Pegaz
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Pegaz
Последнее обновление 10 дек. 2024 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AAPL Apple Inc | Technology | 2% |
ABBV AbbVie Inc. | Healthcare | 2% |
AMGN Amgen Inc. | Healthcare | 2% |
AMT American Tower Corporation | Real Estate | 2% |
APD Air Products and Chemicals, Inc. | Basic Materials | 2% |
AVGO Broadcom Inc. | Technology | 2% |
AWK American Water Works Company, Inc. | Utilities | 2% |
AWR American States Water Company | Utilities | 2% |
AXP American Express Company | Financial Services | 2% |
BLK BlackRock, Inc. | Financial Services | 2% |
CAT Caterpillar Inc. | Industrials | 2% |
CVX Chevron Corporation | Energy | 2% |
DUK Duke Energy Corporation | Utilities | 2% |
GD General Dynamics Corporation | 2% | |
HD The Home Depot, Inc. | Consumer Cyclical | 2% |
INTU Intuit Inc. | Technology | 2% |
JNJ Johnson & Johnson | Healthcare | 2% |
KO The Coca-Cola Company | Consumer Defensive | 2% |
KR The Kroger Co. | Consumer Defensive | 2% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 2% |
MA | 2% | |
MAIN | 1% | |
MO | 1% | |
MSCI | 2% | |
MSFT | 2% | |
NEE | 2% | |
O | 2% | |
PG | 2% | |
QCOM | 2% | |
SO | 2% | |
TGT | 2% | |
TROW | 2% | |
TXN | 2% | |
UNH | 2% | |
UNP | 2% | |
UPS | 2% | |
V | 2% | |
VICI | 2% | |
VOW3.DE | 1% | |
VUSA.AS | 22% | |
VZ | 1% | |
XOM | 2% |
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в Pegaz 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
Pegaz
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 2 янв. 2013 г., начальной даты ABBV
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.90% | 0.96% | 12.91% | 31.46% | 14.06% | 11.73% |
| Pegaz | 19.59% | -1.00% | 10.59% | 24.78% | 14.77% | N/A |
| Активы портфеля: | ||||||
KO The Coca-Cola Company | 9.47% | -1.32% | 0.64% | 10.07% | 6.11% | 7.74% |
MO | 47.50% | 3.35% | 25.20% | 47.48% | 10.50% | N/A |
TGT | -2.19% | -9.02% | -7.53% | 3.04% | 3.75% | N/A |
PG | 19.45% | 1.84% | 3.27% | 20.59% | 8.93% | N/A |
VOW3.DE | -22.01% | -1.31% | -26.39% | -22.14% | -7.31% | N/A |
HD The Home Depot, Inc. | 26.88% | 6.29% | 30.52% | 34.68% | 17.49% | 18.50% |
LOW Lowe's Companies, Inc. | 25.53% | 1.13% | 26.84% | 34.42% | 20.04% | 17.64% |
JNJ Johnson & Johnson | -1.53% | -3.00% | 3.27% | -0.05% | 3.94% | 6.58% |
ABBV AbbVie Inc. | 18.11% | -11.49% | 5.38% | 22.61% | 19.81% | 15.18% |
VZ | 19.85% | 4.64% | 8.20% | 18.12% | -1.75% | N/A |
O | 3.50% | -1.35% | 10.05% | 10.84% | -1.17% | N/A |
UNP | -2.81% | -2.73% | 3.14% | 3.89% | 8.15% | N/A |
CAT Caterpillar Inc. | 37.20% | 1.50% | 22.06% | 56.33% | 24.67% | 19.20% |
UPS | -14.31% | -1.76% | -4.29% | -13.80% | 5.38% | N/A |
GD General Dynamics Corporation | 5.91% | -12.89% | -7.62% | 9.01% | 10.86% | 9.43% |
NEE | 26.56% | -2.30% | -1.67% | 28.77% | 7.16% | N/A |
DUK Duke Energy Corporation | 19.98% | -0.27% | 11.18% | 23.35% | 8.80% | 7.50% |
SO | 24.66% | -4.10% | 8.54% | 22.26% | 10.84% | N/A |
QCOM | 13.33% | -5.46% | -22.42% | 23.27% | 15.20% | N/A |
TXN | 16.72% | -12.18% | -0.82% | 26.70% | 12.12% | N/A |
AVGO Broadcom Inc. | 62.03% | -2.56% | 25.03% | 92.41% | 44.08% | 37.16% |
MSFT | 19.50% | 5.77% | 4.64% | 20.07% | 24.51% | N/A |
AAPL Apple Inc | 28.79% | 8.72% | 28.06% | 26.70% | 29.50% | 26.10% |
V | 19.32% | 0.33% | 12.53% | 21.48% | 11.60% | N/A |
AXP American Express Company | 60.28% | 3.17% | 28.37% | 78.28% | 20.82% | 14.25% |
APD Air Products and Chemicals, Inc. | 17.99% | 1.16% | 13.60% | 23.50% | 8.97% | 11.93% |
XOM | 16.77% | -6.01% | 1.47% | 17.28% | 15.44% | N/A |
CVX Chevron Corporation | 9.85% | 1.12% | 2.37% | 13.54% | 10.76% | 8.95% |
VICI | 3.91% | 1.18% | 16.16% | 10.02% | 10.54% | N/A |
UNH | 8.15% | -8.61% | 14.58% | 3.57% | 16.13% | N/A |
KR The Kroger Co. | 29.35% | -3.05% | 13.17% | 32.63% | 21.75% | 10.54% |
TROW | 18.64% | 5.08% | 9.86% | 31.34% | 3.86% | N/A |
