Shanker_Sharma
Распределение активов
Доходность
График показывает рост $10,000 инвестированных в Shanker_Sharma 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
Shanker_Sharma на 27 мая 2023 г. показал доходность в 14.10% с начала года и доходность в 16.79% 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% | 4.45% | 1.14% | 9.22% | 9.22% |
Shanker_Sharma | 2.65% | 14.10% | 8.75% | 5.07% | 16.79% | 16.79% |
Активы портфеля: | ||||||
AAPL Apple Inc. | 3.53% | 35.41% | 18.79% | 17.93% | 21.05% | 21.05% |
AMZN Amazon.com, Inc. | 13.90% | 42.99% | 28.58% | 4.31% | -7.43% | -7.43% |
BAC Bank of America Corporation | -3.31% | -13.97% | -23.98% | -21.62% | 6.57% | 6.57% |
CAT Caterpillar Inc. | -3.20% | -10.68% | -9.22% | -0.11% | 15.62% | 15.62% |
CIM Chimera Investment Corporation | -17.08% | -10.77% | -23.60% | -44.11% | -10.62% | -10.62% |
COWZ Pacer US Cash Cows 100 ETF | -3.32% | -1.81% | -6.72% | -9.32% | 20.61% | 20.61% |
CRM salesforce.com, inc. | 8.61% | 62.49% | 40.49% | 30.49% | -4.36% | -4.36% |
CSCO Cisco Systems, Inc. | 5.52% | 6.29% | 4.62% | 13.03% | 12.23% | 12.23% |
CVX Chevron Corporation | -7.71% | -12.55% | -14.55% | -10.47% | 34.63% | 34.63% |
DOW Dow Inc. | -7.46% | 1.13% | 0.23% | -24.18% | 4.49% | 4.49% |
EMR Emerson Electric Co. | -3.90% | -16.20% | -16.25% | -7.88% | 8.63% | 8.63% |
FCX Freeport-McMoRan Inc. | -8.28% | -7.86% | -5.75% | -10.73% | 32.07% | 32.07% |
GIS General Mills, Inc. | -5.02% | 1.66% | 2.74% | 23.69% | 19.05% | 19.05% |
GOOGL Alphabet Inc. | 16.09% | 41.23% | 27.86% | 10.95% | 22.34% | 22.34% |
HAL Halliburton Company | -7.79% | -22.92% | -16.31% | -25.90% | 33.05% | 33.05% |
JNJ Johnson & Johnson | -5.00% | -11.33% | -11.63% | -12.36% | 4.05% | 4.05% |
KHC The Kraft Heinz Company | -2.37% | -4.83% | -0.40% | 4.55% | 14.33% | 14.33% |
KO The Coca-Cola Company | -6.06% | -4.54% | -2.45% | -4.08% | 9.90% | 9.90% |
LVHI Legg Mason International Low Volatility High Dividend ETF | -1.05% | 7.83% | 6.20% | 6.06% | 14.31% | 14.31% |
META Meta Platforms, Inc. | 9.04% | 117.75% | 135.20% | 34.29% | 1.39% | 1.39% |
MRVL | 65.93% | 77.42% | 52.90% | 8.33% | 22.53% | 22.53% |
MSFT | 8.58% | 39.46% | 35.14% | 23.01% | 21.96% | 21.96% |
NVDA | 40.35% | 166.54% | 139.47% | 107.23% | 54.32% | 54.32% |
PFE | -2.27% | -25.14% | -22.06% | -27.69% | 6.97% | 6.97% |
PM | -9.13% | -9.04% | -5.10% | -10.49% | 11.78% | 11.78% |
PYPL | -20.76% | -15.45% | -24.80% | -29.33% | -32.96% | -32.96% |
QCOM | -5.52% | 0.99% | -9.49% | -19.18% | 1.77% | 1.77% |
ROBT | 7.54% | 22.37% | 14.91% | 4.69% | 4.74% | 4.74% |
SHOP | 22.31% | 70.73% | 61.08% | 60.58% | -14.47% | -14.47% |
TMO | -5.93% | -5.14% | -5.19% | -8.58% | 7.80% | 7.80% |
TSLA | 17.56% | 56.82% | 5.64% | -23.71% | 10.61% | 10.61% |
U | 2.52% | -3.29% | -22.53% | -33.08% | -28.64% | -28.64% |
