0-48
Последнее обновление 30 сент. 2023 г.
Распределение активов
Раз в квартал
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
0-48
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 месяц | 6 месяцев | С начала года | 1 год | 5 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% |
| Активы портфеля: | ||||||
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 выше одного года показана в среднегодовом выражении | ||||||
Доходность по месяцам
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.51% | -0.48% | -2.52% | 7.09% | 3.77% | -2.66% |
0-48
Benchmark (^GSPC)
Активы портфеля
Дивидендный доход
Дивидендная доходность 0-48 за предыдущие двенадцать месяцев составила 2.07%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0-48 | 2.07% | 1.73% | 1.52% | 1.79% | 1.92% | 2.21% | 1.81% | 2.02% | 2.10% | 1.85% | 1.84% | 1.99% |
| Активы портфеля: | ||||||||||||
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 Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс 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.
| AEP | AMCR | APA | AEE | MO | LNT | AWK | ATVI | AMD | ABBV | ABC | AAP | AMT | AAL | ALK | AMGN | AES | ARE | ADM | ALB | AMZN | ALL | AKAM | ALGN | AIG | AAPL | AMAT | ABT | AON | APTV | ADBE | AOS | GOOGL | GOOG | ADI | AFL | APD | MMM | ALLE | AXP | ANSS | A | ADP | AMP | AME | ACN | APH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AEP | 1.00 | 0.19 | 0.04 | 0.80 | 0.35 | 0.85 | 0.71 | 0.14 | 0.05 | 0.19 | 0.21 | 0.18 | 0.44 | 0.08 | 0.14 | 0.25 | 0.42 | 0.44 | 0.26 | 0.12 | 0.12 | 0.29 | 0.17 | 0.14 | 0.18 | 0.18 | 0.10 | 0.26 | 0.31 | 0.09 | 0.16 | 0.17 | 0.18 | 0.18 | 0.11 | 0.26 | 0.28 | 0.27 | 0.23 | 0.18 | 0.17 | 0.21 | 0.35 | 0.16 | 0.21 | 0.27 | 0.23 |
| AMCR | 0.19 | 1.00 | 0.20 | 0.21 | 0.24 | 0.22 | 0.22 | 0.12 | 0.15 | 0.18 | 0.20 | 0.24 | 0.22 | 0.20 | 0.23 | 0.19 | 0.27 | 0.24 | 0.27 | 0.28 | 0.17 | 0.26 | 0.20 | 0.22 | 0.30 | 0.21 | 0.22 | 0.23 | 0.28 | 0.30 | 0.22 | 0.32 | 0.21 | 0.21 | 0.25 | 0.31 | 0.33 | 0.36 | 0.33 | 0.29 | 0.25 | 0.28 | 0.30 | 0.32 | 0.34 | 0.29 | 0.33 |
