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AMPC 5BM Z4

Последнее обновление 2 мар. 2024 г.

Распределение активов


IBTE 4.1%IBTF 4%IBTG 4%IBTH 3.9%IBTI 3.9%IBTJ 3.8%IBTK 3.7%XLK 10%QQQ 10%AAPL 5%MSFT 5%LLY 3%UNH 3%MRK 2.9%AMGN 2.7%GILD 2.7%XOM 2.6%GIS 2.4%TTE 2.2%USD=X 2.1%GOOGL 2%CSCO 2%WMB 2%ABBV 1.9%PM 1.9%KMB 1.8%PNC 1.6%DLR 1.2%NGG 1.1%VZ 1%SO 1%ОблигацииОблигацииАкцииАкции
ПозицияКатегория/СекторВес
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
Government Bonds

4.10%

IBTF
iShares iBonds Dec 2025 Term Treasury ETF
Government Bonds

4%

IBTG
iShares iBonds Dec 2026 Term Treasury ETF
Government Bonds

4%

IBTH
iShares iBonds Dec 2027 Term Treasury ETF
Government Bonds

3.90%

IBTI
iShares iBonds Dec 2028 Term Treasury ETF
Government Bonds

3.90%

IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
Government Bonds

3.80%

IBTK
iShares iBonds Dec 2030 Term Treasury ETF
Government Bonds

3.70%

XLK

10%

QQQ

10%

AAPL
Apple Inc.
Technology

5%

MSFT
Microsoft Corporation
Technology

5%

LLY
Eli Lilly and Company
Healthcare

3%

UNH

3%

MRK
Merck & Co., Inc.
Healthcare

2.90%

AMGN
Amgen Inc.
Healthcare

2.70%

GILD
Gilead Sciences, Inc.
Healthcare

2.70%

XOM

2.60%

GIS
General Mills, Inc.
Consumer Defensive

2.40%

TTE

2.20%

USD=X

2.10%

GOOGL
Alphabet Inc.
Communication Services

2%

CSCO
Cisco Systems, Inc.
Technology

2%

WMB

2%

ABBV
AbbVie Inc.
Healthcare

1.90%

PM

1.90%

KMB
Kimberly-Clark Corporation
Consumer Defensive

1.80%

PNC

1.60%

DLR
Digital Realty Trust, Inc.
Real Estate

1.20%

NGG
National Grid plc
Utilities

1.10%

VZ

1%

SO

1%

TRP

0.80%

TFC

0.70%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в AMPC 5BM Z4 и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал


25.00%30.00%35.00%40.00%45.00%50.00%55.00%60.00%OctoberNovemberDecember2024FebruaryMarch
53.00%
57.97%
AMPC 5BM Z4
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 20 июл. 2020 г., начальной даты IBTK

