商品贴水 · 期货报表
策略:持有连1主力合约,按主力切换日自动展期,不考虑资金成本。绩效基于连续合约日收益率计算(年化252交易日)。数据截至 2026-03-13。
品种概览
点击行选择品种在净值图中叠加;点击表头排序
| 品种 | 类别 | 起始 | 年化收益 (贴水/价格) | 最大回撤 | 年化波动 | 夏普 | 主力合约 | 次月合约 | 月差 | 年化贴水↓ | 1Y分位 | 信号 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 燃油 | 能源 | 2017-11-23 | +5.3% 贴+2.5%|价+2.8% | -61.4% | +36.6% | +0.09 | FU2605 4762.0 | FU2606 4399.0 | +363.0 | +91.5% | 100% | 强贴水 |
| ●低硫燃油 | 能源 | 2020-06-22 | +27.5% 贴+11.0%|价+16.5% | -33.4% | +35.2% | +0.72 | LU2605 5607.0 | LU2606 5206.0 | +401.0 | +85.8% | 100% | 强贴水 |
| 鸡蛋 | 农业 | 2017-12-12 | -13.1% 贴-11.9%|价-1.2% | -75.4% | +19.8% | -0.76 | JD2605 3456.0 | JD2606 3273.0 | +183.0 | +63.5% | 89% | 强贴水 |
| 聚丙烯 | 化工 | 2017-12-12 | +3.0% 贴+3.8%|价-0.8% | -36.9% | +18.0% | +0.05 | PP2605 8581.0 | PP2606 8207.0 | +374.0 | +52.3% | 99% | 强贴水 |
| ●豆粕 | 农业 | 2017-12-12 | +10.1% 贴+8.7%|价+1.3% | -27.4% | +18.5% | +0.43 | M2605 3132.0 | M2607 2947.0 | +185.0 | +35.4% | 100% | 强贴水 |
| 沥青 | 能源 | 2017-12-12 | +6.2% 贴+0.1%|价+6.1% | -50.0% | +28.4% | +0.15 | BU2606 4035.0 | BU2607 3953.0 | +82.0 | +24.4% | 98% | 强贴水 |
| 塑料 | 化工 | 2017-12-12 | +0.4% 贴+2.1%|价-1.7% | -41.7% | +17.4% | -0.09 | L2605 8430.0 | L2606 8301.0 | +129.0 | +18.4% | 99% | 强贴水 |
| ●铁矿石 | 黑色 | 2017-12-12 | +26.9% 贴+19.5%|价+7.4% | -56.6% | +35.0% | +0.71 | I2605 815.0 | I2606 804.0 | +11.0 | +16.2% | 97% | 强贴水 |
| 乙二醇 | 化工 | 2018-12-10 | -6.5% 贴-3.8%|价-2.7% | -62.0% | +26.0% | -0.33 | EG2605 4740.0 | EG2606 4683.0 | +57.0 | +14.4% | 99% | 强贴水 |
| 中证1000 | 股指 | 2022-07-22 | +15.3% 贴+10.6%|价+4.8% | -38.3% | +25.5% | +0.52 | IM2603 8204.0 | IM2604 8137.2 | +66.8 | +9.8% | 20% | 强贴水 |
| 中证500 | 股指 | 2017-12-12 | +12.2% 贴+8.7%|价+3.5% | -36.5% | +23.4% | +0.44 | IC2603 8229.8 | IC2604 8182.6 | +47.2 | +6.9% | 16% | 强贴水 |
| 不锈钢 | 有色 | 2019-09-25 | +3.3% 贴+5.2%|价-1.9% | -35.9% | +21.7% | +0.06 | SS2605 14270.0 | SS2606 14210.0 | +60.0 | +5.0% | 96% | 强贴水 |
| 豆油 | 农业 | 2017-12-12 | +9.8% 贴+4.7%|价+5.1% | -37.2% | +19.7% | +0.39 | Y2605 8708.0 | Y2607 8636.0 | +72.0 | +5.0% | 78% | 贴水 |
| 沪深300 | 股指 | 2017-12-12 | +5.1% 贴+3.4%|价+1.7% | -41.7% | +20.7% | +0.15 | IF2603 4659.8 | IF2604 4641.2 | +18.6 | +4.8% | 74% | 贴水 |
| 白银 | 贵金属 | 2017-12-12 | +21.4% 贴-2.3%|价+23.7% | -43.0% | +29.8% | +0.65 | AG2606 21676.0 | AG2607 21593.0 | +83.0 | +4.6% | 91% | 贴水 |
