50
Последнее обновление 2 дек. 2023 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
JNJ Johnson & Johnson | Healthcare | 2.86% |
AMGN Amgen Inc. | Healthcare | 2.86% |
GILD Gilead Sciences, Inc. | Healthcare | 2.86% |
GD General Dynamics Corporation | 2.86% | |
GWW W.W. Grainger, Inc. | Industrials | 2.86% |
WSO | 2.86% | |
AME AMETEK, Inc. | Industrials | 2.86% |
CL Colgate-Palmolive Company | Consumer Defensive | 2.86% |
SYY | 2.86% | |
MKC | 2.86% | |
WMT | 2.86% | |
HRL Hormel Foods Corporation | Consumer Defensive | 2.86% |
PEP | 2.86% | |
LANC Lancaster Colony Corporation | Consumer Defensive | 2.86% |
CHD Church & Dwight Co., Inc. | Consumer Defensive | 2.86% |
FLO Flowers Foods, Inc. | Consumer Defensive | 2.86% |
ROL | 2.86% | |
SHW | 2.86% | |
BCPC Balchem Corporation | Basic Materials | 2.86% |
ROST | 2.86% | |
MCD | 2.86% | |
AZO AutoZone, Inc. | Consumer Cyclical | 2.86% |
JKHY Jack Henry & Associates, Inc. | Technology | 2.86% |
ADP Automatic Data Processing, Inc. | Industrials | 2.86% |
BMI Badger Meter, Inc. | Industrials | 2.86% |
MSFT | 2.86% | |
FISV Fiserv, Inc. | Technology | 2.86% |
CVX Chevron Corporation | Energy | 2.86% |
CWT California Water Service Group | Utilities | 2.86% |
AWR American States Water Company | Utilities | 2.86% |
PSA | 2.86% | |
O | 2.86% | |
MGEE | 2.86% | |
SO | 2.86% | |
WM | 2.86% |
Раз в квартал
Доходность
График показывает рост $10,000 инвестированных в 50 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
50
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 22 янв. 1992 г., начальной даты GILD
Доходность по периодам
50 на 2 дек. 2023 г. показал доходность в 5.51% с начала года и доходность в 13.91% в годовом выражении за последние 10 лет.
| 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 |
| 50 | 5.51% | 4.36% | 2.47% | 0.55% | 11.72% | 13.95% |
| Активы портфеля: | ||||||
JNJ Johnson & Johnson | -7.62% | 7.37% | 2.44% | -8.70% | 4.31% | 8.28% |
AMGN Amgen Inc. | 7.33% | 5.27% | 26.94% | -1.42% | 8.81% | 12.21% |
GILD Gilead Sciences, Inc. | -6.95% | -3.22% | 1.59% | -8.37% | 5.71% | 3.64% |
GD General Dynamics Corporation | 3.01% | 2.88% | 20.88% | 1.31% | 8.86% | 13.20% |
GWW W.W. Grainger, Inc. | 45.97% | 8.54% | 19.16% | 34.62% | 22.56% | 14.22% |
WSO | N/A | N/A | N/A | N/A | N/A | N/A |
AME AMETEK, Inc. | 12.98% | 10.29% | 4.57% | 10.33% | 17.24% | 13.19% |
