Pegaz
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
VOO | 40% | |
AAPL Apple Inc. | Technology | 5% |
MSFT | 4% | |
KO The Coca-Cola Company | Consumer Defensive | 2% |
TGT | 2% | |
HD The Home Depot, Inc. | Consumer Cyclical | 2% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 2% |
JNJ Johnson & Johnson | Healthcare | 2% |
O | 2% | |
UNP | 2% | |
AVGO Broadcom Inc. | Technology | 2% |
V | 2% | |
XOM | 2% | |
CVX Chevron Corporation | Energy | 2% |
CP Canadian Pacific Railway Limited | Industrials | 2% |
MA Mastercard Inc | Financial Services | 1.5% |
MO Altria Group, Inc. | Consumer Defensive | 1% |
PG | 1% | |
COST Costco Wholesale Corporation | Consumer Defensive | 1% |
PEP | 1% | |
CL Colgate-Palmolive Company | Consumer Defensive | 1% |
VOW3.DE | 1% | |
ABBV AbbVie Inc. | Healthcare | 1% |
STAG | 1% | |
CAT Caterpillar Inc. | Industrials | 1% |
WM | 1% | |
UPS | 1% | |
GD General Dynamics Corporation | 1% | |
NEE | 1% | |
DUK Duke Energy Corporation | Utilities | 1% |
SO | 1% | |
QCOM | 1% | |
TXN | 1% | |
SPGI | 1% | |
AXP American Express Company | Financial Services | 1% |
APD Air Products and Chemicals, Inc. | Basic Materials | 1% |
RIO | 1% | |
MCD McDonald's Corporation | Consumer Cyclical | 1% |
VICI | 1% | |
UNH | 1% | |
ABT Abbott Laboratories | Healthcare | 1% |
VZ | 0.5% |
Доходность
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
Доходность по периодам
Pegaz на 27 мая 2023 г. показал доходность в 7.06% с начала года и доходность в 14.51% в годовом выражении за последние 10 лет.
1 месяц | С начала года | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
Бенчмарк | 0.86% | 9.53% | 6.09% | 1.14% | 8.86% | 9.03% |
Pegaz | -0.66% | 7.06% | 5.14% | 3.26% | 14.34% | 14.51% |
Активы портфеля: | ||||||
KO The Coca-Cola Company | -6.06% | -4.54% | -2.47% | -4.08% | 10.10% | 7.90% |
MO Altria Group, Inc. | -6.10% | -0.33% | 2.99% | -10.96% | 2.56% | 0.23% |
TGT | -11.33% | -5.56% | -14.89% | -14.73% | 15.84% | 18.65% |
PG | -7.02% | -2.86% | 0.43% | 0.35% | 16.82% | 11.13% |
COST Costco Wholesale Corporation | 1.01% | 11.54% | -4.09% | 8.55% | 21.58% | 24.23% |
PEP | -3.83% | 2.30% | 1.13% | 9.75% | 15.44% | 12.07% |
CL Colgate-Palmolive Company | -4.50% | -2.04% | 1.05% | -0.88% | 5.82% | 2.84% |
VOW3.DE | 1.23% | 10.74% | 14.71% | -1.81% | -0.61% | 1.88% |
HD The Home Depot, Inc. | -2.57% | -6.62% | -6.96% | -2.56% | 11.61% | 13.24% |
LOW Lowe's Companies, Inc. | -0.63% | 4.71% | -0.20% | 5.67% | 17.87% | 19.92% |
JNJ Johnson & Johnson | -5.00% | -11.33% | -11.67% | -12.36% | 7.64% | 4.38% |
ABBV AbbVie Inc. | -8.97% | -13.28% | -11.54% | -4.74% | 10.76% | 11.22% |
VZ | -9.86% | -8.28% | -5.50% | -27.61% | -1.78% | -1.20% |
O | -6.65% | -6.05% | -2.71% | -11.42% | 6.78% | 5.70% |
STAG | 1.18% | 7.61% | 11.65% | 7.37% | 9.68% | 8.29% |
UNP | -1.33% | -6.12% | -6.20% | -11.60% | 7.73% | 12.53% |
CAT Caterpillar Inc. | -3.20% | -10.68% | -7.89% | -0.11% | 8.84% | 11.37% |
WM | -2.87% | 3.29% | -1.17% | 1.83% | 15.66% | 15.78% |