| 橡胶 | 化工 | 2017-12-12 | -9.8% 贴-11.7%|价+1.9% | -63.5% | +22.6% | -0.52 | RU2605 16990.0 | RU2606 16955.0 | +35.0 | +2.5% | 86% | 贴水 |
| 棕榈油 | 农业 | 2017-12-12 | +16.1% 贴+7.6%|价+8.5% | -45.2% | +25.9% | +0.54 | P2605 9776.0 | P2606 9764.0 | +12.0 | +1.5% | 41% | 贴水 |
| 十年国债 | 国债 | 2017-12-12 | +3.2% 贴+1.1%|价+2.0% | -5.0% | +3.0% | +0.38 | T2606 108.2 | T2609 108.2 | +0.0 | +0.1% | 58% | 贴水 |
| 热卷 | 黑色 | 2017-12-12 | +5.8% 贴+8.0%|价-2.2% | -47.9% | +21.0% | +0.18 | HC2605 3298.0 | HC2606 3301.0 | -3.0 | -1.1% | 46% | 平水 |
| 黄金 | 贵金属 | 2017-12-12 | +17.7% 贴-1.7%|价+19.4% | -21.2% | +15.4% | +1.01 | AU2604 1141.6 | AU2605 1142.6 | -1.0 | -1.1% | 87% | 平水 |
| 镍 | 有色 | 2017-12-12 | +10.0% 贴+4.8%|价+5.3% | -45.3% | +31.4% | +0.26 | NI2605 138530.0 | NI2606 138660.0 | -130.0 | -1.1% | 76% | 平水 |
| 铜 | 有色 | 2017-12-12 | +9.0% 贴+0.3%|价+8.7% | -35.2% | +17.1% | +0.41 | CU2604 100600.0 | CU2605 100750.0 | -150.0 | -1.8% | 15% | 平水 |
| 锌 | 有色 | 2017-12-12 | +4.8% 贴+5.3%|价-0.5% | -33.9% | +19.6% | +0.14 | ZN2604 24220.0 | ZN2605 24260.0 | -40.0 | -2.0% | 18% | 平水 |
| 原油 | 能源 | 2018-03-26 | +6.1% 贴-1.7%|价+7.7% | -74.5% | +36.5% | +0.11 | SC2604 753.1 | SC2605 754.5 | -1.4 | -2.2% | 33% | 平水 |
| 螺纹钢 | 黑色 | 2017-12-12 | +3.3% 贴+6.2%|价-2.9% | -51.1% | +21.9% | +0.06 | RB2605 3141.0 | RB2606 3147.0 | -6.0 | -2.3% | 66% | 平水 |
| 玉米 | 农业 | 2017-12-12 | +1.1% 贴-2.6%|价+3.7% | -32.8% | +10.9% | -0.09 | C2605 2389.0 | C2607 2401.0 | -12.0 | -3.0% | 45% | 升水 |
| PVC | 化工 | 2017-12-12 | -2.4% 贴-0.4%|价-2.0% | -71.8% | +21.2% | -0.21 | V2605 5729.0 | V2606 5744.0 | -15.0 | -3.1% | 98% | 升水 |
| 铝 | 有色 | 2017-12-12 | +8.5% 贴+1.2%|价+7.3% | -30.7% | +17.3% | +0.38 | AL2604 25195.0 | AL2605 25285.0 | -90.0 | -4.3% | 4% | 升水 |
| 纸浆 | 轻工 | 2018-11-27 | -0.0% 贴+0.1%|价-0.1% | -37.7% | +20.3% | -0.10 | SP2605 5268.0 | SP2606 5290.0 | -22.0 | -5.0% | 12% | 升水 |
| 焦炭 | 黑色 | 2017-12-12 | +4.9% 贴+7.9%|价-3.0% | -61.5% | +34.1% | +0.08 | J2605 1743.5 | J2606 1776.0 | -32.5 | -22.4% | 19% | 升水 |
| 焦煤 | 黑色 | 2017-12-12 | +6.8% 贴+8.0%|价-1.2% | -72.4% | +36.8% | +0.13 | JM2605 1178.5 | JM2606 1201.0 | -22.5 | -22.9% | 30% | 升水 |
| 生猪 | 农业 | 2021-01-08 | -30.8% 贴-16.9%|价-13.9% | -85.4% | +24.6% | -1.34 | LH2605 11160.0 | LH2607 12330.0 | -1170.0 | -62.9% | 0% | 升水 |
年化收益 >20%10-20%5-10%<0%共 32 个品种 · 夏普使用 2% 无风险利率 · 月差 = 主力价 - 次主力价
净值曲线(连1滚动持有)
初始净值=1,按日复利;点击上方表格行选择品种叠加对比
在下方表格中点击品种行选择叠加对比
年化展期收益率走势
基于主力/次主力价差,年化展期收益率 5 年历史走势
