Real Staples Equal Weight
Consumer staples sector minus mixed retail and tobacco
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в Real Staples Equal Weight и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель никогда не перебалансируется.
Самые ранние данные для этого графика доступны с 6 июл. 2015 г., начальной даты KHC
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% |
Real Staples Equal Weight | -0.42% | -1.13% | -4.88% | -5.96% | N/A | N/A |
Активы портфеля: | ||||||
PG | -2.75% | -2.72% | -3.08% | 1.50% | N/A | N/A |
KO The Coca-Cola Company | 16.35% | 2.70% | 9.07% | 19.96% | 13.07% | 9.27% |
PEP | -11.51% | -10.27% | -21.00% | -21.99% | N/A | N/A |
MDLZ | 10.58% | -0.42% | -3.84% | -4.76% | N/A | N/A |
CL Colgate-Palmolive Company | 4.47% | 2.61% | -0.67% | 7.44% | 8.14% | 5.62% |
KMB Kimberly-Clark Corporation | 1.33% | -5.73% | -1.15% | -0.10% | 2.03% | 5.09% |
KVUE | 8.84% | -1.67% | 3.54% | 25.76% | N/A | N/A |
KR The Kroger Co. | 15.03% | 6.01% | 23.28% | 27.94% | 23.11% | 11.36% |
KDP Keurig Dr Pepper Inc. | 8.61% | 1.68% | 0.88% | 4.38% | 8.02% | -5.54% |
SYY | -5.97% | -1.84% | -2.74% | -5.39% | N/A | N/A |
GIS General Mills, Inc. | -10.12% | -3.97% | -16.08% | -18.25% | 1.83% | 3.51% |
STZ | -15.63% | 0.67% | -21.78% | -27.87% | N/A | N/A |
KHC The Kraft Heinz Company | -2.73% | -0.67% | -12.92% | -19.32% | 4.77% | N/A |
CHD Church & Dwight Co., Inc. | -4.90% | -6.58% | -0.99% | -6.39% | 8.10% | 10.54% |
HSY The Hershey Company | -2.76% | -3.11% | -8.41% | -10.07% | 6.13% | 8.27% |
ADM Archer-Daniels-Midland Company | -3.42% | 2.51% | -12.92% | -17.91% | 9.02% | 2.83% |
K Kellogg Company | 2.74% | 0.21% | 3.58% | 45.71% | 10.37% | 6.84% |
MKC | -1.65% | -7.28% | -3.13% | 0.94% | N/A | N/A |
CLX The Clorox Company | -13.46% | -2.46% | -10.31% | -3.16% | -3.43% | 5.36% |
DG Dollar General Corporation | 25.17% | 11.17% | 18.07% | -32.70% | -10.69% | 3.49% |
TSN | 6.41% | -1.57% | 4.99% | 2.82% | N/A | N/A |
EL The Estee Lauder Companies Inc. | -20.41% | -9.86% | -31.28% | -58.11% | -17.61% | -2.08% |
CAG Conagra Brands, Inc. | -10.68% | -5.67% | -14.76% | -17.92% | -2.83% | 1.49% |
SJM | 5.73% | 0.66% | 1.29% | 3.97% | N/A | N/A |
TAP | -0.15% | -6.21% | 3.36% | -6.70% | N/A | N/A |
BG Bunge Limited | 5.06% | 9.06% | -8.31% | -19.81% | 18.77% | 2.20% |
HRL Hormel Foods Corporation | -3.48% | 1.38% | -2.51% | -12.57% | -6.13% | 3.12% |
CPB Campbell Soup Company | -12.53% | -7.28% | -22.90% | -19.36% | -3.96% | 0.53% |
LW | -21.81% | -3.30% | -31.75% | -36.47% | N/A | N/A |
BF-B Brown-Forman Corporation | -10.01% | -0.64% | -28.99% | -27.90% | -9.68% | 0.82% |
MNST | 11.62% | 1.58% | 9.93% | 10.39% | N/A | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Real Staples Equal Weight, 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 | -2.92% | 4.01% | 1.74% | -3.06% | -0.42% | ||||||||