UBER | 23.83% | 55.48% | 34.91% | 62.44% | 1.32% | 1.32% |
UNH | -2.15% | -8.85% | -9.84% | -3.77% | 19.62% | 19.62% |
VGT | 8.89% | 31.30% | 22.92% | 15.98% | 14.43% | 14.43% |
VIG | -1.97% | 2.23% | -0.66% | 1.86% | 9.22% | 9.22% |
VOO | 1.00% | 10.28% | 5.28% | 2.84% | 10.92% | 10.92% |
VWAGY | -0.36% | 6.07% | -1.95% | -11.52% | 5.09% | 5.09% |
WFC | 4.53% | 1.28% | -11.85% | -7.66% | 22.78% | 22.78% |
XLE | -7.47% | -9.01% | -12.47% | -7.19% | 44.03% | 44.03% |
XLI | -1.66% | 0.54% | -2.06% | 4.87% | 10.35% | 10.35% |
XOM | -10.53% | -3.27% | -5.75% | 11.31% | 55.06% | 55.06% |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
GIS | KHC | PFE | JNJ | VWAGY | PM | UNH | XOM | HAL | KO | TSLA | U | CVX | TMO | UBER | XLE | SHOP | FCX | CAT | META | PYPL | WFC | AMZN | DOW | CIM | CRM | BAC | NVDA | MRVL | LVHI | CSCO | MSFT | AAPL | QCOM | GOOGL | EMR | ROBT | VGT | XLI | COWZ | VIG | VOO | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIS | 1.00 | 0.61 | 0.23 | 0.41 | 0.03 | 0.37 | 0.32 | 0.05 | 0.03 | 0.51 | -0.07 | -0.03 | 0.07 | 0.13 | -0.10 | 0.05 | -0.09 | 0.01 | 0.11 | 0.05 | -0.04 | 0.13 | 0.03 | 0.12 | 0.10 | 0.01 | 0.11 | -0.04 | -0.02 | 0.24 | 0.26 | 0.11 | 0.13 | 0.03 | 0.03 | 0.17 | 0.01 | 0.06 | 0.22 | 0.19 | 0.32 | 0.19 |
KHC | 0.61 | 1.00 | 0.19 | 0.32 | 0.14 | 0.40 | 0.25 | 0.21 | 0.18 | 0.49 | 0.05 | -0.01 | 0.23 | 0.07 | 0.01 | 0.22 | -0.02 | 0.13 | 0.26 | 0.12 | 0.06 | 0.25 | 0.08 | 0.30 | 0.26 | 0.07 | 0.23 | 0.03 | 0.06 | 0.33 | 0.31 | 0.14 | 0.16 | 0.11 | 0.11 | 0.28 | 0.12 | 0.14 | 0.34 | 0.33 | 0.38 | 0.28 |
PFE | 0.23 | 0.19 | 1.00 | 0.50 | 0.11 | 0.31 | 0.36 | 0.17 | 0.13 | 0.32 | 0.06 | 0.11 | 0.20 | 0.36 | 0.09 | 0.17 | 0.07 | 0.15 | 0.22 | 0.16 | 0.11 | 0.21 | 0.13 | 0.21 | 0.21 | 0.12 | 0.21 | 0.13 | 0.14 | 0.33 | 0.32 | 0.23 | 0.21 | 0.16 | 0.20 | 0.25 | 0.20 | 0.21 | 0.28 | 0.33 | 0.37 | 0.31 |
JNJ | 0.41 | 0.32 | 0.50 | 1.00 | 0.14 | 0.43 | 0.49 | 0.16 | 0.13 | 0.52 | 0.03 | 0.04 | 0.19 | 0.31 | 0.07 | 0.15 | 0.04 | 0.15 | 0.23 | 0.17 | 0.12 | 0.23 | 0.15 | 0.23 | 0.23 | 0.13 | 0.23 | 0.09 | 0.14 | 0.37 | 0.42 | 0.27 | 0.27 | 0.15 | 0.24 | 0.32 | 0.21 | 0.24 | 0.37 | 0.34 | 0.52 | 0.39 |
VWAGY | 0.03 | 0.14 | 0.11 | 0.14 | 1.00 | 0.24 | 0.14 | 0.25 | 0.27 | 0.21 | 0.23 | 0.17 | 0.25 | 0.12 | 0.25 | 0.28 | 0.19 | 0.31 | 0.35 | 0.23 | 0.21 | 0.36 | 0.19 | 0.38 | 0.35 | 0.20 | 0.38 | 0.25 | 0.22 | 0.39 | 0.26 | 0.19 | 0.24 | 0.28 | 0.26 | 0.39 | 0.36 | 0.28 | 0.39 | 0.42 | 0.35 | 0.36 |
PM | 0.37 | 0.40 | 0.31 | 0.43 | 0.24 | 1.00 | 0.33 | 0.31 | 0.25 | 0.52 | 0.07 | 0.05 | 0.32 | 0.21 | 0.09 | 0.31 | 0.05 | 0.27 | 0.32 | 0.19 | 0.19 | 0.36 | 0.11 | 0.36 | 0.33 | 0.16 | 0.35 | 0.12 | 0.14 | 0.42 | 0.38 | 0.22 | 0.24 | 0.22 | 0.22 | 0.40 | 0.23 | 0.25 | 0.43 | 0.43 | 0.48 | 0.40 |
