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Анализ доходности
Факторный анализ
Портфели
Ленивые портфелиПользовательские портфели
Обсуждения
QQQ2
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


AAPL 13.58%MSFT 11.97%GOOG 8.6%GOOGL 8.6%AMZN 7.08%NVDA 5.27%TSLA 4.08%META 3.81%AVGO 1.72%COST 1.22%PEP 1.21%ADBE 1.18%ASML 1.17%CSCO 1.11%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc
Technology
13.58%
ABNB
Airbnb, Inc.
Communication Services
0.45%
ACGL
Arch Capital Group Ltd.
Financial Services
0.15%
ADBE
Adobe Inc
Technology
1.18%
ADI
Analog Devices, Inc.
Technology
0.44%
ADP
Automatic Data Processing, Inc.
Industrials
0.50%
ADSK
Autodesk, Inc.
Technology
0.22%
AEP
American Electric Power Company, Inc.
Utilities
0.20%
ALGN
Align Technology, Inc.
Healthcare
0.12%
AMAT
Applied Materials, Inc.
Technology
0.57%
AMD
Advanced Micro Devices, Inc.
Technology
0.80%
AMGN
Amgen Inc.
Healthcare
0.69%
AMZN
Amazon.com, Inc.
Consumer Cyclical
7.08%
ANSS
ANSYS, Inc.
Technology
0.13%
ASML
ASML Holding N.V.
Technology
1.17%
AVGO
Broadcom Inc.
Technology
1.72%
AZN
AstraZeneca PLC
Healthcare
0.81%
BIDU
Baidu, Inc.
Communication Services
0.23%
BIIB
Biogen Inc.
Healthcare
0.18%
BKNG
Booking Holdings Inc.
Consumer Cyclical
0.56%
CDNS
0.31%
CHTR
0.33%
CMCSA
0.92%
CME
0.36%
COST
1.22%
CPRT
0.21%
CRWD
0.20%
CSCO
1.11%
CSGP
0.16%
CSX
0.30%
CTAS
0.26%
CTSH
0.18%
DDOG
0.15%
DLTR
0.12%
DXCM
0.18%
EA
0.16%
EQIX
0.36%
EXC
0.20%
FAST
0.16%
FTNT
0.23%
GILD
0.46%
GOOG
8.60%
GOOGL
8.60%
HON
0.63%
IBKR
0.19%
IDXX
0.18%
ILMN
0.11%
INTC
0.78%
INTU
0.74%
ISRG
0.52%
JD
0.25%
KDP
0.23%
KHC
0.20%
KLAC
0.30%
LI
0.21%
LRCX
0.41%
LULU
0.23%
MAR
0.29%
MCHP
0.21%
MDB
0.12%
MDLZ
0.48%
MELI
0.34%
META
3.81%
MNST
0.29%
MRNA
0.20%
MRVL
0.23%
MSFT
11.97%
MU
0.38%
NFLX
0.85%
NTES
0.32%
NVDA
5.27%
NXPI
0.25%
ODFL
0.22%
ON
0.20%
ORLY
0.27%
PAYX
0.21%
PCAR
0.22%
PDD
0.65%
PEP
1.21%
PYPL
0.34%
QCOM
0.62%
REGN
0.44%
ROST
0.20%
SBUX
0.54%
SGEN
0.19%
SNPS
0.34%
SNY
0.67%
TEAM
0.26%
TMUS
0.82%
TROW
0.12%
TSLA
4.08%
TTD
0.20%
TXN
0.73%
VRSK
0.18%
VRTX
0.44%
VZ
0.70%
WBD
0.14%
WDAY
0.31%
XEL
0.16%

Доходность

График доходности

График показывает рост $10,000 инвестированных в QQQ2 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


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
12.31%
10.39%
QQQ2
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 10 дек. 2020 г., начальной даты ABNB

