Пропорциональный
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Пропорциональный, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 21, 2023, the Пропорциональный returned 12.48% Year-To-Date and 13.09% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 5.78% | 6.47% |
Пропорциональный | 0.36% | 8.21% | 12.48% | 14.95% | 12.91% | 13.09% |
Portfolio components: | ||||||
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O | -3.89% | -7.09% | -12.33% | -10.42% | 2.79% | 3.03% |
SPG | 2.61% | 12.73% | 1.59% | 23.25% | -2.44% | -0.22% |
KIM | -0.42% | 7.63% | -9.66% | -4.51% | 4.79% | 3.18% |
REG | 4.47% | 13.28% | 3.20% | 14.55% | 2.24% | 2.17% |
VTI | 0.13% | 12.30% | 15.20% | 14.72% | 6.45% | 7.29% |
SPY | 0.19% | 12.68% | 15.97% | 16.00% | 7.00% | 7.71% |
IVV | 0.21% | 12.73% | 16.04% | 16.14% | 7.04% | 7.75% |
VOO | 0.20% | 12.72% | 16.07% | 16.08% | 7.04% | 7.76% |
KO | -2.53% | -1.16% | -5.98% | 0.55% | 5.43% | 5.12% |
MSFT | -0.34% | 18.31% | 34.67% | 33.58% | 16.17% | 18.05% |
MCD | -0.48% | 4.59% | 6.93% | 10.95% | 9.13% | 7.91% |
AMZN Amazon.com, Inc. | 0.45% | 37.07% | 61.06% | 10.72% | 4.89% | 10.83% |
JNJ | -1.95% | 9.45% | -5.73% | 1.59% | 3.72% | 3.71% |
GOOGL Alphabet Inc. | 4.18% | 29.38% | 51.58% | 32.23% | 12.06% | 11.66% |
TSLA | 13.54% | 37.37% | 113.18% | -14.95% | 42.73% | 35.22% |
NVDA | -10.06% | 59.61% | 189.13% | 220.77% | 29.39% | 28.31% |
AAPL Apple Inc. | -0.20% | 11.49% | 35.64% | 12.51% | 18.24% | 18.49% |
PEP | 1.46% | 2.48% | 0.80% | 8.48% | 8.36% | 7.87% |
JPM | -0.79% | 18.33% | 13.05% | 32.05% | 5.40% | 7.12% |
BLK BlackRock, Inc. | 2.51% | 6.97% | -1.43% | 13.02% | 6.70% | 6.51% |
TROW | 2.26% | 2.77% | 3.07% | 1.58% | 2.08% | 4.32% |
ALLY Ally Financial Inc. | 1.69% | 14.93% | 16.50% | -10.48% | 2.05% | 2.85% |
UPS | -6.44% | -13.44% | -6.80% | -6.92% | 6.29% | 6.37% |
HPQ HP Inc. | -12.74% | -1.11% | 3.44% | 6.05% | 2.91% | 5.10% |
FAST Fastenal Company | -5.09% | 6.05% | 16.97% | 16.63% | 10.80% | 12.20% |
HD The Home Depot, Inc. | -3.46% | 11.50% | 0.48% | 16.46% | 7.19% | 9.71% |
APD Air Products and Chemicals, Inc. | 3.37% | 8.38% | -3.18% | 23.37% | 9.57% | 9.14% |
TXN | -3.48% | -6.71% | 0.27% | 0.56% | 7.52% | 8.18% |
MFC | 10.15% | 12.28% | 13.64% | 21.22% | 4.23% | 2.12% |
PKG | 3.36% | 15.94% | 19.63% | 30.79% | 5.77% | 6.02% |
BAH Booz Allen Hamilton Holding Corporation | -1.30% | 24.77% | 8.18% | 18.55% | 13.15% | 15.37% |
GLW Corning Incorporated | -0.34% | -1.80% | 1.58% | 3.18% | 0.22% | 1.92% |
WSM | 10.82% | 21.69% | 26.81% | 11.28% | 13.13% | 15.38% |
FITB Fifth Third Bancorp | 4.40% | 6.12% | -16.23% | -20.18% | 1.33% | 1.95% |
FNF Fidelity National Financial, Inc. | 6.84% | 27.24% | 16.45% | 15.65% | 4.29% | 4.28% |
SWKS | -9.42% | -14.66% | 7.65% | 0.62% | 1.92% | -0.43% |
MDLZ | 1.29% | 7.50% | 8.65% | 22.71% | 8.64% | 8.29% |
PLD | 1.35% | 7.46% | 9.58% | 12.11% | 10.29% | 9.27% |
DVN Devon Energy Corporation | -4.19% | 1.05% | -21.22% | -23.97% | 4.91% | 4.17% |
CNQ Canadian Natural Resources Limited | 3.37% | 23.87% | 17.26% | 23.75% | 13.83% | 10.53% |
TSCO | -3.27% | -8.42% | -6.43% | 11.03% | 13.36% | 16.51% |
AFL Aflac Incorporated | 4.21% | 23.69% | 9.19% | 30.53% | 8.57% | 9.24% |
SNA | -4.29% | 10.81% | 14.07% | 20.81% | 6.17% | 7.80% |
HIG The Hartford Financial Services Group, Inc. | 4.17% | 11.45% | -0.75% | 16.52% | 7.06% | 5.22% |
BTC-USD Bitcoin | 3.86% | -0.64% | 63.96% | 43.63% | 21.21% | 17.00% |