月历效应:各月平均 / 中位月涨跌幅
每个品种显示均值(上)和中位数(下)两行,基于全历史主力连续价格对数月收益率(%)
| 品种 | 类别 | 统计 | 01月 | 02月 | 03月 | 04月 | 05月 | 06月 | 07月 | 08月 | 09月 | 10月 | 11月 | 12月 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 白银 | 贵金属 | 均值 | 9.4% | -4.0% | 1.6% | 2.8% | 1.9% | -2.8% | 0.4% | -0.6% | 2.5% | 2.5% | 3.4% | 6.9% |
| 中位 | -0.8% | -2.3% | 4.5% | 4.7% | -0.2% | -3.4% | -0.7% | -0.0% | 5.5% | 2.3% | 5.5% | 1.1% | ||
| 铝 | 有色 | 均值 | 3.1% | -0.3% | 1.2% | 0.1% | -0.0% | -1.6% | -0.1% | 2.4% | 2.8% | -3.0% | -0.9% | 2.2% |
| 中位 | 3.1% | -0.8% | 0.8% | -1.4% | 0.3% | -1.0% | 0.1% | 1.9% | 1.6% | -0.2% | -2.2% | 4.3% | ||
| 黄金 | 贵金属 | 均值 | 5.0% | 1.6% | 3.4% | 3.1% | 0.2% | -2.5% | 1.0% | 0.8% | 2.1% | 2.5% | 0.9% | 1.3% |
| 中位 | 2.4% | 0.9% | 3.9% | 2.3% | -1.3% | -1.0% | 1.4% | 1.0% | 1.1% | 1.1% | 0.3% | 1.3% | ||
| 沥青 | 能源 | 均值 | 4.2% | -3.8% | 2.2% | 0.9% | 3.1% | 1.7% | -0.8% | -4.7% | 0.5% | -5.1% | -4.4% | 5.2% |
| 中位 | 0.9% | -1.7% | -0.9% | 0.3% | 2.7% | 0.4% | -2.4% | -4.1% | 2.2% | -3.7% | -7.8% | 2.3% | ||
| 铜 | 有色 | 均值 | 3.6% | 0.2% | 1.1% | 2.9% | -0.4% | -3.7% | -1.4% | -0.3% | 1.2% | 0.7% | 0.1% | 2.6% |
| 中位 | 3.0% | 0.1% | 1.6% | -0.1% | 0.1% | -4.5% | -2.0% | -1.3% | 0.3% | 1.5% | 0.1% | 0.9% | ||
| 玉米 | 农业 | 均值 | 1.3% | 1.9% | -2.0% | 2.0% | -1.0% | 0.4% | -2.9% | -0.7% | -2.1% | 1.5% | 0.4% | -0.3% |
| 中位 | 1.9% | 2.6% | -2.2% | 3.6% | -1.0% | 2.1% | -2.7% | -0.3% | -2.0% | 2.3% | 0.7% | -0.4% | ||
| 乙二醇 | 化工 | 均值 | 4.2% | -4.3% | 1.9% | -3.5% | 1.5% | -3.1% | 3.5% | -2.5% | 3.6% | -7.2% | -2.5% | 3.2% |
| 中位 | 4.8% | -2.9% | -3.5% | -3.2% | 3.2% | -1.3% | 3.9% | -0.3% | -0.8% | -4.4% | -0.2% | 3.8% | ||
| 燃油 | 能源 | 均值 | 7.7% | -0.5% | 9.0% | 2.0% | -0.3% | 2.3% | -3.3% | -3.1% | 1.7% | -7.1% | -4.2% | 2.5% |
| 中位 | 6.5% | -0.1% | 4.1% | 2.9% | 3.1% | 2.9% | -1.4% | -3.1% | 1.8% | -9.6% | -2.8% | 3.4% | ||
| 热卷 | 黑色 | 均值 | 2.4% | -0.8% | 0.8% | -2.5% | -4.4% | 0.1% | 2.3% | -4.0% | 1.8% | -4.9% | 0.6% | -0.1% |
| 中位 | 1.5% | -1.8% | 1.3% | -4.3% | -3.9% | 2.6% | 6.5% | -4.7% | 2.2% | -3.1% | -0.2% | -1.2% | ||
| 中证500 | 股指 | 均值 | -1.9% | 5.6% | -2.5% | -3.6% | 0.1% | 1.2% | 0.3% | 1.0% | 4.4% | -1.4% | 0.5% | -0.8% |
| 中位 | 0.8% | 4.6% | -1.3% | -2.8% | 0.0% | 1.3% | 0.6% | -2.6% | -0.2% | -2.3% | 0.2% | -1.9% | ||
| 沪深300 | 股指 | 均值 | -1.1% | 1.9% | -2.1% | -2.1% | -0.1% | 1.2% | -1.3% | -0.5% | 3.5% | -4.0% | -0.0% | 0.2% |
