Dividend Kings
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Dividend Kings
Currency in USD · Последнее обновление 5 мая 2025 г.
Dividend Kings portfolio is a collection of stocks in companies with a history of paying and increasing dividends to shareholders for 50 consecutive years or more. The stocks in this portfolio are equally weighted, meaning each stock represents an equal portion of the portfolio rather than being weighted based on market capitalization or other factors. The Dividend Kings portfolio aims to provide a steady income stream for the investor.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
График показывает рост $10,000 инвестированных в Dividend Kings 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
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 2 янв. 2013 г., начальной даты ABBV
Доходность по периодам
Dividend Kings на 5 мая 2025 г. показал доходность в -1.05% с начала года и доходность в 8.92% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| Dividend Kings | -1.05% | 5.30% | -3.71% | 2.44% | 9.16% | 8.85% |
| Активы портфеля: | ||||||
MO | 16.05% | 6.31% | 14.82% | 47.88% | 20.11% | 8.15% |
VFC | -40.12% | 10.64% | -39.92% | 3.55% | -23.10% | -12.89% |
UVV | 10.00% | 9.89% | 17.47% | 16.76% | 12.74% | 7.38% |
MMM | 10.61% | 11.95% | 14.06% | 49.58% | 7.25% | 4.01% |
CDUAF Canadian Utilities Limited | 15.20% | 6.72% | 11.41% | 29.73% | 8.58% | 3.38% |
LEG | -0.10% | 32.55% | -21.56% | -30.36% | -15.65% | -11.37% |
ABBV AbbVie Inc. | 13.78% | 7.14% | 0.86% | 25.58% | 23.44% | 16.59% |
FRT Federal Realty Investment Trust | -11.94% | 8.34% | -11.52% | -1.36% | 10.28% | 0.35% |
NWN | 11.79% | 6.02% | 15.11% | 17.31% | -2.62% | 3.51% |
KMB | 0.36% | -5.48% | -0.79% | -0.81% | 2.87% | 5.11% |
BKH Black Hills Corporation | 5.92% | 5.02% | 8.73% | 14.89% | 5.07% | 6.11% |
SWK | -22.79% | -2.37% | -33.74% | -25.78% | -7.81% | -2.79% |
NFG | 36.75% | 12.89% | 39.95% | 55.29% | 20.54% | 6.01% |
KO | 15.93% | 2.46% | 11.70% | 18.70% | 13.37% | 9.19% |
JNJ | 8.82% | 1.88% | 0.25% | 7.94% | 3.96% | 7.36% |
PEP | -11.26% | -8.77% | -18.19% | -21.54% | 3.45% | 6.41% |
CINF Cincinnati Financial Corporation | 0.52% | 9.03% | 5.12% | 25.86% | 25.40% | 14.05% |
PG | -3.05% | -1.34% | -1.54% | 0.01% | 9.98% | 10.15% |
CL Colgate-Palmolive Company | 0.65% | -0.74% | -2.25% | -0.49% | 8.47% | 5.32% |
SYY | -6.21% | -0.97% | -4.85% | -3.49% | 9.26% | 9.65% |
TGT | -27.36% | 1.72% | -34.06% | -36.49% | -0.71% | 4.84% |
GRC The Gorman-Rupp Company | -2.35% | 13.11% | -1.80% | 14.89% | 7.62% | 5.62% |
HRL | -4.74% | -3.73% | -2.79% | -13.47% | -6.34% | 2.81% |
EMR Emerson Electric Co. | -12.23% | 14.54% | -0.53% | 3.51% | 17.44% | 9.30% |
ITW | -3.85% | 7.43% | -7.06% | 1.72% | 11.41% | 12.35% |
GPC Genuine Parts Company | 3.87% | 2.98% | 5.35% | -21.21% | 13.81% | 5.48% |
LOW | -7.06% | 2.28% | -13.43% | -0.28% | 17.86% | 14.09% |
PPG | -6.96% | 11.44% | -10.51% | -15.04% | 6.45% | 1.34% |
SJW | 13.15% | 3.23% | 2.18% | 1.68% | 1.68% | 8.79% |
ABM ABM Industries Incorporated | -1.88% | 9.64% | -7.31% | 13.17% | 12.04% | 6.55% |
ABT Abbott Laboratories | 18.59% | 7.23% | 14.01% | 27.94% | 9.82% | 12.99% |
LANC | -5.50% | -9.45% | -12.21% | -13.27% | 4.78% | 8.62% |
CWT California Water Service Group | 8.33% | 0.62% | -0.72% | -1.85% | 3.74% | 9.56% |
FMCB Farmers & Merchants Bancorp | -6.60% | 1.02% | 3.42% | -0.31% | 10.13% | 8.67% |
AWR American States Water Company | 3.64% | 1.94% | -1.80% | 11.39% | 3.48% | 9.76% |
CBSH Commerce Bancshares, Inc. | 1.60% | 13.71% | 6.77% | 19.97% | 7.84% | 8.61% |
PH | -2.44% | 19.68% | -2.52% | 16.66% | 34.33% | 19.72% |
TNC | -12.02% | -4.03% | -14.12% | -32.34% | 5.76% | 2.27% |
BDX Becton, Dickinson and Company | -25.27% | -18.60% | -27.30% | -26.82% | -6.42% | 3.51% |
MSEX | 15.46% | -5.33% | -4.96% | 16.24% | 1.42% | 12.81% |
MSA | -4.98% | 17.04% | -3.68% | -13.63% | 7.80% | 15.14% |
SCL | -14.74% | 13.12% | -23.87% | -34.70% | -8.77% | 2.35% |
DOV Dover Corporation | -7.08% | 13.23% | -7.61% | -1.81% | 15.65% | 12.40% |
NDSN | -7.15% | 9.12% | -21.52% | -26.45% | 4.88% | 10.16% |
FUL H.B. Fuller Company | -18.86% | 3.42% | -25.49% | -28.44% | 11.10% | 4.00% |
GWW W.W. Grainger, Inc. | 1.52% | 13.32% | -2.16% | 15.51% | 32.46% | 17.63% |
TR | 7.47% | 9.97% | 16.18% | 19.13% | 2.38% | 4.50% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Dividend Kings, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.51% | 1.09% | -2.86% | -2.25% | 0.56% | -1.05% | |||||||
| 2024 | -2.63% | 3.21% | 3.98% | -3.45% | -0.61% | -0.51% | 8.75% | 1.17% | 1.06% | -3.28% | 5.38% | -7.38% | 4.70% |
| 2023 | 2.38% | -2.33% | -0.31% | 0.52% | -5.89% | 6.24% | 2.09% | -3.06% | -6.03% | -2.60% | 6.55% | 5.91% | 2.41% |
| 2022 | -4.38% | -2.05% | 1.37% | -2.97% | 0.09% | -5.34% | 5.59% | -2.87% | -9.07% | 11.00% | 6.65% | -3.86% | -7.35% |
| 2021 | -1.51% | 2.48% | 7.41% | 3.42% | 2.10% | -1.60% | 2.33% | 0.58% | -5.61% | 5.35% | -1.85% | 8.58% | 22.87% |
| 2020 | -1.95% | -9.54% | -11.08% | 9.97% | 3.63% | 1.68% | 3.23% | 4.57% | -2.22% | -1.28% | 9.67% | 2.27% | 6.83% |
| 2019 | 6.46% | 4.09% | 1.14% | 1.28% | -5.14% | 5.49% | 1.68% | -1.18% | 3.54% | 2.38% | 2.23% | 2.69% | 27.03% |
| 2018 | 0.81% | -5.57% | 0.01% | -0.74% | 2.82% | 2.09% | 4.87% | 1.37% | 1.04% | -4.79% | 4.23% | -6.20% | -0.81% |
| 2017 | 0.44% | 2.48% | 0.79% | 0.53% | -0.65% | 1.74% | 1.43% | -1.83% | 3.66% | 1.93% | 4.26% | 0.15% | 15.80% |
| 2016 | -0.46% | 2.56% | 7.02% | 1.36% | 1.25% | 3.76% | 2.86% | -0.26% | -0.82% | -2.82% | 4.87% | 2.03% | 23.10% |
| 2015 | -3.60% | 4.50% | -1.05% | -0.85% | 1.12% | -0.62% | 0.33% | -4.63% | -1.31% | 7.95% | 1.06% | -1.85% | 0.41% |
| 2014 | -3.94% | 3.79% | 2.01% | -0.24% | 1.25% | 2.68% | -5.19% | 4.39% | -2.51% | 6.49% | 1.91% | 1.22% | 11.81% |
Комиссия
Комиссия Dividend Kings 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 рейтинг Dividend Kings составляет 8, что хуже, чем результаты 92% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
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.