UPS | -3.67% | 0.52% | -2.87% | -2.65% | 11.15% | 10.10% |
GD General Dynamics Corporation | -6.00% | -16.35% | -17.15% | -7.33% | 2.51% | 1.84% |
NEE | -2.92% | -10.44% | -10.58% | -2.34% | 14.65% | 14.81% |
DUK Duke Energy Corporation | -9.38% | -12.10% | -8.20% | -19.31% | 7.02% | 4.59% |
SO | -4.65% | -0.77% | 7.62% | -5.04% | 13.60% | 10.14% |
QCOM | -5.52% | 0.99% | -6.53% | -19.18% | 16.10% | 17.05% |
TXN | 6.25% | 8.29% | 3.42% | 2.00% | 12.26% | 14.75% |
AVGO Broadcom Inc. | 29.73% | 46.40% | 58.06% | 43.87% | 30.36% | 27.46% |
MSFT | 8.58% | 39.46% | 38.34% | 23.01% | 28.16% | 30.46% |
AAPL Apple Inc. | 3.53% | 35.41% | 21.99% | 17.93% | 30.59% | 30.71% |
SPGI | -0.24% | 8.27% | 3.31% | 1.02% | 13.28% | 16.15% |
V | -3.13% | 8.73% | 6.93% | 6.54% | 11.94% | 14.45% |
MA Mastercard Inc | -1.49% | 8.01% | 8.99% | 5.30% | 14.58% | 18.43% |
AXP American Express Company | -2.54% | 7.19% | 4.97% | -5.91% | 11.00% | 11.28% |
APD Air Products and Chemicals, Inc. | -6.97% | -10.61% | -9.02% | 12.04% | 13.22% | 13.17% |
RIO | -4.49% | -11.37% | -3.22% | -9.88% | 11.15% | 13.77% |
XOM | -10.53% | -3.27% | -2.84% | 11.31% | 10.53% | 9.61% |
CVX Chevron Corporation | -7.71% | -12.55% | -12.00% | -10.47% | 8.71% | 9.35% |
MCD McDonald's Corporation | -3.28% | 9.17% | 6.02% | 16.13% | 14.38% | 12.49% |
VICI | -10.05% | -4.59% | -5.89% | 3.79% | 14.39% | 14.40% |
UNH | -2.15% | -8.85% | -8.93% | -3.77% | 15.78% | 17.65% |
ABT Abbott Laboratories | -6.88% | -5.41% | -1.46% | -10.18% | 12.17% | 13.05% |
CP Canadian Pacific Railway Limited | -2.27% | 3.49% | -3.84% | 9.01% | 16.91% | 16.51% |
VOO | 1.00% | 10.28% | 6.97% | 2.84% | 10.70% | 10.90% |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
VOW3.DE | RIO | MO | ABBV | DUK | VZ | SO | XOM | CVX | TGT | NEE | VICI | O | JNJ | UNH | CL | QCOM | MCD | PG | AVGO | COST | UPS | AAPL | PEP | CP | CAT | STAG | GD | LOW | ABT | WM | KO | UNP | MSFT | TXN | HD | AXP | SPGI | APD | MA | V | VOO | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOW3.DE | 1.00 | 0.35 | 0.22 | 0.17 | 0.04 | 0.15 | 0.07 | 0.32 | 0.31 | 0.22 | 0.07 | 0.26 | 0.14 | 0.16 | 0.19 | 0.10 | 0.31 | 0.17 | 0.12 | 0.33 | 0.16 | 0.28 | 0.25 | 0.13 | 0.31 | 0.42 | 0.20 | 0.28 | 0.30 | 0.20 | 0.16 | 0.21 | 0.30 | 0.22 | 0.32 | 0.25 | 0.39 | 0.24 | 0.32 | 0.34 | 0.32 | 0.40 |
RIO | 0.35 | 1.00 | 0.27 | 0.24 | 0.12 | 0.20 | 0.09 | 0.50 | 0.50 | 0.27 | 0.12 | 0.26 | 0.18 | 0.22 | 0.25 | 0.15 | 0.36 | 0.22 | 0.16 | 0.37 | 0.21 | 0.32 | 0.35 | 0.17 | 0.40 | 0.55 | 0.24 | 0.37 | 0.28 | 0.27 | 0.22 | 0.24 | 0.42 | 0.33 | 0.41 | 0.28 | 0.42 | 0.29 | 0.42 | 0.36 | 0.37 | 0.49 |
MO | 0.22 | 0.27 | 1.00 | 0.30 | 0.34 | 0.39 | 0.33 | 0.35 | 0.34 | 0.27 | 0.25 | 0.29 | 0.32 | 0.35 | 0.29 | 0.40 | 0.19 | 0.30 | 0.41 | 0.21 | 0.25 | 0.29 | 0.19 | 0.42 | 0.30 | 0.36 | 0.30 | 0.37 | 0.30 | 0.25 | 0.34 | 0.46 | 0.36 | 0.17 | 0.22 | 0.28 | 0.33 | 0.22 | 0.34 | 0.24 | 0.23 | 0.36 |