| 中位 | 0.1% | 2.5% | -0.9% | -1.6% | 1.4% | 0.8% | -0.2% | -2.6% | 0.2% | -3.2% | -1.5% | -0.1% | ||
| 中证1000 | 股指 | 均值 | -1.2% | 6.3% | -1.7% | -3.0% | -2.3% | -1.4% | 1.7% | -1.3% | 4.0% | 0.1% | 1.5% | -3.4% |
| 中位 | 4.1% | 6.8% | -2.1% | -3.2% | -2.6% | 0.1% | 0.8% | -5.2% | -0.1% | -1.2% | 1.9% | -4.7% | ||
| 铁矿石 | 黑色 | 均值 | 4.0% | -5.4% | 3.0% | -1.9% | -1.1% | 0.6% | -1.0% | -7.7% | 1.8% | -5.3% | 5.6% | 3.0% |
| 中位 | 2.7% | -5.0% | 3.5% | -5.8% | -0.3% | 1.4% | 1.1% | -0.8% | 1.5% | -3.1% | 3.1% | 0.5% | ||
| 鸡蛋 | 农业 | 均值 | -1.5% | 2.6% | -2.3% | 8.4% | -0.4% | 3.7% | -2.3% | -6.4% | 1.1% | 1.6% | 0.5% | -7.7% |
| 中位 | 0.3% | 1.7% | -2.7% | 10.6% | -0.8% | 0.8% | -3.0% | -5.3% | 2.4% | 0.2% | 0.4% | -7.5% | ||
| 焦煤 | 黑色 | 均值 | -1.3% | 3.5% | -0.1% | -3.8% | -9.7% | 2.7% | 7.3% | -1.0% | 12.7% | -9.4% | -0.4% | -5.2% |
| 中位 | -2.0% | 3.4% | -0.4% | -7.6% | -8.7% | 8.2% | 7.3% | 3.3% | 12.8% | -12.7% | -4.9% | -6.8% | ||
| 焦炭 | 黑色 | 均值 | 1.1% | 0.8% | -1.4% | -1.4% | -8.3% | 1.9% | 3.0% | -2.2% | 8.6% | -6.6% | -1.4% | -0.2% |
| 中位 | -0.2% | 1.3% | -2.2% | -5.0% | -10.3% | 4.3% | 7.3% | -1.2% | 8.6% | -9.5% | -6.7% | -3.1% | ||
| 生猪 | 农业 | 均值 | -3.4% | 5.2% | -3.9% | 12.4% | -4.1% | -0.9% | 2.3% | -0.6% | -7.9% | 0.5% | -3.8% | -10.6% |
| 中位 | -4.1% | 4.9% | -3.5% | 8.6% | -2.2% | 2.2% | 1.6% | -2.0% | -6.7% | 1.4% | -1.8% | -11.4% | ||
| 低硫燃油 | 能源 | 均值 | 6.4% | -0.6% | 7.1% | -0.6% | 2.5% | 4.5% | -0.6% | -3.5% | 0.8% | -3.6% | -8.3% | 0.4% |
| 中位 | 5.5% | 0.5% | 1.2% | -1.9% | 4.4% | 5.6% | 0.6% | -4.7% | -1.2% | -1.7% | -7.5% | -2.0% | ||
| 塑料 | 化工 | 均值 | 2.0% | -2.1% | 2.3% | -3.4% | -1.5% | 1.1% | -0.2% | -1.5% | 4.2% | -5.0% | -0.2% | -0.7% |
| 中位 | 3.2% | -1.5% | -1.3% | -4.3% | -0.5% | 2.7% | 1.2% | -1.6% | 0.9% | -2.5% | -2.4% | -0.2% | ||
| 豆粕 | 农业 | 均值 | -0.3% | 1.2% | 2.0% | 2.1% | -0.1% | -0.2% | 0.9% | -2.6% | 0.9% | -0.4% | -0.9% | -7.4% |
| 中位 | 1.1% | 0.8% | 3.4% | 3.5% | 0.2% | -2.1% | 1.5% | -3.0% | -0.6% | -0.9% | 0.5% | -9.5% | ||
| 镍 | 有色 | 均值 | 2.8% | 0.7% | 1.7% | 3.7% | -3.4% | -5.0% | 2.1% | -1.5% | -1.1% | -2.1% | 0.6% | 5.1% |
| 中位 | 0.1% | 3.0% | -0.3% | 3.5% | -2.7% | -0.5% | 0.1% | -1.1% | -1.0% | -2.0% | 2.3% | 1.8% | ||
| 聚丙烯 | 化工 | 均值 | 2.6% | -1.7% | 2.6% | -2.4% | -1.6% | 0.5% | 0.3% | -1.3% | 3.8% | -6.2% | -1.9% | -0.0% |
