.45 | 0.51 | 0.45 | 0.49 | 0.55 | 0.64 | 0.59 | 0.58 | 0.53 | 0.54 | 0.56 | 0.58 | 0.67 | 0.59 | 0.65 | 0.60 | 0.58 | 0.61 | 0.64 | 0.59 | 0.62 | 0.61 | 0.69 | 0.63 | 0.63 | 0.62 | 0.72 | 0.72 | 0.68 | 0.68 | 0.71 | 0.64 | 0.68 | 0.66 | 0.71 | 0.68 | 0.68 | 0.77 | 0.69 | 0.71 | 0.69 | 0.69 | 0.68 | 0.81 | 0.82 | 0.94 | 0.86 | 0.90 | 1.00 | 1.00 |
| IWB | 0.00 | 0.31 | 0.36 | 0.37 | 0.35 | 0.39 | 0.40 | 0.39 | 0.50 | 0.38 | 0.40 | 0.40 | 0.40 | 0.42 | 0.41 | 0.54 | 0.44 | 0.45 | 0.50 | 0.45 | 0.52 | 0.45 | 0.49 | 0.55 | 0.64 | 0.58 | 0.58 | 0.53 | 0.54 | 0.56 | 0.59 | 0.67 | 0.60 | 0.66 | 0.60 | 0.58 | 0.60 | 0.64 | 0.58 | 0.62 | 0.61 | 0.70 | 0.63 | 0.63 | 0.61 | 0.72 | 0.72 | 0.69 | 0.69 | 0.71 | 0.64 | 0.69 | 0.66 | 0.71 | 0.68 | 0.68 | 0.77 | 0.69 | 0.71 | 0.69 | 0.69 | 0.68 | 0.81 | 0.84 | 0.94 | 0.85 | 0.90 | 1.00 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 19 мар. 2018 г.