ABBV | 0.17 | 0.24 | 0.30 | 1.00 | 0.25 | 0.31 | 0.22 | 0.29 | 0.30 | 0.25 | 0.20 | 0.23 | 0.25 | 0.46 | 0.41 | 0.34 | 0.27 | 0.28 | 0.35 | 0.28 | 0.27 | 0.31 | 0.29 | 0.36 | 0.28 | 0.32 | 0.28 | 0.32 | 0.28 | 0.44 | 0.35 | 0.35 | 0.31 | 0.33 | 0.33 | 0.31 | 0.29 | 0.29 | 0.34 | 0.34 | 0.35 | 0.44 |
DUK | 0.04 | 0.12 | 0.34 | 0.25 | 1.00 | 0.45 | 0.78 | 0.17 | 0.18 | 0.19 | 0.68 | 0.31 | 0.50 | 0.39 | 0.29 | 0.51 | 0.11 | 0.39 | 0.50 | 0.13 | 0.30 | 0.23 | 0.18 | 0.55 | 0.26 | 0.17 | 0.46 | 0.32 | 0.22 | 0.31 | 0.48 | 0.54 | 0.27 | 0.19 | 0.15 | 0.27 | 0.22 | 0.26 | 0.32 | 0.23 | 0.23 | 0.30 |
VZ | 0.15 | 0.20 | 0.39 | 0.31 | 0.45 | 1.00 | 0.43 | 0.27 | 0.28 | 0.27 | 0.36 | 0.24 | 0.35 | 0.42 | 0.36 | 0.43 | 0.15 | 0.34 | 0.46 | 0.17 | 0.30 | 0.29 | 0.18 | 0.43 | 0.29 | 0.30 | 0.33 | 0.34 | 0.28 | 0.32 | 0.39 | 0.45 | 0.32 | 0.21 | 0.23 | 0.31 | 0.32 | 0.27 | 0.35 | 0.25 | 0.27 | 0.37 |
SO | 0.07 | 0.09 | 0.33 | 0.22 | 0.78 | 0.43 | 1.00 | 0.18 | 0.19 | 0.19 | 0.68 | 0.32 | 0.50 | 0.39 | 0.29 | 0.49 | 0.13 | 0.38 | 0.48 | 0.17 | 0.29 | 0.22 | 0.19 | 0.51 | 0.27 | 0.18 | 0.46 | 0.34 | 0.23 | 0.29 | 0.48 | 0.51 | 0.28 | 0.22 | 0.19 | 0.28 | 0.23 | 0.28 | 0.32 | 0.26 | 0.26 | 0.33 |
XOM | 0.32 | 0.50 | 0.35 | 0.29 | 0.17 | 0.27 | 0.18 | 1.00 | 0.85 | 0.26 | 0.12 | 0.31 | 0.22 | 0.24 | 0.30 | 0.15 | 0.32 | 0.24 | 0.15 | 0.32 | 0.21 | 0.34 | 0.28 | 0.19 | 0.39 | 0.61 | 0.22 | 0.46 | 0.30 | 0.19 | 0.26 | 0.28 | 0.44 | 0.23 | 0.34 | 0.27 | 0.50 | 0.26 | 0.36 | 0.36 | 0.35 | 0.49 |
CVX | 0.31 | 0.50 | 0.34 | 0.30 | 0.18 | 0.28 | 0.19 | 0.85 | 1.00 | 0.29 | 0.14 | 0.32 | 0.23 | 0.25 | 0.32 | 0.16 | 0.32 | 0.27 | 0.15 | 0.36 | 0.23 | 0.33 | 0.29 | 0.18 | 0.41 | 0.60 | 0.24 | 0.48 | 0.30 | 0.23 | 0.29 | 0.29 | 0.46 | 0.27 | 0.37 | 0.29 | 0.50 | 0.29 | 0.38 | 0.37 | 0.37 | 0.51 |
TGT | 0.22 | 0.27 | 0.27 | 0.25 | 0.19 | 0.27 | 0.19 | 0.26 | 0.29 | 1.00 | 0.24 | 0.28 | 0.26 | 0.27 | 0.30 | 0.27 | 0.36 | 0.28 | 0.29 | 0.36 | 0.50 | 0.42 | 0.36 | 0.30 | 0.35 | 0.34 | 0.32 | 0.32 | 0.51 | 0.34 | 0.36 | 0.29 | 0.38 | 0.36 | 0.41 | 0.54 | 0.37 | 0.37 | 0.36 | 0.34 | 0.33 | 0.51 |
NEE | 0.07 | 0.12 | 0.25 | 0.20 | 0.68 | 0.36 | 0.68 | 0.12 | 0.14 | 0.24 | 1.00 | 0.33 | 0.48 | 0.36 | 0.29 | 0.44 | 0.21 | 0.38 | 0.47 | 0.23 | 0.36 | 0.29 | 0.30 | 0.50 | 0.31 | 0.14 | 0.48 | 0.32 | 0.28 | 0.38 | 0.49 | 0.47 | 0.27 | 0.36 | 0.25 | 0.33 | 0.24 | 0.38 | 0.34 | 0.31 | 0.31 | 0.42 |
VICI | 0.26 | 0.26 | 0.29 | 0.23 | 0.31 | 0.24 | 0.32 | 0.31 | 0.32 | 0.28 | 0.33 | 1.00 | 0.55 | 0.19 | 0.26 | 0.25 | 0.33 | 0.34 | 0.26 | 0.33 | 0.29 | 0.36 | 0.32 | 0.30 | 0.34 | 0.34 | 0.53 | 0.37 | 0.37 | 0.27 | 0.34 | 0.36 | 0.36 | 0.32 | 0.34 | 0.38 | 0.45 | 0.34 | 0.35 | 0.38 | 0.38 | 0.50 |
O | 0.14 | 0.18 | 0.32 | 0.25 | 0.50 | 0.35 | 0.50 | 0.22 | 0.23 | 0.26 | 0.48 | 0.55 | 1.00 | 0.30 | 0.26 | 0.39 | 0.24 | 0.38 | 0.39 | 0.26 | 0.33 | 0.30 | 0.28 | 0.43 | 0.31 | 0.25 | 0.69 | 0.33 | 0.31 | 0.31 | 0.45 | 0.49 | 0.32 | 0.32 | 0.28 | 0.36 | 0.36 | 0.35 | 0.36 | 0.36 | 0.38 | 0.44 |
