Water Resources
Последнее обновление 9 дек. 2023 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AWK American Water Works Company, Inc. | Utilities | 3.57% |
XYL | 3.57% | |
IEX IDEX Corporation | Industrials | 3.57% |
WMS | 3.57% | |
VMI | 3.57% | |
ECL Ecolab Inc. | Basic Materials | 3.57% |
AOS A. O. Smith Corporation | Industrials | 3.57% |
ZWS | 3.57% | |
AQUA Evoqua Water Technologies Corp. | Industrials | 3.57% |
TTEK Tetra Tech, Inc. | Industrials | 3.57% |
PNR Pentair plc | Industrials | 3.57% |
CWT California Water Service Group | Utilities | 3.57% |
PRMW Primo Water Corporation | Consumer Defensive | 3.57% |
VIE.PA Veolia Environnement S.A. | Industrials | 3.57% |
TTC The Toro Company | Industrials | 3.57% |
AWR American States Water Company | Utilities | 3.57% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | Utilities | 3.57% |
MSEX Middlesex Water Company | Utilities | 3.57% |
LNN Lindsay Corporation | Industrials | 3.57% |
WTRG | 3.57% | |
BMI Badger Meter, Inc. | Industrials | 3.57% |
WAT | 3.57% | |
FELE Franklin Electric Co., Inc. | Industrials | 3.57% |
SVT Servotronics, Inc. | Industrials | 3.57% |
WTS | 3.57% | |
MWA Mueller Water Products, Inc. | Industrials | 3.57% |
WTTR | 3.57% | |
ITRI Itron, Inc. | Technology | 3.57% |
Раз в квартал
Доходность
График показывает рост $10,000 инвестированных в Water Resources 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
Water Resources
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 2 нояб. 2017 г., начальной даты AQUA
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Water Resources | 9.75% | 7.83% | 1.17% | 6.90% | 15.21% | N/A |
| Активы портфеля: | ||||||
AWK American Water Works Company, Inc. | -12.11% | 4.73% | -9.48% | -13.80% | 7.89% | 14.62% |
XYL | N/A | N/A | N/A | N/A | N/A | N/A |
IEX IDEX Corporation | -9.23% | 6.50% | -0.38% | -11.49% | 10.20% | 12.54% |
WMS | N/A | N/A | N/A | N/A | N/A | N/A |
VMI | N/A | N/A | N/A | N/A | N/A | N/A |
ECL Ecolab Inc. | 33.22% | 8.73% | 8.89% | 30.48% | 5.65% | 7.42% |
AOS A. O. Smith Corporation | 39.35% | 9.63% | 14.86% | 36.53% | 14.38% | 13.21% |
ZWS | N/A | N/A | N/A | N/A | N/A | N/A |
AQUA Evoqua Water Technologies Corp. | N/A | N/A | N/A | N/A | N/A | N/A |
TTEK Tetra Tech, Inc. | 14.91% | 9.62% | 5.90% | 8.61% | 25.73% | 20.76% |
PNR Pentair plc | 52.19% | 9.81% | 14.71% | 52.67% | 12.99% | 5.34% |
CWT California Water Service Group | -12.06% | 5.19% | -6.16% | -15.97% | 4.41% | 11.37% |
PRMW Primo Water Corporation | -3.19% | 0.02% | 14.58% | -2.56% | 1.85% | 7.76% |