AMGN Amgen Inc. | -0.69% | -13.97% | -7.52% | 6.28% | 6.52% | 8.44% |
MAIN | 38.24% | 6.98% | 17.77% | 42.77% | 13.22% | N/A |
MA | 23.29% | -0.37% | 16.70% | 27.58% | 12.80% | N/A |
INTU Intuit Inc. | 4.07% | -5.50% | 14.34% | 13.34% | 20.92% | 22.57% |
MSCI | 10.61% | 4.40% | 28.49% | 23.49% | 19.45% | N/A |
BLK BlackRock, Inc. | 31.97% | 1.18% | 38.06% | 43.86% | 18.64% | 14.79% |
AWR American States Water Company | 3.92% | -4.93% | 17.12% | 2.44% | 0.59% | 11.19% |
AWK American Water Works Company, Inc. | 1.29% | -3.40% | 2.81% | 1.78% | 3.32% | 11.75% |
AMT American Tower Corporation | -0.77% | 3.59% | 9.03% | 4.58% | 2.27% | 10.25% |
VUSA.AS | 28.79% | 1.20% | 13.56% | 33.44% | 15.08% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Pegaz, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.74% | 2.77% | 3.75% | -3.45% | 3.90% | 1.35% | 4.27% | 2.20% | 2.30% | -1.44% | 3.32% | 19.59% | |
| 2023 | 4.10% | -3.21% | 2.98% | 0.60% | -2.87% | 5.30% | 3.76% | -2.19% | -4.66% | -2.54% | 8.39% | 5.20% | 14.79% |
| 2022 | -4.02% | -2.33% | 4.78% | -5.83% | 0.17% | -6.66% | 8.12% | -3.18% | -9.15% | 9.00% | 6.29% | -3.60% | -8.15% |
| 2021 | -0.71% | 2.32% | 6.26% | 4.68% | 1.09% | 1.68% | 3.08% | 1.90% | -5.02% | 7.04% | -0.93% | 6.59% | 31.01% |
| 2020 | 0.56% | -8.21% | -10.25% | 11.07% | 5.28% | 2.04% | 5.46% | 6.34% | -2.14% | -3.05% | 10.26% | 3.27% | 19.75% |
| 2019 | 5.79% | 4.07% | 2.75% | 4.31% | -5.49% | 6.38% | 1.58% | 1.60% | 0.98% | 2.21% | 3.84% | 2.54% | 34.55% |
| 2018 | 4.33% | -3.99% | -2.27% | 1.36% | 3.09% | 0.60% | 3.37% | 2.78% | 1.31% | -5.66% | 3.35% | -6.84% | 0.59% |
| 2017 | 0.52% | 4.79% | 1.38% | 6.78% |
Комиссия
Комиссия Pegaz составляет 0.02%, что ниже среднего уровня по рынку. 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 Pegaz среди портфелей на нашем сайте составляет 52, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
KO The Coca-Cola Company | 0.74 | 1.12 | 1.14 | 0.63 | 2.03 |
MO | 2.50 | 3.65 | 1.50 | 2.40 | 14.05 |
TGT | 0.03 | 0.30 | 1.05 | 0.02 | 0.09 |
PG | 1.33 | 1.88 | 1.26 | 2.22 | 8.06 |
VOW3.DE | -0.97 | -1.26 | 0.85 | -0.40 | -1.48 |
HD The Home Depot, Inc. | 1.29 | 1.84 | 1.22 | 1.43 | 3.04 |
LOW Lowe's Companies, Inc. | 1.14 | 1.68 | 1.21 | 1.38 | 3.04 |
JNJ Johnson & Johnson | -0.05 | 0.04 | 1.00 | -0.04 | -0.13 |
ABBV AbbVie Inc. | 0.82 | 1.13 | 1.19 | 1.01 | 2.98 |
VZ | 0.96 | 1.41 | 1.20 | 0.70 | 4.67 |
O | 0.33 | 0.57 | 1.07 | 0.21 | 0.74 |
UNP | -0.05 | 0.06 | 1.01 | -0.06 | -0.16 |
CAT Caterpillar Inc. | 1.64 | 2.29 | 1.30 | 2.65 | 5.90 |
UPS | -0.63 | -0.68 | 0.90 | -0.40 | -1.34 |
GD General Dynamics Corporation | 0.50 | 0.78 | 1.11 | 0.62 | 2.47 |
NEE | 1.04 | 1.42 | 1.19 | 0.69 | 4.10 |
DUK Duke Energy Corporation | 1.23 | 1.79 | 1.22 | 1.32 | 5.78 |
SO | 1.36 | 2.02 | 1.24 | 1.82 | 6.35 |
QCOM | 0.42 | 0.81 | 1.11 | 0.50 | 0.92 |
TXN | 0.69 | 1.15 | 1.14 | 1.16 | 3.81 |
AVGO Broadcom Inc. | 1.30 | 1.94 | 1.25 | 2.31 | 6.73 |
MSFT | 1.06 | 1.45 | 1.20 | 1.33 | 3.05 |
AAPL Apple Inc | 1.19 | 1.80 | 1.23 | 1.60 | 3.89 |
V | 1.23 | 1.70 | 1.24 | 1.63 | 4.09 |
AXP American Express Company | 2.72 | 3.61 | 1.50 | 6.00 | 21.46 |
APD Air Products and Chemicals, Inc. | 0.71 | 1.10 | 1.19 | 0.63 | 2.36 |
XOM | 0.78 | 1.19 | 1.14 | 0.79 | 3.46 |
CVX Chevron Corporation | 0.51 | 0.80 | 1.10 | 0.44 | 1.55 |
VICI | 0.42 | 0.69 | 1.09 | 0.46 | 0.98 |
UNH | 0.32 | 0.60 | 1.09 | 0.41 | 1.14 |
KR The Kroger Co. | 1.40 | 2.38 | 1.28 | 2.11 | 5.47 |
TROW | 0.88 | 1.33 | 1.17 | 0.40 | 3.05 |
AMGN Amgen Inc. | 0.15 | 0.39 | 1.06 | 0.21 | 0.44 |
MAIN | 2.82 | 3.62 | 1.55 | 4.08 | 15.42 |
MA | 1.53 | 2.10 | 1.29 | 2.02 | 4.94 |
INTU Intuit Inc. | 0.19 | 0.43 | 1.06 | 0.29 | 0.82 |
MSCI | 0.64 | 1.02 | 1.15 | 0.54 | 1.56 |
BLK BlackRock, Inc. | 1.97 | 2.71 | 1.33 | 1.95 | 7.98 |
AWR American States Water Company | 0.11 | 0.30 | 1.04 | 0.07 | 0.25 |
