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Solid Stocks
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Solid Stocks

Последнее обновление 24 июл. 2024 г.

Распределение активов

AAPL 2.17%ABNB 2.17%ADBE 2.17%AMD 2.17%AMZN 2.17%ARKK 2.17%CRM 2.17%CRNC 2.17%CRWD 2.17%DDOG 2.17%ETSY 2.17%FUBO 2.17%FVRR 2.17%GOOG 2.17%HUBS 2.17%INTU 2.17%MA 2.17%MELI 2.17%META 2.17%MSFT 2.17%NET 2.17%NFLX 2.17%NOW 2.17%NVDA 2.17%OKTA 2.17%ONEQ 2.17%PANW 2.17%PAYC 2.17%PYPL 2.17%ROKU 2.17%SE 2.17%SHOP 2.17%SNOW 2.17%SQ 2.17%TDOC 2.17%TSLA 2.17%TTD 2.17%TWLO 2.17%TWTR 2.17%UPST 2.17%VGT 2.17%VOO 2.17%VTI 2.17%W 2.17%ZM 2.17%ZS 2.17%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc		Technology

2.17%

ABNB
Airbnb, Inc.		Communication Services

2.17%

ADBE
Adobe Inc		Technology

2.17%

AMD
Advanced Micro Devices, Inc.		Technology

2.17%

AMZN
Amazon.com, Inc.		Consumer Cyclical

2.17%

ARKK
ARK Innovation ETF		Actively Managed, Innovation, Technology Equities

2.17%

CRM
salesforce.com, inc.		Technology

2.17%

CRNC
Cerence Inc.		Technology

2.17%

CRWD
CrowdStrike Holdings, Inc.		Technology

2.17%

DDOG
Datadog, Inc.		Technology

2.17%

ETSY
Etsy, Inc.		Consumer Cyclical

2.17%

FUBO
fuboTV Inc.		Communication Services

2.17%

FVRR
Fiverr International Ltd.		Communication Services

2.17%

GOOG
Alphabet Inc.		Communication Services

2.17%

HUBS
HubSpot, Inc.		Technology

2.17%

INTU
Intuit Inc.		Technology

2.17%

MA
Mastercard Inc		Financial Services

2.17%

MELI
MercadoLibre, Inc.		Consumer Cyclical

2.17%

META
Meta Platforms, Inc.		Communication Services

2.17%

MSFT
Microsoft Corporation		Technology

2.17%

NET

2.17%

NFLX

2.17%

NOW

2.17%

NVDA

2.17%

OKTA

2.17%

ONEQ

2.17%

PANW

2.17%

PAYC

2.17%

PYPL

2.17%

ROKU

2.17%

SE

2.17%

SHOP

2.17%

SNOW

2.17%

SQ

2.17%

TDOC

2.17%

TSLA

2.17%

TTD

2.17%

TWLO

2.17%

TWTR

2.17%

UPST

2.17%

VGT

2.17%

VOO

2.17%

VTI

2.17%

W

2.17%

ZM

2.17%

ZS

2.17%

S&P 500

Доходность

График доходности

График показывает рост $10,000 инвестированных в Solid Stocks 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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%FebruaryMarchAprilMayJuneJuly
-1.86%
50.11%
Solid Stocks
Benchmark (^GSPC)
Активы портфеля

