Pegaz
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Pegaz
Currency in USD · Последнее обновление 9 мая 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
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 | 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% |
Каждые 3 месяца
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 перебалансируется Каждые 3 месяца
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 | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Pegaz | -0.81% | 8.73% | -3.88% | 8.11% | 15.19% | N/A |
| Активы портфеля: | ||||||
KO The Coca-Cola Company | 15.15% | 4.02% | 13.48% | 16.62% | 12.14% | 9.11% |
MO | 17.59% | 8.71% | 17.08% | 47.47% | 19.12% | N/A |
TGT | -27.68% | 9.20% | -34.75% | -37.39% | -1.16% | N/A |
PG | -4.18% | 0.81% | -1.69% | -1.52% | 8.89% | N/A |
VOW3.DE | 20.07% | 18.19% | 20.05% | -4.50% | 3.67% | N/A |
HD The Home Depot, Inc. | -5.61% | 8.84% | -7.59% | 10.36% | 11.60% | 15.26% |
LOW | -8.16% | 6.60% | -14.89% | -1.45% | 16.08% | N/A |
JNJ Johnson & Johnson | 8.50% | 3.77% | 0.92% | 7.86% | 3.70% | 7.37% |
ABBV AbbVie Inc. | 6.39% | 6.62% | -5.71% | 19.87% | 21.49% | 15.79% |
VZ | 12.82% | 5.07% | 11.21% | 17.96% | 0.41% | N/A |
O | 7.85% | 8.12% | 2.64% | 8.55% | 6.75% | N/A |
UNP | -4.39% | 4.11% | -9.59% | -9.84% | 8.62% | N/A |
CAT Caterpillar Inc. | -9.84% | 18.95% | -19.88% | -4.33% | 25.49% | 16.86% |
UPS | -22.02% | 5.47% | -25.79% | -31.02% | 3.96% | N/A |
GD General Dynamics Corporation | 4.35% | 7.50% | -10.15% | -5.15% | 17.23% | 9.31% |
NEE | -3.92% | 6.57% | -7.07% | -3.58% | 5.91% | N/A |
DUK Duke Energy Corporation | 12.41% | 3.49% | 10.07% | 21.74% | 12.11% | 9.09% |
SO | 10.64% | 3.97% | 5.63% | 20.36% | 14.33% | N/A |
QCOM | -5.04% | 16.40% | -15.19% | -18.02% | 14.56% | N/A |
TXN | -10.25% | 14.41% | -22.64% | -7.31% | 10.35% | N/A |
AVGO Broadcom Inc. | -10.11% | 33.16% | 13.68% | 58.68% | 52.09% | 36.25% |
MSFT | 4.16% | 23.58% | 3.41% | 7.55% | 19.37% | N/A |
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 20.64% | 21.49% |
V | 11.33% | 13.95% | 15.28% | 27.67% | 14.10% | N/A |
AXP American Express Company | -3.88% | 22.59% | -0.54% | 21.43% | 26.84% | 15.25% |
APD Air Products and Chemicals, Inc. | -5.89% | 8.46% | -12.74% | 12.27% | 5.26% | 9.48% |
XOM | -0.51% | 5.26% | -10.94% | -5.60% | 23.18% | N/A |
CVX Chevron Corporation | -4.34% | 0.08% | -10.71% | -12.04% | 12.05% | 6.97% |
VICI | 9.58% | 7.38% | 4.95% | 14.07% | 18.56% | N/A |
UNH | -23.46% | -30.29% | -35.80% | -22.16% | 7.45% | N/A |
KR The Kroger Co. | 18.01% | 8.20% | 22.33% | 32.51% | 22.76% | 11.26% |
TROW | -16.92% | 15.44% | -20.93% | -12.91% | -0.11% | N/A |
AMGN Amgen Inc. | 5.22% | -2.93% | -14.12% | -8.78% | 6.04% | 8.48% |
MAIN | -7.37% | 7.89% | 6.41% | 12.78% | 22.96% | N/A |
MA | 8.03% | 18.36% | 9.85% | 25.44% | 15.20% | N/A |
INTU Intuit Inc. | 4.75% | 20.80% | -2.35% | 4.41% | 18.73% | 21.43% |
MSCI | -6.71% | 10.06% | -2.51% | 19.95% | 11.60% | N/A |
BLK BlackRock, Inc. | -8.92% | 13.84% | -9.43% | 22.07% | 15.62% | 12.55% |
AWR American States Water Company | 4.00% | 6.89% | -3.90% | 7.41% | 3.03% | 9.72% |
AWK American Water Works Company, Inc. | 17.52% | 3.22% | 10.76% | 11.96% | 6.03% | 12.80% |
AMT American Tower Corporation | 19.77% | 7.34% | 12.00% | 24.13% | 0.89% | 11.42% |
VUSA.AS | -3.74% | 8.99% | -4.76% | 10.35% | 15.21% | N/A |
*Среднегодовая
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.75% | 0.43% | -2.24% | -2.62% | 0.98% | -0.81% | |||||||
| 2024 | 0.74% | 2.77% | 3.75% | -3.45% | 3.90% | 1.35% | 4.27% | 2.20% | 2.30% | -1.44% | 3.32% | -3.97% | 16.44% |
| 2023 | 4.09% | -3.21% | 2.98% | 0.60% | -2.87% | 5.30% | 3.76% | -2.19% | -4.66% | -2.54% | 8.38% | 5.20% | 14.78% |
| 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% | 6.27% | 4.69% | 1.09% | 1.69% | 3.08% | 1.91% | -5.01% | 7.04% | -0.86% | 6.59% | 31.16% |
| 2020 | 0.56% | -8.20% | -10.24% | 11.07% | 5.28% | 2.05% | 5.46% | 6.34% | -2.13% | -3.04% | 10.26% | 3.27% | 19.81% |
| 2019 | 5.79% | 4.07% | 2.76% | 4.31% | -5.49% | 6.38% | 1.59% | 1.61% | 0.99% | 2.21% | 3.84% | 2.55% | 34.62% |
| 2018 | 4.33% | -3.99% | -2.27% | 1.36% | 3.10% | 0.60% | 3.38% | 2.78% | 1.32% | -5.66% | 3.36% | -6.84% | 0.66% |
| 2017 | 0.52% | 4.79% | 1.38% | 6.79% |
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 рейтинг Pegaz составляет 30, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.