2024 | -0.69% | 1.35% | 4.83% | -2.24% | -1.92% | -2.36% | 1.86% | 3.99% | 1.70% | -5.55% | 2.93% | -5.27% | -2.01% |
2023 | -5.06% | 1.26% | 1.35% | -4.66% | -6.27% | -3.81% | 4.58% | 2.52% | -10.21% |
Комиссия
Комиссия Real Staples Equal Weight 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 Real Staples Equal Weight составляет 2, что хуже, чем результаты 98% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена 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 | |
---|---|---|---|---|---|
PG | 0.11 | 0.27 | 1.04 | 0.18 | 0.46 |
KO The Coca-Cola Company | 1.35 | 1.96 | 1.25 | 1.43 | 3.16 |
PEP | -0.98 | -1.30 | 0.84 | -0.71 | -1.71 |
MDLZ | -0.23 | -0.18 | 0.98 | -0.19 | -0.40 |
CL Colgate-Palmolive Company | 0.41 | 0.69 | 1.09 | 0.41 | 0.75 |
KMB Kimberly-Clark Corporation | 0.01 | 0.14 | 1.02 | 0.01 | 0.03 |
KVUE | 0.84 | 1.56 | 1.19 | 0.71 | 3.10 |
KR The Kroger Co. | 1.24 | 1.99 | 1.23 | 2.02 | 6.62 |
KDP Keurig Dr Pepper Inc. | 0.58 | 0.89 | 1.12 | 0.59 | 1.22 |
SYY | -0.24 | -0.19 | 0.98 | -0.33 | -0.77 |
GIS General Mills, Inc. | -0.81 | -1.03 | 0.88 | -0.53 | -1.40 |
STZ | -0.96 | -1.18 | 0.82 | -0.70 | -1.52 |
KHC The Kraft Heinz Company | -0.81 | -1.04 | 0.88 | -0.71 | -1.28 |
CHD Church & Dwight Co., Inc. | -0.31 | -0.31 | 0.96 | -0.48 | -1.05 |
HSY The Hershey Company | -0.37 | -0.39 | 0.95 | -0.22 | -0.73 |
ADM Archer-Daniels-Midland Company | -0.70 | -0.85 | 0.89 | -0.39 | -1.11 |
K Kellogg Company | 2.04 | 5.95 | 1.92 | 3.99 | 16.13 |
MKC | 0.08 | 0.26 | 1.03 | 0.06 | 0.25 |
CLX The Clorox Company | -0.10 | 0.01 | 1.00 | -0.10 | -0.26 |
DG Dollar General Corporation | -0.71 | -0.69 | 0.88 | -0.48 | -0.88 |
TSN | 0.12 | 0.32 | 1.04 | 0.16 | 0.33 |
EL The Estee Lauder Companies Inc. | -1.16 | -1.82 | 0.74 | -0.79 | -1.41 |
CAG Conagra Brands, Inc. | -0.75 | -0.92 | 0.88 | -0.57 | -1.35 |
SJM | 0.07 | 0.29 | 1.03 | 0.05 | 0.26 |
TAP | -0.32 | -0.28 | 0.96 | -0.31 | -0.72 |
BG Bunge Limited | -0.87 | -1.10 | 0.86 | -0.62 | -1.06 |
HRL Hormel Foods Corporation | -0.52 | -0.57 | 0.93 | -0.43 | -0.87 |
CPB Campbell Soup Company | -0.76 | -0.96 | 0.89 | -0.60 | -1.18 |
LW | -0.74 | -0.77 | 0.86 | -0.65 | -1.41 |
BF-B Brown-Forman Corporation | -0.93 | -1.37 | 0.84 | -0.54 | -1.52 |
MNST | 0.36 | 0.64 | 1.09 | 0.35 | 1.08 |
Дивиденды
Дивидендный доход
Дивидендная доходность Real Staples Equal Weight за предыдущие двенадцать месяцев составила 3.12%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 3.12% | 2.99% | 2.61% | 2.65% | 2.07% | 2.09% | 2.21% | 15.70% | 2.06% | 1.95% | 1.85% | 1.66% |
Активы портфеля: | ||||||||||||
PG | 2.53% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
KO The Coca-Cola Company | 2.73% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