Portfolio: 0.17
^GSPC: 0.67
Portfolio: 0.36
^GSPC: 1.05
Portfolio: 1.04
^GSPC: 1.16
Portfolio: 0.16
^GSPC: 0.68
Portfolio: 0.51
^GSPC: 2.70
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
MO | 2.55 | 3.59 | 1.47 | 4.58 | 10.94 |
VFC | 0.07 | 0.63 | 1.09 | 0.05 | 0.23 |
UVV | 0.82 | 1.23 | 1.18 | 0.71 | 3.09 |
MMM | 1.42 | 2.59 | 1.35 | 1.16 | 9.19 |
CDUAF Canadian Utilities Limited | 1.50 | 2.15 | 1.29 | 1.08 | 5.26 |
LEG | -0.75 | -1.04 | 0.87 | -0.54 | -1.88 |
ABBV AbbVie Inc. | 0.98 | 1.35 | 1.21 | 1.28 | 3.19 |
FRT Federal Realty Investment Trust | -0.15 | -0.06 | 0.99 | -0.11 | -0.40 |
NWN | 0.91 | 1.38 | 1.17 | 0.41 | 3.61 |
KMB | -0.06 | 0.05 | 1.01 | -0.08 | -0.17 |
BKH Black Hills Corporation | 0.88 | 1.33 | 1.17 | 0.58 | 3.01 |
SWK | -0.74 | -0.91 | 0.88 | -0.43 | -1.52 |
NFG | 2.90 | 3.61 | 1.52 | 2.44 | 21.80 |
KO | 1.18 | 1.74 | 1.22 | 1.26 | 2.78 |
JNJ | 0.60 | 0.93 | 1.13 | 0.66 | 1.82 |
PEP | -1.10 | -1.46 | 0.82 | -0.78 | -1.80 |
CINF Cincinnati Financial Corporation | 1.08 | 1.53 | 1.21 | 1.36 | 3.48 |
PG | 0.04 | 0.18 | 1.02 | 0.07 | 0.16 |
CL Colgate-Palmolive Company | 0.03 | 0.17 | 1.02 | 0.03 | 0.05 |
SYY | -0.10 | 0.01 | 1.00 | -0.12 | -0.31 |
TGT | -0.94 | -1.20 | 0.82 | -0.59 | -2.00 |
GRC The Gorman-Rupp Company | 0.45 | 0.85 | 1.10 | 0.49 | 1.33 |
HRL | -0.62 | -0.70 | 0.91 | -0.33 | -1.01 |
EMR Emerson Electric Co. | 0.07 | 0.33 | 1.04 | 0.08 | 0.21 |
ITW | 0.08 | 0.26 | 1.03 | 0.08 | 0.25 |
GPC Genuine Parts Company | -0.64 | -0.66 | 0.89 | -0.53 | -1.19 |
LOW | 0.06 | 0.26 | 1.03 | 0.06 | 0.15 |
PPG | -0.47 | -0.53 | 0.93 | -0.27 | -1.10 |
SJW | 0.17 | 0.44 | 1.05 | 0.10 | 0.41 |
ABM ABM Industries Incorporated | 0.54 | 0.88 | 1.13 | 0.59 | 1.63 |
ABT Abbott Laboratories | 1.36 | 2.00 | 1.25 | 1.09 | 6.68 |
LANC | -0.41 | -0.35 | 0.94 | -0.55 | -1.52 |
CWT California Water Service Group | 0.07 | 0.27 | 1.03 | 0.04 | 0.15 |
FMCB Farmers & Merchants Bancorp | 0.03 | 0.24 | 1.04 | 0.05 | 0.08 |
AWR American States Water Company | 0.72 | 1.14 | 1.14 | 0.54 | 1.94 |
CBSH Commerce Bancshares, Inc. | 0.92 | 1.46 | 1.19 | 0.99 | 2.92 |
PH | 0.43 | 0.85 | 1.12 | 0.55 | 1.82 |
TNC | -1.31 | -1.93 | 0.77 | -0.86 | -1.66 |
BDX Becton, Dickinson and Company | -0.96 | -1.11 | 0.81 | -0.69 | -3.56 |
MSEX | 0.62 | 1.23 | 1.14 | 0.38 | 1.63 |
MSA | -0.51 | -0.59 | 0.93 | -0.35 | -0.78 |
SCL | -0.98 | -1.42 | 0.83 | -0.50 | -1.29 |
DOV Dover Corporation | -0.07 | 0.09 | 1.01 | -0.07 | -0.25 |
NDSN | -0.84 | -1.09 | 0.85 | -0.62 | -1.32 |
FUL H.B. Fuller Company | -0.89 | -1.24 | 0.85 | -0.61 | -1.29 |
GWW W.W. Grainger, Inc. | 0.74 | 1.22 | 1.15 | 0.69 | 1.65 |
TR | 0.73 | 1.18 | 1.14 | 0.49 | 2.89 |
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Dividend Kings за предыдущие двенадцать месяцев составила 2.72%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.72% | 2.74% | 2.86% | 2.68% | 2.22% | 2.45% | 2.27% | 2.64% | 2.17% | 2.23% | 2.54% | 2.17% |
| Активы портфеля: | ||||||||||||
MO | 6.78% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
VFC | 2.81% | 1.68% | 5.27% | 7.28% | 2.69% | 2.26% | 1.91% | 2.65% | 2.33% | 2.87% | 2.14% | 1.48% |
UVV | 5.54% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% | 4.64% |
MMM | 1.99% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
CDUAF Canadian Utilities Limited | 4.82% | 5.49% | 5.52% | 5.03% | 4.85% | 5.31% | 4.23% | 4.15% | 3.95% | 3.62% | 4.11% | 2.74% |
LEG | 2.10% | 6.35% | 6.95% | 5.40% | 4.03% | 3.61% | 3.11% | 4.19% | 2.98% | 2.74% | 3.00% | 2.86% |
ABBV AbbVie Inc. | 3.21% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
FRT Federal Realty Investment Trust | 4.55% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
NWN | 4.53% | 4.94% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% | 3.70% |
