PortfoliosLab logo
Инструменты
Анализ доходности
Анализ рисков
Инструменты оптимизации
Факторный анализ
Все инструменты
Анализ портфеля
Портфели
Ленивые портфелиПользовательские портфели

0-48

Последнее обновление 30 сент. 2023 г.

Распределение активов


MMM 2.13%AOS 2.13%ABT 2.13%ABBV 2.13%ACN 2.13%ATVI 2.13%ADM 2.13%ADBE 2.13%ADP 2.13%AAP 2.13%AES 2.13%AFL 2.13%A 2.13%APD 2.13%AKAM 2.13%ALK 2.13%ALB 2.13%ARE 2.13%ALGN 2.13%ALLE 2.13%LNT 2.13%ALL 2.13%GOOGL 2.13%GOOG 2.13%MO 2.13%AMZN 2.13%AMCR 2.13%AMD 2.13%AEE 2.13%AAL 2.13%AEP 2.13%AXP 2.13%AIG 2.13%AMT 2.13%AWK 2.13%AMP 2.13%ABC 2.13%AME 2.13%AMGN 2.13%APH 2.13%ADI 2.13%ANSS 2.13%AON 2.13%APA 2.13%AAPL 2.13%AMAT 2.13%APTV 2.13%АкцииАкции
ПозицияКатегория/СекторВес
MMM
2.13%
AOS
2.13%
ABT
Abbott Laboratories
Healthcare2.13%
ABBV
AbbVie Inc.
Healthcare2.13%
ACN
Accenture plc
Technology2.13%
ATVI
2.13%
ADM
Archer-Daniels-Midland Company
Consumer Defensive2.13%
ADBE
Adobe Inc
Technology2.13%
ADP
Automatic Data Processing, Inc.
Industrials2.13%
AAP
Advance Auto Parts, Inc.
Consumer Cyclical2.13%
AES
The AES Corporation
Utilities2.13%
AFL
Aflac Incorporated
Financial Services2.13%
A
Agilent Technologies, Inc.
Healthcare2.13%
APD
2.13%
AKAM
Akamai Technologies, Inc.
Technology2.13%
ALK
2.13%
ALB
Albemarle Corporation
Basic Materials2.13%
ARE
2.13%
ALGN
Align Technology, Inc.
Healthcare2.13%
ALLE
2.13%
LNT
2.13%
ALL
2.13%
GOOGL
2.13%
GOOG
2.13%
MO
2.13%
AMZN
2.13%
AMCR
2.13%
AMD
2.13%
AEE
Ameren Corporation
Utilities2.13%
AAL
American Airlines Group Inc.
Industrials2.13%
AEP
American Electric Power Company, Inc.
Utilities2.13%
AXP
2.13%
AIG
American International Group, Inc.
Financial Services2.13%
AMT
2.13%
AWK
2.13%
AMP
2.13%
ABC
AmerisourceBergen Corporation
Healthcare2.13%
AME
2.13%
AMGN
2.13%
APH
2.13%
ADI
Analog Devices, Inc.
Technology2.13%
ANSS
2.13%
AON
2.13%
APA
2.13%
AAPL
Apple Inc.
Technology2.13%
AMAT
2.13%
APTV
2.13%

Доходность

График показывает рост $10,000 инвестированных в 0-48 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


0.00%5.00%10.00%MayJuneJulyAugustSeptember
-1.08%
3.97%
0-48
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам

0-48 на 30 сент. 2023 г. показал доходность в 2.92% с начала года и доходность в 14.90% в годовом выражении за последние 10 лет.


