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Обсуждения
Top3 Sector-v3
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc
Technology

0.98%

ABBV
AbbVie Inc.
Healthcare

0.98%

ABT
Abbott Laboratories
Healthcare

0.98%

AEP
American Electric Power Company, Inc.
Utilities

0.98%

AMT
American Tower Corporation
Real Estate

0.98%

AMZN
Amazon.com, Inc.
Consumer Cyclical

0.98%

APD
Air Products and Chemicals, Inc.
Basic Materials

0.98%

ATVI
Activision Blizzard, Inc.
Communication Services

0.98%

AXP
American Express Company
Financial Services

0.98%

AZO
AutoZone, Inc.
Consumer Cyclical

0.98%

BAC
Bank of America Corporation
Financial Services

0.98%

BLK
BlackRock, Inc.
Financial Services

0.98%

BMY
Bristol-Myers Squibb Company
Healthcare

0.98%

BRK-B
Berkshire Hathaway Inc.
Financial Services

0.98%

C
Citigroup Inc.
Financial Services

0.98%

CAT
Caterpillar Inc.
Industrials

0.98%

CB
Chubb Limited
Financial Services

0.98%

CCI
Crown Castle International Corp.
Real Estate

0.98%

CL
Colgate-Palmolive Company
Consumer Defensive

0.98%

CMCSA
Comcast Corporation
Communication Services

0.98%

COP

0.98%

COST

0.98%

CSX

0.98%

CTVA

0.98%

CVX

0.98%

D

0.98%

DD

0.98%

DE

0.98%

DG

0.98%

DHR

0.98%

DIS

0.98%

DOW

0.98%

DUK

0.98%

ECL

0.98%

ED

0.98%

EL

0.98%

EOG

0.98%

EQIX

0.98%

ETN

0.98%

EXC

0.98%

FCX

0.98%

GE

0.98%

GOOG

0.98%

GS

0.98%

HD

0.98%

HON

0.98%

ITW

0.98%

JNJ

0.98%

JPM

0.98%

KO

0.98%

LIN

0.98%

LLY

0.98%

LMT

0.98%

LOW

0.98%

MA

0.98%

MCD

0.98%

MDLZ

0.98%

MMM

0.98%

MO

0.98%

MPC

0.98%

MRK

0.98%

MS

0.98%

MSFT

0.98%

NEE

0.98%

NEM

0.98%

NKE

0.98%

NOC

0.98%

NUE

0.98%

NVDA

0.98%

O

0.98%

PEP

0.98%

PFE

0.98%

PG

0.98%

PLD

0.98%

PM

0.98%

PSA

0.98%

RTX

0.98%

SBAC

0.98%

SBUX

0.98%

SCHW

0.98%

SHW

0.98%

SLB

0.98%

SO

0.98%

SPG

0.98%

SPGI

0.98%

SRE

0.98%

T

0.98%

TGT

0.98%

TJX

0.98%

TMO

0.98%

TMUS

0.98%

UNH

0.98%

UNP

0.98%

UPS

0.98%

V

0.98%

VZ

0.98%

WELL

0.98%

WFC

0.98%

WM

0.98%

WMT

0.98%

XEL

0.98%

XOM

0.98%

S&P 500

Доходность

График доходности

График показывает рост $10,000 инвестированных в Top3 Sector-v3 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


70.00%80.00%90.00%100.00%110.00%FebruaryMarchAprilMayJuneJuly
111.03%
94.79%
Top3 Sector-v3
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 10 дек. 2012 г., начальной даты ABBV