CL Colgate-Palmolive Company | 2.47% | 5.03% | 4.83% | 3.84% | 6.94% | 4.28% |
SYY | N/A | N/A | N/A | N/A | N/A | N/A |
MKC | N/A | N/A | N/A | N/A | N/A | N/A |
WMT | N/A | N/A | N/A | N/A | N/A | N/A |
HRL Hormel Foods Corporation | -29.27% | -3.45% | -21.99% | -32.31% | -4.95% | 5.24% |
PEP | N/A | N/A | N/A | N/A | N/A | N/A |
LANC Lancaster Colony Corporation | -14.07% | -2.31% | -17.10% | -16.68% | 0.30% | 9.30% |
CHD Church & Dwight Co., Inc. | 19.73% | 5.97% | 2.26% | 17.36% | 8.89% | 12.79% |
FLO Flowers Foods, Inc. | -23.22% | -1.97% | -13.88% | -26.17% | 5.01% | 3.19% |
ROL | N/A | N/A | N/A | N/A | N/A | N/A |
SHW | N/A | N/A | N/A | N/A | N/A | N/A |
BCPC Balchem Corporation | 2.32% | 7.06% | -5.93% | -10.81% | 8.16% | 8.60% |
ROST | N/A | N/A | N/A | N/A | N/A | N/A |
MCD | N/A | N/A | N/A | N/A | N/A | N/A |
AZO AutoZone, Inc. | 7.12% | 6.06% | 10.94% | 3.48% | 26.75% | 19.12% |
JKHY Jack Henry & Associates, Inc. | -7.17% | 14.95% | 5.98% | -14.56% | 4.05% | 12.37% |
ADP Automatic Data Processing, Inc. | -0.86% | 10.73% | 8.75% | -11.20% | 11.91% | 15.22% |
BMI Badger Meter, Inc. | 37.72% | 7.65% | 3.19% | 30.63% | 23.00% | 20.15% |
MSFT | N/A | N/A | N/A | N/A | N/A | N/A |
FISV Fiserv, Inc. | N/A | N/A | N/A | N/A | N/A | N/A |
CVX Chevron Corporation | -16.15% | 1.63% | -5.46% | -17.53% | 8.71% | 6.05% |
CWT California Water Service Group | -13.13% | 4.77% | -9.79% | -18.19% | 4.24% | 11.12% |
AWR American States Water Company | -10.51% | 3.49% | -10.37% | -16.07% | 5.68% | 13.52% |
PSA | N/A | N/A | N/A | N/A | N/A | N/A |
O | N/A | N/A | N/A | N/A | N/A | N/A |
MGEE | N/A | N/A | N/A | N/A | N/A | N/A |
SO | N/A | N/A | N/A | N/A | N/A | N/A |
WM | N/A | N/A | N/A | N/A | N/A | N/A |
Доходность по месяцам
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -4.36% | 5.78% | 0.91% | -2.23% | -3.95% | -1.63% | 5.38% |
50
Benchmark (^GSPC)
Активы портфеля
Дивидендный доход
Дивидендная доходность 50 за предыдущие двенадцать месяцев составила 2.15%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 50 | 2.15% | 2.07% | 1.80% | 2.02% | 1.95% | 2.17% | 1.99% | 2.08% | 2.23% | 1.99% | 2.07% | 2.71% |
| Активы портфеля: | ||||||||||||
JNJ Johnson & Johnson | 2.97% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | 3.42% |
AMGN Amgen Inc. | 3.13% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% | 1.67% |