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
20.57%6.34%10.39%32.65%14.43%11.71%
QQQ223.44%8.06%12.31%35.81%N/AN/A
AAPL
Apple Inc
17.71%2.24%33.40%26.78%32.44%26.08%
MSFT
10.89%3.24%-2.36%26.68%N/AN/A
GOOG
17.86%9.06%5.04%19.07%N/AN/A
GOOGL
17.97%9.06%5.23%19.05%N/AN/A
AMZN
Amazon.com, Inc.
20.26%6.61%-1.59%42.46%16.32%28.00%
NVDA
168.40%29.24%55.72%193.62%N/AN/A
TSLA
-1.60%16.03%38.23%-5.84%N/AN/A
META
68.01%18.63%14.92%86.79%N/AN/A
AVGO
Broadcom Inc.
63.65%32.36%36.35%114.42%50.38%41.89%
ASML
ASML Holding N.V.
9.52%9.49%-16.40%40.53%28.10%26.06%
PEP
2.68%-3.90%1.44%8.90%N/AN/A
COST
35.50%1.57%24.29%63.95%N/AN/A
ADBE
Adobe Inc
-16.82%-11.92%0.75%-6.24%12.57%22.93%
AZN
AstraZeneca PLC
16.60%-7.44%13.06%17.14%14.80%12.04%
CSCO
7.77%9.55%7.15%0.98%N/AN/A
NFLX
48.24%8.41%16.75%87.01%N/AN/A
AMD
Advanced Micro Devices, Inc.
17.22%28.62%1.18%61.54%43.68%51.61%
CMCSA
-3.81%4.16%3.60%-4.33%N/AN/A
TMUS
33.17%9.41%32.09%53.02%N/AN/A
TXN
21.21%2.41%18.18%33.04%N/AN/A
QCOM
16.67%5.15%-4.38%51.89%N/AN/A
HON
0.32%4.48%5.46%13.46%N/AN/A
INTU
-1.44%-0.28%-4.64%15.16%N/AN/A
INTC
-52.97%23.45%-38.53%-34.25%N/AN/A
SNY
10.30%-4.99%15.40%1.48%N/AN/A
VZ
22.60%6.95%9.53%46.97%N/AN/A
AMGN
Amgen Inc.
12.73%-0.90%19.16%20.51%13.26%11.87%
SBUX
2.19%5.55%11.93%6.44%N/AN/A
ISRG
42.51%1.90%22.98%63.26%N/AN/A
AMAT
Applied Materials, Inc.
24.62%14.95%-4.17%44.42%32.92%27.77%
BKNG
Booking Holdings Inc.
20.20%13.45%18.74%41.66%16.84%14.93%
ADI
Analog Devices, Inc.
17.03%7.38%13.31%34.70%18.39%20.68%
MDLZ
-0.32%-5.32%5.75%13.89%N/AN/A
PDD
-0.99%55.26%19.62%35.43%N/AN/A
GILD
8.57%9.26%24.48%18.24%N/AN/A
ADP
Automatic Data Processing, Inc.
24.56%6.42%15.40%16.69%14.63%17.23%
VRTX
12.79%-1.94%13.46%29.21%N/AN/A
ABNB
Airbnb, Inc.
-2.67%15.94%-18.54%3.70%N/AN/A
LRCX
4.16%10.73%-16.36%30.33%N/AN/A
PYPL
32.16%17.81%21.13%40.03%N/AN/A
REGN
14.46%-11.16%6.50%20.85%N/AN/A
EQIX
10.01%6.67%10.05%21.82%N/AN/A
MU
20.51%18.84%-16.22%48.22%N/AN/A
CSX
-1.29%1.50%-5.11%10.49%N/AN/A
SNPS
0.55%11.59%-9.00%7.88%N/AN/A
CME
6.98%1.06%6.84%7.59%N/AN/A
CDNS
-0.82%9.14%-13.25%9.22%N/AN/A
KLAC
35.68%11.54%12.93%69.43%N/AN/A
NTES
3.49%21.72%-5.13%-6.96%N/AN/A
ORLY
22.89%4.32%6.55%27.64%N/AN/A
FTNT
32.89%3.49%14.01%30.70%N/AN/A
WDAY
-13.25%-5.94%-11.67%9.97%N/AN/A
MNST
-14.09%1.73%-11.23%-0.30%N/AN/A
MAR
14.65%12.73%1.20%33.31%N/AN/A
CHTR
-15.79%-0.04%20.57%-26.02%N/AN/A
MELI
28.17%1.42%34.73%62.65%N/AN/A
JD
54.91%67.01%63.07%53.11%N/AN/A
NXPI
3.56%4.10%-5.95%20.62%N/AN/A
MRVL
21.56%10.44%-0.15%35.08%N/AN/A
CTAS
38.26%5.91%22.68%66.33%N/AN/A
TEAM
-29.36%4.16%-17.20%-17.06%N/AN/A
BIDU
Baidu, Inc.
-10.98%30.86%2.43%-20.64%0.41%-6.32%
DXCM
-44.05%1.20%-50.57%-16.44%N/AN/A
LULU
-45.90%8.96%-22.91%-25.78%N/AN/A
MCHP
-12.92%4.35%-14.80%-0.62%N/AN/A
MRNA
-41.29%-19.89%-47.68%-42.66%N/AN/A
PCAR
6.18%10.24%-13.22%22.95%N/AN/A
ADSK
Autodesk, Inc.
12.98%9.87%10.95%30.64%13.75%17.79%
AEP
American Electric Power Company, Inc.
24.62%-3.77%17.61%38.97%4.88%10.05%
ON
-15.56%3.84%-0.58%-22.43%N/AN/A
KDP
11.52%-1.18%18.20%24.94%N/AN/A
KHC
-2.99%-3.29%-4.56%11.69%N/AN/A
CPRT
11.10%10.07%-3.97%20.42%N/AN/A
IDXX
-14.33%0.67%-8.52%7.53%N/AN/A
PAYX
18.74%6.79%10.91%19.62%N/AN/A
EXC
13.79%3.69%6.72%6.54%N/AN/A
ODFL
-4.80%3.97%-13.40%-8.51%N/AN/A
BIIB
Biogen Inc.
-29.55%-9.22%-11.73%-31.00%-3.96%-4.56%
ROST
3.25%-5.56%1.86%26.69%N/AN/A
TTD
59.16%14.18%31.89%36.41%N/AN/A
SGEN
0.00%0.00%0.00%6.64%N/AN/A
CSGP
-14.01%-2.97%-21.47%-7.87%N/AN/A
LI
-25.09%53.14%-11.80%-16.15%N/AN/A
IBKR
78.90%20.44%33.37%68.77%N/AN/A
EA
5.19%-0.47%9.97%15.67%N/AN/A
XEL
4.68%0.90%17.93%13.36%N/AN/A
CTSH
2.02%0.38%7.27%13.49%N/AN/A
DDOG
1.93%15.41%-1.37%36.36%N/AN/A
FAST
10.21%6.50%-6.48%27.97%N/AN/A
CRWD
14.76%18.92%-5.71%61.15%N/AN/A
VRSK
14.49%0.35%19.04%12.20%N/AN/A
DLTR
-51.09%4.48%-45.43%-33.65%N/AN/A
WBD
-32.16%6.93%-11.16%-26.69%N/AN/A
ILMN
3.11%12.28%7.49%4.20%N/AN/A
ANSS
ANSYS, Inc.
-11.58%5.19%-6.86%6.63%7.80%15.69%
ACGL
Arch Capital Group Ltd.
47.99%-0.49%20.49%33.92%21.78%19.69%
MDB
-36.54%-7.95%-28.12%-27.59%N/AN/A
TROW
2.33%6.08%-8.87%7.20%N/AN/A
ALGN
Align Technology, Inc.
-14.58%5.84%-29.13%-17.57%3.82%17.92%

