IDC-4-7-22

Последнее обновление 27 мая 2023 г.

Распределение активов

Позиция	Категория/Сектор	Вес
APD Air Products and Chemicals, Inc.	Basic Materials	3.9%
MCD		3.9%
SYK		3.9%
MSFT		3.9%
UGI		3.4%
LOW		3.3%
PEP		3.3%
ABBV AbbVie Inc.	Healthcare	3.3%
WPC		3.1%
VXUS		3.1%
CAG Conagra Brands, Inc.	Consumer Defensive	3.1%
ITW Illinois Tool Works Inc.	Industrials	3.1%
ADP Automatic Data Processing, Inc.	Industrials	3%
CVX Chevron Corporation	Energy	3%
ESS Essex Property Trust, Inc.	Real Estate	2.9%
ABT Abbott Laboratories	Healthcare	2.9%
TER		2.8%
AFL Aflac Incorporated	Financial Services	2.7%
CME CME Group Inc.	Financial Services	2.7%
LIN		2.7%
TXN		2.5%
JEPI JPMorgan Equity Premium Income ETF	Large Cap Blend Equities, Actively Managed, Dividend	2.3%
JNJ		2.3%
F Ford Motor Company	Consumer Cyclical	2.2%
WMT		2.1%
PG		2.1%
ENB Enbridge Inc.	Energy	2.1%
SPGI		1.9%
PPG		1.9%
JPM		1.8%
IBM International Business Machines Corporation	Technology	1.8%
VTI		1.7%
FRT Federal Realty Investment Trust	Real Estate	1.4%
MMM		1.4%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Actively Managed, Large Cap Growth Equities, Dividend	1.2%
ADM Archer-Daniels-Midland Company	Consumer Defensive	1.1%
NEE		1.1%
MDT		1.1%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	Financial Services	1%
BCS Barclays PLC	Financial Services	1%
BAC Bank of America Corporation	Financial Services	0.8%
SCHW		0.7%
VZ		0.5%

Бенчмарк

Ребалансировка

Доходность

График показывает рост $10,000 инвестированных в IDC-4-7-22 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

IDC-4-7-22

Benchmark (^GSPC)

Активы портфеля

Доходность по периодам

IDC-4-7-22 на 27 мая 2023 г. показал доходность в 0.49% с начала года и доходность в -0.79% в годовом выражении за последние 10 лет.

