Surprise Portfolio Performance Test: 2/3 SIP-DIV & 1/3 SIP-BND Run Date: 2016-03-05
Benchmarks From: 1995-07-31 To: 2016-02-29 Trading Days: 5182 Calendar Years: 20.58
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | 9.7% | 19.7% | 1.0 | 1.0 | 0.49 | 4.97 | 8.1% | 2.2% | SPDR S&P500 (Total Return) |
VBMFX | 5.4% | 4.2% | -0.19 | -0.04 | 1.28 | 2.96 | 5.4% | 2.36% | Vanguard Total Bond Fund |
Correlations
SPY | VBMFX | |
---|---|---|
SPY | 1.0 | -0.19 |
VBMFX | -0.19 | 1.0 |
Dividends
Symbol | Div Yield | Name |
---|---|---|
SPY | 2.2 | SPDR S&P500 (Total Return) |
VBMFX | 2.36 | Vanguard Total Bond Fund |
Portfolio Securities From: 1995-07-31 To: 1997-07-31 Trading Days: 508 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | 29.2% | 13.6% | 1.0 | 1.0 | 2.15 | 1.76 | 32.6% | 2.2% | SPDR S&P500 (Total Return) |
PCL | 26.0% | 17.1% | 0.16 | 0.2 | 1.52 | 1.64 | 27.8% | 16.56% | N/A |
SJW | 27.5% | 18.4% | 0.01 | 0.01 | 1.5 | 1.68 | 29.5% | 2.17% | SJW Corporation Common Stock |
IMKTA | 24.2% | 35.2% | 0.1 | 0.25 | 0.69 | 1.43 | 19.6% | 1.96% | Ingles Markets, Incorporated |
COKE | 22.6% | 24.9% | 0.04 | 0.08 | 0.91 | 1.48 | 21.5% | 0.58% | Coca-Cola Bottling Co. Consolid |
OXY | 12.1% | 22.4% | 0.31 | 0.5 | 0.54 | 1.21 | 10.0% | 4.19% | Occidental Petroleum Corporatio |
CVX | 29.1% | 20.9% | 0.5 | 0.77 | 1.4 | 1.72 | 30.9% | 4.91% | Chevron Corporation Common Stoc |
UBSI | 26.3% | 21.8% | 0.04 | 0.06 | 1.21 | 1.62 | 27.0% | 3.61% | United Bankshares, Inc. |
BBT | 42.8% | 19.7% | 0.45 | 0.65 | 2.18 | 2.27 | 50.4% | 3.19% | BB&T Corporation Common Stock |
MRK | 40.3% | 26.1% | 0.56 | 1.08 | 1.55 | 2.1 | 44.6% | 3.52% | Merck & Company, Inc. Common St |
BMY | 46.9% | 25.8% | 0.55 | 1.04 | 1.82 | 2.4 | 54.7% | 2.34% | Bristol-Myers Squibb Company Co |
AVY | 43.8% | 22.2% | 0.43 | 0.71 | 1.97 | 2.3 | 51.2% | 2.19% | Avery Dennison Corporation Comm |
GMT | 15.6% | 17.8% | 0.3 | 0.4 | 0.88 | 1.33 | 15.1% | 3.53% | GATX Corporation Common Stock |
BHP | 2.0% | 22.2% | 0.23 | 0.38 | 0.09 | 0.99 | -0.5% | 9.76% | BHP Billiton Limited Common Sto |
GRA | 8.2% | 33.7% | 0.24 | 0.6 | 0.24 | 1.04 | 2.1% | 15.95% | W.R. Grace & Co. Common Stock |
OHI | 21.3% | 16.4% | 0.16 | 0.2 | 1.3 | 1.49 | 22.0% | 6.93% | Omega Healthcare Investors, Inc |
NHI | 24.9% | 12.8% | 0.1 | 0.09 | 1.94 | 1.62 | 27.1% | 5.62% | National Health Investors, Inc. |
DBD | 51.3% | 32.5% | 0.29 | 0.7 | 1.58 | 2.52 | 58.4% | 4.47% | Diebold, Incorporated Common St |
PBI | 36.3% | 22.2% | 0.47 | 0.77 | 1.63 | 1.97 | 40.2% | 4.0% | Pitney Bowes Inc. Common Stock |
BCE | 41.9% | 19.0% | 0.45 | 0.63 | 2.21 | 2.24 | 49.3% | 4.6% | BCE, Inc. Common Stock |
NZTCY | 19.7% | 18.1% | 0.22 | 0.29 | 1.09 | 1.44 | 19.8% | 6.54% | SPARK NEW ZEALAND |
HE | 9.9% | 11.9% | 0.26 | 0.23 | 0.83 | 1.2 | 9.6% | 4.18% | Hawaiian Electric Industries, I |
GAS | 15.8% | 20.4% | 0.22 | 0.33 | 0.77 | 1.32 | 14.7% | 3.27% | AGL Resources, Inc. Common Stoc |
EEP | 35.1% | 21.6% | 0.17 | 0.27 | 1.63 | 1.93 | 38.6% | 13.61% | Enbridge Energy, L.P. Class A C |
OKS | 18.6% | 13.5% | 0.12 | 0.11 | 1.37 | 1.43 | 19.3% | 10.37% | ONEOK Partners, L.P. Common Sto |
PTTRX | 9.0% | 5.5% | 0.45 | 0.18 | 1.63 | 1.2 | 9.3% | 3.16% | Pimco Total Return |
VEIPX | 25.5% | 10.1% | 0.9 | 0.67 | 2.53 | 1.65 | 28.3% | 2.94% | Vanguard Equity Income Pt |
PRPFX | 4.4% | 5.3% | 0.69 | 0.27 | 0.84 | 1.09 | 4.4% | 1.09% | Permanent Portfolio |
PTTRX | 9.0% | 5.5% | 0.45 | 0.18 | 1.63 | 1.2 | 9.3% | 3.16% | Pimco Total Return |
Correlations
SPY | PCL | SJW | IMKTA | COKE | OXY | CVX | UBSI | BBT | MRK | BMY | AVY | GMT | BHP | GRA | OHI | NHI | DBD | PBI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.16 | 0.01 | 0.1 | 0.04 | 0.31 | 0.5 | 0.04 | 0.45 | 0.56 | 0.55 | 0.43 | 0.3 | 0.23 | 0.24 | 0.16 | 0.1 | 0.29 | 0.47 |
PCL | 0.16 | 1.0 | 0.03 | -0.04 | 0.1 | 0.1 | 0.04 | 0.11 | 0.15 | 0.07 | 0.12 | 0.15 | 0.05 | 0.11 | 0.01 | 0.09 | 0.08 | 0.1 | |
SJW | 0.01 | 1.0 | 0.03 | -0.01 | 0.01 | -0.03 | 0.01 | 0.1 | 0.02 | -0.02 | 0.04 | -0.01 | 0.05 | 0.05 | 0.01 | -0.04 | 0.04 | 0.06 | |
IMKTA | 0.1 | 0.03 | 0.03 | 1.0 | -0.01 | 0.04 | 0.02 | -0.03 | 0.08 | 0.17 | 0.13 | -0.02 | 0.07 | -0.01 | 0.04 | 0.05 | 0.03 | 0.05 | |
COKE | 0.04 | -0.04 | -0.01 | -0.01 | 1.0 | 0.08 | 0.05 | 0.03 | 0.02 | -0.03 | -0.03 | 0.01 | -0.02 | -0.03 | 0.02 | ||||
OXY | 0.31 | 0.1 | 0.01 | 0.04 | 0.08 | 1.0 | 0.3 | -0.01 | 0.13 | 0.2 | 0.11 | 0.17 | 0.18 | 0.15 | 0.11 | 0.15 | 0.12 | 0.1 | 0.13 |
CVX | 0.5 | 0.1 | -0.03 | 0.02 | 0.05 | 0.3 | 1.0 | 0.02 | 0.2 | 0.28 | 0.24 | 0.25 | 0.22 | 0.22 | 0.11 | 0.1 | 0.02 | 0.06 | 0.29 |
UBSI | 0.04 | 0.04 | 0.01 | -0.03 | -0.01 | 0.02 | 1.0 | -0.01 | -0.01 | 0.02 | 0.04 | 0.12 | 0.07 | 0.01 | 0.05 | 0.04 | |||
BBT | 0.45 | 0.11 | 0.1 | 0.08 | 0.13 | 0.2 | -0.01 | 1.0 | 0.17 | 0.2 | 0.24 | 0.18 | 0.14 | 0.12 | 0.12 | 0.08 | 0.25 | 0.24 | |
MRK | 0.56 | 0.15 | 0.02 | 0.17 | 0.03 | 0.2 | 0.28 | 0.17 | 1.0 | 0.58 | 0.27 | 0.18 | 0.1 | 0.12 | 0.14 | 0.08 | 0.17 | 0.21 | |
BMY | 0.55 | 0.07 | -0.02 | 0.13 | 0.02 | 0.11 | 0.24 | -0.01 | 0.2 | 0.58 | 1.0 | 0.25 | 0.17 | 0.08 | 0.11 | 0.11 | 0.02 | 0.13 | 0.23 |
AVY | 0.43 | 0.12 | 0.04 | -0.02 | 0.17 | 0.25 | 0.02 | 0.24 | 0.27 | 0.25 | 1.0 | 0.17 | 0.16 | 0.07 | 0.08 | 0.08 | 0.14 | 0.26 | |
GMT | 0.3 | 0.15 | -0.01 | 0.07 | -0.03 | 0.18 | 0.22 | 0.04 | 0.18 | 0.18 | 0.17 | 0.17 | 1.0 | 0.15 | 0.13 | 0.07 | -0.01 | 0.14 | 0.23 |
BHP | 0.23 | 0.05 | 0.05 | -0.01 | -0.03 | 0.15 | 0.22 | 0.12 | 0.14 | 0.1 | 0.08 | 0.16 | 0.15 | 1.0 | 0.11 | 0.08 | 0.11 | 0.13 | |
GRA | 0.24 | 0.11 | 0.05 | 0.01 | 0.11 | 0.11 | 0.07 | 0.12 | 0.12 | 0.11 | 0.07 | 0.13 | 0.11 | 1.0 | 0.09 | -0.01 | 0.05 | 0.13 | |
OHI | 0.16 | 0.01 | 0.01 | 0.04 | -0.02 | 0.15 | 0.1 | 0.01 | 0.12 | 0.14 | 0.11 | 0.08 | 0.07 | 0.08 | 0.09 | 1.0 | 0.18 | 0.03 | 0.11 |
NHI | 0.1 | 0.09 | -0.04 | 0.05 | -0.03 | 0.12 | 0.02 | 0.05 | 0.08 | 0.08 | 0.02 | 0.08 | -0.01 | -0.01 | 0.18 | 1.0 | 0.01 | 0.02 | |
DBD | 0.29 | 0.08 | 0.04 | 0.03 | 0.1 | 0.06 | 0.04 | 0.25 | 0.17 | 0.13 | 0.14 | 0.14 | 0.11 | 0.05 | 0.03 | 0.01 | 1.0 | 0.2 | |
PBI | 0.47 | 0.1 | 0.06 | 0.05 | 0.02 | 0.13 | 0.29 | 0.24 | 0.21 | 0.23 | 0.26 | 0.23 | 0.13 | 0.13 | 0.11 | 0.02 | 0.2 | 1.0 |
Portfolio Securities From: 1997-07-31 To: 1999-08-02 Trading Days: 505 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | 20.3% | 21.5% | 1.0 | 1.0 | 0.94 | 1.43 | 19.7% | 2.2% | SPDR S&P500 (Total Return) |
PCL | 4.1% | 27.4% | 0.26 | 0.33 | 0.15 | 1.01 | 0.3% | 18.03% | N/A |
SJW | 26.4% | 22.3% | 0.01 | 0.01 | 1.18 | 1.61 | 27.0% | 2.17% | SJW Corporation Common Stock |
WDFC | 5.3% | 34.9% | 0.16 | 0.27 | 0.15 | 0.98 | -0.8% | 1.57% | WD-40 Company |
MO | -0.3% | 32.5% | 0.41 | 0.63 | -0.01 | 0.89 | -5.5% | 3.67% | Altria Group, Inc. |
MUR | 3.1% | 26.1% | 0.34 | 0.41 | 0.12 | 0.99 | -0.3% | 5.1% | Murphy Oil Corporation Common S |
BP | 24.6% | 28.9% | 0.43 | 0.58 | 0.85 | 1.5 | 22.6% | 7.94% | BP p.l.c. Common Stock |
PNC | 15.9% | 30.8% | 0.71 | 1.01 | 0.52 | 1.25 | 11.8% | 2.38% | PNC Financial Services Group, I |
C | 27.4% | 45.5% | 0.68 | 1.43 | 0.6 | 1.41 | 18.8% | 0.47% | Citigroup, Inc. Common Stock |