PEP | 4.08% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
MDLZ | 2.80% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
CL Colgate-Palmolive Company | 2.15% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
KMB Kimberly-Clark Corporation | 3.74% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
KVUE | 3.54% | 3.79% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KR The Kroger Co. | 1.79% | 2.00% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% |
KDP Keurig Dr Pepper Inc. | 2.63% | 2.72% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% |
SYY | 2.88% | 2.64% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% |
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% |
STZ | 2.18% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% |
KHC The Kraft Heinz Company | 5.43% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 0.00% |
CHD Church & Dwight Co., Inc. | 1.15% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% | 1.57% |
HSY The Hershey Company | 3.36% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% |
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% |
K Kellogg Company | 2.75% | 2.79% | 3.99% | 3.28% | 3.59% | 3.66% | 3.27% | 3.86% | 3.12% | 2.77% | 2.74% | 2.90% |
MKC | 2.33% | 2.24% | 2.32% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% |
CLX The Clorox Company | 3.53% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% |
DG Dollar General Corporation | 2.52% | 3.11% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% |
TSN | 3.27% | 3.43% | 3.59% | 2.99% | 2.06% | 2.65% | 2.11% | 2.39% | 1.48% | 1.09% | 0.84% | 0.81% |
EL The Estee Lauder Companies Inc. | 3.40% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% |
CAG Conagra Brands, Inc. | 5.73% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 1.97% | 2.37% | 2.76% |
SJM | 3.73% | 3.89% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% |
TAP | 3.15% | 3.07% | 2.68% | 2.95% | 1.47% | 1.26% | 3.64% | 2.92% | 2.00% | 1.69% | 1.75% | 1.99% |
BG Bunge Limited | 3.36% | 3.48% | 2.55% | 2.31% | 2.20% | 3.05% | 3.48% | 3.59% | 2.62% | 2.21% | 2.11% | 1.41% |
HRL Hormel Foods Corporation | 3.86% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% |
CPB Campbell Soup Company | 4.19% | 3.53% | 3.42% | 2.61% | 3.41% | 2.90% | 2.83% | 4.24% | 2.91% | 2.13% | 2.37% | 2.84% |
LW | 2.79% | 2.15% | 1.04% | 1.10% | 1.48% | 1.17% | 0.93% | 1.04% | 1.33% | 0.00% | 0.00% | 0.00% |
BF-B Brown-Forman Corporation | 2.62% | 2.32% | 1.46% | 1.18% | 2.37% | 0.88% | 0.99% | 3.45% | 1.09% | 1.54% | 1.29% | 1.35% |
MNST | 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.
Максимальные просадки
Real Staples Equal Weight показал максимальную просадку в 19.71%, зарегистрированную 12 окт. 2023 г.. Портфель еще не восстановился от этой просадки.
Текущая просадка Real Staples Equal Weight составляет 13.00%.