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 | 0.99 | 1.44 | 1.18 | 1.02 | 2.20 |
MO | 2.53 | 3.29 | 1.43 | 4.10 | 9.58 |
TGT | -0.92 | -1.23 | 0.81 | -0.60 | -2.01 |
PG | -0.08 | -0.10 | 0.99 | -0.27 | -0.61 |
VOW3.DE | -0.16 | -0.23 | 0.97 | -0.14 | -0.43 |
HD The Home Depot, Inc. | 0.44 | 0.72 | 1.09 | 0.42 | 1.10 |
LOW | -0.06 | 0.08 | 1.01 | -0.06 | -0.15 |
JNJ Johnson & Johnson | 0.42 | 0.42 | 1.06 | 0.24 | 0.64 |
ABBV AbbVie Inc. | 0.72 | 0.95 | 1.15 | 0.82 | 1.99 |
VZ | 0.79 | 1.03 | 1.15 | 0.70 | 2.79 |
O | 0.46 | 0.70 | 1.09 | 0.31 | 0.83 |
UNP | -0.43 | -0.49 | 0.94 | -0.51 | -1.33 |
CAT Caterpillar Inc. | -0.14 | -0.08 | 0.99 | -0.18 | -0.47 |
UPS | -0.98 | -1.32 | 0.80 | -0.60 | -2.01 |
GD General Dynamics Corporation | -0.23 | -0.24 | 0.97 | -0.27 | -0.56 |
NEE | -0.13 | -0.21 | 0.97 | -0.32 | -0.65 |
DUK Duke Energy Corporation | 1.22 | 1.66 | 1.20 | 1.73 | 4.31 |
SO | 1.10 | 1.45 | 1.18 | 1.33 | 3.16 |
QCOM | -0.41 | -0.54 | 0.93 | -0.53 | -0.90 |
TXN | -0.19 | -0.24 | 0.97 | -0.38 | -0.97 |
AVGO Broadcom Inc. | 0.92 | 1.51 | 1.20 | 1.19 | 3.29 |
MSFT | 0.29 | 0.45 | 1.06 | 0.20 | 0.44 |
AAPL Apple Inc | 0.26 | 0.42 | 1.06 | 0.13 | 0.45 |
V | 1.25 | 1.68 | 1.26 | 1.75 | 5.95 |
AXP American Express Company | 0.67 | 1.03 | 1.14 | 0.66 | 2.10 |
APD Air Products and Chemicals, Inc. | 0.43 | 0.62 | 1.08 | 0.29 | 0.81 |
XOM | -0.23 | -0.29 | 0.96 | -0.41 | -0.90 |
CVX Chevron Corporation | -0.48 | -0.49 | 0.93 | -0.55 | -1.45 |
VICI | 0.71 | 0.90 | 1.11 | 0.69 | 1.69 |
UNH | -0.59 | -0.67 | 0.88 | -0.66 | -1.82 |
KR The Kroger Co. | 1.38 | 2.32 | 1.27 | 2.41 | 9.67 |
TROW | -0.45 | -0.70 | 0.91 | -0.28 | -1.24 |
AMGN Amgen Inc. | -0.35 | -0.49 | 0.93 | -0.51 | -1.07 |
MAIN | 0.59 | 1.23 | 1.18 | 0.83 | 2.96 |
MA | 1.20 | 1.65 | 1.24 | 1.45 | 6.05 |
INTU Intuit Inc. | 0.13 | 0.29 | 1.04 | 0.05 | 0.10 |
MSCI | 0.79 | 0.88 | 1.12 | 0.48 | 1.84 |
BLK BlackRock, Inc. | 0.84 | 1.10 | 1.16 | 0.74 | 2.39 |
AWR American States Water Company | 0.34 | 0.44 | 1.05 | 0.15 | 0.52 |
AWK American Water Works Company, Inc. | 0.52 | 0.81 | 1.10 | 0.32 | 1.17 |
AMT American Tower Corporation | 0.88 | 0.97 | 1.13 | 0.42 | 1.22 |
VUSA.AS | 0.57 | 0.70 | 1.10 | 0.39 | 1.55 |
Pegaz
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Pegaz за предыдущие двенадцать месяцев составила 2.55%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.55% | 2.43% | 2.50% | 2.87% | 2.08% | 2.36% | 2.30% | 2.63% | 2.17% | 2.27% | 2.44% | 2.00% |
| Активы портфеля: | ||||||||||||
KO The Coca-Cola Company | 2.76% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
MO | 6.69% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
TGT | 4.60% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% |
PG | 2.57% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
VOW3.DE | 9.14% | 10.18% | 7.84% | 22.87% | 2.74% | 3.19% | 2.76% | 2.85% | 1.24% | 0.13% | 3.63% | 2.20% |
HD The Home Depot, Inc. | 2.48% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