JNJ | 0.16 | 0.22 | 0.35 | 0.46 | 0.39 | 0.42 | 0.39 | 0.24 | 0.25 | 0.27 | 0.36 | 0.19 | 0.30 | 1.00 | 0.45 | 0.47 | 0.24 | 0.37 | 0.51 | 0.25 | 0.37 | 0.31 | 0.29 | 0.50 | 0.31 | 0.31 | 0.33 | 0.36 | 0.31 | 0.50 | 0.44 | 0.48 | 0.34 | 0.34 | 0.31 | 0.34 | 0.30 | 0.35 | 0.38 | 0.35 | 0.37 | 0.44 |
UNH | 0.19 | 0.25 | 0.29 | 0.41 | 0.29 | 0.36 | 0.29 | 0.30 | 0.32 | 0.30 | 0.29 | 0.26 | 0.26 | 0.45 | 1.00 | 0.34 | 0.30 | 0.34 | 0.37 | 0.30 | 0.38 | 0.35 | 0.36 | 0.38 | 0.35 | 0.36 | 0.34 | 0.39 | 0.36 | 0.45 | 0.43 | 0.36 | 0.40 | 0.40 | 0.35 | 0.39 | 0.38 | 0.43 | 0.38 | 0.39 | 0.41 | 0.51 |
CL | 0.10 | 0.15 | 0.40 | 0.34 | 0.51 | 0.43 | 0.49 | 0.15 | 0.16 | 0.27 | 0.44 | 0.25 | 0.39 | 0.47 | 0.34 | 1.00 | 0.21 | 0.42 | 0.76 | 0.21 | 0.39 | 0.31 | 0.25 | 0.66 | 0.32 | 0.25 | 0.41 | 0.34 | 0.32 | 0.41 | 0.49 | 0.60 | 0.34 | 0.30 | 0.26 | 0.37 | 0.25 | 0.34 | 0.41 | 0.30 | 0.32 | 0.39 |
QCOM | 0.31 | 0.36 | 0.19 | 0.27 | 0.11 | 0.15 | 0.13 | 0.32 | 0.32 | 0.36 | 0.21 | 0.33 | 0.24 | 0.24 | 0.30 | 0.21 | 1.00 | 0.32 | 0.25 | 0.68 | 0.44 | 0.43 | 0.62 | 0.28 | 0.39 | 0.43 | 0.33 | 0.32 | 0.44 | 0.42 | 0.27 | 0.25 | 0.39 | 0.61 | 0.70 | 0.45 | 0.46 | 0.46 | 0.45 | 0.51 | 0.51 | 0.68 |
MCD | 0.17 | 0.22 | 0.30 | 0.28 | 0.39 | 0.34 | 0.38 | 0.24 | 0.27 | 0.28 | 0.38 | 0.34 | 0.38 | 0.37 | 0.34 | 0.42 | 0.32 | 1.00 | 0.42 | 0.36 | 0.38 | 0.36 | 0.36 | 0.48 | 0.37 | 0.32 | 0.41 | 0.40 | 0.38 | 0.40 | 0.48 | 0.52 | 0.38 | 0.40 | 0.37 | 0.41 | 0.40 | 0.42 | 0.41 | 0.43 | 0.44 | 0.51 |
PG | 0.12 | 0.16 | 0.41 | 0.35 | 0.50 | 0.46 | 0.48 | 0.15 | 0.15 | 0.29 | 0.47 | 0.26 | 0.39 | 0.51 | 0.37 | 0.76 | 0.25 | 0.42 | 1.00 | 0.25 | 0.43 | 0.36 | 0.30 | 0.67 | 0.33 | 0.24 | 0.42 | 0.33 | 0.34 | 0.42 | 0.49 | 0.63 | 0.34 | 0.35 | 0.30 | 0.39 | 0.28 | 0.37 | 0.41 | 0.34 | 0.35 | 0.43 |
AVGO | 0.33 | 0.37 | 0.21 | 0.28 | 0.13 | 0.17 | 0.17 | 0.32 | 0.36 | 0.36 | 0.23 | 0.33 | 0.26 | 0.25 | 0.30 | 0.21 | 0.68 | 0.36 | 0.25 | 1.00 | 0.42 | 0.44 | 0.61 | 0.30 | 0.41 | 0.44 | 0.37 | 0.36 | 0.44 | 0.45 | 0.28 | 0.29 | 0.44 | 0.59 | 0.73 | 0.44 | 0.45 | 0.49 | 0.45 | 0.51 | 0.49 | 0.69 |
COST | 0.16 | 0.21 | 0.25 | 0.27 | 0.30 | 0.30 | 0.29 | 0.21 | 0.23 | 0.50 | 0.36 | 0.29 | 0.33 | 0.37 | 0.38 | 0.39 | 0.44 | 0.38 | 0.43 | 0.42 | 1.00 | 0.45 | 0.49 | 0.45 | 0.36 | 0.30 | 0.40 | 0.35 | 0.47 | 0.44 | 0.43 | 0.40 | 0.39 | 0.53 | 0.48 | 0.55 | 0.36 | 0.49 | 0.42 | 0.42 | 0.44 | 0.60 |
UPS | 0.28 | 0.32 | 0.29 | 0.31 | 0.23 | 0.29 | 0.22 | 0.34 | 0.33 | 0.42 | 0.29 | 0.36 | 0.30 | 0.31 | 0.35 | 0.31 | 0.43 | 0.36 | 0.36 | 0.44 | 0.45 | 1.00 | 0.45 | 0.34 | 0.43 | 0.48 | 0.38 | 0.42 | 0.47 | 0.42 | 0.41 | 0.37 | 0.53 | 0.44 | 0.47 | 0.51 | 0.47 | 0.45 | 0.48 | 0.44 | 0.43 | 0.61 |
AAPL | 0.25 | 0.35 | 0.19 | 0.29 | 0.18 | 0.18 | 0.19 | 0.28 | 0.29 | 0.36 | 0.30 | 0.32 | 0.28 | 0.29 | 0.36 | 0.25 | 0.62 | 0.36 | 0.30 | 0.61 | 0.49 | 0.45 | 1.00 | 0.35 | 0.43 | 0.36 | 0.41 | 0.31 | 0.43 | 0.47 | 0.34 | 0.29 | 0.40 | 0.71 | 0.62 | 0.46 | 0.43 | 0.53 | 0.44 | 0.57 | 0.55 | 0.75 |