UNH | 0.32 | 0.25 | 0.36 | 0.49 | 0.14 | 0.33 | 1.00 | 0.23 | 0.19 | 0.45 | 0.13 | 0.08 | 0.26 | 0.38 | 0.13 | 0.24 | 0.10 | 0.22 | 0.26 | 0.20 | 0.16 | 0.30 | 0.19 | 0.24 | 0.25 | 0.19 | 0.32 | 0.19 | 0.22 | 0.42 | 0.40 | 0.36 | 0.32 | 0.25 | 0.32 | 0.36 | 0.24 | 0.33 | 0.43 | 0.41 | 0.57 | 0.46 |
XOM | 0.05 | 0.21 | 0.17 | 0.16 | 0.25 | 0.31 | 0.23 | 1.00 | 0.82 | 0.24 | 0.10 | 0.07 | 0.90 | 0.06 | 0.19 | 0.95 | 0.04 | 0.53 | 0.59 | 0.11 | 0.16 | 0.46 | 0.11 | 0.60 | 0.40 | 0.16 | 0.50 | 0.13 | 0.18 | 0.40 | 0.29 | 0.11 | 0.17 | 0.24 | 0.20 | 0.53 | 0.25 | 0.21 | 0.49 | 0.61 | 0.38 | 0.39 |
HAL | 0.03 | 0.18 | 0.13 | 0.13 | 0.27 | 0.25 | 0.19 | 0.82 | 1.00 | 0.22 | 0.11 | 0.10 | 0.81 | 0.06 | 0.23 | 0.89 | 0.08 | 0.57 | 0.63 | 0.12 | 0.16 | 0.48 | 0.10 | 0.62 | 0.41 | 0.16 | 0.52 | 0.17 | 0.21 | 0.39 | 0.29 | 0.10 | 0.15 | 0.25 | 0.20 | 0.55 | 0.29 | 0.23 | 0.53 | 0.63 | 0.38 | 0.39 |
KO | 0.51 | 0.49 | 0.32 | 0.52 | 0.21 | 0.52 | 0.45 | 0.24 | 0.22 | 1.00 | 0.13 | 0.07 | 0.26 | 0.30 | 0.11 | 0.24 | 0.06 | 0.21 | 0.36 | 0.21 | 0.16 | 0.34 | 0.23 | 0.36 | 0.37 | 0.24 | 0.33 | 0.16 | 0.19 | 0.47 | 0.49 | 0.36 | 0.34 | 0.25 | 0.32 | 0.48 | 0.26 | 0.35 | 0.53 | 0.45 | 0.63 | 0.51 |
TSLA | -0.07 | 0.05 | 0.06 | 0.03 | 0.23 | 0.07 | 0.13 | 0.10 | 0.11 | 0.13 | 1.00 | 0.52 | 0.11 | 0.37 | 0.43 | 0.13 | 0.53 | 0.31 | 0.24 | 0.42 | 0.49 | 0.30 | 0.50 | 0.20 | 0.35 | 0.50 | 0.30 | 0.56 | 0.54 | 0.31 | 0.32 | 0.48 | 0.54 | 0.50 | 0.45 | 0.26 | 0.63 | 0.61 | 0.37 | 0.38 | 0.42 | 0.56 |
U | -0.03 | -0.01 | 0.11 | 0.04 | 0.17 | 0.05 | 0.08 | 0.07 | 0.10 | 0.07 | 0.52 | 1.00 | 0.09 | 0.38 | 0.51 | 0.10 | 0.70 | 0.30 | 0.17 | 0.50 | 0.61 | 0.22 | 0.58 | 0.20 | 0.33 | 0.57 | 0.25 | 0.57 | 0.56 | 0.25 | 0.30 | 0.51 | 0.51 | 0.48 | 0.49 | 0.23 | 0.67 | 0.63 | 0.36 | 0.37 | 0.41 | 0.54 |
CVX | 0.07 | 0.23 | 0.20 | 0.19 | 0.25 | 0.32 | 0.26 | 0.90 | 0.81 | 0.26 | 0.11 | 0.09 | 1.00 | 0.10 | 0.20 | 0.95 | 0.06 | 0.54 | 0.61 | 0.15 | 0.15 | 0.47 | 0.12 | 0.59 | 0.42 | 0.16 | 0.52 | 0.17 | 0.21 | 0.43 | 0.31 | 0.14 | 0.19 | 0.25 | 0.24 | 0.56 | 0.27 | 0.24 | 0.52 | 0.64 | 0.41 | 0.42 |
TMO | 0.13 | 0.07 | 0.36 | 0.31 | 0.12 | 0.21 | 0.38 | 0.06 | 0.06 | 0.30 | 0.37 | 0.38 | 0.10 | 1.00 | 0.28 | 0.08 | 0.43 | 0.28 | 0.19 | 0.42 | 0.45 | 0.20 | 0.44 | 0.16 | 0.28 | 0.46 | 0.23 | 0.47 | 0.48 | 0.36 | 0.44 | 0.56 | 0.50 | 0.46 | 0.47 | 0.36 | 0.54 | 0.59 | 0.41 | 0.37 | 0.58 | 0.60 |
UBER | -0.10 | 0.01 | 0.09 | 0.07 | 0.25 | 0.09 | 0.13 | 0.19 | 0.23 | 0.11 | 0.43 | 0.51 | 0.20 | 0.28 | 1.00 | 0.23 | 0.55 | 0.38 | 0.27 | 0.45 | 0.52 | 0.37 | 0.49 | 0.30 | 0.37 | 0.49 | 0.38 | 0.50 | 0.48 | 0.36 | 0.28 | 0.40 | 0.40 | 0.43 | 0.44 | 0.32 | 0.61 | 0.54 | 0.43 | 0.45 | 0.44 | 0.54 |