1 месяц6 месяцевС начала года1 год5 лет (среднегодовая)10 лет (среднегодовая)
Бенчмарк-5.04%4.35%11.68%19.59%7.99%9.03%
0-48-6.27%-1.18%2.92%14.94%11.69%14.90%
MMM
-12.46%-8.23%-18.49%-10.51%-12.09%-0.73%
AOS
-10.11%-3.14%17.60%39.37%6.88%13.35%
ABT
Abbott Laboratories
-5.83%-3.42%-10.52%2.01%7.36%12.31%
ABBV
AbbVie Inc.
0.58%-4.56%-4.99%15.57%14.91%16.12%
ACN
Accenture plc
-6.29%8.27%16.44%21.29%13.89%17.44%
ATVI
1.73%10.57%23.63%27.31%3.09%18.35%
ADM
Archer-Daniels-Midland Company
-5.48%-4.25%-17.40%-4.27%11.39%8.99%
ADBE
Adobe Inc
-9.47%32.31%51.52%85.28%13.44%24.79%
ADP
Automatic Data Processing, Inc.
-5.46%9.23%2.39%8.65%12.00%16.80%
AAP
Advance Auto Parts, Inc.
-17.32%-53.27%-61.35%-63.27%-18.60%-7.42%
AES
The AES Corporation
-15.04%-35.94%-46.03%-30.90%4.09%3.98%
AFL
Aflac Incorporated
2.65%20.40%8.62%39.86%13.03%12.36%
A
Agilent Technologies, Inc.
-8.28%-18.88%-25.01%-7.38%10.09%12.27%
APD
-4.91%-0.74%-6.93%23.92%13.22%12.87%
AKAM
Akamai Technologies, Inc.
1.13%36.07%26.38%32.64%8.98%6.93%
ALK
-11.25%-11.63%-13.65%-5.29%-10.42%-1.55%
ALB
Albemarle Corporation
-14.91%-22.77%-21.13%-35.22%12.20%11.93%
ARE
-13.32%-18.38%-28.94%-25.53%-1.18%6.73%
ALGN
Align Technology, Inc.
-18.56%-8.63%44.77%47.42%-4.10%20.15%
ALLE
-8.81%-1.58%0.22%18.07%4.01%8.09%
LNT
-2.69%-7.75%-10.02%-5.46%5.49%9.24%
ALL
0.77%2.23%-15.89%-7.83%4.99%9.76%
GOOGL
-3.54%26.15%48.32%36.81%16.79%17.41%
GOOG
-3.62%26.78%48.60%37.13%17.11%17.58%
MO
-2.54%-1.63%-1.93%13.30%0.17%7.43%
AMZN
-7.96%23.07%51.33%12.50%5.24%23.89%
AMCR
-5.11%-17.47%-20.28%-10.60%2.77%4.09%
AMD
-6.06%4.91%58.75%62.28%28.89%40.84%
AEE
Ameren Corporation
-3.85%-12.02%-13.88%-4.28%5.88%10.03%
AAL
American Airlines Group Inc.
-12.74%-13.15%0.71%6.40%-19.51%-10.11%
AEP
American Electric Power Company, Inc.
-2.97%-15.71%-18.48%-9.63%4.58%8.01%
AXP
-6.53%-8.91%2.05%12.19%8.15%6.88%
AIG
American International Group, Inc.
2.91%21.84%-2.33%30.75%5.65%4.30%
AMT
-9.04%-18.26%-21.16%-21.06%4.83%9.95%
AWK
-10.14%-14.64%-17.61%-3.07%8.83%13.31%
AMP
-3.69%8.50%7.18%33.00%19.85%14.53%
ABC
AmerisourceBergen Corporation
0.00%9.88%6.49%30.80%15.70%12.59%
AME
-7.87%2.01%6.29%31.16%13.97%12.25%
AMGN
4.69%13.13%5.05%23.25%8.57%11.52%
APH
-4.94%3.30%11.17%26.75%13.51%15.53%
ADI
Analog Devices, Inc.
-4.02%-10.37%8.27%28.02%15.91%15.73%
ANSS
-6.73%-10.59%23.16%34.21%10.34%15.25%
AON
-3.03%3.22%8.62%21.94%16.76%16.44%
APA
-8.83%15.48%-10.30%23.20%-1.35%-5.61%
AAPL
Apple Inc.
-9.63%4.11%32.33%24.62%25.63%27.59%
AMAT
-10.09%13.25%43.19%70.60%30.59%23.81%
APTV
-5.65%-12.12%5.86%26.06%3.37%6.55%

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20231.51%-0.48%-2.52%7.09%3.77%-2.66%

Коэффициент Шарпа

0-48 на текущий момент имеет коэффициент Шарпа равный 0.60. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

-1.000.001.002.003.000.60

Коэффициент Шарпа 0-48 находится в нижней четверти, что указывает на то, что этот портфель не показывает хороших результатов в плане доходности с поправкой на риск по сравнению с другими. Это может быть связано с низкой доходностью, высокой волатильностью или с обоими факторами. Это может быть признаком того, что портфель нуждается в доработке.