GILD Gilead Sciences, Inc. | 3.84% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% | 0.00% |
GD General Dynamics Corporation | 2.09% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 1.96% | 1.76% | 1.76% | 3.62% |
GWW W.W. Grainger, Inc. | 0.91% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% | 1.41% | 1.51% |
WSO | 2.47% | 3.43% | 2.44% | 3.06% | 3.55% | 4.02% | 2.71% | 2.43% | 2.39% | 1.87% | 1.20% | 9.99% |
AME AMETEK, Inc. | 0.62% | 0.63% | 0.54% | 0.60% | 0.56% | 0.83% | 0.50% | 0.74% | 0.67% | 0.63% | 0.46% | 0.59% |
CL Colgate-Palmolive Company | 2.43% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% | 2.33% |
SYY | 2.72% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% | 3.41% |
MKC | 2.36% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% | 2.02% | 2.00% |
WMT | 1.47% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% | 2.33% |
HRL Hormel Foods Corporation | 3.51% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% | 1.51% | 1.92% |
PEP | 2.93% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% | 3.11% |
LANC Lancaster Colony Corporation | 2.06% | 1.65% | 1.84% | 1.55% | 1.66% | 1.39% | 1.74% | 1.45% | 5.96% | 1.90% | 1.84% | 9.34% |
CHD Church & Dwight Co., Inc. | 1.14% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% | 1.57% | 1.69% | 1.79% |
FLO Flowers Foods, Inc. | 4.28% | 3.10% | 3.02% | 3.49% | 3.45% | 3.84% | 3.47% | 3.13% | 2.64% | 2.53% | 2.07% | 2.71% |
ROL | 1.32% | 1.18% | 0.99% | 0.61% | 1.26% | 1.28% | 1.19% | 1.46% | 1.60% | 1.54% | 1.45% | 1.94% |
SHW | 0.86% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% | 1.01% |
BCPC Balchem Corporation | 0.57% | 0.58% | 0.38% | 0.50% | 0.51% | 0.60% | 0.52% | 0.45% | 0.56% | 0.45% | 0.44% | 0.60% |
ROST | 1.00% | 1.07% | 1.00% | 0.23% | 0.88% | 1.08% | 0.80% | 0.82% | 0.87% | 0.85% | 0.91% | 1.04% |
MCD | 2.18% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% | 3.25% |
AZO AutoZone, 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% |
JKHY Jack Henry & Associates, Inc. | 1.29% | 1.12% | 1.10% | 1.06% | 1.10% | 1.17% | 1.06% | 1.26% | 1.28% | 1.42% | 1.23% | 1.17% |
ADP Automatic Data Processing, Inc. | 2.15% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% | 2.87% |
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% |
MSFT | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
FISV Fiserv, 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% |