	1 месяц	С начала года	6 месяцев	1 год	5 лет (среднегодовая)	10 лет (среднегодовая)
Бенчмарк	1.70%	9.53%	4.45%	1.14%	-2.08%	-2.08%
IDC-4-7-22	-3.04%	0.49%	-2.27%	0.32%	-0.79%	-0.79%
Активы портфеля:
VZ	-9.77%	-8.28%	-7.39%	-27.61%	-21.93%	-21.93%
SCHW	4.30%	-35.00%	-33.68%	-22.87%	-22.31%	-22.31%
BAC Bank of America Corporation	-2.01%	-13.97%	-23.98%	-21.62%	-23.65%	-23.65%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	-8.63%	22.08%	25.63%	39.08%	41.72%	41.72%
BCS Barclays PLC	-4.41%	3.13%	3.00%	-6.82%	2.79%	2.79%
ADM Archer-Daniels-Midland Company	-6.21%	-20.77%	-24.47%	-16.54%	-17.27%	-17.27%
NEE	-1.92%	-10.44%	-12.26%	-2.34%	3.86%	3.86%
MDT	-10.86%	5.71%	4.76%	-15.02%	-19.42%	-19.42%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	5.16%	20.91%	15.01%	9.35%	5.02%	5.02%
FRT Federal Realty Investment Trust	-10.02%	-12.92%	-19.34%	-21.52%	-23.99%	-23.99%
MMM	-6.57%	-16.85%	-22.72%	-31.83%	-31.72%	-31.72%
VTI	1.88%	9.42%	4.30%	1.86%	-1.59%	-1.59%
JPM	-0.08%	3.68%	1.68%	7.81%	10.67%	10.67%
IBM International Business Machines Corporation	2.90%	-6.13%	-10.86%	-2.70%	-0.17%	-0.17%
SPGI	1.72%	8.27%	1.32%	1.02%	0.23%	0.23%
PPG	-3.31%	7.34%	1.21%	4.86%	-0.25%	-0.25%
WMT	-2.91%	4.08%	-3.22%	15.80%	-3.24%	-3.24%
PG	-7.07%	-2.86%	0.35%	0.35%	-4.88%	-4.88%
ENB Enbridge Inc.	-7.18%	-5.15%	-11.15%	-17.19%	-13.29%	-13.29%
F Ford Motor Company	4.13%	11.89%	-7.58%	-2.64%	-10.81%	-10.81%
JEPI JPMorgan Equity Premium Income ETF	-1.55%	2.55%	0.99%	3.57%	1.99%	1.99%
JNJ	-4.59%	-11.33%	-11.63%	-12.36%	-10.76%	-10.76%
TXN	7.49%	8.29%	1.04%	2.00%	3.49%	3.49%
AFL Aflac Incorporated	-6.57%	-9.25%	-9.95%	9.41%	10.86%	10.86%
CME CME Group Inc.	-4.20%	5.70%	4.87%	-7.28%	-15.16%	-15.16%
LIN	-2.58%	9.62%	4.17%	9.70%	11.49%	11.49%
TER	14.89%	18.98%	12.25%	-4.77%	-8.18%	-8.18%
ESS Essex Property Trust, Inc.	-0.51%	0.41%	1.12%	-24.22%	-30.85%	-30.85%
ABT Abbott Laboratories	-6.05%	-5.41%	-2.91%	-10.18%	-8.91%	-8.91%
ADP Automatic Data Processing, Inc.	-1.70%	-10.54%	-18.65%	-3.56%	-5.04%	-5.04%
CVX Chevron Corporation	-6.81%	-12.55%	-14.55%	-10.47%	-3.76%	-3.76%
WPC	-7.31%	-11.65%	-12.93%	-15.55%	-9.34%	-9.34%
VXUS	-1.44%	7.21%	6.66%	0.77%	0.19%	0.19%
CAG Conagra Brands, Inc.	-8.07%	-8.36%	-4.46%	8.99%	1.17%	1.17%
ITW Illinois Tool Works Inc.	-6.44%	2.73%	-0.57%	11.63%	7.86%	7.86%
LOW	0.97%	4.71%	-1.11%	5.67%	1.72%	1.72%
PEP	-3.22%	2.30%	1.01%	9.75%	7.94%	7.94%
ABBV AbbVie Inc.	-7.60%	-13.28%	-12.20%	-4.74%	-5.42%	-5.42%
UGI	-16.81%	-22.87%	-27.32%	-31.26%	-19.73%	-19.73%
APD Air Products and Chemicals, Inc.	-6.02%	-10.61%	-10.62%	12.04%	12.66%	12.66%
MCD	-2.95%	9.17%	5.20%	16.13%	14.12%	14.12%
SYK	-8.60%	11.79%	17.80%	16.73%	11.51%	11.51%
MSFT	9.44%	39.46%	35.14%	23.01%	15.20%	15.20%
Доходность выше одного года показана в среднегодовом выражении

Таблица корреляции активов

Таблица ниже показывает коэффициенты корреляции между активами в портфеле.