Скользящий 12-месячный коэффициент Шарпа-0.500.000.501.00MayJuneJulyAugustSeptember
0.60
0.89
0-48
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность 0-48 за предыдущие двенадцать месяцев составила 2.07%.


TTM20222021202020192018201720162015201420132012
0-482.07%1.73%1.52%1.79%1.92%2.21%1.81%2.02%2.10%1.85%1.84%1.99%
MMM
6.40%5.19%3.63%3.78%3.80%3.44%2.47%3.14%3.53%2.77%2.47%3.55%
AOS
2.27%2.03%1.28%1.89%2.03%1.95%1.02%1.14%1.13%1.22%0.99%1.34%
ABT
Abbott Laboratories
2.07%1.74%1.32%1.38%1.57%1.67%2.05%3.05%2.47%2.31%1.76%3.75%
ABBV
AbbVie Inc.
3.92%3.59%4.11%4.94%5.72%4.87%3.44%4.90%4.77%3.66%4.52%0.00%
ACN
Accenture plc
1.46%1.53%0.89%1.30%1.13%2.11%1.80%2.19%2.30%2.52%2.51%2.71%
ATVI
1.06%0.62%0.71%0.45%0.64%0.76%0.49%0.75%0.63%1.06%1.15%1.85%
ADM
Archer-Daniels-Midland Company
2.32%1.75%2.27%3.03%3.31%3.71%3.74%3.17%3.80%2.35%2.28%3.40%
ADBE
Adobe 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%
ADP
Automatic Data Processing, Inc.
2.08%1.86%1.61%2.19%2.08%2.36%2.25%2.42%2.79%2.56%2.75%3.64%
AAP
Advance Auto Parts, Inc.
5.81%4.15%1.43%0.68%0.16%0.16%0.26%0.15%0.17%0.16%0.24%0.36%
AES
The AES Corporation
4.31%2.24%2.60%2.62%3.05%4.13%5.30%4.73%5.44%1.95%1.50%0.52%
AFL
Aflac Incorporated
2.16%2.26%2.35%2.70%2.25%2.56%2.28%2.80%3.18%3.03%2.69%3.28%
A
Agilent Technologies, Inc.
0.79%0.71%0.49%0.46%0.81%0.94%0.85%1.10%1.31%0.75%0.93%1.07%
APD
2.42%2.13%2.05%2.08%2.14%3.04%2.64%2.69%2.98%2.62%3.18%3.93%
AKAM
Akamai Technologies, 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%
ALK
0.00%0.00%0.00%0.72%2.08%2.16%1.71%1.32%1.07%0.92%0.60%0.00%
ALB
Albemarle Corporation
0.94%0.73%0.68%1.07%2.09%1.84%1.07%1.54%2.29%2.07%1.74%1.50%
ARE
4.90%3.35%2.14%2.60%2.78%3.73%3.14%3.55%4.26%4.24%5.56%4.25%
ALGN
Align Technology, 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%
ALLE
1.69%1.58%1.12%1.14%0.91%1.12%0.86%0.81%0.66%0.63%0.00%0.00%
LNT
3.68%3.18%2.77%3.21%2.90%3.66%3.52%3.81%4.47%4.04%4.96%5.80%
ALL
3.16%2.57%2.90%2.12%1.96%2.50%1.62%2.08%2.30%1.93%2.26%2.76%
GOOGL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MO
9.04%8.58%8.57%10.28%8.90%8.78%5.42%5.49%6.10%6.92%8.57%10.17%
AMZN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMCR
5.35%4.20%4.24%4.41%6.10%5.87%4.77%5.21%2.85%5.03%0.00%0.00%
AMD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AEE
Ameren Corporation
3.31%2.72%2.60%2.76%2.77%3.22%3.53%3.95%4.79%4.55%6.00%7.40%
AAL
American Airlines Group Inc.
0.00%0.00%0.00%0.63%1.40%1.27%0.79%0.89%0.99%0.39%0.00%0.00%
AEP
American Electric Power Company, Inc.
4.41%3.44%3.59%3.76%3.26%3.98%3.96%4.55%4.82%4.54%5.89%6.48%
AXP
1.50%1.36%1.08%1.47%1.35%1.62%1.43%1.77%1.78%1.20%1.09%1.58%
AIG
American International Group, Inc.
2.24%2.06%2.35%3.61%2.78%3.71%2.52%2.35%1.60%1.11%0.49%0.00%
AMT
3.75%2.81%1.86%2.15%1.78%2.20%2.07%2.36%2.19%1.69%1.67%1.44%
AWK
2.20%1.71%1.29%1.47%1.69%2.12%1.96%2.28%2.56%2.68%2.41%4.02%
AMP
1.58%1.59%1.51%2.20%2.46%3.74%2.17%3.05%2.92%2.09%2.18%2.92%
ABC
AmerisourceBergen Corporation
1.11%1.14%1.37%1.80%1.99%2.23%1.76%1.97%1.32%1.26%1.43%1.64%
AME
0.66%0.63%0.55%0.61%0.58%0.85%0.52%0.77%0.71%0.67%0.49%0.63%
AMGN
3.10%3.03%3.31%3.04%2.70%3.14%3.15%3.35%2.44%1.96%2.15%2.22%
APH
1.00%1.07%0.74%0.82%0.92%1.14%0.84%0.92%1.09%0.91%0.75%0.72%
ADI
Analog Devices, Inc.
1.91%1.88%1.62%1.76%1.95%2.45%2.26%2.64%3.39%3.21%3.31%3.64%
ANSS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AON
0.72%0.73%0.67%0.86%0.85%1.12%1.11%1.23%1.34%1.06%0.90%1.25%
APA
2.43%1.36%0.53%2.39%4.14%4.18%2.66%1.81%2.63%1.81%1.08%1.02%
AAPL
Apple Inc.
0.55%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
AMAT
0.84%1.05%0.61%1.03%1.41%2.26%0.84%1.34%2.36%1.80%2.53%3.60%
APTV
0.00%0.00%0.00%0.17%0.93%1.45%1.17%1.79%1.23%1.47%1.23%0.00%