LOW | 2.05% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
JNJ Johnson & Johnson | 3.19% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
ABBV AbbVie Inc. | 3.44% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
VZ | 6.19% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
O | 5.65% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
UNP | 2.45% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% |
CAT Caterpillar Inc. | 1.74% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
UPS | 6.74% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
GD General Dynamics Corporation | 2.12% | 2.12% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% |
NEE | 3.09% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
DUK Duke Energy Corporation | 3.47% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% |
SO | 3.19% | 3.47% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% |
QCOM | 2.34% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
TXN | 3.25% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
AVGO Broadcom Inc. | 1.08% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
MSFT | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
V | 0.63% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
AXP American Express Company | 1.03% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
APD Air Products and Chemicals, Inc. | 2.63% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
XOM | 3.66% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
CVX Chevron Corporation | 4.82% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
VICI | 5.43% | 5.81% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 2.18% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
KR The Kroger Co. | 1.74% | 2.00% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% |
TROW | 5.39% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
AMGN Amgen Inc. | 3.36% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% |
MAIN | 7.37% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
MA | 0.50% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
INTU Intuit Inc. | 0.61% | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% |
MSCI | 1.18% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
BLK BlackRock, Inc. | 2.21% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
AWR American States Water Company | 2.27% | 2.30% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% |
AWK American Water Works Company, Inc. | 2.10% | 2.41% | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% |
AMT American Tower Corporation | 3.01% | 3.53% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% | 1.42% |
VUSA.AS | 1.14% | 0.99% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% |
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 4.75%.
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 |
| -14.95% | 24 сент. 2018 г. | 66 | 24 дек. 2018 г. | 55 | 13 мар. 2019 г. | 121 |