PEP | 0.13 | 0.17 | 0.42 | 0.36 | 0.55 | 0.43 | 0.51 | 0.19 | 0.18 | 0.30 | 0.50 | 0.30 | 0.43 | 0.50 | 0.38 | 0.66 | 0.28 | 0.48 | 0.67 | 0.30 | 0.45 | 0.34 | 0.35 | 1.00 | 0.32 | 0.23 | 0.45 | 0.36 | 0.37 | 0.42 | 0.54 | 0.72 | 0.31 | 0.40 | 0.32 | 0.41 | 0.29 | 0.41 | 0.42 | 0.37 | 0.37 | 0.47 |
CP | 0.31 | 0.40 | 0.30 | 0.28 | 0.26 | 0.29 | 0.27 | 0.39 | 0.41 | 0.35 | 0.31 | 0.34 | 0.31 | 0.31 | 0.35 | 0.32 | 0.39 | 0.37 | 0.33 | 0.41 | 0.36 | 0.43 | 0.43 | 0.32 | 1.00 | 0.52 | 0.38 | 0.45 | 0.40 | 0.40 | 0.43 | 0.38 | 0.65 | 0.45 | 0.45 | 0.42 | 0.46 | 0.45 | 0.49 | 0.46 | 0.47 | 0.58 |
CAT | 0.42 | 0.55 | 0.36 | 0.32 | 0.17 | 0.30 | 0.18 | 0.61 | 0.60 | 0.34 | 0.14 | 0.34 | 0.25 | 0.31 | 0.36 | 0.25 | 0.43 | 0.32 | 0.24 | 0.44 | 0.30 | 0.48 | 0.36 | 0.23 | 0.52 | 1.00 | 0.32 | 0.57 | 0.43 | 0.33 | 0.36 | 0.35 | 0.61 | 0.34 | 0.49 | 0.42 | 0.60 | 0.39 | 0.54 | 0.47 | 0.46 | 0.62 |
STAG | 0.20 | 0.24 | 0.30 | 0.28 | 0.46 | 0.33 | 0.46 | 0.22 | 0.24 | 0.32 | 0.48 | 0.53 | 0.69 | 0.33 | 0.34 | 0.41 | 0.33 | 0.41 | 0.42 | 0.37 | 0.40 | 0.38 | 0.41 | 0.45 | 0.38 | 0.32 | 1.00 | 0.38 | 0.39 | 0.41 | 0.47 | 0.47 | 0.41 | 0.43 | 0.36 | 0.43 | 0.40 | 0.44 | 0.41 | 0.41 | 0.42 | 0.55 |
GD | 0.28 | 0.37 | 0.37 | 0.32 | 0.32 | 0.34 | 0.34 | 0.46 | 0.48 | 0.32 | 0.32 | 0.37 | 0.33 | 0.36 | 0.39 | 0.34 | 0.32 | 0.40 | 0.33 | 0.36 | 0.35 | 0.42 | 0.31 | 0.36 | 0.45 | 0.57 | 0.38 | 1.00 | 0.38 | 0.35 | 0.47 | 0.44 | 0.53 | 0.35 | 0.38 | 0.41 | 0.55 | 0.41 | 0.47 | 0.45 | 0.43 | 0.57 |
LOW | 0.30 | 0.28 | 0.30 | 0.28 | 0.22 | 0.28 | 0.23 | 0.30 | 0.30 | 0.51 | 0.28 | 0.37 | 0.31 | 0.31 | 0.36 | 0.32 | 0.44 | 0.38 | 0.34 | 0.44 | 0.47 | 0.47 | 0.43 | 0.37 | 0.40 | 0.43 | 0.39 | 0.38 | 1.00 | 0.41 | 0.39 | 0.34 | 0.46 | 0.47 | 0.47 | 0.81 | 0.46 | 0.49 | 0.45 | 0.45 | 0.45 | 0.61 |
ABT | 0.20 | 0.27 | 0.25 | 0.44 | 0.31 | 0.32 | 0.29 | 0.19 | 0.23 | 0.34 | 0.38 | 0.27 | 0.31 | 0.50 | 0.45 | 0.41 | 0.42 | 0.40 | 0.42 | 0.45 | 0.44 | 0.42 | 0.47 | 0.42 | 0.40 | 0.33 | 0.41 | 0.35 | 0.41 | 1.00 | 0.43 | 0.40 | 0.38 | 0.55 | 0.49 | 0.43 | 0.40 | 0.54 | 0.48 | 0.50 | 0.50 | 0.62 |
WM | 0.16 | 0.22 | 0.34 | 0.35 | 0.48 | 0.39 | 0.48 | 0.26 | 0.29 | 0.36 | 0.49 | 0.34 | 0.45 | 0.44 | 0.43 | 0.49 | 0.27 | 0.48 | 0.49 | 0.28 | 0.43 | 0.41 | 0.34 | 0.54 | 0.43 | 0.36 | 0.47 | 0.47 | 0.39 | 0.43 | 1.00 | 0.57 | 0.45 | 0.39 | 0.36 | 0.44 | 0.41 | 0.48 | 0.50 | 0.42 | 0.43 | 0.52 |
KO | 0.21 | 0.24 | 0.46 | 0.35 | 0.54 | 0.45 | 0.51 | 0.28 | 0.29 | 0.29 | 0.47 | 0.36 | 0.49 | 0.48 | 0.36 | 0.60 | 0.25 | 0.52 | 0.63 | 0.29 | 0.40 | 0.37 | 0.29 | 0.72 | 0.38 | 0.35 | 0.47 | 0.44 | 0.34 | 0.40 | 0.57 | 1.00 | 0.40 | 0.34 | 0.31 | 0.38 | 0.41 | 0.41 | 0.47 | 0.42 | 0.42 | 0.50 |
UNP | 0.30 | 0.42 | 0.36 | 0.31 | 0.27 | 0.32 | 0.28 | 0.44 | 0.46 | 0.38 | 0.27 | 0.36 | 0.32 | 0.34 | 0.40 | 0.34 | 0.39 | 0.38 | 0.34 | 0.44 | 0.39 | 0.53 | 0.40 | 0.31 | 0.65 | 0.61 | 0.41 | 0.53 | 0.46 | 0.38 | 0.45 | 0.40 | 1.00 | 0.43 | 0.48 | 0.47 | 0.53 | 0.48 | 0.53 | 0.49 | 0.48 | 0.63 |