AWK American Water Works Company, Inc. | 0.11 | 0.29 | 1.03 | 0.06 | 0.32 |
AMT American Tower Corporation | 0.11 | 0.31 | 1.04 | 0.06 | 0.23 |
VUSA.AS | 2.62 | 3.62 | 1.51 | 3.71 | 16.18 |
Pegaz
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Pegaz за предыдущие двенадцать месяцев составила 2.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.36% | 2.50% | 2.87% | 1.97% | 2.30% | 2.25% | 2.57% | 2.11% | 2.22% | 2.40% | 1.95% | 1.92% |
| Активы портфеля: | ||||||||||||
KO The Coca-Cola Company | 3.10% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
MO | 7.09% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
TGT | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
PG | 2.32% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
VOW3.DE | 10.74% | 7.84% | 22.87% | 2.74% | 3.19% | 2.76% | 2.85% | 1.24% | 0.13% | 3.63% | 2.20% | 1.74% |
HD The Home Depot, Inc. | 2.10% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
LOW Lowe's Companies, Inc. | 1.64% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
JNJ Johnson & Johnson | 3.28% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
ABBV AbbVie Inc. | 3.51% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
VZ | 6.31% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
O | 5.52% | 5.40% | 4.72% | 1.82% | 1.59% | 1.31% | 1.48% | 1.58% | 1.48% | 1.56% | 1.62% | 2.06% |
UNP | 2.26% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
CAT Caterpillar Inc. | 1.36% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
UPS | 5.07% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
GD General Dynamics Corporation | 2.07% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
NEE | 2.76% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
DUK Duke Energy Corporation | 3.70% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
SO | 3.39% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.89% |
QCOM | 2.08% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
TXN | 2.72% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
AVGO Broadcom Inc. | 1.18% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MSFT | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
V | 0.70% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
AXP American Express Company | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
APD Air Products and Chemicals, Inc. | 2.23% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.65% | 0.66% | 0.57% | 0.68% |
XOM | 3.40% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
CVX Chevron Corporation | 4.15% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
VICI | 5.28% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.46% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
KR The Kroger Co. | 2.11% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% | 1.56% |
TROW | 4.00% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% | 1.81% |
AMGN Amgen Inc. | 3.24% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
MAIN | 7.46% | 8.70% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
MA | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
INTU Intuit Inc. | 0.58% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
MSCI | 1.03% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
BLK BlackRock, Inc. | 1.95% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
AWR American States Water Company | 2.19% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% | 2.65% |
AWK American Water Works Company, Inc. | 2.30% | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% |
AMT American Tower Corporation | 3.14% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% | 1.42% | 1.38% |
VUSA.AS | 0.94% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Pegaz
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Pegaz показал максимальную просадку в 33.71%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 96 торговых сессий.