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

Доходность по периодам

С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500		16.48%1.67%14.21%21.98%13.13%10.91%
Solid Stocks0.92%3.02%-0.50%9.56%N/AN/A
Активы портфеля:
AAPL
Apple Inc		17.18%8.44%15.59%17.36%35.25%26.48%
ABNB
Airbnb, Inc.		9.26%-0.55%4.53%0.77%N/AN/A
ADBE
Adobe Inc		-8.48%2.36%-8.57%4.23%12.12%22.41%
AMD
Advanced Micro Devices, Inc.		4.47%-4.48%-8.56%39.23%35.67%45.08%
AMZN
Amazon.com, Inc.		22.69%-1.41%19.48%44.73%13.61%27.75%
ARKK
ARK Innovation ETF		-8.80%10.25%0.80%1.58%0.52%N/A
CRM
salesforce.com, inc.		-2.41%4.65%-7.22%13.80%10.05%16.73%
CRNC
Cerence Inc.		-83.62%1.58%-84.41%-87.03%N/AN/A
CRWD
CrowdStrike Holdings, Inc.		5.31%-29.36%-9.55%79.56%23.93%N/A
DDOG
Datadog, Inc.		1.51%4.80%-4.50%10.51%N/AN/A
ETSY
Etsy, Inc.		-25.00%1.03%-13.43%-37.03%-2.43%N/A
FUBO
fuboTV Inc.		-54.09%26.96%-47.67%-41.83%-28.03%-78.36%
FVRR
Fiverr International Ltd.		-14.95%5.32%-16.85%-18.86%-2.13%N/A
GOOG
Alphabet Inc.		30.43%1.85%23.63%50.81%26.66%20.18%
HUBS
HubSpot, Inc.		-15.86%-15.55%-17.34%-8.89%21.89%N/A
INTU
Intuit Inc.		2.37%0.92%0.48%31.21%18.53%23.74%
MA
Mastercard Inc		4.03%-2.74%0.96%9.77%10.24%20.07%
MELI
MercadoLibre, Inc.		7.68%5.76%-3.85%41.20%21.07%34.29%
META
Meta Platforms, Inc.		38.35%-1.23%27.13%67.93%19.60%20.66%
MSFT
Microsoft Corporation		18.73%-1.10%11.93%29.91%27.28%28.01%
NET
-2.75%3.89%-3.53%23.83%N/AN/A
NFLX
32.02%-6.32%30.59%50.05%N/AN/A
NOW
8.36%2.16%1.61%32.43%N/AN/A
NVDA
147.58%-3.14%104.78%174.87%N/AN/A
OKTA
6.10%10.52%11.41%36.24%N/AN/A
ONEQ
19.97%1.71%16.89%29.39%N/AN/A
PANW
13.80%4.75%-2.50%37.90%N/AN/A
PAYC
-19.63%12.23%-15.77%-52.50%N/AN/A
PYPL
-2.77%-1.48%-7.83%-18.97%N/AN/A
ROKU
-32.26%14.14%-31.75%-13.60%N/AN/A
SE
68.77%-9.37%78.74%11.76%N/AN/A
SHOP
-19.56%-3.64%-22.78%-5.30%N/AN/A
SNOW
-34.75%1.60%-36.84%-25.72%N/AN/A
SQ
-11.96%8.15%2.87%-11.72%N/AN/A
TDOC
-56.84%-4.22%-55.16%-60.21%N/AN/A
TSLA
-0.85%34.63%17.81%-8.43%N/AN/A
TTD
40.22%3.26%43.77%22.94%N/AN/A
TWLO
-20.88%9.70%-18.66%-2.15%N/AN/A
TWTR
0.00%0.00%0.00%0.00%N/AN/A
UPST
-31.99%28.42%-20.78%-48.19%N/AN/A
VGT
20.93%1.07%15.89%31.03%N/AN/A
VOO
17.31%1.79%14.98%23.76%N/AN/A
VTI
15.07%1.38%13.26%21.58%N/AN/A
W
-16.74%-1.68%-11.16%-26.00%N/AN/A
ZM
-18.13%-0.02%-15.45%-15.31%N/AN/A
ZS
-14.90%5.01%-22.28%27.11%N/AN/A

Доходность по месяцам

Ниже представлена таблица с месячной доходностью Solid Stocks, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.

янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
2024-0.74%3.97%-0.41%-6.63%-0.49%4.90%0.92%
202320.42%-0.29%5.24%-4.92%12.30%8.51%12.06%-9.32%-6.25%-6.56%18.48%7.78%66.39%
2022-15.91%-4.46%-2.15%-20.13%-8.42%-11.07%11.42%-1.62%-11.24%4.14%1.32%-10.26%-52.88%
20214.57%3.39%-3.61%5.27%-1.96%12.12%0.78%7.50%-3.77%9.95%-4.71%-6.80%22.78%
20201.03%1.03%

Комиссия

Комиссия Solid Stocks составляет 0.02%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.