CVX Chevron Corporation | 4.17% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% | 3.25% |
CWT California Water Service Group | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% | 2.77% | 3.43% |
AWR American States Water Company | 2.04% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% | 2.65% | 2.65% |
PSA | 4.14% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% | 3.42% | 3.04% |
O | 5.59% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% | 4.42% |
MGEE | 2.25% | 2.26% | 1.84% | 2.06% | 1.75% | 2.20% | 2.00% | 1.85% | 2.49% | 2.43% | 2.78% | 3.05% |
SO | 3.89% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.90% | 4.54% |
WM | 1.61% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% | 4.21% |
Комиссия
Комиссия 50 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 | |
|---|---|---|---|---|---|
JNJ Johnson & Johnson | -0.51 | ||||
AMGN Amgen Inc. | -0.08 | ||||
GILD Gilead Sciences, Inc. | -0.41 | ||||
GD General Dynamics Corporation | 0.07 | ||||
GWW W.W. Grainger, Inc. | 1.33 | ||||
WSO | N/A | ||||
AME AMETEK, Inc. | 0.59 | ||||
CL Colgate-Palmolive Company | 0.26 | ||||
SYY | N/A | ||||
MKC | N/A | ||||
WMT | N/A | ||||
HRL Hormel Foods Corporation | -1.49 | ||||
PEP | N/A | ||||
LANC Lancaster Colony Corporation | -0.74 | ||||
CHD Church & Dwight Co., Inc. | 0.94 | ||||
FLO Flowers Foods, Inc. | -1.19 | ||||
ROL | N/A | ||||
SHW | N/A | ||||
BCPC Balchem Corporation | -0.41 | ||||
ROST | N/A | ||||
MCD | N/A | ||||
AZO AutoZone, Inc. | 0.11 | ||||
JKHY Jack Henry & Associates, Inc. | -0.52 | ||||
ADP Automatic Data Processing, Inc. | -0.45 | ||||
BMI Badger Meter, Inc. | 1.05 | ||||
MSFT | N/A | ||||
FISV Fiserv, Inc. | N/A | ||||
CVX Chevron Corporation | -0.76 | ||||
CWT California Water Service Group | -0.78 | ||||
AWR American States Water Company | -0.69 | ||||
PSA | N/A | ||||
O | N/A | ||||
MGEE | N/A | ||||
SO | N/A | ||||
WM | N/A |
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| BCPC | GILD | BMI | FLO | SO | AZO | CVX | CHD | AMGN | HRL | ROST | WMT | MCD | AWR | PSA | WSO | JNJ | CWT | O | PEP | WM | LANC | MKC | SYY | MSFT | CL | GD | JKHY | MGEE | SHW | ROL | GWW | FISV | AME | ADP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BCPC | 1.00 | 0.18 | 0.33 | 0.19 | 0.15 | 0.18 | 0.24 | 0.18 | 0.19 | 0.18 | 0.24 | 0.18 | 0.21 | 0.26 | 0.23 | 0.30 | 0.20 | 0.27 | 0.24 | 0.19 | 0.22 | 0.26 | 0.18 | 0.21 | 0.23 | 0.19 | 0.25 | 0.28 | 0.29 | 0.27 | 0.28 | 0.29 | 0.25 | 0.33 | 0.28 |