ETH-USD Ethereum | -2.66% | -6.61% | 35.61% | 22.54% | 29.73% | 21.01% |
BNB-USD Binance Coin | 1.77% | -33.40% | -12.98% | -19.52% | 51.81% | 73.41% |
USDT-USD | 0.04% | -0.17% | 0.05% | 0.01% | 0.08% | -0.09% |
Returns over 1 year are annualized |
Asset Correlations Table
USD=X | USDT-USD | BNB-USD | BTC-USD | ETH-USD | TSLA | JNJ | TSCO | BAH | DVN | CNQ | PEP | O | MDLZ | WSM | MCD | KO | AMZN | PLD | FNF | NVDA | KIM | REG | HIG | SPG | PKG | UPS | GOOGL | FITB | AAPL | HD | MFC | APD | SWKS | SNA | FAST | ALLY | AFL | MSFT | JPM | HPQ | TXN | GLW | BLK | TROW | VTI | VOO | SPY | IVV | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
USDT-USD | 0.00 | 1.00 | 0.02 | 0.05 | 0.03 | 0.04 | 0.02 | 0.00 | 0.01 | -0.00 | -0.03 | 0.04 | 0.04 | 0.02 | 0.01 | 0.05 | 0.04 | 0.04 | 0.06 | 0.04 | 0.01 | 0.04 | 0.04 | 0.04 | 0.05 | 0.01 | 0.01 | 0.03 | -0.01 | 0.05 | 0.02 | 0.05 | 0.03 | 0.02 | -0.00 | 0.03 | 0.03 | 0.04 | 0.05 | 0.01 | 0.04 | 0.01 | 0.03 | 0.02 | 0.04 | 0.05 | 0.05 | 0.05 | 0.05 |
BNB-USD | 0.00 | 0.02 | 1.00 | 0.67 | 0.69 | 0.11 | 0.08 | 0.09 | 0.09 | 0.07 | 0.11 | 0.09 | 0.08 | 0.06 | 0.13 | 0.10 | 0.08 | 0.14 | 0.11 | 0.13 | 0.15 | 0.11 | 0.11 | 0.09 | 0.12 | 0.10 | 0.10 | 0.14 | 0.11 | 0.14 | 0.13 | 0.13 | 0.12 | 0.12 | 0.12 | 0.12 | 0.12 | 0.11 | 0.15 | 0.09 | 0.13 | 0.14 | 0.12 | 0.15 | 0.16 | 0.18 | 0.18 | 0.18 | 0.18 |
BTC-USD | 0.00 | 0.05 | 0.67 | 1.00 | 0.80 | 0.13 | 0.06 | 0.09 | 0.07 | 0.08 | 0.12 | 0.06 | 0.06 | 0.06 | 0.11 | 0.10 | 0.05 | 0.17 | 0.10 | 0.13 | 0.18 | 0.12 | 0.11 | 0.11 | 0.13 | 0.09 | 0.10 | 0.17 | 0.13 | 0.16 | 0.12 | 0.16 | 0.11 | 0.16 | 0.09 | 0.09 | 0.14 | 0.10 | 0.18 | 0.12 | 0.13 | 0.16 | 0.14 | 0.15 | 0.15 | 0.20 | 0.20 | 0.20 | 0.20 |
ETH-USD | 0.00 | 0.03 | 0.69 | 0.80 | 1.00 | 0.12 | 0.08 | 0.08 | 0.07 | 0.09 | 0.14 | 0.08 | 0.05 | 0.07 | 0.13 | 0.09 | 0.07 | 0.16 | 0.10 | 0.11 | 0.18 | 0.11 | 0.09 | 0.10 | 0.11 | 0.10 | 0.10 | 0.18 | 0.12 | 0.17 | 0.13 | 0.15 | 0.13 | 0.16 | 0.10 | 0.10 | 0.13 | 0.11 | 0.18 | 0.11 | 0.14 | 0.16 | 0.14 | 0.15 | 0.16 | 0.20 | 0.20 | 0.20 | 0.20 |
TSLA | 0.00 | 0.04 | 0.11 | 0.13 | 0.12 | 1.00 | 0.08 | 0.20 | 0.19 | 0.18 | 0.19 | 0.14 | 0.17 | 0.15 | 0.26 | 0.17 | 0.14 | 0.39 | 0.22 | 0.17 | 0.44 | 0.22 | 0.21 | 0.15 | 0.27 | 0.17 | 0.21 | 0.36 | 0.21 | 0.40 | 0.22 | 0.24 | 0.23 | 0.39 | 0.22 | 0.26 | 0.25 | 0.17 | 0.40 | 0.22 | 0.31 | 0.37 | 0.26 | 0.32 | 0.32 | 0.45 | 0.44 | 0.44 | 0.44 |
JNJ | 0.00 | 0.02 | 0.08 | 0.06 | 0.08 | 0.08 | 1.00 | 0.21 | 0.29 | 0.11 | 0.11 | 0.45 | 0.27 | 0.42 | 0.13 | 0.34 | 0.44 | 0.17 | 0.31 | 0.20 | 0.14 | 0.22 | 0.26 | 0.25 | 0.21 | 0.30 | 0.27 | 0.25 | 0.18 | 0.25 | 0.30 | 0.25 | 0.33 | 0.20 | 0.24 | 0.33 | 0.18 | 0.34 | 0.30 | 0.26 | 0.25 | 0.28 | 0.31 | 0.32 | 0.30 | 0.36 | 0.39 | 0.39 | 0.38 |
TSCO | 0.00 | 0.00 | 0.09 | 0.09 | 0.08 | 0.20 | 0.21 | 1.00 | 0.26 | 0.20 | 0.15 | 0.25 | 0.15 | 0.26 | 0.42 | 0.25 | 0.20 | 0.27 | 0.25 | 0.23 | 0.31 | 0.22 | 0.22 | 0.24 | 0.22 | 0.29 | 0.32 | 0.27 | 0.26 | 0.30 | 0.50 | 0.25 | 0.29 | 0.31 | 0.31 | 0.44 | 0.26 | 0.26 | 0.35 | 0.26 | 0.34 | 0.35 | 0.32 | 0.32 | 0.34 | 0.42 | 0.41 | 0.41 | 0.41 |
BAH | 0.00 | 0.01 | 0.09 | 0.07 | 0.07 | 0.19 | 0.29 | 0.26 | 1.00 | 0.17 | 0.15 | 0.31 | 0.32 | 0.33 | 0.21 | 0.30 | 0.31 | 0.25 | 0.33 | 0.30 | 0.25 | 0.29 | 0.29 | 0.31 | 0.22 | 0.27 | 0.28 | 0.30 | 0.25 | 0.29 | 0.33 | 0.22 | 0.31 | 0.21 | 0.30 | 0.37 | 0.24 | 0.35 | 0.36 | 0.26 | 0.29 | 0.30 | 0.28 | 0.34 | 0.34 | 0.43 | 0.43 | 0.43 | 0.43 |