Текущая просадка Pegaz составляет 1.37%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -33.71% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 96 | 5 авг. 2020 г. | 119 |
| -18.46% | 5 янв. 2022 г. | 200 | 12 окт. 2022 г. | 199 | 20 июл. 2023 г. | 399 |
| -14.97% | 24 сент. 2018 г. | 66 | 24 дек. 2018 г. | 55 | 13 мар. 2019 г. | 121 |
| -10.51% | 1 авг. 2023 г. | 64 | 27 окт. 2023 г. | 32 | 12 дек. 2023 г. | 96 |
| -9.58% | 29 янв. 2018 г. | 9 | 8 февр. 2018 г. | 118 | 25 июл. 2018 г. | 127 |
Волатильность
График волатильности
Текущая волатильность Pegaz составляет 2.16%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Pegaz
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| KR | VOW3.DE | MO | XOM | VZ | ABBV | DUK | CVX | SO | UNH | AWR | AMT | TGT | JNJ | NEE | AMGN | PG | MAIN | O | AVGO | AWK | QCOM | VICI | VUSA.AS | AAPL | GD | KO | MSCI | MSFT | INTU | CAT | UPS | LOW | TXN | UNP | APD | AXP | HD | V | MA | TROW | BLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.05 | 0.25 | 0.15 | 0.24 | 0.16 | 0.22 | 0.18 | 0.21 | 0.17 | 0.19 | 0.12 | 0.30 | 0.22 | 0.16 | 0.21 | 0.27 | 0.14 | 0.15 | 0.09 | 0.20 | 0.10 | 0.12 | 0.09 | 0.08 | 0.21 | 0.22 | 0.09 | 0.11 | 0.09 | 0.17 | 0.23 | 0.22 | 0.12 | 0.21 | 0.16 | 0.11 | 0.23 | 0.10 | 0.07 | 0.17 | 0.15 |
| VOW3.DE | 0.05 | 1.00 | 0.21 | 0.29 | 0.14 | 0.14 | 0.04 | 0.28 | 0.08 | 0.16 | 0.06 | 0.10 | 0.23 | 0.14 | 0.09 | 0.17 | 0.10 | 0.30 | 0.14 | 0.29 | 0.06 | 0.30 | 0.26 | 0.53 | 0.23 | 0.24 | 0.19 | 0.21 | 0.20 | 0.21 | 0.41 | 0.28 | 0.28 | 0.30 | 0.28 | 0.29 | 0.36 | 0.24 | 0.28 | 0.31 | 0.37 | 0.37 |
| MO | 0.25 | 0.21 | 1.00 | 0.33 | 0.37 | 0.30 | 0.35 | 0.32 | 0.34 | 0.28 | 0.24 | 0.24 | 0.26 | 0.36 | 0.27 | 0.31 | 0.41 | 0.26 | 0.33 | 0.15 | 0.26 | 0.15 | 0.31 | 0.22 | 0.17 | 0.34 | 0.46 | 0.13 | 0.14 | 0.13 | 0.33 | 0.29 | 0.30 | 0.20 | 0.35 | 0.32 | 0.32 | 0.27 | 0.24 | 0.24 | 0.30 | 0.30 |
| XOM | 0.15 | 0.29 | 0.33 | 1.00 | 0.25 | 0.27 | 0.17 | 0.84 | 0.18 | 0.26 | 0.14 | 0.08 | 0.25 | 0.21 | 0.15 | 0.23 | 0.13 | 0.31 | 0.19 | 0.25 | 0.09 | 0.26 | 0.29 | 0.28 | 0.23 | 0.43 | 0.25 | 0.19 | 0.17 | 0.19 | 0.57 | 0.32 | 0.28 | 0.29 | 0.40 | 0.33 | 0.45 | 0.26 | 0.32 | 0.32 | 0.37 | 0.38 |
| VZ | 0.24 | 0.14 | 0.37 | 0.25 | 1.00 | 0.29 | 0.44 | 0.26 | 0.41 | 0.29 | 0.34 | 0.32 | 0.26 | 0.40 | 0.34 | 0.31 | 0.42 | 0.25 | 0.34 | 0.11 | 0.38 | 0.12 | 0.24 | 0.17 | 0.15 | 0.29 | 0.43 | 0.17 | 0.16 | 0.16 | 0.27 | 0.29 | 0.28 | 0.20 | 0.31 | 0.33 | 0.29 | 0.30 | 0.25 | 0.23 | 0.27 | 0.28 |
| ABBV | 0.16 | 0.14 | 0.30 | 0.27 | 0.29 | 1.00 | 0.26 | 0.27 | 0.22 | 0.37 | 0.22 | 0.24 | 0.24 | 0.45 | 0.20 | 0.49 | 0.35 | 0.25 | 0.25 | 0.21 | 0.25 | 0.22 | 0.23 | 0.27 | 0.24 | 0.29 | 0.36 | 0.28 | 0.27 | 0.27 | 0.30 | 0.31 | 0.27 | 0.27 | 0.29 | 0.30 | 0.27 | 0.30 | 0.33 | 0.32 | 0.28 | 0.31 |