Доходность по месяцам

Ниже представлена таблица с месячной доходностью QQQ2, 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
20241.75%5.26%2.23%-2.14%6.63%6.53%-1.06%0.01%3.29%23.44%
202313.25%0.17%11.09%1.08%9.36%5.93%4.81%-0.66%-5.15%-1.89%10.64%4.50%65.28%
2022-7.62%-3.48%4.51%-13.63%-1.38%-8.00%12.61%-5.45%-11.02%2.27%7.18%-9.13%-31.09%
20211.19%1.16%1.80%7.62%-0.90%6.97%3.76%5.37%-5.77%9.80%2.92%1.57%40.57%
20203.59%3.59%

Комиссия

Комиссия QQQ2 составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


Портфель не содержит фондов, взимающих комиссии

Риск-скорректированная доходность

Ранг риск-скорректированной доходности

Текущий ранг QQQ2 среди портфелей на нашем сайте составляет 29, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.


Ранг риск-скорректированной доходности QQQ2, с текущим значением в 2929
QQQ2
Ранг коэф-та Шарпа QQQ2, с текущим значением в 2424Ранг коэф-та Шарпа
Ранг коэф-та Сортино QQQ2, с текущим значением в 2121Ранг коэф-та Сортино
Ранг коэф-та Омега QQQ2, с текущим значением в 2424Ранг коэф-та Омега
Ранг коэф-та Кальмара QQQ2, с текущим значением в 5959Ранг коэф-та Кальмара
Ранг коэф-та Мартина QQQ2, с текущим значением в 1919Ранг 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.


QQQ2
Коэффициент Шарпа
Коэффициент Шарпа QQQ2, с текущим значением в 2.07, в сравнении с широким рынком0.002.004.002.07
Коэффициент Сортино
Коэффициент Сортино QQQ2, с текущим значением в 2.70, в сравнении с широким рынком-2.000.002.004.006.002.70
Коэффициент Омега
Коэффициент Омега QQQ2, с текущим значением в 1.36, в сравнении с широким рынком0.801.001.201.401.601.801.36
Коэффициент Кальмара
Коэффициент Кальмара QQQ2, с текущим значением в 2.69, в сравнении с широким рынком0.002.004.006.008.0010.0012.002.69
Коэффициент Мартина
Коэффициент Мартина QQQ2, с текущим значением в 8.91, в сравнении с широким рынком0.0010.0020.0030.0040.0050.008.91
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 2.68, в сравнении с широким рынком0.002.004.002.68
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 3.58, в сравнении с широким рынком-2.000.002.004.006.003.58
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.49, в сравнении с широким рынком0.801.001.201.401.601.801.49
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 2.36, в сравнении с широким рынком0.002.004.006.008.0010.0012.002.36
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 16.32, в сравнении с широким рынком0.0010.0020.0030.0040.0050.0016.32