CVS | 35.9% | 38.5% | 0.47 | 0.84 | 0.93 | 1.76 | 32.8% | 1.72% | CVS Health Corporation Common S |
BAX | 15.9% | 32.6% | 0.49 | 0.74 | 0.49 | 1.23 | 11.1% | 1.16% | Baxter International Inc. Commo |
SWK | -16.3% | 32.0% | 0.33 | 0.5 | -0.51 | 0.65 | -19.3% | 2.27% | Stanley Black & Decker, Inc. Co |
SNA | -2.5% | 28.2% | 0.34 | 0.45 | -0.09 | 0.88 | -6.2% | 1.62% | Snap-On Incorporated Common Sto |
WY | 12.8% | 35.0% | 0.32 | 0.52 | 0.37 | 1.14 | 7.0% | 4.58% | Weyerhaeuser Company Common Sto |
DD | 12.8% | 36.0% | 0.45 | 0.75 | 0.36 | 1.13 | 6.5% | 2.45% | E.I. du Pont de Nemours and Com |
UHT | 9.1% | 19.4% | 0.09 | 0.08 | 0.47 | 1.16 | 7.5% | 4.83% | Universal Health Realty Income |
NHI | -15.5% | 26.5% | 0.18 | 0.22 | -0.59 | 0.68 | -17.3% | 5.62% | National Health Investors, Inc. |
GLW | 16.3% | 39.8% | 0.42 | 0.78 | 0.41 | 1.18 | 8.8% | 2.87% | Corning Incorporated Common Sto |
PBI | 31.5% | 30.1% | 0.53 | 0.74 | 1.05 | 1.71 | 31.0% | 4.0% | Pitney Bowes Inc. Common Stock |
BCE | 32.5% | 32.2% | 0.61 | 0.92 | 1.01 | 1.73 | 31.3% | 4.6% | BCE, Inc. Common Stock |
NZTCY | 4.1% | 29.2% | 0.42 | 0.57 | 0.14 | 1.0 | -0.2% | 6.54% | SPARK NEW ZEALAND |
ALE | 14.1% | 17.2% | 0.2 | 0.16 | 0.82 | 1.29 | 13.5% | 3.92% | Allete, Inc. |
IDA | 5.0% | 16.6% | 0.28 | 0.21 | 0.3 | 1.07 | 3.6% | 2.87% | IDACORP, Inc. Common Stock |
SBR | 19.4% | 32.1% | 0.13 | 0.19 | 0.6 | 1.33 | 15.3% | 4.93% | Sabine Royalty Trust Common Sto |
BPT | -15.9% | 53.0% | 0.1 | 0.25 | -0.3 | 0.55 | -25.7% | 8.59% | BP Prudhoe Bay Royalty Trust Co |
PTTRX | 5.8% | 4.5% | -0.06 | -0.01 | 1.28 | 1.12 | 5.8% | 3.16% | Pimco Total Return |
OAKBX | 12.8% | 11.2% | 0.73 | 0.38 | 1.14 | 1.28 | 12.9% | 1.17% | Oakmark Equity Income |
PRPFX | 1.8% | 6.6% | 0.56 | 0.17 | 0.27 | 1.03 | 1.6% | 1.09% | Permanent Portfolio |
PTTRX | 5.8% | 4.5% | -0.06 | -0.01 | 1.28 | 1.12 | 5.8% | 3.16% | Pimco Total Return |
Correlations
SPY | PCL | SJW | WDFC | MO | MUR | BP | PNC | C | CVS | BAX | SWK | SNA | WY | DD | UHT | NHI | GLW | PBI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.26 | 0.01 | 0.16 | 0.41 | 0.34 | 0.43 | 0.71 | 0.68 | 0.47 | 0.49 | 0.33 | 0.34 | 0.32 | 0.45 | 0.09 | 0.18 | 0.42 | 0.53 |
PCL | 0.26 | 1.0 | 0.01 | 0.1 | 0.13 | 0.18 | 0.16 | 0.23 | 0.19 | 0.17 | 0.16 | 0.13 | 0.21 | 0.29 | 0.12 | 0.09 | 0.15 | 0.16 | 0.12 |
SJW | 0.01 | 0.01 | 1.0 | 0.05 | -0.03 | 0.03 | 0.04 | -0.03 | 0.01 | 0.01 | 0.18 | 0.01 | 0.01 | -0.01 | -0.04 | 0.06 | 0.08 | 0.01 | |
WDFC | 0.16 | 0.1 | 0.05 | 1.0 | 0.06 | 0.08 | 0.12 | 0.12 | 0.09 | 0.08 | 0.11 | 0.1 | 0.11 | 0.02 | 0.05 | -0.01 | 0.1 | 0.13 | 0.13 |
MO | 0.41 | 0.13 | -0.03 | 0.06 | 1.0 | 0.13 | 0.24 | 0.27 | 0.24 | 0.09 | 0.27 | 0.15 | 0.18 | 0.19 | 0.17 | 0.03 | 0.04 | 0.19 | 0.21 |
MUR | 0.34 | 0.18 | 0.03 | 0.08 | 0.13 | 1.0 | 0.51 | 0.26 | 0.21 | 0.05 | 0.16 | 0.22 | 0.29 | 0.14 | 0.22 | 0.11 | 0.15 | 0.21 | 0.18 |
BP | 0.43 | 0.16 | 0.04 | 0.12 | 0.24 | 0.51 | 1.0 | 0.3 | 0.24 | 0.11 | 0.25 | 0.18 | 0.26 | 0.21 | 0.25 | -0.02 | 0.06 | 0.22 | 0.19 |
PNC | 0.71 | 0.23 | -0.03 | 0.12 | 0.27 | 0.26 | 0.3 | 1.0 | 0.63 | 0.31 | 0.36 | 0.3 | 0.31 | 0.32 | 0.41 | 0.07 | 0.15 | 0.38 | 0.41 |
C | 0.68 | 0.19 | 0.01 | 0.09 | 0.24 | 0.21 | 0.24 | 0.63 | 1.0 | 0.31 | 0.32 | 0.23 | 0.25 | 0.24 | 0.32 | 0.1 | 0.14 | 0.35 | 0.38 |
CVS | 0.47 | 0.17 | 0.01 | 0.08 | 0.09 | 0.05 | 0.11 | 0.31 | 0.31 | 1.0 | 0.24 | 0.15 | 0.1 | 0.09 | 0.16 | 0.03 | 0.15 | 0.12 | 0.26 |
BAX | 0.49 | 0.16 | 0.18 | 0.11 | 0.27 | 0.16 | 0.25 | 0.36 | 0.32 | 0.24 | 1.0 | 0.11 | 0.19 | 0.23 | 0.22 | 0.01 | 0.18 | 0.25 | 0.31 |
SWK | 0.33 | 0.13 | 0.01 | 0.1 | 0.15 | 0.22 | 0.18 | 0.3 | 0.23 | 0.15 | 0.11 | 1.0 | 0.3 | 0.2 | 0.3 | 0.1 | 0.01 | 0.23 | 0.21 |
SNA | 0.34 | 0.21 | 0.01 | 0.11 | 0.18 | 0.29 | 0.26 | 0.31 | 0.25 | 0.1 | 0.19 | 0.3 | 1.0 | 0.21 | 0.24 | 0.07 | 0.13 | 0.25 | 0.17 |
WY | 0.32 | 0.29 | -0.01 | 0.02 | 0.19 | 0.14 | 0.21 | 0.32 | 0.24 | 0.09 | 0.23 | 0.2 | 0.21 | 1.0 | 0.37 | 0.02 | 0.14 | 0.17 | 0.25 |
DD | 0.45 | 0.12 | -0.04 | 0.05 | 0.17 | 0.22 | 0.25 | 0.41 | 0.32 | 0.16 | 0.22 | 0.3 | 0.24 | 0.37 | 1.0 | -0.02 | 0.03 | 0.25 | 0.22 |
UHT | 0.09 | 0.09 | -0.01 | 0.03 | 0.11 | -0.02 | 0.07 | 0.1 | 0.03 | 0.01 | 0.1 | 0.07 | 0.02 | -0.02 | 1.0 | 0.1 | 0.03 | 0.07 | |
NHI | 0.18 | 0.15 | 0.06 | 0.1 | 0.04 | 0.15 | 0.06 | 0.15 | 0.14 | 0.15 | 0.18 | 0.01 | 0.13 | 0.14 | 0.03 | 0.1 | 1.0 | 0.1 | 0.12 |
GLW | 0.42 | 0.16 | 0.08 | 0.13 | 0.19 | 0.21 | 0.22 | 0.38 | 0.35 | 0.12 | 0.25 | 0.23 | 0.25 | 0.17 | 0.25 | 0.03 | 0.1 | 1.0 | 0.31 |
PBI | 0.53 | 0.12 | 0.01 | 0.13 | 0.21 | 0.18 | 0.19 | 0.41 | 0.38 | 0.26 | 0.31 | 0.21 | 0.17 | 0.25 | 0.22 | 0.07 | 0.12 | 0.31 | 1.0 |
Portfolio Securities From: 1999-08-02 To: 2001-07-31 Trading Days: 505 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | -1.1% | 22.3% | 1.0 | 1.0 | -0.05 | 0.93 | -3.5% | 2.2% | SPDR S&P500 (Total Return) |
CTWS | 23.9% | 42.6% | 0.1 | 0.18 | 0.56 | 1.35 | 16.0% | 2.52% | Connecticut Water Service, Inc. |
SJW | 10.5% | 30.0% | 0.14 | 0.19 | 0.35 | 1.12 | 5.9% | 2.17% | SJW Corporation Common Stock |
IMKTA | 8.0% | 42.4% | 0.24 | 0.45 | 0.19 | 0.98 | -0.8% | 1.96% | Ingles Markets, Incorporated |
WMK | 0.4% | 30.8% | 0.03 | 0.05 | 0.01 | 0.92 | -4.2% | 2.86% | Weis Markets, Inc. Common Stock |
XOM | 9.6% | 28.2% | 0.15 | 0.19 | 0.34 | 1.12 | 5.8% | 3.53% | Exxon Mobil Corporation Common |
BP | -1.1% | 30.2% | 0.17 | 0.23 | -0.04 | 0.89 | -5.5% | 7.94% | BP p.l.c. Common Stock |
FBP | 20.2% | 34.0% | 0.27 | 0.42 | 0.59 | 1.34 | 15.6% | 1.98% | First BanCorp. New Common Stock |
C | 29.5% | 39.4% | 0.65 | 1.16 | 0.75 | 1.55 | 24.3% | 0.47% | Citigroup, Inc. Common Stock |
BMY | 5.5% | 44.1% | 0.28 | 0.56 | 0.13 | 0.92 | -4.2% | 2.34% | Bristol-Myers Squibb Company Co |
MRK | 8.4% | 35.3% | 0.25 | 0.39 | 0.24 | 1.04 | 2.2% | 3.52% | Merck & Company, Inc. Common St |
FWRD | 59.5% | 69.3% | 0.23 | 0.72 | 0.86 | 2.04 | 42.7% | 1.16% | Forward Air Corporation |
GMT | 10.7% | 34.4% | 0.33 | 0.51 | 0.31 | 1.1 | 4.9% | 3.53% | GATX Corporation Common Stock |
AU | 8.1% | 46.7% | 0.05 | 0.1 | 0.17 | 0.95 | -2.6% | 6.64% | AngloGold Ashanti Limited Commo |
WY | 5.2% | 40.9% | 0.26 | 0.49 | 0.13 | 0.94 | -3.0% | 4.58% | Weyerhaeuser Company Common Sto |
OLP | 8.4% | 18.2% | -0.06 | -0.05 | 0.46 | 1.14 | 7.0% | 7.64% | One Liberty Properties, Inc. Co |
OFC | 22.5% | 27.7% | 0.04 | 0.05 | 0.81 | 1.45 | 20.6% | 4.5% | Corporate Office Properties Tru |
IBM | 3.4% | 45.6% | 0.46 | 0.94 | 0.08 | 0.87 | -6.8% | 3.82% | International Business Machines |
PBI | -8.8% | 44.1% | 0.27 | 0.54 | -0.2 | 0.68 | -17.3% | 4.0% | Pitney Bowes Inc. Common Stock |
BCE | 54.1% | 40.0% | 0.47 | 0.85 | 1.35 | 2.52 | 58.6% | 4.6% | BCE, Inc. Common Stock |
VZ | 0.9% | 38.1% | 0.32 | 0.54 | 0.02 | 0.88 | -6.1% | 4.34% | Verizon Communications Inc. Com |
ALE | 20.8% | 30.2% | 0.17 | 0.22 | 0.69 | 1.38 | 17.6% | 3.92% | Allete, Inc. |
POM | -3.8% | 29.2% | 0.12 | 0.16 | -0.13 | 0.85 | -7.8% | 4.56% | PEPCO Holdings, Inc Common Stoc |
ACAS | 35.8% | 37.0% | 0.31 | 0.52 | 0.97 | 1.78 | 33.6% | 17.26% | American Capital, Ltd. |