KMB | 3.77% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
BKH Black Hills Corporation | 4.29% | 4.44% | 4.63% | 3.43% | 3.25% | 3.53% | 2.61% | 3.07% | 3.01% | 2.74% | 3.49% | 2.94% |
SWK | 5.33% | 4.06% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% |
NFG | 2.50% | 3.36% | 3.91% | 2.97% | 2.83% | 4.30% | 3.72% | 3.30% | 3.00% | 2.84% | 3.67% | 2.20% |
KO | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
JNJ | 3.18% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
PEP | 4.07% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.79% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
CINF Cincinnati Financial Corporation | 2.30% | 2.25% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.33% | 2.53% | 3.89% | 3.40% |
PG | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
CL Colgate-Palmolive Company | 2.23% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
SYY | 2.88% | 2.64% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% |
TGT | 4.58% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% |
GRC The Gorman-Rupp Company | 1.98% | 1.91% | 1.98% | 2.67% | 1.43% | 1.82% | 1.47% | 7.74% | 1.51% | 1.39% | 1.52% | 1.15% |
HRL | 3.91% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% |
EMR Emerson Electric Co. | 1.94% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
ITW | 2.43% | 2.29% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% |
GPC Genuine Parts Company | 3.35% | 3.43% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% |
LOW | 2.02% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
PPG | 2.43% | 2.23% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% |
SJW | 2.21% | 3.25% | 2.33% | 1.77% | 1.86% | 1.85% | 1.69% | 2.01% | 1.63% | 1.45% | 2.63% | 2.33% |
ABM ABM Industries Incorporated | 1.97% | 1.76% | 1.96% | 1.76% | 1.86% | 1.47% | 2.40% | 2.18% | 1.80% | 1.62% | 1.69% | 2.18% |
ABT Abbott Laboratories | 1.72% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
LANC | 2.27% | 2.11% | 2.07% | 1.65% | 1.84% | 1.55% | 1.66% | 1.39% | 1.74% | 1.45% | 5.96% | 1.90% |
CWT California Water Service Group | 1.76% | 2.43% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% |
FMCB Farmers & Merchants Bancorp | 1.83% | 1.71% | 1.62% | 1.54% | 1.59% | 1.94% | 1.85% | 1.99% | 2.00% | 2.05% | 2.39% | 2.74% |
AWR American States Water Company | 2.28% | 2.30% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% |
CBSH Commerce Bancshares, Inc. | 1.69% | 1.67% | 2.02% | 1.56% | 1.40% | 1.44% | 1.32% | 1.32% | 1.26% | 1.16% | 1.45% | 1.35% |
PH | 1.05% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% |
TNC | 1.61% | 1.39% | 1.16% | 1.65% | 1.16% | 1.27% | 1.13% | 1.63% | 1.16% | 1.14% | 1.42% | 1.08% |
BDX Becton, Dickinson and Company | 2.36% | 1.71% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.61% |
MSEX | 2.20% | 2.50% | 1.92% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% |
MSA | 1.30% | 1.21% | 1.11% | 1.26% | 1.16% | 1.14% | 1.30% | 1.58% | 1.78% | 1.89% | 2.92% | 2.32% |
SCL | 2.77% | 2.33% | 1.55% | 1.29% | 1.01% | 0.95% | 1.00% | 1.25% | 1.06% | 0.95% | 1.47% | 1.72% |
DOV Dover Corporation | 1.19% | 1.10% | 1.33% | 1.49% | 1.10% | 1.57% | 1.68% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% |
NDSN | 1.57% | 1.02% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% |
FUL H.B. Fuller Company | 1.66% | 1.29% | 0.99% | 1.03% | 0.82% | 1.25% | 1.23% | 1.44% | 1.10% | 1.14% | 1.40% | 1.03% |
GWW W.W. Grainger, Inc. | 0.77% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% |
TR | 1.04% | 1.10% | 1.08% | 0.84% | 1.27% | 1.21% | 1.05% | 1.05% | 0.97% | 0.88% | 1.09% | 1.02% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Dividend Kings показал максимальную просадку в 33.07%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 141 торговую сессию.