| APA | 0.04 | 0.20 | 1.00 | 0.05 | 0.21 | 0.06 | 0.01 | 0.13 | 0.23 | 0.22 | 0.22 | 0.23 | 0.10 | 0.27 | 0.27 | 0.19 | 0.32 | 0.15 | 0.42 | 0.39 | 0.18 | 0.29 | 0.22 | 0.24 | 0.43 | 0.24 | 0.30 | 0.17 | 0.23 | 0.38 | 0.19 | 0.31 | 0.25 | 0.26 | 0.30 | 0.40 | 0.31 | 0.32 | 0.29 | 0.39 | 0.22 | 0.29 | 0.26 | 0.45 | 0.40 | 0.28 | 0.35 |
| AEE | 0.80 | 0.21 | 0.05 | 1.00 | 0.32 | 0.85 | 0.71 | 0.13 | 0.06 | 0.22 | 0.22 | 0.20 | 0.44 | 0.08 | 0.13 | 0.25 | 0.46 | 0.47 | 0.28 | 0.14 | 0.13 | 0.31 | 0.18 | 0.15 | 0.19 | 0.18 | 0.10 | 0.30 | 0.32 | 0.11 | 0.17 | 0.17 | 0.19 | 0.19 | 0.13 | 0.27 | 0.29 | 0.29 | 0.26 | 0.20 | 0.19 | 0.23 | 0.37 | 0.17 | 0.25 | 0.29 | 0.25 |
| MO | 0.35 | 0.24 | 0.21 | 0.32 | 1.00 | 0.36 | 0.30 | 0.16 | 0.07 | 0.27 | 0.31 | 0.26 | 0.26 | 0.22 | 0.25 | 0.28 | 0.27 | 0.32 | 0.41 | 0.25 | 0.15 | 0.36 | 0.17 | 0.19 | 0.33 | 0.22 | 0.18 | 0.27 | 0.28 | 0.25 | 0.17 | 0.28 | 0.20 | 0.20 | 0.20 | 0.36 | 0.33 | 0.40 | 0.30 | 0.30 | 0.18 | 0.24 | 0.35 | 0.32 | 0.29 | 0.32 | 0.30 |
| LNT | 0.85 | 0.22 | 0.06 | 0.85 | 0.36 | 1.00 | 0.75 | 0.14 | 0.03 | 0.22 | 0.22 | 0.21 | 0.47 | 0.08 | 0.16 | 0.26 | 0.46 | 0.48 | 0.29 | 0.14 | 0.13 | 0.33 | 0.18 | 0.16 | 0.21 | 0.18 | 0.11 | 0.29 | 0.34 | 0.12 | 0.17 | 0.20 | 0.21 | 0.20 | 0.13 | 0.29 | 0.30 | 0.30 | 0.26 | 0.21 | 0.19 | 0.23 | 0.38 | 0.18 | 0.25 | 0.30 | 0.27 |
| AWK | 0.71 | 0.22 | 0.01 | 0.71 | 0.30 | 0.75 | 1.00 | 0.19 | 0.12 | 0.22 | 0.21 | 0.21 | 0.51 | 0.07 | 0.14 | 0.26 | 0.43 | 0.49 | 0.24 | 0.16 | 0.23 | 0.29 | 0.23 | 0.23 | 0.18 | 0.23 | 0.16 | 0.35 | 0.33 | 0.13 | 0.26 | 0.21 | 0.26 | 0.25 | 0.17 | 0.26 | 0.30 | 0.26 | 0.28 | 0.21 | 0.29 | 0.29 | 0.36 | 0.17 | 0.27 | 0.34 | 0.29 |
| ATVI | 0.14 | 0.12 | 0.13 | 0.13 | 0.16 | 0.14 | 0.19 | 1.00 | 0.33 | 0.26 | 0.21 | 0.21 | 0.26 | 0.18 | 0.17 | 0.31 | 0.19 | 0.23 | 0.20 | 0.26 | 0.46 | 0.22 | 0.40 | 0.33 | 0.21 | 0.40 | 0.37 | 0.37 | 0.29 | 0.29 | 0.50 | 0.29 | 0.45 | 0.45 | 0.38 | 0.22 | 0.29 | 0.27 | 0.31 | 0.26 | 0.46 | 0.38 | 0.34 | 0.27 | 0.31 | 0.39 | 0.36 |
| AMD | 0.05 | 0.15 | 0.23 | 0.06 | 0.07 | 0.03 | 0.12 | 0.33 | 1.00 | 0.16 | 0.17 | 0.18 | 0.21 | 0.25 | 0.23 | 0.21 | 0.22 | 0.23 | 0.21 | 0.36 | 0.45 | 0.17 | 0.35 | 0.39 | 0.22 | 0.44 | 0.53 | 0.31 | 0.25 | 0.36 | 0.48 | 0.30 | 0.43 | 0.43 | 0.54 | 0.22 | 0.30 | 0.25 | 0.31 | 0.31 | 0.48 | 0.39 | 0.31 | 0.34 | 0.34 | 0.38 | 0.42 |