| GILD | 0.18 | 1.00 | 0.19 | 0.21 | 0.16 | 0.22 | 0.22 | 0.21 | 0.43 | 0.20 | 0.25 | 0.24 | 0.20 | 0.21 | 0.21 | 0.23 | 0.29 | 0.23 | 0.23 | 0.21 | 0.23 | 0.24 | 0.23 | 0.21 | 0.29 | 0.23 | 0.26 | 0.28 | 0.26 | 0.26 | 0.29 | 0.26 | 0.28 | 0.29 | 0.30 |
| BMI | 0.33 | 0.19 | 1.00 | 0.21 | 0.16 | 0.22 | 0.26 | 0.16 | 0.18 | 0.18 | 0.25 | 0.18 | 0.21 | 0.27 | 0.23 | 0.32 | 0.19 | 0.30 | 0.24 | 0.18 | 0.24 | 0.28 | 0.21 | 0.23 | 0.24 | 0.19 | 0.27 | 0.27 | 0.26 | 0.29 | 0.28 | 0.30 | 0.28 | 0.35 | 0.30 |
| FLO | 0.19 | 0.21 | 0.21 | 1.00 | 0.23 | 0.22 | 0.19 | 0.29 | 0.21 | 0.32 | 0.22 | 0.23 | 0.24 | 0.26 | 0.26 | 0.23 | 0.24 | 0.27 | 0.27 | 0.28 | 0.24 | 0.31 | 0.33 | 0.28 | 0.22 | 0.30 | 0.22 | 0.25 | 0.29 | 0.26 | 0.28 | 0.24 | 0.26 | 0.25 | 0.27 |
| SO | 0.15 | 0.16 | 0.16 | 0.23 | 1.00 | 0.18 | 0.27 | 0.27 | 0.21 | 0.28 | 0.18 | 0.27 | 0.26 | 0.33 | 0.31 | 0.19 | 0.31 | 0.33 | 0.33 | 0.32 | 0.27 | 0.25 | 0.33 | 0.29 | 0.21 | 0.33 | 0.26 | 0.20 | 0.39 | 0.25 | 0.22 | 0.23 | 0.24 | 0.21 | 0.29 |
| AZO | 0.18 | 0.22 | 0.22 | 0.22 | 0.18 | 1.00 | 0.21 | 0.22 | 0.25 | 0.21 | 0.36 | 0.32 | 0.30 | 0.22 | 0.24 | 0.29 | 0.23 | 0.20 | 0.24 | 0.24 | 0.27 | 0.25 | 0.24 | 0.28 | 0.26 | 0.25 | 0.26 | 0.27 | 0.23 | 0.33 | 0.29 | 0.34 | 0.31 | 0.31 | 0.32 |
| CVX | 0.24 | 0.22 | 0.26 | 0.19 | 0.27 | 0.21 | 1.00 | 0.18 | 0.24 | 0.22 | 0.24 | 0.24 | 0.26 | 0.23 | 0.22 | 0.27 | 0.29 | 0.23 | 0.23 | 0.27 | 0.26 | 0.23 | 0.23 | 0.30 | 0.29 | 0.24 | 0.36 | 0.25 | 0.26 | 0.29 | 0.26 | 0.35 | 0.30 | 0.35 | 0.34 |
| CHD | 0.18 | 0.21 | 0.16 | 0.29 | 0.27 | 0.22 | 0.18 | 1.00 | 0.23 | 0.33 | 0.23 | 0.27 | 0.25 | 0.27 | 0.27 | 0.25 | 0.27 | 0.26 | 0.27 | 0.32 | 0.27 | 0.29 | 0.34 | 0.25 | 0.22 | 0.42 | 0.24 | 0.26 | 0.29 | 0.29 | 0.31 | 0.24 | 0.29 | 0.26 | 0.27 |
| AMGN | 0.19 | 0.43 | 0.18 | 0.21 | 0.21 | 0.25 | 0.24 | 0.23 | 1.00 | 0.24 | 0.24 | 0.28 | 0.25 | 0.22 | 0.22 | 0.24 | 0.37 | 0.24 | 0.24 | 0.27 | 0.25 | 0.24 | 0.27 | 0.24 | 0.36 | 0.28 | 0.27 | 0.29 | 0.25 | 0.27 | 0.29 | 0.26 | 0.34 | 0.27 | 0.35 |
| HRL | 0.18 | 0.20 | 0.18 | 0.32 | 0.28 | 0.21 | 0.22 | 0.33 | 0.24 | 1.00 | 0.21 | 0.26 | 0.25 | 0.24 | 0.25 | 0.22 | 0.29 | 0.26 | 0.26 | 0.35 | 0.26 | 0.32 | 0.43 | 0.32 | 0.22 | 0.34 | 0.26 | 0.26 | 0.27 | 0.25 | 0.29 | 0.27 | 0.27 | 0.26 | 0.29 |