SBR | 39.2% | 31.8% | 0.04 | 0.05 | 1.23 | 1.98 | 40.7% | 4.93% | Sabine Royalty Trust Common Sto |
PTTRX | 9.5% | 4.6% | 0.01 | 2.08 | 1.21 | 9.9% | 3.16% | Pimco Total Return | |
OAKBX | 16.3% | 12.7% | 0.54 | 0.31 | 1.29 | 1.36 | 16.8% | 1.17% | Oakmark Equity Income |
PRPFX | 5.2% | 8.4% | 0.47 | 0.18 | 0.62 | 1.1 | 4.9% | 1.09% | Permanent Portfolio |
PTTRX | 9.5% | 4.6% | 0.01 | 2.08 | 1.21 | 9.9% | 3.16% | Pimco Total Return |
Correlations
SPY | CTWS | SJW | IMKTA | WMK | XOM | BP | FBP | C | BMY | MRK | FWRD | GMT | AU | WY | OLP | OFC | IBM | PBI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.1 | 0.14 | 0.24 | 0.03 | 0.15 | 0.17 | 0.27 | 0.65 | 0.28 | 0.25 | 0.23 | 0.33 | 0.05 | 0.26 | -0.06 | 0.04 | 0.46 | 0.27 |
CTWS | 0.1 | 1.0 | 0.02 | -0.06 | 0.06 | 0.01 | 0.06 | 0.09 | 0.11 | 0.02 | 0.04 | 0.09 | -0.02 | -0.01 | -0.02 | -0.02 | 0.07 | ||
SJW | 0.14 | 1.0 | 0.03 | 0.08 | 0.04 | 0.05 | 0.06 | 0.03 | 0.08 | 0.12 | -0.06 | 0.11 | -0.05 | -0.04 | 0.12 | 0.09 | |||
IMKTA | 0.24 | 0.02 | 0.03 | 1.0 | 0.1 | 0.07 | 0.1 | 0.22 | 0.15 | 0.05 | 0.11 | 0.07 | 0.04 | 0.02 | 0.1 | 0.05 | 0.02 | 0.11 | 0.04 |
WMK | 0.03 | -0.06 | 0.1 | 1.0 | -0.02 | -0.03 | 0.11 | 0.13 | -0.01 | 0.07 | 0.07 | 0.11 | 0.04 | 0.02 | -0.05 | 0.04 | |||
XOM | 0.15 | 0.06 | 0.08 | 0.07 | -0.02 | 1.0 | 0.58 | 0.04 | 0.11 | 0.19 | 0.19 | 0.06 | 0.11 | 0.08 | 0.09 | -0.07 | 0.04 | 0.09 | |
BP | 0.17 | 0.01 | 0.04 | 0.1 | -0.03 | 0.58 | 1.0 | 0.12 | 0.12 | 0.13 | 0.13 | 0.11 | 0.11 | 0.04 | 0.11 | 0.01 | 0.05 | 0.06 | 0.1 |
FBP | 0.27 | 0.06 | 0.05 | 0.22 | 0.11 | 0.04 | 0.12 | 1.0 | 0.26 | 0.03 | 0.06 | 0.14 | 0.16 | 0.03 | 0.13 | 0.09 | 0.08 | 0.17 | 0.11 |
C | 0.65 | 0.09 | 0.06 | 0.15 | 0.13 | 0.11 | 0.12 | 0.26 | 1.0 | 0.21 | 0.16 | 0.16 | 0.28 | -0.05 | 0.28 | -0.06 | 0.03 | 0.3 | 0.09 |
BMY | 0.28 | 0.11 | 0.05 | -0.01 | 0.19 | 0.13 | 0.03 | 0.21 | 1.0 | 0.56 | 0.02 | 0.09 | -0.06 | 0.08 | -0.06 | 0.07 | 0.08 | 0.01 | |
MRK | 0.25 | 0.02 | 0.03 | 0.11 | 0.07 | 0.19 | 0.13 | 0.06 | 0.16 | 0.56 | 1.0 | 0.09 | 0.09 | -0.01 | 0.13 | -0.12 | -0.01 | -0.03 | 0.03 |
FWRD | 0.23 | 0.04 | 0.08 | 0.07 | 0.06 | 0.11 | 0.14 | 0.16 | 0.02 | 0.09 | 1.0 | 0.13 | -0.04 | 0.15 | -0.06 | -0.02 | 0.14 | 0.04 | |
GMT | 0.33 | 0.09 | 0.12 | 0.04 | 0.07 | 0.11 | 0.11 | 0.16 | 0.28 | 0.09 | 0.09 | 0.13 | 1.0 | 0.07 | 0.2 | 0.05 | 0.04 | 0.15 | 0.13 |
AU | 0.05 | -0.02 | -0.06 | 0.02 | 0.08 | 0.04 | 0.03 | -0.05 | -0.06 | -0.01 | -0.04 | 0.07 | 1.0 | 0.04 | -0.02 | -0.04 | -0.03 | 0.11 | |
WY | 0.26 | -0.01 | 0.11 | 0.1 | 0.11 | 0.09 | 0.11 | 0.13 | 0.28 | 0.08 | 0.13 | 0.15 | 0.2 | 0.04 | 1.0 | 0.05 | 0.06 | 0.03 | 0.12 |
OLP | -0.06 | -0.02 | -0.05 | 0.05 | 0.04 | -0.07 | 0.01 | 0.09 | -0.06 | -0.06 | -0.12 | -0.06 | 0.05 | -0.02 | 0.05 | 1.0 | 0.15 | 0.03 | |
OFC | 0.04 | -0.02 | -0.04 | 0.02 | 0.02 | 0.05 | 0.08 | 0.03 | 0.07 | -0.01 | -0.02 | 0.04 | -0.04 | 0.06 | 0.15 | 1.0 | -0.03 | 0.01 | |
IBM | 0.46 | 0.07 | 0.12 | 0.11 | -0.05 | 0.04 | 0.06 | 0.17 | 0.3 | 0.08 | -0.03 | 0.14 | 0.15 | -0.03 | 0.03 | -0.03 | 1.0 | 0.24 | |
PBI | 0.27 | 0.09 | 0.04 | 0.04 | 0.09 | 0.1 | 0.11 | 0.09 | 0.01 | 0.03 | 0.04 | 0.13 | 0.11 | 0.12 | 0.03 | 0.01 | 0.24 | 1.0 |
Portfolio Securities From: 2001-07-31 To: 2003-07-31 Trading Days: 501 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | -5.8% | 23.5% | 1.0 | 1.0 | -0.24 | 0.84 | -8.2% | 2.2% | SPDR S&P500 (Total Return) |
CTWS | 15.5% | 34.7% | 0.37 | 0.54 | 0.45 | 1.21 | 10.0% | 2.52% | Connecticut Water Service, Inc. |
PCL | 10.2% | 25.9% | 0.56 | 0.62 | 0.39 | 1.15 | 7.1% | 10.25% | N/A |
ALCO | 3.8% | 26.4% | 0.19 | 0.21 | 0.14 | 1.01 | 0.3% | 0.94% | Alico, Inc. |
MO | 5.4% | 34.0% | 0.24 | 0.34 | 0.16 | 0.99 | -0.5% | 3.67% | Altria Group, Inc. |
OXY | 15.4% | 26.1% | 0.49 | 0.55 | 0.59 | 1.27 | 12.7% | 4.19% | Occidental Petroleum Corporatio |
OKE | 15.0% | 30.5% | 0.58 | 0.75 | 0.49 | 1.23 | 10.9% | 9.62% | ONEOK, Inc. Common Stock |
FCF | 12.6% | 38.5% | 0.48 | 0.79 | 0.33 | 1.11 | 5.3% | 3.12% | First Commonwealth Financial Co |
BOH | 17.7% | 24.5% | 0.64 | 0.67 | 0.72 | 1.34 | 15.8% | 2.72% | Bank of Hawaii Corporation Comm |
LLY | -2.7% | 30.9% | 0.56 | 0.73 | -0.09 | 0.86 | -7.2% | 2.76% | Eli Lilly and Company Common St |
JNJ | 3.1% | 27.5% | 0.5 | 0.59 | 0.11 | 0.98 | -0.8% | 2.8% | Johnson & Johnson Common Stock |
ETN | 14.2% | 30.2% | 0.73 | 0.94 | 0.47 | 1.21 | 10.1% | 3.93% | Eaton Corporation, PLC Ordinary |
SWK | -12.1% | 36.5% | 0.61 | 0.94 | -0.33 | 0.69 | -17.2% | 2.27% | Stanley Black & Decker, Inc. Co |
GFI | 78.1% | 65.9% | -0.11 | -0.3 | 1.18 | 3.07 | 75.9% | 1.0% | Gold Fields Limited American De |
WOR | 14.6% | 40.1% | 0.47 | 0.8 | 0.36 | 1.14 | 6.8% | 2.29% | Worthington Industries, Inc. Co |
SNH | 19.3% | 29.3% | 0.33 | 0.42 | 0.66 | 1.34 | 16.0% | 9.66% | Senior Housing Properties Trust |
HCN | 22.8% | 19.7% | 0.37 | 0.31 | 1.16 | 1.51 | 23.2% | 5.14% | Welltower Inc. Common Stock |
DBD | 19.7% | 32.9% | 0.53 | 0.75 | 0.6 | 1.33 | 15.4% | 4.47% | Diebold, Incorporated Common St |
HRS | 11.6% | 36.9% | 0.38 | 0.6 | 0.31 | 1.1 | 4.8% | 2.5% | Harris Corporation Common Stock |
BCE | 1.7% | 30.8% | 0.36 | 0.48 | 0.05 | 0.94 | -2.9% | 4.6% | BCE, Inc. Common Stock |
ATNI | 27.6% | 21.2% | 0.01 | 0.01 | 1.3 | 1.66 | 28.9% | 1.74% | Atlantic Tele-Network, Inc. |
ALE | 14.9% | 28.6% | 0.56 | 0.68 | 0.52 | 1.24 | 11.4% | 3.92% | Allete, Inc. |
TE | -23.1% | 48.0% | 0.33 | 0.66 | -0.48 | 0.5 | -29.5% | 3.35% | TECO Energy, Inc. Common Stock |
ACAS | 17.7% | 34.8% | 0.5 | 0.73 | 0.51 | 1.26 | 12.2% | 16.05% | American Capital, Ltd. |
BPT | 29.6% | 30.8% | 0.07 | 0.09 | 0.96 | 1.63 | 28.1% | 8.59% | BP Prudhoe Bay Royalty Trust Co |
PTTRX | 7.1% | 4.4% | -0.32 | -0.06 | 1.6 | 1.15 | 7.2% | 3.16% | Pimco Total Return |
OAKBX | 6.6% | 11.2% | 0.88 | 0.42 | 0.59 | 1.13 | 6.1% | 1.17% | Oakmark Equity Income |
PRPFX | 11.3% | 7.3% | 0.33 | 0.1 | 1.56 | 1.25 | 11.7% | 1.09% | Permanent Portfolio |
PTTRX | 7.1% | 4.4% | -0.32 | -0.06 | 1.6 | 1.15 | 7.2% | 3.16% | Pimco Total Return |
Correlations
SPY | CTWS | PCL | ALCO | MO | OXY | OKE | FCF | BOH | LLY | JNJ | ETN | SWK | GFI | WOR | SNH | HCN | DBD | HRS | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.37 | 0.56 | 0.19 | 0.24 | 0.49 | 0.58 | 0.48 | 0.64 | 0.56 | 0.5 | 0.73 | 0.61 | -0.11 | 0.47 | 0.33 | 0.37 | 0.53 | 0.38 |
CTWS | 0.37 | 1.0 | 0.23 | 0.08 | 0.08 | 0.16 | 0.36 | 0.3 | 0.24 | 0.18 | 0.19 | 0.27 | 0.23 | -0.02 | 0.26 | 0.24 | 0.26 | 0.25 | 0.21 |
PCL | 0.56 | 0.23 | 1.0 | 0.08 | 0.17 | 0.34 | 0.38 | 0.25 | 0.41 | 0.29 | 0.36 | 0.52 | 0.44 | -0.08 | 0.32 | 0.31 | 0.36 | 0.31 | 0.21 |
ALCO | 0.19 | 0.08 | 0.08 | 1.0 | -0.02 | 0.09 | 0.14 | 0.16 | 0.17 | 0.09 | 0.11 | 0.17 | 0.15 | -0.07 | 0.06 | 0.13 | 0.17 | 0.07 | -0.02 |
MO | 0.24 | 0.08 | 0.17 | -0.02 | 1.0 | 0.11 | 0.13 | 0.05 | 0.11 | 0.16 | 0.15 | 0.19 | 0.11 | -0.06 | 0.11 | 0.04 | 0.04 | 0.13 | 0.14 |
OXY | 0.49 | 0.16 | 0.34 | 0.09 | 0.11 | 1.0 | 0.42 | 0.24 | 0.33 | 0.29 | 0.39 | 0.38 | 0.28 | 0.06 | 0.34 | 0.16 | 0.19 | 0.24 | 0.19 |
OKE | 0.58 | 0.36 | 0.38 | 0.14 | 0.13 | 0.42 | 1.0 | 0.4 | 0.44 | 0.33 | 0.39 | 0.44 | 0.34 | -0.06 | 0.36 | 0.28 | 0.34 | 0.35 | 0.31 |