| -12.4% | 2 дек. 2024 г. | 90 | 8 апр. 2025 г. | — | — | — |
| -10.51% | 1 авг. 2023 г. | 64 | 27 окт. 2023 г. | 32 | 12 дек. 2023 г. | 96 |
Волатильность
График волатильности
Текущая волатильность Pegaz составляет 5.10%, 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
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 42, при этом эффективное количество активов равно 15.72, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ^GSPC | KR | VOW3.DE | VZ | MO | XOM | ABBV | UNH | DUK | SO | CVX | AWR | TGT | AMT | JNJ | NEE | AMGN | PG | AVGO | AWK | MAIN | O | VUSA.AS | QCOM | VICI | AAPL | GD | KO | MSFT | INTU | MSCI | CAT | UPS | LOW | TXN | AXP | APD | UNP | HD | V | MA | TROW | BLK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.17 | 0.36 | 0.30 | 0.31 | 0.42 | 0.39 | 0.41 | 0.24 | 0.27 | 0.44 | 0.33 | 0.47 | 0.37 | 0.36 | 0.37 | 0.44 | 0.37 | 0.69 | 0.34 | 0.53 | 0.38 | 0.62 | 0.68 | 0.46 | 0.72 | 0.51 | 0.42 | 0.77 | 0.72 | 0.65 | 0.62 | 0.57 | 0.60 | 0.73 | 0.68 | 0.60 | 0.59 | 0.63 | 0.68 | 0.70 | 0.75 | 0.74 | 0.90 |
| KR | 0.17 | 1.00 | 0.05 | 0.25 | 0.25 | 0.15 | 0.16 | 0.17 | 0.23 | 0.22 | 0.17 | 0.21 | 0.28 | 0.13 | 0.22 | 0.16 | 0.22 | 0.28 | 0.06 | 0.21 | 0.13 | 0.15 | 0.08 | 0.09 | 0.12 | 0.07 | 0.20 | 0.24 | 0.09 | 0.08 | 0.09 | 0.16 | 0.22 | 0.21 | 0.10 | 0.10 | 0.16 | 0.21 | 0.22 | 0.10 | 0.07 | 0.16 | 0.14 | 0.25 |
| VOW3.DE | 0.36 | 0.05 | 1.00 | 0.14 | 0.20 | 0.28 | 0.14 | 0.14 | 0.03 | 0.07 | 0.27 | 0.07 | 0.22 | 0.10 | 0.13 | 0.09 | 0.16 | 0.09 | 0.27 | 0.06 | 0.29 | 0.13 | 0.52 | 0.28 | 0.26 | 0.22 | 0.24 | 0.18 | 0.19 | 0.21 | 0.21 | 0.40 | 0.28 | 0.27 | 0.29 | 0.35 | 0.29 | 0.27 | 0.23 | 0.26 | 0.30 | 0.35 | 0.36 | 0.45 |
| VZ | 0.30 | 0.25 | 0.14 | 1.00 | 0.39 | 0.25 | 0.30 | 0.29 | 0.45 | 0.43 | 0.26 | 0.35 | 0.25 | 0.33 | 0.41 | 0.35 | 0.33 | 0.43 | 0.09 | 0.39 | 0.24 | 0.35 | 0.16 | 0.11 | 0.26 | 0.15 | 0.30 | 0.44 | 0.14 | 0.15 | 0.16 | 0.27 | 0.29 | 0.28 | 0.19 | 0.26 | 0.33 | 0.31 | 0.29 | 0.25 | 0.23 | 0.27 | 0.27 | 0.40 |
| MO | 0.31 | 0.25 | 0.20 | 0.39 | 1.00 | 0.33 | 0.31 | 0.27 | 0.37 | 0.36 | 0.32 | 0.26 | 0.25 | 0.25 | 0.36 | 0.29 | 0.32 | 0.41 | 0.13 | 0.29 | 0.25 | 0.34 | 0.20 | 0.15 | 0.32 | 0.17 | 0.34 | 0.46 | 0.13 | 0.13 | 0.14 | 0.32 | 0.29 | 0.29 | 0.19 | 0.29 | 0.32 | 0.35 | 0.27 | 0.24 | 0.24 | 0.29 | 0.29 | 0.41 |
| XOM | 0.42 | 0.15 | 0.28 | 0.25 | 0.33 | 1.00 | 0.27 | 0.25 | 0.18 | 0.18 | 0.84 | 0.14 | 0.26 | 0.09 | 0.23 | 0.16 | 0.23 | 0.14 | 0.24 | 0.09 | 0.31 | 0.20 | 0.27 | 0.27 | 0.29 | 0.23 | 0.43 | 0.25 | 0.16 | 0.19 | 0.19 | 0.56 | 0.33 | 0.29 | 0.30 | 0.44 | 0.34 | 0.40 | 0.26 | 0.32 | 0.32 | 0.37 | 0.37 | 0.47 |
| ABBV | 0.39 | 0.16 | 0.14 | 0.30 | 0.31 | 0.27 | 1.00 | 0.35 | 0.27 | 0.24 | 0.27 | 0.22 | 0.24 | 0.25 | 0.45 | 0.22 | 0.50 | 0.35 | 0.21 | 0.26 | 0.26 | 0.27 | 0.25 | 0.22 | 0.25 | 0.24 | 0.30 | 0.35 | 0.26 | 0.27 | 0.28 | 0.30 | 0.32 | 0.28 | 0.28 | 0.26 | 0.31 | 0.30 | 0.31 | 0.33 | 0.32 | 0.29 | 0.31 | 0.45 |