MSFT | 0.22 | 0.33 | 0.17 | 0.33 | 0.19 | 0.21 | 0.22 | 0.23 | 0.27 | 0.36 | 0.36 | 0.32 | 0.32 | 0.34 | 0.40 | 0.30 | 0.61 | 0.40 | 0.35 | 0.59 | 0.53 | 0.44 | 0.71 | 0.40 | 0.45 | 0.34 | 0.43 | 0.35 | 0.47 | 0.55 | 0.39 | 0.34 | 0.43 | 1.00 | 0.64 | 0.51 | 0.44 | 0.62 | 0.48 | 0.65 | 0.65 | 0.79 |
TXN | 0.32 | 0.41 | 0.22 | 0.33 | 0.15 | 0.23 | 0.19 | 0.34 | 0.37 | 0.41 | 0.25 | 0.34 | 0.28 | 0.31 | 0.35 | 0.26 | 0.70 | 0.37 | 0.30 | 0.73 | 0.48 | 0.47 | 0.62 | 0.32 | 0.45 | 0.49 | 0.36 | 0.38 | 0.47 | 0.49 | 0.36 | 0.31 | 0.48 | 0.64 | 1.00 | 0.52 | 0.52 | 0.54 | 0.51 | 0.58 | 0.58 | 0.76 |
HD | 0.25 | 0.28 | 0.28 | 0.31 | 0.27 | 0.31 | 0.28 | 0.27 | 0.29 | 0.54 | 0.33 | 0.38 | 0.36 | 0.34 | 0.39 | 0.37 | 0.45 | 0.41 | 0.39 | 0.44 | 0.55 | 0.51 | 0.46 | 0.41 | 0.42 | 0.42 | 0.43 | 0.41 | 0.81 | 0.43 | 0.44 | 0.38 | 0.47 | 0.51 | 0.52 | 1.00 | 0.46 | 0.53 | 0.48 | 0.48 | 0.49 | 0.65 |
AXP | 0.39 | 0.42 | 0.33 | 0.29 | 0.22 | 0.32 | 0.23 | 0.50 | 0.50 | 0.37 | 0.24 | 0.45 | 0.36 | 0.30 | 0.38 | 0.25 | 0.46 | 0.40 | 0.28 | 0.45 | 0.36 | 0.47 | 0.43 | 0.29 | 0.46 | 0.60 | 0.40 | 0.55 | 0.46 | 0.40 | 0.41 | 0.41 | 0.53 | 0.44 | 0.52 | 0.46 | 1.00 | 0.50 | 0.51 | 0.61 | 0.61 | 0.70 |
SPGI | 0.24 | 0.29 | 0.22 | 0.29 | 0.26 | 0.27 | 0.28 | 0.26 | 0.29 | 0.37 | 0.38 | 0.34 | 0.35 | 0.35 | 0.43 | 0.34 | 0.46 | 0.42 | 0.37 | 0.49 | 0.49 | 0.45 | 0.53 | 0.41 | 0.45 | 0.39 | 0.44 | 0.41 | 0.49 | 0.54 | 0.48 | 0.41 | 0.48 | 0.62 | 0.54 | 0.53 | 0.50 | 1.00 | 0.53 | 0.62 | 0.63 | 0.70 |
APD | 0.32 | 0.42 | 0.34 | 0.34 | 0.32 | 0.35 | 0.32 | 0.36 | 0.38 | 0.36 | 0.34 | 0.35 | 0.36 | 0.38 | 0.38 | 0.41 | 0.45 | 0.41 | 0.41 | 0.45 | 0.42 | 0.48 | 0.44 | 0.42 | 0.49 | 0.54 | 0.41 | 0.47 | 0.45 | 0.48 | 0.50 | 0.47 | 0.53 | 0.48 | 0.51 | 0.48 | 0.51 | 0.53 | 1.00 | 0.54 | 0.53 | 0.65 |
MA | 0.34 | 0.36 | 0.24 | 0.34 | 0.23 | 0.25 | 0.26 | 0.36 | 0.37 | 0.34 | 0.31 | 0.38 | 0.36 | 0.35 | 0.39 | 0.30 | 0.51 | 0.43 | 0.34 | 0.51 | 0.42 | 0.44 | 0.57 | 0.37 | 0.46 | 0.47 | 0.41 | 0.45 | 0.45 | 0.50 | 0.42 | 0.42 | 0.49 | 0.65 | 0.58 | 0.48 | 0.61 | 0.62 | 0.54 | 1.00 | 0.89 | 0.74 |
V | 0.32 | 0.37 | 0.23 | 0.35 | 0.23 | 0.27 | 0.26 | 0.35 | 0.37 | 0.33 | 0.31 | 0.38 | 0.38 | 0.37 | 0.41 | 0.32 | 0.51 | 0.44 | 0.35 | 0.49 | 0.44 | 0.43 | 0.55 | 0.37 | 0.47 | 0.46 | 0.42 | 0.43 | 0.45 | 0.50 | 0.43 | 0.42 | 0.48 | 0.65 | 0.58 | 0.49 | 0.61 | 0.63 | 0.53 | 0.89 | 1.00 | 0.73 |
VOO | 0.40 | 0.49 | 0.36 | 0.44 | 0.30 | 0.37 | 0.33 | 0.49 | 0.51 | 0.51 | 0.42 | 0.50 | 0.44 | 0.44 | 0.51 | 0.39 | 0.68 | 0.51 | 0.43 | 0.69 | 0.60 | 0.61 | 0.75 | 0.47 | 0.58 | 0.62 | 0.55 | 0.57 | 0.61 | 0.62 | 0.52 | 0.50 | 0.63 | 0.79 | 0.76 | 0.65 | 0.70 | 0.70 | 0.65 | 0.74 | 0.73 | 1.00 |
Дивидендный доход
Дивидендная доходность Pegaz за предыдущие двенадцать месяцев составила 3.19%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Pegaz | 3.19% | 2.40% | 1.99% | 2.40% | 2.54% | 2.86% | 2.48% | 2.72% | 3.08% | 2.69% | 2.82% | 3.24% |
Активы портфеля: | ||||||||||||
KO The Coca-Cola Company | 3.68% | 2.79% | 2.94% | 3.20% | 3.20% | 3.76% | 3.81% | 4.12% | 3.87% | 3.76% | 3.64% | 3.88% |
