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Stocks
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Stocks

Последнее обновление 12 янв. 2025 г.

Распределение активов

AGG 1%BSV 1%BIV 1%BLV 1%BNDX 1%XBI 4%XLK 1%QQQ 1%IUSG 1%AAPL 1%DTD 1%MSFT 1%SMH 1%TMO 1%NVDA 1%XLY 1%NEE 1%XLE 1%SPY 1%MSI 1%XLF 1%COST 1%GOOGL 1%MINT 1%LLY 1%PSA 1%AMD 1%PFE 1%TIP 1%UNFI 1%VBR 1%XLI 1%HD 1%IXN 1%MGK 1%JCI 1%AMZN 1%VB 1%NKE 1%IAI 1%LMT 1%XSD 1%CVS 1%XLRE 1%VGT 1%CPK 1%NXPI 1%RWR 1%UNH 1%COP 1%TAN 1%SUI 1%XOM 1%SRLN 1%VEA 1%MMC 1%ADBE 1%TMUS 1%VTV 1%VUG 1%DVY 1%ZS 1%ZTS 1%DIA 1%CNQ 1%VXUS 1%DPZ 1%NFLX 1%JNK 1%LQD 1%VWO 1%SJNK 1%VMBS 1%XLV 1%ABBV 1%CSCO 1%HON 1%SHOP 1%JNJ 1%PPA 1%CRM 1%VZ 1%BNS 1%CVX 1%IGV 1%IWF 1%FSPTX 1%ADP 1%AVGO 1%CARR 1%MS 1%GLD 1%NOC 1%FSLR 1%PFF 1%SHY 1%ROBO 1%ОблигацииОблигацииАкцииАкции
ПозицияКатегория/СекторЦелевая доля
AAPL
Apple Inc		Technology
1%
ABBV
AbbVie Inc.		Healthcare
1%
ADBE
Adobe Inc		Technology
1%
ADP
Automatic Data Processing, Inc.		Industrials
1%
AGG
iShares Core U.S. Aggregate Bond ETF		Total Bond Market
1%
AMD
Advanced Micro Devices, Inc.		Technology
1%
AMZN
Amazon.com, Inc.		Consumer Cyclical
1%
AVGO
Broadcom Inc.		Technology
1%
BIV
Vanguard Intermediate-Term Bond ETF		Total Bond Market
1%
BLV
Vanguard Long-Term Bond ETF		Total Bond Market
1%
BNDX
Vanguard Total International Bond ETF		Total Bond Market
1%
BNS
The Bank of Nova Scotia		Financial Services
1%
BSV
Vanguard Short-Term Bond ETF		Total Bond Market
1%
CARR
Carrier Global Corporation		Industrials
1%
CNQ
Canadian Natural Resources Limited		Energy
1%
COP
ConocoPhillips Company		Energy
1%
COST
Costco Wholesale Corporation		Consumer Defensive
1%
CPK
Chesapeake Utilities Corporation		Utilities
1%
CRM
salesforce.com, inc.		Technology
1%
CSCO
1%
CVS
1%
CVX
1%
DIA
1%
DPZ
1%
DTD
1%
DVY
1%
FSLR
1%
FSPTX
1%
GLD
1%
GOOGL
1%
HD
1%
HON
1%
IAI
1%
IGV
1%
IUSG
1%
IWF
1%
IXN
1%
JCI
1%
JNJ
1%
JNK
1%
LLY
1%
LMT
1%
LQD
1%
MGK
1%
MINT
1%
MMC
1%
MS
1%
MSFT
1%
MSI
1%
NEE
1%
NFLX
1%
NKE
1%
NOC
1%
NVDA
1%
NXPI
1%
PFE
1%
PFF
1%
PPA
1%
PSA
1%
QQQ
1%
ROBO
1%
RWR
1%
SHOP
1%
SHY
1%
SJNK
1%
SMH
1%
SPY
1%
SRLN
1%
SUI
1%
TAN
1%
TIP
1%
TMO
1%
TMUS
1%
UNFI
1%
UNH
1%
VB
1%
VBR
1%
VEA
1%
VGT
1%
VMBS
1%
VTV
1%
VUG
1%
VWO
1%
VXUS
1%
VZ
1%
XBI
4%
XLE
1%
XLF
1%
XLI
1%
XLK
1%
XLRE
1%
XLV
1%
XLY
1%
XOM
1%
XSD
1%
ZS
1%
ZTS
1%

Доходность

График доходности

График показывает рост $10,000 инвестированных в Stocks и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца

110.00%120.00%130.00%140.00%150.00%160.00%170.00%AugustSeptemberOctoberNovemberDecember2025
158.31%
134.14%
Stocks
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 3 апр. 2020 г., начальной даты CARR

Доходность по периодам

С начала года1 месяц6 месяцев1 год5 лет10 лет
^GSPC
S&P 500		-0.93%-3.71%3.77%21.81%12.17%11.26%
Stocks-0.45%-3.18%2.27%22.01%N/AN/A
Активы портфеля:
XLK
-1.61%-4.14%-1.81%19.82%N/AN/A
QQQ
-0.79%-4.25%2.81%24.57%N/AN/A
IUSG
-0.55%-3.21%5.50%33.12%N/AN/A
AAPL
Apple Inc		-5.42%-4.55%2.97%28.02%25.35%25.57%
DTD
-1.27%-4.07%4.46%17.30%N/AN/A
MSFT
-0.60%-6.33%-7.28%8.65%N/AN/A
SMH
2.07%-0.49%-9.54%43.55%N/AN/A
TMO
4.24%2.93%-0.92%-0.10%N/AN/A
NVDA
1.21%1.24%5.18%148.47%N/AN/A
XLY
-1.57%-6.05%15.77%27.99%N/AN/A
NEE
-6.01%-8.48%-10.17%13.60%N/AN/A
XLE
3.19%-0.10%-0.72%10.45%N/AN/A
SPY
-0.95%-3.60%4.33%23.34%N/AN/A
MSI
-1.51%-3.09%17.22%45.38%N/AN/A
XLF
-2.09%-4.07%12.54%27.83%N/AN/A
COST
Costco Wholesale Corporation		2.26%-5.30%11.46%37.93%27.83%23.64%
GOOGL
1.45%1.17%4.02%35.11%N/AN/A
MINT
0.09%0.33%2.64%5.75%N/AN/A
LLY
3.61%1.37%-15.40%25.23%N/AN/A
PSA
-3.49%-9.01%-2.79%1.86%N/AN/A
AMD
Advanced Micro Devices, Inc.		-3.93%-8.57%-36.10%-20.82%19.01%46.19%
PFE
0.72%4.46%-4.85%-1.21%N/AN/A
TIP
-0.31%-1.30%-0.50%1.06%N/AN/A
UNFI
-0.07%-4.21%115.73%83.89%N/AN/A
VBR
-1.50%-6.02%4.19%13.46%N/AN/A
XLI
-0.33%-3.96%6.64%18.89%N/AN/A
HD
0.23%-6.50%9.60%12.29%N/AN/A
IXN
-1.04%-3.21%-2.48%24.20%N/AN/A
MGK
-0.92%-3.74%5.23%30.74%N/AN/A
JCI
-0.34%-4.37%13.48%42.53%N/AN/A
AMZN
Amazon.com, Inc.		-0.21%-3.75%12.57%41.60%18.35%31.14%
VB
-0.90%-5.63%6.14%16.39%N/AN/A
NKE
-5.91%-7.83%-2.08%-31.06%N/AN/A
IAI
-1.94%-5.39%16.72%36.49%N/AN/A
LMT
-3.68%-5.38%2.13%3.70%N/AN/A
XSD
0.63%-4.80%-5.93%19.24%N/AN/A
CVS
6.95%-2.75%-16.79%-34.67%N/AN/A
XLRE
-3.66%-7.54%-0.28%2.57%N/AN/A
VGT
-1.34%-4.10%2.40%28.18%N/AN/A
CPK
Chesapeake Utilities Corporation		-3.96%-8.03%5.50%15.35%6.64%10.79%
NXPI
-0.53%-4.65%-25.89%0.09%N/AN/A
RWR
-3.75%-7.11%0.85%4.07%N/AN/A
UNH
2.93%0.04%2.54%1.41%N/AN/A
COP
ConocoPhillips Company		2.77%0.89%-8.63%-6.20%13.53%8.44%
TAN
3.08%-2.17%-22.90%-26.14%N/AN/A
SUI
-1.98%-0.61%-0.97%-7.79%N/AN/A
XOM
-0.96%-3.88%-4.41%10.23%N/AN/A
SRLN
0.36%0.43%4.67%8.73%N/AN/A
VEA
-0.61%-3.48%-6.07%3.24%N/AN/A
MMC
-1.55%-2.77%-3.52%8.28%N/AN/A
ADBE
Adobe Inc		-8.72%-12.83%-27.39%-31.95%3.28%19.28%
TMUS
-4.27%-8.90%18.50%31.92%N/AN/A
AGG
iShares Core U.S. Aggregate Bond ETF		-0.99%-1.71%-0.64%0.46%-0.64%1.10%
VTV
-0.93%-3.63%3.22%14.97%N/AN/A
VUG
-0.76%-3.74%5.76%30.89%N/AN/A
DVY
-2.06%-5.20%5.03%14.63%N/AN/A
ZS
5.30%-4.31%-5.90%-17.68%N/AN/A
ZTS
0.24%-8.34%-8.35%-17.09%N/AN/A
DIA
-1.45%-4.29%5.60%13.45%N/AN/A
CNQ
Canadian Natural Resources Limited		6.06%4.04%-5.60%5.17%22.39%14.33%
VXUS
-1.19%-4.01%-5.42%4.84%N/AN/A
DPZ
-4.15%-11.22%-17.57%-0.88%N/AN/A
NFLX
-6.02%-8.83%29.35%70.21%N/AN/A
JNK
-0.14%-0.59%3.44%7.13%N/AN/A
LQD
-1.35%-2.71%-1.36%-0.30%N/AN/A
VWO
-2.79%-5.61%-3.55%9.34%N/AN/A
SJNK
-0.08%-0.23%4.20%7.74%N/AN/A
VMBS
-1.26%-1.88%-0.84%0.58%N/AN/A
XLV
1.50%-0.51%-5.04%0.95%N/AN/A
ABBV
AbbVie Inc.		-1.42%1.04%4.65%10.75%19.72%15.28%
CSCO
-0.10%0.89%25.78%20.37%N/AN/A
HON
-3.41%-4.14%2.49%10.82%N/AN/A
SHOP
-2.46%-9.53%59.82%27.41%N/AN/A
JNJ
-1.77%-3.11%-3.73%-9.75%N/AN/A
PPA
-0.09%-2.25%10.19%26.88%N/AN/A
BSV
Vanguard Short-Term Bond ETF		-0.38%-0.31%1.51%3.10%1.19%1.51%
BIV
Vanguard Intermediate-Term Bond ETF		-1.08%-1.89%-0.72%0.49%-0.30%1.38%
CRM
salesforce.com, inc.		-4.93%-10.19%25.49%17.54%11.73%18.82%
VZ
-3.72%-8.94%-5.62%4.73%N/AN/A
BLV
Vanguard Long-Term Bond ETF		-1.96%-4.29%-4.64%-4.76%-3.88%0.43%
BNS
The Bank of Nova Scotia		-3.13%-6.10%12.20%16.31%4.42%5.20%
CVX
5.73%-0.47%0.54%8.47%N/AN/A
IGV
-2.91%-8.09%11.33%18.93%N/AN/A
IWF
-0.85%-3.74%5.92%30.95%N/AN/A
FSPTX
-0.73%-3.53%3.53%33.40%N/AN/A
ADP
Automatic Data Processing, Inc.		-2.01%-3.34%21.75%24.24%13.14%15.63%
AVGO
Broadcom Inc.		-3.25%0.05%32.68%105.23%53.91%39.71%
CARR
Carrier Global Corporation		-2.56%-8.59%1.38%19.91%N/AN/A
MS
-1.81%-3.10%20.61%42.64%N/AN/A
GLD
2.51%1.60%11.25%30.84%N/AN/A
NOC
-2.26%-4.44%6.99%-3.05%N/AN/A
FSLR
7.38%-5.22%-18.86%17.95%N/AN/A
PFF
-1.15%-2.67%0.25%4.71%N/AN/A
SHY
-0.18%0.02%1.88%3.35%N/AN/A
BNDX
Vanguard Total International Bond ETF		-1.06%-1.50%2.12%3.03%-0.15%1.70%
ROBO
0.00%-2.00%-2.19%1.37%N/AN/A
XBI
-0.69%-4.24%-9.60%-0.94%N/AN/A
*Среднегодовая