Текущая просадка Dividend Kings составляет 8.60%.
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 |
|---|---|---|---|---|---|---|
| -33.07% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 141 | 12 окт. 2020 г. | 185 |
| -19.01% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 449 | 17 июл. 2024 г. | 635 |
| -16.58% | 26 нояб. 2024 г. | 90 | 8 апр. 2025 г. | — | — | — |
| -13.12% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 36 | 15 февр. 2019 г. | 100 |
| -10.05% | 29 янв. 2018 г. | 39 | 23 мар. 2018 г. | 86 | 26 июл. 2018 г. | 125 |
Волатильность
График волатильности
Текущая волатильность Dividend Kings составляет 9.33%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Показатели диверсификации
Эффективное количество активов
Эффективные активы: 47.00
Количество позиций в портфеле равно 47, при этом эффективное количество активов равно 47.00, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ^GSPC | FMCB | CDUAF | ABBV | TGT | HRL | TR | MO | KMB | UVV | MSEX | BDX | SJW | JNJ | NWN | LANC | VFC | ABT | AWR | PG | NFG | CWT | CL | FRT | SYY | PEP | LOW | GWW | KO | BKH | TNC | ABM | GRC | CBSH | MSA | SCL | LEG | CINF | SWK | EMR | PH | MMM | PPG | NDSN | FUL | DOV | GPC | ITW | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.01 | 0.22 | 0.44 | 0.46 | 0.30 | 0.34 | 0.36 | 0.34 | 0.37 | 0.35 | 0.50 | 0.33 | 0.44 | 0.32 | 0.39 | 0.53 | 0.57 | 0.35 | 0.42 | 0.45 | 0.36 | 0.41 | 0.47 | 0.47 | 0.45 | 0.59 | 0.56 | 0.45 | 0.39 | 0.53 | 0.51 | 0.55 | 0.57 | 0.56 | 0.53 | 0.56 | 0.57 | 0.65 | 0.68 | 0.69 | 0.61 | 0.64 | 0.67 | 0.61 | 0.67 | 0.58 | 0.67 | 0.78 |
| FMCB | 0.01 | 1.00 | 0.04 | 0.01 | 0.03 | 0.02 | 0.03 | -0.00 | 0.00 | 0.01 | 0.03 | 0.01 | 0.05 | 0.00 | 0.04 | 0.02 | 0.03 | 0.00 | 0.02 | -0.01 | 0.01 | 0.03 | 0.00 | 0.03 | 0.03 | 0.02 | 0.02 | 0.03 | 0.03 | 0.02 | -0.00 | 0.03 | 0.02 | 0.03 | 0.01 | 0.04 | 0.01 | 0.03 | 0.02 | 0.01 | 0.03 | 0.02 | 0.01 | 0.03 | 0.02 | 0.02 | 0.04 | 0.03 | 0.07 |
| CDUAF | 0.22 | 0.04 | 1.00 | 0.16 | 0.11 | 0.14 | 0.12 | 0.19 | 0.17 | 0.16 | 0.17 | 0.16 | 0.16 | 0.16 | 0.20 | 0.13 | 0.17 | 0.18 | 0.18 | 0.18 | 0.22 | 0.20 | 0.18 | 0.21 | 0.18 | 0.19 | 0.14 | 0.14 | 0.22 | 0.25 | 0.16 | 0.17 | 0.14 | 0.16 | 0.15 | 0.15 | 0.17 | 0.16 | 0.17 | 0.19 | 0.17 | 0.18 | 0.18 | 0.16 | 0.19 | 0.21 | 0.18 | 0.19 | 0.29 |
| ABBV | 0.44 | 0.01 | 0.16 | 1.00 | 0.25 | 0.22 | 0.20 | 0.29 | 0.30 | 0.22 | 0.20 | 0.40 | 0.21 | 0.46 | 0.20 | 0.25 | 0.23 | 0.44 | 0.22 | 0.32 | 0.24 | 0.23 | 0.32 | 0.26 | 0.27 | 0.33 | 0.27 | 0.26 | 0.32 | 0.25 | 0.23 | 0.28 | 0.26 | 0.26 | 0.27 | 0.26 | 0.28 | 0.31 | 0.29 | 0.31 | 0.29 | 0.34 | 0.32 | 0.30 | 0.30 | 0.28 | 0.32 | 0.36 | 0.45 |
| TGT | 0.46 | 0.03 | 0.11 | 0.25 | 1.00 | 0.26 | 0.24 | 0.26 | 0.23 | 0.26 | 0.21 | 0.27 | 0.20 | 0.27 | 0.21 | 0.27 | 0.44 | 0.31 | 0.22 | 0.27 | 0.26 | 0.22 | 0.27 | 0.31 | 0.32 | 0.28 | 0.47 | 0.34 | 0.27 | 0.24 | 0.31 | 0.31 | 0.31 | 0.35 | 0.32 | 0.32 | 0.39 | 0.33 | 0.39 | 0.36 | 0.36 | 0.36 | 0.36 | 0.38 | 0.36 | 0.36 | 0.43 | 0.39 | 0.51 |
| HRL | 0.30 | 0.02 | 0.14 | 0.22 | 0.26 | 1.00 | 0.41 | 0.40 | 0.49 | 0.28 | 0.30 | 0.33 | 0.31 | 0.37 | 0.34 | 0.42 | 0.22 | 0.30 | 0.34 | 0.45 | 0.30 | 0.34 | 0.49 | 0.30 | 0.37 | 0.51 | 0.26 | 0.25 | 0.44 | 0.37 | 0.21 | 0.28 | 0.22 | 0.23 | 0.23 | 0.28 | 0.27 | 0.33 | 0.25 | 0.20 | 0.20 | 0.30 | 0.28 | 0.25 | 0.25 | 0.23 | 0.33 | 0.31 | 0.48 |
| TR | 0.34 | 0.03 | 0.12 | 0.20 | 0.24 | 0.41 | 1.00 | 0.30 | 0.37 | 0.33 | 0.36 | 0.27 | 0.36 | 0.29 | 0.37 | 0.44 | 0.23 | 0.27 | 0.38 | 0.37 | 0.30 | 0.38 | 0.38 | 0.31 | 0.33 | 0.38 | 0.26 | 0.27 | 0.36 | 0.37 | 0.33 | 0.33 | 0.33 | 0.32 | 0.32 | 0.36 | 0.30 | 0.33 | 0.24 | 0.24 | 0.25 | 0.29 | 0.29 | 0.30 | 0.31 | 0.27 | 0.33 | 0.30 | 0.50 |