VIE.PA Veolia Environnement S.A. | 28.20% | 12.66% | 2.60% | 25.59% | 15.06% | 14.72% |
TTC The Toro Company | -24.78% | 0.26% | -12.27% | -22.97% | 9.00% | 12.40% |
AWR American States Water Company | -10.16% | 4.36% | -9.04% | -14.23% | 6.02% | 13.57% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 31.84% | 10.33% | 22.38% | 30.86% | 16.06% | 5.68% |
MSEX Middlesex Water Company | -12.64% | 7.01% | -18.61% | -24.34% | 6.78% | 14.81% |
LNN Lindsay Corporation | -25.19% | -0.98% | -3.26% | -29.47% | 5.56% | 5.70% |
WTRG | N/A | N/A | N/A | N/A | N/A | N/A |
BMI Badger Meter, Inc. | 39.21% | 6.53% | -0.83% | 29.66% | 24.03% | 20.15% |
WAT | N/A | N/A | N/A | N/A | N/A | N/A |
FELE Franklin Electric Co., Inc. | 16.55% | 6.65% | -6.66% | 15.70% | 18.88% | 9.10% |
SVT Servotronics, Inc. | 12.31% | 32.14% | -1.25% | 5.99% | 1.96% | 5.53% |
WTS | N/A | N/A | N/A | N/A | N/A | N/A |
MWA Mueller Water Products, Inc. | 29.74% | 9.07% | -9.66% | 21.07% | 8.47% | 6.64% |
WTTR | N/A | N/A | N/A | N/A | N/A | N/A |
ITRI Itron, Inc. | 38.66% | 9.36% | -1.91% | 32.51% | 6.20% | 5.88% |
Доходность по месяцам
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.19% | 8.41% | 2.71% | -2.77% | -7.38% | -3.73% | 8.51% |
Water Resources
Benchmark (^GSPC)
Активы портфеля
Дивидендный доход
Дивидендная доходность Water Resources за предыдущие двенадцать месяцев составила 1.39%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Water Resources | 1.39% | 1.22% | 0.86% | 1.08% | 1.29% | 1.46% | 2.74% | 1.30% | 1.47% | 1.46% | 1.51% | 1.63% |
| Активы портфеля: | ||||||||||||
AWK American Water Works Company, Inc. | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% | 3.26% |
XYL | 1.24% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% | 1.34% | 1.35% | 1.49% |
IEX IDEX Corporation | 1.23% | 1.02% | 0.90% | 1.00% | 1.12% | 1.31% | 1.10% | 1.49% | 1.62% | 1.37% | 1.21% | 1.65% |
WMS | 0.43% | 0.57% | 0.31% | 0.43% | 3.47% | 1.24% | 1.09% | 1.08% | 0.76% | 0.17% | 0.00% | 0.00% |
VMI | 1.07% | 0.67% | 0.80% | 1.03% | 1.00% | 1.35% | 0.90% | 1.06% | 1.41% | 1.08% | 0.65% | 0.63% |
ECL Ecolab Inc. | 1.10% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.21% | 1.17% | 1.11% | 0.93% | 1.15% |
AOS A. O. Smith Corporation | 1.95% | 1.99% | 1.23% | 1.79% | 1.89% | 1.78% | 0.91% | 1.01% | 0.99% | 1.06% | 0.85% | 1.14% |
ZWS | 0.99% | 0.95% | 0.82% | 0.81% | 0.00% | 0.00% | 41.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AQUA Evoqua Water Technologies Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTEK Tetra Tech, Inc. | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% | 0.79% | 0.00% | 0.00% |