DVN | 0.00 | -0.00 | 0.07 | 0.08 | 0.09 | 0.18 | 0.11 | 0.20 | 0.17 | 1.00 | 0.69 | 0.09 | 0.14 | 0.13 | 0.27 | 0.15 | 0.16 | 0.18 | 0.13 | 0.30 | 0.24 | 0.30 | 0.29 | 0.38 | 0.35 | 0.37 | 0.28 | 0.25 | 0.47 | 0.25 | 0.22 | 0.45 | 0.29 | 0.33 | 0.36 | 0.27 | 0.45 | 0.40 | 0.21 | 0.44 | 0.40 | 0.32 | 0.40 | 0.37 | 0.36 | 0.45 | 0.43 | 0.43 | 0.43 |
CNQ | 0.00 | -0.03 | 0.11 | 0.12 | 0.14 | 0.19 | 0.11 | 0.15 | 0.15 | 0.69 | 1.00 | 0.10 | 0.15 | 0.14 | 0.26 | 0.17 | 0.19 | 0.19 | 0.17 | 0.31 | 0.25 | 0.30 | 0.28 | 0.32 | 0.35 | 0.36 | 0.28 | 0.26 | 0.42 | 0.27 | 0.25 | 0.49 | 0.31 | 0.29 | 0.38 | 0.27 | 0.40 | 0.37 | 0.21 | 0.41 | 0.37 | 0.32 | 0.37 | 0.38 | 0.36 | 0.45 | 0.43 | 0.43 | 0.43 |
PEP | 0.00 | 0.04 | 0.09 | 0.06 | 0.08 | 0.14 | 0.45 | 0.25 | 0.31 | 0.09 | 0.10 | 1.00 | 0.40 | 0.66 | 0.18 | 0.44 | 0.68 | 0.24 | 0.42 | 0.24 | 0.18 | 0.28 | 0.33 | 0.29 | 0.26 | 0.26 | 0.30 | 0.28 | 0.15 | 0.32 | 0.36 | 0.19 | 0.37 | 0.21 | 0.25 | 0.36 | 0.19 | 0.34 | 0.36 | 0.21 | 0.23 | 0.29 | 0.27 | 0.33 | 0.31 | 0.40 | 0.43 | 0.43 | 0.43 |
O | 0.00 | 0.04 | 0.08 | 0.06 | 0.05 | 0.17 | 0.27 | 0.15 | 0.32 | 0.14 | 0.15 | 0.40 | 1.00 | 0.37 | 0.20 | 0.34 | 0.45 | 0.18 | 0.61 | 0.34 | 0.17 | 0.61 | 0.65 | 0.33 | 0.56 | 0.26 | 0.27 | 0.23 | 0.22 | 0.24 | 0.32 | 0.23 | 0.31 | 0.22 | 0.31 | 0.32 | 0.26 | 0.35 | 0.29 | 0.22 | 0.23 | 0.26 | 0.27 | 0.28 | 0.29 | 0.38 | 0.38 | 0.38 | 0.38 |
MDLZ | 0.00 | 0.02 | 0.06 | 0.06 | 0.07 | 0.15 | 0.42 | 0.26 | 0.33 | 0.13 | 0.14 | 0.66 | 0.37 | 1.00 | 0.19 | 0.40 | 0.60 | 0.23 | 0.41 | 0.28 | 0.19 | 0.33 | 0.35 | 0.32 | 0.29 | 0.30 | 0.33 | 0.28 | 0.22 | 0.30 | 0.35 | 0.24 | 0.38 | 0.22 | 0.29 | 0.36 | 0.23 | 0.39 | 0.34 | 0.26 | 0.23 | 0.29 | 0.29 | 0.35 | 0.34 | 0.42 | 0.45 | 0.45 | 0.45 |
WSM | 0.00 | 0.01 | 0.13 | 0.11 | 0.13 | 0.26 | 0.13 | 0.42 | 0.21 | 0.27 | 0.26 | 0.18 | 0.20 | 0.19 | 1.00 | 0.21 | 0.17 | 0.33 | 0.25 | 0.30 | 0.37 | 0.32 | 0.31 | 0.26 | 0.35 | 0.30 | 0.38 | 0.29 | 0.34 | 0.29 | 0.47 | 0.32 | 0.29 | 0.35 | 0.38 | 0.39 | 0.36 | 0.29 | 0.30 | 0.32 | 0.39 | 0.36 | 0.38 | 0.40 | 0.42 | 0.46 | 0.44 | 0.44 | 0.44 |
MCD | 0.00 | 0.05 | 0.10 | 0.10 | 0.09 | 0.17 | 0.34 | 0.25 | 0.30 | 0.15 | 0.17 | 0.44 | 0.34 | 0.40 | 0.21 | 1.00 | 0.47 | 0.24 | 0.38 | 0.31 | 0.23 | 0.32 | 0.33 | 0.36 | 0.29 | 0.28 | 0.33 | 0.29 | 0.26 | 0.33 | 0.37 | 0.28 | 0.36 | 0.25 | 0.30 | 0.35 | 0.30 | 0.37 | 0.36 | 0.32 | 0.32 | 0.33 | 0.32 | 0.36 | 0.31 | 0.44 | 0.45 | 0.45 | 0.45 |
KO | 0.00 | 0.04 | 0.08 | 0.05 | 0.07 | 0.14 | 0.44 | 0.20 | 0.31 | 0.16 | 0.19 | 0.68 | 0.45 | 0.60 | 0.17 | 0.47 | 1.00 | 0.19 | 0.41 | 0.31 | 0.14 | 0.35 | 0.39 | 0.38 | 0.32 | 0.34 | 0.34 | 0.28 | 0.27 | 0.27 | 0.33 | 0.29 | 0.42 | 0.18 | 0.34 | 0.34 | 0.27 | 0.45 | 0.31 | 0.32 | 0.27 | 0.29 | 0.30 | 0.36 | 0.32 | 0.42 | 0.45 | 0.45 | 0.44 |
AMZN | 0.00 | 0.04 | 0.14 | 0.17 | 0.16 | 0.39 | 0.17 | 0.27 | 0.25 | 0.18 | 0.19 | 0.24 | 0.18 | 0.23 | 0.33 | 0.24 | 0.19 | 1.00 | 0.29 | 0.25 | 0.57 | 0.17 | 0.20 | 0.16 | 0.21 | 0.21 | 0.33 | 0.65 | 0.23 | 0.58 | 0.37 | 0.28 | 0.31 | 0.47 | 0.25 | 0.37 | 0.31 | 0.18 | 0.65 | 0.28 | 0.39 | 0.49 | 0.34 | 0.43 | 0.44 | 0.60 | 0.62 | 0.61 | 0.61 |
PLD | 0.00 | 0.06 | 0.11 | 0.10 | 0.10 | 0.22 | 0.31 | 0.25 | 0.33 | 0.13 | 0.17 | 0.42 | 0.61 | 0.41 | 0.25 | 0.38 | 0.41 | 0.29 | 1.00 | 0.35 | 0.30 | 0.48 | 0.53 | 0.31 | 0.47 | 0.30 | 0.36 | 0.35 | 0.24 | 0.36 | 0.39 | 0.25 | 0.37 | 0.31 | 0.32 | 0.39 | 0.28 | 0.33 | 0.42 | 0.26 | 0.29 | 0.35 | 0.31 | 0.38 | 0.36 | 0.49 | 0.50 | 0.50 | 0.50 |