| ROST | 0.24 | 0.25 | 0.25 | 0.22 | 0.18 | 0.36 | 0.24 | 0.23 | 0.24 | 0.21 | 1.00 | 0.35 | 0.30 | 0.23 | 0.24 | 0.30 | 0.23 | 0.23 | 0.27 | 0.23 | 0.27 | 0.28 | 0.24 | 0.30 | 0.30 | 0.25 | 0.28 | 0.30 | 0.24 | 0.33 | 0.29 | 0.35 | 0.33 | 0.34 | 0.34 |
| WMT | 0.18 | 0.24 | 0.18 | 0.23 | 0.27 | 0.32 | 0.24 | 0.27 | 0.28 | 0.26 | 0.35 | 1.00 | 0.33 | 0.22 | 0.23 | 0.25 | 0.33 | 0.23 | 0.23 | 0.33 | 0.29 | 0.25 | 0.29 | 0.33 | 0.33 | 0.33 | 0.27 | 0.26 | 0.26 | 0.32 | 0.27 | 0.32 | 0.31 | 0.26 | 0.36 |
| MCD | 0.21 | 0.20 | 0.21 | 0.24 | 0.26 | 0.30 | 0.26 | 0.25 | 0.25 | 0.25 | 0.30 | 0.33 | 1.00 | 0.23 | 0.28 | 0.25 | 0.32 | 0.24 | 0.26 | 0.34 | 0.29 | 0.25 | 0.28 | 0.33 | 0.30 | 0.33 | 0.30 | 0.28 | 0.24 | 0.33 | 0.27 | 0.31 | 0.32 | 0.29 | 0.35 |
| AWR | 0.26 | 0.21 | 0.27 | 0.26 | 0.33 | 0.22 | 0.23 | 0.27 | 0.22 | 0.24 | 0.23 | 0.22 | 0.23 | 1.00 | 0.31 | 0.28 | 0.24 | 0.57 | 0.34 | 0.26 | 0.29 | 0.31 | 0.28 | 0.23 | 0.24 | 0.25 | 0.25 | 0.30 | 0.43 | 0.27 | 0.34 | 0.26 | 0.27 | 0.30 | 0.29 |
| PSA | 0.23 | 0.21 | 0.23 | 0.26 | 0.31 | 0.24 | 0.22 | 0.27 | 0.22 | 0.25 | 0.24 | 0.23 | 0.28 | 0.31 | 1.00 | 0.29 | 0.24 | 0.32 | 0.54 | 0.27 | 0.30 | 0.29 | 0.30 | 0.25 | 0.26 | 0.27 | 0.26 | 0.29 | 0.32 | 0.31 | 0.32 | 0.29 | 0.30 | 0.30 | 0.31 |
| WSO | 0.30 | 0.23 | 0.32 | 0.23 | 0.19 | 0.29 | 0.27 | 0.25 | 0.24 | 0.22 | 0.30 | 0.25 | 0.25 | 0.28 | 0.29 | 1.00 | 0.23 | 0.29 | 0.29 | 0.21 | 0.29 | 0.31 | 0.25 | 0.25 | 0.29 | 0.22 | 0.32 | 0.35 | 0.29 | 0.36 | 0.37 | 0.41 | 0.33 | 0.41 | 0.34 |
| JNJ | 0.20 | 0.29 | 0.19 | 0.24 | 0.31 | 0.23 | 0.29 | 0.27 | 0.37 | 0.29 | 0.23 | 0.33 | 0.32 | 0.24 | 0.24 | 0.23 | 1.00 | 0.25 | 0.24 | 0.39 | 0.30 | 0.26 | 0.32 | 0.33 | 0.32 | 0.41 | 0.33 | 0.27 | 0.26 | 0.30 | 0.27 | 0.29 | 0.30 | 0.27 | 0.38 |
| CWT | 0.27 | 0.23 | 0.30 | 0.27 | 0.33 | 0.20 | 0.23 | 0.26 | 0.24 | 0.26 | 0.23 | 0.23 | 0.24 | 0.57 | 0.32 | 0.29 | 0.25 | 1.00 | 0.37 | 0.26 | 0.28 | 0.36 | 0.28 | 0.25 | 0.25 | 0.27 | 0.26 | 0.30 | 0.48 | 0.28 | 0.34 | 0.27 | 0.28 | 0.31 | 0.30 |
| O | 0.24 | 0.23 | 0.24 | 0.27 | 0.33 | 0.24 | 0.23 | 0.27 | 0.24 | 0.26 | 0.27 | 0.23 | 0.26 | 0.34 | 0.54 | 0.29 | 0.24 | 0.37 | 1.00 | 0.28 | 0.30 | 0.32 | 0.28 | 0.28 | 0.28 | 0.26 | 0.27 | 0.29 | 0.40 | 0.29 | 0.32 | 0.28 | 0.32 | 0.31 | 0.31 |
| PEP | 0.19 | 0.21 | 0.18 | 0.28 | 0.32 | 0.24 | 0.27 | 0.32 | 0.27 | 0.35 | 0.23 | 0.33 | 0.34 | 0.26 | 0.27 | 0.21 | 0.39 | 0.26 | 0.28 | 1.00 | 0.29 | 0.30 | 0.39 | 0.37 | 0.29 | 0.44 | 0.29 | 0.26 | 0.29 | 0.29 | 0.29 | 0.28 | 0.30 | 0.25 | 0.35 |