	CAG	ABBV	CME	VZ	CVX	JNJ	WMT	ADM	SCHW	PEP	MCD	WPC	BCS	PG	ESS	TER	BBVA	LOW	MDT	IBM	NEE	ENB	MMM	MSFT	F	UGI	TXN	LIN	BAC	APD	FRT	JPM	SYK	AFL	ABT	PPG	SPGI	VXUS	ADP	JEPQ	ITW	VTI	JEPI
CAG	1.00	0.37	0.24	0.37	0.19	0.48	0.42	0.29	0.29	0.59	0.47	0.33	0.15	0.55	0.25	0.08	0.19	0.30	0.30	0.35	0.38	0.31	0.29	0.19	0.23	0.35	0.13	0.28	0.28	0.30	0.32	0.33	0.31	0.44	0.36	0.31	0.25	0.19	0.38	0.21	0.34	0.29	0.48
ABBV	0.37	1.00	0.26	0.30	0.27	0.57	0.31	0.22	0.20	0.43	0.39	0.33	0.22	0.50	0.25	0.23	0.26	0.24	0.43	0.35	0.26	0.34	0.35	0.21	0.21	0.32	0.28	0.31	0.27	0.34	0.31	0.37	0.49	0.37	0.45	0.35	0.27	0.27	0.39	0.26	0.32	0.34	0.48
CME	0.24	0.26	1.00	0.27	0.15	0.29	0.30	0.17	0.29	0.32	0.38	0.36	0.27	0.31	0.42	0.26	0.31	0.25	0.32	0.26	0.45	0.26	0.27	0.38	0.31	0.37	0.31	0.34	0.34	0.35	0.35	0.38	0.39	0.36	0.43	0.35	0.42	0.34	0.42	0.39	0.37	0.44	0.47
VZ	0.37	0.30	0.27	1.00	0.24	0.44	0.33	0.29	0.23	0.39	0.31	0.38	0.33	0.45	0.38	0.13	0.36	0.35	0.35	0.45	0.38	0.37	0.37	0.29	0.28	0.45	0.27	0.27	0.39	0.34	0.39	0.39	0.35	0.37	0.43	0.34	0.32	0.32	0.38	0.31	0.37	0.39	0.49
CVX	0.19	0.27	0.15	0.24	1.00	0.19	0.23	0.56	0.40	0.20	0.30	0.35	0.46	0.18	0.26	0.36	0.43	0.25	0.28	0.42	0.27	0.68	0.26	0.31	0.42	0.42	0.36	0.44	0.46	0.42	0.39	0.45	0.34	0.48	0.24	0.31	0.29	0.52	0.32	0.39	0.42	0.49	0.47
JNJ	0.48	0.57	0.29	0.44	0.19	1.00	0.39	0.25	0.16	0.60	0.52	0.41	0.22	0.60	0.41	0.23	0.29	0.35	0.42	0.49	0.44	0.30	0.38	0.36	0.24	0.41	0.29	0.37	0.29	0.38	0.37	0.34	0.47	0.34	0.54	0.35	0.43	0.31	0.49	0.34	0.42	0.42	0.59
WMT	0.42	0.31	0.30	0.33	0.23	0.39	1.00	0.30	0.35	0.54	0.44	0.34	0.22	0.48	0.42	0.33	0.29	0.46	0.40	0.41	0.43	0.35	0.42	0.41	0.41	0.42	0.37	0.38	0.39	0.36	0.41	0.41	0.44	0.47	0.42	0.42	0.44	0.36	0.49	0.47	0.50	0.52	0.55
ADM	0.29	0.22	0.17	0.29	0.56	0.25	0.30	1.00	0.46	0.37	0.42	0.37	0.42	0.36	0.34	0.36	0.42	0.33	0.37	0.46	0.33	0.53	0.41	0.31	0.41	0.48	0.42	0.44	0.49	0.46	0.39	0.46	0.39	0.55	0.34	0.34	0.33	0.50	0.46	0.44	0.51	0.49	0.56
SCHW	0.29	0.20	0.29	0.23	0.40	0.16	0.35	0.46	1.00	0.35	0.34	0.35	0.42	0.30	0.38	0.45	0.48	0.39	0.32	0.38	0.40	0.37	0.37	0.40	0.48	0.40	0.50	0.46	0.63	0.43	0.47	0.56	0.40	0.60	0.38	0.47	0.42	0.46	0.52	0.50	0.48	0.58	0.54
PEP	0.59	0.43	0.32	0.39	0.20	0.60	0.54	0.37	0.35	1.00	0.61	0.45	0.20	0.70	0.41	0.27	0.26	0.45	0.43	0.44	0.54	0.37	0.40	0.45	0.30	0.40	0.35	0.44	0.31	0.45	0.40	0.35	0.43	0.44	0.51	0.42	0.47	0.36	0.59	0.46	0.45	0.49	0.65