XLE | 0.05 | 0.22 | 0.17 | 0.15 | 0.28 | 0.31 | 0.24 | 0.95 | 0.89 | 0.24 | 0.13 | 0.10 | 0.95 | 0.08 | 0.23 | 1.00 | 0.07 | 0.59 | 0.64 | 0.15 | 0.17 | 0.51 | 0.12 | 0.64 | 0.44 | 0.18 | 0.55 | 0.18 | 0.23 | 0.43 | 0.32 | 0.13 | 0.19 | 0.27 | 0.24 | 0.57 | 0.30 | 0.25 | 0.54 | 0.68 | 0.41 | 0.43 |
SHOP | -0.09 | -0.02 | 0.07 | 0.04 | 0.19 | 0.05 | 0.10 | 0.04 | 0.08 | 0.06 | 0.53 | 0.70 | 0.06 | 0.43 | 0.55 | 0.07 | 1.00 | 0.29 | 0.18 | 0.55 | 0.68 | 0.25 | 0.63 | 0.19 | 0.33 | 0.64 | 0.27 | 0.65 | 0.63 | 0.28 | 0.31 | 0.54 | 0.53 | 0.53 | 0.52 | 0.26 | 0.71 | 0.68 | 0.38 | 0.37 | 0.44 | 0.58 |
FCX | 0.01 | 0.13 | 0.15 | 0.15 | 0.31 | 0.27 | 0.22 | 0.53 | 0.57 | 0.21 | 0.31 | 0.30 | 0.54 | 0.28 | 0.38 | 0.59 | 0.29 | 1.00 | 0.64 | 0.31 | 0.34 | 0.49 | 0.31 | 0.63 | 0.40 | 0.31 | 0.52 | 0.36 | 0.39 | 0.45 | 0.38 | 0.30 | 0.31 | 0.41 | 0.37 | 0.58 | 0.51 | 0.43 | 0.60 | 0.65 | 0.50 | 0.54 |
CAT | 0.11 | 0.26 | 0.22 | 0.23 | 0.35 | 0.32 | 0.26 | 0.59 | 0.63 | 0.36 | 0.24 | 0.17 | 0.61 | 0.19 | 0.27 | 0.64 | 0.18 | 0.64 | 1.00 | 0.22 | 0.24 | 0.54 | 0.19 | 0.70 | 0.47 | 0.21 | 0.62 | 0.30 | 0.32 | 0.49 | 0.42 | 0.21 | 0.25 | 0.35 | 0.29 | 0.73 | 0.41 | 0.35 | 0.76 | 0.69 | 0.57 | 0.53 |
META | 0.05 | 0.12 | 0.16 | 0.17 | 0.23 | 0.19 | 0.20 | 0.11 | 0.12 | 0.21 | 0.42 | 0.50 | 0.15 | 0.42 | 0.45 | 0.15 | 0.55 | 0.31 | 0.22 | 1.00 | 0.63 | 0.28 | 0.63 | 0.28 | 0.37 | 0.59 | 0.32 | 0.60 | 0.56 | 0.41 | 0.44 | 0.64 | 0.60 | 0.59 | 0.70 | 0.34 | 0.65 | 0.70 | 0.45 | 0.47 | 0.56 | 0.68 |
PYPL | -0.04 | 0.06 | 0.11 | 0.12 | 0.21 | 0.19 | 0.16 | 0.16 | 0.16 | 0.16 | 0.49 | 0.61 | 0.15 | 0.45 | 0.52 | 0.17 | 0.68 | 0.34 | 0.24 | 0.63 | 1.00 | 0.31 | 0.63 | 0.25 | 0.38 | 0.64 | 0.36 | 0.61 | 0.58 | 0.37 | 0.39 | 0.59 | 0.58 | 0.56 | 0.58 | 0.32 | 0.69 | 0.72 | 0.43 | 0.44 | 0.53 | 0.65 |
WFC | 0.13 | 0.25 | 0.21 | 0.23 | 0.36 | 0.36 | 0.30 | 0.46 | 0.48 | 0.34 | 0.30 | 0.22 | 0.47 | 0.20 | 0.37 | 0.51 | 0.25 | 0.49 | 0.54 | 0.28 | 0.31 | 1.00 | 0.28 | 0.57 | 0.51 | 0.28 | 0.84 | 0.31 | 0.36 | 0.54 | 0.41 | 0.29 | 0.31 | 0.35 | 0.36 | 0.57 | 0.45 | 0.40 | 0.65 | 0.65 | 0.58 | 0.58 |
AMZN | 0.03 | 0.08 | 0.13 | 0.15 | 0.19 | 0.11 | 0.19 | 0.11 | 0.10 | 0.23 | 0.50 | 0.58 | 0.12 | 0.44 | 0.49 | 0.12 | 0.63 | 0.31 | 0.19 | 0.63 | 0.63 | 0.28 | 1.00 | 0.24 | 0.37 | 0.65 | 0.30 | 0.64 | 0.60 | 0.34 | 0.43 | 0.72 | 0.69 | 0.59 | 0.70 | 0.34 | 0.68 | 0.76 | 0.42 | 0.43 | 0.56 | 0.71 |
DOW | 0.12 | 0.30 | 0.21 | 0.23 | 0.38 | 0.36 | 0.24 | 0.60 | 0.62 | 0.36 | 0.20 | 0.20 | 0.59 | 0.16 | 0.30 | 0.64 | 0.19 | 0.63 | 0.70 | 0.28 | 0.25 | 0.57 | 0.24 | 1.00 | 0.50 | 0.25 | 0.62 | 0.27 | 0.32 | 0.51 | 0.43 | 0.25 | 0.29 | 0.35 | 0.32 | 0.67 | 0.42 | 0.36 | 0.70 | 0.73 | 0.57 | 0.54 |
CIM | 0.10 | 0.26 | 0.21 | 0.23 | 0.35 | 0.33 | 0.25 | 0.40 | 0.41 | 0.37 | 0.35 | 0.33 | 0.42 | 0.28 | 0.37 | 0.44 | 0.33 | 0.40 | 0.47 | 0.37 | 0.38 | 0.51 | 0.37 | 0.50 | 1.00 | 0.38 | 0.55 | 0.36 | 0.40 | 0.51 | 0.43 | 0.37 | 0.39 | 0.42 | 0.41 | 0.49 | 0.54 | 0.49 | 0.61 | 0.63 | 0.59 | 0.61 |