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Top3 Sector-v310.36%2.18%11.26%14.46%14.81%N/A
MRK
16.79%-3.79%7.09%16.97%13.39%N/A
WFC
21.18%1.94%23.95%31.96%7.53%N/A
SBUX
-16.31%-0.80%-14.39%-21.00%-0.50%N/A
BLK
BlackRock, Inc.
3.64%5.47%4.46%13.57%14.68%12.90%
KO
12.55%4.01%10.85%7.91%7.04%N/A
CL
Colgate-Palmolive Company
25.13%1.35%23.35%30.07%8.88%6.10%
TMUS
14.44%3.01%11.09%30.78%18.83%N/A
GE
56.77%-2.95%54.13%81.59%25.17%N/A
O
3.24%8.88%4.88%-2.79%1.51%N/A
V
2.34%-3.55%-1.64%11.81%8.75%N/A
ITW
-6.33%1.52%-3.98%-2.90%11.74%N/A
CCI
Crown Castle International Corp.
-5.99%8.89%0.30%3.99%0.10%7.50%
PFE
7.26%8.04%9.19%-15.39%-2.07%N/A
LMT
6.26%1.57%5.21%7.38%8.73%N/A
WMT
35.09%4.18%31.16%35.46%15.41%N/A
AXP
American Express Company
30.59%5.52%33.13%44.31%15.24%11.66%
EL
-31.51%-12.89%-20.39%-43.72%-11.23%N/A
AMZN
Amazon.com, Inc.
20.53%-3.15%17.89%40.87%12.97%26.14%
ATVI
Activision Blizzard, Inc.
0.00%0.00%0.00%3.84%16.21%N/A
ABBV
AbbVie Inc.
14.35%2.06%6.53%24.51%26.07%17.07%
NUE
-6.04%3.48%-1.96%0.45%26.25%N/A
GOOG
27.44%-0.48%21.37%49.28%25.76%N/A
PSA
1.03%3.64%5.56%7.96%8.85%N/A
CSX
0.74%3.83%1.09%8.35%9.72%N/A
AMT
American Tower Corporation
-0.97%7.85%4.86%17.74%2.85%10.96%
BAC
Bank of America Corporation
29.09%8.64%34.90%38.14%9.97%12.99%
AEP
American Electric Power Company, Inc.
17.13%7.00%22.44%10.56%4.45%9.45%
HD
6.21%2.12%1.56%16.36%14.05%N/A
MSFT
16.67%-2.82%10.04%28.15%26.99%N/A
DE
-4.73%1.20%-0.46%-12.18%19.29%N/A
RTX
23.73%-2.65%21.72%9.56%6.54%N/A
CMCSA
Comcast Corporation
-6.55%5.01%-6.10%-3.83%0.43%6.16%
C
Citigroup Inc.
28.95%8.58%28.75%44.47%1.76%5.37%
SHW
3.66%6.83%6.34%20.85%15.60%N/A
MDLZ
-7.10%0.55%-7.64%-7.95%6.34%N/A
DHR
5.50%-4.38%5.63%7.85%14.54%N/A
CVX
8.95%2.49%14.25%4.48%9.58%N/A
COP
-0.84%2.70%6.70%3.43%17.67%N/A
NOC
-5.65%1.35%-6.12%-1.77%7.97%N/A
CAT
Caterpillar Inc.
18.55%6.04%22.30%36.75%23.03%15.25%
XOM
18.12%4.79%21.82%15.66%14.68%N/A
PEP
1.27%1.24%3.75%-8.22%8.36%N/A
FCX
8.85%-7.11%19.09%14.57%33.17%N/A
SLB
-3.40%8.78%1.27%-9.44%7.27%N/A
NVDA
138.17%-6.83%98.26%166.23%93.74%N/A
T
19.46%5.47%18.32%38.40%1.86%N/A
WM
25.31%6.61%21.67%31.30%15.71%N/A
MA
4.49%-2.31%1.87%12.28%10.37%N/A