MCD	0.47	0.39	0.38	0.31	0.30	0.52	0.44	0.42	0.34	0.61	1.00	0.43	0.29	0.63	0.33	0.29	0.35	0.35	0.42	0.45	0.52	0.39	0.39	0.43	0.35	0.41	0.38	0.48	0.40	0.49	0.37	0.51	0.45	0.51	0.53	0.41	0.48	0.41	0.54	0.46	0.53	0.52	0.67
WPC	0.33	0.33	0.36	0.38	0.35	0.41	0.34	0.37	0.35	0.45	0.43	1.00	0.34	0.39	0.62	0.33	0.34	0.38	0.44	0.48	0.48	0.45	0.45	0.38	0.46	0.56	0.40	0.46	0.39	0.50	0.69	0.39	0.45	0.46	0.45	0.45	0.53	0.46	0.53	0.42	0.54	0.52	0.62
BCS	0.15	0.22	0.27	0.33	0.46	0.22	0.22	0.42	0.42	0.20	0.29	0.34	1.00	0.23	0.35	0.46	0.77	0.39	0.43	0.44	0.33	0.55	0.44	0.45	0.56	0.48	0.45	0.49	0.70	0.45	0.52	0.66	0.42	0.56	0.48	0.52	0.48	0.72	0.41	0.56	0.50	0.63	0.56
PG	0.55	0.50	0.31	0.45	0.18	0.60	0.48	0.36	0.30	0.70	0.63	0.39	0.23	1.00	0.37	0.24	0.32	0.41	0.50	0.49	0.57	0.40	0.44	0.43	0.27	0.45	0.39	0.49	0.32	0.51	0.41	0.39	0.57	0.46	0.58	0.46	0.48	0.40	0.55	0.43	0.53	0.49	0.66
ESS	0.25	0.25	0.42	0.38	0.26	0.41	0.42	0.34	0.38	0.41	0.33	0.62	0.35	0.37	1.00	0.42	0.37	0.51	0.51	0.39	0.55	0.41	0.48	0.52	0.51	0.53	0.44	0.45	0.46	0.51	0.70	0.42	0.54	0.44	0.55	0.55	0.60	0.50	0.56	0.55	0.56	0.63	0.62
TER	0.08	0.23	0.26	0.13	0.36	0.23	0.33	0.36	0.45	0.27	0.29	0.33	0.46	0.24	0.42	1.00	0.49	0.50	0.38	0.44	0.39	0.46	0.53	0.64	0.63	0.43	0.83	0.58	0.51	0.53	0.50	0.51	0.55	0.43	0.50	0.59	0.60	0.69	0.57	0.77	0.62	0.77	0.58
BBVA	0.19	0.26	0.31	0.36	0.43	0.29	0.29	0.42	0.48	0.26	0.35	0.34	0.77	0.32	0.37	0.49	1.00	0.40	0.44	0.46	0.37	0.51	0.45	0.51	0.51	0.45	0.48	0.54	0.65	0.49	0.47	0.66	0.50	0.59	0.53	0.51	0.49	0.71	0.47	0.61	0.55	0.66	0.60
LOW	0.30	0.24	0.25	0.35	0.25	0.35	0.46	0.33	0.39	0.45	0.35	0.38	0.39	0.41	0.51	0.50	0.40	1.00	0.39	0.46	0.48	0.43	0.54	0.53	0.60	0.48	0.53	0.45	0.52	0.50	0.57	0.47	0.52	0.47	0.54	0.64	0.63	0.51	0.58	0.61	0.61	0.67	0.62
MDT	0.30	0.43	0.32	0.35	0.28	0.42	0.40	0.37	0.32	0.43	0.42	0.44	0.43	0.50	0.51	0.38	0.44	0.39	1.00	0.43	0.44	0.44	0.54	0.47	0.46	0.55	0.43	0.47	0.52	0.43	0.49	0.48	0.69	0.51	0.69	0.55	0.54	0.52	0.57	0.55	0.54	0.62	0.62
IBM	0.35	0.35	0.26	0.45	0.42	0.49	0.41	0.46	0.38	0.44	0.45	0.48	0.44	0.49	0.39	0.44	0.46	0.46	0.43	1.00	0.48	0.51	0.50	0.46	0.45	0.56	0.52	0.48	0.50	0.47	0.50	0.52	0.46	0.55	0.50	0.46	0.49	0.51	0.56	0.53	0.59	0.59	0.67
NEE	0.38	0.26	0.45	0.38	0.27	0.44	0.43	0.33	0.40	0.54	0.52	0.48	0.33	0.57	0.55	0.39	0.37	0.48	0.44	0.48	1.00	0.49	0.44	0.54	0.41	0.59	0.44	0.54	0.41	0.56	0.53	0.44	0.53	0.53	0.57	0.54	0.64	0.48	0.64	0.56	0.57	0.62	0.72