Доходность по месяцам

Ниже представлена таблица с месячной доходностью Stocks, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.

янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
20240.70%5.80%3.06%-3.66%6.44%2.78%0.72%2.87%1.65%-1.07%4.90%-3.16%22.51%
20236.71%-3.28%2.85%-0.34%1.88%4.67%4.03%-1.61%-4.96%-3.61%9.07%6.01%22.29%
2022-7.53%-1.79%3.03%-9.16%1.11%-7.51%9.27%-2.86%-8.78%8.58%6.67%-5.78%-16.01%
20210.88%1.99%2.14%3.48%1.67%4.20%1.48%3.63%-3.40%7.46%0.91%2.11%29.59%
202015.84%6.57%2.98%5.33%6.30%-2.88%-1.24%11.72%4.31%59.10%

Комиссия

Комиссия Stocks составляет 0.13%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.

AGG
iShares Core U.S. Aggregate Bond ETF
График комиссии AGG с текущим значением в {{expenseRatio}} в сравнении с значениями по рынку от 0.00% до 2.12%.0.50%1.00%1.50%2.00%0.05%
BSV
Vanguard Short-Term Bond ETF
График комиссии BSV с текущим значением в {{expenseRatio}} в сравнении с значениями по рынку от 0.00% до 2.12%.0.50%1.00%1.50%2.00%0.04%
BIV
Vanguard Intermediate-Term Bond ETF
График комиссии BIV с текущим значением в {{expenseRatio}} в сравнении с значениями по рынку от 0.00% до 2.12%.0.50%1.00%1.50%2.00%0.04%
BLV
Vanguard Long-Term Bond ETF
График комиссии BLV с текущим значением в {{expenseRatio}} в сравнении с значениями по рынку от 0.00% до 2.12%.0.50%1.00%1.50%2.00%0.04%
BNDX
Vanguard Total International Bond ETF
График комиссии BNDX с текущим значением в {{expenseRatio}} в сравнении с значениями по рынку от 0.00% до 2.12%.0.50%1.00%1.50%2.00%0.07%

Риск-скорректированная доходность

Ранг риск-скорректированной доходности

Текущий рейтинг Stocks составляет 45, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.

Ранг риск-скорректированной доходности Stocks, с текущим значением в 4545
Общий ранг
Ранг коэф-та Шарпа Stocks, с текущим значением в 4141
Ранг коэф-та Шарпа
Ранг коэф-та Сортино Stocks, с текущим значением в 4141
Ранг коэф-та Сортино
Ранг коэф-та Омега Stocks, с текущим значением в 4242
Ранг коэф-та Омега
Ранг коэф-та Кальмара Stocks, с текущим значением в 5050
Ранг коэф-та Кальмара
Ранг коэф-та Мартина Stocks, с текущим значением в 5252
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.

Показатели риск-скорректированной доходности

В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.

Коэффициент Шарпа
Коэффициент Шарпа Stocks, с текущим значением в 1.58, в сравнении с широким рынком-1.000.001.002.003.004.001.581.77
Коэффициент Сортино Stocks, с текущим значением в 2.17, в сравнении с широким рынком-2.000.002.004.002.172.37
Коэффициент Омега Stocks, с текущим значением в 1.28, в сравнении с широким рынком0.801.001.201.401.601.281.32
Коэффициент Кальмара Stocks, с текущим значением в 2.46, в сравнении с широким рынком0.002.004.006.008.0010.002.462.65
Коэффициент Мартина Stocks, с текущим значением в 9.71, в сравнении с широким рынком0.0010.0020.0030.0040.009.7111.13
Stocks
^GSPC
Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
XLK
0.991.411.181.294.42
QQQ
1.431.941.261.906.73
IUSG
2.002.601.362.7810.99
AAPL
Apple Inc		1.271.891.241.724.48
DTD
1.662.341.302.598.59
MSFT
0.620.911.120.801.76
SMH
1.261.771.221.774.31
TMO
0.020.171.020.010.05
NVDA
2.953.291.415.7617.59
XLY
1.462.001.251.527.34
NEE
0.460.761.100.311.58
XLE
0.620.921.120.761.70
SPY
1.902.541.352.8612.22
MSI
2.713.971.524.9417.13
XLF
1.912.751.353.6711.21
COST
Costco Wholesale Corporation		2.202.781.394.029.78
GOOGL
1.311.861.251.664.02
MINT
13.2731.349.0645.05492.81
LLY
0.951.501.191.193.12
PSA
0.050.231.030.040.18
AMD
Advanced Micro Devices, Inc.		-0.47-0.400.95-0.49-0.85
PFE
-0.15-0.060.99-0.06-0.41
TIP
0.430.611.070.171.28
UNFI
1.292.271.290.953.63
VBR
0.791.201.151.333.65
XLI
1.412.091.252.307.06
HD
0.761.161.140.871.81
IXN
1.201.671.221.564.86
MGK
1.822.391.332.419.03
JCI
1.532.091.291.228.60
AMZN
Amazon.com, Inc.		1.592.211.282.297.41
VB
0.931.371.171.364.53
NKE
-0.92-1.090.82-0.50-1.43
IAI
2.092.951.394.5815.11
LMT
0.300.531.080.220.66
XSD
0.490.871.110.631.67
CVS
-1.03-1.380.81-0.66-1.62
XLRE
0.160.321.040.100.58
VGT
1.391.871.251.977.05
CPK
Chesapeake Utilities Corporation		0.731.111.140.543.85
NXPI
-0.030.191.02-0.04-0.08
RWR
0.270.471.060.181.14
UNH
-0.060.101.01-0.08-0.21
COP
ConocoPhillips Company		-0.32-0.310.96-0.26-0.49
TAN
-0.72-0.900.90-0.39-1.64
SUI
-0.34-0.310.96-0.18-0.80
XOM
0.550.901.110.561.88
SRLN
4.767.122.336.4953.03
VEA
0.320.521.060.431.08
MMC
0.791.111.151.043.22
ADBE
Adobe Inc		-0.84-1.040.85-0.75-1.59
TMUS
1.762.361.352.178.55
AGG
iShares Core U.S. Aggregate Bond ETF		0.190.291.030.080.49
VTV
1.402.001.251.976.41
VUG
1.872.451.342.529.79
DVY
1.061.511.191.404.73
ZS
-0.37-0.230.97-0.28-0.63
ZTS
-0.63-0.760.91-0.40-1.33
DIA
1.191.741.222.035.85
CNQ
Canadian Natural Resources Limited		0.200.461.060.210.42
VXUS
0.450.701.090.611.64
DPZ
-0.020.171.02-0.02-0.04
NFLX
2.483.351.442.3917.33
JNK
1.762.471.323.2612.24
LQD
0.060.121.010.020.16
VWO
0.691.061.130.432.53
SJNK
2.303.271.444.8819.10
VMBS
0.210.331.040.110.62
XLV
0.100.211.030.080.25
ABBV
AbbVie Inc.		0.500.771.120.621.59
CSCO
1.191.811.240.903.46
HON
0.590.921.120.742.27
SHOP
0.561.141.160.431.47
JNJ
-0.61-0.800.91-0.52-1.40
PPA
1.942.611.353.3510.51
BSV
Vanguard Short-Term Bond ETF		1.512.201.281.275.09
BIV
Vanguard Intermediate-Term Bond ETF		0.220.341.040.090.55
CRM
salesforce.com, inc.		0.621.011.160.721.66
VZ
0.160.371.050.130.68
BLV
Vanguard Long-Term Bond ETF		-0.39-0.450.95-0.14-0.91
BNS
The Bank of Nova Scotia		0.901.301.160.482.81
CVX
0.500.791.100.451.47
IGV
1.021.421.191.684.31
IWF
1.872.441.342.469.50
FSPTX
1.502.031.262.217.46
ADP
Automatic Data Processing, Inc.		1.592.241.292.368.43
AVGO
Broadcom Inc.		2.042.901.364.3612.57
CARR
Carrier Global Corporation		0.651.091.130.972.80
MS
1.482.151.302.218.56
GLD
2.132.791.373.9510.80
NOC
-0.070.031.00-0.06-0.18
FSLR
0.250.791.090.320.59
PFF
0.640.921.110.472.71
SHY
2.163.291.433.939.16
BNDX
Vanguard Total International Bond ETF		0.881.281.150.374.56
ROBO
0.140.311.040.090.45
XBI
-0.17-0.070.99-0.08-0.50