CRM | 0.01 | 0.07 | 0.12 | 0.13 | 0.20 | 0.16 | 0.19 | 0.16 | 0.16 | 0.24 | 0.50 | 0.57 | 0.16 | 0.46 | 0.49 | 0.18 | 0.64 | 0.31 | 0.21 | 0.59 | 0.64 | 0.28 | 0.65 | 0.25 | 0.38 | 1.00 | 0.29 | 0.65 | 0.62 | 0.39 | 0.45 | 0.69 | 0.60 | 0.59 | 0.61 | 0.36 | 0.71 | 0.77 | 0.44 | 0.45 | 0.57 | 0.68 |
BAC | 0.11 | 0.23 | 0.21 | 0.23 | 0.38 | 0.35 | 0.32 | 0.50 | 0.52 | 0.33 | 0.30 | 0.25 | 0.52 | 0.23 | 0.38 | 0.55 | 0.27 | 0.52 | 0.62 | 0.32 | 0.36 | 0.84 | 0.30 | 0.62 | 0.55 | 0.29 | 1.00 | 0.33 | 0.36 | 0.56 | 0.45 | 0.29 | 0.32 | 0.36 | 0.39 | 0.63 | 0.47 | 0.41 | 0.69 | 0.69 | 0.62 | 0.61 |
NVDA | -0.04 | 0.03 | 0.13 | 0.09 | 0.25 | 0.12 | 0.19 | 0.13 | 0.17 | 0.16 | 0.56 | 0.57 | 0.17 | 0.47 | 0.50 | 0.18 | 0.65 | 0.36 | 0.30 | 0.60 | 0.61 | 0.31 | 0.64 | 0.27 | 0.36 | 0.65 | 0.33 | 1.00 | 0.77 | 0.37 | 0.45 | 0.70 | 0.64 | 0.72 | 0.63 | 0.38 | 0.74 | 0.83 | 0.47 | 0.47 | 0.56 | 0.71 |
MRVL | -0.02 | 0.06 | 0.14 | 0.14 | 0.22 | 0.14 | 0.22 | 0.18 | 0.21 | 0.19 | 0.54 | 0.56 | 0.21 | 0.48 | 0.48 | 0.23 | 0.63 | 0.39 | 0.32 | 0.56 | 0.58 | 0.36 | 0.60 | 0.32 | 0.40 | 0.62 | 0.36 | 0.77 | 1.00 | 0.41 | 0.52 | 0.64 | 0.61 | 0.75 | 0.59 | 0.44 | 0.74 | 0.80 | 0.51 | 0.53 | 0.59 | 0.71 |
LVHI | 0.24 | 0.33 | 0.33 | 0.37 | 0.39 | 0.42 | 0.42 | 0.40 | 0.39 | 0.47 | 0.31 | 0.25 | 0.43 | 0.36 | 0.36 | 0.43 | 0.28 | 0.45 | 0.49 | 0.41 | 0.37 | 0.54 | 0.34 | 0.51 | 0.51 | 0.39 | 0.56 | 0.37 | 0.41 | 1.00 | 0.55 | 0.43 | 0.42 | 0.43 | 0.44 | 0.56 | 0.53 | 0.50 | 0.63 | 0.65 | 0.68 | 0.65 |
CSCO | 0.26 | 0.31 | 0.32 | 0.42 | 0.26 | 0.38 | 0.40 | 0.29 | 0.29 | 0.49 | 0.32 | 0.30 | 0.31 | 0.44 | 0.28 | 0.32 | 0.31 | 0.38 | 0.42 | 0.44 | 0.39 | 0.41 | 0.43 | 0.43 | 0.43 | 0.45 | 0.45 | 0.45 | 0.52 | 0.55 | 1.00 | 0.55 | 0.56 | 0.51 | 0.53 | 0.56 | 0.57 | 0.64 | 0.65 | 0.64 | 0.75 | 0.72 |
MSFT | 0.11 | 0.14 | 0.23 | 0.27 | 0.19 | 0.22 | 0.36 | 0.11 | 0.10 | 0.36 | 0.48 | 0.51 | 0.14 | 0.56 | 0.40 | 0.13 | 0.54 | 0.30 | 0.21 | 0.64 | 0.59 | 0.29 | 0.72 | 0.25 | 0.37 | 0.69 | 0.29 | 0.70 | 0.64 | 0.43 | 0.55 | 1.00 | 0.76 | 0.66 | 0.77 | 0.40 | 0.70 | 0.88 | 0.49 | 0.47 | 0.69 | 0.80 |
AAPL | 0.13 | 0.16 | 0.21 | 0.27 | 0.24 | 0.24 | 0.32 | 0.17 | 0.15 | 0.34 | 0.54 | 0.51 | 0.19 | 0.50 | 0.40 | 0.19 | 0.53 | 0.31 | 0.25 | 0.60 | 0.58 | 0.31 | 0.69 | 0.29 | 0.39 | 0.60 | 0.32 | 0.64 | 0.61 | 0.42 | 0.56 | 0.76 | 1.00 | 0.68 | 0.69 | 0.39 | 0.68 | 0.86 | 0.51 | 0.51 | 0.66 | 0.79 |
QCOM | 0.03 | 0.11 | 0.16 | 0.15 | 0.28 | 0.22 | 0.25 | 0.24 | 0.25 | 0.25 | 0.50 | 0.48 | 0.25 | 0.46 | 0.43 | 0.27 | 0.53 | 0.41 | 0.35 | 0.59 | 0.56 | 0.35 | 0.59 | 0.35 | 0.42 | 0.59 | 0.36 | 0.72 | 0.75 | 0.43 | 0.51 | 0.66 | 0.68 | 1.00 | 0.62 | 0.45 | 0.71 | 0.81 | 0.53 | 0.56 | 0.64 | 0.74 |