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
AMPC 5BM Z43.27%1.68%9.10%23.59%N/AN/A
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
XLK
9.50%6.62%20.13%54.96%N/AN/A
QQQ
8.81%6.87%18.48%52.82%N/AN/A
GOOGL
Alphabet Inc.
-1.83%-2.11%1.09%49.07%19.03%16.29%
LLY
Eli Lilly and Company
34.41%21.36%40.89%150.33%45.69%32.10%
UNH
-7.02%-4.34%3.54%4.01%N/AN/A
XOM
6.84%3.90%-5.04%-1.59%N/AN/A
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%2.77%1.84%11.75%
ABBV
AbbVie Inc.
16.55%8.83%23.10%20.58%23.01%18.03%
VZ
8.43%-5.08%19.77%12.47%N/AN/A
KMB
Kimberly-Clark Corporation
1.14%1.60%-1.72%0.72%4.68%4.84%
MRK
Merck & Co., Inc.
16.46%5.12%17.22%21.96%13.70%12.26%
AMGN
Amgen Inc.
-1.91%-10.10%10.92%23.44%11.32%11.39%
DLR
Digital Realty Trust, Inc.
11.90%7.22%16.13%52.31%9.50%15.21%
WMB
4.51%5.02%7.67%26.43%N/AN/A
GILD
Gilead Sciences, Inc.
-10.74%-7.60%-3.87%-5.67%6.04%1.61%
GIS
General Mills, Inc.
-0.94%-1.49%-1.67%-16.32%9.79%5.84%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
0.78%0.40%2.66%5.11%N/AN/A
PM
-4.52%-1.12%-3.48%-3.57%N/AN/A
PNC
-3.57%-2.25%23.80%3.20%N/AN/A
SO
-3.64%-2.81%1.53%9.33%N/AN/A
TFC
-3.10%-3.46%17.80%-17.11%N/AN/A
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
0.31%-0.04%2.65%4.76%N/AN/A
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
-0.06%-0.43%2.65%4.80%N/AN/A
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
-0.45%-0.76%2.62%4.72%N/AN/A
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
-0.63%-0.96%2.68%4.74%N/AN/A
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
-0.75%-1.12%2.76%4.69%N/AN/A
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
-1.12%-1.16%2.38%3.97%N/AN/A
NGG
National Grid plc
-2.15%-1.48%7.73%13.30%8.88%5.67%
TRP
1.69%0.81%13.27%4.63%N/AN/A
TTE
-4.27%-1.04%3.42%8.46%N/AN/A
USD=X
0.00%0.00%0.00%0.00%N/AN/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20241.56%1.05%
20230.07%-2.36%-0.02%5.66%2.58%

Коэффициент Шарпа

AMPC 5BM Z4 на текущий момент имеет коэффициент Шарпа равный 2.99. Коэффициент Шарпа выше 2,0 считается очень хорошим.

0.002.004.002.99

Коэффициент Шарпа AMPC 5BM Z4 находится между 25-м и 75-м процентилями. Это указывает на то, что риск-корректированная доходность портфеля находится в соответствии с большинством портфелей. Это указывает на сбалансированный подход к риску и доходности, который может подойти для широкого круга инвесторов.


Chart placeholderНедостаточно данных для анализа

Дивидендный доход

Дивидендная доходность AMPC 5BM Z4 за предыдущие двенадцать месяцев составила 2.60%.


TTM20232022202120202019201820172016201520142013
AMPC 5BM Z42.60%2.58%2.16%1.75%2.03%1.65%1.90%1.81%1.76%1.83%1.66%1.61%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
XLK
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
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%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
UNH
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
XOM
3.51%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
CSCO
Cisco Systems, Inc.
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
ABBV
AbbVie Inc.
3.35%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
VZ
6.55%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
KMB
Kimberly-Clark Corporation
3.84%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%1.25%0.77%
MRK
Merck & Co., Inc.
2.33%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
AMGN
Amgen Inc.
3.08%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
DLR
Digital Realty Trust, Inc.
3.24%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%
WMB
4.92%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%
GILD
Gilead Sciences, Inc.
4.15%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
GIS
General Mills, Inc.
3.61%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
4.31%4.23%2.00%0.47%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PM
5.72%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
PNC
4.16%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%2.06%2.22%
SO
4.19%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.90%
TFC
5.90%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.44%2.77%2.44%3.00%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
4.10%4.03%1.93%0.57%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
3.72%3.61%2.06%0.66%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.76%3.61%2.00%0.77%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
3.47%3.27%1.70%0.90%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.64%3.48%1.86%0.74%0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
3.23%3.05%2.27%0.84%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NGG
National Grid plc
5.31%5.20%5.18%4.75%5.32%4.94%6.44%24.15%5.07%4.73%7.86%4.82%
TRP
7.00%7.11%6.87%5.94%5.92%4.27%5.87%4.01%3.81%4.89%3.52%3.88%
TTE
4.88%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%4.31%
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%

Комиссия

Комиссия AMPC 5BM Z4 составляет 0.05%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