Комиссия

Комиссия 0-48 составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


Портфель не содержит фондов, взимающих комиссии

Риск-скорректированная доходность

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 ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
MMM
N/A
AOS
N/A
ABT
Abbott Laboratories
-0.00
ABBV
AbbVie Inc.
0.34
ACN
Accenture plc
0.69
ATVI
N/A
ADM
Archer-Daniels-Midland Company
-0.29
ADBE
Adobe Inc
2.32
ADP
Automatic Data Processing, Inc.
0.27
AAP
Advance Auto Parts, Inc.
-1.31
AES
The AES Corporation
-1.05
AFL
Aflac Incorporated
1.74
A
Agilent Technologies, Inc.
-0.32
APD
N/A
AKAM
Akamai Technologies, Inc.
1.14
ALK
N/A
ALB
Albemarle Corporation
-0.85
ARE
N/A
ALGN
Align Technology, Inc.
0.78
ALLE
N/A
LNT
N/A
ALL
N/A
GOOGL
N/A
GOOG
N/A
MO
N/A
AMZN
N/A
AMCR
N/A
AMD
N/A
AEE
Ameren Corporation
-0.47
AAL
American Airlines Group Inc.
0.01
AEP
American Electric Power Company, Inc.
-0.73
AXP
N/A
AIG
American International Group, Inc.
0.99
AMT
N/A
AWK
N/A
AMP
N/A
ABC
AmerisourceBergen Corporation
1.08
AME
N/A
AMGN
N/A
APH
N/A
ADI
Analog Devices, Inc.
0.77
ANSS
N/A
AON
N/A
APA
N/A
AAPL
Apple Inc.
0.53
AMAT
N/A
APTV
N/A