FCF | 0.48 | 0.3 | 0.25 | 0.16 | 0.05 | 0.24 | 0.4 | 1.0 | 0.36 | 0.23 | 0.2 | 0.31 | 0.23 | -0.07 | 0.23 | 0.24 | 0.35 | 0.28 | 0.17 |
BOH | 0.64 | 0.24 | 0.41 | 0.17 | 0.11 | 0.33 | 0.44 | 0.36 | 1.0 | 0.37 | 0.32 | 0.5 | 0.43 | -0.1 | 0.31 | 0.35 | 0.27 | 0.39 | 0.19 |
LLY | 0.56 | 0.18 | 0.29 | 0.09 | 0.16 | 0.29 | 0.33 | 0.23 | 0.37 | 1.0 | 0.45 | 0.42 | 0.3 | -0.08 | 0.3 | 0.21 | 0.18 | 0.25 | 0.19 |
JNJ | 0.5 | 0.19 | 0.36 | 0.11 | 0.15 | 0.39 | 0.39 | 0.2 | 0.32 | 0.45 | 1.0 | 0.39 | 0.25 | -0.11 | 0.27 | 0.18 | 0.19 | 0.27 | 0.18 |
ETN | 0.73 | 0.27 | 0.52 | 0.17 | 0.19 | 0.38 | 0.44 | 0.31 | 0.5 | 0.42 | 0.39 | 1.0 | 0.63 | -0.08 | 0.44 | 0.24 | 0.3 | 0.43 | 0.3 |
SWK | 0.61 | 0.23 | 0.44 | 0.15 | 0.11 | 0.28 | 0.34 | 0.23 | 0.43 | 0.3 | 0.25 | 0.63 | 1.0 | -0.12 | 0.4 | 0.22 | 0.25 | 0.38 | 0.2 |
GFI | -0.11 | -0.02 | -0.08 | -0.07 | -0.06 | 0.06 | -0.06 | -0.07 | -0.1 | -0.08 | -0.11 | -0.08 | -0.12 | 1.0 | -0.02 | -0.02 | 0.01 | 0.03 | -0.02 |
WOR | 0.47 | 0.26 | 0.32 | 0.06 | 0.11 | 0.34 | 0.36 | 0.23 | 0.31 | 0.3 | 0.27 | 0.44 | 0.4 | -0.02 | 1.0 | 0.17 | 0.25 | 0.2 | 0.19 |
SNH | 0.33 | 0.24 | 0.31 | 0.13 | 0.04 | 0.16 | 0.28 | 0.24 | 0.35 | 0.21 | 0.18 | 0.24 | 0.22 | -0.02 | 0.17 | 1.0 | 0.4 | 0.22 | 0.19 |
HCN | 0.37 | 0.26 | 0.36 | 0.17 | 0.04 | 0.19 | 0.34 | 0.35 | 0.27 | 0.18 | 0.19 | 0.3 | 0.25 | 0.01 | 0.25 | 0.4 | 1.0 | 0.27 | 0.11 |
DBD | 0.53 | 0.25 | 0.31 | 0.07 | 0.13 | 0.24 | 0.35 | 0.28 | 0.39 | 0.25 | 0.27 | 0.43 | 0.38 | 0.03 | 0.2 | 0.22 | 0.27 | 1.0 | 0.31 |
HRS | 0.38 | 0.21 | 0.21 | -0.02 | 0.14 | 0.19 | 0.31 | 0.17 | 0.19 | 0.19 | 0.18 | 0.3 | 0.2 | -0.02 | 0.19 | 0.19 | 0.11 | 0.31 | 1.0 |
Portfolio Securities From: 2003-07-31 To: 2005-08-01 Trading Days: 505 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | 13.3% | 11.0% | 1.0 | 1.0 | 1.21 | 1.29 | 13.5% | 2.2% | SPDR S&P500 (Total Return) |
CTWS | 6.9% | 27.0% | 0.46 | 1.12 | 0.26 | 1.07 | 3.3% | 2.52% | Connecticut Water Service, Inc. |
PCL | 23.1% | 20.9% | 0.6 | 1.15 | 1.11 | 1.52 | 23.2% | 6.17% | N/A |
CAG | 5.7% | 15.4% | 0.45 | 0.64 | 0.37 | 1.09 | 4.6% | 2.34% | ConAgra Foods, Inc. Common Stoc |
WDFC | 8.3% | 31.1% | 0.45 | 1.26 | 0.27 | 1.07 | 3.5% | 1.57% | WD-40 Company |
OXY | 51.4% | 22.9% | 0.43 | 0.89 | 2.25 | 2.65 | 62.8% | 4.19% | Occidental Petroleum Corporatio |
OKE | 30.8% | 18.0% | 0.45 | 0.74 | 1.72 | 1.79 | 33.9% | 9.62% | ONEOK, Inc. Common Stock |
UCBI | 25.8% | 33.1% | 0.56 | 1.7 | 0.78 | 1.5 | 22.6% | 1.53% | United Community Banks, Inc. |
NBTB | 17.8% | 28.7% | 0.63 | 1.64 | 0.62 | 1.32 | 14.7% | 3.3% | NBT Bancorp Inc. |
TEVA | 10.1% | 26.8% | 0.38 | 0.93 | 0.38 | 1.14 | 6.8% | 2.42% | Teva Pharmaceutical Industries |
BDX | 24.0% | 19.2% | 0.48 | 0.84 | 1.25 | 1.56 | 24.8% | 1.75% | Becton, Dickinson and Company C |
ROK | 40.1% | 29.5% | 0.45 | 1.22 | 1.36 | 2.04 | 42.9% | 2.7% | Rockwell Automation, Inc. Commo |
LII | 27.6% | 29.8% | 0.52 | 1.41 | 0.93 | 1.59 | 26.1% | 1.12% | Lennox International, Inc. Comm |
AU | 9.6% | 32.9% | 0.21 | 0.62 | 0.29 | 1.09 | 4.2% | 1.81% | AngloGold Ashanti Limited Commo |
BHP | 46.8% | 27.8% | 0.46 | 1.16 | 1.68 | 2.36 | 53.6% | 9.76% | BHP Billiton Limited Common Sto |
HCN | 19.8% | 21.7% | 0.38 | 0.74 | 0.91 | 1.42 | 19.0% | 5.14% | Welltower Inc. Common Stock |
SSS | 29.5% | 18.8% | 0.37 | 0.63 | 1.57 | 1.74 | 32.0% | 3.12% | Sovran Self Storage, Inc. Commo |
DBD | 10.0% | 23.7% | 0.45 | 0.96 | 0.42 | 1.15 | 7.4% | 4.47% | Diebold, Incorporated Common St |
PBI | 11.9% | 15.4% | 0.62 | 0.87 | 0.77 | 1.24 | 11.3% | 4.0% | Pitney Bowes Inc. Common Stock |
VIV | 46.6% | 36.7% | 0.38 | 1.26 | 1.27 | 2.22 | 49.0% | 2.47% | Telefonica Brasil, S.A. ADS |
TLK | 46.9% | 36.9% | 0.26 | 0.88 | 1.27 | 2.23 | 49.3% | 2.23% | PT Telekomunikasi Indonesia, Tb |
SO | 15.2% | 12.6% | 0.47 | 0.54 | 1.21 | 1.33 | 15.5% | 4.52% | Southern Company (The) Common S |
GXP | 12.2% | 14.6% | 0.44 | 0.58 | 0.83 | 1.25 | 11.8% | 3.56% | Great Plains Energy Incorporate |
ACAS | 26.5% | 23.2% | 0.31 | 0.65 | 1.14 | 1.61 | 26.8% | 11.06% | American Capital, Ltd. |
BPT | 87.2% | 33.8% | 0.1 | 0.31 | 2.58 | 5.08 | 125.4% | 8.59% | BP Prudhoe Bay Royalty Trust Co |
PTTRX | 5.7% | 3.8% | -0.04 | -0.01 | 1.51 | 1.12 | 5.8% | 3.16% | Pimco Total Return |
OAKBX | 12.1% | 6.3% | 0.84 | 0.48 | 1.92 | 1.27 | 12.6% | 1.17% | Oakmark Equity Income |
PRPFX | 13.9% | 7.7% | 0.49 | 0.34 | 1.8 | 1.31 | 14.6% | 1.09% | Permanent Portfolio |
PTTRX | 5.7% | 3.8% | -0.04 | -0.01 | 1.51 | 1.12 | 5.8% | 3.16% | Pimco Total Return |
Correlations
SPY | CTWS | PCL | CAG | WDFC | OXY | OKE | UCBI | NBTB | TEVA | BDX | ROK | LII | AU | BHP | HCN | SSS | DBD | PBI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.46 | 0.6 | 0.45 | 0.45 | 0.43 | 0.45 | 0.56 | 0.63 | 0.38 | 0.48 | 0.45 | 0.52 | 0.21 | 0.46 | 0.38 | 0.37 | 0.45 | 0.62 |
CTWS | 0.46 | 1.0 | 0.24 | 0.28 | 0.22 | 0.25 | 0.23 | 0.38 | 0.49 | 0.19 | 0.24 | 0.23 | 0.46 | 0.15 | 0.26 | 0.2 | 0.18 | 0.27 | 0.32 |
PCL | 0.6 | 0.24 | 1.0 | 0.3 | 0.31 | 0.27 | 0.42 | 0.41 | 0.44 | 0.18 | 0.31 | 0.31 | 0.34 | 0.13 | 0.33 | 0.6 | 0.5 | 0.23 | 0.41 |
CAG | 0.45 | 0.28 | 0.3 | 1.0 | 0.22 | 0.16 | 0.24 | 0.22 | 0.32 | 0.13 | 0.24 | 0.24 | 0.22 | 0.07 | 0.14 | 0.21 | 0.16 | 0.19 | 0.29 |
WDFC | 0.45 | 0.22 | 0.31 | 0.22 | 1.0 | 0.16 | 0.19 | 0.4 | 0.39 | 0.19 | 0.27 | 0.22 | 0.29 | 0.15 | 0.23 | 0.21 | 0.23 | 0.22 | 0.28 |
OXY | 0.43 | 0.25 | 0.27 | 0.16 | 0.16 | 1.0 | 0.43 | 0.25 | 0.29 | 0.11 | 0.16 | 0.29 | 0.22 | 0.29 | 0.44 | 0.19 | 0.17 | 0.16 | 0.22 |
OKE | 0.45 | 0.23 | 0.42 | 0.24 | 0.19 | 0.43 | 1.0 | 0.27 | 0.33 | 0.11 | 0.21 | 0.28 | 0.24 | 0.19 | 0.35 | 0.34 | 0.32 | 0.2 | 0.29 |
UCBI | 0.56 | 0.38 | 0.41 | 0.22 | 0.4 | 0.25 | 0.27 | 1.0 | 0.6 | 0.24 | 0.33 | 0.31 | 0.43 | 0.2 | 0.25 | 0.27 | 0.3 | 0.26 | 0.38 |
NBTB | 0.63 | 0.49 | 0.44 | 0.32 | 0.39 | 0.29 | 0.33 | 0.6 | 1.0 | 0.31 | 0.36 | 0.33 | 0.48 | 0.22 | 0.35 | 0.35 | 0.39 | 0.32 | 0.44 |
TEVA | 0.38 | 0.19 | 0.18 | 0.13 | 0.19 | 0.11 | 0.11 | 0.24 | 0.31 | 1.0 | 0.25 | 0.12 | 0.26 | 0.11 | 0.15 | 0.14 | 0.17 | 0.2 | 0.3 |
BDX | 0.48 | 0.24 | 0.31 | 0.24 | 0.27 | 0.16 | 0.21 | 0.33 | 0.36 | 0.25 | 1.0 | 0.19 | 0.26 | 0.07 | 0.19 | 0.16 | 0.19 | 0.22 | 0.34 |
ROK | 0.45 | 0.23 | 0.31 | 0.24 | 0.22 | 0.29 | 0.28 | 0.31 | 0.33 | 0.12 | 0.19 | 1.0 | 0.29 | 0.13 | 0.33 | 0.19 | 0.19 | 0.24 | 0.31 |
LII | 0.52 | 0.46 | 0.34 | 0.22 | 0.29 | 0.22 | 0.24 | 0.43 | 0.48 | 0.26 | 0.26 | 0.29 | 1.0 | 0.13 | 0.3 | 0.22 | 0.3 | 0.27 | 0.38 |
AU | 0.21 | 0.15 | 0.13 | 0.07 | 0.15 | 0.29 | 0.19 | 0.2 | 0.22 | 0.11 | 0.07 | 0.13 | 0.13 | 1.0 | 0.4 | 0.19 | 0.14 | 0.06 | 0.14 |
BHP | 0.46 | 0.26 | 0.33 | 0.14 | 0.23 | 0.44 | 0.35 | 0.25 | 0.35 | 0.15 | 0.19 | 0.33 | 0.3 | 0.4 | 1.0 | 0.22 | 0.23 | 0.21 | 0.35 |
HCN | 0.38 | 0.2 | 0.6 | 0.21 | 0.21 | 0.19 | 0.34 | 0.27 | 0.35 | 0.14 | 0.16 | 0.19 | 0.22 | 0.19 | 0.22 | 1.0 | 0.61 | 0.14 | 0.26 |
SSS | 0.37 | 0.18 | 0.5 | 0.16 | 0.23 | 0.17 | 0.32 | 0.3 | 0.39 | 0.17 | 0.19 | 0.19 | 0.3 | 0.14 | 0.23 | 0.61 | 1.0 | 0.19 | 0.32 |