| ABBV | 0.19 | 0.18 | 0.22 | 0.22 | 0.27 | 0.22 | 0.22 | 0.26 | 0.16 | 1.00 | 0.39 | 0.25 | 0.24 | 0.20 | 0.21 | 0.53 | 0.24 | 0.27 | 0.31 | 0.21 | 0.24 | 0.31 | 0.29 | 0.30 | 0.31 | 0.27 | 0.27 | 0.46 | 0.32 | 0.27 | 0.29 | 0.29 | 0.33 | 0.32 | 0.29 | 0.35 | 0.34 | 0.35 | 0.29 | 0.31 | 0.30 | 0.42 | 0.35 | 0.33 | 0.34 | 0.34 | 0.35 |
| ABC | 0.21 | 0.20 | 0.22 | 0.22 | 0.31 | 0.22 | 0.21 | 0.21 | 0.17 | 0.39 | 1.00 | 0.27 | 0.22 | 0.26 | 0.28 | 0.44 | 0.23 | 0.29 | 0.33 | 0.23 | 0.22 | 0.33 | 0.29 | 0.29 | 0.36 | 0.26 | 0.24 | 0.37 | 0.33 | 0.28 | 0.23 | 0.30 | 0.28 | 0.28 | 0.28 | 0.38 | 0.32 | 0.35 | 0.35 | 0.35 | 0.26 | 0.33 | 0.39 | 0.40 | 0.36 | 0.35 | 0.33 |
| AAP | 0.18 | 0.24 | 0.23 | 0.20 | 0.26 | 0.21 | 0.21 | 0.21 | 0.18 | 0.25 | 0.27 | 1.00 | 0.21 | 0.30 | 0.34 | 0.24 | 0.28 | 0.30 | 0.32 | 0.27 | 0.27 | 0.34 | 0.29 | 0.28 | 0.34 | 0.27 | 0.30 | 0.28 | 0.30 | 0.38 | 0.26 | 0.39 | 0.28 | 0.28 | 0.29 | 0.36 | 0.32 | 0.35 | 0.38 | 0.38 | 0.30 | 0.32 | 0.37 | 0.41 | 0.40 | 0.35 | 0.37 |
| AMT | 0.44 | 0.22 | 0.10 | 0.44 | 0.26 | 0.47 | 0.51 | 0.26 | 0.21 | 0.24 | 0.22 | 0.21 | 1.00 | 0.16 | 0.17 | 0.31 | 0.36 | 0.52 | 0.26 | 0.22 | 0.31 | 0.31 | 0.33 | 0.31 | 0.21 | 0.32 | 0.24 | 0.40 | 0.38 | 0.23 | 0.36 | 0.26 | 0.34 | 0.34 | 0.28 | 0.30 | 0.34 | 0.31 | 0.33 | 0.26 | 0.39 | 0.37 | 0.40 | 0.26 | 0.33 | 0.43 | 0.36 |
| AAL | 0.08 | 0.20 | 0.27 | 0.08 | 0.22 | 0.08 | 0.07 | 0.18 | 0.25 | 0.20 | 0.26 | 0.30 | 0.16 | 1.00 | 0.73 | 0.22 | 0.28 | 0.25 | 0.32 | 0.35 | 0.29 | 0.34 | 0.29 | 0.33 | 0.43 | 0.30 | 0.38 | 0.26 | 0.30 | 0.45 | 0.29 | 0.39 | 0.32 | 0.32 | 0.38 | 0.41 | 0.36 | 0.38 | 0.39 | 0.50 | 0.32 | 0.33 | 0.36 | 0.50 | 0.39 | 0.33 | 0.41 |
| ALK | 0.14 | 0.23 | 0.27 | 0.13 | 0.25 | 0.16 | 0.14 | 0.17 | 0.23 | 0.21 | 0.28 | 0.34 | 0.17 | 0.73 | 1.00 | 0.25 | 0.31 | 0.28 | 0.32 | 0.35 | 0.28 | 0.36 | 0.27 | 0.33 | 0.45 | 0.30 | 0.35 | 0.24 | 0.30 | 0.46 | 0.27 | 0.42 | 0.31 | 0.32 | 0.35 | 0.43 | 0.35 | 0.38 | 0.41 | 0.51 | 0.31 | 0.34 | 0.37 | 0.51 | 0.41 | 0.34 | 0.42 |
| AMGN | 0.25 | 0.19 | 0.19 | 0.25 | 0.28 | 0.26 | 0.26 | 0.31 | 0.21 | 0.53 | 0.44 | 0.24 | 0.31 | 0.22 | 0.25 | 1.00 | 0.24 | 0.29 | 0.32 | 0.22 | 0.31 | 0.33 | 0.39 | 0.33 | 0.30 | 0.34 | 0.31 | 0.51 | 0.36 | 0.27 | 0.35 | 0.32 | 0.37 | 0.37 | 0.35 | 0.34 | 0.37 | 0.39 | 0.34 | 0.32 | 0.35 | 0.46 | 0.42 | 0.37 | 0.36 | 0.38 | 0.36 |