ENB	0.31	0.34	0.26	0.37	0.68	0.30	0.35	0.53	0.37	0.37	0.39	0.45	0.55	0.40	0.41	0.46	0.51	0.43	0.44	0.51	0.49	1.00	0.49	0.43	0.57	0.60	0.49	0.57	0.55	0.53	0.55	0.54	0.52	0.55	0.48	0.52	0.52	0.71	0.48	0.54	0.58	0.65	0.66
MMM	0.29	0.35	0.27	0.37	0.26	0.38	0.42	0.41	0.37	0.40	0.39	0.45	0.44	0.44	0.48	0.53	0.45	0.54	0.54	0.50	0.44	0.49	1.00	0.48	0.58	0.60	0.59	0.48	0.56	0.56	0.60	0.54	0.55	0.55	0.53	0.63	0.62	0.58	0.59	0.57	0.71	0.67	0.64
MSFT	0.19	0.21	0.38	0.29	0.31	0.36	0.41	0.31	0.40	0.45	0.43	0.38	0.45	0.43	0.52	0.64	0.51	0.53	0.47	0.46	0.54	0.43	0.48	1.00	0.56	0.45	0.68	0.56	0.49	0.50	0.51	0.46	0.57	0.45	0.58	0.56	0.67	0.65	0.67	0.87	0.56	0.82	0.68
F	0.23	0.21	0.31	0.28	0.42	0.24	0.41	0.41	0.48	0.30	0.35	0.46	0.56	0.27	0.51	0.63	0.51	0.60	0.46	0.45	0.41	0.57	0.58	0.56	1.00	0.57	0.65	0.49	0.63	0.52	0.63	0.57	0.52	0.55	0.49	0.68	0.60	0.68	0.58	0.69	0.62	0.77	0.62
UGI	0.35	0.32	0.37	0.45	0.42	0.41	0.42	0.48	0.40	0.40	0.41	0.56	0.48	0.45	0.53	0.43	0.45	0.48	0.55	0.56	0.59	0.60	0.60	0.45	0.57	1.00	0.47	0.49	0.55	0.54	0.58	0.50	0.56	0.56	0.53	0.55	0.57	0.58	0.57	0.52	0.64	0.64	0.68
TXN	0.13	0.28	0.31	0.27	0.36	0.29	0.37	0.42	0.50	0.35	0.38	0.40	0.45	0.39	0.44	0.83	0.48	0.53	0.43	0.52	0.44	0.49	0.59	0.68	0.65	0.47	1.00	0.55	0.53	0.54	0.56	0.54	0.57	0.49	0.55	0.59	0.61	0.69	0.70	0.79	0.66	0.80	0.65
LIN	0.28	0.31	0.34	0.27	0.44	0.37	0.38	0.44	0.46	0.44	0.48	0.46	0.49	0.49	0.45	0.58	0.54	0.45	0.47	0.48	0.54	0.57	0.48	0.56	0.49	0.49	0.55	1.00	0.51	0.76	0.50	0.58	0.59	0.58	0.56	0.65	0.61	0.70	0.61	0.63	0.64	0.71	0.70
BAC	0.28	0.27	0.34	0.39	0.46	0.29	0.39	0.49	0.63	0.31	0.40	0.39	0.70	0.32	0.46	0.51	0.65	0.52	0.52	0.50	0.41	0.55	0.56	0.49	0.63	0.55	0.53	0.51	1.00	0.51	0.58	0.86	0.50	0.71	0.53	0.64	0.53	0.66	0.54	0.61	0.65	0.73	0.66
APD	0.30	0.34	0.35	0.34	0.42	0.38	0.36	0.46	0.43	0.45	0.49	0.50	0.45	0.51	0.51	0.53	0.49	0.50	0.43	0.47	0.56	0.53	0.56	0.50	0.52	0.54	0.54	0.76	0.51	1.00	0.56	0.58	0.58	0.60	0.55	0.64	0.61	0.65	0.65	0.60	0.70	0.70	0.73
FRT	0.32	0.31	0.35	0.39	0.39	0.37	0.41	0.39	0.47	0.40	0.37	0.69	0.52	0.41	0.70	0.50	0.47	0.57	0.49	0.50	0.53	0.55	0.60	0.51	0.63	0.58	0.56	0.50	0.58	0.56	1.00	0.56	0.54	0.57	0.53	0.64	0.63	0.64	0.59	0.58	0.68	0.70	0.68
JPM	0.33	0.37	0.38	0.39	0.45	0.34	0.41	0.46	0.56	0.35	0.51	0.39	0.66	0.39	0.42	0.51	0.66	0.47	0.48	0.52	0.44	0.54	0.54	0.46	0.57	0.50	0.54	0.58	0.86	0.58	0.56	1.00	0.54	0.72	0.56	0.63	0.52	0.65	0.54	0.60	0.66	0.71	0.68