Таблица корреляции активов

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

AEPAMCRAPAAEEMOLNTAWKATVIAMDABBVABCAAPAMTAALALKAMGNAESAREADMALBAMZNALLAKAMALGNAIGAAPLAMATABTAONAPTVADBEAOSGOOGLGOOGADIAFLAPDMMMALLEAXPANSSAADPAMPAMEACNAPH
AEP1.000.190.040.800.350.850.710.140.050.190.210.180.440.080.140.250.420.440.260.120.120.290.170.140.180.180.100.260.310.090.160.170.180.180.110.260.280.270.230.180.170.210.350.160.210.270.23
AMCR0.191.000.200.210.240.220.220.120.150.180.200.240.220.200.230.190.270.240.270.280.170.260.200.220.300.210.220.230.280.300.220.320.210.210.250.310.330.360.330.290.250.280.300.320.340.290.33
APA0.040.201.000.050.210.060.010.130.230.220.220.230.100.270.270.190.320.150.420.390.180.290.220.240.430.240.300.170.230.380.190.310.250.260.300.400.310.320.290.390.220.290.260.450.400.280.35
AEE0.800.210.051.000.320.850.710.130.060.220.220.200.440.080.130.250.460.470.280.140.130.310.180.150.190.180.100.300.320.110.170.170.190.190.130.270.290.290.260.200.190.230.370.170.250.290.25
MO0.350.240.210.321.000.360.300.160.070.270.310.260.260.220.250.280.270.320.410.250.150.360.170.190.330.220.180.270.280.250.170.280.200.200.200.360.330.400.300.300.180.240.350.320.290.320.30
LNT0.850.220.060.850.361.000.750.140.030.220.220.210.470.080.160.260.460.480.290.140.130.330.180.160.210.180.110.290.340.120.170.200.210.200.130.290.300.300.260.210.190.230.380.180.250.300.27
AWK0.710.220.010.710.300.751.000.190.120.220.210.210.510.070.140.260.430.490.240.160.230.290.230.230.180.230.160.350.330.130.260.210.260.250.170.260.300.260.280.210.290.290.360.170.270.340.29
ATVI0.140.120.130.130.160.140.191.000.330.260.210.210.260.180.170.310.190.230.200.260.460.220.400.330.210.400.370.370.290.290.500.290.450.450.380.220.290.270.310.260.460.380.340.270.310.390.36
AMD0.050.150.230.060.070.030.120.331.000.160.170.180.210.250.230.210.220.230.210.360.450.170.350.390.220.440.530.310.250.360.480.300.430.430.540.220.300.250.310.310.480.390.310.340.340.380.42
ABBV0.190.180.220.220.270.220.220.260.161.000.390.250.240.200.210.530.240.270.310.210.240.310.290.300.310.270.270.460.320.270.290.290.330.320.290.350.340.350.290.310.300.420.350.330.340.340.35
ABC0.210.200.220.220.310.220.210.210.170.391.000.270.220.260.280.440.230.290.330.230.220.330.290.290.360.260.240.370.330.280.230.300.280.280.280.380.320.350.350.350.260.330.390.400.360.350.33
AAP0.180.240.230.200.260.210.210.210.180.250.271.000.210.300.340.240.280.300.320.270.270.340.290.280.340.270.300.280.300.380.260.390.280.280.290.360.320.350.380.380.300.320.370.410.400.350.37
AMT0.440.220.100.440.260.470.510.260.210.240.220.211.000.160.170.310.360.520.260.220.310.310.330.310.210.320.240.400.380.230.360.260.340.340.280.300.340.310.330.260.390.370.400.260.330.430.36
AAL0.080.200.270.080.220.080.070.180.250.200.260.300.161.000.730.220.280.250.320.350.290.340.290.330.430.300.380.260.300.450.290.390.320.320.380.410.360.380.390.500.320.330.360.500.390.330.41
ALK0.140.230.270.130.250.160.140.170.230.210.280.340.170.731.000.250.310.280.320.350.280.360.270.330.450.300.350.240.300.460.270.420.310.320.350.430.350.380.410.510.310.340.370.510.410.340.42
AMGN0.250.190.190.250.280.260.260.310.210.530.440.240.310.220.251.000.240.290.320.220.310.330.390.330.300.340.310.510.360.270.350.320.370.370.350.340.370.390.340.320.350.460.420.370.360.380.36