| AES | 0.42 | 0.27 | 0.32 | 0.46 | 0.27 | 0.46 | 0.43 | 0.19 | 0.22 | 0.24 | 0.23 | 0.28 | 0.36 | 0.28 | 0.31 | 0.24 | 1.00 | 0.39 | 0.41 | 0.36 | 0.25 | 0.35 | 0.29 | 0.33 | 0.36 | 0.28 | 0.29 | 0.32 | 0.36 | 0.35 | 0.30 | 0.33 | 0.31 | 0.31 | 0.31 | 0.40 | 0.38 | 0.37 | 0.36 | 0.40 | 0.33 | 0.37 | 0.39 | 0.41 | 0.40 | 0.41 | 0.42 |
| ARE | 0.44 | 0.24 | 0.15 | 0.47 | 0.32 | 0.48 | 0.49 | 0.23 | 0.23 | 0.27 | 0.29 | 0.30 | 0.52 | 0.25 | 0.28 | 0.29 | 0.39 | 1.00 | 0.31 | 0.26 | 0.29 | 0.35 | 0.30 | 0.34 | 0.29 | 0.32 | 0.28 | 0.39 | 0.38 | 0.28 | 0.34 | 0.33 | 0.34 | 0.33 | 0.30 | 0.35 | 0.35 | 0.35 | 0.39 | 0.34 | 0.38 | 0.37 | 0.43 | 0.32 | 0.37 | 0.43 | 0.42 |
| ADM | 0.26 | 0.27 | 0.42 | 0.28 | 0.41 | 0.29 | 0.24 | 0.20 | 0.21 | 0.31 | 0.33 | 0.32 | 0.26 | 0.32 | 0.32 | 0.32 | 0.41 | 0.31 | 1.00 | 0.39 | 0.21 | 0.43 | 0.29 | 0.27 | 0.48 | 0.29 | 0.32 | 0.31 | 0.37 | 0.40 | 0.25 | 0.40 | 0.28 | 0.27 | 0.36 | 0.50 | 0.43 | 0.45 | 0.40 | 0.46 | 0.31 | 0.37 | 0.42 | 0.51 | 0.49 | 0.40 | 0.46 |
| ALB | 0.12 | 0.28 | 0.39 | 0.14 | 0.25 | 0.14 | 0.16 | 0.26 | 0.36 | 0.21 | 0.23 | 0.27 | 0.22 | 0.35 | 0.35 | 0.22 | 0.36 | 0.26 | 0.39 | 1.00 | 0.33 | 0.34 | 0.33 | 0.40 | 0.42 | 0.37 | 0.46 | 0.30 | 0.34 | 0.49 | 0.37 | 0.45 | 0.37 | 0.38 | 0.44 | 0.40 | 0.45 | 0.43 | 0.44 | 0.44 | 0.40 | 0.45 | 0.39 | 0.49 | 0.49 | 0.42 | 0.50 |
| AMZN | 0.12 | 0.17 | 0.18 | 0.13 | 0.15 | 0.13 | 0.23 | 0.46 | 0.45 | 0.24 | 0.22 | 0.27 | 0.31 | 0.29 | 0.28 | 0.31 | 0.25 | 0.29 | 0.21 | 0.33 | 1.00 | 0.24 | 0.45 | 0.45 | 0.27 | 0.57 | 0.46 | 0.41 | 0.34 | 0.40 | 0.62 | 0.35 | 0.68 | 0.68 | 0.45 | 0.26 | 0.34 | 0.32 | 0.38 | 0.36 | 0.57 | 0.44 | 0.39 | 0.36 | 0.37 | 0.49 | 0.44 |
| ALL | 0.29 | 0.26 | 0.29 | 0.31 | 0.36 | 0.33 | 0.29 | 0.22 | 0.17 | 0.31 | 0.33 | 0.34 | 0.31 | 0.34 | 0.36 | 0.33 | 0.35 | 0.35 | 0.43 | 0.34 | 0.24 | 1.00 | 0.33 | 0.29 | 0.57 | 0.31 | 0.30 | 0.35 | 0.49 | 0.38 | 0.26 | 0.42 | 0.29 | 0.29 | 0.32 | 0.62 | 0.43 | 0.48 | 0.42 | 0.49 | 0.32 | 0.37 | 0.50 | 0.55 | 0.49 | 0.43 | 0.44 |