0.07%
0.00%2.15%

Риск-скорректированная доходность

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 ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
^GSPC
S&P 500
2.44
AMPC 5BM Z4
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
XLK
QQQ
GOOGL
Alphabet Inc.
1.87
LLY
Eli Lilly and Company
5.18
UNH
XOM
CSCO
Cisco Systems, Inc.
0.16
ABBV
AbbVie Inc.
1.04
VZ
KMB
Kimberly-Clark Corporation
0.15
MRK
Merck & Co., Inc.
1.24
AMGN
Amgen Inc.
1.04
DLR
Digital Realty Trust, Inc.
1.74
WMB
GILD
Gilead Sciences, Inc.
-0.26
GIS
General Mills, Inc.
-0.92
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
3.36
PM
PNC
SO
TFC
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
1.71
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
1.16
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.89
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
0.74
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
0.62
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
0.45
NGG
National Grid plc
0.77
TRP
TTE
USD=X

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

USD=XGISIBTELLYMRKIBTKXOMVZABBVKMBUNHTTEWMBIBTFIBTGTRPIBTJIBTIIBTHGILDPMGOOGLDLRNGGSOAAPLPNCAMGNMSFTTFCCSCOXLKQQQ
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
GIS0.001.000.090.190.340.060.080.360.280.570.310.090.160.090.080.200.100.100.080.370.330.010.230.330.430.100.120.340.080.100.220.050.05
IBTE0.000.091.000.020.030.59-0.120.03-0.020.090.01-0.150.000.840.800.030.710.710.760.04-0.000.060.210.130.100.07-0.080.070.08-0.090.060.070.09
LLY0.000.190.021.000.440.040.150.190.430.240.380.120.170.040.030.180.040.030.040.330.240.230.210.210.260.260.090.390.290.090.270.280.28
MRK0.000.340.030.441.000.050.180.310.460.320.390.160.210.050.030.240.020.030.020.400.300.100.170.270.290.120.130.420.140.140.220.120.11
IBTK0.000.060.590.040.051.00-0.120.090.030.110.01-0.090.020.690.770.060.840.830.810.070.070.070.190.200.170.05-0.060.090.06-0.060.030.060.08
XOM0.000.08-0.120.150.18-0.121.000.240.230.040.200.680.68-0.13-0.140.50-0.18-0.17-0.150.180.300.130.010.130.170.120.450.160.050.440.280.150.14
VZ0.000.360.030.190.310.090.241.000.250.350.290.190.300.050.060.290.060.080.060.310.350.140.270.330.430.150.320.320.110.330.310.130.14
ABBV0.000.28-0.020.430.460.030.230.251.000.320.380.230.24-0.01-0.020.23-0.02-0.02-0.020.470.360.200.120.260.290.170.240.480.200.260.290.210.21
KMB0.000.570.090.240.320.110.040.350.321.000.290.080.140.110.110.170.140.150.130.380.410.110.320.350.450.180.130.370.180.140.290.150.14
UNH0.000.310.010.380.390.010.200.290.380.291.000.200.220.01-0.020.25-0.03-0.02-0.030.300.280.250.240.280.330.270.250.340.310.250.330.290.27
TTE0.000.09-0.150.120.16-0.090.680.190.230.080.201.000.56-0.14-0.150.48-0.18-0.17-0.160.180.320.230.030.210.140.180.440.190.170.440.280.240.22
WMB0.000.160.000.170.210.020.680.300.240.140.220.561.00-0.000.010.62-0.03-0.01-0.020.220.350.200.170.250.310.190.440.240.130.450.310.220.22
IBTF0.000.090.840.040.050.69-0.130.05-0.010.110.01-0.14-0.001.000.910.040.830.840.880.070.030.080.230.170.130.08-0.110.080.10-0.120.050.090.10
IBTG0.000.080.800.030.030.77-0.140.06-0.020.11-0.02-0.150.010.911.000.030.910.910.930.070.030.070.240.190.120.07-0.110.090.09-0.120.040.070.09
TRP0.000.200.030.180.240.060.500.290.230.170.250.480.620.040.031.000.010.020.030.210.320.240.190.340.340.230.410.240.180.410.320.260.27