| UNH | 0.41 | 0.17 | 0.14 | 0.29 | 0.27 | 0.25 | 0.35 | 1.00 | 0.27 | 0.26 | 0.28 | 0.25 | 0.24 | 0.26 | 0.39 | 0.24 | 0.36 | 0.34 | 0.21 | 0.28 | 0.25 | 0.23 | 0.25 | 0.22 | 0.24 | 0.28 | 0.34 | 0.33 | 0.30 | 0.28 | 0.30 | 0.28 | 0.30 | 0.31 | 0.28 | 0.31 | 0.31 | 0.35 | 0.32 | 0.34 | 0.33 | 0.30 | 0.34 | 0.46 |
| DUK | 0.24 | 0.23 | 0.03 | 0.45 | 0.37 | 0.18 | 0.27 | 0.27 | 1.00 | 0.79 | 0.18 | 0.58 | 0.18 | 0.49 | 0.40 | 0.67 | 0.32 | 0.50 | 0.05 | 0.70 | 0.22 | 0.51 | 0.10 | 0.05 | 0.35 | 0.14 | 0.30 | 0.54 | 0.11 | 0.13 | 0.20 | 0.15 | 0.23 | 0.22 | 0.12 | 0.18 | 0.31 | 0.28 | 0.26 | 0.22 | 0.22 | 0.20 | 0.22 | 0.40 |
| SO | 0.27 | 0.22 | 0.07 | 0.43 | 0.36 | 0.18 | 0.24 | 0.26 | 0.79 | 1.00 | 0.19 | 0.55 | 0.18 | 0.49 | 0.39 | 0.67 | 0.29 | 0.48 | 0.07 | 0.68 | 0.22 | 0.50 | 0.11 | 0.08 | 0.35 | 0.16 | 0.32 | 0.52 | 0.14 | 0.15 | 0.21 | 0.15 | 0.23 | 0.23 | 0.16 | 0.18 | 0.31 | 0.28 | 0.27 | 0.24 | 0.24 | 0.22 | 0.21 | 0.41 |
| CVX | 0.44 | 0.17 | 0.27 | 0.26 | 0.32 | 0.84 | 0.27 | 0.28 | 0.18 | 0.19 | 1.00 | 0.15 | 0.28 | 0.10 | 0.24 | 0.17 | 0.25 | 0.14 | 0.27 | 0.11 | 0.34 | 0.21 | 0.28 | 0.27 | 0.30 | 0.24 | 0.45 | 0.25 | 0.21 | 0.21 | 0.23 | 0.56 | 0.33 | 0.30 | 0.32 | 0.45 | 0.36 | 0.43 | 0.29 | 0.33 | 0.33 | 0.40 | 0.38 | 0.49 |
| AWR | 0.33 | 0.21 | 0.07 | 0.35 | 0.26 | 0.14 | 0.22 | 0.25 | 0.58 | 0.55 | 0.15 | 1.00 | 0.22 | 0.45 | 0.36 | 0.54 | 0.29 | 0.41 | 0.12 | 0.71 | 0.22 | 0.46 | 0.18 | 0.15 | 0.33 | 0.20 | 0.33 | 0.42 | 0.22 | 0.25 | 0.30 | 0.18 | 0.27 | 0.30 | 0.21 | 0.22 | 0.30 | 0.31 | 0.33 | 0.27 | 0.25 | 0.28 | 0.30 | 0.45 |
| TGT | 0.47 | 0.28 | 0.22 | 0.25 | 0.25 | 0.26 | 0.24 | 0.24 | 0.18 | 0.18 | 0.28 | 0.22 | 1.00 | 0.25 | 0.25 | 0.23 | 0.26 | 0.26 | 0.28 | 0.22 | 0.29 | 0.25 | 0.27 | 0.32 | 0.28 | 0.30 | 0.29 | 0.26 | 0.28 | 0.35 | 0.33 | 0.34 | 0.43 | 0.49 | 0.37 | 0.34 | 0.36 | 0.37 | 0.52 | 0.30 | 0.32 | 0.43 | 0.41 | 0.51 |
| AMT | 0.37 | 0.13 | 0.10 | 0.33 | 0.25 | 0.09 | 0.25 | 0.26 | 0.49 | 0.49 | 0.10 | 0.45 | 0.25 | 1.00 | 0.37 | 0.51 | 0.33 | 0.41 | 0.17 | 0.57 | 0.24 | 0.56 | 0.20 | 0.19 | 0.41 | 0.29 | 0.22 | 0.43 | 0.30 | 0.33 | 0.35 | 0.17 | 0.31 | 0.30 | 0.26 | 0.21 | 0.32 | 0.28 | 0.35 | 0.32 | 0.31 | 0.29 | 0.31 | 0.46 |
| JNJ | 0.36 | 0.22 | 0.13 | 0.41 | 0.36 | 0.23 | 0.45 | 0.39 | 0.40 | 0.39 | 0.24 | 0.36 | 0.25 | 0.37 | 1.00 | 0.34 | 0.49 | 0.48 | 0.13 | 0.40 | 0.20 | 0.32 | 0.21 | 0.18 | 0.24 | 0.23 | 0.33 | 0.47 | 0.24 | 0.23 | 0.24 | 0.27 | 0.32 | 0.29 | 0.26 | 0.25 | 0.35 | 0.35 | 0.32 | 0.34 | 0.32 | 0.31 | 0.34 | 0.46 |
| NEE | 0.37 | 0.16 | 0.09 | 0.35 | 0.29 | 0.16 | 0.22 | 0.24 | 0.67 | 0.67 | 0.17 | 0.54 | 0.23 | 0.51 | 0.34 | 1.00 | 0.26 | 0.45 | 0.16 | 0.69 | 0.26 | 0.46 | 0.20 | 0.17 | 0.35 | 0.25 | 0.28 | 0.46 | 0.27 | 0.28 | 0.30 | 0.16 | 0.29 | 0.31 | 0.24 | 0.21 | 0.33 | 0.29 | 0.33 | 0.28 | 0.29 | 0.27 | 0.30 | 0.47 |