ARKK
ARK Innovation ETF
График комиссии ARKK с текущим значением в {{expenseRatio}} в сравнении с значениями по рынку от 0.00% до 2.12%.0.50%1.00%1.50%2.00%0.75%

Риск-скорректированная доходность

Ранг риск-скорректированной доходности

Текущий ранг Solid Stocks среди портфелей на нашем сайте составляет 5, что соответствует нижним 5% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.

Ранг риск-скорректированной доходности Solid Stocks, с текущим значением в 55
Solid Stocks
Ранг коэф-та Шарпа Solid Stocks, с текущим значением в 66Ранг коэф-та Шарпа
Ранг коэф-та Сортино Solid Stocks, с текущим значением в 55Ранг коэф-та Сортино
Ранг коэф-та Омега Solid Stocks, с текущим значением в 55Ранг коэф-та Омега
Ранг коэф-та Кальмара Solid Stocks, с текущим значением в 55Ранг коэф-та Кальмара
Ранг коэф-та Мартина Solid Stocks, с текущим значением в 66Ранг 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.

Solid Stocks
Коэффициент Шарпа
Коэффициент Шарпа Solid Stocks, с текущим значением в 0.39, в сравнении с широким рынком-1.000.001.002.003.004.000.39
Коэффициент Сортино
Коэффициент Сортино Solid Stocks, с текущим значением в 0.69, в сравнении с широким рынком-2.000.002.004.006.000.69
Коэффициент Омега
Коэффициент Омега Solid Stocks, с текущим значением в 1.08, в сравнении с широким рынком0.801.001.201.401.601.801.08
Коэффициент Кальмара
Коэффициент Кальмара Solid Stocks, с текущим значением в 0.18, в сравнении с широким рынком0.002.004.006.008.0010.000.18
Коэффициент Мартина
Коэффициент Мартина Solid Stocks, с текущим значением в 1.00, в сравнении с широким рынком0.0010.0020.0030.0040.001.00
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 1.99, в сравнении с широким рынком-1.000.001.002.003.004.001.99
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 2.81, в сравнении с широким рынком-2.000.002.004.006.002.81
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.35, в сравнении с широким рынком0.801.001.201.401.601.801.35
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 1.59, в сравнении с широким рынком0.002.004.006.008.0010.001.59
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 7.44, в сравнении с широким рынком0.0010.0020.0030.0040.007.44
Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
AAPL
Apple Inc		0.791.281.151.082.13
ABNB
Airbnb, Inc.		-0.000.241.03-0.00-0.00
ADBE
Adobe Inc		0.150.441.060.140.35
AMD
Advanced Micro Devices, Inc.		0.831.411.180.922.60
AMZN
Amazon.com, Inc.		1.572.361.281.218.83
ARKK
ARK Innovation ETF		0.010.271.030.010.03
CRM
salesforce.com, inc.		0.380.681.120.341.16
CRNC
Cerence Inc.		-1.18-2.780.63-0.89-1.67
CRWD
CrowdStrike Holdings, Inc.		1.722.201.321.5412.55
DDOG
Datadog, Inc.		0.250.721.100.200.88
ETSY
Etsy, Inc.		-0.82-1.070.87-0.46-1.14
FUBO
fuboTV Inc.		-0.57-0.490.94-0.48-1.09
FVRR
Fiverr International Ltd.		-0.37-0.200.98-0.22-0.76
GOOG
Alphabet Inc.		1.942.481.362.7611.66
HUBS
HubSpot, Inc.		-0.26-0.090.99-0.20-0.74
INTU
Intuit Inc.		1.181.621.221.005.41
MA
Mastercard Inc		0.771.071.150.942.34
MELI
MercadoLibre, Inc.		1.081.771.210.933.61
META
Meta Platforms, Inc.		1.822.701.352.5710.42
MSFT
Microsoft Corporation		1.542.061.262.347.01
NET
0.420.981.120.291.32
NFLX
1.512.391.301.017.67
NOW
1.041.391.201.294.56
NVDA
3.844.131.528.9324.93
OKTA
0.811.531.190.482.83
ONEQ
1.892.581.331.538.23
PANW
0.811.211.221.232.64
PAYC
-0.99-1.170.76-0.70-1.15
PYPL
-0.51-0.500.94-0.22-0.91
ROKU
-0.230.101.01-0.17-0.48
SE
0.210.641.110.130.39
SHOP
-0.090.241.03-0.06-0.23
SNOW
-0.60-0.640.92-0.38-1.06
SQ
-0.210.021.00-0.12-0.42
TDOC
-1.08-1.920.76-0.62-1.34
TSLA
-0.100.231.03-0.08-0.21
TTD
0.440.911.120.461.31
TWLO
-0.100.121.02-0.04-0.20
TWTR
———0.00—
UPST
-0.53-0.320.96-0.51-0.82
VGT
1.702.301.292.397.38
VOO
2.153.021.382.098.39
VTI
1.902.681.331.576.88
W
-0.42-0.250.97-0.31-0.85
ZM
-0.62-0.760.92-0.20-1.28
ZS
0.661.091.150.421.47