| DUK | 0.22 | 0.04 | 0.35 | 0.17 | 0.44 | 0.26 | 1.00 | 0.17 | 0.79 | 0.28 | 0.58 | 0.48 | 0.19 | 0.39 | 0.68 | 0.30 | 0.49 | 0.22 | 0.50 | 0.07 | 0.69 | 0.06 | 0.34 | 0.12 | 0.14 | 0.30 | 0.53 | 0.20 | 0.14 | 0.14 | 0.15 | 0.23 | 0.22 | 0.13 | 0.28 | 0.32 | 0.19 | 0.26 | 0.22 | 0.21 | 0.20 | 0.23 |
| CVX | 0.18 | 0.28 | 0.32 | 0.84 | 0.26 | 0.27 | 0.17 | 1.00 | 0.18 | 0.28 | 0.15 | 0.09 | 0.28 | 0.23 | 0.16 | 0.25 | 0.14 | 0.34 | 0.20 | 0.29 | 0.10 | 0.27 | 0.30 | 0.30 | 0.24 | 0.45 | 0.25 | 0.23 | 0.21 | 0.21 | 0.57 | 0.32 | 0.29 | 0.32 | 0.43 | 0.35 | 0.46 | 0.28 | 0.33 | 0.33 | 0.39 | 0.39 |
| SO | 0.21 | 0.08 | 0.34 | 0.18 | 0.41 | 0.22 | 0.79 | 0.18 | 1.00 | 0.26 | 0.55 | 0.48 | 0.19 | 0.38 | 0.67 | 0.27 | 0.47 | 0.22 | 0.49 | 0.09 | 0.67 | 0.09 | 0.34 | 0.13 | 0.16 | 0.31 | 0.50 | 0.21 | 0.16 | 0.16 | 0.15 | 0.23 | 0.22 | 0.16 | 0.28 | 0.32 | 0.20 | 0.26 | 0.24 | 0.24 | 0.22 | 0.22 |
| UNH | 0.17 | 0.16 | 0.28 | 0.26 | 0.29 | 0.37 | 0.28 | 0.28 | 0.26 | 1.00 | 0.26 | 0.26 | 0.25 | 0.41 | 0.25 | 0.36 | 0.35 | 0.27 | 0.23 | 0.22 | 0.29 | 0.23 | 0.24 | 0.27 | 0.30 | 0.35 | 0.34 | 0.31 | 0.32 | 0.29 | 0.29 | 0.31 | 0.32 | 0.29 | 0.36 | 0.31 | 0.33 | 0.33 | 0.36 | 0.35 | 0.31 | 0.35 |
| AWR | 0.19 | 0.06 | 0.24 | 0.14 | 0.34 | 0.22 | 0.58 | 0.15 | 0.55 | 0.26 | 1.00 | 0.44 | 0.23 | 0.36 | 0.54 | 0.28 | 0.41 | 0.23 | 0.46 | 0.14 | 0.70 | 0.16 | 0.32 | 0.19 | 0.20 | 0.33 | 0.42 | 0.30 | 0.24 | 0.26 | 0.18 | 0.26 | 0.31 | 0.22 | 0.31 | 0.31 | 0.24 | 0.33 | 0.28 | 0.25 | 0.29 | 0.31 |
| AMT | 0.12 | 0.10 | 0.24 | 0.08 | 0.32 | 0.24 | 0.48 | 0.09 | 0.48 | 0.26 | 0.44 | 1.00 | 0.26 | 0.36 | 0.51 | 0.31 | 0.40 | 0.24 | 0.55 | 0.19 | 0.56 | 0.19 | 0.40 | 0.22 | 0.29 | 0.20 | 0.42 | 0.35 | 0.32 | 0.34 | 0.16 | 0.30 | 0.29 | 0.27 | 0.28 | 0.32 | 0.22 | 0.35 | 0.32 | 0.30 | 0.30 | 0.32 |
| TGT | 0.30 | 0.23 | 0.26 | 0.25 | 0.26 | 0.24 | 0.19 | 0.28 | 0.19 | 0.25 | 0.23 | 0.26 | 1.00 | 0.25 | 0.24 | 0.27 | 0.26 | 0.29 | 0.26 | 0.29 | 0.24 | 0.31 | 0.28 | 0.28 | 0.30 | 0.29 | 0.27 | 0.34 | 0.29 | 0.35 | 0.34 | 0.43 | 0.49 | 0.37 | 0.37 | 0.35 | 0.35 | 0.51 | 0.30 | 0.31 | 0.42 | 0.41 |
| JNJ | 0.22 | 0.14 | 0.36 | 0.21 | 0.40 | 0.45 | 0.39 | 0.23 | 0.38 | 0.41 | 0.36 | 0.36 | 0.25 | 1.00 | 0.33 | 0.48 | 0.48 | 0.21 | 0.31 | 0.15 | 0.39 | 0.18 | 0.22 | 0.24 | 0.23 | 0.32 | 0.47 | 0.25 | 0.27 | 0.24 | 0.27 | 0.31 | 0.29 | 0.27 | 0.35 | 0.35 | 0.27 | 0.31 | 0.34 | 0.32 | 0.32 | 0.35 |
| NEE | 0.16 | 0.09 | 0.27 | 0.15 | 0.34 | 0.20 | 0.68 | 0.16 | 0.67 | 0.25 | 0.54 | 0.51 | 0.24 | 0.33 | 1.00 | 0.25 | 0.45 | 0.26 | 0.46 | 0.17 | 0.70 | 0.17 | 0.35 | 0.21 | 0.25 | 0.29 | 0.46 | 0.30 | 0.28 | 0.28 | 0.14 | 0.29 | 0.29 | 0.24 | 0.27 | 0.33 | 0.22 | 0.32 | 0.28 | 0.28 | 0.27 | 0.30 |