MO Altria Group, Inc. | 10.36% | 8.22% | 8.21% | 9.85% | 8.53% | 8.41% | 5.19% | 5.26% | 5.85% | 6.63% | 8.21% | 9.75% |
TGT | 4.41% | 2.69% | 1.41% | 1.59% | 2.17% | 4.21% | 4.27% | 3.82% | 3.65% | 3.16% | 3.26% | 2.98% |
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% |
COST Costco Wholesale Corporation | 1.07% | 0.77% | 0.55% | 3.45% | 0.90% | 1.15% | 5.17% | 1.24% | 4.65% | 1.16% | 1.22% | 9.98% |
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% |
CL Colgate-Palmolive Company | 3.69% | 2.39% | 2.18% | 2.17% | 2.70% | 3.11% | 2.40% | 2.76% | 2.69% | 2.50% | 2.54% | 2.97% |
VOW3.DE | 29.54% | 24.56% | 3.61% | 4.30% | 3.85% | 4.12% | 1.83% | 0.19% | 5.45% | 3.37% | 2.73% | 2.85% |
HD The Home Depot, Inc. | 3.31% | 2.42% | 1.64% | 2.38% | 2.69% | 2.66% | 2.13% | 2.39% | 2.11% | 2.16% | 2.34% | 2.36% |
LOW Lowe's Companies, Inc. | 2.81% | 1.88% | 1.11% | 1.46% | 1.83% | 2.09% | 1.80% | 1.99% | 1.54% | 1.38% | 1.62% | 2.03% |
JNJ Johnson & Johnson | 4.39% | 2.56% | 2.55% | 2.70% | 2.82% | 3.09% | 2.75% | 3.25% | 3.51% | 3.32% | 3.66% | 4.56% |
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% |
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% |
O | 7.22% | 4.76% | 4.12% | 5.00% | 4.29% | 5.05% | 5.63% | 5.53% | 6.07% | 6.61% | 8.83% | 7.04% |
STAG | 5.69% | 4.58% | 3.20% | 5.06% | 5.24% | 6.92% | 6.59% | 7.87% | 10.67% | 8.11% | 9.58% | 10.28% |
UNP | 3.30% | 2.47% | 1.75% | 1.96% | 2.19% | 2.43% | 2.07% | 2.49% | 3.30% | 1.93% | 2.16% | 2.47% |
CAT Caterpillar Inc. | 3.31% | 1.95% | 2.14% | 2.39% | 2.78% | 2.89% | 2.25% | 3.91% | 5.31% | 3.61% | 2.47% | 3.69% |
WM | 2.05% | 1.67% | 1.41% | 1.92% | 1.90% | 2.25% | 2.17% | 2.60% | 3.33% | 3.48% | 4.00% | 5.36% |
UPS | 5.43% | 3.56% | 2.00% | 2.58% | 3.64% | 4.29% | 3.31% | 3.33% | 3.83% | 3.13% | 3.14% | 4.24% |
GD General Dynamics Corporation | 3.68% | 2.03% | 2.32% | 3.08% | 2.47% | 2.58% | 1.83% | 1.99% | 2.32% | 2.12% | 2.17% | 4.57% |
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% |
DUK Duke Energy Corporation | 6.75% | 3.94% | 3.94% | 4.60% | 4.73% | 5.06% | 5.22% | 5.67% | 6.21% | 5.38% | 6.67% | 7.39% |
SO | 5.87% | 3.86% | 4.05% | 4.57% | 4.45% | 6.53% | 6.08% | 6.01% | 6.40% | 6.19% | 7.49% | 7.26% |
QCOM | 3.33% | 2.68% | 1.51% | 1.77% | 3.02% | 4.75% | 4.05% | 3.82% | 4.64% | 2.78% | 2.30% | 2.09% |
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% |
AVGO Broadcom Inc. | 2.65% | 3.04% | 2.33% | 3.26% | 3.97% | 3.61% | 2.33% | 1.86% | 1.53% | 1.69% | 2.40% | 2.54% |
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% |
AAPL Apple Inc. | 0.79% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
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% |
V | 1.10% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
MA Mastercard Inc | 0.83% | 0.57% | 0.49% | 0.45% | 0.45% | 0.54% | 0.60% | 0.76% | 0.69% | 0.54% | 0.27% | 0.23% |
AXP American Express Company | 1.98% | 1.36% | 1.07% | 1.47% | 1.35% | 1.61% | 1.43% | 1.77% | 1.77% | 1.20% | 1.09% | 1.58% |