| MO | 0.36 | -0.00 | 0.19 | 0.29 | 0.26 | 0.40 | 0.30 | 1.00 | 0.43 | 0.43 | 0.24 | 0.27 | 0.27 | 0.38 | 0.32 | 0.34 | 0.25 | 0.29 | 0.27 | 0.45 | 0.33 | 0.28 | 0.45 | 0.37 | 0.41 | 0.47 | 0.29 | 0.28 | 0.49 | 0.38 | 0.26 | 0.32 | 0.24 | 0.27 | 0.25 | 0.27 | 0.33 | 0.39 | 0.30 | 0.30 | 0.29 | 0.38 | 0.32 | 0.26 | 0.31 | 0.29 | 0.38 | 0.38 | 0.51 |
| KMB | 0.34 | 0.00 | 0.17 | 0.30 | 0.23 | 0.49 | 0.37 | 0.43 | 1.00 | 0.27 | 0.30 | 0.34 | 0.33 | 0.43 | 0.36 | 0.36 | 0.21 | 0.37 | 0.37 | 0.68 | 0.28 | 0.36 | 0.69 | 0.33 | 0.35 | 0.58 | 0.27 | 0.26 | 0.54 | 0.42 | 0.21 | 0.25 | 0.22 | 0.19 | 0.24 | 0.25 | 0.26 | 0.35 | 0.25 | 0.23 | 0.21 | 0.35 | 0.31 | 0.26 | 0.23 | 0.27 | 0.32 | 0.34 | 0.50 |
| UVV | 0.37 | 0.01 | 0.16 | 0.22 | 0.26 | 0.28 | 0.33 | 0.43 | 0.27 | 1.00 | 0.32 | 0.25 | 0.33 | 0.25 | 0.35 | 0.35 | 0.29 | 0.23 | 0.31 | 0.27 | 0.36 | 0.33 | 0.30 | 0.34 | 0.34 | 0.31 | 0.28 | 0.28 | 0.32 | 0.36 | 0.38 | 0.40 | 0.38 | 0.40 | 0.38 | 0.44 | 0.37 | 0.36 | 0.33 | 0.36 | 0.35 | 0.35 | 0.36 | 0.33 | 0.40 | 0.33 | 0.36 | 0.38 | 0.55 |
| MSEX | 0.35 | 0.03 | 0.17 | 0.20 | 0.21 | 0.30 | 0.36 | 0.24 | 0.30 | 0.32 | 1.00 | 0.26 | 0.63 | 0.29 | 0.51 | 0.39 | 0.24 | 0.28 | 0.66 | 0.32 | 0.35 | 0.67 | 0.31 | 0.36 | 0.28 | 0.34 | 0.28 | 0.26 | 0.33 | 0.51 | 0.32 | 0.35 | 0.36 | 0.29 | 0.33 | 0.36 | 0.30 | 0.33 | 0.27 | 0.24 | 0.24 | 0.29 | 0.29 | 0.30 | 0.32 | 0.28 | 0.29 | 0.33 | 0.54 |
| BDX | 0.50 | 0.01 | 0.16 | 0.40 | 0.27 | 0.33 | 0.27 | 0.27 | 0.34 | 0.25 | 0.26 | 1.00 | 0.27 | 0.48 | 0.26 | 0.31 | 0.27 | 0.57 | 0.29 | 0.37 | 0.27 | 0.30 | 0.38 | 0.28 | 0.30 | 0.39 | 0.33 | 0.32 | 0.37 | 0.32 | 0.29 | 0.30 | 0.30 | 0.29 | 0.35 | 0.32 | 0.32 | 0.37 | 0.37 | 0.35 | 0.35 | 0.40 | 0.39 | 0.39 | 0.36 | 0.35 | 0.36 | 0.42 | 0.52 |
| SJW | 0.33 | 0.05 | 0.16 | 0.21 | 0.20 | 0.31 | 0.36 | 0.27 | 0.33 | 0.33 | 0.63 | 0.27 | 1.00 | 0.30 | 0.53 | 0.39 | 0.21 | 0.27 | 0.69 | 0.34 | 0.38 | 0.69 | 0.33 | 0.37 | 0.28 | 0.37 | 0.27 | 0.23 | 0.37 | 0.53 | 0.32 | 0.35 | 0.33 | 0.31 | 0.33 | 0.36 | 0.29 | 0.34 | 0.25 | 0.25 | 0.25 | 0.29 | 0.28 | 0.29 | 0.32 | 0.28 | 0.30 | 0.32 | 0.55 |
| JNJ | 0.44 | 0.00 | 0.16 | 0.46 | 0.27 | 0.37 | 0.29 | 0.38 | 0.43 | 0.25 | 0.29 | 0.48 | 0.30 | 1.00 | 0.31 | 0.31 | 0.24 | 0.51 | 0.34 | 0.48 | 0.28 | 0.34 | 0.47 | 0.29 | 0.31 | 0.48 | 0.30 | 0.30 | 0.45 | 0.36 | 0.26 | 0.28 | 0.26 | 0.29 | 0.29 | 0.29 | 0.28 | 0.38 | 0.32 | 0.31 | 0.28 | 0.43 | 0.36 | 0.32 | 0.31 | 0.31 | 0.37 | 0.41 | 0.52 |
| NWN | 0.32 | 0.04 | 0.20 | 0.20 | 0.21 | 0.34 | 0.37 | 0.32 | 0.36 | 0.35 | 0.51 | 0.26 | 0.53 | 0.31 | 1.00 | 0.39 | 0.23 | 0.26 | 0.57 | 0.35 | 0.48 | 0.57 | 0.35 | 0.46 | 0.34 | 0.38 | 0.26 | 0.24 | 0.40 | 0.65 | 0.30 | 0.39 | 0.33 | 0.32 | 0.30 | 0.35 | 0.32 | 0.38 | 0.27 | 0.26 | 0.24 | 0.33 | 0.29 | 0.27 | 0.32 | 0.28 | 0.33 | 0.33 | 0.56 |
| LANC | 0.39 | 0.02 | 0.13 | 0.25 | 0.27 | 0.42 | 0.44 | 0.34 | 0.36 | 0.35 | 0.39 | 0.31 | 0.39 | 0.31 | 0.39 | 1.00 | 0.27 | 0.28 | 0.40 | 0.37 | 0.32 | 0.41 | 0.38 | 0.34 | 0.37 | 0.40 | 0.31 | 0.28 | 0.40 | 0.41 | 0.37 | 0.39 | 0.36 | 0.34 | 0.38 | 0.38 | 0.33 | 0.37 | 0.31 | 0.31 | 0.30 | 0.33 | 0.33 | 0.34 | 0.37 | 0.32 | 0.38 | 0.36 | 0.56 |
| VFC | 0.53 | 0.03 | 0.17 | 0.23 | 0.44 | 0.22 | 0.23 | 0.25 | 0.21 | 0.29 | 0.24 | 0.27 | 0.21 | 0.24 | 0.23 | 0.27 | 1.00 | 0.32 | 0.23 | 0.24 | 0.32 | 0.23 | 0.23 | 0.39 | 0.38 | 0.25 | 0.44 | 0.35 | 0.30 | 0.28 | 0.39 | 0.38 | 0.39 | 0.46 | 0.41 | 0.41 | 0.53 | 0.40 | 0.51 | 0.44 | 0.47 | 0.45 | 0.47 | 0.46 | 0.45 | 0.47 | 0.49 | 0.48 | 0.59 |