| AMGN | 0.21 | 0.17 | 0.31 | 0.23 | 0.31 | 0.49 | 0.30 | 0.25 | 0.27 | 0.36 | 0.28 | 0.31 | 0.27 | 0.48 | 0.25 | 1.00 | 0.36 | 0.26 | 0.26 | 0.27 | 0.32 | 0.27 | 0.27 | 0.27 | 0.31 | 0.31 | 0.35 | 0.33 | 0.34 | 0.33 | 0.32 | 0.33 | 0.32 | 0.35 | 0.33 | 0.33 | 0.29 | 0.33 | 0.32 | 0.30 | 0.38 | 0.38 |
| PG | 0.27 | 0.10 | 0.41 | 0.13 | 0.42 | 0.35 | 0.49 | 0.14 | 0.47 | 0.35 | 0.41 | 0.40 | 0.26 | 0.48 | 0.45 | 0.36 | 1.00 | 0.21 | 0.37 | 0.18 | 0.49 | 0.19 | 0.26 | 0.20 | 0.25 | 0.30 | 0.62 | 0.27 | 0.30 | 0.25 | 0.20 | 0.33 | 0.31 | 0.26 | 0.32 | 0.39 | 0.24 | 0.36 | 0.33 | 0.33 | 0.27 | 0.30 |
| MAIN | 0.14 | 0.30 | 0.26 | 0.31 | 0.25 | 0.25 | 0.22 | 0.34 | 0.22 | 0.27 | 0.23 | 0.24 | 0.29 | 0.21 | 0.26 | 0.26 | 0.21 | 1.00 | 0.37 | 0.34 | 0.24 | 0.32 | 0.39 | 0.37 | 0.35 | 0.39 | 0.30 | 0.34 | 0.34 | 0.36 | 0.40 | 0.34 | 0.36 | 0.36 | 0.36 | 0.35 | 0.47 | 0.36 | 0.36 | 0.37 | 0.47 | 0.45 |
| O | 0.15 | 0.14 | 0.33 | 0.19 | 0.34 | 0.25 | 0.50 | 0.20 | 0.49 | 0.23 | 0.46 | 0.55 | 0.26 | 0.31 | 0.46 | 0.26 | 0.37 | 0.37 | 1.00 | 0.20 | 0.51 | 0.20 | 0.57 | 0.21 | 0.24 | 0.30 | 0.48 | 0.28 | 0.25 | 0.28 | 0.23 | 0.30 | 0.31 | 0.26 | 0.32 | 0.35 | 0.33 | 0.35 | 0.35 | 0.33 | 0.32 | 0.32 |
| AVGO | 0.09 | 0.29 | 0.15 | 0.25 | 0.11 | 0.21 | 0.07 | 0.29 | 0.09 | 0.22 | 0.14 | 0.19 | 0.29 | 0.15 | 0.17 | 0.27 | 0.18 | 0.34 | 0.20 | 1.00 | 0.15 | 0.66 | 0.28 | 0.44 | 0.56 | 0.31 | 0.21 | 0.48 | 0.58 | 0.53 | 0.42 | 0.38 | 0.40 | 0.68 | 0.37 | 0.39 | 0.41 | 0.40 | 0.43 | 0.46 | 0.49 | 0.48 |
| AWK | 0.20 | 0.06 | 0.26 | 0.09 | 0.38 | 0.25 | 0.69 | 0.10 | 0.67 | 0.29 | 0.70 | 0.56 | 0.24 | 0.39 | 0.70 | 0.32 | 0.49 | 0.24 | 0.51 | 0.15 | 1.00 | 0.16 | 0.36 | 0.21 | 0.23 | 0.28 | 0.48 | 0.35 | 0.27 | 0.31 | 0.14 | 0.28 | 0.30 | 0.23 | 0.29 | 0.35 | 0.23 | 0.34 | 0.29 | 0.27 | 0.28 | 0.32 |
| QCOM | 0.10 | 0.30 | 0.15 | 0.26 | 0.12 | 0.22 | 0.06 | 0.27 | 0.09 | 0.23 | 0.16 | 0.19 | 0.31 | 0.18 | 0.17 | 0.27 | 0.19 | 0.32 | 0.20 | 0.66 | 0.16 | 1.00 | 0.29 | 0.41 | 0.57 | 0.28 | 0.19 | 0.43 | 0.57 | 0.53 | 0.43 | 0.40 | 0.40 | 0.70 | 0.35 | 0.41 | 0.43 | 0.41 | 0.44 | 0.45 | 0.50 | 0.49 |
| VICI | 0.12 | 0.26 | 0.31 | 0.29 | 0.24 | 0.23 | 0.34 | 0.30 | 0.34 | 0.24 | 0.32 | 0.40 | 0.28 | 0.22 | 0.35 | 0.27 | 0.26 | 0.39 | 0.57 | 0.28 | 0.36 | 0.29 | 1.00 | 0.32 | 0.28 | 0.35 | 0.36 | 0.34 | 0.27 | 0.32 | 0.33 | 0.36 | 0.38 | 0.33 | 0.37 | 0.34 | 0.43 | 0.39 | 0.36 | 0.36 | 0.41 | 0.40 |
| VUSA.AS | 0.09 | 0.53 | 0.22 | 0.28 | 0.17 | 0.27 | 0.12 | 0.30 | 0.13 | 0.27 | 0.19 | 0.22 | 0.28 | 0.24 | 0.21 | 0.27 | 0.20 | 0.37 | 0.21 | 0.44 | 0.21 | 0.41 | 0.32 | 1.00 | 0.42 | 0.35 | 0.26 | 0.43 | 0.44 | 0.47 | 0.44 | 0.38 | 0.39 | 0.43 | 0.38 | 0.40 | 0.47 | 0.39 | 0.44 | 0.46 | 0.51 | 0.52 |