Stocks на текущий момент имеет коэффициент Шарпа равный 1.58. Это значение рассчитано на основе данных за прошедший период в 1 year и учитывает как изменения цен, так и дивиденды.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 1.22 до 1.93, текущий коэффициент Шарпа этого портфеля находится между 25-м и 75-м процентилями. Это означает, что его эффективность с учетом риска соответствует большинству портфелей. Это говорит о сбалансированном подходе к риску и доходности, который может подходить широкому кругу инвесторов.

Используйте график ниже, чтобы сравнить коэффициент Шарпа с бенчмарком для анализа эффективности инвестиции или перейдите к инструменту коэффициента Шарпа для более детального контроля над параметрами расчета.

Скользящий 12-месячный коэффициент Шарпа1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.58
1.77
Stocks
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность Stocks за предыдущие двенадцать месяцев составила 2.17%.

TTM20242023202220212020201920182017201620152014
Портфель2.17%2.16%2.09%2.01%1.65%2.03%1.89%2.26%1.82%2.00%2.02%1.97%
Активы портфеля:
XLK
0.67%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%
QQQ
0.56%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
IUSG
0.59%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%
AAPL
Apple Inc		0.42%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
DTD
2.10%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%3.11%3.02%2.42%
MSFT
0.74%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
SMH
0.43%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
TMO
0.29%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
NVDA
0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
XLY
0.73%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%
NEE
3.06%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
XLE
3.25%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%
SPY
1.22%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
MSI
0.89%0.87%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%
XLF
1.45%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%
COST
Costco Wholesale Corporation		0.48%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
GOOGL
0.31%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MINT
5.22%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%
LLY
0.65%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
PSA
4.15%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%
AMD
Advanced Micro Devices, 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%
PFE
6.29%6.33%5.70%3.12%2.64%3.91%3.68%3.12%3.54%3.70%3.48%3.34%
TIP
2.53%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%
UNFI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
2.01%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
XLI
1.45%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%
HD
2.31%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
IXN
0.43%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%
MGK
0.43%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%
JCI
1.88%1.88%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%
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%
VB
1.32%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%
NKE
2.12%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%
IAI
1.07%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.48%1.31%1.13%
LMT
2.72%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
XSD
0.20%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%
CVS
5.54%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%
XLRE
3.56%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%
VGT
0.61%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
CPK
Chesapeake Utilities Corporation		2.15%2.07%2.18%1.76%1.29%1.59%1.65%1.77%1.63%1.80%2.00%2.15%
NXPI
1.47%1.46%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%
RWR
3.91%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%3.06%
UNH
1.57%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
COP
ConocoPhillips Company		3.06%3.15%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%
TAN
0.48%0.50%0.09%0.00%0.00%0.09%0.30%0.70%1.77%5.04%1.60%1.88%
SUI
3.12%3.06%2.78%2.46%1.58%2.08%2.00%2.79%2.89%3.39%3.79%4.30%
XOM
3.60%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
SRLN
8.55%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%3.66%
VEA
3.38%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%
MMC
1.46%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%
ADBE
Adobe Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMUS
1.34%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF		4.11%4.07%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%
VTV
2.33%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%
VUG
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
DVY
3.73%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%
ZS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZTS
1.06%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%
DIA
1.63%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%
CNQ
Canadian Natural Resources Limited		4.75%5.03%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.22%2.60%
VXUS
3.41%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%
DPZ
1.50%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNK
6.64%6.63%6.38%6.06%4.26%5.11%5.44%5.90%5.60%6.06%6.60%5.99%
LQD
4.51%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%3.39%
VWO
3.29%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%
SJNK
7.48%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%5.46%
VMBS
3.99%3.94%3.31%2.35%1.03%2.01%2.77%2.72%2.16%2.10%2.12%1.90%
XLV
1.64%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%
ABBV
AbbVie Inc.		2.65%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
CSCO
2.72%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
HON
2.00%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
SHOP
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
3.46%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
PPA
0.61%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%0.62%
BSV
Vanguard Short-Term Bond ETF		3.39%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%
BIV
Vanguard Intermediate-Term Bond ETF		3.83%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%
CRM
salesforce.com, inc.		0.50%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VZ
7.10%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
BLV
Vanguard Long-Term Bond ETF		4.78%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%
BNS
The Bank of Nova Scotia		6.04%5.84%6.40%6.40%4.02%4.94%3.54%5.10%3.75%3.98%6.63%4.11%
CVX
4.26%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
IGV
0.00%0.00%0.41%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%
IWF
0.46%0.46%0.67%0.91%0.50%0.66%0.99%1.27%1.10%1.43%1.37%1.33%
FSPTX
4.74%4.71%0.01%3.95%11.62%18.86%1.61%23.63%8.31%1.49%4.28%17.85%
ADP
Automatic Data Processing, Inc.		2.00%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
AVGO
Broadcom Inc.		0.97%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
CARR
Carrier Global Corporation		1.20%1.16%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%
MS
2.88%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%
GLD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOC
1.75%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%
FSLR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFF
6.39%6.31%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%
SHY
3.92%3.91%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.72%0.54%0.36%
BNDX
Vanguard Total International Bond ETF		4.22%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
ROBO
0.55%0.55%0.05%0.00%0.18%0.20%0.37%0.37%0.02%0.19%0.28%0.28%
XBI
0.15%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%1.07%

Просадки

График просадок

На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.42%
-4.32%
Stocks
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Stocks показал максимальную просадку в 23.82%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 293 торговые сессии.

Текущая просадка Stocks составляет 4.42%.

В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.

Глубина

Начало

Падение

Дно

Восстановление

Окончание

Всего

-23.82%28 дек. 2021 г.20214 окт. 2022 г.29314 дек. 2023 г.495
-9.12%17 июл. 2024 г.145 авг. 2024 г.1423 авг. 2024 г.28
-7.86%3 сент. 2020 г.1423 сент. 2020 г.1312 окт. 2020 г.27
-6.76%9 июн. 2020 г.311 июн. 2020 г.2010 июл. 2020 г.23
-6.52%16 февр. 2021 г.134 мар. 2021 г.259 апр. 2021 г.38

Волатильность

График волатильности

Текущая волатильность Stocks составляет 4.95%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.