GOOGL | 0.03 | 0.11 | 0.20 | 0.24 | 0.26 | 0.22 | 0.32 | 0.20 | 0.20 | 0.32 | 0.45 | 0.49 | 0.24 | 0.47 | 0.44 | 0.24 | 0.52 | 0.37 | 0.29 | 0.70 | 0.58 | 0.36 | 0.70 | 0.32 | 0.41 | 0.61 | 0.39 | 0.63 | 0.59 | 0.44 | 0.53 | 0.77 | 0.69 | 0.62 | 1.00 | 0.45 | 0.67 | 0.78 | 0.51 | 0.51 | 0.64 | 0.78 |
EMR | 0.17 | 0.28 | 0.25 | 0.32 | 0.39 | 0.40 | 0.36 | 0.53 | 0.55 | 0.48 | 0.26 | 0.23 | 0.56 | 0.36 | 0.32 | 0.57 | 0.26 | 0.58 | 0.73 | 0.34 | 0.32 | 0.57 | 0.34 | 0.67 | 0.49 | 0.36 | 0.63 | 0.38 | 0.44 | 0.56 | 0.56 | 0.40 | 0.39 | 0.45 | 0.45 | 1.00 | 0.52 | 0.51 | 0.84 | 0.74 | 0.74 | 0.68 |
ROBT | 0.01 | 0.12 | 0.20 | 0.21 | 0.36 | 0.23 | 0.24 | 0.25 | 0.29 | 0.26 | 0.63 | 0.67 | 0.27 | 0.54 | 0.61 | 0.30 | 0.71 | 0.51 | 0.41 | 0.65 | 0.69 | 0.45 | 0.68 | 0.42 | 0.54 | 0.71 | 0.47 | 0.74 | 0.74 | 0.53 | 0.57 | 0.70 | 0.68 | 0.71 | 0.67 | 0.52 | 1.00 | 0.86 | 0.65 | 0.67 | 0.72 | 0.84 |
VGT | 0.06 | 0.14 | 0.21 | 0.24 | 0.28 | 0.25 | 0.33 | 0.21 | 0.23 | 0.35 | 0.61 | 0.63 | 0.24 | 0.59 | 0.54 | 0.25 | 0.68 | 0.43 | 0.35 | 0.70 | 0.72 | 0.40 | 0.76 | 0.36 | 0.49 | 0.77 | 0.41 | 0.83 | 0.80 | 0.50 | 0.64 | 0.88 | 0.86 | 0.81 | 0.78 | 0.51 | 0.86 | 1.00 | 0.64 | 0.63 | 0.78 | 0.91 |
XLI | 0.22 | 0.34 | 0.28 | 0.37 | 0.39 | 0.43 | 0.43 | 0.49 | 0.53 | 0.53 | 0.37 | 0.36 | 0.52 | 0.41 | 0.43 | 0.54 | 0.38 | 0.60 | 0.76 | 0.45 | 0.43 | 0.65 | 0.42 | 0.70 | 0.61 | 0.44 | 0.69 | 0.47 | 0.51 | 0.63 | 0.65 | 0.49 | 0.51 | 0.53 | 0.51 | 0.84 | 0.65 | 0.64 | 1.00 | 0.84 | 0.88 | 0.82 |
COWZ | 0.19 | 0.33 | 0.33 | 0.34 | 0.42 | 0.43 | 0.41 | 0.61 | 0.63 | 0.45 | 0.38 | 0.37 | 0.64 | 0.37 | 0.45 | 0.68 | 0.37 | 0.65 | 0.69 | 0.47 | 0.44 | 0.65 | 0.43 | 0.73 | 0.63 | 0.45 | 0.69 | 0.47 | 0.53 | 0.65 | 0.64 | 0.47 | 0.51 | 0.56 | 0.51 | 0.74 | 0.67 | 0.63 | 0.84 | 1.00 | 0.80 | 0.80 |
VIG | 0.32 | 0.38 | 0.37 | 0.52 | 0.35 | 0.48 | 0.57 | 0.38 | 0.38 | 0.63 | 0.42 | 0.41 | 0.41 | 0.58 | 0.44 | 0.41 | 0.44 | 0.50 | 0.57 | 0.56 | 0.53 | 0.58 | 0.56 | 0.57 | 0.59 | 0.57 | 0.62 | 0.56 | 0.59 | 0.68 | 0.75 | 0.69 | 0.66 | 0.64 | 0.64 | 0.74 | 0.72 | 0.78 | 0.88 | 0.80 | 1.00 | 0.94 |
VOO | 0.19 | 0.28 | 0.31 | 0.39 | 0.36 | 0.40 | 0.46 | 0.39 | 0.39 | 0.51 | 0.56 | 0.54 | 0.42 | 0.60 | 0.54 | 0.43 | 0.58 | 0.54 | 0.53 | 0.68 | 0.65 | 0.58 | 0.71 | 0.54 | 0.61 | 0.68 | 0.61 | 0.71 | 0.71 | 0.65 | 0.72 | 0.80 | 0.79 | 0.74 | 0.78 | 0.68 | 0.84 | 0.91 | 0.82 | 0.80 | 0.94 | 1.00 |
Дивидендный доход
Дивидендная доходность Shanker_Sharma за предыдущие двенадцать месяцев составила 3.69%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Shanker_Sharma | 3.69% | 2.71% | 1.93% | 2.63% | 2.66% | 2.93% | 2.31% | 2.47% | 3.11% | 3.11% | 2.81% | 3.14% |
Активы портфеля: | ||||||||||||
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% |
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% |