| ABT | 0.57 | 0.00 | 0.18 | 0.44 | 0.31 | 0.30 | 0.27 | 0.29 | 0.37 | 0.23 | 0.28 | 0.57 | 0.27 | 0.51 | 0.26 | 0.28 | 0.32 | 1.00 | 0.30 | 0.41 | 0.27 | 0.30 | 0.41 | 0.29 | 0.32 | 0.41 | 0.38 | 0.34 | 0.39 | 0.30 | 0.30 | 0.31 | 0.31 | 0.31 | 0.36 | 0.32 | 0.33 | 0.38 | 0.40 | 0.37 | 0.36 | 0.42 | 0.42 | 0.41 | 0.36 | 0.40 | 0.36 | 0.44 | 0.55 |
| AWR | 0.35 | 0.02 | 0.18 | 0.22 | 0.22 | 0.34 | 0.38 | 0.27 | 0.37 | 0.31 | 0.66 | 0.29 | 0.69 | 0.34 | 0.57 | 0.40 | 0.23 | 0.30 | 1.00 | 0.38 | 0.38 | 0.81 | 0.38 | 0.38 | 0.30 | 0.41 | 0.28 | 0.26 | 0.38 | 0.58 | 0.33 | 0.34 | 0.33 | 0.31 | 0.33 | 0.37 | 0.29 | 0.38 | 0.26 | 0.25 | 0.25 | 0.29 | 0.30 | 0.31 | 0.31 | 0.29 | 0.31 | 0.33 | 0.58 |
| PG | 0.42 | -0.01 | 0.18 | 0.32 | 0.27 | 0.45 | 0.37 | 0.45 | 0.68 | 0.27 | 0.32 | 0.37 | 0.34 | 0.48 | 0.35 | 0.37 | 0.24 | 0.41 | 0.38 | 1.00 | 0.31 | 0.37 | 0.74 | 0.33 | 0.37 | 0.64 | 0.31 | 0.30 | 0.60 | 0.42 | 0.23 | 0.28 | 0.25 | 0.22 | 0.27 | 0.28 | 0.27 | 0.38 | 0.29 | 0.29 | 0.26 | 0.38 | 0.34 | 0.30 | 0.28 | 0.31 | 0.36 | 0.38 | 0.54 |
| NFG | 0.45 | 0.01 | 0.22 | 0.24 | 0.26 | 0.30 | 0.30 | 0.33 | 0.28 | 0.36 | 0.35 | 0.27 | 0.38 | 0.28 | 0.48 | 0.32 | 0.32 | 0.27 | 0.38 | 0.31 | 1.00 | 0.41 | 0.31 | 0.42 | 0.34 | 0.30 | 0.30 | 0.36 | 0.34 | 0.52 | 0.37 | 0.40 | 0.37 | 0.39 | 0.36 | 0.41 | 0.40 | 0.41 | 0.36 | 0.42 | 0.40 | 0.37 | 0.37 | 0.39 | 0.39 | 0.42 | 0.40 | 0.40 | 0.59 |
| CWT | 0.36 | 0.03 | 0.20 | 0.23 | 0.22 | 0.34 | 0.38 | 0.28 | 0.36 | 0.33 | 0.67 | 0.30 | 0.69 | 0.34 | 0.57 | 0.41 | 0.23 | 0.30 | 0.81 | 0.37 | 0.41 | 1.00 | 0.37 | 0.41 | 0.30 | 0.40 | 0.28 | 0.26 | 0.39 | 0.57 | 0.33 | 0.36 | 0.36 | 0.31 | 0.35 | 0.38 | 0.31 | 0.38 | 0.28 | 0.25 | 0.26 | 0.30 | 0.30 | 0.32 | 0.34 | 0.29 | 0.31 | 0.34 | 0.59 |
| CL | 0.41 | 0.00 | 0.18 | 0.32 | 0.27 | 0.49 | 0.38 | 0.45 | 0.69 | 0.30 | 0.31 | 0.38 | 0.33 | 0.47 | 0.35 | 0.38 | 0.23 | 0.41 | 0.38 | 0.74 | 0.31 | 0.37 | 1.00 | 0.35 | 0.40 | 0.65 | 0.31 | 0.31 | 0.60 | 0.42 | 0.25 | 0.29 | 0.24 | 0.22 | 0.29 | 0.29 | 0.29 | 0.39 | 0.31 | 0.28 | 0.27 | 0.38 | 0.34 | 0.29 | 0.28 | 0.31 | 0.36 | 0.39 | 0.54 |
| FRT | 0.47 | 0.03 | 0.21 | 0.26 | 0.31 | 0.30 | 0.31 | 0.37 | 0.33 | 0.34 | 0.36 | 0.28 | 0.37 | 0.29 | 0.46 | 0.34 | 0.39 | 0.29 | 0.38 | 0.33 | 0.42 | 0.41 | 0.35 | 1.00 | 0.43 | 0.36 | 0.37 | 0.32 | 0.38 | 0.47 | 0.34 | 0.38 | 0.34 | 0.38 | 0.33 | 0.35 | 0.45 | 0.45 | 0.39 | 0.37 | 0.36 | 0.38 | 0.39 | 0.36 | 0.39 | 0.38 | 0.43 | 0.40 | 0.59 |
| SYY | 0.47 | 0.03 | 0.18 | 0.27 | 0.32 | 0.37 | 0.33 | 0.41 | 0.35 | 0.34 | 0.28 | 0.30 | 0.28 | 0.31 | 0.34 | 0.37 | 0.38 | 0.32 | 0.30 | 0.37 | 0.34 | 0.30 | 0.40 | 0.43 | 1.00 | 0.43 | 0.38 | 0.36 | 0.43 | 0.37 | 0.34 | 0.38 | 0.36 | 0.38 | 0.35 | 0.37 | 0.43 | 0.45 | 0.39 | 0.40 | 0.41 | 0.39 | 0.42 | 0.38 | 0.41 | 0.38 | 0.46 | 0.44 | 0.59 |
| PEP | 0.45 | 0.02 | 0.19 | 0.33 | 0.28 | 0.51 | 0.38 | 0.47 | 0.58 | 0.31 | 0.34 | 0.39 | 0.37 | 0.48 | 0.38 | 0.40 | 0.25 | 0.41 | 0.41 | 0.64 | 0.30 | 0.40 | 0.65 | 0.36 | 0.43 | 1.00 | 0.33 | 0.30 | 0.70 | 0.44 | 0.26 | 0.29 | 0.25 | 0.22 | 0.27 | 0.28 | 0.29 | 0.39 | 0.30 | 0.28 | 0.25 | 0.38 | 0.36 | 0.31 | 0.28 | 0.30 | 0.37 | 0.39 | 0.56 |
| LOW | 0.59 | 0.02 | 0.14 | 0.27 | 0.47 | 0.26 | 0.26 | 0.29 | 0.27 | 0.28 | 0.28 | 0.33 | 0.27 | 0.30 | 0.26 | 0.31 | 0.44 | 0.38 | 0.28 | 0.31 | 0.30 | 0.28 | 0.31 | 0.37 | 0.38 | 0.33 | 1.00 | 0.45 | 0.31 | 0.30 | 0.38 | 0.37 | 0.40 | 0.40 | 0.41 | 0.38 | 0.50 | 0.40 | 0.55 | 0.47 | 0.48 | 0.45 | 0.49 | 0.51 | 0.46 | 0.47 | 0.53 | 0.51 | 0.61 |
| GWW | 0.56 | 0.03 | 0.14 | 0.26 | 0.34 | 0.25 | 0.27 | 0.28 | 0.26 | 0.28 | 0.26 | 0.32 | 0.23 | 0.30 | 0.24 | 0.28 | 0.35 | 0.34 | 0.26 | 0.30 | 0.36 | 0.26 | 0.31 | 0.32 | 0.36 | 0.30 | 0.45 | 1.00 | 0.30 | 0.29 | 0.45 | 0.41 | 0.44 | 0.44 | 0.46 | 0.42 | 0.43 | 0.44 | 0.50 | 0.58 | 0.58 | 0.48 | 0.48 | 0.56 | 0.48 | 0.57 | 0.54 | 0.60 | 0.62 |