2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.95%
4.66%
Stocks
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
MINTGLDSHYBNDXNOCBLVBSVTIPVMBSLMTLLYBIVABBVVZAGGPFEUNFIJNJCVSUNHCOPCPKXOMDPZCVXCNQFSLRXLELQDPSATMUSNFLXNEEZSSUISHOPCOSTTANTMOAMDZTSXBIMMCNKEAMZNNVDAMSISRLNCARRCRMMSGOOGLBNSADPADBEHDJCICSCOHONVWOAAPLAVGOMSFTNXPIXLVPFFRWRXLFXLREDVYPPASMHIAIXSDIGVSJNKJNKVBRXLIFSPTXVXUSXLYVEAXLKIXNVTVVGTQQQMGKROBOVUGIWFVBDIAIUSGDTDSPY
MINT1.000.150.350.240.040.210.330.190.270.040.070.290.070.070.280.020.020.060.040.040.010.060.020.060.010.010.040.020.240.060.080.100.110.100.100.090.060.080.100.060.110.090.070.080.110.060.090.150.080.120.020.080.040.060.120.100.080.120.090.110.060.090.080.100.090.140.100.040.110.070.080.090.040.090.140.150.160.070.080.110.120.100.110.110.110.080.110.110.110.130.120.110.100.090.110.090.11
GLD0.151.000.370.280.050.310.390.420.330.070.030.380.050.100.360.080.050.070.010.050.120.080.130.090.140.210.120.150.340.140.080.140.180.110.150.120.120.150.160.150.110.130.070.080.140.110.100.200.100.130.050.140.180.070.120.090.080.110.130.300.110.120.100.110.130.220.150.070.180.140.130.140.060.150.150.260.260.140.130.140.310.110.300.130.150.140.140.150.140.210.140.140.150.140.140.150.15
SHY0.350.371.000.650.000.610.910.620.770.020.040.800.030.110.770.10-0.000.13-0.030.03-0.080.12-0.080.11-0.08-0.030.05-0.070.640.190.080.130.170.110.200.100.110.120.150.060.120.140.050.070.120.050.040.070.100.07-0.020.100.090.070.100.180.050.080.090.090.100.050.080.050.120.290.18-0.020.210.050.050.05-0.000.060.130.360.370.060.070.080.140.100.150.090.090.060.090.110.110.140.110.110.090.080.100.080.10
BNDX0.240.280.651.000.010.800.720.650.740.030.080.820.020.120.830.120.020.11-0.020.03-0.120.14-0.130.13-0.10-0.050.12-0.110.770.220.130.160.250.140.200.150.130.170.150.090.140.170.070.100.130.100.060.090.110.120.010.110.080.100.140.230.080.080.090.100.160.090.140.080.120.360.21-0.020.250.050.080.100.010.110.170.350.380.070.080.140.140.140.140.150.150.060.150.160.160.150.160.160.110.090.140.100.13
NOC0.040.050.000.011.00-0.030.010.05-0.010.760.18-0.010.250.25-0.010.200.170.300.330.320.330.310.300.070.320.260.040.330.040.250.20-0.040.29-0.010.25-0.030.180.050.13-0.030.170.090.350.160.00-0.030.290.160.180.070.230.080.230.360.080.230.260.270.390.070.100.080.080.060.330.190.310.350.300.430.570.030.280.050.070.180.180.330.440.060.180.170.210.100.080.440.090.080.100.130.110.120.270.380.150.400.26
BLV0.210.310.610.80-0.031.000.720.730.79-0.020.060.900.030.100.940.100.030.08-0.070.02-0.130.14-0.130.15-0.12-0.060.12-0.120.930.240.130.190.250.190.220.180.150.160.170.140.170.180.080.120.160.130.070.120.120.14-0.000.110.070.080.160.230.090.070.060.110.150.080.140.070.130.410.21-0.030.260.050.030.100.020.110.200.380.420.060.060.140.140.160.140.150.150.050.160.170.170.160.170.170.120.090.150.100.14
BSV0.330.390.910.720.010.721.000.680.820.030.050.890.060.120.850.140.030.13-0.020.05-0.080.13-0.070.14-0.07-0.020.10-0.060.760.230.130.170.220.150.230.140.150.160.190.090.170.180.090.110.170.090.080.130.120.130.010.140.120.090.150.220.080.100.110.140.150.090.130.070.160.370.21-0.000.260.080.080.090.030.100.180.420.440.090.100.130.190.160.190.140.140.090.150.160.160.190.170.160.130.120.150.130.15
TIP0.190.420.620.650.050.730.681.000.690.060.090.760.050.110.770.110.030.11-0.000.070.020.150.030.130.040.090.130.040.720.230.130.150.240.150.210.150.160.170.160.130.170.150.110.110.160.120.100.150.150.140.050.160.140.120.140.230.110.110.120.150.160.110.140.100.160.370.240.040.270.120.100.120.060.130.180.350.390.120.130.160.200.170.210.160.170.130.170.180.180.190.190.190.160.150.170.160.18
VMBS0.270.330.770.74-0.010.790.820.691.000.020.070.880.040.140.900.140.010.130.000.04-0.060.17-0.050.12-0.060.000.13-0.050.800.250.150.150.250.140.230.140.150.200.170.090.160.190.110.140.160.100.100.150.170.130.060.130.140.130.130.240.130.090.140.160.150.090.120.100.170.420.260.050.300.120.110.110.080.130.180.430.460.130.130.140.210.180.220.150.150.120.160.160.170.210.170.170.160.140.160.150.17
LMT0.040.070.020.030.76-0.020.030.060.021.000.170.010.250.290.010.230.160.310.350.320.360.310.350.090.350.310.080.370.060.240.21-0.010.28-0.030.21-0.010.200.080.14-0.000.190.090.350.180.010.000.310.170.180.090.260.090.290.380.100.240.280.280.430.120.130.100.090.090.340.200.330.380.310.460.600.060.300.070.080.190.190.350.470.080.220.190.250.130.110.460.120.110.130.160.140.140.280.410.180.430.29
LLY0.070.030.040.080.180.060.050.090.070.171.000.070.380.180.070.300.090.370.230.310.100.130.110.160.120.080.090.110.110.180.260.180.220.150.150.140.290.100.230.170.310.240.310.140.220.220.280.120.170.220.110.230.150.290.230.230.200.250.190.140.240.250.300.140.560.170.230.190.260.190.230.220.180.180.260.180.190.170.240.260.220.210.240.300.300.310.290.300.320.220.310.330.200.310.340.330.34
BIV0.290.380.800.82-0.010.900.890.760.880.010.071.000.050.120.970.130.020.12-0.040.04-0.110.15-0.100.16-0.10-0.040.12-0.090.900.260.140.190.250.180.240.170.160.180.190.120.180.190.090.130.170.120.090.130.140.140.010.140.110.110.160.250.100.090.100.150.170.100.150.080.160.420.24-0.010.290.070.060.110.030.120.200.430.460.080.090.150.180.170.190.160.160.080.170.180.180.190.190.180.140.120.170.130.16
ABBV0.070.050.030.020.250.030.060.050.040.250.380.051.000.280.050.420.130.470.400.350.200.230.230.130.240.160.060.230.090.210.230.070.210.060.230.080.190.070.290.050.300.250.330.180.090.090.270.160.190.170.220.160.230.310.170.270.240.290.270.150.150.160.180.150.590.210.280.320.290.370.260.130.260.130.170.210.210.270.310.150.240.180.260.190.180.440.180.200.190.200.200.220.260.390.250.420.31
VZ0.070.100.110.120.250.100.120.110.140.290.180.120.281.000.130.310.180.390.350.280.210.330.260.130.260.210.080.250.170.280.360.050.33-0.040.290.020.150.080.210.010.220.140.300.210.060.010.250.210.180.100.280.120.320.300.080.310.240.330.330.160.130.090.100.100.380.260.400.380.400.510.320.070.290.090.080.250.250.340.350.090.260.190.290.130.130.470.120.130.140.180.150.150.280.400.180.450.30
AGG0.280.360.770.83-0.010.940.850.770.900.010.070.970.050.131.000.120.020.12-0.040.04-0.100.16-0.100.16-0.10-0.040.13-0.090.930.260.160.200.270.180.240.180.170.190.190.130.180.200.090.130.180.130.090.140.150.150.020.130.110.110.160.250.110.090.110.140.160.100.150.090.170.430.25-0.000.300.080.070.120.040.130.210.430.470.100.100.160.180.180.190.160.170.090.170.190.190.190.190.190.150.120.170.140.16
PFE0.020.080.100.120.200.100.140.110.140.230.300.130.420.310.121.000.130.470.390.300.160.250.170.140.200.150.110.180.170.300.240.070.290.050.280.090.190.140.370.110.330.260.290.210.110.080.230.210.170.110.240.170.270.290.160.260.220.310.260.210.180.130.200.180.560.250.320.280.350.370.230.130.260.160.160.230.240.260.280.160.290.180.310.190.190.400.190.190.190.240.200.210.250.350.230.390.30
UNFI0.020.05-0.000.020.170.030.030.030.010.160.090.020.130.180.020.131.000.160.230.140.200.220.220.150.250.220.210.260.090.160.160.130.190.160.240.200.240.280.200.190.180.330.240.250.220.160.230.240.260.180.300.200.290.250.170.270.270.260.300.260.240.210.180.260.250.260.320.350.290.400.370.240.340.290.230.260.260.450.370.260.330.320.340.250.250.390.260.270.260.350.270.280.440.390.290.390.35
JNJ0.060.070.130.110.300.080.130.110.130.310.370.120.470.390.120.470.161.000.420.420.130.300.170.120.200.090.090.160.160.320.280.070.340.010.340.030.250.110.330.060.360.200.390.220.090.020.300.160.170.110.230.180.260.380.150.290.210.350.330.160.190.090.200.130.640.240.350.320.390.400.260.090.260.100.130.220.230.250.310.130.250.180.280.180.170.450.160.180.190.200.190.200.230.430.230.440.32
CVS0.040.01-0.03-0.020.33-0.07-0.02-0.000.000.350.23-0.040.400.35-0.040.390.230.421.000.510.310.290.320.100.340.260.100.340.020.260.250.010.240.000.230.020.180.130.240.070.250.190.340.220.040.060.290.260.240.090.360.150.340.360.090.330.330.340.390.190.160.120.130.200.540.220.370.470.350.530.390.130.390.160.110.240.240.430.430.140.300.250.340.180.170.560.170.170.170.250.180.200.370.490.230.520.36