Коэффициент Шарпа

Solid Stocks на текущий момент имеет коэффициент Шарпа равный 0.39. Это значение рассчитано на основе данных за прошедший период в 1 year и учитывает как изменения цен, так и дивиденды.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 1.33 до 2.11, текущий коэффициент Шарпа данного портфеля попадает в нижние 25%. Это указывает на то, что портфель может показывать худшие результаты с поправкой на риск по сравнению с многими другими портфелями. Пониженная эффективность может быть обусловлена как низкой доходностью, так и высокой волатильностью или их сочетанием. Это может свидетельствовать о необходимости доработки портфеля. Вы можете воспользоваться инструментом оптимизации портфеля для выбора распределения активов, которое максимизирует коэффициент Шарпа.

Используйте график ниже, чтобы сравнить коэффициент Шарпа с бенчмарком для анализа эффективности инвестиции или перейдите к инструменту коэффициента Шарпа для более детального контроля над параметрами расчета.

Скользящий 12-месячный коэффициент Шарпа0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.39
1.99
Solid Stocks
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность Solid Stocks за предыдущие двенадцать месяцев составила 0.17%.

TTM20232022202120202019201820172016201520142013
Solid Stocks0.17%0.15%0.18%0.14%0.18%0.23%0.32%0.26%0.29%0.35%0.30%0.30%
Активы портфеля:
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ABNB
Airbnb, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADBE
Adobe Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF		0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%0.00%
CRM
salesforce.com, inc.		0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRNC
Cerence 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%
CRWD
CrowdStrike Holdings, 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%
DDOG
Datadog, 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%
ETSY
Etsy, 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%
FUBO
fuboTV 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%
FVRR
Fiverr International Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc.		0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUBS
HubSpot, 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%
INTU
Intuit Inc.		0.57%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
MA
Mastercard Inc		0.58%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
MELI
MercadoLibre, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%
META
Meta Platforms, Inc.		0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.66%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NET
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
OKTA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ONEQ
0.63%0.71%0.97%0.54%0.71%1.64%1.08%0.84%1.12%1.04%1.19%0.84%
PANW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PAYC
0.91%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PYPL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROKU
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SQ
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDOC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TWLO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TWTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
0.63%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VOO
1.30%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTI
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
W
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Просадки

График просадок

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

-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-32.31%
-1.97%
Solid Stocks
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Solid Stocks показал максимальную просадку в 61.15%, зарегистрированную 28 дек. 2022 г.. Портфель еще не восстановился от этой просадки.

Текущая просадка Solid Stocks составляет 32.35%.