SYK	0.31	0.49	0.39	0.35	0.34	0.47	0.44	0.39	0.40	0.43	0.45	0.45	0.42	0.57	0.54	0.55	0.50	0.52	0.69	0.46	0.53	0.52	0.55	0.57	0.52	0.56	0.57	0.59	0.50	0.58	0.54	0.54	1.00	0.52	0.74	0.65	0.68	0.62	0.60	0.66	0.65	0.74	0.71
AFL	0.44	0.37	0.36	0.37	0.48	0.34	0.47	0.55	0.60	0.44	0.51	0.46	0.56	0.46	0.44	0.43	0.59	0.47	0.51	0.55	0.53	0.55	0.55	0.45	0.55	0.56	0.49	0.58	0.71	0.60	0.57	0.72	0.52	1.00	0.52	0.61	0.54	0.59	0.63	0.56	0.64	0.69	0.74
ABT	0.36	0.45	0.43	0.43	0.24	0.54	0.42	0.34	0.38	0.51	0.53	0.45	0.48	0.58	0.55	0.50	0.53	0.54	0.69	0.50	0.57	0.48	0.53	0.58	0.49	0.53	0.55	0.56	0.53	0.55	0.53	0.56	0.74	0.52	1.00	0.62	0.64	0.59	0.67	0.64	0.62	0.71	0.72
PPG	0.31	0.35	0.35	0.34	0.31	0.35	0.42	0.34	0.47	0.42	0.41	0.45	0.52	0.46	0.55	0.59	0.51	0.64	0.55	0.46	0.54	0.52	0.63	0.56	0.68	0.55	0.59	0.65	0.64	0.64	0.64	0.63	0.65	0.61	0.62	1.00	0.66	0.68	0.64	0.67	0.70	0.77	0.71
SPGI	0.25	0.27	0.42	0.32	0.29	0.43	0.44	0.33	0.42	0.47	0.48	0.53	0.48	0.48	0.60	0.60	0.49	0.63	0.54	0.49	0.64	0.52	0.62	0.67	0.60	0.57	0.61	0.61	0.53	0.61	0.63	0.52	0.68	0.54	0.64	0.66	1.00	0.67	0.68	0.73	0.71	0.80	0.76
VXUS	0.19	0.27	0.34	0.32	0.52	0.31	0.36	0.50	0.46	0.36	0.41	0.46	0.72	0.40	0.50	0.69	0.71	0.51	0.52	0.51	0.48	0.71	0.58	0.65	0.68	0.58	0.69	0.70	0.66	0.65	0.64	0.65	0.62	0.59	0.59	0.68	0.67	1.00	0.63	0.76	0.67	0.83	0.72
ADP	0.38	0.39	0.42	0.38	0.32	0.49	0.49	0.46	0.52	0.59	0.54	0.53	0.41	0.55	0.56	0.57	0.47	0.58	0.57	0.56	0.64	0.48	0.59	0.67	0.58	0.57	0.70	0.61	0.54	0.65	0.59	0.54	0.60	0.63	0.67	0.64	0.68	0.63	1.00	0.71	0.67	0.78	0.82
JEPQ	0.21	0.26	0.39	0.31	0.39	0.34	0.47	0.44	0.50	0.46	0.46	0.42	0.56	0.43	0.55	0.77	0.61	0.61	0.55	0.53	0.56	0.54	0.57	0.87	0.69	0.52	0.79	0.63	0.61	0.60	0.58	0.60	0.66	0.56	0.64	0.67	0.73	0.76	0.71	1.00	0.66	0.93	0.77
ITW	0.34	0.32	0.37	0.37	0.42	0.42	0.50	0.51	0.48	0.45	0.53	0.54	0.50	0.53	0.56	0.62	0.55	0.61	0.54	0.59	0.57	0.58	0.71	0.56	0.62	0.64	0.66	0.64	0.65	0.70	0.68	0.66	0.65	0.64	0.62	0.70	0.71	0.67	0.67	0.66	1.00	0.77	0.77
VTI	0.29	0.34	0.44	0.39	0.49	0.42	0.52	0.49	0.58	0.49	0.52	0.52	0.63	0.49	0.63	0.77	0.66	0.67	0.62	0.59	0.62	0.65	0.67	0.82	0.77	0.64	0.80	0.71	0.73	0.70	0.70	0.71	0.74	0.69	0.71	0.77	0.80	0.83	0.78	0.93	0.77	1.00	0.86
JEPI	0.48	0.48	0.47	0.49	0.47	0.59	0.55	0.56	0.54	0.65	0.67	0.62	0.56	0.66	0.62	0.58	0.60	0.62	0.62	0.67	0.72	0.66	0.64	0.68	0.62	0.68	0.65	0.70	0.66	0.73	0.68	0.68	0.71	0.74	0.72	0.71	0.76	0.72	0.82	0.77	0.77	0.86	1.00