IBTJ0.000.100.710.040.020.84-0.180.06-0.020.14-0.03-0.18-0.030.830.910.011.000.950.940.070.030.050.260.210.150.06-0.130.070.09-0.150.010.070.09
IBTI0.000.100.710.030.030.83-0.170.08-0.020.15-0.02-0.17-0.010.840.910.020.951.000.940.070.040.060.260.210.160.06-0.120.090.09-0.140.020.070.09
IBTH0.000.080.760.040.020.81-0.150.06-0.020.13-0.03-0.16-0.020.880.930.030.940.941.000.060.040.060.250.200.140.08-0.140.080.09-0.150.020.080.09
GILD0.000.370.040.330.400.070.180.310.470.380.300.180.220.070.070.210.070.070.061.000.340.200.220.280.330.250.240.570.240.250.350.250.28
PM0.000.33-0.000.240.300.070.300.350.360.410.280.320.350.030.030.320.030.040.040.341.000.210.220.340.370.220.360.350.190.370.350.250.25
GOOGL0.000.010.060.230.100.070.130.140.200.110.250.230.200.080.070.240.050.060.060.200.211.000.340.220.200.650.280.250.750.310.490.750.79
DLR0.000.230.210.210.170.190.010.270.120.320.240.030.170.230.240.190.260.260.250.220.220.341.000.320.350.360.220.270.420.210.370.450.46
NGG0.000.330.130.210.270.200.130.330.260.350.280.210.250.170.190.340.210.210.200.280.340.220.321.000.480.230.220.330.240.240.280.230.25
SO0.000.430.100.260.290.170.170.430.290.450.330.140.310.130.120.340.150.160.140.330.370.200.350.481.000.200.250.330.190.250.310.180.19
AAPL0.000.100.070.260.120.050.120.150.170.180.270.180.190.080.070.230.060.060.080.250.220.650.360.230.201.000.260.260.710.280.520.850.82
PNC0.000.12-0.080.090.13-0.060.450.320.240.130.250.440.44-0.11-0.110.41-0.13-0.12-0.140.240.360.280.220.220.250.261.000.230.250.850.410.370.37
AMGN0.000.340.070.390.420.090.160.320.480.370.340.190.240.080.090.240.070.090.080.570.350.250.270.330.330.260.231.000.280.270.380.290.31
MSFT0.000.080.080.290.140.060.050.110.200.180.310.170.130.100.090.180.090.090.090.240.190.750.420.240.190.710.250.281.000.260.520.880.86
TFC0.000.10-0.090.090.14-0.060.440.330.260.140.250.440.45-0.12-0.120.41-0.15-0.14-0.150.250.370.310.210.240.250.280.850.270.261.000.400.380.39
CSCO0.000.220.060.270.220.030.280.310.290.290.330.280.310.050.040.320.010.020.020.350.350.490.370.280.310.520.410.380.520.401.000.620.60
XLK0.000.050.070.280.120.060.150.130.210.150.290.240.220.090.070.260.070.070.080.250.250.750.450.230.180.850.370.290.880.380.621.000.97
QQQ0.000.050.090.280.110.080.140.140.210.140.270.220.220.100.090.270.090.090.090.280.250.790.460.250.190.820.370.310.860.390.600.971.00

График просадок

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
AMPC 5BM Z4
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

AMPC 5BM Z4 показал максимальную просадку в 13.63%, зарегистрированную 30 сент. 2022 г.. Полное восстановление заняло 134 торговые сессии.

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

-13.63%28 дек. 2021 г.19930 сент. 2022 г.1346 апр. 2023 г.333
-8.27%3 сент. 2020 г.4028 окт. 2020 г.274 дек. 2020 г.67
-3.7%15 сент. 2023 г.133 окт. 2023 г.246 нояб. 2023 г.37
-3.59%7 сент. 2021 г.1830 сент. 2021 г.1420 окт. 2021 г.32
-3.2%16 февр. 2021 г.134 мар. 2021 г.201 апр. 2021 г.33

График волатильности

Текущая волатильность AMPC 5BM Z4 составляет 1.83%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.83%
3.47%
AMPC 5BM Z4
Benchmark (^GSPC)
Активы портфеля
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