FNF | 0.00 | 0.04 | 0.13 | 0.13 | 0.11 | 0.17 | 0.20 | 0.23 | 0.30 | 0.30 | 0.31 | 0.24 | 0.34 | 0.28 | 0.30 | 0.31 | 0.31 | 0.25 | 0.35 | 1.00 | 0.26 | 0.42 | 0.41 | 0.49 | 0.39 | 0.39 | 0.34 | 0.30 | 0.45 | 0.29 | 0.38 | 0.45 | 0.40 | 0.33 | 0.42 | 0.37 | 0.47 | 0.52 | 0.30 | 0.43 | 0.43 | 0.37 | 0.40 | 0.45 | 0.44 | 0.51 | 0.50 | 0.50 | 0.50 |
NVDA | 0.00 | 0.01 | 0.15 | 0.18 | 0.18 | 0.44 | 0.14 | 0.31 | 0.25 | 0.24 | 0.25 | 0.18 | 0.17 | 0.19 | 0.37 | 0.23 | 0.14 | 0.57 | 0.30 | 0.26 | 1.00 | 0.20 | 0.19 | 0.19 | 0.23 | 0.25 | 0.37 | 0.57 | 0.29 | 0.57 | 0.40 | 0.32 | 0.37 | 0.63 | 0.30 | 0.40 | 0.35 | 0.24 | 0.62 | 0.33 | 0.47 | 0.64 | 0.42 | 0.47 | 0.48 | 0.63 | 0.63 | 0.63 | 0.63 |
KIM | 0.00 | 0.04 | 0.11 | 0.12 | 0.11 | 0.22 | 0.22 | 0.22 | 0.29 | 0.30 | 0.30 | 0.28 | 0.61 | 0.33 | 0.32 | 0.32 | 0.35 | 0.17 | 0.48 | 0.42 | 0.20 | 1.00 | 0.79 | 0.44 | 0.72 | 0.41 | 0.32 | 0.23 | 0.42 | 0.25 | 0.37 | 0.37 | 0.31 | 0.29 | 0.44 | 0.34 | 0.47 | 0.46 | 0.26 | 0.42 | 0.35 | 0.31 | 0.40 | 0.37 | 0.38 | 0.47 | 0.46 | 0.46 | 0.46 |
REG | 0.00 | 0.04 | 0.11 | 0.11 | 0.09 | 0.21 | 0.26 | 0.22 | 0.29 | 0.29 | 0.28 | 0.33 | 0.65 | 0.35 | 0.31 | 0.33 | 0.39 | 0.20 | 0.53 | 0.41 | 0.19 | 0.79 | 1.00 | 0.44 | 0.73 | 0.38 | 0.33 | 0.25 | 0.41 | 0.26 | 0.38 | 0.37 | 0.35 | 0.27 | 0.45 | 0.34 | 0.45 | 0.44 | 0.28 | 0.40 | 0.36 | 0.31 | 0.37 | 0.35 | 0.39 | 0.47 | 0.46 | 0.47 | 0.47 |
HIG | 0.00 | 0.04 | 0.09 | 0.11 | 0.10 | 0.15 | 0.25 | 0.24 | 0.31 | 0.38 | 0.32 | 0.29 | 0.33 | 0.32 | 0.26 | 0.36 | 0.38 | 0.16 | 0.31 | 0.49 | 0.19 | 0.44 | 0.44 | 1.00 | 0.44 | 0.45 | 0.36 | 0.23 | 0.60 | 0.24 | 0.32 | 0.51 | 0.40 | 0.31 | 0.45 | 0.33 | 0.50 | 0.67 | 0.25 | 0.59 | 0.42 | 0.33 | 0.42 | 0.45 | 0.45 | 0.48 | 0.48 | 0.48 | 0.48 |
SPG | 0.00 | 0.05 | 0.12 | 0.13 | 0.11 | 0.27 | 0.21 | 0.22 | 0.22 | 0.35 | 0.35 | 0.26 | 0.56 | 0.29 | 0.35 | 0.29 | 0.32 | 0.21 | 0.47 | 0.39 | 0.23 | 0.72 | 0.73 | 0.44 | 1.00 | 0.38 | 0.34 | 0.26 | 0.44 | 0.30 | 0.35 | 0.41 | 0.32 | 0.31 | 0.46 | 0.32 | 0.49 | 0.44 | 0.28 | 0.44 | 0.39 | 0.32 | 0.41 | 0.39 | 0.41 | 0.48 | 0.47 | 0.47 | 0.47 |
PKG | 0.00 | 0.01 | 0.10 | 0.09 | 0.10 | 0.17 | 0.30 | 0.29 | 0.27 | 0.37 | 0.36 | 0.26 | 0.26 | 0.30 | 0.30 | 0.28 | 0.34 | 0.21 | 0.30 | 0.39 | 0.25 | 0.41 | 0.38 | 0.45 | 0.38 | 1.00 | 0.46 | 0.29 | 0.49 | 0.29 | 0.37 | 0.49 | 0.46 | 0.36 | 0.52 | 0.43 | 0.48 | 0.48 | 0.28 | 0.49 | 0.43 | 0.37 | 0.50 | 0.47 | 0.48 | 0.51 | 0.50 | 0.50 | 0.50 |
UPS | 0.00 | 0.01 | 0.10 | 0.10 | 0.10 | 0.21 | 0.27 | 0.32 | 0.28 | 0.28 | 0.28 | 0.30 | 0.27 | 0.33 | 0.38 | 0.33 | 0.34 | 0.33 | 0.36 | 0.34 | 0.37 | 0.32 | 0.33 | 0.36 | 0.34 | 0.46 | 1.00 | 0.34 | 0.40 | 0.40 | 0.48 | 0.37 | 0.44 | 0.39 | 0.45 | 0.52 | 0.37 | 0.38 | 0.40 | 0.42 | 0.43 | 0.43 | 0.48 | 0.49 | 0.52 | 0.55 | 0.55 | 0.55 | 0.55 |
GOOGL | 0.00 | 0.03 | 0.14 | 0.17 | 0.18 | 0.36 | 0.25 | 0.27 | 0.30 | 0.25 | 0.26 | 0.28 | 0.23 | 0.28 | 0.29 | 0.29 | 0.28 | 0.65 | 0.35 | 0.30 | 0.57 | 0.23 | 0.25 | 0.23 | 0.26 | 0.29 | 0.34 | 1.00 | 0.30 | 0.61 | 0.39 | 0.36 | 0.38 | 0.52 | 0.32 | 0.42 | 0.37 | 0.29 | 0.70 | 0.36 | 0.45 | 0.55 | 0.45 | 0.51 | 0.49 | 0.67 | 0.69 | 0.69 | 0.69 |
FITB | 0.00 | -0.01 | 0.11 | 0.13 | 0.12 | 0.21 | 0.18 | 0.26 | 0.25 | 0.47 | 0.42 | 0.15 | 0.22 | 0.22 | 0.34 | 0.26 | 0.27 | 0.23 | 0.24 | 0.45 | 0.29 | 0.42 | 0.41 | 0.60 | 0.44 | 0.49 | 0.40 | 0.30 | 1.00 | 0.27 | 0.36 | 0.59 | 0.38 | 0.39 | 0.51 | 0.38 | 0.68 | 0.61 | 0.27 | 0.75 | 0.50 | 0.37 | 0.51 | 0.55 | 0.57 | 0.55 | 0.54 | 0.54 | 0.54 |