PNR Pentair plc | 1.31% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% | 1.24% | 1.79% |
CWT California Water Service Group | 1.99% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% | 2.77% | 3.43% |
PRMW Primo Water Corporation | 2.18% | 1.80% | 1.36% | 1.53% | 1.75% | 1.72% | 1.44% | 2.11% | 2.18% | 3.40% | 2.86% | 0.75% |
VIE.PA Veolia Environnement S.A. | 3.79% | 4.17% | 2.09% | 2.50% | 3.88% | 4.68% | 3.76% | 4.51% | 3.20% | 4.92% | 6.12% | 7.65% |
TTC The Toro Company | 1.61% | 1.10% | 1.09% | 1.07% | 1.16% | 1.48% | 1.11% | 1.12% | 1.44% | 1.33% | 0.97% | 1.09% |
AWR American States Water Company | 2.03% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% | 2.65% | 2.65% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 1.85% | 1.88% | 1.09% | 2.94% | 1.99% | 3.85% | 3.67% | 0.70% | 2.31% | 4.86% | 6.46% | 3.54% |
MSEX Middlesex Water Company | 1.87% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% | 3.59% | 3.80% |
LNN Lindsay Corporation | 1.14% | 0.82% | 0.86% | 0.99% | 1.29% | 1.27% | 1.34% | 1.53% | 1.52% | 1.24% | 0.59% | 0.51% |
WTRG | 3.30% | 2.33% | 1.93% | 2.05% | 1.93% | 2.48% | 2.02% | 2.46% | 2.30% | 2.37% | 2.48% | 2.64% |
BMI Badger Meter, Inc. | 0.66% | 0.78% | 0.71% | 0.74% | 0.99% | 1.14% | 1.03% | 1.16% | 1.33% | 1.25% | 1.28% | 1.39% |
WAT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FELE Franklin Electric Co., Inc. | 0.98% | 0.98% | 0.74% | 0.90% | 1.01% | 1.09% | 0.92% | 1.02% | 1.42% | 0.93% | 0.68% | 0.92% |
SVT Servotronics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 1.59% | 1.61% | 1.35% | 1.49% | 1.80% | 0.00% | 1.98% | 3.85% |
WTS | 0.70% | 0.79% | 0.52% | 0.76% | 0.90% | 1.27% | 0.99% | 1.09% | 1.33% | 0.91% | 0.81% | 1.02% |
MWA Mueller Water Products, Inc. | 1.80% | 2.18% | 1.55% | 1.72% | 1.71% | 2.20% | 1.28% | 0.83% | 0.90% | 0.68% | 0.75% | 1.25% |
WTTR | 2.92% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITRI Itron, 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% |
Комиссия
Комиссия Water Resources 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
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 Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс Язвы | |
|---|---|---|---|---|---|
AWK American Water Works Company, Inc. | -0.60 | ||||
XYL | N/A | ||||
IEX IDEX Corporation | -0.56 | ||||
WMS | N/A | ||||
VMI | N/A | ||||
ECL Ecolab Inc. | 1.48 | ||||
AOS A. O. Smith Corporation | 1.22 | ||||
ZWS | N/A | ||||