| 中位 | 3.3% | -2.6% | -0.5% | -3.4% | -1.8% | 1.7% | 0.6% | -1.7% | -0.4% | -4.0% | -2.2% | -0.5% | ||
| 棕榈油 | 农业 | 均值 | 3.4% | 3.9% | -0.2% | -5.3% | -0.7% | -2.4% | 2.9% | 2.0% | -2.0% | 1.1% | 1.3% | -5.9% |
| 中位 | 1.5% | 4.9% | -1.0% | -10.9% | -0.9% | -1.6% | 0.6% | 3.1% | -1.5% | 2.6% | 2.7% | -4.1% | ||
| 螺纹钢 | 黑色 | 均值 | 2.3% | -1.4% | -0.3% | -0.3% | -5.2% | 0.2% | 1.6% | -4.7% | 3.3% | -6.7% | -0.0% | 2.4% |
| 中位 | 1.8% | -1.8% | 0.8% | -1.9% | -5.4% | 2.6% | 2.9% | -3.4% | 3.6% | -4.3% | 0.3% | 1.6% | ||
| 橡胶 | 化工 | 均值 | -0.8% | 0.6% | -2.6% | -4.8% | -0.4% | -0.6% | 0.2% | 7.9% | 3.7% | -3.0% | 2.0% | 0.0% |
| 中位 | -2.2% | 3.3% | -2.6% | -3.5% | 0.7% | -1.8% | 1.5% | 8.6% | 1.7% | -0.5% | 2.3% | -1.8% | ||
| 原油 | 能源 | 均值 | 6.1% | 0.5% | 7.1% | -2.2% | 1.6% | 4.7% | 0.7% | -2.0% | 1.3% | -3.6% | -8.7% | 0.3% |
| 中位 | 6.9% | 2.4% | 2.7% | -0.1% | 0.1% | 5.7% | -1.3% | -2.8% | -0.6% | -2.0% | -11.2% | -3.8% | ||
| 纸浆 | 轻工 | 均值 | 0.4% | -0.4% | -3.4% | -1.0% | -2.4% | -2.1% | 2.4% | -1.3% | 0.7% | -3.8% | 1.9% | 1.9% |
| 中位 | 1.8% | -0.6% | -1.9% | 4.4% | -2.7% | -1.5% | 4.3% | -1.1% | -1.9% | -4.4% | 0.7% | 2.4% | ||
| 不锈钢 | 有色 | 均值 | 3.8% | -0.3% | 1.0% | 0.1% | -0.9% | -1.8% | 3.5% | -2.1% | 2.1% | -2.0% | -3.6% | 1.1% |
| 中位 | 3.5% | -0.2% | 0.8% | 1.0% | 0.0% | -1.1% | 2.4% | -1.7% | 0.7% | -1.0% | -3.1% | 0.4% | ||
| 十年国债 | 国债 | 均值 | 0.4% | -0.3% | 0.2% | 0.5% | 0.1% | 0.2% | 0.7% | -0.2% | -0.5% | 0.3% | -0.3% | 0.7% |
| 中位 | 0.4% | -0.3% | 0.4% | 0.6% | 0.1% | 0.2% | 1.1% | -0.4% | -0.5% | 0.5% | 0.0% | 0.7% | ||
| PVC | 化工 | 均值 | 1.8% | -2.2% | 2.3% | -2.4% | -1.2% | -2.9% | 1.2% | -2.0% | 4.7% | -8.9% | -2.4% | 1.9% |
| 中位 | 3.1% | 0.0% | -2.0% | -3.3% | -3.1% | -1.4% | 5.3% | -1.9% | -0.5% | -5.3% | -3.4% | 2.4% | ||
| 豆油 | 农业 | 均值 | 1.8% | 1.1% | -2.6% | -0.1% | -0.9% | -0.6% | 1.4% | 1.9% | -1.7% | 0.3% | -0.7% | -5.5% |
| 中位 | 0.5% | 1.3% | -3.3% | -1.7% | -1.2% | -2.1% | 0.7% | 1.9% | -2.6% | 0.2% | 1.6% | -5.8% | ||
| 锌 | 有色 | 均值 | 2.4% | -2.1% | 0.5% | 1.0% | -1.0% | -1.4% | -0.0% | 1.1% | 0.8% | -1.1% | 0.1% | 1.8% |
| 中位 | 4.1% | -2.4% | -0.6% | 1.6% | -0.6% | -0.2% | 1.1% | -0.7% | 1.1% | -1.8% | -0.6% | 3.4% |
深绿 高正收益月深红 高负收益月
品种间相关性矩阵(滚动1年)
基于连1合约最近1年日涨跌幅计算
| 1 | 0.10 | 0.17 | 0.63 | 0.53 | 0.46 | 0.62 | 0.04 | 0.12 | 0.19 | 0.19 | 0.18 | 0.25 | 0.19 | 0.28 | 0.30 | 0.35 | 0.26 | 0.35 | 0.29 | 0.31 | 0.27 | 0.27 | 0.02 | 0.13 | 0.22 | 0.22 | 0.21 | 0.21 | 0.24 | 0.07 | -0.17 |