UNP
-0.27%7.17%2.38%14.30%9.35%N/A
JPM
25.50%7.46%24.58%38.79%15.91%N/A
AZO
AutoZone, Inc.
14.11%-1.34%7.43%20.04%20.36%19.18%
GS
27.36%7.72%28.55%41.92%20.19%N/A
PM
16.94%7.21%19.17%15.99%10.32%N/A
MPC
12.40%-4.35%9.00%33.94%28.78%N/A
UNH
8.26%17.14%13.19%13.35%19.09%N/A
MMM
16.38%1.49%18.07%25.72%-2.91%N/A
ETN
30.31%-2.55%28.29%52.30%33.84%N/A
CB
Chubb Limited
15.77%-1.78%10.25%31.99%14.25%11.94%
BRK-B
Berkshire Hathaway Inc.
21.82%6.07%18.39%25.66%16.10%12.99%
DD
4.58%-0.24%9.19%8.13%3.69%N/A
WELL
20.64%4.97%21.07%34.09%8.84%N/A
DG
-8.81%-4.50%-6.64%-25.39%-1.22%N/A
EXC
2.74%3.88%5.26%-10.92%5.08%N/A
APD
Air Products and Chemicals, Inc.
-2.61%-3.00%2.31%-10.81%5.27%10.83%
PLD
-5.67%13.12%-2.10%1.59%11.26%N/A
DUK
12.55%7.09%14.29%17.88%8.45%N/A
UPS
-5.59%6.28%-5.38%-19.09%10.23%N/A
COST
27.36%-1.20%20.97%54.70%26.77%N/A
D
12.32%4.47%16.48%0.94%-3.33%N/A
LLY
47.61%-2.99%36.89%86.97%53.71%N/A
ECL
23.19%-0.34%22.26%29.93%5.13%N/A
JNJ
0.25%3.99%-2.82%-6.26%6.64%N/A
DOW
0.75%-0.17%4.63%6.94%5.92%N/A
ABT
Abbott Laboratories
-5.90%-2.98%-10.12%-8.87%4.64%11.13%
VZ
15.94%5.12%9.30%31.77%-0.34%N/A
SPGI
9.38%9.25%9.03%14.35%15.59%N/A
NEE
20.40%-1.11%27.72%-2.19%9.32%N/A
HON
3.44%-0.22%8.04%5.18%6.37%N/A
SRE
5.57%3.90%8.25%6.19%5.62%N/A
LIN
8.96%0.45%9.85%17.12%18.39%N/A
CTVA
14.98%3.51%20.83%-1.57%15.88%N/A
BMY
Bristol-Myers Squibb Company
-13.66%3.24%-12.61%-30.81%3.35%1.67%
AAPL
Apple Inc
16.81%8.11%17.40%17.49%34.93%26.82%
TJX
19.98%0.67%17.86%32.51%17.00%N/A
EOG
9.19%6.64%18.94%8.01%13.04%N/A
PG
16.78%0.42%15.24%12.61%10.84%N/A
MS
11.57%6.17%21.92%13.06%21.66%N/A
SPG
10.41%4.99%11.20%31.39%5.32%N/A
NKE
-32.54%-25.19%-28.04%-32.39%-2.44%N/A
LOW
8.23%4.34%9.48%4.13%20.49%N/A
SO
18.39%3.75%20.40%15.96%12.51%N/A
MO
28.06%8.11%28.09%18.56%8.23%N/A
TMO
0.81%-5.36%-3.02%-4.70%13.03%N/A
XEL
-7.74%4.82%-3.97%-10.88%1.45%N/A
SBAC
-16.84%7.38%-8.62%-6.21%-1.19%N/A
SCHW
-9.11%-15.35%-1.95%-5.14%8.95%N/A
ED
5.24%4.10%6.54%0.38%5.51%N/A
DIS
6.53%-5.95%3.35%10.69%-7.25%N/A
TGT
6.64%2.46%9.94%15.43%13.69%N/A
MCD
-12.17%-0.81%-13.35%-10.90%6.17%N/A
NEM
15.14%11.22%37.81%12.54%6.76%N/A
EQIX
-1.30%2.85%-0.97%-0.50%11.14%N/A