BAC Bank of America Corporation | 3.81% | 2.61% | 1.81% | 2.49% | 2.02% | 2.42% | 1.48% | 1.29% | 1.38% | 0.79% | 0.30% | 0.41% |
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% |
CIM Chimera Investment Corporation | 28.66% | 21.22% | 10.28% | 17.93% | 14.61% | 18.64% | 20.08% | 23.44% | 32.80% | 46.79% | 36.93% | 52.06% |
COWZ Pacer US Cash Cows 100 ETF | 2.47% | 1.97% | 1.52% | 2.64% | 2.11% | 1.83% | 2.17% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% |
CRM salesforce.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% |
CSCO Cisco Systems, Inc. | 4.57% | 3.22% | 2.43% | 3.45% | 3.21% | 3.39% | 3.49% | 4.01% | 3.82% | 3.47% | 3.06% | 3.50% |
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% |
DOW Dow Inc. | 6.95% | 5.62% | 5.25% | 5.61% | 4.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMR Emerson Electric Co. | 3.91% | 2.18% | 2.26% | 2.64% | 2.82% | 3.66% | 3.19% | 4.08% | 4.88% | 3.66% | 3.12% | 4.12% |
FCX Freeport-McMoRan Inc. | 2.57% | 1.58% | 0.55% | 0.20% | 1.56% | 1.51% | 0.00% | 0.00% | 8.86% | 5.75% | 7.67% | 4.29% |
GIS General Mills, Inc. | 3.78% | 2.54% | 3.16% | 3.63% | 4.08% | 5.84% | 3.96% | 3.77% | 3.87% | 4.02% | 3.91% | 4.45% |
GOOGL Alphabet 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% |
HAL Halliburton Company | 2.12% | 1.23% | 0.80% | 1.71% | 3.08% | 2.93% | 1.62% | 1.49% | 2.41% | 1.86% | 1.21% | 1.23% |
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% |
KHC The Kraft Heinz Company | 5.22% | 3.97% | 4.69% | 5.07% | 5.77% | 7.10% | 4.02% | 3.53% | 4.17% | 4.77% | 5.48% | 1.65% |
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% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 7.64% | 7.77% | 4.47% | 4.48% | 7.84% | 13.41% | 4.70% | 2.90% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, 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% |
MRVL | 0.55% | 0.65% | 0.21% | 0.51% | 0.92% | 1.52% | 1.16% | 1.83% | 2.93% | 1.82% | 1.87% | 2.83% |
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% |
NVDA | 0.05% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
PFE | 6.44% | 3.19% | 2.78% | 4.28% | 4.19% | 3.68% | 4.32% | 4.70% | 4.58% | 4.55% | 4.43% | 5.12% |
PM | 6.95% | 5.05% | 5.51% | 6.44% | 6.51% | 8.54% | 5.35% | 6.26% | 6.67% | 7.26% | 6.56% | 5.00% |
PYPL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
ROBT | 0.31% | 0.35% | 0.06% | 0.17% | 0.42% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHOP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMO | 0.30% | 0.22% | 0.16% | 0.19% | 0.24% | 0.31% | 0.32% | 0.43% | 0.43% | 0.49% | 0.56% | 0.88% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
U | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBER | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