| AAPL | 0.08 | 0.23 | 0.17 | 0.23 | 0.15 | 0.24 | 0.14 | 0.24 | 0.16 | 0.30 | 0.20 | 0.29 | 0.30 | 0.23 | 0.25 | 0.31 | 0.25 | 0.35 | 0.24 | 0.56 | 0.23 | 0.57 | 0.28 | 0.42 | 1.00 | 0.28 | 0.26 | 0.53 | 0.67 | 0.56 | 0.34 | 0.40 | 0.40 | 0.57 | 0.35 | 0.39 | 0.39 | 0.42 | 0.50 | 0.51 | 0.48 | 0.47 |
| GD | 0.21 | 0.24 | 0.34 | 0.43 | 0.29 | 0.29 | 0.30 | 0.45 | 0.31 | 0.35 | 0.33 | 0.20 | 0.29 | 0.32 | 0.29 | 0.31 | 0.30 | 0.39 | 0.30 | 0.31 | 0.28 | 0.28 | 0.35 | 0.35 | 0.28 | 1.00 | 0.40 | 0.30 | 0.30 | 0.30 | 0.53 | 0.38 | 0.36 | 0.33 | 0.50 | 0.42 | 0.51 | 0.39 | 0.41 | 0.42 | 0.47 | 0.47 |
| KO | 0.22 | 0.19 | 0.46 | 0.25 | 0.43 | 0.36 | 0.53 | 0.25 | 0.50 | 0.34 | 0.42 | 0.42 | 0.27 | 0.47 | 0.46 | 0.35 | 0.62 | 0.30 | 0.48 | 0.21 | 0.48 | 0.19 | 0.36 | 0.26 | 0.26 | 0.40 | 1.00 | 0.31 | 0.30 | 0.27 | 0.30 | 0.35 | 0.32 | 0.27 | 0.39 | 0.44 | 0.36 | 0.35 | 0.40 | 0.40 | 0.34 | 0.37 |
| MSCI | 0.09 | 0.21 | 0.13 | 0.19 | 0.17 | 0.28 | 0.20 | 0.23 | 0.21 | 0.31 | 0.30 | 0.35 | 0.34 | 0.25 | 0.30 | 0.33 | 0.27 | 0.34 | 0.28 | 0.48 | 0.35 | 0.43 | 0.34 | 0.43 | 0.53 | 0.30 | 0.31 | 1.00 | 0.59 | 0.62 | 0.31 | 0.38 | 0.44 | 0.50 | 0.38 | 0.45 | 0.41 | 0.46 | 0.55 | 0.57 | 0.55 | 0.56 |
| MSFT | 0.11 | 0.20 | 0.14 | 0.17 | 0.16 | 0.27 | 0.14 | 0.21 | 0.16 | 0.32 | 0.24 | 0.32 | 0.29 | 0.27 | 0.28 | 0.34 | 0.30 | 0.34 | 0.25 | 0.58 | 0.27 | 0.57 | 0.27 | 0.44 | 0.67 | 0.30 | 0.30 | 0.59 | 1.00 | 0.69 | 0.32 | 0.38 | 0.42 | 0.59 | 0.38 | 0.41 | 0.41 | 0.45 | 0.59 | 0.60 | 0.52 | 0.52 |
| INTU | 0.09 | 0.21 | 0.13 | 0.19 | 0.16 | 0.27 | 0.14 | 0.21 | 0.16 | 0.29 | 0.26 | 0.34 | 0.35 | 0.24 | 0.28 | 0.33 | 0.25 | 0.36 | 0.28 | 0.53 | 0.31 | 0.53 | 0.32 | 0.47 | 0.56 | 0.30 | 0.27 | 0.62 | 0.69 | 1.00 | 0.33 | 0.39 | 0.45 | 0.56 | 0.36 | 0.41 | 0.44 | 0.47 | 0.57 | 0.60 | 0.54 | 0.53 |
| CAT | 0.17 | 0.41 | 0.33 | 0.57 | 0.27 | 0.30 | 0.15 | 0.57 | 0.15 | 0.29 | 0.18 | 0.16 | 0.34 | 0.27 | 0.14 | 0.32 | 0.20 | 0.40 | 0.23 | 0.42 | 0.14 | 0.43 | 0.33 | 0.44 | 0.34 | 0.53 | 0.30 | 0.31 | 0.32 | 0.33 | 1.00 | 0.47 | 0.44 | 0.48 | 0.57 | 0.50 | 0.58 | 0.42 | 0.43 | 0.44 | 0.56 | 0.57 |
| UPS | 0.23 | 0.28 | 0.29 | 0.32 | 0.29 | 0.31 | 0.23 | 0.32 | 0.23 | 0.31 | 0.26 | 0.30 | 0.43 | 0.31 | 0.29 | 0.33 | 0.33 | 0.34 | 0.30 | 0.38 | 0.28 | 0.40 | 0.36 | 0.38 | 0.40 | 0.38 | 0.35 | 0.38 | 0.38 | 0.39 | 0.47 | 1.00 | 0.46 | 0.45 | 0.52 | 0.46 | 0.44 | 0.50 | 0.40 | 0.41 | 0.55 | 0.52 |
| LOW | 0.22 | 0.28 | 0.30 | 0.28 | 0.28 | 0.27 | 0.22 | 0.29 | 0.22 | 0.32 | 0.31 | 0.29 | 0.49 | 0.29 | 0.29 | 0.32 | 0.31 | 0.36 | 0.31 | 0.40 | 0.30 | 0.40 | 0.38 | 0.39 | 0.40 | 0.36 | 0.32 | 0.44 | 0.42 | 0.45 | 0.44 | 0.46 | 1.00 | 0.46 | 0.46 | 0.43 | 0.44 | 0.81 | 0.43 | 0.43 | 0.53 | 0.53 |