| 0.10 | 1 | 0.15 | 0.11 | 0.10 | 0.11 | 0.12 | 0.09 | 0.25 | 0.32 | 0.22 | 0.13 | 0.12 | 0.15 | 0.13 | 0.14 | 0.12 | 0.12 | 0.09 | 0.12 | 0.09 | 0.11 | 0.14 | 0.04 | 0.07 | 0.03 | 0.03 | 0.01 | 0.19 | 0.12 | 0.11 | -0.03 |
| 0.17 | 0.15 | 1 | 0.16 | 0.17 | 0.16 | 0.17 | 0.05 | 0.11 | 0.35 | 0.36 | 0.84 | 0.63 | 0.79 | 0.44 | 0.46 | 0.24 | 0.39 | 0.28 | 0.26 | 0.23 | 0.23 | 0.21 | 0.12 | 0.14 | 0.13 | 0.11 | 0.08 | 0.17 | 0.21 | 0.07 | -0.08 |
| 0.63 | 0.11 | 0.16 | 1 | 0.63 | 0.53 | 0.87 | 0.06 | 0.12 | 0.22 | 0.22 | 0.16 | 0.26 | 0.19 | 0.36 | 0.36 | 0.45 | 0.32 | 0.35 | 0.36 | 0.29 | 0.26 | 0.35 | 0.01 | 0.12 | 0.26 | 0.25 | 0.26 | 0.29 | 0.29 | 0.09 | -0.16 |
| 0.53 | 0.10 | 0.17 | 0.63 | 1 | 0.77 | 0.60 | 0.03 | 0.12 | 0.23 | 0.22 | 0.18 | 0.24 | 0.21 | 0.32 | 0.36 | 0.44 | 0.31 | 0.32 | 0.33 | 0.31 | 0.27 | 0.30 | 0.03 | 0.13 | 0.21 | 0.21 | 0.18 | 0.23 | 0.26 | 0.07 | -0.14 |
| 0.46 | 0.11 | 0.16 | 0.53 | 0.77 | 1 | 0.51 | 0.03 | 0.14 | 0.20 | 0.18 | 0.16 | 0.21 | 0.18 | 0.30 | 0.31 | 0.40 | 0.29 | 0.26 | 0.30 | 0.27 | 0.24 | 0.26 | 0.03 | 0.10 | 0.16 | 0.16 | 0.18 | 0.21 | 0.24 | 0.07 | -0.11 |
| 0.62 | 0.12 | 0.17 | 0.87 | 0.60 | 0.51 | 1 | 0.07 | 0.12 | 0.24 | 0.24 | 0.17 | 0.26 | 0.18 | 0.35 | 0.35 | 0.42 | 0.32 | 0.37 | 0.36 | 0.32 | 0.27 | 0.36 | 0.01 | 0.13 | 0.27 | 0.27 | 0.26 | 0.30 | 0.29 | 0.06 | -0.17 |
| 0.04 | 0.09 | 0.05 | 0.06 | 0.03 | 0.03 | 0.07 | 1 | 0.07 | 0.11 | 0.10 | 0.07 | 0.08 | 0.07 | 0.07 | 0.07 | 0.11 | 0.11 | 0.11 | 0.06 | 0.10 | 0.07 | 0.07 | 0.03 | 0.06 | 0.05 | 0.05 | 0.06 | 0.11 | 0.11 | 0.05 | -0.09 |
| 0.12 | 0.25 | 0.11 | 0.12 | 0.12 | 0.14 | 0.12 | 0.07 | 1 | 0.21 | 0.15 | 0.07 | 0.07 | 0.10 | 0.09 | 0.08 | 0.09 | 0.11 | 0.12 | 0.12 | 0.11 | 0.08 | 0.11 | 0.04 | 0.06 | 0.05 | 0.05 | 0.08 | 0.12 | 0.08 | 0.09 | -0.04 |
| 0.19 | 0.32 | 0.35 | 0.22 | 0.23 | 0.20 | 0.24 | 0.11 | 0.21 | 1 | 0.79 | 0.37 | 0.30 | 0.35 | 0.30 | 0.30 | 0.27 | 0.28 | 0.30 | 0.27 | 0.24 | 0.24 | 0.22 | 0.10 | 0.17 | 0.17 | 0.18 | 0.18 | 0.28 | 0.26 | 0.08 | -0.12 |
| 0.19 | 0.22 | 0.36 | 0.22 | 0.22 | 0.18 | 0.24 | 0.10 | 0.15 | 0.79 | 1 | 0.36 | 0.31 | 0.35 | 0.30 | 0.28 | 0.25 | 0.26 | 0.31 | 0.26 | 0.24 | 0.26 | 0.22 | 0.10 | 0.17 | 0.17 | 0.18 | 0.17 | 0.24 | 0.25 | 0.03 | -0.12 |