Доходность по месяцам

Ниже представлена таблица с месячной доходностью Top3 Sector-v3, 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
2024-0.13%3.82%4.65%-3.15%3.07%-0.58%10.36%
20234.77%-3.87%1.22%1.76%-4.91%5.80%3.00%-2.49%-4.34%-1.50%7.54%4.49%10.99%
2022-1.97%-1.10%4.42%-4.50%1.40%-7.64%6.79%-2.65%-8.94%9.98%7.32%-3.30%-2.17%
2021-1.81%4.33%6.62%4.88%2.52%0.36%1.96%2.05%-4.82%6.59%-2.08%6.93%30.26%
2020-0.78%-7.97%-12.04%12.04%4.81%0.49%4.69%5.26%-1.80%-1.63%12.15%3.17%16.73%
2019-2.46%6.85%1.12%-0.06%2.12%1.48%2.80%3.23%15.82%

Комиссия

Комиссия Top3 Sector-v3 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 ранг Top3 Sector-v3 среди портфелей на нашем сайте составляет 44, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.


Ранг риск-скорректированной доходности Top3 Sector-v3, с текущим значением в 4444
Top3 Sector-v3
Ранг коэф-та Шарпа Top3 Sector-v3, с текущим значением в 4545Ранг коэф-та Шарпа
Ранг коэф-та Сортино Top3 Sector-v3, с текущим значением в 4545Ранг коэф-та Сортино
Ранг коэф-та Омега Top3 Sector-v3, с текущим значением в 4646Ранг коэф-та Омега
Ранг коэф-та Кальмара Top3 Sector-v3, с текущим значением в 5252Ранг коэф-та Кальмара
Ранг коэф-та Мартина Top3 Sector-v3, с текущим значением в 3434Ранг 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.