| TXN | 0.12 | 0.30 | 0.20 | 0.29 | 0.20 | 0.27 | 0.13 | 0.32 | 0.16 | 0.29 | 0.22 | 0.27 | 0.37 | 0.27 | 0.24 | 0.35 | 0.26 | 0.36 | 0.26 | 0.68 | 0.23 | 0.70 | 0.33 | 0.43 | 0.57 | 0.33 | 0.27 | 0.50 | 0.59 | 0.56 | 0.48 | 0.45 | 0.46 | 1.00 | 0.45 | 0.48 | 0.48 | 0.50 | 0.52 | 0.53 | 0.58 | 0.56 |
| UNP | 0.21 | 0.28 | 0.35 | 0.40 | 0.31 | 0.29 | 0.28 | 0.43 | 0.28 | 0.36 | 0.31 | 0.28 | 0.37 | 0.35 | 0.27 | 0.33 | 0.32 | 0.36 | 0.32 | 0.37 | 0.29 | 0.35 | 0.37 | 0.38 | 0.35 | 0.50 | 0.39 | 0.38 | 0.38 | 0.36 | 0.57 | 0.52 | 0.46 | 0.45 | 1.00 | 0.49 | 0.50 | 0.47 | 0.46 | 0.47 | 0.54 | 0.57 |
| APD | 0.16 | 0.29 | 0.32 | 0.33 | 0.33 | 0.30 | 0.32 | 0.35 | 0.32 | 0.31 | 0.31 | 0.32 | 0.35 | 0.35 | 0.33 | 0.33 | 0.39 | 0.35 | 0.35 | 0.39 | 0.35 | 0.41 | 0.34 | 0.40 | 0.39 | 0.42 | 0.44 | 0.45 | 0.41 | 0.41 | 0.50 | 0.46 | 0.43 | 0.48 | 0.49 | 1.00 | 0.46 | 0.45 | 0.47 | 0.48 | 0.50 | 0.54 |
| AXP | 0.11 | 0.36 | 0.32 | 0.45 | 0.29 | 0.27 | 0.19 | 0.46 | 0.20 | 0.33 | 0.24 | 0.22 | 0.35 | 0.27 | 0.22 | 0.29 | 0.24 | 0.47 | 0.33 | 0.41 | 0.23 | 0.43 | 0.43 | 0.47 | 0.39 | 0.51 | 0.36 | 0.41 | 0.41 | 0.44 | 0.58 | 0.44 | 0.44 | 0.48 | 0.50 | 0.46 | 1.00 | 0.44 | 0.57 | 0.58 | 0.60 | 0.62 |
| HD | 0.23 | 0.24 | 0.27 | 0.26 | 0.30 | 0.30 | 0.26 | 0.28 | 0.26 | 0.33 | 0.33 | 0.35 | 0.51 | 0.31 | 0.32 | 0.33 | 0.36 | 0.36 | 0.35 | 0.40 | 0.34 | 0.41 | 0.39 | 0.39 | 0.42 | 0.39 | 0.35 | 0.46 | 0.45 | 0.47 | 0.42 | 0.50 | 0.81 | 0.50 | 0.47 | 0.45 | 0.44 | 1.00 | 0.46 | 0.46 | 0.53 | 0.55 |
| V | 0.10 | 0.28 | 0.24 | 0.32 | 0.25 | 0.33 | 0.22 | 0.33 | 0.24 | 0.36 | 0.28 | 0.32 | 0.30 | 0.34 | 0.28 | 0.32 | 0.33 | 0.36 | 0.35 | 0.43 | 0.29 | 0.44 | 0.36 | 0.44 | 0.50 | 0.41 | 0.40 | 0.55 | 0.59 | 0.57 | 0.43 | 0.40 | 0.43 | 0.52 | 0.46 | 0.47 | 0.57 | 0.46 | 1.00 | 0.87 | 0.51 | 0.54 |
| MA | 0.07 | 0.31 | 0.24 | 0.32 | 0.23 | 0.32 | 0.21 | 0.33 | 0.24 | 0.35 | 0.25 | 0.30 | 0.31 | 0.32 | 0.28 | 0.30 | 0.33 | 0.37 | 0.33 | 0.46 | 0.27 | 0.45 | 0.36 | 0.46 | 0.51 | 0.42 | 0.40 | 0.57 | 0.60 | 0.60 | 0.44 | 0.41 | 0.43 | 0.53 | 0.47 | 0.48 | 0.58 | 0.46 | 0.87 | 1.00 | 0.54 | 0.56 |
| TROW | 0.17 | 0.37 | 0.30 | 0.37 | 0.27 | 0.28 | 0.20 | 0.39 | 0.22 | 0.31 | 0.29 | 0.30 | 0.42 | 0.32 | 0.27 | 0.38 | 0.27 | 0.47 | 0.32 | 0.49 | 0.28 | 0.50 | 0.41 | 0.51 | 0.48 | 0.47 | 0.34 | 0.55 | 0.52 | 0.54 | 0.56 | 0.55 | 0.53 | 0.58 | 0.54 | 0.50 | 0.60 | 0.53 | 0.51 | 0.54 | 1.00 | 0.75 |
| BLK | 0.15 | 0.37 | 0.30 | 0.38 | 0.28 | 0.31 | 0.23 | 0.39 | 0.22 | 0.35 | 0.31 | 0.32 | 0.41 | 0.35 | 0.30 | 0.38 | 0.30 | 0.45 | 0.32 | 0.48 | 0.32 | 0.49 | 0.40 | 0.52 | 0.47 | 0.47 | 0.37 | 0.56 | 0.52 | 0.53 | 0.57 | 0.52 | 0.53 | 0.56 | 0.57 | 0.54 | 0.62 | 0.55 | 0.54 | 0.56 | 0.75 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 19 окт. 2017 г.