| AKAM | 0.17 | 0.20 | 0.22 | 0.18 | 0.17 | 0.18 | 0.23 | 0.40 | 0.35 | 0.29 | 0.29 | 0.29 | 0.33 | 0.29 | 0.27 | 0.39 | 0.29 | 0.30 | 0.29 | 0.33 | 0.45 | 0.33 | 1.00 | 0.41 | 0.30 | 0.44 | 0.42 | 0.45 | 0.42 | 0.36 | 0.52 | 0.38 | 0.48 | 0.48 | 0.44 | 0.34 | 0.41 | 0.40 | 0.43 | 0.39 | 0.54 | 0.48 | 0.47 | 0.44 | 0.44 | 0.52 | 0.48 |
| ALGN | 0.14 | 0.22 | 0.24 | 0.15 | 0.19 | 0.16 | 0.23 | 0.33 | 0.39 | 0.30 | 0.29 | 0.28 | 0.31 | 0.33 | 0.33 | 0.33 | 0.33 | 0.34 | 0.27 | 0.40 | 0.45 | 0.29 | 0.41 | 1.00 | 0.33 | 0.44 | 0.45 | 0.47 | 0.33 | 0.44 | 0.50 | 0.42 | 0.47 | 0.47 | 0.47 | 0.34 | 0.39 | 0.39 | 0.44 | 0.40 | 0.55 | 0.52 | 0.44 | 0.45 | 0.45 | 0.47 | 0.52 |
| AIG | 0.18 | 0.30 | 0.43 | 0.19 | 0.33 | 0.21 | 0.18 | 0.21 | 0.22 | 0.31 | 0.36 | 0.34 | 0.21 | 0.43 | 0.45 | 0.30 | 0.36 | 0.29 | 0.48 | 0.42 | 0.27 | 0.57 | 0.30 | 0.33 | 1.00 | 0.30 | 0.37 | 0.32 | 0.47 | 0.49 | 0.28 | 0.48 | 0.34 | 0.34 | 0.39 | 0.68 | 0.46 | 0.47 | 0.45 | 0.60 | 0.33 | 0.40 | 0.44 | 0.67 | 0.54 | 0.44 | 0.48 |
| AAPL | 0.18 | 0.21 | 0.24 | 0.18 | 0.22 | 0.18 | 0.23 | 0.40 | 0.44 | 0.27 | 0.26 | 0.27 | 0.32 | 0.30 | 0.30 | 0.34 | 0.28 | 0.32 | 0.29 | 0.37 | 0.57 | 0.31 | 0.44 | 0.44 | 0.30 | 1.00 | 0.52 | 0.43 | 0.38 | 0.41 | 0.57 | 0.38 | 0.59 | 0.59 | 0.55 | 0.32 | 0.41 | 0.39 | 0.40 | 0.41 | 0.57 | 0.48 | 0.45 | 0.43 | 0.44 | 0.51 | 0.54 |
| AMAT | 0.10 | 0.22 | 0.30 | 0.10 | 0.18 | 0.11 | 0.16 | 0.37 | 0.53 | 0.27 | 0.24 | 0.30 | 0.24 | 0.38 | 0.35 | 0.31 | 0.29 | 0.28 | 0.32 | 0.46 | 0.46 | 0.30 | 0.42 | 0.45 | 0.37 | 0.52 | 1.00 | 0.39 | 0.36 | 0.50 | 0.53 | 0.44 | 0.52 | 0.52 | 0.72 | 0.38 | 0.44 | 0.41 | 0.45 | 0.47 | 0.57 | 0.50 | 0.45 | 0.51 | 0.50 | 0.50 | 0.60 |
| ABT | 0.26 | 0.23 | 0.17 | 0.30 | 0.27 | 0.29 | 0.35 | 0.37 | 0.31 | 0.46 | 0.37 | 0.28 | 0.40 | 0.26 | 0.24 | 0.51 | 0.32 | 0.39 | 0.31 | 0.30 | 0.41 | 0.35 | 0.45 | 0.47 | 0.32 | 0.43 | 0.39 | 1.00 | 0.46 | 0.38 | 0.49 | 0.37 | 0.47 | 0.46 | 0.44 | 0.39 | 0.47 | 0.45 | 0.42 | 0.41 | 0.51 | 0.59 | 0.50 | 0.43 | 0.47 | 0.53 | 0.48 |
| AON | 0.31 | 0.28 | 0.23 | 0.32 | 0.28 | 0.34 | 0.33 | 0.29 | 0.25 | 0.32 | 0.33 | 0.30 | 0.38 | 0.30 | 0.30 | 0.36 | 0.36 | 0.38 | 0.37 | 0.34 | 0.34 | 0.49 | 0.42 | 0.33 | 0.47 | 0.38 | 0.36 | 0.46 | 1.00 | 0.38 | 0.42 | 0.40 | 0.40 | 0.40 | 0.40 | 0.53 | 0.47 | 0.44 | 0.46 | 0.48 | 0.45 | 0.47 | 0.53 | 0.53 | 0.51 | 0.54 | 0.50 |