| AMGN | 0.44 | 0.22 | 0.16 | 0.33 | 0.32 | 0.23 | 0.50 | 0.36 | 0.32 | 0.29 | 0.25 | 0.29 | 0.26 | 0.33 | 0.49 | 0.26 | 1.00 | 0.37 | 0.25 | 0.33 | 0.25 | 0.28 | 0.24 | 0.27 | 0.29 | 0.31 | 0.32 | 0.36 | 0.32 | 0.31 | 0.33 | 0.31 | 0.33 | 0.32 | 0.35 | 0.28 | 0.33 | 0.33 | 0.33 | 0.33 | 0.30 | 0.37 | 0.38 | 0.50 |
| PG | 0.37 | 0.28 | 0.09 | 0.43 | 0.41 | 0.14 | 0.35 | 0.34 | 0.50 | 0.48 | 0.14 | 0.41 | 0.26 | 0.41 | 0.48 | 0.45 | 0.37 | 1.00 | 0.15 | 0.50 | 0.20 | 0.38 | 0.18 | 0.18 | 0.27 | 0.25 | 0.31 | 0.62 | 0.28 | 0.24 | 0.27 | 0.20 | 0.33 | 0.31 | 0.25 | 0.23 | 0.39 | 0.32 | 0.35 | 0.34 | 0.33 | 0.26 | 0.30 | 0.46 |
| AVGO | 0.69 | 0.06 | 0.27 | 0.09 | 0.13 | 0.24 | 0.21 | 0.21 | 0.05 | 0.07 | 0.27 | 0.12 | 0.28 | 0.17 | 0.13 | 0.16 | 0.25 | 0.15 | 1.00 | 0.12 | 0.33 | 0.18 | 0.43 | 0.65 | 0.27 | 0.54 | 0.30 | 0.18 | 0.58 | 0.53 | 0.47 | 0.42 | 0.36 | 0.39 | 0.66 | 0.42 | 0.38 | 0.36 | 0.40 | 0.42 | 0.44 | 0.49 | 0.48 | 0.59 |
| AWK | 0.34 | 0.21 | 0.06 | 0.39 | 0.29 | 0.09 | 0.26 | 0.28 | 0.70 | 0.68 | 0.11 | 0.71 | 0.22 | 0.57 | 0.40 | 0.69 | 0.33 | 0.50 | 0.12 | 1.00 | 0.23 | 0.52 | 0.20 | 0.14 | 0.37 | 0.23 | 0.28 | 0.49 | 0.25 | 0.29 | 0.34 | 0.13 | 0.28 | 0.30 | 0.22 | 0.21 | 0.34 | 0.29 | 0.33 | 0.29 | 0.27 | 0.27 | 0.31 | 0.47 |
| MAIN | 0.53 | 0.13 | 0.29 | 0.24 | 0.25 | 0.31 | 0.26 | 0.25 | 0.22 | 0.22 | 0.34 | 0.22 | 0.29 | 0.24 | 0.20 | 0.26 | 0.25 | 0.20 | 0.33 | 0.23 | 1.00 | 0.36 | 0.37 | 0.33 | 0.39 | 0.35 | 0.38 | 0.29 | 0.34 | 0.36 | 0.35 | 0.41 | 0.34 | 0.36 | 0.36 | 0.47 | 0.36 | 0.37 | 0.36 | 0.37 | 0.37 | 0.49 | 0.46 | 0.55 |
| O | 0.38 | 0.15 | 0.13 | 0.35 | 0.34 | 0.20 | 0.27 | 0.23 | 0.51 | 0.50 | 0.21 | 0.46 | 0.25 | 0.56 | 0.32 | 0.46 | 0.28 | 0.38 | 0.18 | 0.52 | 0.36 | 1.00 | 0.19 | 0.20 | 0.58 | 0.23 | 0.31 | 0.48 | 0.24 | 0.27 | 0.29 | 0.24 | 0.31 | 0.31 | 0.26 | 0.32 | 0.35 | 0.33 | 0.35 | 0.35 | 0.33 | 0.32 | 0.31 | 0.49 |
| VUSA.AS | 0.62 | 0.08 | 0.52 | 0.16 | 0.20 | 0.27 | 0.25 | 0.25 | 0.10 | 0.11 | 0.28 | 0.18 | 0.27 | 0.20 | 0.21 | 0.20 | 0.24 | 0.18 | 0.43 | 0.20 | 0.37 | 0.19 | 1.00 | 0.40 | 0.30 | 0.41 | 0.33 | 0.24 | 0.44 | 0.46 | 0.42 | 0.44 | 0.37 | 0.38 | 0.41 | 0.46 | 0.38 | 0.37 | 0.38 | 0.43 | 0.44 | 0.50 | 0.51 | 0.71 |
| QCOM | 0.68 | 0.09 | 0.28 | 0.11 | 0.15 | 0.27 | 0.22 | 0.22 | 0.05 | 0.08 | 0.27 | 0.15 | 0.32 | 0.19 | 0.18 | 0.17 | 0.27 | 0.18 | 0.65 | 0.14 | 0.33 | 0.20 | 0.40 | 1.00 | 0.29 | 0.57 | 0.28 | 0.18 | 0.57 | 0.53 | 0.43 | 0.44 | 0.40 | 0.41 | 0.70 | 0.44 | 0.41 | 0.36 | 0.42 | 0.45 | 0.45 | 0.51 | 0.50 | 0.61 |
| VICI | 0.46 | 0.12 | 0.26 | 0.26 | 0.32 | 0.29 | 0.25 | 0.24 | 0.35 | 0.35 | 0.30 | 0.33 | 0.28 | 0.41 | 0.24 | 0.35 | 0.29 | 0.27 | 0.27 | 0.37 | 0.39 | 0.58 | 0.30 | 0.29 | 1.00 | 0.28 | 0.36 | 0.37 | 0.26 | 0.32 | 0.35 | 0.34 | 0.38 | 0.39 | 0.33 | 0.42 | 0.35 | 0.38 | 0.39 | 0.36 | 0.36 | 0.41 | 0.40 | 0.54 |
| AAPL | 0.72 | 0.07 | 0.22 | 0.15 | 0.17 | 0.23 | 0.24 | 0.28 | 0.14 | 0.16 | 0.24 | 0.20 | 0.30 | 0.29 | 0.23 | 0.25 | 0.31 | 0.25 | 0.54 | 0.23 | 0.35 | 0.23 | 0.41 | 0.57 | 0.28 | 1.00 | 0.27 | 0.26 | 0.67 | 0.56 | 0.52 | 0.34 | 0.40 | 0.40 | 0.56 | 0.39 | 0.39 | 0.35 | 0.42 | 0.49 | 0.51 | 0.49 | 0.48 | 0.61 |