DBD | 0.45 | 0.27 | 0.23 | 0.19 | 0.22 | 0.16 | 0.2 | 0.26 | 0.32 | 0.2 | 0.22 | 0.24 | 0.27 | 0.06 | 0.21 | 0.14 | 0.19 | 1.0 | 0.39 |
PBI | 0.62 | 0.32 | 0.41 | 0.29 | 0.28 | 0.22 | 0.29 | 0.38 | 0.44 | 0.3 | 0.34 | 0.31 | 0.38 | 0.14 | 0.35 | 0.26 | 0.32 | 0.39 | 1.0 |
Portfolio Securities From: 2005-08-01 To: 2007-07-31 Trading Days: 503 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | 10.6% | 10.8% | 1.0 | 1.0 | 0.98 | 1.22 | 10.6% | 2.2% | SPDR S&P500 (Total Return) |
SYT | 34.3% | 24.2% | 0.47 | 1.05 | 1.42 | 1.87 | 36.8% | 2.74% | Syngenta AG Common Stock |
PCL | 7.7% | 18.5% | 0.64 | 1.1 | 0.41 | 1.13 | 6.1% | 6.07% | N/A |
VGR | 20.3% | 21.0% | 0.41 | 0.79 | 0.97 | 1.44 | 19.9% | 7.16% | Vector Group Ltd. Common Stock |
MO | 20.1% | 17.0% | 0.44 | 0.69 | 1.18 | 1.45 | 20.5% | 3.67% | Altria Group, Inc. |
CVX | 24.3% | 21.2% | 0.56 | 1.09 | 1.15 | 1.55 | 24.7% | 4.91% | Chevron Corporation Common Stoc |
BP | 7.3% | 19.4% | 0.54 | 0.97 | 0.38 | 1.11 | 5.6% | 7.94% | BP p.l.c. Common Stock |
KEY | 5.6% | 15.7% | 0.6 | 0.86 | 0.36 | 1.09 | 4.5% | 2.65% | KeyCorp Common Stock |
USB | 5.2% | 12.0% | 0.61 | 0.68 | 0.43 | 1.09 | 4.5% | 2.52% | U.S. Bancorp Common Stock |
BMY | 13.0% | 21.3% | 0.49 | 0.96 | 0.61 | 1.24 | 11.3% | 2.34% | Bristol-Myers Squibb Company Co |
JNJ | -0.1% | 12.5% | 0.41 | 0.47 | -0.01 | 0.98 | -0.9% | 2.8% | Johnson & Johnson Common Stock |
RRD | 11.9% | 17.9% | 0.47 | 0.77 | 0.66 | 1.23 | 10.8% | 6.69% | R.R. Donnelley & Sons Company |
SWK | 11.4% | 22.4% | 0.59 | 1.21 | 0.51 | 1.19 | 9.3% | 2.27% | Stanley Black & Decker, Inc. Co |
SCCO | 90.6% | 38.1% | 0.46 | 1.62 | 2.37 | 5.24 | 129.7% | 0.47% | Southern Copper Corporation Com |
ENB | 15.5% | 18.7% | 0.37 | 0.63 | 0.83 | 1.31 | 14.7% | 4.5% | Enbridge Inc Common Stock |
LTC | 2.7% | 27.3% | 0.58 | 1.47 | 0.1 | 0.98 | -1.0% | 4.8% | LTC Properties, Inc. Common Sto |
OHI | 5.3% | 24.3% | 0.55 | 1.24 | 0.22 | 1.05 | 2.4% | 6.93% | Omega Healthcare Investors, Inc |
PBI | 5.3% | 12.3% | 0.58 | 0.65 | 0.43 | 1.1 | 4.7% | 4.0% | Pitney Bowes Inc. Common Stock |
MSFT | 8.8% | 18.9% | 0.49 | 0.86 | 0.46 | 1.15 | 7.2% | 2.72% | Microsoft Corporation |
ALSK | 28.8% | 28.3% | 0.41 | 1.06 | 1.02 | 1.64 | 28.2% | 9.41% | Alaska Communications Systems G |
NZTCY | 1.2% | 24.0% | 0.23 | 0.51 | 0.05 | 0.97 | -1.7% | 6.54% | SPARK NEW ZEALAND |
ED | 1.4% | 12.9% | 0.59 | 0.7 | 0.11 | 1.01 | 0.6% | 3.81% | Consolidated Edison, Inc. Commo |
DUK | 5.1% | 16.4% | 0.52 | 0.79 | 0.31 | 1.08 | 3.8% | 4.48% | Duke Energy Corporation (Holdin |
PBT | 6.7% | 21.8% | 0.25 | 0.5 | 0.31 | 1.09 | 4.4% | 4.39% | Permian Basin Royalty Trust Com |
BPT | 12.2% | 27.5% | 0.21 | 0.53 | 0.44 | 1.18 | 8.7% | 8.59% | BP Prudhoe Bay Royalty Trust Co |
PTTRX | 3.3% | 3.7% | 0.9 | 1.07 | 3.3% | 3.16% | Pimco Total Return | ||
OAKBX | 10.4% | 6.6% | 0.84 | 0.51 | 1.58 | 1.23 | 10.7% | 1.17% | Oakmark Equity Income |
PRPFX | 11.1% | 8.3% | 0.55 | 0.42 | 1.33 | 1.24 | 11.4% | 1.09% | Permanent Portfolio |
PTTRX | 3.3% | 3.7% | 0.9 | 1.07 | 3.3% | 3.16% | Pimco Total Return |
Correlations
SPY | SYT | PCL | VGR | MO | CVX | BP | KEY | USB | BMY | JNJ | RRD | SWK | SCCO | ENB | LTC | OHI | PBI | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.47 | 0.64 | 0.41 | 0.44 | 0.56 | 0.54 | 0.6 | 0.61 | 0.49 | 0.41 | 0.47 | 0.59 | 0.46 | 0.37 | 0.58 | 0.55 | 0.58 | 0.49 |
SYT | 0.47 | 1.0 | 0.32 | 0.11 | 0.18 | 0.28 | 0.37 | 0.3 | 0.28 | 0.23 | 0.11 | 0.18 | 0.29 | 0.34 | 0.22 | 0.27 | 0.24 | 0.31 | 0.19 |
PCL | 0.64 | 0.32 | 1.0 | 0.32 | 0.39 | 0.28 | 0.3 | 0.46 | 0.48 | 0.33 | 0.29 | 0.33 | 0.41 | 0.3 | 0.28 | 0.56 | 0.53 | 0.41 | 0.33 |
VGR | 0.41 | 0.11 | 0.32 | 1.0 | 0.35 | 0.21 | 0.19 | 0.31 | 0.27 | 0.25 | 0.19 | 0.25 | 0.25 | 0.21 | 0.2 | 0.38 | 0.27 | 0.24 | 0.2 |
MO | 0.44 | 0.18 | 0.39 | 0.35 | 1.0 | 0.26 | 0.24 | 0.27 | 0.31 | 0.22 | 0.24 | 0.24 | 0.23 | 0.19 | 0.17 | 0.3 | 0.3 | 0.29 | 0.2 |
CVX | 0.56 | 0.28 | 0.28 | 0.21 | 0.26 | 1.0 | 0.72 | 0.22 | 0.23 | 0.2 | 0.14 | 0.26 | 0.27 | 0.46 | 0.35 | 0.3 | 0.28 | 0.24 | 0.21 |
BP | 0.54 | 0.37 | 0.3 | 0.19 | 0.24 | 0.72 | 1.0 | 0.23 | 0.23 | 0.19 | 0.13 | 0.2 | 0.31 | 0.45 | 0.38 | 0.32 | 0.27 | 0.25 | 0.24 |
KEY | 0.6 | 0.3 | 0.46 | 0.31 | 0.27 | 0.22 | 0.23 | 1.0 | 0.59 | 0.32 | 0.24 | 0.32 | 0.39 | 0.23 | 0.21 | 0.39 | 0.38 | 0.45 | 0.28 |
USB | 0.61 | 0.28 | 0.48 | 0.27 | 0.31 | 0.23 | 0.23 | 0.59 | 1.0 | 0.33 | 0.32 | 0.35 | 0.34 | 0.19 | 0.13 | 0.38 | 0.35 | 0.42 | 0.27 |
BMY | 0.49 | 0.23 | 0.33 | 0.25 | 0.22 | 0.2 | 0.19 | 0.32 | 0.33 | 1.0 | 0.24 | 0.24 | 0.31 | 0.16 | 0.18 | 0.3 | 0.26 | 0.27 | 0.22 |
JNJ | 0.41 | 0.11 | 0.29 | 0.19 | 0.24 | 0.14 | 0.13 | 0.24 | 0.32 | 0.24 | 1.0 | 0.21 | 0.19 | 0.06 | 0.06 | 0.19 | 0.21 | 0.32 | 0.26 |
RRD | 0.47 | 0.18 | 0.33 | 0.25 | 0.24 | 0.26 | 0.2 | 0.32 | 0.35 | 0.24 | 0.21 | 1.0 | 0.29 | 0.21 | 0.21 | 0.32 | 0.27 | 0.28 | 0.25 |
SWK | 0.59 | 0.29 | 0.41 | 0.25 | 0.23 | 0.27 | 0.31 | 0.39 | 0.34 | 0.31 | 0.19 | 0.29 | 1.0 | 0.25 | 0.26 | 0.43 | 0.4 | 0.42 | 0.29 |
SCCO | 0.46 | 0.34 | 0.3 | 0.21 | 0.19 | 0.46 | 0.45 | 0.23 | 0.19 | 0.16 | 0.06 | 0.21 | 0.25 | 1.0 | 0.28 | 0.27 | 0.28 | 0.19 | 0.18 |
ENB | 0.37 | 0.22 | 0.28 | 0.2 | 0.17 | 0.35 | 0.38 | 0.21 | 0.13 | 0.18 | 0.06 | 0.21 | 0.26 | 0.28 | 1.0 | 0.27 | 0.26 | 0.18 | 0.13 |
LTC | 0.58 | 0.27 | 0.56 | 0.38 | 0.3 | 0.3 | 0.32 | 0.39 | 0.38 | 0.3 | 0.19 | 0.32 | 0.43 | 0.27 | 0.27 | 1.0 | 0.57 | 0.35 | 0.28 |
OHI | 0.55 | 0.24 | 0.53 | 0.27 | 0.3 | 0.28 | 0.27 | 0.38 | 0.35 | 0.26 | 0.21 | 0.27 | 0.4 | 0.28 | 0.26 | 0.57 | 1.0 | 0.34 | 0.26 |
PBI | 0.58 | 0.31 | 0.41 | 0.24 | 0.29 | 0.24 | 0.25 | 0.45 | 0.42 | 0.27 | 0.32 | 0.28 | 0.42 | 0.19 | 0.18 | 0.35 | 0.34 | 1.0 | 0.33 |
MSFT | 0.49 | 0.19 | 0.33 | 0.2 | 0.2 | 0.21 | 0.24 | 0.28 | 0.27 | 0.22 | 0.26 | 0.25 | 0.29 | 0.18 | 0.13 | 0.28 | 0.26 | 0.33 | 1.0 |
Portfolio Securities From: 2007-07-31 To: 2009-07-31 Trading Days: 506 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | -10.9% | 35.1% | 1.0 | 1.0 | -0.31 | 0.71 | -15.7% | 2.2% | SPDR S&P500 (Total Return) |
SYT | 23.0% | 49.4% | 0.64 | 0.89 | 0.46 | 1.24 | 11.3% | 2.74% | Syngenta AG Common Stock |
PCL | 13.6% | 63.8% | 0.75 | 1.36 | 0.21 | 0.88 | -6.2% | 7.07% | N/A |
VGR | 0.3% | 29.6% | 0.63 | 0.53 | 0.01 | 0.92 | -4.1% | 7.16% | Vector Group Ltd. Common Stock |
CAG | -4.6% | 29.6% | 0.48 | 0.4 | -0.16 | 0.84 | -8.6% | 2.34% | ConAgra Foods, Inc. Common Stoc |
DO | 18.5% | 59.6% | 0.72 | 1.22 | 0.31 | 1.02 | 0.8% | 12.45% | Diamond Offshore Drilling, Inc. |
BP | -1.4% | 43.5% | 0.79 | 0.98 | -0.03 | 0.81 | -10.2% | 7.94% | BP p.l.c. Common Stock |
AON | 6.9% | 35.1% | 0.53 | 0.53 | 0.2 | 1.01 | 0.7% | 1.23% | Aon plc Class A Ordinary Shares |
AFL | 20.5% | 81.7% | 0.66 | 1.54 | 0.25 | 0.76 | -12.7% | 2.67% | AFLAC Incorporated Common Stock |
BMY | -1.9% | 34.9% | 0.66 | 0.65 | -0.05 | 0.85 | -7.6% | 2.34% | Bristol-Myers Squibb Company Co |
MRK | -11.4% | 42.9% | 0.65 | 0.79 | -0.27 | 0.66 | -18.7% | 3.52% | Merck & Company, Inc. Common St |
PKG | 6.4% | 53.4% | 0.67 | 1.01 | 0.12 | 0.86 | -7.5% | 4.34% | Packaging Corporation of Americ |
GE | -32.7% | 54.9% | 0.7 | 1.1 | -0.6 | 0.38 | -38.0% | 3.05% | General Electric Company Common |