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
AAPL
Apple Inc
1.231.871.231.683.94
MSFT
1.421.921.241.795.06
GOOG
0.711.071.150.892.39
GOOGL
0.711.081.150.892.38
AMZN
Amazon.com, Inc.
1.532.151.281.197.44
NVDA
3.663.751.487.0421.45
TSLA
-0.110.231.03-0.09-0.26
META
2.433.311.453.6114.59
AVGO
Broadcom Inc.
2.573.091.404.6414.27
ASML
ASML Holding N.V.
0.951.451.191.183.19
PEP
0.590.961.120.532.21
COST
3.293.881.586.2716.25
ADBE
Adobe Inc
-0.170.001.00-0.16-0.37
AZN
AstraZeneca PLC
0.841.241.160.873.09
CSCO
0.090.251.040.080.21
NFLX
2.773.881.511.7920.62
AMD
Advanced Micro Devices, Inc.
1.271.871.241.453.11
CMCSA
-0.13-0.021.00-0.08-0.25
TMUS
3.825.121.715.3626.50
TXN
1.261.841.221.297.52
QCOM
1.441.941.261.264.17
HON
0.931.321.170.682.97
INTU
0.580.901.120.522.67
INTC
-0.68-0.700.89-0.50-1.04
SNY
0.060.261.050.080.16
VZ
2.213.161.431.2413.59
AMGN
Amgen Inc.
0.901.461.191.212.89
SBUX
0.160.601.090.160.36
ISRG
2.293.211.422.1416.66
AMAT
Applied Materials, Inc.
1.101.631.211.413.77
BKNG
Booking Holdings Inc.
1.511.861.292.025.97
ADI
Analog Devices, Inc.
1.101.691.201.596.25
MDLZ
0.871.341.160.691.99
PDD
0.681.221.200.662.26
GILD
0.781.181.160.711.29
ADP
Automatic Data Processing, Inc.
1.031.341.210.913.83
VRTX
1.141.831.232.284.72
ABNB
Airbnb, Inc.
0.140.441.060.100.34
LRCX
0.751.221.160.862.17
PYPL
1.161.711.220.485.98
REGN
1.071.581.191.184.28
EQIX
0.911.581.180.962.22
MU
1.011.671.201.082.60
CSX
0.620.971.120.531.31
SNPS
0.290.621.080.370.95
CME
0.560.891.110.651.80
CDNS
0.350.711.090.441.05
KLAC
1.712.201.303.148.88
NTES
-0.100.151.02-0.11-0.23
ORLY
1.482.011.281.634.11
FTNT
0.771.451.200.782.64
WDAY
0.380.751.110.370.70
MNST
-0.040.101.01-0.04-0.08
MAR
1.522.051.271.794.84
CHTR
-0.62-0.690.91-0.35-0.82
MELI
1.892.601.321.536.65
JD
0.981.841.200.652.87
NXPI
0.570.971.120.772.09
MRVL
0.691.241.150.712.31
CTAS
3.805.911.7512.7237.99
TEAM
-0.36-0.210.97-0.22-0.59
BIDU
Baidu, Inc.
-0.53-0.590.93-0.28-0.84
DXCM
-0.290.031.01-0.27-0.68
LULU
-0.70-0.800.89-0.45-0.79
MCHP
-0.020.231.03-0.03-0.07
MRNA
-0.73-0.920.89-0.50-1.50
PCAR
0.961.351.200.871.79
ADSK
Autodesk, Inc.
1.131.621.210.723.32
AEP
American Electric Power Company, Inc.
2.183.111.381.5212.01
ON
-0.43-0.310.96-0.51-0.98
KDP
1.371.891.250.834.99
KHC
0.660.991.130.511.76
CPRT
1.031.481.191.403.03
IDXX
0.240.571.070.150.59
PAYX
1.111.491.221.094.92
EXC
0.390.661.090.290.90
ODFL
-0.21-0.070.99-0.26-0.53
BIIB
Biogen Inc.
-1.17-1.610.81-0.55-1.74
ROST
1.282.111.261.845.27
TTD
0.841.371.200.913.55
SGEN
1.534.122.052.7711.97
CSGP
-0.24-0.160.98-0.23-0.47
LI
-0.30-0.021.00-0.32-0.49
IBKR
2.723.271.433.4312.56
EA
0.971.441.180.993.06
XEL
0.640.961.140.411.40
CTSH
0.711.141.130.461.61
DDOG
0.681.381.180.522.91
FAST
1.342.051.271.412.88
CRWD
1.441.941.281.484.01
VRSK
0.731.081.161.092.66
DLTR
-0.86-0.980.84-0.54-1.37
WBD
-0.48-0.390.95-0.27-0.84
ILMN
0.060.411.050.030.15
ANSS
ANSYS, Inc.
0.280.721.090.240.88
ACGL
Arch Capital Group Ltd.
1.482.011.261.835.09
MDB
-0.49-0.410.95-0.42-0.80
TROW
0.380.701.080.161.31
ALGN
Align Technology, Inc.
-0.39-0.240.97-0.24-0.86

Коэффициент Шарпа

QQQ2 на текущий момент имеет коэффициент Шарпа равный 2.07. 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 2.14 до 2.86, текущий коэффициент Шарпа данного портфеля попадает в нижние 25%. Это указывает на то, что портфель может показывать худшие результаты с поправкой на риск по сравнению с многими другими портфелями. Пониженная эффективность может быть обусловлена как низкой доходностью, так и высокой волатильностью или их сочетанием. Это может свидетельствовать о необходимости доработки портфеля. Вы можете воспользоваться инструментом оптимизации портфеля для выбора распределения активов, которое максимизирует коэффициент Шарпа.