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

-61.15%17 нояб. 2021 г.28028 дек. 2022 г.———
-21.95%16 февр. 2021 г.158 мар. 2021 г.7929 июн. 2021 г.94
-8.77%23 дек. 2020 г.96 янв. 2021 г.1021 янв. 2021 г.19
-8.34%24 сент. 2021 г.74 окт. 2021 г.915 окт. 2021 г.16
-4.49%25 янв. 2021 г.529 янв. 2021 г.22 февр. 2021 г.7

Волатильность

График волатильности

Текущая волатильность Solid Stocks 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%FebruaryMarchAprilMayJuneJuly
4.82%
2.94%
Solid Stocks
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
TWTRMACRNCFUBOTSLAUPSTPANWABNBNFLXWAAPLMETAETSYSEGOOGAMDNVDAMSFTROKUFVRRCRWDMELITDOCSNOWZMAMZNPYPLOKTACRMHUBSDDOGADBEPAYCINTUTWLOZSSQNETTTDSHOPNOWVOOVTIVGTARKKONEQ
TWTR1.000.290.240.250.240.260.260.280.310.260.270.350.310.370.280.290.310.290.390.360.310.370.360.280.380.280.400.360.350.340.290.320.370.310.400.310.430.340.390.380.340.310.330.360.420.37
MA0.291.000.280.260.330.270.350.410.410.300.480.440.310.360.500.400.410.510.320.310.330.440.340.310.350.440.470.340.480.350.360.500.450.550.360.340.430.340.380.420.480.660.650.610.410.58
CRNC0.240.281.000.450.400.430.330.400.350.510.380.400.410.430.380.400.380.370.490.470.370.460.530.420.480.410.470.460.400.450.420.420.480.450.510.450.530.460.490.480.420.480.520.490.580.53
FUBO0.250.260.451.000.430.590.340.520.380.550.350.360.500.470.300.350.340.280.580.580.440.450.620.490.510.390.520.490.380.430.450.370.480.400.550.500.550.510.540.540.390.450.500.440.680.50
TSLA0.240.330.400.431.000.450.440.460.440.410.510.380.400.410.420.460.480.430.480.450.410.460.530.470.470.440.460.430.420.420.450.450.460.460.460.500.510.500.480.490.440.550.570.570.670.63
UPST0.260.270.430.590.451.000.380.500.380.550.370.370.500.470.340.430.400.330.550.590.440.440.570.530.490.410.510.470.400.460.500.380.480.430.530.500.570.530.540.520.450.490.540.490.670.54
PANW0.260.350.330.340.440.381.000.390.410.400.460.400.410.440.460.420.490.520.430.430.660.500.420.540.460.480.450.550.530.540.580.520.530.550.530.680.480.570.520.530.620.530.540.610.560.60
ABNB0.280.410.400.520.460.500.391.000.420.450.420.470.460.480.440.480.490.410.520.520.440.530.510.520.490.490.520.460.460.490.500.430.480.480.530.500.550.520.560.540.460.540.570.560.620.60
NFLX0.310.410.350.380.440.380.410.421.000.460.500.580.420.440.500.470.520.530.490.430.470.520.470.480.480.560.510.500.540.480.460.560.470.550.490.480.500.520.530.540.580.570.560.610.570.63
W0.260.300.510.550.410.550.400.450.461.000.400.420.580.490.380.460.430.370.570.580.470.500.600.520.550.520.540.510.440.500.510.420.480.460.550.520.580.550.590.600.460.530.570.530.680.58
AAPL0.270.480.380.350.510.370.460.420.500.401.000.540.380.400.640.520.560.700.430.370.440.480.450.450.450.610.490.410.530.410.450.600.510.580.420.490.470.480.500.480.550.750.730.810.540.79
META0.350.440.400.360.380.370.400.470.580.420.541.000.390.450.640.540.580.620.480.420.440.510.450.450.480.610.530.440.550.440.430.610.460.550.490.440.510.470.550.530.550.670.660.670.550.72
ETSY0.310.310.410.500.400.500.410.460.420.580.380.391.000.530.400.450.420.370.580.630.480.540.560.520.570.490.560.520.470.550.520.500.570.520.570.560.620.580.590.600.510.500.530.510.660.56