TRP | -2.3% | 33.8% | 0.68 | 0.66 | -0.07 | 0.85 | -7.7% | 4.45% | TransCanada Corporation Common |
NUE | 23.4% | 72.1% | 0.75 | 1.55 | 0.32 | 0.95 | -2.5% | 3.55% | Nucor Corporation Common Stock |
SOHO | -51.5% | 100.2% | 0.16 | 0.46 | -0.51 | 0.13 | -63.5% | 6.14% | Sotherly Hotels Inc. |
NHI | 21.4% | 51.1% | 0.71 | 1.03 | 0.42 | 1.18 | 8.7% | 5.62% | National Health Investors, Inc. |
IBM | 10.4% | 33.2% | 0.77 | 0.72 | 0.31 | 1.1 | 5.1% | 3.82% | International Business Machines |
STX | -6.1% | 70.0% | 0.48 | 0.95 | -0.09 | 0.54 | -26.5% | 7.43% | Seagate Technology PLC |
VZ | -2.3% | 36.1% | 0.75 | 0.78 | -0.06 | 0.84 | -8.4% | 4.34% | Verizon Communications Inc. Com |
T | -7.6% | 38.3% | 0.8 | 0.87 | -0.2 | 0.74 | -13.8% | 5.09% | AT&T Inc. |
POM | -18.3% | 39.0% | 0.73 | 0.81 | -0.47 | 0.59 | -22.9% | 4.56% | PEPCO Holdings, Inc Common Stoc |
SO | 5.6% | 26.9% | 0.65 | 0.5 | 0.21 | 1.04 | 2.1% | 4.52% | Southern Company (The) Common S |
MVO | -6.7% | 51.5% | 0.37 | 0.55 | -0.13 | 0.67 | -18.2% | 7.71% | MV Oil Trust Units of Beneficia |
BPT | 17.1% | 40.8% | 0.52 | 0.6 | 0.42 | 1.19 | 9.2% | 8.59% | BP Prudhoe Bay Royalty Trust Co |
PTTRX | 10.3% | 6.3% | -0.09 | -0.02 | 1.63 | 1.22 | 10.6% | 3.16% | Pimco Total Return |
OAKBX | -0.6% | 15.6% | 0.93 | 0.41 | -0.04 | 0.96 | -1.8% | 1.17% | Oakmark Equity Income |
PRPFX | 4.6% | 16.1% | 0.77 | 0.35 | 0.29 | 1.07 | 3.4% | 1.09% | Permanent Portfolio |
PTTRX | 10.3% | 6.3% | -0.09 | -0.02 | 1.63 | 1.22 | 10.6% | 3.16% | Pimco Total Return |
Correlations
SPY | SYT | PCL | VGR | CAG | DO | BP | AON | AFL | BMY | MRK | PKG | GE | TRP | NUE | SOHO | NHI | IBM | STX | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.64 | 0.75 | 0.63 | 0.48 | 0.72 | 0.79 | 0.53 | 0.66 | 0.66 | 0.65 | 0.67 | 0.7 | 0.68 | 0.75 | 0.16 | 0.71 | 0.77 | 0.48 |
SYT | 0.64 | 1.0 | 0.47 | 0.38 | 0.29 | 0.6 | 0.68 | 0.34 | 0.44 | 0.39 | 0.35 | 0.46 | 0.43 | 0.55 | 0.63 | 0.06 | 0.45 | 0.54 | 0.32 |
PCL | 0.75 | 0.47 | 1.0 | 0.49 | 0.39 | 0.45 | 0.51 | 0.56 | 0.62 | 0.51 | 0.5 | 0.56 | 0.66 | 0.39 | 0.56 | 0.18 | 0.72 | 0.63 | 0.38 |
VGR | 0.63 | 0.38 | 0.49 | 1.0 | 0.34 | 0.36 | 0.47 | 0.38 | 0.37 | 0.5 | 0.45 | 0.44 | 0.45 | 0.41 | 0.42 | 0.13 | 0.52 | 0.52 | 0.25 |
CAG | 0.48 | 0.29 | 0.39 | 0.34 | 1.0 | 0.27 | 0.33 | 0.29 | 0.29 | 0.39 | 0.37 | 0.33 | 0.34 | 0.28 | 0.31 | 0.08 | 0.36 | 0.38 | 0.26 |
DO | 0.72 | 0.6 | 0.45 | 0.36 | 0.27 | 1.0 | 0.75 | 0.29 | 0.44 | 0.41 | 0.43 | 0.5 | 0.41 | 0.65 | 0.66 | 0.07 | 0.41 | 0.59 | 0.34 |
BP | 0.79 | 0.68 | 0.51 | 0.47 | 0.33 | 0.75 | 1.0 | 0.36 | 0.5 | 0.51 | 0.5 | 0.51 | 0.56 | 0.68 | 0.68 | 0.09 | 0.47 | 0.6 | 0.38 |
AON | 0.53 | 0.34 | 0.56 | 0.38 | 0.29 | 0.29 | 0.36 | 1.0 | 0.42 | 0.43 | 0.39 | 0.37 | 0.46 | 0.31 | 0.35 | 0.16 | 0.5 | 0.47 | 0.21 |
AFL | 0.66 | 0.44 | 0.62 | 0.37 | 0.29 | 0.44 | 0.5 | 0.42 | 1.0 | 0.39 | 0.4 | 0.53 | 0.56 | 0.46 | 0.51 | 0.2 | 0.55 | 0.49 | 0.38 |
BMY | 0.66 | 0.39 | 0.51 | 0.5 | 0.39 | 0.41 | 0.51 | 0.43 | 0.39 | 1.0 | 0.62 | 0.43 | 0.51 | 0.42 | 0.43 | 0.14 | 0.5 | 0.47 | 0.23 |
MRK | 0.65 | 0.35 | 0.5 | 0.45 | 0.37 | 0.43 | 0.5 | 0.39 | 0.4 | 0.62 | 1.0 | 0.38 | 0.44 | 0.45 | 0.46 | 0.04 | 0.51 | 0.44 | 0.25 |
PKG | 0.67 | 0.46 | 0.56 | 0.44 | 0.33 | 0.5 | 0.51 | 0.37 | 0.53 | 0.43 | 0.38 | 1.0 | 0.52 | 0.47 | 0.51 | 0.16 | 0.52 | 0.53 | 0.44 |
GE | 0.7 | 0.43 | 0.66 | 0.45 | 0.34 | 0.41 | 0.56 | 0.46 | 0.56 | 0.51 | 0.44 | 0.52 | 1.0 | 0.4 | 0.53 | 0.23 | 0.6 | 0.56 | 0.4 |
TRP | 0.68 | 0.55 | 0.39 | 0.41 | 0.28 | 0.65 | 0.68 | 0.31 | 0.46 | 0.42 | 0.45 | 0.47 | 0.4 | 1.0 | 0.6 | 0.09 | 0.43 | 0.48 | 0.35 |
NUE | 0.75 | 0.63 | 0.56 | 0.42 | 0.31 | 0.66 | 0.68 | 0.35 | 0.51 | 0.43 | 0.46 | 0.51 | 0.53 | 0.6 | 1.0 | 0.11 | 0.49 | 0.56 | 0.43 |
SOHO | 0.16 | 0.06 | 0.18 | 0.13 | 0.08 | 0.07 | 0.09 | 0.16 | 0.2 | 0.14 | 0.04 | 0.16 | 0.23 | 0.09 | 0.11 | 1.0 | 0.16 | 0.2 | 0.06 |
NHI | 0.71 | 0.45 | 0.72 | 0.52 | 0.36 | 0.41 | 0.47 | 0.5 | 0.55 | 0.5 | 0.51 | 0.52 | 0.6 | 0.43 | 0.49 | 0.16 | 1.0 | 0.59 | 0.39 |
IBM | 0.77 | 0.54 | 0.63 | 0.52 | 0.38 | 0.59 | 0.6 | 0.47 | 0.49 | 0.47 | 0.44 | 0.53 | 0.56 | 0.48 | 0.56 | 0.2 | 0.59 | 1.0 | 0.44 |
STX | 0.48 | 0.32 | 0.38 | 0.25 | 0.26 | 0.34 | 0.38 | 0.21 | 0.38 | 0.23 | 0.25 | 0.44 | 0.4 | 0.35 | 0.43 | 0.06 | 0.39 | 0.44 | 1.0 |
Portfolio Securities From: 2009-07-31 To: 2011-08-01 Trading Days: 505 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | 16.5% | 16.2% | 1.0 | 1.0 | 1.02 | 1.35 | 16.4% | 2.2% | SPDR S&P500 (Total Return) |
AWK | 23.2% | 18.9% | 0.51 | 0.6 | 1.22 | 1.53 | 23.8% | 1.98% | American Water Works Company, I |
CTWS | 14.7% | 24.6% | 0.59 | 0.9 | 0.6 | 1.26 | 12.3% | 2.52% | Connecticut Water Service, Inc. |
SJM | 25.9% | 16.8% | 0.5 | 0.51 | 1.54 | 1.63 | 27.7% | 2.1% | J.M. Smucker Company (The) New |
PM | 27.0% | 18.5% | 0.61 | 0.7 | 1.46 | 1.66 | 28.8% | 4.46% | Philip Morris International Inc |
DO | -3.5% | 30.9% | 0.61 | 1.15 | -0.11 | 0.85 | -7.9% | 6.43% | Diamond Offshore Drilling, Inc. |
FTI | 43.6% | 37.5% | 0.73 | 1.68 | 1.16 | 2.08 | 44.1% | 0.0% | FMC Technologies, Inc. Common S |
FNFG | 1.5% | 22.3% | 0.62 | 0.86 | 0.07 | 0.98 | -1.0% | 3.25% | First Niagara Financial Group I |
FMER | -4.6% | 29.2% | 0.58 | 1.05 | -0.16 | 0.84 | -8.5% | 3.29% | FirstMerit Corporation |
JNJ | 7.0% | 12.4% | 0.63 | 0.48 | 0.56 | 1.13 | 6.4% | 2.8% | Johnson & Johnson Common Stock |
HCSG | 16.6% | 25.0% | 0.59 | 0.91 | 0.66 | 1.31 | 14.4% | 2.05% | Healthcare Services Group, Inc. |
WERN | 25.0% | 28.0% | 0.59 | 1.01 | 0.89 | 1.52 | 23.5% | 0.94% | Werner Enterprises, Inc. |
WSO | 12.3% | 25.4% | 0.63 | 0.98 | 0.49 | 1.2 | 9.5% | 2.63% | Watsco, Inc. Common Stock |
FTI | 43.6% | 37.5% | 0.73 | 1.68 | 1.16 | 2.08 | 44.1% | 0.0% | FMC Technologies, Inc. Common S |
NUE | -0.1% | 27.8% | 0.73 | 1.26 | 0.92 | -3.8% | 3.55% | Nucor Corporation Common Stock | |
SNH | 20.4% | 27.1% | 0.62 | 1.04 | 0.75 | 1.4 | 18.2% | 9.66% | Senior Housing Properties Trust |
OHI | 14.1% | 28.4% | 0.67 | 1.18 | 0.49 | 1.22 | 10.5% | 6.93% | Omega Healthcare Investors, Inc |
IBM | 24.6% | 17.0% | 0.72 | 0.75 | 1.45 | 1.59 | 26.1% | 3.82% | International Business Machines |
QCOM | 13.2% | 27.0% | 0.56 | 0.93 | 0.49 | 1.21 | 10.0% | 3.63% | QUALCOMM Incorporated |
CEL | 10.2% | 21.7% | 0.57 | 0.76 | 0.47 | 1.17 | 8.2% | 16.09% | Cellcom Israel, Ltd. Ordinary S |
PHI | 15.6% | 20.6% | 0.38 | 0.48 | 0.76 | 1.31 | 14.4% | 6.32% | Philippine Long Distance Teleph |
VVC | 10.6% | 16.3% | 0.66 | 0.67 | 0.65 | 1.2 | 9.7% | 3.5% | Vectren Corporation Common Stoc |
DUK | 15.9% | 13.1% | 0.61 | 0.49 | 1.22 | 1.35 | 16.3% | 4.48% | Duke Energy Corporation (Holdin |
TCAP | 40.4% | 31.7% | 0.52 | 1.02 | 1.28 | 2.03 | 42.4% | 11.41% | Triangle Capital Corporation Co |
TCP | 18.9% | 17.6% | 0.29 | 0.32 | 1.07 | 1.41 | 18.9% | 7.45% | TC PipeLines, LP Common Units r |
PTTRX | 8.7% | 3.4% | -0.24 | -0.05 | 2.53 | 1.19 | 9.0% | 3.16% | Pimco Total Return |
OAKBX | 11.5% | 10.4% | 0.95 | 0.61 | 1.1 | 1.25 | 11.6% | 1.17% | Oakmark Equity Income |
PRPFX | 18.0% | 9.4% | 0.78 | 0.45 | 1.92 | 1.42 | 19.2% | 1.09% | Permanent Portfolio |