UNH0.040.050.030.030.320.020.050.070.040.320.310.040.350.280.040.300.140.420.511.000.200.270.200.120.250.160.090.220.100.280.290.110.280.090.270.070.270.120.290.120.360.180.420.210.130.130.350.190.200.150.250.230.250.390.200.300.260.320.340.170.250.180.250.180.620.220.310.350.340.370.320.170.300.170.200.220.230.300.350.210.260.230.290.260.240.470.240.240.250.230.260.280.280.500.300.440.37
COP0.010.12-0.08-0.120.33-0.13-0.080.02-0.060.360.10-0.110.200.21-0.100.160.200.130.310.201.000.200.830.060.830.770.180.91-0.020.100.150.040.130.030.100.050.060.200.060.100.100.180.230.220.070.090.230.310.240.140.440.170.450.260.090.180.320.280.350.320.120.190.090.240.220.260.300.510.230.560.480.200.440.230.130.290.280.520.470.180.400.240.400.180.180.550.180.160.160.290.180.180.450.450.230.490.35
CPK0.060.080.120.140.310.140.130.150.170.310.130.150.230.330.160.250.220.300.290.270.201.000.230.130.240.210.160.250.200.410.250.050.470.020.400.050.220.180.210.060.260.240.320.240.080.030.280.230.270.140.290.170.350.370.120.310.320.290.370.160.180.130.140.170.370.330.520.380.510.540.390.100.360.180.160.290.310.450.400.150.280.270.320.180.170.470.180.190.200.260.210.220.410.410.240.480.34
XOM0.020.13-0.08-0.130.30-0.13-0.070.03-0.050.350.11-0.100.230.26-0.100.170.220.170.320.200.830.231.000.060.880.730.180.94-0.020.130.160.030.160.010.120.020.080.200.060.080.120.160.250.230.050.060.230.310.250.130.470.130.440.280.060.200.330.300.370.320.130.180.050.240.230.260.320.520.240.590.470.180.440.220.110.270.250.530.480.160.400.230.400.160.160.570.160.140.140.290.160.160.450.470.210.520.35
DPZ0.060.090.110.130.070.150.140.130.120.090.160.160.130.130.160.140.150.120.100.120.060.130.061.000.070.080.220.070.210.210.230.310.210.330.220.340.330.280.330.330.350.300.250.280.330.330.300.240.290.300.190.260.200.260.330.350.240.280.200.260.300.290.330.290.320.280.250.200.280.210.240.330.260.340.380.280.300.270.300.380.300.390.300.370.370.280.380.390.390.350.400.400.340.330.390.320.38
CVX0.010.14-0.08-0.100.32-0.12-0.070.04-0.060.350.12-0.100.240.26-0.100.200.250.200.340.250.830.240.880.071.000.730.190.93-0.010.150.160.050.180.040.150.050.110.210.110.110.160.190.260.250.080.110.250.340.260.130.480.200.470.300.110.230.350.320.400.350.150.220.110.270.280.270.350.530.270.610.490.230.460.260.140.310.290.550.510.200.430.260.440.200.210.600.210.190.190.320.200.210.470.510.260.550.39
CNQ0.010.21-0.03-0.050.26-0.06-0.020.090.000.310.08-0.040.160.21-0.040.150.220.090.260.160.770.210.730.080.731.000.240.800.060.120.170.110.160.090.150.120.130.270.130.170.140.210.240.250.140.190.240.360.280.190.460.220.510.270.150.230.360.300.380.420.190.240.150.310.230.330.330.490.270.540.480.280.460.320.200.350.340.550.500.270.520.310.520.260.270.540.270.250.250.390.270.270.500.470.310.510.41
FSLR0.040.120.050.120.040.120.100.130.130.080.090.120.060.080.130.110.210.090.100.090.180.160.180.220.190.241.000.220.210.190.220.240.320.300.200.340.260.770.260.340.240.380.190.300.280.330.280.290.310.310.310.280.290.240.290.280.310.250.290.410.300.360.300.420.270.370.310.300.310.300.340.430.340.530.390.350.370.420.370.440.430.430.410.400.410.350.420.410.400.480.420.420.490.370.420.380.43
XLE0.020.15-0.07-0.110.33-0.12-0.060.04-0.050.370.11-0.090.230.25-0.090.180.260.160.340.220.910.250.940.070.930.800.221.000.010.150.170.050.170.050.150.060.100.250.090.130.140.210.270.260.090.120.270.370.300.160.520.190.500.310.100.230.380.330.420.380.150.230.100.290.260.310.370.590.290.660.550.250.510.290.160.340.320.620.550.220.460.290.470.210.220.640.220.200.200.360.220.220.540.530.270.580.41
LQD0.240.340.640.770.040.930.760.720.800.060.110.900.090.170.930.170.090.160.020.10-0.020.20-0.020.21-0.010.060.210.011.000.310.230.260.320.260.300.270.240.270.270.230.270.280.200.230.260.230.200.270.250.260.140.250.210.210.270.340.230.200.200.250.270.210.260.210.270.520.340.140.390.200.190.240.170.250.330.550.590.230.230.290.310.320.310.300.300.230.310.320.320.320.330.330.290.260.320.280.32
PSA0.060.140.190.220.250.240.230.230.250.240.180.260.210.280.260.300.160.320.260.280.100.410.130.210.150.120.190.150.311.000.300.140.450.170.600.170.330.230.340.150.380.250.410.290.170.140.350.300.330.210.250.220.300.420.240.420.350.340.330.220.280.210.270.210.440.390.700.330.730.430.340.190.310.230.290.380.390.370.400.260.310.320.330.300.290.450.300.310.310.310.330.330.370.420.350.480.41
TMUS0.080.080.080.130.200.130.130.130.150.210.260.140.230.360.160.240.160.280.250.290.150.250.160.230.160.170.220.170.230.301.000.270.350.220.320.250.350.240.280.260.320.330.360.280.340.280.400.290.260.340.250.330.270.400.350.340.310.390.350.290.340.300.370.290.450.340.360.350.400.370.360.310.360.320.390.360.370.360.360.380.360.400.370.410.400.430.400.430.430.350.430.440.390.460.440.460.47
NFLX0.100.140.130.16-0.040.190.170.150.15-0.010.180.190.070.050.200.070.130.070.010.110.040.050.030.310.050.110.240.050.260.140.271.000.200.490.190.540.390.320.310.460.310.390.260.330.580.510.280.290.260.510.220.480.210.260.560.290.220.290.190.390.500.440.530.360.300.330.210.220.250.140.240.490.310.460.610.400.410.270.270.590.400.520.380.570.570.250.590.630.620.470.620.610.390.370.590.330.52
NEE0.110.180.170.250.290.250.220.240.250.280.220.250.210.330.270.290.190.340.240.280.130.470.160.210.180.160.320.170.320.450.350.201.000.180.430.220.320.370.360.180.370.300.390.320.240.190.370.310.290.240.260.270.320.400.250.380.350.340.360.300.310.210.310.220.460.450.510.320.570.470.380.220.320.260.300.370.400.360.400.300.390.360.400.320.320.460.320.340.350.360.370.370.390.420.380.490.44
ZS0.100.110.110.14-0.010.190.150.150.14-0.030.150.180.06-0.040.180.050.160.010.000.090.030.020.010.330.040.090.300.050.260.170.220.490.181.000.250.640.360.420.350.500.360.490.240.360.570.530.300.340.310.590.220.460.180.290.600.300.230.320.180.370.470.470.530.420.290.380.250.210.290.130.260.530.320.540.770.410.420.320.290.650.390.540.370.600.590.240.640.630.620.560.640.640.480.360.590.320.52
SUI0.100.150.200.200.250.220.230.210.230.210.150.240.230.290.240.280.240.340.230.270.100.400.120.220.150.150.200.150.300.600.320.190.430.251.000.240.310.280.370.220.420.340.410.340.250.190.370.320.350.280.320.270.350.420.300.410.340.350.370.300.310.240.310.280.460.420.720.380.730.470.360.250.390.310.360.430.440.460.430.330.400.400.420.350.350.470.360.360.370.400.400.390.470.470.400.510.46
SHOP0.090.120.100.15-0.030.180.140.150.14-0.010.140.170.080.020.180.090.200.030.020.070.050.050.020.340.050.120.340.060.270.170.250.540.220.640.241.000.340.470.360.540.360.510.260.390.600.560.270.370.330.590.300.490.270.250.590.360.300.300.220.460.470.450.510.440.310.440.290.290.320.200.300.560.370.570.720.430.450.380.340.660.480.590.460.600.610.300.640.650.640.600.660.650.520.390.610.360.55
COST0.060.120.110.130.180.150.150.160.150.200.290.160.190.150.170.190.240.250.180.270.060.220.080.330.110.130.260.100.240.330.350.390.320.360.310.341.000.270.410.400.410.290.420.360.460.450.430.300.340.410.260.440.270.440.490.480.340.400.360.290.480.470.530.420.450.370.380.340.430.320.390.490.360.450.510.390.410.350.430.530.390.530.410.580.570.430.570.600.600.470.600.610.410.510.610.500.59
TAN0.080.150.120.170.050.160.160.170.200.080.100.180.070.080.190.140.280.110.130.120.200.180.200.280.210.270.770.250.270.230.240.320.370.420.280.470.271.000.350.420.320.530.210.390.360.400.300.370.370.390.350.350.360.280.380.350.360.290.330.570.390.410.360.520.330.450.380.350.380.360.410.510.410.620.510.450.470.510.450.550.570.540.530.490.510.410.520.520.490.640.520.520.610.430.520.450.52
TMO0.100.160.150.150.130.170.190.160.170.140.230.190.290.210.190.370.200.330.240.290.060.210.060.330.110.130.260.090.270.340.280.310.360.350.370.360.410.351.000.350.550.420.430.390.350.380.410.340.360.400.300.380.290.420.460.410.360.410.320.370.410.380.460.410.660.410.380.340.450.340.320.440.370.460.520.420.430.370.410.490.450.440.450.510.510.450.520.520.520.530.530.540.450.480.550.490.54