График коэффициента Шарпа

Коэффициент Шарпа показывает, вызвана ли избыточная доходность портфеля разумными инвестиционными решениями или же принятием более высокого риска. Чем выше коэффициент Шарпа портфеля, тем лучше его показатель доходности с поправкой на риск.

IDC-4-7-22 на текущий момент имеет коэффициент Шарпа равный 0.19. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

График ниже показывает скользящий 12-месячный коэффициент Шарпа.

IDC-4-7-22

Benchmark (^GSPC)

Активы портфеля

Дивидендный доход

Дивидендная доходность IDC-4-7-22 за предыдущие двенадцать месяцев составила 4.64%.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
IDC-4-7-22	4.64%	3.13%	2.52%	2.93%	2.82%	3.27%	2.83%	3.29%	3.47%	3.14%	3.27%	3.68%
Активы портфеля:
VZ	11.08%	6.74%	5.29%	4.79%	4.69%	5.23%	5.69%	5.79%	6.81%	6.82%	6.58%	7.57%
SCHW	2.50%	1.02%	0.87%	1.40%	1.50%	1.18%	0.67%	0.74%	0.80%	0.88%	1.03%	1.88%
BAC Bank of America Corporation	3.81%	2.61%	1.81%	2.49%	2.02%	2.42%	1.48%	1.29%	1.38%	0.79%	0.30%	0.41%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	10.24%	6.59%	3.15%	4.09%	6.38%	7.32%	5.29%	8.48%	6.45%	8.87%	7.21%	9.62%
BCS Barclays PLC	7.17%	4.14%	1.71%	4.23%	4.23%	3.78%	1.69%	2.83%	3.79%	3.65%	2.90%	3.08%
ADM Archer-Daniels-Midland Company	3.44%	1.74%	2.26%	3.02%	3.30%	3.69%	3.72%	3.15%	3.78%	2.34%	2.27%	3.38%
NEE	3.56%	2.06%	1.71%	1.91%	2.22%	2.82%	2.85%	3.39%	3.55%	3.37%	3.93%	4.57%
MDT	4.11%	3.46%	2.48%	2.07%	2.03%	2.39%	2.54%	2.72%	2.23%	2.00%	2.36%	3.88%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.96%	9.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FRT Federal Realty Investment Trust	7.41%	4.30%	3.30%	5.42%	3.69%	4.05%	3.65%	3.41%	3.21%	3.28%	4.06%	3.83%
MMM	9.24%	5.11%	3.57%	3.72%	3.75%	3.39%	2.43%	3.10%	3.48%	2.73%	2.44%	3.50%
VTI	1.91%	1.67%	1.24%	1.47%	1.87%	2.19%	1.87%	2.14%	2.25%	2.04%	2.06%	2.57%
JPM	4.38%	3.03%	2.45%	3.04%	2.63%	2.91%	2.24%	2.56%	3.14%	3.16%	3.03%	3.50%
IBM International Business Machines Corporation	7.68%	4.80%	5.10%	5.84%	5.71%	6.81%	5.01%	4.48%	5.10%	3.84%	2.93%	2.61%
SPGI	1.42%	1.00%	0.66%	0.83%	0.86%	1.23%	1.02%	1.42%	1.44%	1.47%	1.59%	7.28%
PPG	2.74%	1.94%	1.35%	1.52%	1.58%	1.97%	1.60%	1.84%	1.62%	1.30%	1.49%	2.04%
WMT	2.31%	1.59%	1.56%	1.56%	1.89%	2.41%	2.28%	3.28%	3.73%	2.68%	2.93%	2.93%
PG	3.76%	2.41%	2.16%	2.38%	2.58%	3.46%	3.46%	3.80%	4.10%	3.55%	3.83%	4.42%
ENB Enbridge Inc.	11.07%	7.01%	7.63%	8.88%	7.04%	7.02%	6.67%	5.58%	6.94%	3.93%	4.63%	4.39%
F Ford Motor Company	11.79%	4.41%	0.51%	1.81%	6.96%	11.16%	6.43%	9.20%	6.17%	4.86%	3.70%	2.26%
JEPI JPMorgan Equity Premium Income ETF	14.94%	12.05%	7.61%	7.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JNJ	4.39%	2.56%	2.55%	2.70%	2.82%	3.09%	2.75%	3.25%	3.51%	3.32%	3.66%	4.56%
TXN	4.07%	2.88%	2.33%	2.42%	2.75%	3.15%	2.35%	2.67%	3.12%	2.91%	3.14%	3.09%
AFL Aflac Incorporated	3.78%	2.25%	2.35%	2.68%	2.23%	2.55%	2.27%	2.79%	3.16%	3.02%	2.68%	3.26%
CME CME Group Inc.	5.43%	5.09%	3.16%	3.52%	3.08%	2.79%	4.98%	6.06%	7.04%	6.00%	8.05%	11.08%
LIN	1.67%	1.44%	1.25%	1.51%	1.73%	2.27%	2.23%	2.87%	3.21%	2.37%	2.22%	2.47%
TER	0.64%	0.50%	0.25%	0.34%	0.54%	1.17%	0.69%	0.98%	1.22%	0.97%	0.00%	0.00%
ESS Essex Property Trust, Inc.	6.27%	4.20%	2.48%	3.76%	2.89%	3.47%	3.43%	3.35%	3.01%	3.17%	4.45%	4.09%
ABT Abbott Laboratories	2.82%	1.73%	1.31%	1.37%	1.56%	1.67%	2.04%	3.04%	2.46%	2.29%	1.75%	3.73%
ADP Automatic Data Processing, Inc.	2.64%	1.84%	1.59%	2.17%	2.06%	2.33%	2.23%	2.39%	2.76%	2.53%	2.72%	3.60%
CVX Chevron Corporation	5.65%	3.22%	4.78%	6.79%	4.64%	5.03%	4.38%	4.81%	6.55%	5.40%	4.66%	5.00%
WPC	7.80%	5.50%	5.48%	6.68%	6.23%	7.93%	7.86%	9.55%	9.91%	8.55%	9.80%	8.49%
VXUS	3.11%	3.10%	3.20%	2.28%	3.34%	3.58%	3.17%	3.50%	3.48%	4.30%	3.52%	3.98%
CAG Conagra Brands, Inc.	5.58%	3.38%	3.63%	2.75%	2.78%	4.61%	2.59%	2.38%	2.94%	3.50%	3.89%	4.44%
ITW Illinois Tool Works Inc.	2.83%	2.31%	1.97%	2.28%	2.49%	3.12%	1.95%	2.27%	2.65%	2.32%	2.36%	3.08%
LOW	2.81%	1.88%	1.11%	1.46%	1.83%	2.09%	1.80%	1.99%	1.54%	1.38%	1.62%	2.03%
PEP	3.09%	2.52%	2.53%	2.89%	3.04%	3.66%	3.08%	3.39%	3.41%	3.40%	3.52%	4.17%
ABBV AbbVie Inc.	6.25%	3.56%	4.07%	4.89%	5.66%	4.82%	3.40%	4.85%	4.72%	3.62%	4.47%	0.00%
UGI	6.31%	3.88%	3.12%	4.07%	3.02%	2.23%	2.48%	2.46%	3.28%	2.73%	3.49%	4.36%
APD Air Products and Chemicals, Inc.	3.55%	2.12%	2.04%	2.07%	2.13%	3.03%	2.62%	2.67%	2.96%	2.60%	3.17%	3.91%
MCD	2.51%	2.16%	2.01%	2.47%	2.58%	2.61%	2.52%	3.44%	3.49%	4.33%	4.12%	4.30%
SYK	1.32%	1.16%	0.98%	0.99%	1.06%	1.29%	1.20%	1.40%	1.66%	1.48%	1.64%	1.88%
MSFT	1.17%	1.06%	0.69%	0.96%	1.24%	1.78%	1.98%	2.58%	2.61%	2.85%	3.07%	3.79%