| APTV | 0.09 | 0.30 | 0.38 | 0.11 | 0.25 | 0.12 | 0.13 | 0.29 | 0.36 | 0.27 | 0.28 | 0.38 | 0.23 | 0.45 | 0.46 | 0.27 | 0.35 | 0.28 | 0.40 | 0.49 | 0.40 | 0.38 | 0.36 | 0.44 | 0.49 | 0.41 | 0.50 | 0.38 | 0.38 | 1.00 | 0.41 | 0.54 | 0.44 | 0.44 | 0.53 | 0.47 | 0.44 | 0.47 | 0.49 | 0.54 | 0.47 | 0.47 | 0.45 | 0.58 | 0.57 | 0.50 | 0.59 |
| ADBE | 0.16 | 0.22 | 0.19 | 0.17 | 0.17 | 0.17 | 0.26 | 0.50 | 0.48 | 0.29 | 0.23 | 0.26 | 0.36 | 0.29 | 0.27 | 0.35 | 0.30 | 0.34 | 0.25 | 0.37 | 0.62 | 0.26 | 0.52 | 0.50 | 0.28 | 0.57 | 0.53 | 0.49 | 0.42 | 0.41 | 1.00 | 0.39 | 0.64 | 0.63 | 0.54 | 0.30 | 0.43 | 0.37 | 0.44 | 0.40 | 0.69 | 0.54 | 0.52 | 0.41 | 0.45 | 0.60 | 0.53 |
| AOS | 0.17 | 0.32 | 0.31 | 0.17 | 0.28 | 0.20 | 0.21 | 0.29 | 0.30 | 0.29 | 0.30 | 0.39 | 0.26 | 0.39 | 0.42 | 0.32 | 0.33 | 0.33 | 0.40 | 0.45 | 0.35 | 0.42 | 0.38 | 0.42 | 0.48 | 0.38 | 0.44 | 0.37 | 0.40 | 0.54 | 0.39 | 1.00 | 0.39 | 0.39 | 0.47 | 0.49 | 0.48 | 0.56 | 0.60 | 0.47 | 0.45 | 0.50 | 0.47 | 0.56 | 0.62 | 0.49 | 0.57 |
| GOOGL | 0.18 | 0.21 | 0.25 | 0.19 | 0.20 | 0.21 | 0.26 | 0.45 | 0.43 | 0.33 | 0.28 | 0.28 | 0.34 | 0.32 | 0.31 | 0.37 | 0.31 | 0.34 | 0.28 | 0.37 | 0.68 | 0.29 | 0.48 | 0.47 | 0.34 | 0.59 | 0.52 | 0.47 | 0.40 | 0.44 | 0.64 | 0.39 | 1.00 | 0.99 | 0.51 | 0.35 | 0.41 | 0.40 | 0.41 | 0.44 | 0.58 | 0.49 | 0.49 | 0.45 | 0.44 | 0.57 | 0.53 |
| GOOG | 0.18 | 0.21 | 0.26 | 0.19 | 0.20 | 0.20 | 0.25 | 0.45 | 0.43 | 0.32 | 0.28 | 0.28 | 0.34 | 0.32 | 0.32 | 0.37 | 0.31 | 0.33 | 0.27 | 0.38 | 0.68 | 0.29 | 0.48 | 0.47 | 0.34 | 0.59 | 0.52 | 0.46 | 0.40 | 0.44 | 0.63 | 0.39 | 0.99 | 1.00 | 0.51 | 0.35 | 0.42 | 0.40 | 0.41 | 0.45 | 0.58 | 0.50 | 0.49 | 0.45 | 0.45 | 0.57 | 0.53 |
| ADI | 0.11 | 0.25 | 0.30 | 0.13 | 0.20 | 0.13 | 0.17 | 0.38 | 0.54 | 0.29 | 0.28 | 0.29 | 0.28 | 0.38 | 0.35 | 0.35 | 0.31 | 0.30 | 0.36 | 0.44 | 0.45 | 0.32 | 0.44 | 0.47 | 0.39 | 0.55 | 0.72 | 0.44 | 0.40 | 0.53 | 0.54 | 0.47 | 0.51 | 0.51 | 1.00 | 0.40 | 0.46 | 0.46 | 0.47 | 0.49 | 0.58 | 0.54 | 0.49 | 0.51 | 0.54 | 0.54 | 0.63 |