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 Шарпа1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.07
2.68
QQQ2
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность QQQ2 за предыдущие двенадцать месяцев составила 0.71%.


TTM20232022202120202019201820172016201520142013
QQQ20.71%0.70%0.80%0.57%0.70%0.79%1.94%0.93%1.06%1.14%1.12%1.23%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOG
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
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%
META
0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.16%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
ASML
ASML Holding N.V.
0.80%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
PEP
3.07%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
COST
2.17%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
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%
AZN
AstraZeneca PLC
1.93%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%4.72%
CSCO
3.02%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
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%
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%
CMCSA
2.98%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
TMUS
1.23%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
TXN
2.57%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
QCOM
1.98%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
HON
2.09%1.99%1.85%1.81%1.71%1.90%0.63%0.01%0.00%0.00%0.00%0.00%
INTU
0.44%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
INTC
2.14%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
SNY
3.71%3.82%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.77%4.19%3.47%
VZ
4.53%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
AMGN
Amgen Inc.
2.80%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
SBUX
2.37%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%
ISRG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMAT
Applied Materials, Inc.
0.72%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
BKNG
Booking Holdings Inc.
0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADI
Analog Devices, Inc.
1.58%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
MDLZ
2.46%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
PDD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GILD
3.59%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
ADP
Automatic Data Processing, Inc.
1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
VRTX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABNB
Airbnb, 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%
LRCX
1.02%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
PYPL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REGN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EQIX
1.95%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%
MU
0.45%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSX
1.39%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
SNPS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CME
4.42%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%5.61%
CDNS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KLAC
0.74%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
NTES
2.65%1.88%2.10%0.81%0.97%3.19%0.70%1.04%1.35%0.97%2.47%1.26%
ORLY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTNT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WDAY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MNST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAR
0.90%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
CHTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MELI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%
JD
1.70%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXPI
1.73%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%0.00%
MRVL
0.25%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
CTAS
0.68%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.28%
TEAM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIDU
Baidu, 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%
DXCM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LULU
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCHP
2.32%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
MRNA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PCAR
4.21%4.31%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%2.87%
ADSK
Autodesk, 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%
AEP
American Electric Power Company, Inc.
3.58%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%
ON
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KDP
2.42%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%3.12%
KHC
4.62%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%3.09%3.43%3.80%
CPRT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDXX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PAYX
2.71%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%1.54%
EXC
3.79%5.01%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ODFL
0.51%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%0.00%
BIIB
Biogen 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%
ROST
1.01%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.87%0.85%0.91%
TTD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGEN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSGP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBKR
0.47%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%
EA
0.53%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XEL
3.44%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%3.34%3.97%
CTSH
1.56%1.54%1.89%1.08%1.07%1.29%1.26%0.63%0.00%0.00%0.00%0.00%
DDOG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAST
2.70%2.73%2.60%1.74%2.83%2.32%2.90%2.31%2.52%2.70%2.07%1.66%
CRWD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRSK
0.55%0.57%0.70%0.51%0.52%0.67%0.00%0.00%0.00%0.00%0.00%0.00%
DLTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WBD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILMN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANSS
ANSYS, 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%
ACGL
Arch Capital Group Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TROW
4.63%4.53%4.40%3.72%2.38%2.50%3.03%2.14%2.83%5.67%2.05%1.81%
ALGN
Align Technology, 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%

Просадки

График просадок

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.30%
-0.20%
QQQ2
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

QQQ2 показал максимальную просадку в 35.25%, зарегистрированную 3 нояб. 2022 г.. Полное восстановление заняло 153 торговые сессии.

Текущая просадка QQQ2 составляет 4.30%.

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

-35.25%28 дек. 2021 г.2163 нояб. 2022 г.15315 июн. 2023 г.369
-13.55%11 июл. 2024 г.185 авг. 2024 г.
-9.89%16 февр. 2021 г.158 мар. 2021 г.217 апр. 2021 г.36
-9.61%1 авг. 2023 г.6226 окт. 2023 г.1314 нояб. 2023 г.75
-7.56%8 сент. 2021 г.194 окт. 2021 г.1626 окт. 2021 г.35

Волатильность

График волатильности

Текущая волатильность QQQ2 составляет 4.23%, 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%8.00%MayJuneJulyAugustSeptemberOctober
4.23%
2.91%
QQQ2
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