| WM | 0.22 | 0.23 | 0.24 | 0.24 | 0.27 | 0.27 | 0.26 | 0.27 | 0.25 | 0.26 | 0.27 | 0.29 | 0.29 | 0.29 | 0.30 | 0.29 | 0.30 | 0.28 | 0.30 | 0.29 | 1.00 | 0.29 | 0.29 | 0.31 | 0.30 | 0.32 | 0.32 | 0.31 | 0.31 | 0.33 | 0.34 | 0.34 | 0.33 | 0.35 | 0.37 |
| LANC | 0.26 | 0.24 | 0.28 | 0.31 | 0.25 | 0.25 | 0.23 | 0.29 | 0.24 | 0.32 | 0.28 | 0.25 | 0.25 | 0.31 | 0.29 | 0.31 | 0.26 | 0.36 | 0.32 | 0.30 | 0.29 | 1.00 | 0.32 | 0.31 | 0.26 | 0.31 | 0.28 | 0.29 | 0.36 | 0.29 | 0.36 | 0.30 | 0.31 | 0.32 | 0.32 |
| MKC | 0.18 | 0.23 | 0.21 | 0.33 | 0.33 | 0.24 | 0.23 | 0.34 | 0.27 | 0.43 | 0.24 | 0.29 | 0.28 | 0.28 | 0.30 | 0.25 | 0.32 | 0.28 | 0.28 | 0.39 | 0.29 | 0.32 | 1.00 | 0.34 | 0.29 | 0.38 | 0.28 | 0.29 | 0.30 | 0.31 | 0.31 | 0.28 | 0.31 | 0.28 | 0.33 |
| SYY | 0.21 | 0.21 | 0.23 | 0.28 | 0.29 | 0.28 | 0.30 | 0.25 | 0.24 | 0.32 | 0.30 | 0.33 | 0.33 | 0.23 | 0.25 | 0.25 | 0.33 | 0.25 | 0.28 | 0.37 | 0.31 | 0.31 | 0.34 | 1.00 | 0.28 | 0.34 | 0.34 | 0.28 | 0.27 | 0.32 | 0.29 | 0.33 | 0.34 | 0.32 | 0.39 |
| MSFT | 0.23 | 0.29 | 0.24 | 0.22 | 0.21 | 0.26 | 0.29 | 0.22 | 0.36 | 0.22 | 0.30 | 0.33 | 0.30 | 0.24 | 0.26 | 0.29 | 0.32 | 0.25 | 0.28 | 0.29 | 0.30 | 0.26 | 0.29 | 0.28 | 1.00 | 0.28 | 0.33 | 0.36 | 0.28 | 0.35 | 0.35 | 0.34 | 0.45 | 0.37 | 0.46 |
| CL | 0.19 | 0.23 | 0.19 | 0.30 | 0.33 | 0.25 | 0.24 | 0.42 | 0.28 | 0.34 | 0.25 | 0.33 | 0.33 | 0.25 | 0.27 | 0.22 | 0.41 | 0.27 | 0.26 | 0.44 | 0.32 | 0.31 | 0.38 | 0.34 | 0.28 | 1.00 | 0.30 | 0.28 | 0.29 | 0.31 | 0.29 | 0.31 | 0.30 | 0.27 | 0.36 |
| GD | 0.25 | 0.26 | 0.27 | 0.22 | 0.26 | 0.26 | 0.36 | 0.24 | 0.27 | 0.26 | 0.28 | 0.27 | 0.30 | 0.25 | 0.26 | 0.32 | 0.33 | 0.26 | 0.27 | 0.29 | 0.32 | 0.28 | 0.28 | 0.34 | 0.33 | 0.30 | 1.00 | 0.31 | 0.28 | 0.36 | 0.31 | 0.39 | 0.36 | 0.41 | 0.39 |
| JKHY | 0.28 | 0.28 | 0.27 | 0.25 | 0.20 | 0.27 | 0.25 | 0.26 | 0.29 | 0.26 | 0.30 | 0.26 | 0.28 | 0.30 | 0.29 | 0.35 | 0.27 | 0.30 | 0.29 | 0.26 | 0.31 | 0.29 | 0.29 | 0.28 | 0.36 | 0.28 | 0.31 | 1.00 | 0.32 | 0.31 | 0.40 | 0.35 | 0.43 | 0.38 | 0.39 |
| MGEE | 0.29 | 0.26 | 0.26 | 0.29 | 0.39 | 0.23 | 0.26 | 0.29 | 0.25 | 0.27 | 0.24 | 0.26 | 0.24 | 0.43 | 0.32 | 0.29 | 0.26 | 0.48 | 0.40 | 0.29 | 0.31 | 0.36 | 0.30 | 0.27 | 0.28 | 0.29 | 0.28 | 0.32 | 1.00 | 0.27 | 0.37 | 0.30 | 0.33 | 0.31 | 0.32 |