PTTRX | 8.7% | 3.4% | -0.24 | -0.05 | 2.53 | 1.19 | 9.0% | 3.16% | Pimco Total Return |
Correlations
SPY | AWK | CTWS | SJM | PM | DO | FTI | FNFG | FMER | JNJ | HCSG | WERN | WSO | NUE | SNH | OHI | IBM | QCOM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.51 | 0.59 | 0.5 | 0.61 | 0.61 | 0.73 | 0.62 | 0.58 | 0.63 | 0.59 | 0.59 | 0.63 | 0.73 | 0.62 | 0.67 | 0.72 | 0.56 |
AWK | 0.51 | 1.0 | 0.29 | 0.27 | 0.34 | 0.28 | 0.36 | 0.34 | 0.32 | 0.33 | 0.3 | 0.31 | 0.33 | 0.36 | 0.34 | 0.37 | 0.33 | 0.33 |
CTWS | 0.59 | 0.29 | 1.0 | 0.31 | 0.34 | 0.34 | 0.45 | 0.43 | 0.44 | 0.37 | 0.48 | 0.45 | 0.47 | 0.43 | 0.37 | 0.43 | 0.45 | 0.35 |
SJM | 0.5 | 0.27 | 0.31 | 1.0 | 0.38 | 0.28 | 0.33 | 0.34 | 0.3 | 0.39 | 0.38 | 0.27 | 0.32 | 0.35 | 0.31 | 0.36 | 0.36 | 0.27 |
PM | 0.61 | 0.34 | 0.34 | 0.38 | 1.0 | 0.35 | 0.44 | 0.32 | 0.29 | 0.46 | 0.36 | 0.33 | 0.36 | 0.44 | 0.33 | 0.36 | 0.44 | 0.36 |
DO | 0.61 | 0.28 | 0.34 | 0.28 | 0.35 | 1.0 | 0.64 | 0.32 | 0.27 | 0.35 | 0.33 | 0.33 | 0.37 | 0.53 | 0.32 | 0.36 | 0.4 | 0.31 |
FTI | 0.73 | 0.36 | 0.45 | 0.33 | 0.44 | 0.64 | 1.0 | 0.4 | 0.39 | 0.37 | 0.37 | 0.45 | 0.48 | 0.59 | 0.44 | 0.5 | 0.47 | 0.37 |
FNFG | 0.62 | 0.34 | 0.43 | 0.34 | 0.32 | 0.32 | 0.4 | 1.0 | 0.57 | 0.36 | 0.43 | 0.38 | 0.47 | 0.41 | 0.45 | 0.52 | 0.41 | 0.33 |
FMER | 0.58 | 0.32 | 0.44 | 0.3 | 0.29 | 0.27 | 0.39 | 0.57 | 1.0 | 0.34 | 0.42 | 0.4 | 0.43 | 0.38 | 0.43 | 0.45 | 0.41 | 0.33 |
JNJ | 0.63 | 0.33 | 0.37 | 0.39 | 0.46 | 0.35 | 0.37 | 0.36 | 0.34 | 1.0 | 0.37 | 0.28 | 0.35 | 0.41 | 0.38 | 0.37 | 0.5 | 0.33 |
HCSG | 0.59 | 0.3 | 0.48 | 0.38 | 0.36 | 0.33 | 0.37 | 0.43 | 0.42 | 0.37 | 1.0 | 0.42 | 0.48 | 0.43 | 0.4 | 0.46 | 0.43 | 0.38 |
WERN | 0.59 | 0.31 | 0.45 | 0.27 | 0.33 | 0.33 | 0.45 | 0.38 | 0.4 | 0.28 | 0.42 | 1.0 | 0.46 | 0.45 | 0.39 | 0.45 | 0.43 | 0.36 |
WSO | 0.63 | 0.33 | 0.47 | 0.32 | 0.36 | 0.37 | 0.48 | 0.47 | 0.43 | 0.35 | 0.48 | 0.46 | 1.0 | 0.49 | 0.4 | 0.49 | 0.47 | 0.28 |
NUE | 0.73 | 0.36 | 0.43 | 0.35 | 0.44 | 0.53 | 0.59 | 0.41 | 0.38 | 0.41 | 0.43 | 0.45 | 0.49 | 1.0 | 0.5 | 0.53 | 0.47 | 0.38 |
SNH | 0.62 | 0.34 | 0.37 | 0.31 | 0.33 | 0.32 | 0.44 | 0.45 | 0.43 | 0.38 | 0.4 | 0.39 | 0.4 | 0.5 | 1.0 | 0.73 | 0.39 | 0.32 |
OHI | 0.67 | 0.37 | 0.43 | 0.36 | 0.36 | 0.36 | 0.5 | 0.52 | 0.45 | 0.37 | 0.46 | 0.45 | 0.49 | 0.53 | 0.73 | 1.0 | 0.45 | 0.36 |
IBM | 0.72 | 0.33 | 0.45 | 0.36 | 0.44 | 0.4 | 0.47 | 0.41 | 0.41 | 0.5 | 0.43 | 0.43 | 0.47 | 0.47 | 0.39 | 0.45 | 1.0 | 0.44 |
QCOM | 0.56 | 0.33 | 0.35 | 0.27 | 0.36 | 0.31 | 0.37 | 0.33 | 0.33 | 0.33 | 0.38 | 0.36 | 0.28 | 0.38 | 0.32 | 0.36 | 0.44 | 1.0 |
Portfolio Securities From: 2011-08-01 To: 2013-07-31 Trading Days: 503 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | 17.4% | 18.3% | 1.0 | 1.0 | 0.95 | 1.37 | 17.0% | 2.2% | SPDR S&P500 (Total Return) |
AWK | 25.7% | 19.0% | 0.61 | 0.63 | 1.36 | 1.61 | 27.0% | 1.98% | American Water Works Company, I |
CTWS | 16.0% | 28.9% | 0.53 | 0.84 | 0.55 | 1.27 | 12.6% | 2.52% | Connecticut Water Service, Inc. |
BGS | 40.8% | 29.0% | 0.56 | 0.88 | 1.4 | 2.07 | 44.2% | 4.81% | B&G Foods, Inc. B&G Foods, Inc. |
MO | 21.4% | 16.1% | 0.61 | 0.54 | 1.32 | 1.49 | 22.2% | 3.67% | Altria Group, Inc. |
COP | 15.1% | 21.7% | 0.82 | 0.97 | 0.7 | 1.29 | 13.6% | 2.74% | ConocoPhillips Common Stock |
CVX | 14.7% | 22.3% | 0.85 | 1.04 | 0.66 | 1.27 | 13.0% | 4.91% | Chevron Corporation Common Stoc |
RLI | 25.4% | 21.9% | 0.71 | 0.84 | 1.16 | 1.58 | 25.9% | 1.19% | RLI Corp. Common Stock |
CBU | 21.8% | 28.1% | 0.8 | 1.22 | 0.78 | 1.43 | 19.5% | 3.24% | Community Bank System, Inc. Com |
LLY | 23.3% | 19.4% | 0.61 | 0.65 | 1.2 | 1.53 | 23.9% | 2.76% | Eli Lilly and Company Common St |
BMY | 26.7% | 20.2% | 0.57 | 0.63 | 1.32 | 1.64 | 28.0% | 2.34% | Bristol-Myers Squibb Company Co |
PBI | 3.9% | 38.2% | 0.53 | 1.11 | 0.1 | 0.94 | -3.3% | 4.0% | Pitney Bowes Inc. Common Stock |
WM | 20.9% | 21.1% | 0.71 | 0.82 | 0.99 | 1.45 | 20.5% | 2.87% | Waste Management, Inc. Common S |
DD | 12.3% | 25.1% | 0.84 | 1.15 | 0.49 | 1.2 | 9.6% | 2.45% | E.I. du Pont de Nemours and Com |
FCX | -17.5% | 41.1% | 0.73 | 1.64 | -0.43 | 0.6 | -22.9% | 9.78% | Freeport-McMoRan, Inc. Common S |
HPT | 17.6% | 29.4% | 0.8 | 1.28 | 0.6 | 1.3 | 14.3% | 7.85% | Hospitality Properties Trust Co |
OHI | 41.0% | 30.1% | 0.73 | 1.2 | 1.36 | 2.06 | 43.9% | 6.93% | Omega Healthcare Investors, Inc |
MXIM | 18.2% | 26.6% | 0.64 | 0.92 | 0.69 | 1.34 | 15.9% | 3.45% | Maxim Integrated Products, Inc. |
GRMN | 19.4% | 27.8% | 0.54 | 0.82 | 0.7 | 1.36 | 16.8% | 4.99% | Garmin Ltd. |
VZ | 22.3% | 17.1% | 0.62 | 0.58 | 1.31 | 1.52 | 23.2% | 4.34% | Verizon Communications Inc. Com |
T | 15.6% | 16.6% | 0.68 | 0.61 | 0.94 | 1.33 | 15.3% | 5.09% | AT&T Inc. |
POM | 11.6% | 17.5% | 0.7 | 0.67 | 0.66 | 1.22 | 10.6% | 4.56% | PEPCO Holdings, Inc Common Stoc |
DUK | 17.6% | 14.3% | 0.58 | 0.45 | 1.23 | 1.39 | 18.0% | 4.48% | Duke Energy Corporation (Holdin |
MVO | -8.3% | 34.1% | 0.52 | 0.96 | -0.24 | 0.75 | -13.2% | 7.71% | MV Oil Trust Units of Beneficia |
KKR | 33.0% | 39.6% | 0.75 | 1.61 | 0.83 | 1.65 | 28.5% | 5.01% | KKR & Co. L.P. Common Units Rep |
PTTRX | 3.6% | 3.5% | -0.15 | -0.03 | 1.01 | 1.07 | 3.6% | 3.16% | Pimco Total Return |
OAKBX | 10.3% | 13.7% | 0.97 | 0.72 | 0.75 | 1.2 | 9.8% | 1.17% | Oakmark Equity Income |
PRPFX | -1.2% | 10.5% | 0.72 | 0.41 | -0.11 | 0.97 | -1.7% | 1.09% | Permanent Portfolio |
BIV | 3.4% | 4.8% | -0.43 | -0.11 | 0.71 | 1.07 | 3.3% | 2.7% | Vanguard Intermediate-Term Bond |
VCIT | 4.6% | 4.9% | -0.04 | -0.01 | 0.93 | 1.09 | 4.5% | 4.5% | Vanguard Intermediate-Term Corp |
Correlations
SPY | AWK | CTWS | BGS | MO | COP | CVX | RLI | CBU | LLY | BMY | PBI | WM | DD | FCX | HPT | OHI | MXIM | GRMN | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.61 | 0.53 | 0.56 | 0.61 | 0.82 | 0.85 | 0.71 | 0.8 | 0.61 | 0.57 | 0.53 | 0.71 | 0.84 | 0.73 | 0.8 | 0.73 | 0.64 | 0.54 |
AWK | 0.61 | 1.0 | 0.43 | 0.45 | 0.49 | 0.51 | 0.48 | 0.51 | 0.54 | 0.37 | 0.35 | 0.29 | 0.47 | 0.47 | 0.39 | 0.58 | 0.52 | 0.33 | 0.31 |
CTWS | 0.53 | 0.43 | 1.0 | 0.41 | 0.38 | 0.42 | 0.42 | 0.52 | 0.59 | 0.35 | 0.32 | 0.29 | 0.45 | 0.45 | 0.38 | 0.46 | 0.5 | 0.32 | 0.27 |
BGS | 0.56 | 0.45 | 0.41 | 1.0 | 0.43 | 0.47 | 0.47 | 0.44 | 0.5 | 0.38 | 0.34 | 0.29 | 0.41 | 0.48 | 0.39 | 0.5 | 0.48 | 0.37 | 0.24 |
MO | 0.61 | 0.49 | 0.38 | 0.43 | 1.0 | 0.49 | 0.52 | 0.48 | 0.46 | 0.46 | 0.52 | 0.31 | 0.48 | 0.48 | 0.34 | 0.5 | 0.46 | 0.33 | 0.3 |
COP | 0.82 | 0.51 | 0.42 | 0.47 | 0.49 | 1.0 | 0.84 | 0.57 | 0.67 | 0.49 | 0.47 | 0.4 | 0.61 | 0.69 | 0.62 | 0.64 | 0.59 | 0.47 | 0.45 |
CVX | 0.85 | 0.48 | 0.42 | 0.47 | 0.52 | 0.84 | 1.0 | 0.6 | 0.65 | 0.55 | 0.48 | 0.48 | 0.61 | 0.74 | 0.66 | 0.66 | 0.59 | 0.5 | 0.46 |
RLI | 0.71 | 0.51 | 0.52 | 0.44 | 0.48 | 0.57 | 0.6 | 1.0 | 0.71 | 0.47 | 0.43 | 0.39 | 0.6 | 0.59 | 0.46 | 0.62 | 0.62 | 0.4 | 0.37 |
CBU | 0.8 | 0.54 | 0.59 | 0.5 | 0.46 | 0.67 | 0.65 | 0.71 | 1.0 | 0.47 | 0.43 | 0.45 | 0.62 | 0.66 | 0.55 | 0.7 | 0.67 | 0.46 | 0.43 |
LLY | 0.61 | 0.37 | 0.35 | 0.38 | 0.46 | 0.49 | 0.55 | 0.47 | 0.47 | 1.0 | 0.54 | 0.3 | 0.43 | 0.51 | 0.38 | 0.48 | 0.46 | 0.4 | 0.27 |