SE0.370.360.430.470.410.470.440.480.440.490.400.450.531.000.430.460.480.420.570.580.520.550.570.510.570.480.550.550.500.530.530.470.530.490.600.540.620.560.560.610.540.520.550.550.670.59
GOOG0.280.500.380.300.420.340.460.440.500.380.640.640.400.431.000.540.570.740.430.400.440.510.420.460.460.690.520.440.560.450.460.640.490.620.460.490.510.490.520.520.560.730.700.730.520.77
AMD0.290.400.400.350.460.430.420.480.470.460.520.540.450.460.541.000.750.600.450.460.480.520.440.510.480.560.470.500.530.500.510.600.470.580.500.520.520.530.550.560.560.640.640.740.570.72
NVDA0.310.410.380.340.480.400.490.490.520.430.560.580.420.480.570.751.000.650.430.450.550.530.430.510.470.590.490.500.560.530.550.620.500.600.490.540.540.550.580.570.610.690.680.810.580.78
MSFT0.290.510.370.280.430.330.520.410.530.370.700.620.370.420.740.600.651.000.390.380.520.510.400.520.450.690.490.490.620.520.560.720.550.680.460.550.480.550.530.510.680.770.740.850.520.83
ROKU0.390.320.490.580.480.550.430.520.490.570.430.480.580.570.430.450.430.391.000.670.540.550.680.540.640.490.620.590.470.550.530.460.560.480.690.570.650.590.660.670.510.510.560.530.800.60
FVRR0.360.310.470.580.450.590.430.520.430.580.370.420.630.580.400.460.450.380.671.000.560.550.660.590.640.460.620.590.480.590.570.480.580.520.700.620.660.630.650.630.550.500.550.540.760.58
CRWD0.310.330.370.440.410.440.660.440.470.470.440.440.480.520.440.480.550.520.540.561.000.540.530.620.570.540.500.670.580.650.690.550.590.550.660.790.570.700.600.600.670.520.560.630.660.63
MELI0.370.440.460.450.460.440.500.530.520.500.480.510.540.550.510.520.530.510.550.550.541.000.540.540.570.570.560.550.560.570.560.520.550.560.600.570.620.560.610.620.610.610.630.630.660.67
TDOC0.360.340.530.620.530.570.420.510.470.600.450.450.560.570.420.440.430.400.680.660.530.541.000.570.640.470.590.600.490.550.570.480.600.500.650.560.670.630.620.620.520.550.600.550.830.62
SNOW0.280.310.420.490.470.530.540.520.480.520.450.450.520.510.460.510.510.520.540.590.620.540.571.000.580.590.520.620.550.640.740.550.600.570.630.680.560.710.630.620.630.540.570.620.690.64
ZM0.380.350.480.510.470.490.460.490.480.550.450.480.570.570.460.480.470.450.640.640.570.570.640.581.000.510.590.610.570.600.560.560.580.550.700.630.660.630.610.630.580.520.550.590.760.62
AMZN0.280.440.410.390.440.410.480.490.560.520.610.610.490.480.690.560.590.690.490.460.540.570.470.590.511.000.550.530.610.540.570.630.520.610.570.570.560.590.590.600.640.690.680.720.600.77
PYPL0.400.470.470.520.460.510.450.520.510.540.490.530.560.550.520.470.490.490.620.620.500.560.590.520.590.551.000.560.570.540.510.560.600.580.630.540.710.560.600.620.570.630.650.630.710.67
OKTA0.360.340.460.490.430.470.550.460.500.510.410.440.520.550.440.500.500.490.590.590.670.550.600.620.610.530.561.000.610.660.660.580.610.570.710.690.630.660.590.640.650.530.560.610.700.62
CRM0.350.480.400.380.420.400.530.460.540.440.530.550.470.500.560.530.560.620.470.480.580.560.490.550.570.610.570.611.000.630.590.690.600.680.590.600.570.590.560.610.730.660.660.720.620.71
HUBS0.340.350.450.430.420.460.540.490.480.500.410.440.550.530.450.500.530.520.550.590.650.570.550.640.600.540.540.660.631.000.700.580.660.620.650.700.610.690.650.640.680.540.570.620.670.62