| SHW | 0.27 | 0.26 | 0.29 | 0.26 | 0.25 | 0.33 | 0.29 | 0.29 | 0.27 | 0.25 | 0.33 | 0.32 | 0.33 | 0.27 | 0.31 | 0.36 | 0.30 | 0.28 | 0.29 | 0.29 | 0.33 | 0.29 | 0.31 | 0.32 | 0.35 | 0.31 | 0.36 | 0.31 | 0.27 | 1.00 | 0.34 | 0.41 | 0.35 | 0.41 | 0.40 |
| ROL | 0.28 | 0.29 | 0.28 | 0.28 | 0.22 | 0.29 | 0.26 | 0.31 | 0.29 | 0.29 | 0.29 | 0.27 | 0.27 | 0.34 | 0.32 | 0.37 | 0.27 | 0.34 | 0.32 | 0.29 | 0.34 | 0.36 | 0.31 | 0.29 | 0.35 | 0.29 | 0.31 | 0.40 | 0.37 | 0.34 | 1.00 | 0.37 | 0.37 | 0.41 | 0.38 |
| GWW | 0.29 | 0.26 | 0.30 | 0.24 | 0.23 | 0.34 | 0.35 | 0.24 | 0.26 | 0.27 | 0.35 | 0.32 | 0.31 | 0.26 | 0.29 | 0.41 | 0.29 | 0.27 | 0.28 | 0.28 | 0.34 | 0.30 | 0.28 | 0.33 | 0.34 | 0.31 | 0.39 | 0.35 | 0.30 | 0.41 | 0.37 | 1.00 | 0.35 | 0.45 | 0.41 |
| FISV | 0.25 | 0.28 | 0.28 | 0.26 | 0.24 | 0.31 | 0.30 | 0.29 | 0.34 | 0.27 | 0.33 | 0.31 | 0.32 | 0.27 | 0.30 | 0.33 | 0.30 | 0.28 | 0.32 | 0.30 | 0.33 | 0.31 | 0.31 | 0.34 | 0.45 | 0.30 | 0.36 | 0.43 | 0.33 | 0.35 | 0.37 | 0.35 | 1.00 | 0.40 | 0.49 |
| AME | 0.33 | 0.29 | 0.35 | 0.25 | 0.21 | 0.31 | 0.35 | 0.26 | 0.27 | 0.26 | 0.34 | 0.26 | 0.29 | 0.30 | 0.30 | 0.41 | 0.27 | 0.31 | 0.31 | 0.25 | 0.35 | 0.32 | 0.28 | 0.32 | 0.37 | 0.27 | 0.41 | 0.38 | 0.31 | 0.41 | 0.41 | 0.45 | 0.40 | 1.00 | 0.41 |
| ADP | 0.28 | 0.30 | 0.30 | 0.27 | 0.29 | 0.32 | 0.34 | 0.27 | 0.35 | 0.29 | 0.34 | 0.36 | 0.35 | 0.29 | 0.31 | 0.34 | 0.38 | 0.30 | 0.31 | 0.35 | 0.37 | 0.32 | 0.33 | 0.39 | 0.46 | 0.36 | 0.39 | 0.39 | 0.32 | 0.40 | 0.38 | 0.41 | 0.49 | 0.41 | 1.00 |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
50
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
50 показал максимальную просадку в 28.65%, зарегистрированную 9 мар. 2009 г.. Портфель полностью восстановился за 176 торговых сессий.
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 |
|---|---|---|---|---|---|---|
| -28.65% | 12 авг. 2008 г. | 144 | 9 мар. 2009 г. | 176 | 16 нояб. 2009 г. | 320 |
| -27.84% | 18 февр. 2020 г. | 25 | 23 мар. 2020 г. | 99 | 12 авг. 2020 г. | 124 |
| -20.07% | 15 мая 2002 г. | 48 | 23 июл. 2002 г. | 215 | 30 мая 2003 г. | 263 |
| -17.7% | 20 июл. 1998 г. | 31 | 31 авг. 1998 г. | 80 | 23 дек. 1998 г. | 111 |
| -14.48% | 21 апр. 2022 г. | 41 | 17 июн. 2022 г. | 39 | 15 авг. 2022 г. | 80 |
График волатильности
Текущая волатильность 50 составляет 2.96%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
50
Benchmark (^GSPC)
Активы портфеля