AMD0.060.150.060.09-0.030.140.090.130.09-0.000.170.120.050.010.130.110.190.060.070.120.100.060.080.330.110.170.340.130.230.150.260.460.180.500.220.540.400.420.351.000.300.420.270.340.550.740.330.350.380.510.300.520.300.270.560.330.320.380.260.470.520.620.580.600.300.360.270.300.290.230.310.780.370.740.640.420.440.390.370.730.500.570.480.720.720.340.720.720.680.610.690.680.500.420.660.410.60
ZTS0.110.110.120.140.170.170.170.170.160.190.310.180.300.220.180.330.180.360.250.360.100.260.120.350.160.140.240.140.270.380.320.310.370.360.420.360.410.320.550.301.000.390.500.460.380.350.410.370.380.410.320.410.310.450.460.470.370.390.350.390.450.380.460.400.650.420.470.370.520.380.370.410.390.430.510.450.470.410.450.490.470.480.480.510.510.480.510.520.540.520.550.550.480.530.560.520.57
XBI0.090.130.140.170.090.180.180.150.190.090.240.190.250.140.200.260.330.200.190.180.180.240.160.300.190.210.380.210.280.250.330.390.300.490.340.510.290.530.420.420.391.000.290.370.410.410.330.390.350.470.370.370.350.350.430.370.340.360.330.460.410.410.400.490.500.460.410.380.430.370.440.490.460.570.580.500.510.540.430.550.510.530.500.500.510.450.540.550.530.630.550.560.660.490.550.470.55
MMC0.070.070.050.070.350.080.090.110.110.350.310.090.330.300.090.290.240.390.340.420.230.320.250.250.260.240.190.270.200.410.360.260.390.240.410.260.420.210.430.270.500.291.000.410.280.260.550.360.410.380.410.370.400.580.400.440.470.480.510.330.390.350.410.330.600.420.510.570.530.520.520.350.510.340.430.450.460.490.570.410.460.450.490.460.450.610.450.450.470.450.490.490.500.620.510.620.59
NKE0.080.080.070.100.160.120.110.110.140.180.140.130.180.210.130.210.250.220.220.210.220.240.230.280.250.250.300.260.230.290.280.330.320.360.340.390.360.390.390.340.460.370.411.000.410.350.400.420.420.400.450.410.400.420.430.490.480.430.450.450.440.390.420.480.410.440.440.490.430.480.460.440.510.480.490.480.490.550.550.500.530.610.530.510.510.540.520.520.530.560.550.540.590.600.550.570.60
AMZN0.110.140.120.130.000.160.170.160.160.010.220.170.090.060.180.110.220.090.040.130.070.080.050.330.080.140.280.090.260.170.340.580.240.570.250.600.460.360.350.550.380.410.280.411.000.590.340.390.340.590.290.670.290.300.640.380.300.390.270.450.610.540.700.440.340.410.300.310.340.230.310.600.370.560.700.490.500.370.350.720.480.740.470.710.700.340.720.780.790.570.780.770.480.470.740.420.66
NVDA0.060.110.050.10-0.030.130.090.120.100.000.220.120.090.010.130.080.160.020.060.130.090.030.060.330.110.190.330.120.230.140.280.510.190.530.190.560.450.400.380.740.350.410.260.350.591.000.350.370.390.560.340.550.300.290.620.360.350.390.260.480.550.680.650.600.330.400.260.310.290.220.340.840.410.730.700.450.470.380.390.830.510.600.500.800.800.350.810.790.780.640.780.770.490.450.760.440.66
MSI0.090.100.040.060.290.070.080.100.100.310.280.090.270.250.090.230.230.300.290.350.230.280.230.300.250.240.280.270.200.350.400.280.370.300.370.270.430.300.410.330.410.330.550.400.340.351.000.390.430.400.370.380.360.550.400.440.480.540.490.320.420.440.450.420.540.420.490.500.510.480.520.430.480.440.480.440.450.490.570.480.450.490.480.530.520.580.520.500.520.490.540.540.520.600.560.600.61
SRLN0.150.200.070.090.160.120.130.150.150.170.120.130.160.210.140.210.240.160.260.190.310.230.310.240.340.360.290.370.270.300.290.290.310.340.320.370.300.370.340.350.370.390.360.420.390.370.391.000.420.410.470.440.470.360.380.370.470.410.450.520.410.420.390.470.410.520.490.520.470.510.510.480.520.500.480.630.630.580.550.520.620.550.620.510.530.560.520.520.530.610.550.550.610.570.560.580.61
CARR0.080.100.100.110.180.120.120.150.170.180.170.140.190.180.150.170.260.170.240.200.240.270.250.290.260.280.310.300.250.330.260.260.290.310.350.330.340.370.360.380.380.350.410.420.340.390.430.421.000.370.490.340.460.450.380.500.680.390.530.380.360.440.370.510.430.480.510.580.490.550.550.500.570.530.470.500.500.640.700.500.520.550.540.510.510.620.520.500.500.590.530.530.650.620.550.630.62
CRM0.120.130.070.120.070.140.130.140.130.090.220.140.170.100.150.110.180.110.090.150.140.140.130.300.130.190.310.160.260.210.340.510.240.590.280.590.410.390.400.510.410.470.380.400.590.560.400.410.371.000.330.550.290.390.690.350.330.430.300.450.520.530.620.470.400.450.350.360.390.270.380.580.440.560.820.490.500.420.410.720.500.600.490.700.690.390.720.710.710.610.720.720.540.530.700.460.65
MS0.020.05-0.020.010.23-0.000.010.050.060.260.110.010.220.280.020.240.300.230.360.250.440.290.470.190.480.460.310.520.140.250.250.220.260.220.320.300.260.350.300.300.320.370.410.450.290.340.370.470.490.331.000.340.640.440.280.420.570.430.560.470.330.400.330.490.420.460.510.820.460.730.600.460.870.490.390.500.500.740.690.460.600.530.630.460.470.750.470.450.450.590.470.470.700.710.500.710.63
GOOGL0.080.140.100.110.080.110.140.160.130.090.230.140.160.120.130.170.200.180.150.230.170.170.130.260.200.220.280.190.250.220.330.480.270.460.270.490.440.350.380.520.410.370.370.410.670.550.380.440.340.550.341.000.370.410.620.360.360.460.370.480.610.530.730.490.420.430.360.400.380.330.380.600.430.570.650.530.540.430.430.700.540.630.530.720.710.430.710.770.780.590.770.760.510.540.760.500.71
BNS0.040.180.090.080.230.070.120.140.140.290.150.110.230.320.110.270.290.260.340.250.450.350.440.200.470.510.290.500.210.300.270.210.320.180.350.270.270.360.290.300.310.350.400.400.290.300.360.470.460.290.640.371.000.410.280.410.520.440.560.550.330.370.320.460.430.520.560.720.510.720.600.440.680.470.360.530.540.730.670.440.700.520.720.440.460.720.450.440.440.610.460.460.680.670.500.700.62
ADP0.060.070.070.100.360.080.090.120.130.380.290.110.310.300.110.290.250.380.360.390.260.370.280.260.300.270.240.310.210.420.400.260.400.290.420.250.440.280.420.270.450.350.580.420.300.290.550.360.450.390.440.410.411.000.430.510.500.560.580.330.410.420.460.420.580.420.550.560.560.570.580.400.530.410.480.450.470.560.640.470.470.500.490.520.510.640.510.510.520.500.530.540.570.670.560.680.64
ADBE0.120.120.100.140.080.160.150.140.130.100.230.160.170.080.160.160.170.150.090.200.090.120.060.330.110.150.290.100.270.240.350.560.250.600.300.590.490.380.460.560.460.430.400.430.640.620.400.380.380.690.280.620.280.431.000.400.320.480.310.440.590.590.720.500.430.430.330.320.380.240.350.640.380.600.830.490.510.370.400.750.490.610.490.770.760.380.770.780.780.610.780.780.500.520.750.470.68
HD0.100.090.180.230.230.230.220.230.240.240.230.250.270.310.250.260.270.290.330.300.180.310.200.350.230.230.280.230.340.420.340.290.380.300.410.360.480.350.410.330.470.370.440.490.380.360.440.370.500.350.420.360.410.510.401.000.500.460.460.360.410.420.430.440.490.500.530.490.550.520.480.440.500.460.470.490.520.580.600.490.490.620.520.510.510.590.520.520.530.540.550.550.600.640.570.640.62
JCI0.080.080.050.080.260.090.080.110.130.280.200.100.240.240.110.220.270.210.330.260.320.320.330.240.350.360.310.380.230.350.310.220.350.230.340.300.340.360.360.320.370.340.470.480.300.350.480.470.680.330.570.360.520.500.320.501.000.440.630.410.350.440.350.500.460.470.560.650.520.650.640.470.630.500.420.510.520.700.760.470.550.560.580.490.500.690.500.480.490.590.510.510.680.680.550.690.65
CSCO0.120.110.080.080.270.070.100.110.090.280.250.090.290.330.090.310.260.350.340.320.280.290.300.280.320.300.250.330.200.340.390.290.340.320.350.300.400.290.410.380.390.360.480.430.390.390.540.410.390.430.430.460.440.560.480.460.441.000.510.390.470.500.490.480.550.410.480.520.500.550.510.500.510.510.530.470.480.540.580.540.510.520.520.590.580.640.580.570.560.550.570.580.560.660.590.670.66
HON0.090.130.090.090.390.060.110.120.140.430.190.100.270.330.110.260.300.330.390.340.350.370.370.200.400.380.290.420.200.330.350.190.360.180.370.220.360.330.320.260.350.330.510.450.270.260.490.450.530.300.560.370.560.580.310.460.630.511.000.400.340.400.350.450.510.450.570.690.520.700.720.410.630.440.380.520.520.690.790.420.550.520.580.460.460.750.460.450.460.550.480.480.650.740.510.730.64
VWO0.110.300.090.100.070.110.140.150.160.120.140.150.150.160.140.210.260.160.190.170.320.160.320.260.350.420.410.380.250.220.290.390.300.370.300.460.290.570.370.470.390.460.330.450.450.480.320.520.380.450.470.480.550.330.440.360.410.390.401.000.460.500.450.560.400.480.430.480.420.470.460.620.530.620.540.550.570.560.510.620.880.590.780.590.640.540.610.610.590.720.610.600.620.560.610.570.64