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% |
RIO | 15.89% | 10.82% | 16.54% | 6.61% | 14.80% | 9.83% | 7.34% | 6.86% | 14.23% | 8.59% | 6.28% | 5.82% |
XOM | 5.12% | 3.27% | 6.03% | 9.47% | 5.96% | 6.01% | 4.84% | 4.53% | 5.25% | 4.29% | 3.67% | 3.91% |
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% |
MCD McDonald's Corporation | 2.51% | 2.16% | 2.01% | 2.47% | 2.58% | 2.61% | 2.52% | 3.44% | 3.49% | 4.33% | 4.12% | 4.30% |
VICI | 6.19% | 4.69% | 4.87% | 5.49% | 5.42% | 6.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.67% | 1.21% | 1.13% | 1.42% | 1.48% | 1.48% | 1.41% | 1.63% | 1.78% | 1.58% | 1.61% | 1.73% |
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% |
CP Canadian Pacific Railway Limited | 0.93% | 0.78% | 1.68% | 3.92% | 1.01% | 1.17% | 1.03% | 1.09% | 0.95% | 0.74% | 1.02% | 1.53% |
VOO | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
Комиссия
Комиссия Pegaz составляет 0.01%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
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 | |
---|---|---|---|---|---|
KO The Coca-Cola Company | -0.20 | ||||
MO Altria Group, Inc. | -0.45 | ||||
TGT | N/A | ||||
PG | N/A | ||||
COST Costco Wholesale Corporation | 0.60 | ||||
PEP | N/A | ||||
CL Colgate-Palmolive Company | 0.05 | ||||
VOW3.DE | N/A | ||||
HD The Home Depot, Inc. | 0.09 | ||||
LOW Lowe's Companies, Inc. | 0.38 | ||||
JNJ Johnson & Johnson | -0.71 | ||||
ABBV AbbVie Inc. | -0.27 | ||||
VZ | N/A | ||||
O | N/A | ||||
STAG | N/A | ||||
UNP | N/A | ||||
CAT Caterpillar Inc. | 0.11 | ||||
WM | N/A | ||||
UPS | N/A | ||||
GD General Dynamics Corporation | -0.22 | ||||
NEE | N/A | ||||
DUK Duke Energy Corporation | -0.82 | ||||
SO | N/A | ||||
QCOM | N/A | ||||
TXN | N/A | ||||
AVGO Broadcom Inc. | 1.69 | ||||
MSFT | N/A | ||||
AAPL Apple Inc. | 0.81 | ||||
SPGI | N/A | ||||
V | N/A | ||||
MA Mastercard Inc | 0.37 | ||||
AXP American Express Company | -0.02 | ||||
APD Air Products and Chemicals, Inc. | 0.69 | ||||
RIO | N/A | ||||
XOM | N/A | ||||
CVX Chevron Corporation | -0.30 | ||||
MCD McDonald's Corporation | 1.18 | ||||
VICI | N/A | ||||
UNH | N/A | ||||
ABT Abbott Laboratories | -0.30 | ||||
CP Canadian Pacific Railway Limited | 0.51 | ||||
VOO | N/A |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Pegaz с января 2010 показал максимальную просадку в 34.01%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 94 торговые сессии.
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 |
---|---|---|---|---|---|---|
-34.01% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 94 | 3 авг. 2020 г. | 117 |
-19.2% | 5 янв. 2022 г. | 192 | 30 сент. 2022 г. | — | — | — |
-17.26% | 24 сент. 2018 г. | 66 | 24 дек. 2018 г. | 61 | 21 мар. 2019 г. | 127 |
-10.08% | 29 янв. 2018 г. | 9 | 8 февр. 2018 г. | 118 | 25 июл. 2018 г. | 127 |
-8.39% | 3 сент. 2020 г. | 15 | 23 сент. 2020 г. | 34 | 10 нояб. 2020 г. | 49 |
График волатильности
Текущая волатильность Pegaz составляет 3.64%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.