AQUA Evoqua Water Technologies Corp. | N/A | ||||
TTEK Tetra Tech, Inc. | 0.36 | ||||
PNR Pentair plc | 1.86 | ||||
CWT California Water Service Group | -0.62 | ||||
PRMW Primo Water Corporation | -0.04 | ||||
VIE.PA Veolia Environnement S.A. | 1.37 | ||||
TTC The Toro Company | -0.80 | ||||
AWR American States Water Company | -0.61 | ||||
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 0.78 | ||||
MSEX Middlesex Water Company | -0.87 | ||||
LNN Lindsay Corporation | -0.79 | ||||
WTRG | N/A | ||||
BMI Badger Meter, Inc. | 1.17 | ||||
WAT | N/A | ||||
FELE Franklin Electric Co., Inc. | 0.66 | ||||
SVT Servotronics, Inc. | -0.07 | ||||
WTS | N/A | ||||
MWA Mueller Water Products, Inc. | 0.75 | ||||
WTTR | N/A | ||||
ITRI Itron, Inc. | 0.92 |
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| SVT | SBS | WTTR | VIE.PA | AWK | PRMW | WTRG | MSEX | AWR | CWT | WAT | AQUA | WMS | LNN | ITRI | TTC | TTEK | AOS | BMI | ECL | VMI | ZWS | PNR | IEX | MWA | XYL | WTS | FELE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SVT | 1.00 | 0.02 | 0.05 | 0.07 | 0.07 | 0.03 | 0.07 | 0.08 | 0.10 | 0.09 | 0.11 | 0.06 | 0.08 | 0.09 | 0.09 | 0.06 | 0.07 | 0.07 | 0.08 | 0.06 | 0.07 | 0.06 | 0.08 | 0.08 | 0.08 | 0.08 | 0.09 | 0.09 |
| SBS | 0.02 | 1.00 | 0.20 | 0.18 | 0.21 | 0.23 | 0.26 | 0.23 | 0.22 | 0.24 | 0.21 | 0.22 | 0.23 | 0.22 | 0.24 | 0.21 | 0.22 | 0.20 | 0.21 | 0.24 | 0.25 | 0.26 | 0.23 | 0.22 | 0.20 | 0.23 | 0.24 | 0.21 |
| WTTR | 0.05 | 0.20 | 1.00 | 0.19 | 0.01 | 0.23 | 0.10 | 0.14 | 0.09 | 0.12 | 0.19 | 0.28 | 0.27 | 0.34 | 0.35 | 0.25 | 0.29 | 0.26 | 0.28 | 0.20 | 0.42 | 0.37 | 0.29 | 0.28 | 0.36 | 0.28 | 0.34 | 0.33 |
| VIE.PA | 0.07 | 0.18 | 0.19 | 1.00 | 0.26 | 0.28 | 0.27 | 0.21 | 0.22 | 0.24 | 0.21 | 0.23 | 0.26 | 0.22 | 0.25 | 0.25 | 0.27 | 0.24 | 0.25 | 0.33 | 0.26 | 0.28 | 0.25 | 0.24 | 0.27 | 0.29 | 0.27 | 0.25 |
| AWK | 0.07 | 0.21 | 0.01 | 0.26 | 1.00 | 0.25 | 0.78 | 0.61 | 0.70 | 0.66 | 0.33 | 0.25 | 0.23 | 0.23 | 0.22 | 0.28 | 0.29 | 0.24 | 0.30 | 0.43 | 0.22 | 0.24 | 0.28 | 0.33 | 0.26 | 0.32 | 0.28 | 0.27 |
| PRMW | 0.03 | 0.23 | 0.23 | 0.28 | 0.25 | 1.00 | 0.25 | 0.24 | 0.25 | 0.25 | 0.34 | 0.33 | 0.36 | 0.34 | 0.38 | 0.35 | 0.38 | 0.36 | 0.36 | 0.38 | 0.37 | 0.39 | 0.39 | 0.38 | 0.41 | 0.39 | 0.40 | 0.39 |
| WTRG | 0.07 | 0.26 | 0.10 | 0.27 | 0.78 | 0.25 | 1.00 | 0.62 | 0.70 | 0.69 | 0.32 | 0.29 | 0.25 | 0.27 | 0.27 | 0.31 | 0.32 | 0.28 | 0.32 | 0.43 | 0.27 | 0.29 | 0.29 | 0.34 | 0.32 | 0.35 | 0.31 | 0.32 |