| GD | 0.51 | 0.20 | 0.24 | 0.30 | 0.34 | 0.43 | 0.30 | 0.34 | 0.30 | 0.32 | 0.45 | 0.33 | 0.29 | 0.22 | 0.33 | 0.28 | 0.32 | 0.31 | 0.30 | 0.28 | 0.38 | 0.31 | 0.33 | 0.28 | 0.36 | 0.27 | 1.00 | 0.40 | 0.29 | 0.30 | 0.30 | 0.52 | 0.39 | 0.37 | 0.32 | 0.50 | 0.42 | 0.50 | 0.39 | 0.41 | 0.42 | 0.47 | 0.47 | 0.58 |
| KO | 0.42 | 0.24 | 0.18 | 0.44 | 0.46 | 0.25 | 0.35 | 0.33 | 0.54 | 0.52 | 0.25 | 0.42 | 0.26 | 0.43 | 0.47 | 0.46 | 0.36 | 0.62 | 0.18 | 0.49 | 0.29 | 0.48 | 0.24 | 0.18 | 0.37 | 0.26 | 0.40 | 1.00 | 0.27 | 0.26 | 0.30 | 0.29 | 0.35 | 0.31 | 0.26 | 0.33 | 0.43 | 0.40 | 0.34 | 0.40 | 0.40 | 0.33 | 0.36 | 0.53 |
| MSFT | 0.77 | 0.09 | 0.19 | 0.14 | 0.13 | 0.16 | 0.26 | 0.30 | 0.11 | 0.14 | 0.21 | 0.22 | 0.28 | 0.30 | 0.24 | 0.27 | 0.32 | 0.28 | 0.58 | 0.25 | 0.34 | 0.24 | 0.44 | 0.57 | 0.26 | 0.67 | 0.29 | 0.27 | 1.00 | 0.69 | 0.58 | 0.33 | 0.37 | 0.41 | 0.58 | 0.42 | 0.41 | 0.37 | 0.45 | 0.58 | 0.59 | 0.52 | 0.52 | 0.63 |
| INTU | 0.72 | 0.08 | 0.21 | 0.15 | 0.13 | 0.19 | 0.27 | 0.28 | 0.13 | 0.15 | 0.21 | 0.25 | 0.35 | 0.33 | 0.23 | 0.28 | 0.31 | 0.24 | 0.53 | 0.29 | 0.36 | 0.27 | 0.46 | 0.53 | 0.32 | 0.56 | 0.30 | 0.26 | 0.69 | 1.00 | 0.61 | 0.34 | 0.39 | 0.45 | 0.56 | 0.45 | 0.40 | 0.36 | 0.47 | 0.57 | 0.60 | 0.55 | 0.53 | 0.65 |
| MSCI | 0.65 | 0.09 | 0.21 | 0.16 | 0.14 | 0.19 | 0.28 | 0.30 | 0.20 | 0.21 | 0.23 | 0.30 | 0.33 | 0.35 | 0.24 | 0.30 | 0.33 | 0.27 | 0.47 | 0.34 | 0.35 | 0.29 | 0.42 | 0.43 | 0.35 | 0.52 | 0.30 | 0.30 | 0.58 | 0.61 | 1.00 | 0.32 | 0.39 | 0.44 | 0.49 | 0.42 | 0.45 | 0.39 | 0.47 | 0.55 | 0.57 | 0.55 | 0.56 | 0.63 |
| CAT | 0.62 | 0.16 | 0.40 | 0.27 | 0.32 | 0.56 | 0.30 | 0.28 | 0.15 | 0.15 | 0.56 | 0.18 | 0.34 | 0.17 | 0.27 | 0.16 | 0.31 | 0.20 | 0.42 | 0.13 | 0.41 | 0.24 | 0.44 | 0.44 | 0.34 | 0.34 | 0.52 | 0.29 | 0.33 | 0.34 | 0.32 | 1.00 | 0.48 | 0.45 | 0.49 | 0.58 | 0.51 | 0.57 | 0.44 | 0.43 | 0.45 | 0.56 | 0.57 | 0.64 |
| UPS | 0.57 | 0.22 | 0.28 | 0.29 | 0.29 | 0.33 | 0.32 | 0.30 | 0.23 | 0.23 | 0.33 | 0.27 | 0.43 | 0.31 | 0.32 | 0.29 | 0.33 | 0.33 | 0.36 | 0.28 | 0.34 | 0.31 | 0.37 | 0.40 | 0.38 | 0.40 | 0.39 | 0.35 | 0.37 | 0.39 | 0.39 | 0.48 | 1.00 | 0.47 | 0.46 | 0.43 | 0.46 | 0.53 | 0.50 | 0.40 | 0.41 | 0.55 | 0.52 | 0.63 |
| LOW | 0.60 | 0.21 | 0.27 | 0.28 | 0.29 | 0.29 | 0.28 | 0.31 | 0.22 | 0.23 | 0.30 | 0.30 | 0.49 | 0.30 | 0.29 | 0.31 | 0.32 | 0.31 | 0.39 | 0.30 | 0.36 | 0.31 | 0.38 | 0.41 | 0.39 | 0.40 | 0.37 | 0.31 | 0.41 | 0.45 | 0.44 | 0.45 | 0.47 | 1.00 | 0.46 | 0.44 | 0.44 | 0.47 | 0.82 | 0.43 | 0.44 | 0.53 | 0.54 | 0.65 |
| TXN | 0.73 | 0.10 | 0.29 | 0.19 | 0.19 | 0.30 | 0.28 | 0.28 | 0.12 | 0.16 | 0.32 | 0.21 | 0.37 | 0.26 | 0.26 | 0.24 | 0.35 | 0.25 | 0.66 | 0.22 | 0.36 | 0.26 | 0.41 | 0.70 | 0.33 | 0.56 | 0.32 | 0.26 | 0.58 | 0.56 | 0.49 | 0.49 | 0.46 | 0.46 | 1.00 | 0.49 | 0.47 | 0.45 | 0.50 | 0.51 | 0.52 | 0.58 | 0.56 | 0.67 |