AAPL | 0.00 | 0.05 | 0.14 | 0.16 | 0.17 | 0.40 | 0.25 | 0.30 | 0.29 | 0.25 | 0.27 | 0.32 | 0.24 | 0.30 | 0.29 | 0.33 | 0.27 | 0.58 | 0.36 | 0.29 | 0.57 | 0.25 | 0.26 | 0.24 | 0.30 | 0.29 | 0.40 | 0.61 | 0.27 | 1.00 | 0.40 | 0.35 | 0.41 | 0.59 | 0.34 | 0.42 | 0.34 | 0.29 | 0.66 | 0.35 | 0.47 | 0.57 | 0.46 | 0.46 | 0.47 | 0.68 | 0.70 | 0.70 | 0.70 |
HD | 0.00 | 0.02 | 0.13 | 0.12 | 0.13 | 0.22 | 0.30 | 0.50 | 0.33 | 0.22 | 0.25 | 0.36 | 0.32 | 0.35 | 0.47 | 0.37 | 0.33 | 0.37 | 0.39 | 0.38 | 0.40 | 0.37 | 0.38 | 0.32 | 0.35 | 0.37 | 0.48 | 0.39 | 0.36 | 0.40 | 1.00 | 0.36 | 0.44 | 0.41 | 0.44 | 0.53 | 0.39 | 0.37 | 0.46 | 0.38 | 0.45 | 0.48 | 0.45 | 0.49 | 0.50 | 0.58 | 0.59 | 0.59 | 0.59 |
MFC | 0.00 | 0.05 | 0.13 | 0.16 | 0.15 | 0.24 | 0.25 | 0.25 | 0.22 | 0.45 | 0.49 | 0.19 | 0.23 | 0.24 | 0.32 | 0.28 | 0.29 | 0.28 | 0.25 | 0.45 | 0.32 | 0.37 | 0.37 | 0.51 | 0.41 | 0.49 | 0.37 | 0.36 | 0.59 | 0.35 | 0.36 | 1.00 | 0.45 | 0.42 | 0.50 | 0.39 | 0.56 | 0.57 | 0.33 | 0.60 | 0.50 | 0.41 | 0.51 | 0.54 | 0.52 | 0.57 | 0.56 | 0.56 | 0.56 |
APD | 0.00 | 0.03 | 0.12 | 0.11 | 0.13 | 0.23 | 0.33 | 0.29 | 0.31 | 0.29 | 0.31 | 0.37 | 0.31 | 0.38 | 0.29 | 0.36 | 0.42 | 0.31 | 0.37 | 0.40 | 0.37 | 0.31 | 0.35 | 0.40 | 0.32 | 0.46 | 0.44 | 0.38 | 0.38 | 0.41 | 0.44 | 0.45 | 1.00 | 0.43 | 0.46 | 0.47 | 0.40 | 0.46 | 0.44 | 0.45 | 0.45 | 0.49 | 0.47 | 0.54 | 0.49 | 0.60 | 0.60 | 0.60 | 0.60 |
SWKS | 0.00 | 0.02 | 0.12 | 0.16 | 0.16 | 0.39 | 0.20 | 0.31 | 0.21 | 0.33 | 0.29 | 0.21 | 0.22 | 0.22 | 0.35 | 0.25 | 0.18 | 0.47 | 0.31 | 0.33 | 0.63 | 0.29 | 0.27 | 0.31 | 0.31 | 0.36 | 0.39 | 0.52 | 0.39 | 0.59 | 0.41 | 0.42 | 0.43 | 1.00 | 0.41 | 0.43 | 0.43 | 0.33 | 0.54 | 0.42 | 0.52 | 0.72 | 0.54 | 0.50 | 0.53 | 0.67 | 0.66 | 0.66 | 0.66 |
SNA | 0.00 | -0.00 | 0.12 | 0.09 | 0.10 | 0.22 | 0.24 | 0.31 | 0.30 | 0.36 | 0.38 | 0.25 | 0.31 | 0.29 | 0.38 | 0.30 | 0.34 | 0.25 | 0.32 | 0.42 | 0.30 | 0.44 | 0.45 | 0.45 | 0.46 | 0.52 | 0.45 | 0.32 | 0.51 | 0.34 | 0.44 | 0.50 | 0.46 | 0.41 | 1.00 | 0.53 | 0.50 | 0.53 | 0.33 | 0.52 | 0.51 | 0.42 | 0.54 | 0.47 | 0.52 | 0.56 | 0.55 | 0.55 | 0.55 |
FAST | 0.00 | 0.03 | 0.12 | 0.09 | 0.10 | 0.26 | 0.33 | 0.44 | 0.37 | 0.27 | 0.27 | 0.36 | 0.32 | 0.36 | 0.39 | 0.35 | 0.34 | 0.37 | 0.39 | 0.37 | 0.40 | 0.34 | 0.34 | 0.33 | 0.32 | 0.43 | 0.52 | 0.42 | 0.38 | 0.42 | 0.53 | 0.39 | 0.47 | 0.43 | 0.53 | 1.00 | 0.39 | 0.39 | 0.44 | 0.42 | 0.44 | 0.50 | 0.48 | 0.50 | 0.51 | 0.60 | 0.60 | 0.60 | 0.60 |
ALLY | 0.00 | 0.03 | 0.12 | 0.14 | 0.13 | 0.25 | 0.18 | 0.26 | 0.24 | 0.45 | 0.40 | 0.19 | 0.26 | 0.23 | 0.36 | 0.30 | 0.27 | 0.31 | 0.28 | 0.47 | 0.35 | 0.47 | 0.45 | 0.50 | 0.49 | 0.48 | 0.37 | 0.37 | 0.68 | 0.34 | 0.39 | 0.56 | 0.40 | 0.43 | 0.50 | 0.39 | 1.00 | 0.52 | 0.34 | 0.63 | 0.49 | 0.44 | 0.54 | 0.56 | 0.57 | 0.59 | 0.57 | 0.57 | 0.57 |
AFL | 0.00 | 0.04 | 0.11 | 0.10 | 0.11 | 0.17 | 0.34 | 0.26 | 0.35 | 0.40 | 0.37 | 0.34 | 0.35 | 0.39 | 0.29 | 0.37 | 0.45 | 0.18 | 0.33 | 0.52 | 0.24 | 0.46 | 0.44 | 0.67 | 0.44 | 0.48 | 0.38 | 0.29 | 0.61 | 0.29 | 0.37 | 0.57 | 0.46 | 0.33 | 0.53 | 0.39 | 0.52 | 1.00 | 0.31 | 0.64 | 0.46 | 0.38 | 0.48 | 0.53 | 0.52 | 0.55 | 0.56 | 0.56 | 0.56 |
MSFT | 0.00 | 0.05 | 0.15 | 0.18 | 0.18 | 0.40 | 0.30 | 0.35 | 0.36 | 0.21 | 0.21 | 0.36 | 0.29 | 0.34 | 0.30 | 0.36 | 0.31 | 0.65 | 0.42 | 0.30 | 0.62 | 0.26 | 0.28 | 0.25 | 0.28 | 0.28 | 0.40 | 0.70 | 0.27 | 0.66 | 0.46 | 0.33 | 0.44 | 0.54 | 0.33 | 0.44 | 0.34 | 0.31 | 1.00 | 0.33 | 0.48 | 0.59 | 0.45 | 0.51 | 0.52 | 0.72 | 0.74 | 0.74 | 0.74 |