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

KHCVZSNYAZNXELCMEAEPSGENACGLLIGILDEXCDLTRKDPNTESORLYAMGNPDDVRTXMRNAJDPEPWBDMDLZREGNIBKRBIIBTMUSCHTRBIDUPCAREADXCMTSLAEQIXMNSTMARABNBCSXCMCSABKNGCRWDILMNROSTVRSKCOSTODFLNFLXMDBDDOGHONFASTTEAMSBUXMUADPLULUINTCMELICSGPCSCOMETAPYPLCTSHPAYXALGNWDAYTTDAMDFTNTNVDAAMZNGOOGGOOGLAAPLCTASIDXXONLRCXQCOMAVGOISRGAMATMRVLCPRTTROWADBENXPIMSFTKLACCDNSASMLMCHPTXNSNPSADIINTUADSKANSS
KHC1.000.380.220.180.400.150.430.050.25-0.040.350.360.230.470.020.210.35-0.020.180.04-0.000.530.180.580.170.060.160.260.210.020.270.170.080.040.180.300.110.010.250.290.09-0.090.100.180.200.180.10-0.01-0.10-0.040.300.23-0.020.230.010.290.090.110.000.130.260.040.060.220.270.050.03-0.03-0.030.01-0.070.010.060.060.100.190.08-0.00-0.020.040.030.09-0.02-0.010.080.190.010.050.05-0.01-0.03-0.010.050.11-0.030.070.050.030.05
VZ0.381.000.210.230.410.220.410.080.200.000.310.340.170.290.010.200.31-0.000.220.060.020.340.230.370.200.080.220.350.280.040.200.180.070.030.250.210.110.010.300.340.11-0.020.100.190.180.130.180.07-0.04-0.010.280.230.030.190.020.260.070.150.080.140.310.090.090.240.260.090.010.01-0.010.06-0.000.070.100.100.110.190.130.02-0.010.070.050.130.000.020.110.250.060.050.080.010.010.060.080.140.010.090.070.110.07
SNY0.220.211.000.470.270.160.250.140.230.060.310.260.140.230.150.110.320.090.290.140.120.280.140.300.320.120.250.250.140.120.190.210.120.130.240.230.120.050.180.190.140.060.160.190.190.120.140.130.080.070.220.160.140.180.120.210.150.160.160.200.240.130.150.240.200.180.140.100.080.180.070.120.150.150.170.220.210.130.100.130.110.220.100.100.200.210.190.140.190.130.160.170.150.170.140.160.190.180.18
AZN0.180.230.471.000.290.150.260.160.180.060.330.260.090.210.120.160.360.090.320.200.130.300.120.300.320.110.310.250.120.150.170.190.160.100.240.210.130.080.180.190.180.080.250.190.230.180.150.120.110.090.240.180.140.220.120.260.170.170.180.220.240.150.150.210.240.170.150.090.090.180.100.110.140.140.190.240.270.140.110.150.100.270.120.120.200.230.120.150.180.140.150.200.160.190.150.190.190.180.22
XEL0.400.410.270.291.000.260.820.110.22-0.050.370.680.170.430.010.240.38-0.050.230.130.000.560.160.500.240.060.240.310.28-0.030.170.190.150.060.380.310.07-0.020.310.320.07-0.020.180.160.380.280.170.09-0.020.030.340.320.120.27-0.000.380.110.130.080.270.300.100.130.260.360.140.080.03-0.010.14-0.020.120.160.160.210.350.210.04-0.000.070.060.24-0.000.010.170.210.130.060.180.010.090.060.090.160.080.130.150.130.16
CME0.150.220.160.150.261.000.260.100.290.090.140.290.140.230.090.250.180.080.170.060.080.310.140.250.140.320.110.220.160.100.180.170.160.100.220.210.220.090.330.230.200.110.150.250.330.230.230.170.140.140.280.290.170.240.090.380.190.170.150.250.270.160.170.260.370.170.200.160.140.240.140.160.200.200.150.330.210.090.140.140.170.230.150.120.250.270.200.140.220.160.190.160.140.170.170.170.270.220.21
AEP0.430.410.250.260.820.261.000.100.23-0.010.370.720.210.450.020.240.37-0.040.230.120.020.570.200.520.240.100.230.350.28-0.020.220.210.150.070.380.330.110.020.340.310.09-0.010.220.180.380.290.210.080.010.030.400.320.090.280.020.410.110.160.100.270.320.110.120.270.390.130.100.040.020.15-0.010.120.160.160.200.330.220.060.020.080.080.210.020.030.170.240.130.090.180.030.080.080.100.190.090.140.160.150.16
SGEN0.050.080.140.160.110.100.101.000.140.140.180.150.110.100.160.100.210.160.310.230.150.100.080.140.270.100.270.190.200.200.110.180.270.220.220.170.140.220.110.210.180.260.250.170.210.150.140.240.280.280.180.180.280.180.190.190.230.150.300.200.180.270.240.200.210.270.250.290.240.270.230.250.210.220.210.190.310.210.200.220.240.280.210.240.240.220.290.210.220.220.280.220.220.220.280.240.280.290.30
ACGL0.250.200.230.180.220.290.230.141.000.050.230.280.210.250.090.360.220.070.260.060.060.260.180.270.180.360.180.300.210.080.360.170.180.110.150.270.350.130.340.280.310.110.100.320.310.220.260.130.060.100.390.270.060.290.170.350.220.160.190.230.310.200.130.320.330.190.140.160.160.210.150.120.190.180.200.380.190.180.170.180.180.240.180.150.320.280.190.220.200.180.210.160.210.210.210.190.190.200.21