Top3 Sector-v3
Коэффициент Шарпа
Коэффициент Шарпа Top3 Sector-v3, с текущим значением в 1.53, в сравнении с широким рынком-1.000.001.002.003.004.001.53
Коэффициент Сортино
Коэффициент Сортино Top3 Sector-v3, с текущим значением в 2.22, в сравнении с широким рынком-2.000.002.004.006.002.22
Коэффициент Омега
Коэффициент Омега Top3 Sector-v3, с текущим значением в 1.27, в сравнении с широким рынком0.801.001.201.401.601.801.27
Коэффициент Кальмара
Коэффициент Кальмара Top3 Sector-v3, с текущим значением в 1.49, в сравнении с широким рынком0.002.004.006.008.0010.001.49
Коэффициент Мартина
Коэффициент Мартина Top3 Sector-v3, с текущим значением в 4.49, в сравнении с широким рынком0.0010.0020.0030.0040.004.49
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 1.82, в сравнении с широким рынком-1.000.001.002.003.004.001.82
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 2.59, в сравнении с широким рынком-2.000.002.004.006.002.59
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.32, в сравнении с широким рынком0.801.001.201.401.601.801.32
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 1.45, в сравнении с широким рынком0.002.004.006.008.0010.001.45
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 6.82, в сравнении с широким рынком0.0010.0020.0030.0040.006.82

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
MRK
1.211.911.241.545.30
WFC
1.342.021.240.984.34
SBUX
-0.74-0.900.87-0.52-1.27
BLK
BlackRock, Inc.
0.731.171.140.401.76
KO
0.721.081.140.541.62
CL
Colgate-Palmolive Company
2.283.141.412.048.73
TMUS
2.543.501.462.7114.09
GE
3.094.331.518.7623.62
O
-0.060.061.01-0.03-0.09
V
0.781.131.141.142.67
ITW
-0.16-0.110.99-0.18-0.34
CCI
Crown Castle International Corp.
-0.070.091.01-0.03-0.15
PFE
-0.54-0.630.92-0.24-0.67
LMT
0.500.901.120.411.97
WMT
2.272.981.473.5810.69
AXP
American Express Company
1.822.541.341.445.14
EL
-1.09-1.610.79-0.64-1.87
AMZN
Amazon.com, Inc.
1.271.961.230.987.25
ATVI
Activision Blizzard, Inc.
1.282.681.710.3214.48
ABBV
AbbVie Inc.
1.592.151.301.895.32
NUE
-0.060.101.01-0.06-0.14
GOOG
1.692.221.322.2410.27
PSA
0.330.621.070.200.80
CSX
0.230.441.050.190.49
AMT
American Tower Corporation
0.591.061.120.331.45
BAC
Bank of America Corporation
1.732.621.310.864.92
AEP
American Electric Power Company, Inc.
0.691.121.140.471.83
HD
0.851.351.160.551.85
MSFT
1.211.681.211.855.57
DE
-0.53-0.590.93-0.58-0.91
RTX
0.470.761.120.320.87
CMCSA
Comcast Corporation
-0.15-0.060.99-0.10-0.32
C
Citigroup Inc.
1.942.831.330.905.90
SHW
1.051.551.190.662.66
MDLZ
-0.40-0.430.95-0.33-0.83
DHR
0.561.001.120.362.01
CVX
0.360.621.080.320.84
COP
0.310.611.070.380.75
NOC
0.030.211.030.030.11
CAT
Caterpillar Inc.
1.331.901.251.634.28
XOM
0.901.411.160.971.96
PEP
-0.37-0.410.95-0.34-0.63
FCX
0.420.861.100.421.18
SLB
-0.45-0.460.94-0.39-0.69
NVDA
3.273.721.467.6121.37
T
1.962.901.341.0010.35
WM
2.233.371.472.887.98
MA
0.791.101.150.962.43
UNP
0.781.481.170.632.05
JPM
2.252.761.412.458.66
AZO
AutoZone, Inc.
0.841.251.161.152.82
GS
2.193.201.381.687.95
PM
0.921.431.171.022.95
MPC
1.441.911.251.483.70
UNH
0.641.061.140.701.87
MMM
1.011.531.210.492.68
ETN
2.002.631.362.748.77
CB
Chubb Limited
2.032.971.382.4911.91
BRK-B
Berkshire Hathaway Inc.
2.143.081.372.577.69
DD
0.320.571.100.321.19
WELL
1.912.771.332.4114.30
DG
-0.71-0.850.89-0.41-1.15
EXC
-0.41-0.420.94-0.31-0.77
APD
Air Products and Chemicals, Inc.
-0.34-0.240.96-0.30-0.67
PLD
0.150.391.050.090.30
DUK
1.301.901.231.025.02
UPS
-0.78-0.940.88-0.48-1.02
COST
3.033.611.564.8115.39
D
0.180.441.050.090.38
LLY
2.994.091.567.3222.16
ECL
1.742.851.360.995.82
JNJ
0.030.171.020.030.05
DOW
0.380.681.080.271.19
ABT
Abbott Laboratories
-0.15-0.090.99-0.09-0.27
VZ
1.482.431.290.767.26
SPGI
0.761.091.160.531.80
NEE
0.100.331.050.070.17
HON
0.430.691.080.321.00
SRE
0.510.861.100.421.57
LIN
1.261.791.251.734.14
CTVA
-0.040.171.02-0.04-0.12
BMY
Bristol-Myers Squibb Company
-1.22-1.660.79-0.59-1.29
AAPL
Apple Inc
0.691.141.140.941.86
TJX
2.062.921.363.769.84
EOG
0.440.761.090.481.10
PG
1.111.661.211.594.45
MS
0.610.981.130.441.49
SPG
1.452.141.261.004.85
NKE
-1.00-1.200.80-0.56-1.80
LOW
0.240.521.060.200.51
SO
1.181.741.211.124.20
MO
1.121.521.230.903.64
TMO
0.000.151.020.000.00
XEL
-0.37-0.360.95-0.24-0.72
SBAC
-0.32-0.260.97-0.18-0.63
SCHW
-0.16-0.031.00-0.10-0.39
ED
0.240.451.060.250.65
DIS
0.410.791.110.181.11
TGT
0.511.121.130.281.53
MCD
-0.65-0.820.90-0.61-1.20
NEM
0.220.571.070.120.61
EQIX
-0.050.121.01-0.05-0.11