JPM | 0.00 | 0.01 | 0.09 | 0.12 | 0.11 | 0.22 | 0.26 | 0.26 | 0.26 | 0.44 | 0.41 | 0.21 | 0.22 | 0.26 | 0.32 | 0.32 | 0.32 | 0.28 | 0.26 | 0.43 | 0.33 | 0.42 | 0.40 | 0.59 | 0.44 | 0.49 | 0.42 | 0.36 | 0.75 | 0.35 | 0.38 | 0.60 | 0.45 | 0.42 | 0.52 | 0.42 | 0.63 | 0.64 | 0.33 | 1.00 | 0.51 | 0.42 | 0.53 | 0.61 | 0.57 | 0.59 | 0.60 | 0.60 | 0.60 |
HPQ | 0.00 | 0.04 | 0.13 | 0.13 | 0.14 | 0.31 | 0.25 | 0.34 | 0.29 | 0.40 | 0.37 | 0.23 | 0.23 | 0.23 | 0.39 | 0.32 | 0.27 | 0.39 | 0.29 | 0.43 | 0.47 | 0.35 | 0.36 | 0.42 | 0.39 | 0.43 | 0.43 | 0.45 | 0.50 | 0.47 | 0.45 | 0.50 | 0.45 | 0.52 | 0.51 | 0.44 | 0.49 | 0.46 | 0.48 | 0.51 | 1.00 | 0.55 | 0.56 | 0.53 | 0.54 | 0.66 | 0.65 | 0.65 | 0.65 |
TXN | 0.00 | 0.01 | 0.14 | 0.16 | 0.16 | 0.37 | 0.28 | 0.35 | 0.30 | 0.32 | 0.32 | 0.29 | 0.26 | 0.29 | 0.36 | 0.33 | 0.29 | 0.49 | 0.35 | 0.37 | 0.64 | 0.31 | 0.31 | 0.33 | 0.32 | 0.37 | 0.43 | 0.55 | 0.37 | 0.57 | 0.48 | 0.41 | 0.49 | 0.72 | 0.42 | 0.50 | 0.44 | 0.38 | 0.59 | 0.42 | 0.55 | 1.00 | 0.57 | 0.54 | 0.55 | 0.70 | 0.71 | 0.71 | 0.71 |
GLW | 0.00 | 0.03 | 0.12 | 0.14 | 0.14 | 0.26 | 0.31 | 0.32 | 0.28 | 0.40 | 0.37 | 0.27 | 0.27 | 0.29 | 0.38 | 0.32 | 0.30 | 0.34 | 0.31 | 0.40 | 0.42 | 0.40 | 0.37 | 0.42 | 0.41 | 0.50 | 0.48 | 0.45 | 0.51 | 0.46 | 0.45 | 0.51 | 0.47 | 0.54 | 0.54 | 0.48 | 0.54 | 0.48 | 0.45 | 0.53 | 0.56 | 0.57 | 1.00 | 0.58 | 0.58 | 0.66 | 0.66 | 0.66 | 0.66 |
BLK | 0.00 | 0.02 | 0.15 | 0.15 | 0.15 | 0.32 | 0.32 | 0.32 | 0.34 | 0.37 | 0.38 | 0.33 | 0.28 | 0.35 | 0.40 | 0.36 | 0.36 | 0.43 | 0.38 | 0.45 | 0.47 | 0.37 | 0.35 | 0.45 | 0.39 | 0.47 | 0.49 | 0.51 | 0.55 | 0.46 | 0.49 | 0.54 | 0.54 | 0.50 | 0.47 | 0.50 | 0.56 | 0.53 | 0.51 | 0.61 | 0.53 | 0.54 | 0.58 | 1.00 | 0.74 | 0.71 | 0.71 | 0.71 | 0.71 |
TROW | 0.00 | 0.04 | 0.16 | 0.15 | 0.16 | 0.32 | 0.30 | 0.34 | 0.34 | 0.36 | 0.36 | 0.31 | 0.29 | 0.34 | 0.42 | 0.31 | 0.32 | 0.44 | 0.36 | 0.44 | 0.48 | 0.38 | 0.39 | 0.45 | 0.41 | 0.48 | 0.52 | 0.49 | 0.57 | 0.47 | 0.50 | 0.52 | 0.49 | 0.53 | 0.52 | 0.51 | 0.57 | 0.52 | 0.52 | 0.57 | 0.54 | 0.55 | 0.58 | 0.74 | 1.00 | 0.72 | 0.71 | 0.71 | 0.71 |
VTI | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.45 | 0.36 | 0.42 | 0.43 | 0.45 | 0.45 | 0.40 | 0.38 | 0.42 | 0.46 | 0.44 | 0.42 | 0.60 | 0.49 | 0.51 | 0.63 | 0.47 | 0.47 | 0.48 | 0.48 | 0.51 | 0.55 | 0.67 | 0.55 | 0.68 | 0.58 | 0.57 | 0.60 | 0.67 | 0.56 | 0.60 | 0.59 | 0.55 | 0.72 | 0.59 | 0.66 | 0.70 | 0.66 | 0.71 | 0.72 | 1.00 | 0.98 | 0.98 | 0.98 |
VOO | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.44 | 0.39 | 0.41 | 0.43 | 0.43 | 0.43 | 0.43 | 0.38 | 0.45 | 0.44 | 0.45 | 0.45 | 0.62 | 0.50 | 0.50 | 0.63 | 0.46 | 0.46 | 0.48 | 0.47 | 0.50 | 0.55 | 0.69 | 0.54 | 0.70 | 0.59 | 0.56 | 0.60 | 0.66 | 0.55 | 0.60 | 0.57 | 0.56 | 0.74 | 0.60 | 0.65 | 0.71 | 0.66 | 0.71 | 0.71 | 0.98 | 1.00 | 1.00 | 1.00 |
SPY | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.44 | 0.39 | 0.41 | 0.43 | 0.43 | 0.43 | 0.43 | 0.38 | 0.45 | 0.44 | 0.45 | 0.45 | 0.61 | 0.50 | 0.50 | 0.63 | 0.46 | 0.47 | 0.48 | 0.47 | 0.50 | 0.55 | 0.69 | 0.54 | 0.70 | 0.59 | 0.56 | 0.60 | 0.66 | 0.55 | 0.60 | 0.57 | 0.56 | 0.74 | 0.60 | 0.65 | 0.71 | 0.66 | 0.71 | 0.71 | 0.98 | 1.00 | 1.00 | 1.00 |