| 0.18 | 0.13 | 0.84 | 0.16 | 0.18 | 0.16 | 0.17 | 0.07 | 0.07 | 0.37 | 0.36 | 1 | 0.67 | 0.77 | 0.42 | 0.43 | 0.23 | 0.40 | 0.30 | 0.26 | 0.24 | 0.23 | 0.25 | 0.09 | 0.17 | 0.15 | 0.14 | 0.07 | 0.19 | 0.25 | 0.08 | -0.10 |
| 0.25 | 0.12 | 0.63 | 0.26 | 0.24 | 0.21 | 0.26 | 0.08 | 0.07 | 0.30 | 0.31 | 0.67 | 1 | 0.63 | 0.48 | 0.48 | 0.31 | 0.45 | 0.35 | 0.29 | 0.26 | 0.27 | 0.28 | 0.11 | 0.21 | 0.22 | 0.20 | 0.15 | 0.23 | 0.31 | 0.09 | -0.12 |
| 0.19 | 0.15 | 0.79 | 0.19 | 0.21 | 0.18 | 0.18 | 0.07 | 0.10 | 0.35 | 0.35 | 0.77 | 0.63 | 1 | 0.41 | 0.42 | 0.25 | 0.41 | 0.32 | 0.27 | 0.26 | 0.21 | 0.26 | 0.07 | 0.17 | 0.15 | 0.14 | 0.08 | 0.20 | 0.23 | 0.08 | -0.10 |
| 0.28 | 0.13 | 0.44 | 0.36 | 0.32 | 0.30 | 0.35 | 0.07 | 0.09 | 0.30 | 0.30 | 0.42 | 0.48 | 0.41 | 1 | 0.86 | 0.60 | 0.59 | 0.33 | 0.32 | 0.28 | 0.26 | 0.25 | 0.07 | 0.18 | 0.23 | 0.23 | 0.19 | 0.24 | 0.35 | 0.09 | -0.18 |
| 0.30 | 0.14 | 0.46 | 0.36 | 0.36 | 0.31 | 0.35 | 0.07 | 0.08 | 0.30 | 0.28 | 0.43 | 0.48 | 0.42 | 0.86 | 1 | 0.57 | 0.58 | 0.32 | 0.32 | 0.27 | 0.26 | 0.26 | 0.06 | 0.17 | 0.23 | 0.22 | 0.16 | 0.24 | 0.33 | 0.10 | -0.16 |
| 0.35 | 0.12 | 0.24 | 0.45 | 0.44 | 0.40 | 0.42 | 0.11 | 0.09 | 0.27 | 0.25 | 0.23 | 0.31 | 0.25 | 0.60 | 0.57 | 1 | 0.45 | 0.31 | 0.33 | 0.28 | 0.26 | 0.27 | 0.04 | 0.13 | 0.20 | 0.20 | 0.17 | 0.22 | 0.28 | 0.06 | -0.15 |
| 0.26 | 0.12 | 0.39 | 0.32 | 0.31 | 0.29 | 0.32 | 0.11 | 0.11 | 0.28 | 0.26 | 0.40 | 0.45 | 0.41 | 0.59 | 0.58 | 0.45 | 1 | 0.35 | 0.34 | 0.30 | 0.25 | 0.26 | 0.05 | 0.17 | 0.18 | 0.18 | 0.17 | 0.25 | 0.34 | 0.08 | -0.16 |
| 0.35 | 0.09 | 0.28 | 0.35 | 0.32 | 0.26 | 0.37 | 0.11 | 0.12 | 0.30 | 0.31 | 0.30 | 0.35 | 0.32 | 0.33 | 0.32 | 0.31 | 0.35 | 1 | 0.60 | 0.62 | 0.47 | 0.39 | 0.26 | 0.41 | 0.37 | 0.35 | 0.30 | 0.23 | 0.37 | 0.08 | -0.17 |
| 0.29 | 0.12 | 0.26 | 0.36 | 0.33 | 0.30 | 0.36 | 0.06 | 0.12 | 0.27 | 0.26 | 0.26 | 0.29 | 0.27 | 0.32 | 0.32 | 0.33 | 0.34 | 0.60 | 1 | 0.52 | 0.33 | 0.34 | 0.17 | 0.29 | 0.27 | 0.29 | 0.28 | 0.22 | 0.29 | 0.09 | -0.15 |
| 0.31 | 0.09 | 0.23 | 0.29 | 0.31 | 0.27 | 0.32 | 0.10 | 0.11 | 0.24 | 0.24 | 0.24 | 0.26 | 0.26 | 0.28 | 0.27 | 0.28 | 0.30 | 0.62 | 0.52 | 1 | 0.39 | 0.40 | 0.15 | 0.30 | 0.28 | 0.26 | 0.27 | 0.18 | 0.29 | 0.09 | -0.17 |
| 0.27 | 0.11 | 0.23 | 0.26 | 0.27 | 0.24 | 0.27 | 0.07 | 0.08 | 0.24 | 0.26 | 0.23 | 0.27 | 0.21 | 0.26 | 0.26 | 0.26 | 0.25 | 0.47 | 0.33 | 0.39 | 1 | 0.58 | 0.17 | 0.28 | 0.26 | 0.24 | 0.25 | 0.26 | 0.31 | 0.05 | -0.15 |