Коэффициент Шарпа

Top3 Sector-v3 на текущий момент имеет коэффициент Шарпа равный 1.53. 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 1.31 до 2.05, текущий коэффициент Шарпа этого портфеля находится между 25-м и 75-м процентилями. Это означает, что его эффективность с учетом риска соответствует большинству портфелей. Это говорит о сбалансированном подходе к риску и доходности, который может подходить широкому кругу инвесторов.

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 Шарпа0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.53
1.82
Top3 Sector-v3
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность Top3 Sector-v3 за предыдущие двенадцать месяцев составила 2.45%.


TTM20232022202120202019201820172016201520142013
Top3 Sector-v32.45%2.53%2.40%2.02%2.38%2.23%2.47%2.09%2.56%2.49%2.14%2.31%
MRK
2.42%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
WFC
2.36%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%
SBUX
2.83%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%1.00%0.67%0.57%
BLK
BlackRock, Inc.
2.43%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
KO
2.89%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
CL
Colgate-Palmolive Company
2.00%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
TMUS
1.07%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
GE
0.43%0.25%0.38%0.34%0.37%0.36%4.88%4.81%2.94%2.95%3.52%2.81%
O
5.36%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
V
0.76%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
ITW
2.31%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
CCI
Crown Castle International Corp.
5.96%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%0.00%
PFE
5.54%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
LMT
2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
WMT
1.12%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
AXP
American Express Company
1.07%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
EL
2.66%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%0.98%
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%
ATVI
Activision Blizzard, Inc.
1.05%1.05%0.61%0.70%0.44%0.62%0.73%0.47%0.72%0.59%0.99%1.07%
ABBV
AbbVie Inc.
3.56%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
NUE
1.31%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.52%3.70%3.02%2.76%
GOOG
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSA
3.98%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%
CSX
1.33%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
AMT
American Tower Corporation
3.12%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
BAC
Bank of America Corporation
2.24%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
AEP
American Electric Power Company, Inc.
3.73%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%
HD
2.39%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
MSFT
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
DE
1.52%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
RTX
2.33%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%
CMCSA
Comcast Corporation
2.99%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
C
Citigroup Inc.
3.25%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%0.08%
SHW
0.82%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
MDLZ
2.56%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
DHR
0.43%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.23%0.80%0.47%0.13%
CVX
3.95%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
COP
2.33%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
NOC
1.75%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%2.08%
CAT
Caterpillar Inc.
1.12%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
XOM
3.24%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
PEP
3.04%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
FCX
1.31%1.40%1.56%0.53%0.19%1.49%1.43%0.00%0.00%8.27%5.21%6.75%
SLB
2.11%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%
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%
T
5.81%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%
WM
1.30%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%
MA
0.57%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
UNP
2.15%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
JPM
2.10%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
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%
GS
2.27%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
PM
4.85%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
MPC
1.95%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%
UNH
1.37%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
MMM
4.30%5.49%4.97%3.33%3.36%3.26%2.85%2.00%2.49%2.72%2.08%1.81%
ETN
1.15%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
CB
Chubb Limited
1.34%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
BRK-B
Berkshire Hathaway 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%
DD
1.86%1.87%1.92%1.49%1.69%2.89%2.84%3.54%5.87%6.68%7.39%6.89%
WELL
2.27%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%5.71%
DG
1.93%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%0.00%0.00%
EXC
5.09%5.01%3.12%2.65%3.62%3.18%3.06%3.32%3.56%4.47%3.35%5.31%
APD
Air Products and Chemicals, Inc.
2.68%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.90%2.49%2.13%2.54%
PLD
2.96%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%
DUK
3.83%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%4.48%
UPS
4.48%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
COST
2.29%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
D
5.19%5.68%4.35%3.21%4.59%4.43%4.67%3.74%3.66%3.83%3.12%3.48%
LLY
0.57%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
ECL
0.92%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
JNJ
3.11%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
DOW
5.19%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%
ABT
Abbott Laboratories
2.12%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
VZ
6.39%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
SPGI
0.75%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
NEE
2.73%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
HON
1.99%1.99%1.85%1.81%1.71%1.90%2.24%1.79%2.11%2.08%1.87%1.84%
SRE
3.13%3.18%2.96%3.33%3.28%2.56%3.31%3.08%3.04%2.98%2.37%2.81%
LIN
1.20%1.24%1.43%1.22%1.46%1.64%0.53%0.00%0.00%0.00%0.00%0.00%
CTVA
1.17%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%
BMY
Bristol-Myers Squibb Company
5.56%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
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%
TJX
1.23%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
EOG
3.91%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.55%0.39%
PG
2.32%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
MS
3.33%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
SPG
5.05%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
NKE
1.99%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
LOW
1.84%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
SO
3.46%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.90%
MO
7.93%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
TMO
0.28%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
XEL
3.82%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%3.34%3.97%
SBAC
1.75%1.34%1.01%0.60%0.66%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
SCHW
1.61%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
ED
3.49%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
DIS
0.78%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
TGT
2.94%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
MCD
2.54%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
NEM
2.77%3.87%4.66%3.55%1.74%3.31%1.58%0.65%0.36%0.54%1.16%5.23%
EQIX
2.06%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%