IVV | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.44 | 0.38 | 0.41 | 0.43 | 0.43 | 0.43 | 0.43 | 0.38 | 0.45 | 0.44 | 0.45 | 0.44 | 0.61 | 0.50 | 0.50 | 0.63 | 0.46 | 0.47 | 0.48 | 0.47 | 0.50 | 0.55 | 0.69 | 0.54 | 0.70 | 0.59 | 0.56 | 0.60 | 0.66 | 0.55 | 0.60 | 0.57 | 0.56 | 0.74 | 0.60 | 0.65 | 0.71 | 0.66 | 0.71 | 0.71 | 0.98 | 1.00 | 1.00 | 1.00 |
Dividend yield
Пропорциональный granted a 2.71% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Пропорциональный | 2.71% | 2.69% | 2.01% | 2.75% | 2.72% | 3.18% | 2.72% | 2.72% | 2.86% | 2.77% | 3.14% | 4.11% |
Portfolio components: | ||||||||||||
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O | 5.63% | 4.84% | 4.67% | 5.27% | 4.52% | 5.33% | 5.95% | 5.85% | 6.44% | 7.03% | 9.40% | 7.51% |
SPG | 6.46% | 6.16% | 4.08% | 8.19% | 6.95% | 6.17% | 5.73% | 5.26% | 4.62% | 4.21% | 4.83% | 4.22% |
KIM | 4.99% | 4.11% | 2.97% | 4.00% | 6.31% | 9.44% | 7.98% | 5.78% | 5.37% | 5.52% | 6.83% | 6.64% |
REG | 4.16% | 4.17% | 3.47% | 5.82% | 4.36% | 4.61% | 3.84% | 3.79% | 3.82% | 4.07% | 5.71% | 5.81% |
VTI | 1.90% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
SPY | 1.48% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
IVV | 1.49% | 1.68% | 1.23% | 1.63% | 2.10% | 2.38% | 1.93% | 2.25% | 2.59% | 2.14% | 2.15% | 2.55% |
VOO | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
KO | 3.11% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
MSFT | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
MCD | 2.19% | 2.18% | 2.04% | 2.50% | 2.61% | 2.63% | 2.55% | 3.48% | 3.52% | 4.38% | 4.16% | 4.35% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ | 2.85% | 2.57% | 2.57% | 2.72% | 2.84% | 3.12% | 2.77% | 3.27% | 3.53% | 3.34% | 3.68% | 4.59% |
GOOGL Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
PEP | 2.71% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
JPM | 2.70% | 3.05% | 2.46% | 3.06% | 2.65% | 2.93% | 2.25% | 2.58% | 3.17% | 3.19% | 3.05% | 3.53% |
BLK BlackRock, Inc. | 2.91% | 2.82% | 1.90% | 2.16% | 2.89% | 3.47% | 2.26% | 2.86% | 3.12% | 2.70% | 2.72% | 3.81% |
TROW | 4.47% | 4.55% | 3.98% | 2.66% | 2.88% | 3.59% | 2.60% | 3.53% | 7.30% | 2.78% | 2.51% | 5.12% |
ALLY Ally Financial Inc. | 4.35% | 5.06% | 1.97% | 2.32% | 2.50% | 2.84% | 1.61% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UPS | 4.05% | 3.59% | 2.02% | 2.60% | 3.68% | 4.33% | 3.34% | 3.36% | 3.86% | 3.16% | 3.17% | 4.27% |
HPQ HP Inc. | 3.88% | 3.87% | 2.34% | 3.20% | 3.61% | 3.30% | 3.06% | 4.19% | 3.85% | 2.04% | 2.71% | 4.95% |
FAST Fastenal Company | 2.51% | 2.67% | 1.83% | 3.04% | 2.58% | 3.31% | 2.70% | 3.03% | 3.35% | 2.64% | 2.16% | 3.44% |
HD The Home Depot, Inc. | 2.63% | 2.46% | 1.66% | 2.41% | 2.72% | 2.69% | 2.16% | 2.42% | 2.14% | 2.19% | 2.37% | 2.40% |
APD Air Products and Chemicals, Inc. | 2.29% | 2.13% | 2.05% | 2.08% | 2.14% | 3.04% | 2.64% | 2.69% | 2.98% | 2.62% | 3.18% | 3.93% |
TXN | 3.06% | 2.90% | 2.35% | 2.44% | 2.77% | 3.17% | 2.37% | 2.69% | 3.14% | 2.93% | 3.16% | 3.11% |
MFC | 5.43% | 5.93% | 5.40% | 5.43% | 4.53% | 6.33% | 3.99% | 4.28% | 4.95% | 3.97% | 3.87% | 5.96% |
PKG | 3.33% | 3.79% | 3.10% | 2.66% | 3.17% | 4.16% | 2.49% | 3.39% | 4.39% | 2.67% | 3.18% | 3.56% |
BAH Booz Allen Hamilton Holding Corporation | 1.65% | 1.67% | 1.80% | 1.50% | 1.44% | 1.83% | 1.96% | 1.87% | 1.93% | 10.68% | 9.57% | 85.59% |
GLW Corning Incorporated | 3.51% | 3.47% | 2.73% | 2.65% | 3.07% | 2.74% | 2.28% | 2.67% | 3.24% | 2.20% | 2.82% | 3.30% |
WSM | 2.35% | 2.71% | 1.49% | 2.05% | 2.77% | 3.74% | 3.45% | 3.60% | 2.90% | 2.15% | 2.52% | 2.62% |