Комиссия

Комиссия IDC-4-7-22 составляет 0.01%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

0.35%

0.00%2.15%

JEPI

JPMorgan Equity Premium Income ETF

0.35%

0.00%2.15%

Риск-скорректированная доходность

В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.

	Коэффициент Шарпа	Коэффициент Сортино	Коэффициент Омега	Коэффициент Кальмара	Индекс Язвы
VZ	N/A
SCHW	N/A
BAC Bank of America Corporation	-0.63
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	1.20
BCS Barclays PLC	-0.09
ADM Archer-Daniels-Midland Company	-0.56
NEE	N/A
MDT	N/A
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.73
FRT Federal Realty Investment Trust	-0.69
MMM	N/A
VTI	N/A
JPM	N/A
IBM International Business Machines Corporation	0.04
SPGI	N/A
PPG	N/A
WMT	N/A
PG	N/A
ENB Enbridge Inc.	-0.65
F Ford Motor Company	0.10
JEPI JPMorgan Equity Premium Income ETF	0.46
JNJ	N/A
TXN	N/A
AFL Aflac Incorporated	0.62
CME CME Group Inc.	-0.25
LIN	N/A
TER	N/A
ESS Essex Property Trust, Inc.	-0.83
ABT Abbott Laboratories	-0.30
ADP Automatic Data Processing, Inc.	0.05
CVX Chevron Corporation	-0.30
WPC	N/A
VXUS	N/A
CAG Conagra Brands, Inc.	0.52
ITW Illinois Tool Works Inc.	0.56
LOW	N/A
PEP	N/A
ABBV AbbVie Inc.	-0.27
UGI	N/A
APD Air Products and Chemicals, Inc.	0.69
MCD	N/A
SYK	N/A
MSFT	N/A

График просадок

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

IDC-4-7-22

Benchmark (^GSPC)

Активы портфеля

Максимальные просадки

IDC-4-7-22 с января 2010 показал максимальную просадку в 14.70%, зарегистрированную 30 сент. 2022 г.. Портфель полностью восстановился за 39 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
-14.7%	17 авг. 2022 г.	32	30 сент. 2022 г.	39	25 нояб. 2022 г.	71
-11.74%	5 мая 2022 г.	31	17 июн. 2022 г.	38	12 авг. 2022 г.	69
-6.68%	3 февр. 2023 г.	25	10 мар. 2023 г.	—	—	—
-4.28%	14 дек. 2022 г.	10	28 дек. 2022 г.	9	11 янв. 2023 г.	19
-3.03%	17 янв. 2023 г.	3	19 янв. 2023 г.	9	1 февр. 2023 г.	12

График волатильности

Текущая волатильность IDC-4-7-22 составляет 3.46%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.

IDC-4-7-22

Benchmark (^GSPC)

Активы портфеля