VGT | 0.88% | 0.91% | 0.64% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
VIG | 2.41% | 1.97% | 1.59% | 1.70% | 1.82% | 2.25% | 2.08% | 2.42% | 2.69% | 2.30% | 2.22% | 2.91% |
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% |
VWAGY | 23.18% | 18.24% | 2.45% | 3.41% | 3.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WFC | 4.12% | 2.70% | 1.30% | 4.25% | 3.91% | 4.05% | 2.97% | 3.31% | 3.37% | 3.15% | 3.33% | 3.48% |
XLE | 5.10% | 3.72% | 4.43% | 6.20% | 6.74% | 4.40% | 3.88% | 2.99% | 4.60% | 3.28% | 2.46% | 2.59% |
XLI | 2.03% | 1.64% | 1.27% | 1.61% | 2.05% | 2.32% | 1.94% | 2.31% | 2.46% | 2.16% | 2.00% | 2.76% |
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% |
Комиссия
Комиссия Shanker_Sharma составляет 0.05%, 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 | |
---|---|---|---|---|---|
AAPL Apple Inc. | 0.81 | ||||
AMZN Amazon.com, Inc. | 0.28 | ||||
BAC Bank of America Corporation | -0.63 | ||||
CAT Caterpillar Inc. | 0.11 | ||||
CIM Chimera Investment Corporation | -0.86 | ||||
COWZ Pacer US Cash Cows 100 ETF | -0.23 | ||||
CRM salesforce.com, inc. | 0.82 | ||||
CSCO Cisco Systems, Inc. | 0.74 | ||||
CVX Chevron Corporation | -0.30 | ||||
DOW Dow Inc. | -0.74 | ||||
EMR Emerson Electric Co. | -0.12 | ||||
FCX Freeport-McMoRan Inc. | -0.13 | ||||
GIS General Mills, Inc. | 1.24 | ||||
GOOGL Alphabet Inc. | 0.47 | ||||
HAL Halliburton Company | -0.43 | ||||
JNJ Johnson & Johnson | -0.71 | ||||
KHC The Kraft Heinz Company | 0.01 | ||||
KO The Coca-Cola Company | -0.20 | ||||
LVHI Legg Mason International Low Volatility High Dividend ETF | 0.59 | ||||
META Meta Platforms, Inc. | 0.73 | ||||
MRVL | N/A | ||||
MSFT | N/A | ||||
NVDA | N/A | ||||
PFE | N/A | ||||
PM | N/A | ||||
PYPL | N/A | ||||
QCOM | N/A | ||||
ROBT | N/A | ||||
SHOP | N/A | ||||
TMO | N/A | ||||
TSLA | N/A | ||||
U | N/A | ||||
UBER | N/A | ||||
UNH | N/A | ||||
VGT | N/A | ||||
VIG | N/A | ||||
VOO | N/A | ||||
VWAGY | N/A | ||||
WFC | N/A | ||||
XLE | N/A | ||||
XLI | N/A | ||||
XOM | N/A |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Shanker_Sharma с января 2010 показал максимальную просадку в 26.64%, зарегистрированную 30 сент. 2022 г.. Портфель еще не восстановился от этой просадки.
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 |
---|---|---|---|---|---|---|
-26.64% | 13 янв. 2022 г. | 180 | 30 сент. 2022 г. | — | — | — |
-7.1% | 13 окт. 2020 г. | 14 | 30 окт. 2020 г. | 4 | 5 нояб. 2020 г. | 18 |
-5.85% | 17 нояб. 2021 г. | 10 | 1 дек. 2021 г. | 17 | 27 дек. 2021 г. | 27 |
-4.37% | 3 сент. 2021 г. | 11 | 20 сент. 2021 г. | 19 | 15 окт. 2021 г. | 30 |
-4.22% | 25 февр. 2021 г. | 6 | 4 мар. 2021 г. | 5 | 11 мар. 2021 г. | 11 |
График волатильности
Текущая волатильность Shanker_Sharma составляет 4.87%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.