Просадки

График просадок

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.40%
-2.86%
Top3 Sector-v3
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Top3 Sector-v3 показал максимальную просадку в 34.30%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 110 торговых сессий.

Текущая просадка Top3 Sector-v3 составляет 1.40%.

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

-34.3%20 февр. 2020 г.2323 мар. 2020 г.11027 авг. 2020 г.133
-17.11%21 апр. 2022 г.11330 сент. 2022 г.19919 июл. 2023 г.312
-10.29%27 июл. 2023 г.6627 окт. 2023 г.3213 дек. 2023 г.98
-6.81%3 сент. 2020 г.1423 сент. 2020 г.1312 окт. 2020 г.27
-6.61%13 окт. 2020 г.1228 окт. 2020 г.89 нояб. 2020 г.20

Волатильность

График волатильности

Текущая волатильность Top3 Sector-v3 составляет 2.57%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.57%
2.76%
Top3 Sector-v3
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

NEMATVILLYDGNVDAEOGMRKAMZNNOCPFEABBVSLBBMYWMTCOPAZOMPCLMTPSAUNHVZXOMEDSBACTMUSJNJEQIXGEMOCOSTCLGOOGWELLCVXCCIDAAPLFCXXELAMTCTVAPMMSFTTGTTMOAEPNEEDHRPGTSCHWNUEABTSODUKOMCDSPGDISCBPEPTJXDESREMDLZELNKEWFCCMCSAUPSWMSHWDOWLOWEXCRTXSBUXSPGICATMMMPLDCHDVDDMABACKOAPDETNGSJPMLINUNPMSAXPCSXECLBLKITWHONBRK-B
NEM1.000.160.080.170.090.140.170.160.140.160.120.130.160.190.150.120.130.150.250.110.200.180.240.300.160.180.260.030.200.150.200.150.220.200.290.290.130.320.290.300.190.220.140.150.240.280.290.220.230.200.020.170.200.280.300.240.150.120.140.070.230.070.150.260.210.170.140.070.150.120.170.180.190.150.250.120.160.200.170.170.240.120.160.160.180.160.120.220.270.090.100.090.230.150.120.140.160.240.200.170.170.14
ATVI0.161.000.190.200.360.050.140.380.090.130.200.060.170.250.070.130.090.130.150.170.150.090.120.250.350.200.330.110.100.310.200.350.130.100.230.140.380.210.200.230.150.140.410.230.310.170.240.290.210.140.130.130.320.150.150.160.170.100.230.110.270.190.140.160.240.260.240.080.280.240.160.240.150.260.200.120.250.310.150.160.260.120.250.320.200.310.120.180.220.170.170.130.230.200.170.180.220.230.300.210.180.22
LLY0.080.191.000.220.230.100.460.230.210.370.410.120.380.250.140.220.150.200.190.350.230.160.250.240.290.440.290.190.210.290.330.260.180.170.250.250.280.130.240.260.190.210.330.180.280.220.260.290.330.200.140.170.350.270.260.200.220.160.150.240.320.200.170.220.270.190.180.130.200.200.340.280.120.210.240.200.220.300.180.180.290.150.250.290.190.260.130.290.240.270.180.170.270.190.160.190.200.280.230.230.230.28
DG0.170.200.221.000.210.050.230.220.230.220.210.080.230.430.080.330.110.210.260.280.230.100.280.300.300.290.300.120.210.410.340.200.140.120.310.290.240.190.310.300.190.230.260.520.290.280.320.280.370.200.210.230.290.300.280.230.280.170.210.220.360.310.230.230.320.300.280.160.250.300.320.340.170.390.290.200.270.280.190.270.310.160.420.230.190.240.190.300.280.220.190.180.250.240.190.200.260.300.290.310.240.26
NVDA0.090.360.230.211.000.150.070.610.020.130.160.180.080.230.160.230.220.060.150.180.070.14-0.000.260.330.100.360.300.070.460.100.580.150.190.220.050.600.360.070.230.190.130.670.310.410.050.190.390.150.080.290.300.330.060.000.160.220.250.390.130.180.320.290.100.170.390.410.250.320.370.140.380.260.380.160.200.380.480.310.240.320.330.400.450.350.450.290.140.350.420.380.310.380.290.390.370.350.360.500.340.300.32
EOG0.140.050.100.050.151.000.140.110.270.160.200.740.180.110.850.170.670.320.110.220.200.780.090.050.150.140.040.410.330.070.080.210.240.780.080.130.170.490.070.080.420.260.140.200.090.110.100.100.080.280.390.430.090.140.140.190.150.390.310.320.100.260.420.280.140.220.230.440.250.270.190.110.520.200.210.430.190.150.520.320.160.490.180.230.440.240.490.190.260.330.450.450.270.390.450.420.370.210.320.340.360.43
MRK0.170.140.460.230.070.141.000.100.290.470.440.160.510.260.180.280.180.280.250.380.340.210.320.270.280.500.260.160.310.210.390.170.220.240.270.300.180.150.320.290.230.300.210.200.360.320.250.340.390.300.170.200.410.320.340.260.330.140.150.320.370.200.220.290.360.200.200.190.240.210.380.280.190.190.320.270.240.300.220.220.280.190.220.300.200.270.200.370.290.260.220.230.320.260.200.210.250.280.240.270.290.35
AMZN0.160.380.230.220.610.110.101.000.050.150.150.110.120.280.120.200.150.080.190.190.110.120.070.280.380.160.400.230.090.470.170.680.200.130.270.130.620.320.150.300.200.130.700.320.380.140.260.350.220.140.240.230.340.120.090.190.270.240.430.130.260.330.220.160.240.420.450.210.370.370.180.370.230.370.180.190.420.440.230.250.340.270.410.450.300.450.250.200.310.330.320.260.340.250.320.350.320.370.450.300.290.31
NOC0.140.090.210.230.020.270.290.051.000.220.250.260.310.270.300.290.260.780.280.300.270.310.380.220.220.320.190.250.320.230.330.120.260.320.240.350.150.190.360.250.290.300.140.250.170.380.320.180.340.300.240.250.220.360.360.330.350.230.220.400.370.270.320.400.330.210.210.280.240.270.420.260.250.250.350.540.270.230.290.300.270.250.270.250.250.270.260.410.270.270.240.290.270.320.240.300.310.290.260.360.410.40