AAPL0.060.110.100.160.100.150.150.160.150.130.240.170.150.130.160.180.240.190.160.250.120.180.130.300.150.190.300.150.270.280.340.500.310.470.310.470.480.390.410.520.450.410.390.440.610.550.420.410.360.520.330.610.330.410.590.410.350.470.340.461.000.560.690.530.430.430.380.370.420.330.380.610.400.590.640.490.510.420.440.750.520.640.520.800.790.430.790.790.800.590.780.790.510.560.780.540.72
AVGO0.090.120.050.090.080.080.090.110.090.100.250.100.160.090.100.130.210.090.120.180.190.130.180.290.220.240.360.230.210.210.300.440.210.470.240.450.470.410.380.620.380.410.350.390.540.680.440.420.440.530.400.530.370.420.590.420.440.500.400.500.561.000.620.690.380.400.380.410.390.350.460.840.470.790.670.490.490.490.520.780.560.630.550.800.810.490.800.780.740.660.750.760.580.560.760.570.72
MSFT0.080.100.080.140.080.140.130.140.120.090.300.150.180.100.150.200.180.200.130.250.090.140.050.330.110.150.300.100.260.270.370.530.310.530.310.510.530.360.460.580.460.400.410.420.700.650.450.390.370.620.330.730.320.460.720.430.350.490.350.450.690.621.000.530.480.430.370.360.420.280.360.680.420.620.770.490.510.390.420.820.520.650.520.860.850.420.850.850.870.610.850.850.500.580.830.540.76
NXPI0.100.110.050.080.060.070.070.100.100.090.140.080.150.100.090.180.260.130.200.180.240.170.240.290.270.310.420.290.210.210.290.360.220.420.280.440.420.520.410.600.400.490.330.480.440.600.420.470.510.470.490.490.460.420.500.440.500.480.450.560.530.690.531.000.410.440.430.500.420.460.500.830.550.870.600.530.540.620.590.740.640.650.630.720.740.560.730.710.670.750.690.680.690.600.690.610.71
XLV0.090.130.120.120.330.130.160.160.170.340.560.160.590.380.170.560.250.640.540.620.220.370.230.320.280.230.270.260.270.440.450.300.460.290.460.310.450.330.660.300.650.500.600.410.340.330.540.410.430.400.420.420.430.580.430.490.460.550.510.400.430.380.480.411.000.480.550.530.600.570.510.410.510.430.500.490.500.530.590.480.550.490.580.530.530.710.530.540.550.560.570.580.570.710.610.720.68
PFF0.140.220.290.360.190.410.370.370.420.200.170.420.210.260.430.250.260.240.220.220.260.330.260.280.270.330.370.310.520.390.340.330.450.380.420.440.370.450.410.360.420.460.420.440.410.400.420.520.480.450.460.430.520.420.430.500.470.410.450.480.430.400.430.440.481.000.570.510.580.550.520.480.520.520.540.700.720.610.580.530.610.590.620.520.540.580.540.550.550.630.570.570.660.580.580.620.63
RWR0.100.150.180.210.310.210.210.240.260.330.230.240.280.400.250.320.320.350.370.310.300.520.320.250.350.330.310.370.340.700.360.210.510.250.720.290.380.380.380.270.470.410.510.440.300.260.490.490.510.350.510.360.560.550.330.530.560.480.570.430.380.380.370.430.550.571.000.630.950.730.610.390.600.450.430.590.600.730.680.440.580.560.600.470.470.730.480.480.490.570.510.510.710.680.540.750.66
XLF0.040.07-0.02-0.020.35-0.03-0.000.040.050.380.19-0.010.320.38-0.000.280.350.320.470.350.510.380.520.200.530.490.300.590.140.330.350.220.320.210.380.290.340.350.340.300.370.380.570.490.310.310.500.520.580.360.820.400.720.560.320.490.650.520.690.480.370.410.360.500.530.510.631.000.570.870.750.460.890.500.420.560.560.860.830.480.660.610.690.490.490.900.500.490.500.620.520.530.790.840.560.850.73
XLRE0.110.180.210.250.300.260.260.270.300.310.260.290.290.400.300.350.290.390.350.340.230.510.240.280.270.270.310.290.390.730.400.250.570.290.730.320.430.380.450.290.520.430.530.430.340.290.510.470.490.390.460.380.510.560.380.550.520.500.520.420.420.390.420.420.600.580.950.571.000.670.550.390.560.440.470.590.610.650.630.460.560.550.590.500.500.690.500.500.520.570.540.540.660.660.560.730.66
DVY0.070.140.050.050.430.050.080.120.120.460.190.070.370.510.080.370.400.400.530.370.560.540.590.210.610.540.300.660.200.430.370.140.470.130.470.200.320.360.340.230.380.370.520.480.230.220.480.510.550.270.730.330.720.570.240.520.650.550.700.470.330.350.280.460.570.550.730.870.671.000.760.380.780.450.330.560.560.890.840.390.650.550.680.410.420.930.420.410.410.580.440.440.790.820.490.890.68
PPA0.080.130.050.080.570.030.080.100.110.600.230.060.260.320.070.230.370.260.390.320.480.390.470.240.490.480.340.550.190.340.360.240.380.260.360.300.390.410.320.310.370.440.520.460.310.340.520.510.550.380.600.380.600.580.350.480.640.510.720.460.380.460.360.500.510.520.610.750.550.761.000.480.700.530.470.560.560.820.880.510.630.610.650.510.510.810.530.510.520.650.550.550.800.790.590.790.72
SMH0.090.140.050.100.030.100.090.120.110.060.220.110.130.070.120.130.240.090.130.170.200.100.180.330.230.280.430.250.240.190.310.490.220.530.250.560.490.510.440.780.410.490.350.440.600.840.430.480.500.580.460.600.440.400.640.440.470.500.410.620.610.840.680.830.410.480.390.460.390.380.481.000.530.930.740.560.570.560.560.890.670.700.660.880.910.520.890.860.830.790.840.840.660.590.830.600.79
IAI0.040.06-0.000.010.280.020.030.060.080.300.180.030.260.290.040.260.340.260.390.300.440.360.440.260.460.460.340.510.170.310.360.310.320.320.390.370.360.410.370.370.390.460.510.510.370.410.480.520.570.440.870.430.680.530.380.500.630.510.630.530.400.470.420.550.510.520.600.890.560.780.700.531.000.580.520.590.590.830.780.560.680.640.700.560.560.820.570.560.560.690.590.590.810.810.620.800.74
XSD0.090.150.060.110.050.110.100.130.130.070.180.120.130.090.130.160.290.100.160.170.230.180.220.340.260.320.530.290.250.230.320.460.260.540.310.570.450.620.460.740.430.570.340.480.560.730.440.500.530.560.490.570.470.410.600.460.500.510.440.620.590.790.620.870.430.520.450.500.440.450.530.930.581.000.730.590.600.650.600.860.690.730.670.830.840.570.850.820.780.840.800.800.760.620.800.630.78
IGV0.140.150.130.170.070.200.180.180.180.080.260.200.170.080.210.160.230.130.110.200.130.160.110.380.140.200.390.160.330.290.390.610.300.770.360.720.510.510.520.640.510.580.430.490.700.700.480.480.470.820.390.650.360.480.830.470.420.530.380.540.640.670.770.600.500.540.430.420.470.330.470.740.520.731.000.600.610.520.520.880.600.740.590.860.850.480.890.880.870.770.890.890.680.610.860.570.79
SJNK0.150.260.360.350.180.380.420.350.430.190.180.430.210.250.430.230.260.220.240.220.290.290.270.280.310.350.350.340.550.380.360.400.370.410.430.430.390.450.420.420.450.500.450.480.490.450.440.630.500.490.500.530.530.450.490.490.510.470.520.550.490.490.490.530.490.700.590.560.590.560.560.560.590.590.601.000.970.650.620.610.680.670.690.610.620.620.630.630.640.700.660.660.700.650.660.660.71
JNK0.160.260.370.380.180.420.440.390.460.190.190.460.210.250.470.240.260.230.240.230.280.310.250.300.290.340.370.320.590.390.370.410.400.420.440.450.410.470.430.440.470.510.460.490.500.470.450.630.500.500.500.540.540.470.510.520.520.480.520.570.510.490.510.540.500.720.600.560.610.560.560.570.590.600.610.971.000.650.630.630.690.670.700.630.640.630.640.650.660.720.680.670.710.660.680.670.73
VBR0.070.140.060.070.330.060.090.120.130.350.170.080.270.340.100.260.450.250.430.300.520.450.530.270.550.550.420.620.230.370.360.270.360.320.460.380.350.510.370.390.410.540.490.550.370.380.490.580.640.420.740.430.730.560.370.580.700.540.690.560.420.490.390.620.530.610.730.860.650.890.820.560.830.650.520.650.651.000.890.580.740.710.760.560.570.890.590.570.570.760.600.600.960.840.640.880.79
XLI0.080.130.070.080.440.060.100.130.130.470.240.090.310.350.100.280.370.310.430.350.470.400.480.300.510.500.370.550.230.400.360.270.400.290.430.340.430.450.410.370.450.430.570.550.350.390.570.550.700.410.690.430.670.640.400.600.760.580.790.510.440.520.420.590.590.580.680.830.630.840.880.560.780.600.520.620.630.891.000.570.700.670.730.590.590.900.600.580.580.720.610.620.860.880.660.890.80
FSPTX0.110.140.080.140.060.140.130.160.140.080.260.150.150.090.160.160.260.130.140.210.180.150.160.380.200.270.440.220.290.260.380.590.300.650.330.660.530.550.490.730.490.550.410.500.720.830.480.520.500.720.460.700.440.470.750.490.470.540.420.620.750.780.820.740.480.530.440.480.460.390.510.890.560.860.880.610.630.580.571.000.680.790.670.970.970.540.980.960.950.820.960.950.710.670.940.640.87