| MSEX | 0.08 | 0.23 | 0.14 | 0.21 | 0.61 | 0.24 | 0.62 | 1.00 | 0.71 | 0.70 | 0.30 | 0.28 | 0.30 | 0.33 | 0.29 | 0.29 | 0.39 | 0.30 | 0.38 | 0.38 | 0.28 | 0.32 | 0.31 | 0.34 | 0.37 | 0.33 | 0.37 | 0.39 |
| AWR | 0.10 | 0.22 | 0.09 | 0.22 | 0.70 | 0.25 | 0.70 | 0.71 | 1.00 | 0.86 | 0.32 | 0.28 | 0.26 | 0.30 | 0.27 | 0.32 | 0.38 | 0.29 | 0.36 | 0.41 | 0.28 | 0.32 | 0.31 | 0.36 | 0.34 | 0.34 | 0.37 | 0.38 |
| CWT | 0.09 | 0.24 | 0.12 | 0.24 | 0.66 | 0.25 | 0.69 | 0.70 | 0.86 | 1.00 | 0.32 | 0.29 | 0.27 | 0.35 | 0.30 | 0.35 | 0.39 | 0.32 | 0.38 | 0.42 | 0.31 | 0.33 | 0.32 | 0.37 | 0.37 | 0.35 | 0.38 | 0.40 |
| WAT | 0.11 | 0.21 | 0.19 | 0.21 | 0.33 | 0.34 | 0.32 | 0.30 | 0.32 | 0.32 | 1.00 | 0.41 | 0.38 | 0.37 | 0.43 | 0.46 | 0.43 | 0.46 | 0.44 | 0.50 | 0.42 | 0.45 | 0.51 | 0.52 | 0.43 | 0.52 | 0.46 | 0.47 |
| AQUA | 0.06 | 0.22 | 0.28 | 0.23 | 0.25 | 0.33 | 0.29 | 0.28 | 0.28 | 0.29 | 0.41 | 1.00 | 0.45 | 0.40 | 0.49 | 0.41 | 0.46 | 0.46 | 0.45 | 0.45 | 0.47 | 0.52 | 0.51 | 0.47 | 0.52 | 0.54 | 0.54 | 0.52 |
| WMS | 0.08 | 0.23 | 0.27 | 0.26 | 0.23 | 0.36 | 0.25 | 0.30 | 0.26 | 0.27 | 0.38 | 0.45 | 1.00 | 0.45 | 0.48 | 0.47 | 0.48 | 0.50 | 0.50 | 0.46 | 0.48 | 0.54 | 0.52 | 0.50 | 0.54 | 0.50 | 0.56 | 0.54 |
| LNN | 0.09 | 0.22 | 0.34 | 0.22 | 0.23 | 0.34 | 0.27 | 0.33 | 0.30 | 0.35 | 0.37 | 0.40 | 0.45 | 1.00 | 0.49 | 0.51 | 0.48 | 0.50 | 0.51 | 0.42 | 0.63 | 0.54 | 0.50 | 0.51 | 0.56 | 0.50 | 0.55 | 0.58 |
| ITRI | 0.09 | 0.24 | 0.35 | 0.25 | 0.22 | 0.38 | 0.27 | 0.29 | 0.27 | 0.30 | 0.43 | 0.49 | 0.48 | 0.49 | 1.00 | 0.46 | 0.50 | 0.49 | 0.57 | 0.46 | 0.51 | 0.53 | 0.53 | 0.51 | 0.58 | 0.56 | 0.56 | 0.56 |
| TTC | 0.06 | 0.21 | 0.25 | 0.25 | 0.28 | 0.35 | 0.31 | 0.29 | 0.32 | 0.35 | 0.46 | 0.41 | 0.47 | 0.51 | 0.46 | 1.00 | 0.49 | 0.57 | 0.49 | 0.51 | 0.54 | 0.52 | 0.57 | 0.61 | 0.53 | 0.58 | 0.57 | 0.58 |
| TTEK | 0.07 | 0.22 | 0.29 | 0.27 | 0.29 | 0.38 | 0.32 | 0.39 | 0.38 | 0.39 | 0.43 | 0.46 | 0.48 | 0.48 | 0.50 | 0.49 | 1.00 | 0.45 | 0.54 | 0.49 | 0.50 | 0.53 | 0.51 | 0.52 | 0.54 | 0.53 | 0.57 | 0.57 |
| AOS | 0.07 | 0.20 | 0.26 | 0.24 | 0.24 | 0.36 | 0.28 | 0.30 | 0.29 | 0.32 | 0.46 | 0.46 | 0.50 | 0.50 | 0.49 | 0.57 | 0.45 | 1.00 | 0.50 | 0.52 | 0.53 | 0.60 | 0.65 | 0.60 | 0.58 | 0.62 | 0.61 | 0.64 |
| BMI | 0.08 | 0.21 | 0.28 | 0.25 | 0.30 | 0.36 | 0.32 | 0.38 | 0.36 | 0.38 | 0.44 | 0.45 | 0.50 | 0.51 | 0.57 | 0.49 | 0.54 | 0.50 | 1.00 | 0.48 | 0.51 | 0.55 | 0.54 | 0.52 | 0.59 | 0.58 | 0.59 | 0.61 |
| ECL | 0.06 | 0.24 | 0.20 | 0.33 | 0.43 | 0.38 | 0.43 | 0.38 | 0.41 | 0.42 | 0.50 | 0.45 | 0.46 | 0.42 | 0.46 | 0.51 | 0.49 | 0.52 | 0.48 | 1.00 | 0.47 | 0.52 | 0.57 | 0.58 | 0.53 | 0.60 | 0.54 | 0.55 |