| 0.27 | 0.14 | 0.21 | 0.35 | 0.30 | 0.26 | 0.36 | 0.07 | 0.11 | 0.22 | 0.22 | 0.25 | 0.28 | 0.26 | 0.25 | 0.26 | 0.27 | 0.26 | 0.39 | 0.34 | 0.40 | 0.58 | 1 | 0.15 | 0.23 | 0.22 | 0.21 | 0.23 | 0.25 | 0.30 | 0.07 | -0.08 |
| 0.02 | 0.04 | 0.12 | 0.01 | 0.03 | 0.03 | 0.01 | 0.03 | 0.04 | 0.10 | 0.10 | 0.09 | 0.11 | 0.07 | 0.07 | 0.06 | 0.04 | 0.05 | 0.26 | 0.17 | 0.15 | 0.17 | 0.15 | 1 | 0.67 | 0.06 | 0.07 | 0.12 | 0.08 | 0.07 | -0.01 | 0.11 |
| 0.13 | 0.07 | 0.14 | 0.12 | 0.13 | 0.10 | 0.13 | 0.06 | 0.06 | 0.17 | 0.17 | 0.17 | 0.21 | 0.17 | 0.18 | 0.17 | 0.13 | 0.17 | 0.41 | 0.29 | 0.30 | 0.28 | 0.23 | 0.67 | 1 | 0.19 | 0.19 | 0.18 | 0.16 | 0.23 | 0.02 | 0.01 |
| 0.22 | 0.03 | 0.13 | 0.26 | 0.21 | 0.16 | 0.27 | 0.05 | 0.05 | 0.17 | 0.17 | 0.15 | 0.22 | 0.15 | 0.23 | 0.23 | 0.20 | 0.18 | 0.37 | 0.27 | 0.28 | 0.26 | 0.22 | 0.06 | 0.19 | 1 | 0.85 | 0.77 | 0.18 | 0.30 | 0.08 | -0.27 |
| 0.22 | 0.03 | 0.11 | 0.25 | 0.21 | 0.16 | 0.27 | 0.05 | 0.05 | 0.18 | 0.18 | 0.14 | 0.20 | 0.14 | 0.23 | 0.22 | 0.20 | 0.18 | 0.35 | 0.29 | 0.26 | 0.24 | 0.21 | 0.07 | 0.19 | 0.85 | 1 | 0.94 | 0.17 | 0.29 | 0.08 | -0.24 |
| 0.21 | 0.01 | 0.08 | 0.26 | 0.18 | 0.18 | 0.26 | 0.06 | 0.08 | 0.18 | 0.17 | 0.07 | 0.15 | 0.08 | 0.19 | 0.16 | 0.17 | 0.17 | 0.30 | 0.28 | 0.27 | 0.25 | 0.23 | 0.12 | 0.18 | 0.77 | 0.94 | 1 | 0.10 | 0.27 | 0.07 | -0.22 |
| 0.21 | 0.19 | 0.17 | 0.29 | 0.23 | 0.21 | 0.30 | 0.11 | 0.12 | 0.28 | 0.24 | 0.19 | 0.23 | 0.20 | 0.24 | 0.24 | 0.22 | 0.25 | 0.23 | 0.22 | 0.18 | 0.26 | 0.25 | 0.08 | 0.16 | 0.18 | 0.17 | 0.10 | 1 | 0.24 | 0.05 | -0.11 |
| 0.24 | 0.12 | 0.21 | 0.29 | 0.26 | 0.24 | 0.29 | 0.11 | 0.08 | 0.26 | 0.25 | 0.25 | 0.31 | 0.23 | 0.35 | 0.33 | 0.28 | 0.34 | 0.37 | 0.29 | 0.29 | 0.31 | 0.30 | 0.07 | 0.23 | 0.30 | 0.29 | 0.27 | 0.24 | 1 | 0.06 | -0.17 |
| 0.07 | 0.11 | 0.07 | 0.09 | 0.07 | 0.07 | 0.06 | 0.05 | 0.09 | 0.08 | 0.03 | 0.08 | 0.09 | 0.08 | 0.09 | 0.10 | 0.06 | 0.08 | 0.08 | 0.09 | 0.09 | 0.05 | 0.07 | -0.01 | 0.02 | 0.08 | 0.08 | 0.07 | 0.05 | 0.06 | 1 | -0.06 |
| -0.17 | -0.03 | -0.08 | -0.16 | -0.14 | -0.11 | -0.17 | -0.09 | -0.04 | -0.12 | -0.12 | -0.10 | -0.12 | -0.10 | -0.18 | -0.16 | -0.15 | -0.16 | -0.17 | -0.15 | -0.17 | -0.15 | -0.08 | 0.11 | 0.01 | -0.27 | -0.24 | -0.22 | -0.11 | -0.17 | -0.06 | 1 |