VXUS0.120.310.140.140.180.140.190.200.210.220.220.180.240.260.180.290.330.250.300.260.400.280.400.300.430.520.430.460.310.310.360.400.390.390.400.480.390.570.450.500.470.510.460.530.480.510.450.620.520.500.600.540.700.470.490.490.550.510.550.880.520.560.520.640.550.610.580.660.560.650.630.670.680.690.600.680.690.740.700.681.000.700.980.670.720.730.690.690.680.860.700.700.780.740.720.750.79
XLY0.100.110.100.140.170.160.160.170.180.190.210.170.180.190.180.180.320.180.250.230.240.270.230.390.260.310.430.290.320.320.400.520.360.540.400.590.530.540.440.570.480.530.450.610.740.600.490.550.550.600.530.630.520.500.610.620.560.520.520.590.640.630.650.650.490.590.560.610.550.550.610.700.640.730.740.670.670.710.670.790.701.000.700.780.780.650.790.840.850.790.860.850.790.740.850.710.86
VEA0.110.300.150.140.210.140.190.210.220.250.240.190.260.290.190.310.340.280.340.290.400.320.400.300.440.520.410.470.310.330.370.380.400.370.420.460.410.530.450.480.480.500.490.530.470.500.480.620.540.490.630.530.720.490.490.520.580.520.580.780.520.550.520.630.580.620.600.690.590.680.650.660.700.670.590.690.700.760.730.670.980.701.000.670.710.760.680.680.680.860.700.700.790.770.720.780.80
XLK0.110.130.090.150.100.150.140.160.150.130.300.160.190.130.160.190.250.180.180.260.180.180.160.370.200.260.400.210.300.300.410.570.320.600.350.600.580.490.510.720.510.500.460.510.710.800.530.510.510.700.460.720.440.520.770.510.490.590.460.590.800.800.860.720.530.520.470.490.500.410.510.880.560.830.860.610.630.560.590.970.670.780.671.000.990.570.990.970.970.790.960.970.680.700.960.680.90
IXN0.110.150.090.150.080.150.140.170.150.110.300.160.180.130.170.190.250.170.170.240.180.170.160.370.210.270.410.220.300.290.400.570.320.590.350.610.570.510.510.720.510.510.450.510.700.800.520.530.510.690.470.710.460.510.760.510.500.580.460.640.790.810.850.740.530.540.470.490.500.420.510.910.560.840.850.620.640.570.590.970.720.780.710.991.000.570.990.970.960.820.960.960.690.700.950.680.90
VTV0.080.140.060.060.440.050.090.130.120.460.310.080.440.470.090.400.390.450.560.470.550.470.570.280.600.540.350.640.230.450.430.250.460.240.470.300.430.410.450.340.480.450.610.540.340.350.580.560.620.390.750.430.720.640.380.590.690.640.750.540.430.490.420.560.710.580.730.900.690.930.810.520.820.570.480.620.630.890.900.540.730.650.760.570.571.000.570.570.570.690.590.600.840.930.650.970.82
VGT0.110.140.090.150.090.160.150.170.160.120.290.170.180.120.170.190.260.160.170.240.180.180.160.380.210.270.420.220.310.300.400.590.320.640.360.640.570.520.520.720.510.540.450.520.720.810.520.520.520.720.470.710.450.510.770.520.500.580.460.610.790.800.850.730.530.540.480.500.500.420.530.890.570.850.890.630.640.590.600.980.690.790.680.990.990.571.000.970.970.820.970.970.710.700.960.680.90
QQQ0.110.150.110.160.080.170.160.180.160.110.300.180.200.130.190.190.270.180.170.240.160.190.140.390.190.250.410.200.320.310.430.630.340.630.360.650.600.520.520.720.520.550.450.520.780.790.500.520.500.710.450.770.440.510.780.520.480.570.450.610.790.780.850.710.540.550.480.490.500.410.510.860.560.820.880.630.650.570.580.960.690.840.680.970.970.570.971.000.990.810.990.990.700.690.970.670.91
MGK0.110.140.110.160.100.170.160.180.170.130.320.180.190.140.190.190.260.190.170.250.160.200.140.390.190.250.400.200.320.310.430.620.350.620.370.640.600.490.520.680.540.530.470.530.790.780.520.530.500.710.450.780.440.520.780.530.490.560.460.590.800.740.870.670.550.550.490.500.520.410.520.830.560.780.870.640.660.570.580.950.680.850.680.970.960.570.970.991.000.791.000.990.690.710.980.670.92
ROBO0.130.210.140.150.130.160.190.190.210.160.220.190.200.180.190.240.350.200.250.230.290.260.290.350.320.390.480.360.320.310.350.470.360.560.400.600.470.640.530.610.520.630.450.560.570.640.490.610.590.610.590.590.610.500.610.540.590.550.550.720.590.660.610.750.560.630.570.620.570.580.650.790.690.840.770.700.720.760.720.820.860.790.860.790.820.690.820.810.791.000.820.820.860.740.830.740.85
VUG0.120.140.110.160.110.170.170.190.170.140.310.190.200.150.190.200.270.190.180.260.180.210.160.400.200.270.420.220.330.330.430.620.370.640.400.660.600.520.530.690.550.550.490.550.780.780.540.550.530.720.470.770.460.530.780.550.510.570.480.610.780.750.850.690.570.570.510.520.540.440.550.840.590.800.890.660.680.600.610.960.700.860.700.960.960.590.970.991.000.821.001.000.730.730.980.690.93
IWF0.110.140.110.160.120.170.160.190.170.140.330.180.220.150.190.210.280.200.200.280.180.220.160.400.210.270.420.220.330.330.440.610.370.640.390.650.610.520.540.680.550.560.490.540.770.770.540.550.530.720.470.760.460.540.780.550.510.580.480.600.790.760.850.680.580.570.510.530.540.440.550.840.590.800.890.660.670.600.620.950.700.850.700.970.960.600.970.990.990.821.001.000.730.730.990.710.93
VB0.100.150.090.110.270.120.130.160.160.280.200.140.260.280.150.250.440.230.370.280.450.410.450.340.470.500.490.540.290.370.390.390.390.480.470.520.410.610.450.500.480.660.500.590.480.490.520.610.650.540.700.510.680.570.500.600.680.560.650.620.510.580.500.690.570.660.710.790.660.790.800.660.810.760.680.700.710.960.860.710.780.790.790.680.690.840.710.700.690.860.730.731.000.840.750.860.85
DIA0.090.140.080.090.380.090.120.150.140.410.310.120.390.400.120.350.390.430.490.500.450.410.470.330.510.470.370.530.260.420.460.370.420.360.470.390.510.430.480.420.530.490.620.600.470.450.600.570.620.530.710.540.670.670.520.640.680.660.740.560.560.560.580.600.710.580.680.840.660.820.790.590.810.620.610.650.660.840.880.670.740.740.770.700.700.930.700.690.710.740.730.730.841.000.770.940.90
IUSG0.110.140.100.140.150.150.150.170.160.180.340.170.250.180.170.230.290.230.230.300.230.240.210.390.260.310.420.270.320.350.440.590.380.590.400.610.610.520.550.660.560.550.510.550.740.760.560.560.550.700.500.760.500.560.750.570.550.590.510.610.780.760.830.690.610.580.540.560.560.490.590.830.620.800.860.660.680.640.660.940.720.850.720.960.950.650.960.970.980.830.980.990.750.771.000.750.95
DTD0.090.150.080.100.400.100.130.160.150.430.330.130.420.450.140.390.390.440.520.440.490.480.520.320.550.510.380.580.280.480.460.330.490.320.510.360.500.450.490.410.520.470.620.570.420.440.600.580.630.460.710.500.700.680.470.640.690.670.730.570.540.570.540.610.720.620.750.850.730.890.790.600.800.630.570.660.670.880.890.640.750.710.780.680.680.970.680.670.670.740.690.710.860.940.751.000.89
SPY0.110.150.100.130.260.140.150.180.170.290.340.160.310.300.160.300.350.320.360.370.350.340.350.380.390.410.430.410.320.410.470.520.440.520.460.550.590.520.540.600.570.550.590.600.660.660.610.610.620.650.630.710.620.640.680.620.650.660.640.640.720.720.760.710.680.630.660.730.660.680.720.790.740.780.790.710.730.790.800.870.790.860.800.900.900.820.900.910.920.850.930.930.850.900.950.891.00
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Анализ доходности
Анализ портфеляДоходность портфеляСравнение акцийКоэффициент ШарпаКоэффициент МартинаКоэффициент ТрейнораКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Саммерса
Анализ рисков
ПросадкиОжидаемые потериИндекс язвыСтоимость под рискомВолатильность закрытие-закрытиеВолатильность ПаркинсонаВолатильность Гармана-КлассаВолатильность Роджерса-СатчеллаВолатильность Янг-Жанга
Инструменты оптимизации
Корреляция активовОптимизация портфеляОптимизация портфеля с паритетом рискаОптимизация по иерархическому паритету рисков
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Скринеры
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Сообщество
Обсуждения

Анализ портфеляДоходность портфеляСравнение акцийКоэффициент ШарпаКоэффициент МартинаКоэффициент ТрейнораКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Саммерса

ПросадкиОжидаемые потериИндекс язвыСтоимость под рискомВолатильность закрытие-закрытиеВолатильность ПаркинсонаВолатильность Гармана-КлассаВолатильность Роджерса-СатчеллаВолатильность Янг-Жанга

Корреляция активовОптимизация портфеляОптимизация портфеля с паритетом рискаОптимизация по иерархическому паритету рисков

АльфаБета

Ленивые портфелиПользовательские портфели

Скринер ETFСкринер фондовСкринер акций

Обсуждения
Дисклеймер

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