| KO | 0.45 | 0.03 | 0.22 | 0.32 | 0.27 | 0.44 | 0.36 | 0.49 | 0.54 | 0.32 | 0.33 | 0.37 | 0.37 | 0.45 | 0.40 | 0.40 | 0.30 | 0.39 | 0.38 | 0.60 | 0.34 | 0.39 | 0.60 | 0.38 | 0.43 | 0.70 | 0.31 | 0.30 | 1.00 | 0.46 | 0.28 | 0.33 | 0.26 | 0.28 | 0.29 | 0.32 | 0.33 | 0.43 | 0.33 | 0.33 | 0.31 | 0.40 | 0.38 | 0.33 | 0.33 | 0.34 | 0.39 | 0.41 | 0.58 |
| BKH | 0.39 | 0.02 | 0.25 | 0.25 | 0.24 | 0.37 | 0.37 | 0.38 | 0.42 | 0.36 | 0.51 | 0.32 | 0.53 | 0.36 | 0.65 | 0.41 | 0.28 | 0.30 | 0.58 | 0.42 | 0.52 | 0.57 | 0.42 | 0.47 | 0.37 | 0.44 | 0.30 | 0.29 | 0.46 | 1.00 | 0.31 | 0.39 | 0.35 | 0.33 | 0.34 | 0.34 | 0.35 | 0.44 | 0.30 | 0.31 | 0.30 | 0.36 | 0.34 | 0.33 | 0.34 | 0.33 | 0.37 | 0.37 | 0.61 |
| TNC | 0.53 | -0.00 | 0.16 | 0.23 | 0.31 | 0.21 | 0.33 | 0.26 | 0.21 | 0.38 | 0.32 | 0.29 | 0.32 | 0.26 | 0.30 | 0.37 | 0.39 | 0.30 | 0.33 | 0.23 | 0.37 | 0.33 | 0.25 | 0.34 | 0.34 | 0.26 | 0.38 | 0.45 | 0.28 | 0.31 | 1.00 | 0.50 | 0.55 | 0.50 | 0.51 | 0.54 | 0.48 | 0.43 | 0.51 | 0.51 | 0.55 | 0.46 | 0.45 | 0.54 | 0.54 | 0.53 | 0.48 | 0.55 | 0.64 |
| ABM | 0.51 | 0.03 | 0.17 | 0.28 | 0.31 | 0.28 | 0.33 | 0.32 | 0.25 | 0.40 | 0.35 | 0.30 | 0.35 | 0.28 | 0.39 | 0.39 | 0.38 | 0.31 | 0.34 | 0.28 | 0.40 | 0.36 | 0.29 | 0.38 | 0.38 | 0.29 | 0.37 | 0.41 | 0.33 | 0.39 | 0.50 | 1.00 | 0.47 | 0.50 | 0.48 | 0.48 | 0.47 | 0.45 | 0.45 | 0.46 | 0.48 | 0.44 | 0.44 | 0.47 | 0.53 | 0.46 | 0.47 | 0.49 | 0.65 |
| GRC | 0.55 | 0.02 | 0.14 | 0.26 | 0.31 | 0.22 | 0.33 | 0.24 | 0.22 | 0.38 | 0.36 | 0.30 | 0.33 | 0.26 | 0.33 | 0.36 | 0.39 | 0.31 | 0.33 | 0.25 | 0.37 | 0.36 | 0.24 | 0.34 | 0.36 | 0.25 | 0.40 | 0.44 | 0.26 | 0.35 | 0.55 | 0.47 | 1.00 | 0.49 | 0.53 | 0.54 | 0.46 | 0.43 | 0.51 | 0.52 | 0.56 | 0.45 | 0.47 | 0.53 | 0.53 | 0.54 | 0.48 | 0.56 | 0.66 |
| CBSH | 0.57 | 0.03 | 0.16 | 0.26 | 0.35 | 0.23 | 0.32 | 0.27 | 0.19 | 0.40 | 0.29 | 0.29 | 0.31 | 0.29 | 0.32 | 0.34 | 0.46 | 0.31 | 0.31 | 0.22 | 0.39 | 0.31 | 0.22 | 0.38 | 0.38 | 0.22 | 0.40 | 0.44 | 0.28 | 0.33 | 0.50 | 0.50 | 0.49 | 1.00 | 0.51 | 0.53 | 0.50 | 0.56 | 0.50 | 0.53 | 0.54 | 0.48 | 0.47 | 0.53 | 0.55 | 0.53 | 0.52 | 0.52 | 0.65 |
| MSA | 0.56 | 0.01 | 0.15 | 0.27 | 0.32 | 0.23 | 0.32 | 0.25 | 0.24 | 0.38 | 0.33 | 0.35 | 0.33 | 0.29 | 0.30 | 0.38 | 0.41 | 0.36 | 0.33 | 0.27 | 0.36 | 0.35 | 0.29 | 0.33 | 0.35 | 0.27 | 0.41 | 0.46 | 0.29 | 0.34 | 0.51 | 0.48 | 0.53 | 0.51 | 1.00 | 0.52 | 0.46 | 0.45 | 0.49 | 0.51 | 0.54 | 0.45 | 0.49 | 0.54 | 0.54 | 0.52 | 0.48 | 0.55 | 0.66 |
| SCL | 0.53 | 0.04 | 0.15 | 0.26 | 0.32 | 0.28 | 0.36 | 0.27 | 0.25 | 0.44 | 0.36 | 0.32 | 0.36 | 0.29 | 0.35 | 0.38 | 0.41 | 0.32 | 0.37 | 0.28 | 0.41 | 0.38 | 0.29 | 0.35 | 0.37 | 0.28 | 0.38 | 0.42 | 0.32 | 0.34 | 0.54 | 0.48 | 0.54 | 0.53 | 0.52 | 1.00 | 0.49 | 0.46 | 0.50 | 0.51 | 0.52 | 0.48 | 0.53 | 0.53 | 0.62 | 0.52 | 0.48 | 0.54 | 0.68 |
| LEG | 0.56 | 0.01 | 0.17 | 0.28 | 0.39 | 0.27 | 0.30 | 0.33 | 0.26 | 0.37 | 0.30 | 0.32 | 0.29 | 0.28 | 0.32 | 0.33 | 0.53 | 0.33 | 0.29 | 0.27 | 0.40 | 0.31 | 0.29 | 0.45 | 0.43 | 0.29 | 0.50 | 0.43 | 0.33 | 0.35 | 0.48 | 0.47 | 0.46 | 0.50 | 0.46 | 0.49 | 1.00 | 0.47 | 0.58 | 0.51 | 0.54 | 0.50 | 0.56 | 0.54 | 0.57 | 0.52 | 0.57 | 0.55 | 0.68 |
| CINF | 0.57 | 0.03 | 0.16 | 0.31 | 0.33 | 0.33 | 0.33 | 0.39 | 0.35 | 0.36 | 0.33 | 0.37 | 0.34 | 0.38 | 0.38 | 0.37 | 0.40 | 0.38 | 0.38 | 0.38 | 0.41 | 0.38 | 0.39 | 0.45 | 0.45 | 0.39 | 0.40 | 0.44 | 0.43 | 0.44 | 0.43 | 0.45 | 0.43 | 0.56 | 0.45 | 0.46 | 0.47 | 1.00 | 0.47 | 0.50 | 0.50 | 0.50 | 0.49 | 0.45 | 0.47 | 0.51 | 0.52 | 0.52 | 0.67 |
| SWK | 0.65 | 0.02 | 0.17 | 0.29 | 0.39 | 0.25 | 0.24 | 0.30 | 0.25 | 0.33 | 0.27 | 0.37 | 0.25 | 0.32 | 0.27 | 0.31 | 0.51 | 0.40 | 0.26 | 0.29 | 0.36 | 0.28 | 0.31 | 0.39 | 0.39 | 0.30 | 0.55 | 0.50 | 0.33 | 0.30 | 0.51 | 0.45 | 0.51 | 0.50 | 0.49 | 0.50 | 0.58 | 0.47 | 1.00 | 0.61 | 0.65 | 0.61 | 0.60 | 0.62 | 0.59 | 0.64 | 0.55 | 0.68 | 0.70 |