AES0.420.270.320.460.270.460.430.190.220.240.230.280.360.280.310.241.000.390.410.360.250.350.290.330.360.280.290.320.360.350.300.330.310.310.310.400.380.370.360.400.330.370.390.410.400.410.42
ARE0.440.240.150.470.320.480.490.230.230.270.290.300.520.250.280.290.391.000.310.260.290.350.300.340.290.320.280.390.380.280.340.330.340.330.300.350.350.350.390.340.380.370.430.320.370.430.42
ADM0.260.270.420.280.410.290.240.200.210.310.330.320.260.320.320.320.410.311.000.390.210.430.290.270.480.290.320.310.370.400.250.400.280.270.360.500.430.450.400.460.310.370.420.510.490.400.46
ALB0.120.280.390.140.250.140.160.260.360.210.230.270.220.350.350.220.360.260.391.000.330.340.330.400.420.370.460.300.340.490.370.450.370.380.440.400.450.430.440.440.400.450.390.490.490.420.50
AMZN0.120.170.180.130.150.130.230.460.450.240.220.270.310.290.280.310.250.290.210.331.000.240.450.450.270.570.460.410.340.400.620.350.680.680.450.260.340.320.380.360.570.440.390.360.370.490.44
ALL0.290.260.290.310.360.330.290.220.170.310.330.340.310.340.360.330.350.350.430.340.241.000.330.290.570.310.300.350.490.380.260.420.290.290.320.620.430.480.420.490.320.370.500.550.490.430.44
AKAM0.170.200.220.180.170.180.230.400.350.290.290.290.330.290.270.390.290.300.290.330.450.331.000.410.300.440.420.450.420.360.520.380.480.480.440.340.410.400.430.390.540.480.470.440.440.520.48
ALGN0.140.220.240.150.190.160.230.330.390.300.290.280.310.330.330.330.330.340.270.400.450.290.411.000.330.440.450.470.330.440.500.420.470.470.470.340.390.390.440.400.550.520.440.450.450.470.52
AIG0.180.300.430.190.330.210.180.210.220.310.360.340.210.430.450.300.360.290.480.420.270.570.300.331.000.300.370.320.470.490.280.480.340.340.390.680.460.470.450.600.330.400.440.670.540.440.48
AAPL0.180.210.240.180.220.180.230.400.440.270.260.270.320.300.300.340.280.320.290.370.570.310.440.440.301.000.520.430.380.410.570.380.590.590.550.320.410.390.400.410.570.480.450.430.440.510.54
AMAT0.100.220.300.100.180.110.160.370.530.270.240.300.240.380.350.310.290.280.320.460.460.300.420.450.370.521.000.390.360.500.530.440.520.520.720.380.440.410.450.470.570.500.450.510.500.500.60
ABT0.260.230.170.300.270.290.350.370.310.460.370.280.400.260.240.510.320.390.310.300.410.350.450.470.320.430.391.000.460.380.490.370.470.460.440.390.470.450.420.410.510.590.500.430.470.530.48
AON0.310.280.230.320.280.340.330.290.250.320.330.300.380.300.300.360.360.380.370.340.340.490.420.330.470.380.360.461.000.380.420.400.400.400.400.530.470.440.460.480.450.470.530.530.510.540.50
APTV0.090.300.380.110.250.120.130.290.360.270.280.380.230.450.460.270.350.280.400.490.400.380.360.440.490.410.500.380.381.000.410.540.440.440.530.470.440.470.490.540.470.470.450.580.570.500.59
ADBE0.160.220.190.170.170.170.260.500.480.290.230.260.360.290.270.350.300.340.250.370.620.260.520.500.280.570.530.490.420.411.000.390.640.630.540.300.430.370.440.400.690.540.520.410.450.600.53
AOS0.170.320.310.170.280.200.210.290.300.290.300.390.260.390.420.320.330.330.400.450.350.420.380.420.480.380.440.370.400.540.391.000.390.390.470.490.480.560.600.470.450.500.470.560.620.490.57
GOOGL0.180.210.250.190.200.210.260.450.430.330.280.280.340.320.310.370.310.340.280.370.680.290.480.470.340.590.520.470.400.440.640.391.000.990.510.350.410.400.410.440.580.490.490.450.440.570.53
GOOG0.180.210.260.190.200.200.250.450.430.320.280.280.340.320.320.370.310.330.270.380.680.290.480.470.340.590.520.460.400.440.630.390.991.000.510.350.420.400.410.450.580.500.490.450.450.570.53