PFE0.160.130.370.220.130.160.470.150.221.000.420.180.460.230.200.230.200.270.280.350.340.210.300.320.290.470.270.170.290.230.320.230.220.240.330.330.230.190.310.340.260.310.250.230.400.320.300.400.320.340.220.250.390.340.360.290.260.220.190.260.340.190.260.320.320.230.240.260.270.300.310.290.260.230.340.260.250.310.260.330.330.270.270.280.280.260.270.360.300.260.270.280.320.290.290.230.290.290.330.320.310.37
ABBV0.120.200.410.210.160.200.440.150.250.421.000.240.490.250.240.290.270.270.170.380.280.270.230.220.260.440.210.220.330.240.340.240.200.280.230.260.220.220.240.230.270.350.240.260.310.230.210.320.350.300.240.230.390.270.300.240.300.250.190.320.360.280.280.260.340.210.250.290.300.320.340.290.280.290.280.320.260.250.300.300.270.290.310.320.290.300.280.380.300.310.270.310.320.300.290.270.290.280.310.340.340.37
SLB0.130.060.120.080.180.740.160.110.260.180.241.000.190.080.760.190.680.310.090.210.200.760.080.050.170.150.020.470.360.070.080.220.250.750.070.110.180.540.060.060.430.300.120.230.090.090.080.100.080.310.450.470.090.140.120.190.180.430.330.350.100.330.490.270.120.240.270.490.280.290.200.160.570.260.210.460.220.170.600.360.160.540.210.260.500.280.520.220.310.440.490.500.310.410.500.470.400.250.370.410.410.46
BMY0.160.170.380.230.080.180.510.120.310.460.490.191.000.250.210.230.210.330.230.360.320.240.310.270.260.490.260.180.360.200.340.190.240.270.280.340.200.220.330.290.270.350.200.270.320.310.270.330.350.350.220.220.380.320.350.280.300.230.220.280.360.240.260.330.350.250.230.260.300.270.340.270.260.230.320.280.260.250.260.290.290.250.260.280.290.270.270.380.300.260.250.280.320.310.280.260.290.280.290.330.360.35
WMT0.190.250.250.430.230.110.260.280.270.230.250.080.251.000.110.320.170.270.260.300.290.170.330.280.310.350.310.180.260.590.410.290.190.190.290.340.300.180.350.290.190.290.320.430.300.320.320.280.470.250.190.240.320.340.350.210.340.210.240.290.490.320.260.290.440.260.270.180.290.350.370.350.210.350.340.260.310.320.230.280.320.190.400.290.220.290.220.390.320.270.240.240.330.270.210.240.280.360.330.350.290.38
COP0.150.070.140.080.160.850.180.120.300.200.240.760.210.111.000.200.700.350.100.250.210.830.120.070.180.150.030.440.340.090.090.240.230.830.090.160.190.520.100.070.430.270.150.240.110.140.130.120.090.300.410.460.090.180.170.200.190.390.310.360.130.310.460.320.150.240.260.480.280.280.230.120.550.220.250.470.230.210.550.340.170.510.200.280.460.280.510.230.290.380.460.480.300.420.480.450.410.230.340.370.400.46
AZO0.120.130.220.330.230.170.280.200.290.230.290.190.230.320.201.000.260.290.290.370.280.240.270.250.310.260.250.230.290.370.330.260.270.240.240.290.280.230.300.240.290.290.300.360.260.290.260.290.360.280.270.310.290.280.310.270.390.260.290.340.380.410.340.290.340.320.330.300.320.350.410.380.300.470.350.340.370.350.360.320.310.290.480.350.310.340.310.350.360.400.330.350.370.370.310.320.360.390.360.430.400.39
MPC0.130.090.150.110.220.670.180.150.260.200.270.680.210.170.700.261.000.300.110.230.250.720.160.100.200.150.080.470.310.130.120.250.290.730.120.190.210.490.130.100.420.300.160.250.140.160.160.150.120.340.460.480.140.200.190.220.220.430.370.390.150.360.470.310.180.280.290.510.330.320.230.180.540.270.280.490.250.210.550.360.210.550.250.300.460.310.540.260.340.450.500.530.360.410.510.480.420.280.390.400.430.49
LMT0.150.130.200.210.060.320.280.080.780.270.270.310.330.270.350.290.301.000.270.300.320.360.370.230.230.340.190.290.360.250.340.140.270.370.250.350.200.230.370.260.330.340.180.260.190.380.300.190.360.330.280.290.240.360.380.340.370.250.270.410.400.300.380.420.360.240.230.320.290.290.460.280.300.250.390.590.280.250.340.340.280.280.280.320.280.320.300.450.330.320.290.340.320.340.280.340.340.330.310.380.450.46
PSA0.250.150.190.260.150.110.250.190.280.280.170.090.230.260.100.290.110.271.000.270.280.130.470.550.290.300.520.130.270.340.390.240.470.160.590.460.280.160.490.570.230.300.280.270.340.490.460.370.380.260.180.190.340.480.490.590.380.360.240.260.420.260.240.440.410.300.290.180.290.320.440.380.200.340.470.250.340.390.200.290.640.200.390.320.250.300.210.410.350.270.220.210.300.320.220.260.320.350.330.330.330.32
UNH0.110.170.350.280.180.220.380.190.300.350.380.210.360.300.250.370.230.300.271.000.310.250.290.290.340.430.280.210.300.310.360.290.240.290.310.310.290.240.340.290.290.300.320.260.330.310.290.340.400.290.280.270.380.320.340.250.320.220.250.360.400.340.300.340.360.280.280.290.300.310.430.340.240.310.370.320.310.380.280.290.310.280.330.350.290.340.320.380.320.330.310.360.370.370.320.330.350.320.360.380.360.43
VZ0.200.150.230.230.070.200.340.110.270.340.28