DDOG0.290.360.420.450.450.500.580.500.460.510.450.430.520.530.460.510.550.560.530.570.690.560.570.740.560.570.510.660.590.701.000.560.640.590.660.720.580.730.630.620.680.550.580.650.670.65
ADBE0.320.500.420.370.450.380.520.430.560.420.600.610.500.470.640.600.620.720.460.480.550.520.480.550.560.630.560.580.690.580.561.000.590.720.570.610.560.590.570.590.730.720.700.790.590.77
PAYC0.370.450.480.480.460.480.530.480.470.480.510.460.570.530.490.470.500.550.560.580.590.550.600.600.580.520.600.610.600.660.640.591.000.670.630.660.630.630.620.580.660.640.670.660.700.68
INTU0.310.550.450.400.460.430.550.480.550.460.580.550.520.490.620.580.600.680.480.520.550.560.500.570.550.610.580.570.680.620.590.720.671.000.560.650.590.590.610.600.700.740.740.780.620.76
TWLO0.400.360.510.550.460.530.530.530.490.550.420.490.570.600.460.500.490.460.690.700.660.600.650.630.700.570.630.710.590.650.660.570.630.561.000.700.700.690.670.690.640.540.580.600.780.63
ZS0.310.340.450.500.500.500.680.500.480.520.490.440.560.540.490.520.540.550.570.620.790.570.560.680.630.570.540.690.600.700.720.610.660.650.701.000.610.750.660.640.710.570.600.670.710.68
SQ0.430.430.530.550.510.570.480.550.500.580.470.510.620.620.510.520.540.480.650.660.570.620.670.560.660.560.710.630.570.610.580.560.630.590.700.611.000.630.650.670.600.630.670.640.800.68
NET0.340.340.460.510.500.530.570.520.520.550.480.470.580.560.490.530.550.550.590.630.700.560.630.710.630.590.560.660.590.690.730.590.630.590.690.750.631.000.700.660.690.590.620.670.740.69
TTD0.390.380.490.540.480.540.520.560.530.590.500.550.590.560.520.550.580.530.660.650.600.610.620.630.610.590.600.590.560.650.630.570.620.610.670.660.650.701.000.680.630.620.650.670.760.71
SHOP0.380.420.480.540.490.520.530.540.540.600.480.530.600.610.520.560.570.510.670.630.600.620.620.620.630.600.620.640.610.640.620.590.580.600.690.640.670.660.681.000.620.600.630.660.760.69
NOW0.340.480.420.390.440.450.620.460.580.460.550.550.510.540.560.560.610.680.510.550.670.610.520.630.580.640.570.650.730.680.680.730.660.700.640.710.600.690.630.621.000.670.670.760.650.74
VOO0.310.660.480.450.550.490.530.540.570.530.750.670.500.520.730.640.690.770.510.500.520.610.550.540.520.690.630.530.660.540.550.720.640.740.540.570.630.590.620.600.671.000.990.910.680.93
VTI0.330.650.520.500.570.540.540.570.560.570.730.660.530.550.700.640.680.740.560.550.560.630.600.570.550.680.650.560.660.570.580.700.670.740.580.600.670.620.650.630.670.991.000.910.730.94
VGT0.360.610.490.440.570.490.610.560.610.530.810.670.510.550.730.740.810.850.530.540.630.630.550.620.590.720.630.610.720.620.650.790.660.780.600.670.640.670.670.660.760.910.911.000.710.97
ARKK0.420.410.580.680.670.670.560.620.570.680.540.550.660.670.520.570.580.520.800.760.660.660.830.690.760.600.710.700.620.670.670.590.700.620.780.710.800.740.760.760.650.680.730.711.000.78
ONEQ0.370.580.530.500.630.540.600.600.630.580.790.720.560.590.770.720.780.830.600.580.630.670.620.640.620.770.670.620.710.620.650.770.680.760.630.680.680.690.710.690.740.930.940.970.781.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 17 дек. 2020 г.