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 |
---|---|---|---|---|---|---|
-19.71% | 8 мая 2023 г. | 110 | 12 окт. 2023 г. | — | — | — |
Волатильность
График волатильности
Текущая волатильность Real Staples Equal Weight составляет 7.30%, 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 31, при этом эффективное количество активов равно 31.00, 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 | DG | BG | EL | LW | KR | ADM | TSN | MNST | KVUE | TAP | STZ | CHD | BF-B | KDP | K | CLX | SYY | CL | HSY | KMB | PG | MKC | SJM | CPB | GIS | HRL | KO | MDLZ | KHC | CAG | PEP | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.09 | 0.17 | 0.40 | 0.31 | 0.06 | 0.21 | 0.08 | 0.30 | 0.19 | 0.23 | 0.28 | 0.09 | 0.24 | 0.11 | 0.09 | 0.16 | 0.25 | 0.13 | 0.10 | 0.09 | 0.17 | 0.14 | 0.08 | 0.02 | -0.05 | 0.08 | 0.17 | 0.17 | 0.09 | 0.07 | 0.17 | 0.24 |
DG | 0.09 | 1.00 | 0.23 | 0.29 | 0.16 | 0.30 | 0.23 | 0.27 | 0.27 | 0.24 | 0.20 | 0.32 | 0.17 | 0.31 | 0.20 | 0.20 | 0.20 | 0.29 | 0.18 | 0.24 | 0.22 | 0.18 | 0.19 | 0.20 | 0.23 | 0.21 | 0.29 | 0.20 | 0.20 | 0.23 | 0.24 | 0.22 | 0.42 |
BG | 0.17 | 0.23 | 1.00 | 0.28 | 0.18 | 0.22 | 0.71 | 0.30 | 0.16 | 0.31 | 0.33 | 0.28 | 0.13 | 0.34 | 0.15 | 0.24 | 0.14 | 0.30 | 0.21 | 0.23 | 0.21 | 0.21 | 0.25 | 0.25 | 0.25 | 0.20 | 0.26 | 0.21 | 0.22 | 0.32 | 0.28 | 0.23 | 0.44 |
EL | 0.40 | 0.29 | 0.28 | 1.00 | 0.24 | 0.06 | 0.34 | 0.28 | 0.29 | 0.36 | 0.28 | 0.34 | 0.17 | 0.45 | 0.22 | 0.17 | 0.21 | 0.30 | 0.26 | 0.27 | 0.27 | 0.28 | 0.26 | 0.17 | 0.20 | 0.16 | 0.26 | 0.28 | 0.26 | 0.24 | 0.23 | 0.28 | 0.44 |
LW | 0.31 | 0.16 | 0.18 | 0.24 | 1.00 | 0.16 | 0.14 | 0.17 | 0.33 | 0.19 | 0.31 | 0.27 | 0.24 | 0.26 | 0.25 | 0.28 | 0.28 | 0.36 | 0.24 | 0.33 | 0.23 | 0.24 | 0.28 | 0.29 | 0.28 | 0.27 | 0.31 | 0.27 | 0.32 | 0.36 | 0.31 | 0.32 | 0.44 |
KR | 0.06 | 0.30 | 0.22 | 0.06 | 0.16 | 1.00 | 0.29 | 0.25 | 0.16 | 0.18 | 0.26 | 0.23 | 0.35 | 0.16 | 0.25 | 0.36 | 0.24 | 0.36 | 0.33 | 0.29 | 0.33 | 0.31 | 0.29 | 0.30 | 0.31 | 0.32 | 0.36 | 0.34 | 0.32 | 0.31 | 0.36 | 0.31 | 0.48 |