BMY | 0.57 | 0.35 | 0.32 | 0.34 | 0.52 | 0.47 | 0.48 | 0.43 | 0.43 | 0.54 | 1.0 | 0.26 | 0.44 | 0.47 | 0.34 | 0.43 | 0.41 | 0.33 | 0.22 |
PBI | 0.53 | 0.29 | 0.29 | 0.29 | 0.31 | 0.4 | 0.48 | 0.39 | 0.45 | 0.3 | 0.26 | 1.0 | 0.44 | 0.46 | 0.42 | 0.42 | 0.4 | 0.32 | 0.3 |
WM | 0.71 | 0.47 | 0.45 | 0.41 | 0.48 | 0.61 | 0.61 | 0.6 | 0.62 | 0.43 | 0.44 | 0.44 | 1.0 | 0.56 | 0.5 | 0.62 | 0.59 | 0.43 | 0.36 |
DD | 0.84 | 0.47 | 0.45 | 0.48 | 0.48 | 0.69 | 0.74 | 0.59 | 0.66 | 0.51 | 0.47 | 0.46 | 0.56 | 1.0 | 0.68 | 0.66 | 0.62 | 0.53 | 0.44 |
FCX | 0.73 | 0.39 | 0.38 | 0.39 | 0.34 | 0.62 | 0.66 | 0.46 | 0.55 | 0.38 | 0.34 | 0.42 | 0.5 | 0.68 | 1.0 | 0.56 | 0.55 | 0.5 | 0.4 |
HPT | 0.8 | 0.58 | 0.46 | 0.5 | 0.5 | 0.64 | 0.66 | 0.62 | 0.7 | 0.48 | 0.43 | 0.42 | 0.62 | 0.66 | 0.56 | 1.0 | 0.78 | 0.49 | 0.39 |
OHI | 0.73 | 0.52 | 0.5 | 0.48 | 0.46 | 0.59 | 0.59 | 0.62 | 0.67 | 0.46 | 0.41 | 0.4 | 0.59 | 0.62 | 0.55 | 0.78 | 1.0 | 0.42 | 0.37 |
MXIM | 0.64 | 0.33 | 0.32 | 0.37 | 0.33 | 0.47 | 0.5 | 0.4 | 0.46 | 0.4 | 0.33 | 0.32 | 0.43 | 0.53 | 0.5 | 0.49 | 0.42 | 1.0 | 0.41 |
GRMN | 0.54 | 0.31 | 0.27 | 0.24 | 0.3 | 0.45 | 0.46 | 0.37 | 0.43 | 0.27 | 0.22 | 0.3 | 0.36 | 0.44 | 0.4 | 0.39 | 0.37 | 0.41 | 1.0 |
Portfolio Securities From: 2013-07-31 To: 2015-07-31 Trading Days: 505 Calendar Years: 2.0
Symbol | Arith Mean | Std Dev | Corr | Beta | Ratio | Gain | Geom Mean | Div | Name |
---|---|---|---|---|---|---|---|---|---|
SPY | 13.6% | 11.2% | 1.0 | 1.0 | 1.22 | 1.3 | 13.9% | 2.2% | SPDR S&P500 (Total Return) |
PPC | 29.9% | 40.3% | 0.37 | 1.31 | 0.74 | 1.54 | 24.2% | 26.66% | Pilgrim's Pride Corporation |
MSEX | 9.2% | 20.0% | 0.44 | 0.78 | 0.46 | 1.16 | 7.5% | 2.87% | Middlesex Water Company |
PG | 1.7% | 12.9% | 0.53 | 0.61 | 0.13 | 1.02 | 0.8% | 3.21% | Procter & Gamble Company (The) |
KMB | 13.9% | 14.7% | 0.53 | 0.69 | 0.95 | 1.29 | 13.7% | 2.8% | Kimberly-Clark Corporation Comm |
COP | -6.3% | 21.1% | 0.59 | 1.11 | -0.3 | 0.84 | -8.2% | 2.74% | ConocoPhillips Common Stock |
WMB | 30.7% | 32.4% | 0.39 | 1.13 | 0.95 | 1.67 | 29.4% | 14.94% | Williams Companies, Inc. (The) |
NYCB | 18.7% | 14.8% | 0.62 | 0.82 | 1.27 | 1.42 | 19.3% | 4.3% | New York Community Bancorp, Inc |
PACW | 19.0% | 21.9% | 0.55 | 1.07 | 0.87 | 1.39 | 18.1% | 5.81% | PacWest Bancorp |
ABBV | 27.8% | 24.4% | 0.59 | 1.29 | 1.14 | 1.64 | 28.1% | 4.09% | AbbVie Inc. Common Stock |
PFE | 14.6% | 15.2% | 0.62 | 0.84 | 0.96 | 1.31 | 14.4% | 4.0% | Pfizer, Inc. Common Stock |
LMT | 31.9% | 16.6% | 0.64 | 0.95 | 1.92 | 1.84 | 35.7% | 3.04% | Lockheed Martin Corporation Com |
WM | 14.1% | 14.2% | 0.58 | 0.74 | 0.99 | 1.3 | 13.9% | 2.87% | Waste Management, Inc. Common S |
WY | 8.5% | 17.1% | 0.52 | 0.79 | 0.5 | 1.15 | 7.3% | 4.58% | Weyerhaeuser Company Common Sto |
RAI | 33.9% | 19.0% | 0.49 | 0.83 | 1.78 | 1.9 | 37.8% | 3.33% | Reynolds American Inc Common St |
STWD | 11.9% | 13.3% | 0.38 | 0.45 | 0.9 | 1.25 | 11.7% | 10.62% | STARWOOD PROPERTY TRUST, INC. S |
OHI | 14.1% | 20.0% | 0.27 | 0.47 | 0.7 | 1.27 | 12.8% | 6.93% | Omega Healthcare Investors, Inc |
MXIM | 14.8% | 22.8% | 0.46 | 0.93 | 0.65 | 1.28 | 12.9% | 3.45% | Maxim Integrated Products, Inc. |
GRMN | 8.8% | 25.6% | 0.42 | 0.96 | 0.34 | 1.12 | 5.6% | 4.99% | Garmin Ltd. |
VZ | 2.8% | 14.8% | 0.51 | 0.67 | 0.19 | 1.03 | 1.7% | 4.34% | Verizon Communications Inc. Com |
T | 5.6% | 14.4% | 0.5 | 0.65 | 0.39 | 1.1 | 4.7% | 5.09% | AT&T Inc. |
SO | 5.6% | 14.3% | 0.33 | 0.42 | 0.39 | 1.1 | 4.7% | 4.52% | Southern Company (The) Common S |
DUK | 7.6% | 15.0% | 0.33 | 0.45 | 0.51 | 1.14 | 6.7% | 4.48% | Duke Energy Corporation (Holdin |
TCAP | -2.9% | 21.4% | 0.32 | 0.62 | -0.13 | 0.9 | -5.0% | 11.41% | Triangle Capital Corporation Co |
KKR | 18.9% | 22.7% | 0.57 | 1.15 | 0.83 | 1.38 | 17.7% | 5.01% | KKR & Co. L.P. Common Units Rep |
PTTRX | 3.5% | 3.4% | -0.18 | -0.05 | 1.03 | 1.07 | 3.5% | 3.16% | Pimco Total Return |
OAKBX | 8.5% | 8.1% | 0.95 | 0.68 | 1.05 | 1.18 | 8.5% | 1.17% | Oakmark Equity Income |
PRPFX | -0.6% | 6.8% | 0.45 | 0.27 | -0.09 | 0.98 | -0.8% | 1.09% | Permanent Portfolio |
BIV | 4.1% | 4.3% | -0.23 | -0.09 | 0.95 | 1.08 | 4.1% | 2.7% | Vanguard Intermediate-Term Bond |
VCIT | 4.5% | 4.3% | -0.12 | -0.05 | 1.04 | 1.09 | 4.5% | 3.45% | Vanguard Intermediate-Term Corp |
Correlations
SPY | PPC | MSEX | PG | KMB | COP | WMB | NYCB | PACW | ABBV | PFE | LMT | WM | WY | RAI | STWD | OHI | MXIM | GRMN | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY | 1.0 | 0.37 | 0.44 | 0.53 | 0.53 | 0.59 | 0.39 | 0.62 | 0.55 | 0.59 | 0.62 | 0.64 | 0.58 | 0.52 | 0.49 | 0.38 | 0.27 | 0.46 | 0.42 |
PPC | 0.37 | 1.0 | 0.15 | 0.23 | 0.23 | 0.21 | 0.13 | 0.24 | 0.19 | 0.28 | 0.26 | 0.23 | 0.24 | 0.18 | 0.25 | 0.18 | 0.12 | 0.23 | 0.12 |
MSEX | 0.44 | 0.15 | 1.0 | 0.26 | 0.2 | 0.22 | 0.23 | 0.33 | 0.33 | 0.28 | 0.21 | 0.29 | 0.27 | 0.22 | 0.25 | 0.14 | 0.18 | 0.19 | 0.21 |
PG | 0.53 | 0.23 | 0.26 | 1.0 | 0.63 | 0.26 | 0.17 | 0.27 | 0.17 | 0.26 | 0.38 | 0.4 | 0.34 | 0.3 | 0.43 | 0.24 | 0.3 | 0.23 | 0.22 |
KMB | 0.53 | 0.23 | 0.2 | 0.63 | 1.0 | 0.23 | 0.17 | 0.33 | 0.2 | 0.33 | 0.36 | 0.39 | 0.37 | 0.36 | 0.41 | 0.28 | 0.32 | 0.21 | 0.2 |
COP | 0.59 | 0.21 | 0.22 | 0.26 | 0.23 | 1.0 | 0.42 | 0.38 | 0.31 | 0.29 | 0.31 | 0.28 | 0.29 | 0.16 | 0.23 | 0.18 | 0.04 | 0.22 | 0.26 |
WMB | 0.39 | 0.13 | 0.23 | 0.17 | 0.17 | 0.42 | 1.0 | 0.23 | 0.19 | 0.21 | 0.2 | 0.21 | 0.18 | 0.15 | 0.19 | 0.09 | 0.01 | 0.16 | 0.19 |
NYCB | 0.62 | 0.24 | 0.33 | 0.27 | 0.33 | 0.38 | 0.23 | 1.0 | 0.61 | 0.33 | 0.34 | 0.41 | 0.31 | 0.28 | 0.24 | 0.21 | 0.06 | 0.24 | 0.22 |
PACW | 0.55 | 0.19 | 0.33 | 0.17 | 0.2 | 0.31 | 0.19 | 0.61 | 1.0 | 0.3 | 0.28 | 0.3 | 0.28 | 0.23 | 0.21 | 0.19 | 0.02 | 0.26 | 0.23 |
ABBV | 0.59 | 0.28 | 0.28 | 0.26 | 0.33 | 0.29 | 0.21 | 0.33 | 0.3 | 1.0 | 0.46 | 0.39 | 0.34 | 0.34 | 0.31 | 0.27 | 0.19 | 0.3 | 0.25 |
PFE | 0.62 | 0.26 | 0.21 | 0.38 | 0.36 | 0.31 | 0.2 | 0.34 | 0.28 | 0.46 | 1.0 | 0.41 | 0.41 | 0.31 | 0.39 | 0.28 | 0.22 | 0.28 | 0.22 |
LMT | 0.64 | 0.23 | 0.29 | 0.4 | 0.39 | 0.28 | 0.21 | 0.41 | 0.3 | 0.39 | 0.41 | 1.0 | 0.47 | 0.36 | 0.3 | 0.29 | 0.22 | 0.26 | 0.3 |
WM | 0.58 | 0.24 | 0.27 | 0.34 | 0.37 | 0.29 | 0.18 | 0.31 | 0.28 | 0.34 | 0.41 | 0.47 | 1.0 | 0.35 | 0.37 | 0.26 | 0.22 | 0.29 | 0.19 |
WY | 0.52 | 0.18 | 0.22 | 0.3 | 0.36 | 0.16 | 0.15 | 0.28 | 0.23 | 0.34 | 0.31 | 0.36 | 0.35 | 1.0 | 0.25 | 0.38 | 0.38 | 0.2 | 0.2 |
RAI | 0.49 | 0.25 | 0.25 | 0.43 | 0.41 | 0.23 | 0.19 | 0.24 | 0.21 | 0.31 | 0.39 | 0.3 | 0.37 | 0.25 | 1.0 | 0.24 | 0.26 | 0.23 | 0.19 |
STWD | 0.38 | 0.18 | 0.14 | 0.24 | 0.28 | 0.18 | 0.09 | 0.21 | 0.19 | 0.27 | 0.28 | 0.29 | 0.26 | 0.38 | 0.24 | 1.0 | 0.37 | 0.14 | 0.12 |
OHI | 0.27 | 0.12 | 0.18 | 0.3 | 0.32 | 0.04 | 0.01 | 0.06 | 0.02 | 0.19 | 0.22 | 0.22 | 0.22 | 0.38 | 0.26 | 0.37 | 1.0 | 0.11 | 0.14 |
MXIM | 0.46 | 0.23 | 0.19 | 0.23 | 0.21 | 0.22 | 0.16 | 0.24 | 0.26 | 0.3 | 0.28 | 0.26 | 0.29 | 0.2 | 0.23 | 0.14 | 0.11 | 1.0 | 0.27 |
GRMN | 0.42 | 0.12 | 0.21 | 0.22 | 0.2 | 0.26 | 0.19 | 0.22 | 0.23 | 0.25 | 0.22 | 0.3 | 0.19 | 0.2 | 0.19 | 0.12 | 0.14 | 0.27 | 1.0 |
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