| VMI | 0.07 | 0.25 | 0.42 | 0.26 | 0.22 | 0.37 | 0.27 | 0.28 | 0.28 | 0.31 | 0.42 | 0.47 | 0.48 | 0.63 | 0.51 | 0.54 | 0.50 | 0.53 | 0.51 | 0.47 | 1.00 | 0.58 | 0.58 | 0.57 | 0.59 | 0.59 | 0.62 | 0.63 |
| ZWS | 0.06 | 0.26 | 0.37 | 0.28 | 0.24 | 0.39 | 0.29 | 0.32 | 0.32 | 0.33 | 0.45 | 0.52 | 0.54 | 0.54 | 0.53 | 0.52 | 0.53 | 0.60 | 0.55 | 0.52 | 0.58 | 1.00 | 0.65 | 0.59 | 0.63 | 0.64 | 0.66 | 0.66 |
| PNR | 0.08 | 0.23 | 0.29 | 0.25 | 0.28 | 0.39 | 0.29 | 0.31 | 0.31 | 0.32 | 0.51 | 0.51 | 0.52 | 0.50 | 0.53 | 0.57 | 0.51 | 0.65 | 0.54 | 0.57 | 0.58 | 0.65 | 1.00 | 0.67 | 0.63 | 0.71 | 0.66 | 0.67 |
| IEX | 0.08 | 0.22 | 0.28 | 0.24 | 0.33 | 0.38 | 0.34 | 0.34 | 0.36 | 0.37 | 0.52 | 0.47 | 0.50 | 0.51 | 0.51 | 0.61 | 0.52 | 0.60 | 0.52 | 0.58 | 0.57 | 0.59 | 0.67 | 1.00 | 0.62 | 0.71 | 0.65 | 0.66 |
| MWA | 0.08 | 0.20 | 0.36 | 0.27 | 0.26 | 0.41 | 0.32 | 0.37 | 0.34 | 0.37 | 0.43 | 0.52 | 0.54 | 0.56 | 0.58 | 0.53 | 0.54 | 0.58 | 0.59 | 0.53 | 0.59 | 0.63 | 0.63 | 0.62 | 1.00 | 0.65 | 0.69 | 0.69 |
| XYL | 0.08 | 0.23 | 0.28 | 0.29 | 0.32 | 0.39 | 0.35 | 0.33 | 0.34 | 0.35 | 0.52 | 0.54 | 0.50 | 0.50 | 0.56 | 0.58 | 0.53 | 0.62 | 0.58 | 0.60 | 0.59 | 0.64 | 0.71 | 0.71 | 0.65 | 1.00 | 0.69 | 0.68 |
| WTS | 0.09 | 0.24 | 0.34 | 0.27 | 0.28 | 0.40 | 0.31 | 0.37 | 0.37 | 0.38 | 0.46 | 0.54 | 0.56 | 0.55 | 0.56 | 0.57 | 0.57 | 0.61 | 0.59 | 0.54 | 0.62 | 0.66 | 0.66 | 0.65 | 0.69 | 0.69 | 1.00 | 0.72 |
| FELE | 0.09 | 0.21 | 0.33 | 0.25 | 0.27 | 0.39 | 0.32 | 0.39 | 0.38 | 0.40 | 0.47 | 0.52 | 0.54 | 0.58 | 0.56 | 0.58 | 0.57 | 0.64 | 0.61 | 0.55 | 0.63 | 0.66 | 0.67 | 0.66 | 0.69 | 0.68 | 0.72 | 1.00 |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Water Resources
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Water Resources показал максимальную просадку в 37.67%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 164 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 |
|---|---|---|---|---|---|---|
| -37.67% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 164 | 9 нояб. 2020 г. | 187 |
| -25.74% | 3 янв. 2022 г. | 118 | 16 июн. 2022 г. | 277 | 12 июл. 2023 г. | 395 |
| -16.78% | 29 янв. 2018 г. | 235 | 24 дек. 2018 г. | 35 | 13 февр. 2019 г. | 270 |
| -14.87% | 27 июл. 2023 г. | 67 | 27 окт. 2023 г. | — | — | — |
| -7.84% | 3 сент. 2021 г. | 28 | 12 окт. 2021 г. | 18 | 5 нояб. 2021 г. | 46 |
График волатильности
Текущая волатильность Water Resources составляет 4.82%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Water Resources
Benchmark (^GSPC)
Активы портфеля