ADM | 0.21 | 0.23 | 0.71 | 0.34 | 0.14 | 0.29 | 1.00 | 0.36 | 0.24 | 0.32 | 0.34 | 0.36 | 0.15 | 0.42 | 0.25 | 0.28 | 0.19 | 0.35 | 0.23 | 0.30 | 0.27 | 0.24 | 0.26 | 0.33 | 0.33 | 0.31 | 0.35 | 0.30 | 0.28 | 0.38 | 0.36 | 0.35 | 0.51 |
TSN | 0.08 | 0.27 | 0.30 | 0.28 | 0.17 | 0.25 | 0.36 | 1.00 | 0.23 | 0.32 | 0.34 | 0.32 | 0.26 | 0.34 | 0.30 | 0.32 | 0.29 | 0.37 | 0.29 | 0.35 | 0.33 | 0.33 | 0.44 | 0.39 | 0.39 | 0.40 | 0.53 | 0.36 | 0.37 | 0.42 | 0.46 | 0.39 | 0.56 |
MNST | 0.30 | 0.27 | 0.16 | 0.29 | 0.33 | 0.16 | 0.24 | 0.23 | 1.00 | 0.32 | 0.35 | 0.42 | 0.28 | 0.40 | 0.40 | 0.25 | 0.35 | 0.36 | 0.34 | 0.40 | 0.36 | 0.35 | 0.35 | 0.35 | 0.26 | 0.29 | 0.39 | 0.47 | 0.42 | 0.34 | 0.31 | 0.52 | 0.57 |
KVUE | 0.19 | 0.24 | 0.31 | 0.36 | 0.19 | 0.18 | 0.32 | 0.32 | 0.32 | 1.00 | 0.29 | 0.35 | 0.37 | 0.34 | 0.30 | 0.28 | 0.34 | 0.35 | 0.45 | 0.31 | 0.43 | 0.45 | 0.34 | 0.34 | 0.35 | 0.33 | 0.33 | 0.44 | 0.38 | 0.34 | 0.37 | 0.40 | 0.55 |
TAP | 0.23 | 0.20 | 0.33 | 0.28 | 0.31 | 0.26 | 0.34 | 0.34 | 0.35 | 0.29 | 1.00 | 0.49 | 0.26 | 0.45 | 0.33 | 0.33 | 0.31 | 0.42 | 0.29 | 0.38 | 0.31 | 0.28 | 0.40 | 0.34 | 0.31 | 0.34 | 0.38 | 0.38 | 0.36 | 0.44 | 0.39 | 0.41 | 0.56 |
STZ | 0.28 | 0.32 | 0.28 | 0.34 | 0.27 | 0.23 | 0.36 | 0.32 | 0.42 | 0.35 | 0.49 | 1.00 | 0.29 | 0.55 | 0.36 | 0.28 | 0.32 | 0.41 | 0.32 | 0.37 | 0.36 | 0.35 | 0.38 | 0.34 | 0.30 | 0.31 | 0.41 | 0.42 | 0.37 | 0.38 | 0.34 | 0.45 | 0.59 |
CHD | 0.09 | 0.17 | 0.13 | 0.17 | 0.24 | 0.35 | 0.15 | 0.26 | 0.28 | 0.37 | 0.26 | 0.29 | 1.00 | 0.24 | 0.31 | 0.34 | 0.56 | 0.36 | 0.58 | 0.42 | 0.62 | 0.68 | 0.41 | 0.43 | 0.42 | 0.38 | 0.35 | 0.45 | 0.47 | 0.35 | 0.40 | 0.49 | 0.59 |
BF-B | 0.24 | 0.31 | 0.34 | 0.45 | 0.26 | 0.16 | 0.42 | 0.34 | 0.40 | 0.34 | 0.45 | 0.55 | 0.24 | 1.00 | 0.42 | 0.29 | 0.32 | 0.39 | 0.30 | 0.33 | 0.34 | 0.35 | 0.39 | 0.38 | 0.32 | 0.33 | 0.43 | 0.41 | 0.37 | 0.40 | 0.38 | 0.44 | 0.59 |
KDP | 0.11 | 0.20 | 0.15 | 0.22 | 0.25 | 0.25 | 0.25 | 0.30 | 0.40 | 0.30 | 0.33 | 0.36 | 0.31 | 0.42 | 1.00 | 0.39 | 0.40 | 0.38 | 0.42 | 0.41 | 0.40 | 0.41 | 0.41 | 0.42 | 0.40 | 0.43 | 0.45 | 0.59 | 0.46 | 0.49 | 0.45 | 0.57 | 0.61 |