ADI0.110.250.300.130.200.130.170.380.540.290.280.290.280.380.350.350.310.300.360.440.450.320.440.470.390.550.720.440.400.530.540.470.510.511.000.400.460.460.470.490.580.540.490.510.540.540.63
AFL0.260.310.400.270.360.290.260.220.220.350.380.360.300.410.430.340.400.350.500.400.260.620.340.340.680.320.380.390.530.470.300.490.350.350.401.000.500.540.490.620.350.420.530.680.570.500.52
APD0.280.330.310.290.330.300.300.290.300.340.320.320.340.360.350.370.380.350.430.450.340.430.410.390.460.410.440.470.470.440.430.480.410.420.460.501.000.520.490.490.490.520.530.540.600.550.55
MMM0.270.360.320.290.400.300.260.270.250.350.350.350.310.380.380.390.370.350.450.430.320.480.400.390.470.390.410.450.440.470.370.560.400.400.460.540.521.000.540.510.390.490.520.550.610.520.56
ALLE0.230.330.290.260.300.260.280.310.310.290.350.380.330.390.410.340.360.390.400.440.380.420.430.440.450.400.450.420.460.490.440.600.410.410.470.490.490.541.000.500.480.520.530.560.620.540.59
AXP0.180.290.390.200.300.210.210.260.310.310.350.380.260.500.510.320.400.340.460.440.360.490.390.400.600.410.470.410.480.540.400.470.440.450.490.620.490.510.501.000.450.460.510.710.570.500.55
ANSS0.170.250.220.190.180.190.290.460.480.300.260.300.390.320.310.350.330.380.310.400.570.320.540.550.330.570.570.510.450.470.690.450.580.580.580.350.490.390.480.451.000.590.540.480.530.620.60
A0.210.280.290.230.240.230.290.380.390.420.330.320.370.330.340.460.370.370.370.450.440.370.480.520.400.480.500.590.470.470.540.500.490.500.540.420.520.490.520.460.591.000.530.520.590.590.62
ADP0.350.300.260.370.350.380.360.340.310.350.390.370.400.360.370.420.390.430.420.390.390.500.470.440.440.450.450.500.530.450.520.470.490.490.490.530.530.520.530.510.540.531.000.540.570.640.58
AMP0.160.320.450.170.320.180.170.270.340.330.400.410.260.500.510.370.410.320.510.490.360.550.440.450.670.430.510.430.530.580.410.560.450.450.510.680.540.550.560.710.480.520.541.000.650.560.60
AME0.210.340.400.250.290.250.270.310.340.340.360.400.330.390.410.360.400.370.490.490.370.490.440.450.540.440.500.470.510.570.450.620.440.450.540.570.600.610.620.570.530.590.570.651.000.570.69
ACN0.270.290.280.290.320.300.340.390.380.340.350.350.430.330.340.380.410.430.400.420.490.430.520.470.440.510.500.530.540.500.600.490.570.570.540.500.550.520.540.500.620.590.640.560.571.000.62
APH0.230.330.350.250.300.270.290.360.420.350.330.370.360.410.420.360.420.420.460.500.440.440.480.520.480.540.600.480.500.590.530.570.530.530.630.520.550.560.590.550.600.620.580.600.690.621.00

График просадок

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-10.03%
-10.60%
0-48
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

0-48 с января 2010 показал максимальную просадку в 35.71%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 53 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

-35.71%20 февр. 2020 г.2323 мар. 2020 г.538 июн. 2020 г.76
-21.72%5 янв. 2022 г.18630 сент. 2022 г.
-19.43%21 сент. 2018 г.6524 дек. 2018 г.5921 мар. 2019 г.124
-13.02%30 дек. 2015 г.3011 февр. 2016 г.2518 мар. 2016 г.55
-11.05%18 авг. 2015 г.625 авг. 2015 г.4223 окт. 2015 г.48

График волатильности

Текущая волатильность 0-48 составляет 3.23%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptember
3.23%
3.17%
0-48
Benchmark (^GSPC)
Активы портфеля