| AFL | 0.26 | 0.31 | 0.40 | 0.27 | 0.36 | 0.29 | 0.26 | 0.22 | 0.22 | 0.35 | 0.38 | 0.36 | 0.30 | 0.41 | 0.43 | 0.34 | 0.40 | 0.35 | 0.50 | 0.40 | 0.26 | 0.62 | 0.34 | 0.34 | 0.68 | 0.32 | 0.38 | 0.39 | 0.53 | 0.47 | 0.30 | 0.49 | 0.35 | 0.35 | 0.40 | 1.00 | 0.50 | 0.54 | 0.49 | 0.62 | 0.35 | 0.42 | 0.53 | 0.68 | 0.57 | 0.50 | 0.52 |
| APD | 0.28 | 0.33 | 0.31 | 0.29 | 0.33 | 0.30 | 0.30 | 0.29 | 0.30 | 0.34 | 0.32 | 0.32 | 0.34 | 0.36 | 0.35 | 0.37 | 0.38 | 0.35 | 0.43 | 0.45 | 0.34 | 0.43 | 0.41 | 0.39 | 0.46 | 0.41 | 0.44 | 0.47 | 0.47 | 0.44 | 0.43 | 0.48 | 0.41 | 0.42 | 0.46 | 0.50 | 1.00 | 0.52 | 0.49 | 0.49 | 0.49 | 0.52 | 0.53 | 0.54 | 0.60 | 0.55 | 0.55 |
| MMM | 0.27 | 0.36 | 0.32 | 0.29 | 0.40 | 0.30 | 0.26 | 0.27 | 0.25 | 0.35 | 0.35 | 0.35 | 0.31 | 0.38 | 0.38 | 0.39 | 0.37 | 0.35 | 0.45 | 0.43 | 0.32 | 0.48 | 0.40 | 0.39 | 0.47 | 0.39 | 0.41 | 0.45 | 0.44 | 0.47 | 0.37 | 0.56 | 0.40 | 0.40 | 0.46 | 0.54 | 0.52 | 1.00 | 0.54 | 0.51 | 0.39 | 0.49 | 0.52 | 0.55 | 0.61 | 0.52 | 0.56 |
| ALLE | 0.23 | 0.33 | 0.29 | 0.26 | 0.30 | 0.26 | 0.28 | 0.31 | 0.31 | 0.29 | 0.35 | 0.38 | 0.33 | 0.39 | 0.41 | 0.34 | 0.36 | 0.39 | 0.40 | 0.44 | 0.38 | 0.42 | 0.43 | 0.44 | 0.45 | 0.40 | 0.45 | 0.42 | 0.46 | 0.49 | 0.44 | 0.60 | 0.41 | 0.41 | 0.47 | 0.49 | 0.49 | 0.54 | 1.00 | 0.50 | 0.48 | 0.52 | 0.53 | 0.56 | 0.62 | 0.54 | 0.59 |
| AXP | 0.18 | 0.29 | 0.39 | 0.20 | 0.30 | 0.21 | 0.21 | 0.26 | 0.31 | 0.31 | 0.35 | 0.38 | 0.26 | 0.50 | 0.51 | 0.32 | 0.40 | 0.34 | 0.46 | 0.44 | 0.36 | 0.49 | 0.39 | 0.40 | 0.60 | 0.41 | 0.47 | 0.41 | 0.48 | 0.54 | 0.40 | 0.47 | 0.44 | 0.45 | 0.49 | 0.62 | 0.49 | 0.51 | 0.50 | 1.00 | 0.45 | 0.46 | 0.51 | 0.71 | 0.57 | 0.50 | 0.55 |
| ANSS | 0.17 | 0.25 | 0.22 | 0.19 | 0.18 | 0.19 | 0.29 | 0.46 | 0.48 | 0.30 | 0.26 | 0.30 | 0.39 | 0.32 | 0.31 | 0.35 | 0.33 | 0.38 | 0.31 | 0.40 | 0.57 | 0.32 | 0.54 | 0.55 | 0.33 | 0.57 | 0.57 | 0.51 | 0.45 | 0.47 | 0.69 | 0.45 | 0.58 | 0.58 | 0.58 | 0.35 | 0.49 | 0.39 | 0.48 | 0.45 | 1.00 | 0.59 | 0.54 | 0.48 | 0.53 | 0.62 | 0.60 |
| A | 0.21 | 0.28 | 0.29 | 0.23 | 0.24 | 0.23 | 0.29 | 0.38 | 0.39 | 0.42 | 0.33 | 0.32 | 0.37 | 0.33 | 0.34 | 0.46 | 0.37 | 0.37 | 0.37 | 0.45 | 0.44 | 0.37 | 0.48 | 0.52 | 0.40 | 0.48 | 0.50 | 0.59 | 0.47 | 0.47 | 0.54 | 0.50 | 0.49 | 0.50 | 0.54 | 0.42 | 0.52 | 0.49 | 0.52 | 0.46 | 0.59 | 1.00 | 0.53 | 0.52 | 0.59 | 0.59 | 0.62 |