LI-0.040.000.060.06-0.050.09-0.010.140.051.000.040.030.110.040.450.050.030.470.090.220.52-0.030.200.010.060.230.140.120.110.540.170.190.200.370.160.140.200.320.140.180.220.260.280.150.100.130.170.250.300.300.150.130.280.240.310.130.270.280.290.230.130.250.300.190.150.310.260.350.320.230.290.270.230.230.240.140.240.320.290.260.240.230.290.320.240.270.230.300.230.280.220.300.290.270.240.290.240.280.29
GILD0.350.310.310.330.370.140.370.180.230.041.000.300.200.320.120.260.530.060.400.240.110.420.230.410.450.110.410.310.280.120.250.240.200.100.260.290.150.070.240.340.170.030.270.260.310.210.180.150.050.080.320.280.140.270.100.340.190.190.150.260.350.150.190.320.310.180.170.100.080.170.040.150.160.160.200.260.260.130.090.150.150.230.090.100.240.290.210.180.180.110.130.130.200.240.120.200.190.200.19
EXC0.360.340.260.260.680.290.720.150.280.030.301.000.220.400.050.260.320.020.220.160.080.470.170.450.250.140.230.350.260.070.260.220.190.140.390.320.170.090.330.320.150.040.250.230.360.290.280.090.050.080.370.340.140.310.080.390.160.200.150.270.370.120.180.300.410.230.130.110.080.200.070.150.200.190.220.380.260.130.080.140.150.270.090.110.240.280.190.150.210.100.160.140.180.230.150.200.240.200.22
DLTR0.230.170.140.090.170.140.210.110.210.110.200.221.000.250.110.300.230.110.180.150.090.240.250.260.200.210.200.210.240.140.330.200.200.180.200.320.280.230.320.300.210.150.250.410.290.340.310.180.190.220.320.330.230.290.210.280.330.260.240.290.270.220.230.310.310.290.240.240.200.220.200.230.200.200.220.290.280.260.230.250.220.230.240.240.300.370.200.260.210.230.210.240.280.270.240.250.250.290.27
KDP0.470.290.230.210.430.230.450.100.250.040.320.400.251.000.080.290.350.050.220.120.090.620.220.540.250.180.200.340.240.070.310.260.250.140.310.460.220.130.310.330.190.060.230.290.350.330.240.140.040.110.340.350.110.350.130.400.230.190.150.260.380.160.200.270.380.230.210.120.100.190.080.190.210.220.280.340.260.170.140.180.180.270.140.140.270.300.200.190.250.150.180.170.200.230.180.220.230.230.26
NTES0.020.010.150.120.010.090.020.160.090.450.120.050.110.081.000.030.100.570.140.200.630.070.240.070.140.270.140.140.190.610.150.300.210.300.200.200.230.290.160.250.250.250.240.210.150.140.200.290.280.250.210.130.280.230.290.160.280.300.300.280.190.330.310.260.170.310.300.350.320.230.270.280.300.300.280.190.240.330.320.320.300.240.310.340.250.270.310.340.270.330.260.330.340.280.270.310.260.300.30
ORLY0.210.200.110.160.240.250.240.100.360.050.260.260.300.290.031.000.250.040.240.110.040.360.130.300.230.240.200.310.220.060.310.180.190.090.220.380.260.140.340.260.240.150.180.400.400.380.340.200.130.170.360.420.180.340.180.410.320.170.230.320.330.220.180.290.370.200.220.190.200.310.190.230.230.230.260.450.290.180.240.170.240.300.250.180.430.300.260.210.290.240.300.230.200.250.280.230.270.290.29
AMGN0.350.310.320.360.380.180.370.210.220.030.530.320.230.350.100.251.000.060.440.240.110.400.180.400.480.120.420.300.320.120.300.260.190.130.300.270.170.070.290.380.200.060.270.250.290.270.200.180.060.070.350.290.130.260.170.360.220.270.170.270.380.230.210.340.340.200.190.090.140.190.110.190.220.220.260.310.280.190.190.210.200.300.200.160.230.350.210.220.240.210.200.210.230.290.200.250.240.240.24
PDD-0.02-0.000.090.09-0.050.08-0.040.160.070.470.060.020.110.050.570.040.061.000.120.240.690.030.210.030.080.280.140.160.160.660.170.230.250.300.170.170.240.370.110.220.290.320.270.220.110.110.170.330.330.320.160.100.330.250.310.130.270.290.410.270.180.340.350.230.160.320.340.390.340.250.320.320.310.310.270.160.260.320.330.340.310.280.340.370.220.280.290.320.290.330.280.340.340.270.310.310.310.340.35
VRTX0.180.220.290.320.230.170.230.310.260.090.400.220.180.220.140.240.440.121.000.230.110.300.160.260.480.150.400.280.220.150.230.240.260.170.280.270.190.140.210.280.240.200.300.240.320.240.200.240.210.190.300.260.240.230.180.310.220.190.220.270.270.280.210.260.290.220.240.200.170.290.190.220.250.250.270.300.350.200.180.230.240.340.200.200.310.260.290.200.300.230.310.240.230.260.320.230.290.280.29