FITB Fifth Third Bancorp | 4.92% | 3.94% | 2.78% | 4.28% | 3.52% | 3.75% | 2.42% | 2.46% | 3.33% | 3.31% | 3.02% | 3.29% |
FNF Fidelity National Financial, Inc. | 4.26% | 4.74% | 3.24% | 3.87% | 4.13% | 4.63% | 2.59% | 3.33% | 3.04% | 2.60% | 2.81% | 3.49% |
SWKS | 2.64% | 2.64% | 1.42% | 1.30% | 1.45% | 2.28% | 1.40% | 1.62% | 1.16% | 0.55% | 0.00% | 0.00% |
MDLZ | 2.15% | 2.23% | 2.09% | 2.17% | 2.14% | 2.65% | 2.16% | 1.87% | 1.67% | 1.90% | 1.85% | 3.38% |
PLD | 2.81% | 2.86% | 1.57% | 2.49% | 2.61% | 3.68% | 3.17% | 3.80% | 4.38% | 3.94% | 4.03% | 4.20% |
DVN Devon Energy Corporation | 4.07% | 8.51% | 1.10% | 4.77% | 1.59% | 1.54% | 0.59% | 1.04% | 3.69% | 1.93% | 1.77% | 1.99% |
CNQ Canadian Natural Resources Limited | 4.18% | 6.52% | 4.07% | 5.91% | 4.27% | 5.88% | 3.16% | 3.03% | 4.54% | 3.77% | 2.39% | 2.18% |
TSCO | 1.93% | 1.66% | 0.91% | 1.11% | 1.54% | 1.54% | 1.53% | 1.34% | 1.00% | 0.87% | 0.72% | 0.94% |
AFL Aflac Incorporated | 2.15% | 2.26% | 2.35% | 2.70% | 2.25% | 2.56% | 2.28% | 2.80% | 3.18% | 3.03% | 2.69% | 3.28% |
SNA | 2.53% | 2.62% | 2.50% | 2.80% | 2.56% | 2.65% | 1.95% | 1.74% | 1.53% | 1.64% | 1.78% | 2.22% |
HIG The Hartford Financial Services Group, Inc. | 2.30% | 2.12% | 2.16% | 2.83% | 2.17% | 2.77% | 1.91% | 2.11% | 2.14% | 1.92% | 1.70% | 2.24% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNB-USD Binance Coin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USDT-USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Пропорциональный has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
USD=X | N/A | ||||
O | N/A | ||||
SPG | N/A | ||||
KIM | N/A | ||||
REG | N/A | ||||
VTI | N/A | ||||
SPY | N/A | ||||
IVV | N/A | ||||
VOO | N/A | ||||
KO | N/A | ||||
MSFT | N/A | ||||
MCD | N/A | ||||
AMZN Amazon.com, Inc. | 0.22 | ||||
JNJ | N/A | ||||
GOOGL Alphabet Inc. | 0.87 | ||||
TSLA | N/A | ||||
NVDA | N/A | ||||
AAPL Apple Inc. | 0.51 | ||||
PEP | N/A | ||||
JPM | N/A | ||||
BLK BlackRock, Inc. | 0.38 | ||||
TROW | N/A | ||||
ALLY Ally Financial Inc. | -0.27 | ||||
UPS | N/A | ||||
HPQ HP Inc. | 0.14 | ||||
FAST Fastenal Company | 0.73 | ||||
HD The Home Depot, Inc. | 0.55 | ||||
APD Air Products and Chemicals, Inc. | 0.84 | ||||
TXN | N/A | ||||
MFC | N/A | ||||
PKG | N/A | ||||
BAH Booz Allen Hamilton Holding Corporation | 0.76 | ||||
GLW Corning Incorporated | 0.04 | ||||
WSM | N/A | ||||
FITB Fifth Third Bancorp | -0.55 | ||||
FNF Fidelity National Financial, Inc. | 0.49 | ||||
SWKS | N/A | ||||
MDLZ | N/A | ||||
PLD | N/A | ||||
DVN Devon Energy Corporation | -0.62 | ||||
CNQ Canadian Natural Resources Limited | 0.67 | ||||
TSCO | N/A | ||||
AFL Aflac Incorporated | 1.42 | ||||
SNA | N/A | ||||
HIG The Hartford Financial Services Group, Inc. | 0.63 | ||||
BTC-USD Bitcoin | 1.37 | ||||
ETH-USD Ethereum | 0.44 | ||||
BNB-USD Binance Coin | -0.69 | ||||
USDT-USD | N/A |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Пропорциональный. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Пропорциональный is 38.51%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-38.51% | Feb 15, 2020 | 38 | Mar 23, 2020 | 162 | Sep 1, 2020 | 200 |
-25.03% | Nov 8, 2021 | 329 | Oct 2, 2022 | — | — | — |
-20.09% | Jan 14, 2018 | 346 | Dec 25, 2018 | 101 | Apr 5, 2019 | 447 |
-9.68% | Sep 3, 2020 | 21 | Sep 23, 2020 | 47 | Nov 9, 2020 | 68 |
-7.65% | May 10, 2021 | 71 | Jul 19, 2021 | 23 | Aug 11, 2021 | 94 |
Volatility Chart
The current Пропорциональный volatility is 1.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.