K | 0.09 | 0.20 | 0.24 | 0.17 | 0.28 | 0.36 | 0.28 | 0.32 | 0.25 | 0.28 | 0.33 | 0.28 | 0.34 | 0.29 | 0.39 | 1.00 | 0.37 | 0.30 | 0.36 | 0.48 | 0.40 | 0.37 | 0.48 | 0.47 | 0.47 | 0.53 | 0.49 | 0.43 | 0.53 | 0.55 | 0.56 | 0.49 | 0.61 |
CLX | 0.16 | 0.20 | 0.14 | 0.21 | 0.28 | 0.24 | 0.19 | 0.29 | 0.35 | 0.34 | 0.31 | 0.32 | 0.56 | 0.32 | 0.40 | 0.37 | 1.00 | 0.42 | 0.51 | 0.38 | 0.56 | 0.59 | 0.46 | 0.43 | 0.40 | 0.40 | 0.38 | 0.47 | 0.49 | 0.40 | 0.43 | 0.49 | 0.61 |
SYY | 0.25 | 0.29 | 0.30 | 0.30 | 0.36 | 0.36 | 0.35 | 0.37 | 0.36 | 0.35 | 0.42 | 0.41 | 0.36 | 0.39 | 0.38 | 0.30 | 0.42 | 1.00 | 0.45 | 0.39 | 0.38 | 0.42 | 0.49 | 0.42 | 0.39 | 0.39 | 0.45 | 0.43 | 0.43 | 0.45 | 0.44 | 0.47 | 0.65 |
CL | 0.13 | 0.18 | 0.21 | 0.26 | 0.24 | 0.33 | 0.23 | 0.29 | 0.34 | 0.45 | 0.29 | 0.32 | 0.58 | 0.30 | 0.42 | 0.36 | 0.51 | 0.45 | 1.00 | 0.43 | 0.63 | 0.73 | 0.46 | 0.45 | 0.47 | 0.49 | 0.42 | 0.59 | 0.54 | 0.45 | 0.45 | 0.59 | 0.66 |
HSY | 0.10 | 0.24 | 0.23 | 0.27 | 0.33 | 0.29 | 0.30 | 0.35 | 0.40 | 0.31 | 0.38 | 0.37 | 0.42 | 0.33 | 0.41 | 0.48 | 0.38 | 0.39 | 0.43 | 1.00 | 0.44 | 0.46 | 0.51 | 0.51 | 0.55 | 0.58 | 0.51 | 0.49 | 0.63 | 0.59 | 0.57 | 0.60 | 0.68 |
KMB | 0.09 | 0.22 | 0.21 | 0.27 | 0.23 | 0.33 | 0.27 | 0.33 | 0.36 | 0.43 | 0.31 | 0.36 | 0.62 | 0.34 | 0.40 | 0.40 | 0.56 | 0.38 | 0.63 | 0.44 | 1.00 | 0.70 | 0.43 | 0.52 | 0.55 | 0.51 | 0.46 | 0.56 | 0.50 | 0.49 | 0.50 | 0.55 | 0.68 |
PG | 0.17 | 0.18 | 0.21 | 0.28 | 0.24 | 0.31 | 0.24 | 0.33 | 0.35 | 0.45 | 0.28 | 0.35 | 0.68 | 0.35 | 0.41 | 0.37 | 0.59 | 0.42 | 0.73 | 0.46 | 0.70 | 1.00 | 0.48 | 0.45 | 0.48 | 0.49 | 0.44 | 0.61 | 0.56 | 0.44 | 0.46 | 0.63 | 0.68 |
MKC | 0.14 | 0.19 | 0.25 | 0.26 | 0.28 | 0.29 | 0.26 | 0.44 | 0.35 | 0.34 | 0.40 | 0.38 | 0.41 | 0.39 | 0.41 | 0.48 | 0.46 | 0.49 | 0.46 | 0.51 | 0.43 | 0.48 | 1.00 | 0.54 | 0.52 | 0.58 | 0.59 | 0.53 | 0.57 | 0.57 | 0.57 | 0.57 | 0.70 |
SJM | 0.08 | 0.20 | 0.25 | 0.17 | 0.29 | 0.30 | 0.33 | 0.39 | 0.35 | 0.34 | 0.34 | 0.34 | 0.43 | 0.38 | 0.42 | 0.47 | 0.43 | 0.42 | 0.45 | 0.51 | 0.52 | 0.45 | 0.54 | 1.00 | 0.66 | 0.64 | 0.56 | 0.54 | 0.54 | 0.61 | 0.64 | 0.56 | 0.69 |