MRNA0.040.060.140.200.130.060.120.230.060.220.240.160.150.120.200.110.240.240.231.000.270.130.220.150.300.140.290.140.260.270.210.150.300.290.250.200.170.300.160.240.150.270.390.200.190.200.210.260.320.310.220.210.340.230.280.190.280.270.280.330.260.270.320.260.200.320.280.350.300.320.290.240.280.280.280.240.350.330.290.300.250.310.290.310.260.350.300.330.280.300.280.330.340.330.270.340.310.330.36
JD-0.000.020.120.130.000.080.020.150.060.520.110.080.090.090.630.040.110.690.110.271.000.070.260.080.120.290.190.170.170.740.190.250.220.310.190.170.260.330.180.260.280.280.310.190.120.120.200.310.310.300.200.100.320.300.310.130.290.300.370.290.180.310.380.260.160.350.310.400.310.250.300.310.310.310.290.170.280.360.310.340.250.260.320.340.240.290.280.340.270.330.240.350.350.300.260.340.290.310.32
PEP0.530.340.280.300.560.310.570.100.26-0.030.420.470.240.620.070.360.400.030.300.130.071.000.130.720.310.080.270.380.290.050.250.270.240.110.370.550.160.050.340.380.150.010.200.280.490.390.230.160.040.070.390.370.110.380.080.460.230.170.140.290.400.170.190.290.430.190.190.080.060.210.070.190.240.240.280.450.280.110.100.150.170.320.100.100.310.280.250.140.300.120.230.150.150.230.210.200.280.230.27
WBD0.180.230.140.120.160.140.200.080.180.200.230.170.250.220.240.130.180.210.160.220.260.131.000.200.120.260.250.210.370.270.270.270.170.280.200.200.350.370.270.460.320.230.300.310.140.150.250.260.230.240.330.210.280.300.280.240.280.340.330.280.280.280.330.340.250.350.260.330.270.230.210.280.250.250.270.200.250.340.270.310.230.220.250.300.270.390.200.340.210.250.180.250.340.320.190.310.240.290.26
MDLZ0.580.370.300.300.500.250.520.140.270.010.410.450.260.540.070.300.400.030.260.150.080.720.201.000.280.090.280.370.310.090.310.290.230.120.370.490.210.110.330.400.180.030.250.300.420.370.230.190.060.100.410.350.100.380.110.410.250.200.180.270.370.190.220.320.400.210.190.110.120.190.080.180.230.230.270.370.290.140.140.150.170.330.140.130.280.320.210.170.260.150.190.180.180.230.180.230.260.220.28
REGN0.170.200.320.320.240.140.240.270.180.060.450.250.200.250.140.230.480.080.480.300.120.310.120.281.000.190.380.280.250.140.250.270.230.200.280.260.150.140.240.260.160.190.280.260.340.290.230.240.180.160.280.300.230.230.210.340.280.250.270.270.330.300.250.270.320.230.270.210.220.290.250.250.260.270.310.300.330.240.230.260.240.350.250.240.330.310.320.270.320.270.310.290.270.290.300.280.330.300.30
IBKR0.060.080.120.110.060.320.100.100.360.230.110.140.210.180.270.240.120.280.150.140.290.080.260.090.191.000.150.260.200.310.370.220.250.310.160.230.420.370.340.250.390.300.250.370.260.250.330.300.260.280.320.270.240.290.340.330.300.280.310.290.310.340.360.320.330.300.280.350.310.340.330.300.320.320.300.330.260.370.360.350.310.300.360.370.370.370.310.380.280.370.300.350.390.360.330.350.350.350.35
BIIB0.160.220.250.310.240.110.230.270.180.140.410.230.200.200.140.200.420.140.400.290.190.270.250.280.380.151.000.270.290.210.270.260.260.270.330.290.240.220.280.330.230.240.360.270.250.240.270.250.270.250.340.270.270.280.260.300.280.300.290.330.350.260.320.310.310.340.280.280.280.290.250.260.260.260.320.320.360.350.300.330.300.340.300.310.290.350.320.340.300.310.330.310.360.370.330.340.320.360.36
TMUS0.260.350.250.250.310.220.350.190.300.120.310.350.210.340.140.310.300.160.280.140.170.380.210.370.280.260.271.000.300.190.270.320.280.180.310.370.270.180.310.370.260.240.240.350.360.330.260.260.190.220.370.310.230.390.190.400.310.250.310.320.370.270.310.290.380.270.270.250.230.310.240.310.310.300.310.390.300.240.230.280.260.360.240.240.360.320.310.270.340.250.300.270.270.310.310.270.320.320.32
CHTR0.210.280.140.120.280.160.280.200.210.110.280.260.240.240.190.220.320.160.220.260.170.290.370.310.250.200.290.301.000.190.230.270.250.230.330.310.270.250.290.670.270.240.320.310.320.300.270.330.220.260.360.300.320.370.230.330.320.310.340.310.350.310.350.390.380.360.300.290.230.290.230.310.330.330.290.290.32