| ADP | 0.35 | 0.30 | 0.26 | 0.37 | 0.35 | 0.38 | 0.36 | 0.34 | 0.31 | 0.35 | 0.39 | 0.37 | 0.40 | 0.36 | 0.37 | 0.42 | 0.39 | 0.43 | 0.42 | 0.39 | 0.39 | 0.50 | 0.47 | 0.44 | 0.44 | 0.45 | 0.45 | 0.50 | 0.53 | 0.45 | 0.52 | 0.47 | 0.49 | 0.49 | 0.49 | 0.53 | 0.53 | 0.52 | 0.53 | 0.51 | 0.54 | 0.53 | 1.00 | 0.54 | 0.57 | 0.64 | 0.58 |
| AMP | 0.16 | 0.32 | 0.45 | 0.17 | 0.32 | 0.18 | 0.17 | 0.27 | 0.34 | 0.33 | 0.40 | 0.41 | 0.26 | 0.50 | 0.51 | 0.37 | 0.41 | 0.32 | 0.51 | 0.49 | 0.36 | 0.55 | 0.44 | 0.45 | 0.67 | 0.43 | 0.51 | 0.43 | 0.53 | 0.58 | 0.41 | 0.56 | 0.45 | 0.45 | 0.51 | 0.68 | 0.54 | 0.55 | 0.56 | 0.71 | 0.48 | 0.52 | 0.54 | 1.00 | 0.65 | 0.56 | 0.60 |
| AME | 0.21 | 0.34 | 0.40 | 0.25 | 0.29 | 0.25 | 0.27 | 0.31 | 0.34 | 0.34 | 0.36 | 0.40 | 0.33 | 0.39 | 0.41 | 0.36 | 0.40 | 0.37 | 0.49 | 0.49 | 0.37 | 0.49 | 0.44 | 0.45 | 0.54 | 0.44 | 0.50 | 0.47 | 0.51 | 0.57 | 0.45 | 0.62 | 0.44 | 0.45 | 0.54 | 0.57 | 0.60 | 0.61 | 0.62 | 0.57 | 0.53 | 0.59 | 0.57 | 0.65 | 1.00 | 0.57 | 0.69 |
| ACN | 0.27 | 0.29 | 0.28 | 0.29 | 0.32 | 0.30 | 0.34 | 0.39 | 0.38 | 0.34 | 0.35 | 0.35 | 0.43 | 0.33 | 0.34 | 0.38 | 0.41 | 0.43 | 0.40 | 0.42 | 0.49 | 0.43 | 0.52 | 0.47 | 0.44 | 0.51 | 0.50 | 0.53 | 0.54 | 0.50 | 0.60 | 0.49 | 0.57 | 0.57 | 0.54 | 0.50 | 0.55 | 0.52 | 0.54 | 0.50 | 0.62 | 0.59 | 0.64 | 0.56 | 0.57 | 1.00 | 0.62 |
| APH | 0.23 | 0.33 | 0.35 | 0.25 | 0.30 | 0.27 | 0.29 | 0.36 | 0.42 | 0.35 | 0.33 | 0.37 | 0.36 | 0.41 | 0.42 | 0.36 | 0.42 | 0.42 | 0.46 | 0.50 | 0.44 | 0.44 | 0.48 | 0.52 | 0.48 | 0.54 | 0.60 | 0.48 | 0.50 | 0.59 | 0.53 | 0.57 | 0.53 | 0.53 | 0.63 | 0.52 | 0.55 | 0.56 | 0.59 | 0.55 | 0.60 | 0.62 | 0.58 | 0.60 | 0.69 | 0.62 | 1.00 |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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. | 23 | 23 мар. 2020 г. | 53 | 8 июн. 2020 г. | 76 |
| -21.72% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | — | — | — |
| -19.43% | 21 сент. 2018 г. | 65 | 24 дек. 2018 г. | 59 | 21 мар. 2019 г. | 124 |
| -13.02% | 30 дек. 2015 г. | 30 | 11 февр. 2016 г. | 25 | 18 мар. 2016 г. | 55 |
| -11.05% | 18 авг. 2015 г. | 6 | 25 авг. 2015 г. | 42 | 23 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.
0-48
Benchmark (^GSPC)
Активы портфеля