CPB | 0.02 | 0.23 | 0.25 | 0.20 | 0.28 | 0.31 | 0.33 | 0.39 | 0.26 | 0.35 | 0.31 | 0.30 | 0.42 | 0.32 | 0.40 | 0.47 | 0.40 | 0.39 | 0.47 | 0.55 | 0.55 | 0.48 | 0.52 | 0.66 | 1.00 | 0.73 | 0.60 | 0.50 | 0.58 | 0.67 | 0.70 | 0.61 | 0.69 |
GIS | -0.05 | 0.21 | 0.20 | 0.16 | 0.27 | 0.32 | 0.31 | 0.40 | 0.29 | 0.33 | 0.34 | 0.31 | 0.38 | 0.33 | 0.43 | 0.53 | 0.40 | 0.39 | 0.49 | 0.58 | 0.51 | 0.49 | 0.58 | 0.64 | 0.73 | 1.00 | 0.62 | 0.52 | 0.61 | 0.66 | 0.74 | 0.63 | 0.70 |
HRL | 0.08 | 0.29 | 0.26 | 0.26 | 0.31 | 0.36 | 0.35 | 0.53 | 0.39 | 0.33 | 0.38 | 0.41 | 0.35 | 0.43 | 0.45 | 0.49 | 0.38 | 0.45 | 0.42 | 0.51 | 0.46 | 0.44 | 0.59 | 0.56 | 0.60 | 0.62 | 1.00 | 0.52 | 0.50 | 0.58 | 0.63 | 0.56 | 0.72 |
KO | 0.17 | 0.20 | 0.21 | 0.28 | 0.27 | 0.34 | 0.30 | 0.36 | 0.47 | 0.44 | 0.38 | 0.42 | 0.45 | 0.41 | 0.59 | 0.43 | 0.47 | 0.43 | 0.59 | 0.49 | 0.56 | 0.61 | 0.53 | 0.54 | 0.50 | 0.52 | 0.52 | 1.00 | 0.60 | 0.55 | 0.54 | 0.68 | 0.72 |
MDLZ | 0.17 | 0.20 | 0.22 | 0.26 | 0.32 | 0.32 | 0.28 | 0.37 | 0.42 | 0.38 | 0.36 | 0.37 | 0.47 | 0.37 | 0.46 | 0.53 | 0.49 | 0.43 | 0.54 | 0.63 | 0.50 | 0.56 | 0.57 | 0.54 | 0.58 | 0.61 | 0.50 | 0.60 | 1.00 | 0.63 | 0.62 | 0.66 | 0.72 |
KHC | 0.09 | 0.23 | 0.32 | 0.24 | 0.36 | 0.31 | 0.38 | 0.42 | 0.34 | 0.34 | 0.44 | 0.38 | 0.35 | 0.40 | 0.49 | 0.55 | 0.40 | 0.45 | 0.45 | 0.59 | 0.49 | 0.44 | 0.57 | 0.61 | 0.67 | 0.66 | 0.58 | 0.55 | 0.63 | 1.00 | 0.68 | 0.64 | 0.73 |
CAG | 0.07 | 0.24 | 0.28 | 0.23 | 0.31 | 0.36 | 0.36 | 0.46 | 0.31 | 0.37 | 0.39 | 0.34 | 0.40 | 0.38 | 0.45 | 0.56 | 0.43 | 0.44 | 0.45 | 0.57 | 0.50 | 0.46 | 0.57 | 0.64 | 0.70 | 0.74 | 0.63 | 0.54 | 0.62 | 0.68 | 1.00 | 0.61 | 0.74 |
PEP | 0.17 | 0.22 | 0.23 | 0.28 | 0.32 | 0.31 | 0.35 | 0.39 | 0.52 | 0.40 | 0.41 | 0.45 | 0.49 | 0.44 | 0.57 | 0.49 | 0.49 | 0.47 | 0.59 | 0.60 | 0.55 | 0.63 | 0.57 | 0.56 | 0.61 | 0.63 | 0.56 | 0.68 | 0.66 | 0.64 | 0.61 | 1.00 | 0.79 |
Portfolio | 0.24 | 0.42 | 0.44 | 0.44 | 0.44 | 0.48 | 0.51 | 0.56 | 0.57 | 0.55 | 0.56 | 0.59 | 0.59 | 0.59 | 0.61 | 0.61 | 0.61 | 0.65 | 0.66 | 0.68 | 0.68 | 0.68 | 0.70 | 0.69 | 0.69 | 0.70 | 0.72 | 0.72 | 0.72 | 0.73 | 0.74 | 0.79 | 1.00 |