| AXP | 0.68 | 0.10 | 0.35 | 0.26 | 0.29 | 0.44 | 0.26 | 0.31 | 0.18 | 0.18 | 0.45 | 0.22 | 0.34 | 0.21 | 0.25 | 0.21 | 0.28 | 0.23 | 0.42 | 0.21 | 0.47 | 0.32 | 0.46 | 0.44 | 0.42 | 0.39 | 0.50 | 0.33 | 0.42 | 0.45 | 0.42 | 0.58 | 0.43 | 0.44 | 0.49 | 1.00 | 0.46 | 0.50 | 0.44 | 0.58 | 0.58 | 0.60 | 0.62 | 0.67 |
| APD | 0.60 | 0.16 | 0.29 | 0.33 | 0.32 | 0.34 | 0.31 | 0.31 | 0.31 | 0.31 | 0.36 | 0.30 | 0.36 | 0.32 | 0.35 | 0.33 | 0.33 | 0.39 | 0.38 | 0.34 | 0.36 | 0.35 | 0.38 | 0.41 | 0.35 | 0.39 | 0.42 | 0.43 | 0.41 | 0.40 | 0.45 | 0.51 | 0.46 | 0.44 | 0.47 | 0.46 | 1.00 | 0.49 | 0.46 | 0.47 | 0.48 | 0.51 | 0.54 | 0.65 |
| UNP | 0.59 | 0.21 | 0.27 | 0.31 | 0.35 | 0.40 | 0.30 | 0.35 | 0.28 | 0.28 | 0.43 | 0.31 | 0.37 | 0.28 | 0.35 | 0.29 | 0.33 | 0.32 | 0.36 | 0.29 | 0.37 | 0.33 | 0.37 | 0.36 | 0.38 | 0.35 | 0.50 | 0.40 | 0.37 | 0.36 | 0.39 | 0.57 | 0.53 | 0.47 | 0.45 | 0.50 | 0.49 | 1.00 | 0.48 | 0.47 | 0.48 | 0.53 | 0.57 | 0.65 |
| HD | 0.63 | 0.22 | 0.23 | 0.29 | 0.27 | 0.26 | 0.31 | 0.32 | 0.26 | 0.27 | 0.29 | 0.33 | 0.52 | 0.35 | 0.32 | 0.33 | 0.33 | 0.35 | 0.40 | 0.33 | 0.36 | 0.35 | 0.38 | 0.42 | 0.39 | 0.42 | 0.39 | 0.34 | 0.45 | 0.47 | 0.47 | 0.44 | 0.50 | 0.82 | 0.50 | 0.44 | 0.46 | 0.48 | 1.00 | 0.47 | 0.47 | 0.53 | 0.55 | 0.67 |
| V | 0.68 | 0.10 | 0.26 | 0.25 | 0.24 | 0.32 | 0.33 | 0.34 | 0.22 | 0.24 | 0.33 | 0.27 | 0.30 | 0.32 | 0.34 | 0.28 | 0.33 | 0.34 | 0.42 | 0.29 | 0.37 | 0.35 | 0.43 | 0.45 | 0.36 | 0.49 | 0.41 | 0.40 | 0.58 | 0.57 | 0.55 | 0.43 | 0.40 | 0.43 | 0.51 | 0.58 | 0.47 | 0.47 | 0.47 | 1.00 | 0.87 | 0.51 | 0.54 | 0.68 |
| MA | 0.70 | 0.07 | 0.30 | 0.23 | 0.24 | 0.32 | 0.32 | 0.33 | 0.22 | 0.24 | 0.33 | 0.25 | 0.32 | 0.31 | 0.32 | 0.29 | 0.30 | 0.33 | 0.44 | 0.27 | 0.37 | 0.33 | 0.44 | 0.45 | 0.36 | 0.51 | 0.42 | 0.40 | 0.59 | 0.60 | 0.57 | 0.45 | 0.41 | 0.44 | 0.52 | 0.58 | 0.48 | 0.48 | 0.47 | 0.87 | 1.00 | 0.54 | 0.56 | 0.69 |
| TROW | 0.75 | 0.16 | 0.35 | 0.27 | 0.29 | 0.37 | 0.29 | 0.30 | 0.20 | 0.22 | 0.40 | 0.28 | 0.43 | 0.29 | 0.31 | 0.27 | 0.37 | 0.26 | 0.49 | 0.27 | 0.49 | 0.32 | 0.50 | 0.51 | 0.41 | 0.49 | 0.47 | 0.33 | 0.52 | 0.55 | 0.55 | 0.56 | 0.55 | 0.53 | 0.58 | 0.60 | 0.51 | 0.53 | 0.53 | 0.51 | 0.54 | 1.00 | 0.76 | 0.75 |
| BLK | 0.74 | 0.14 | 0.36 | 0.27 | 0.29 | 0.37 | 0.31 | 0.34 | 0.22 | 0.21 | 0.38 | 0.30 | 0.41 | 0.31 | 0.34 | 0.30 | 0.38 | 0.30 | 0.48 | 0.31 | 0.46 | 0.31 | 0.51 | 0.50 | 0.40 | 0.48 | 0.47 | 0.36 | 0.52 | 0.53 | 0.56 | 0.57 | 0.52 | 0.54 | 0.56 | 0.62 | 0.54 | 0.57 | 0.55 | 0.54 | 0.56 | 0.76 | 1.00 | 0.76 |
| Portfolio | 0.90 | 0.25 | 0.45 | 0.40 | 0.41 | 0.47 | 0.45 | 0.46 | 0.40 | 0.41 | 0.49 | 0.45 | 0.51 | 0.46 | 0.46 | 0.47 | 0.50 | 0.46 | 0.59 | 0.47 | 0.55 | 0.49 | 0.71 | 0.61 | 0.54 | 0.61 | 0.58 | 0.53 | 0.63 | 0.65 | 0.63 | 0.64 | 0.63 | 0.65 | 0.67 | 0.67 | 0.65 | 0.65 | 0.67 | 0.68 | 0.69 | 0.75 | 0.76 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 19 окт. 2017 г.