| EMR | 0.68 | 0.01 | 0.19 | 0.31 | 0.36 | 0.20 | 0.24 | 0.30 | 0.23 | 0.36 | 0.24 | 0.35 | 0.25 | 0.31 | 0.26 | 0.31 | 0.44 | 0.37 | 0.25 | 0.29 | 0.42 | 0.25 | 0.28 | 0.37 | 0.40 | 0.28 | 0.47 | 0.58 | 0.33 | 0.31 | 0.51 | 0.46 | 0.52 | 0.53 | 0.51 | 0.51 | 0.51 | 0.50 | 0.61 | 1.00 | 0.74 | 0.60 | 0.59 | 0.64 | 0.59 | 0.71 | 0.57 | 0.69 | 0.69 |
| PH | 0.69 | 0.03 | 0.17 | 0.29 | 0.36 | 0.20 | 0.25 | 0.29 | 0.21 | 0.35 | 0.24 | 0.35 | 0.25 | 0.28 | 0.24 | 0.30 | 0.47 | 0.36 | 0.25 | 0.26 | 0.40 | 0.26 | 0.27 | 0.36 | 0.41 | 0.25 | 0.48 | 0.58 | 0.31 | 0.30 | 0.55 | 0.48 | 0.56 | 0.54 | 0.54 | 0.52 | 0.54 | 0.50 | 0.65 | 0.74 | 1.00 | 0.60 | 0.58 | 0.66 | 0.60 | 0.73 | 0.58 | 0.72 | 0.70 |
| MMM | 0.61 | 0.02 | 0.18 | 0.34 | 0.36 | 0.30 | 0.29 | 0.38 | 0.35 | 0.35 | 0.29 | 0.40 | 0.29 | 0.43 | 0.33 | 0.33 | 0.45 | 0.42 | 0.29 | 0.38 | 0.37 | 0.30 | 0.38 | 0.38 | 0.39 | 0.38 | 0.45 | 0.48 | 0.40 | 0.36 | 0.46 | 0.44 | 0.45 | 0.48 | 0.45 | 0.48 | 0.50 | 0.50 | 0.61 | 0.60 | 0.60 | 1.00 | 0.56 | 0.54 | 0.54 | 0.58 | 0.52 | 0.65 | 0.69 |
| PPG | 0.64 | 0.01 | 0.18 | 0.32 | 0.36 | 0.28 | 0.29 | 0.32 | 0.31 | 0.36 | 0.29 | 0.39 | 0.28 | 0.36 | 0.29 | 0.33 | 0.47 | 0.42 | 0.30 | 0.34 | 0.37 | 0.30 | 0.34 | 0.39 | 0.42 | 0.36 | 0.49 | 0.48 | 0.38 | 0.34 | 0.45 | 0.44 | 0.47 | 0.47 | 0.49 | 0.53 | 0.56 | 0.49 | 0.60 | 0.59 | 0.58 | 0.56 | 1.00 | 0.58 | 0.64 | 0.59 | 0.55 | 0.63 | 0.70 |
| NDSN | 0.67 | 0.03 | 0.16 | 0.30 | 0.38 | 0.25 | 0.30 | 0.26 | 0.26 | 0.33 | 0.30 | 0.39 | 0.29 | 0.32 | 0.27 | 0.34 | 0.46 | 0.41 | 0.31 | 0.30 | 0.39 | 0.32 | 0.29 | 0.36 | 0.38 | 0.31 | 0.51 | 0.56 | 0.33 | 0.33 | 0.54 | 0.47 | 0.53 | 0.53 | 0.54 | 0.53 | 0.54 | 0.45 | 0.62 | 0.64 | 0.66 | 0.54 | 0.58 | 1.00 | 0.59 | 0.65 | 0.56 | 0.67 | 0.71 |
| FUL | 0.61 | 0.02 | 0.19 | 0.30 | 0.36 | 0.25 | 0.31 | 0.31 | 0.23 | 0.40 | 0.32 | 0.36 | 0.32 | 0.31 | 0.32 | 0.37 | 0.45 | 0.36 | 0.31 | 0.28 | 0.39 | 0.34 | 0.28 | 0.39 | 0.41 | 0.28 | 0.46 | 0.48 | 0.33 | 0.34 | 0.54 | 0.53 | 0.53 | 0.55 | 0.54 | 0.62 | 0.57 | 0.47 | 0.59 | 0.59 | 0.60 | 0.54 | 0.64 | 0.59 | 1.00 | 0.58 | 0.54 | 0.61 | 0.71 |
| DOV | 0.67 | 0.02 | 0.21 | 0.28 | 0.36 | 0.23 | 0.27 | 0.29 | 0.27 | 0.33 | 0.28 | 0.35 | 0.28 | 0.31 | 0.28 | 0.32 | 0.47 | 0.40 | 0.29 | 0.31 | 0.42 | 0.29 | 0.31 | 0.38 | 0.38 | 0.30 | 0.47 | 0.57 | 0.34 | 0.33 | 0.53 | 0.46 | 0.54 | 0.53 | 0.52 | 0.52 | 0.52 | 0.51 | 0.64 | 0.71 | 0.73 | 0.58 | 0.59 | 0.65 | 0.58 | 1.00 | 0.56 | 0.71 | 0.71 |
| GPC | 0.58 | 0.04 | 0.18 | 0.32 | 0.43 | 0.33 | 0.33 | 0.38 | 0.32 | 0.36 | 0.29 | 0.36 | 0.30 | 0.37 | 0.33 | 0.38 | 0.49 | 0.36 | 0.31 | 0.36 | 0.40 | 0.31 | 0.36 | 0.43 | 0.46 | 0.37 | 0.53 | 0.54 | 0.39 | 0.37 | 0.48 | 0.47 | 0.48 | 0.52 | 0.48 | 0.48 | 0.57 | 0.52 | 0.55 | 0.57 | 0.58 | 0.52 | 0.55 | 0.56 | 0.54 | 0.56 | 1.00 | 0.62 | 0.72 |
| ITW | 0.67 | 0.03 | 0.19 | 0.36 | 0.39 | 0.31 | 0.30 | 0.38 | 0.34 | 0.38 | 0.33 | 0.42 | 0.32 | 0.41 | 0.33 | 0.36 | 0.48 | 0.44 | 0.33 | 0.38 | 0.40 | 0.34 | 0.39 | 0.40 | 0.44 | 0.39 | 0.51 | 0.60 | 0.41 | 0.37 | 0.55 | 0.49 | 0.56 | 0.52 | 0.55 | 0.54 | 0.55 | 0.52 | 0.68 | 0.69 | 0.72 | 0.65 | 0.63 | 0.67 | 0.61 | 0.71 | 0.62 | 1.00 | 0.77 |
| Portfolio | 0.78 | 0.07 | 0.29 | 0.45 | 0.51 | 0.48 | 0.50 | 0.51 | 0.50 | 0.55 | 0.54 | 0.52 | 0.55 | 0.52 | 0.56 | 0.56 | 0.59 | 0.55 | 0.58 | 0.54 | 0.59 | 0.59 | 0.54 | 0.59 | 0.59 | 0.56 | 0.61 | 0.62 | 0.58 | 0.61 | 0.64 | 0.65 | 0.66 | 0.65 | 0.66 | 0.68 | 0.68 | 0.67 | 0.70 | 0.69 | 0.70 | 0.69 | 0.70 | 0.71 | 0.71 | 0.71 | 0.72 | 0.77 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 3 янв. 2013 г.