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TechStocks

Последнее обновление 23 сент. 2023 г.

Распределение активов


AAPL 3.03%MSFT 3.03%NVDA 3.03%TSLA 3.03%FSLR 3.03%CRWD 3.03%ADSK 3.03%GOOG 3.03%ABB 3.03%ISRG 3.03%LRN 3.03%LRCX 3.03%TRU 3.03%MCHP 3.03%PII 3.03%BIIB 3.03%BRK-B 3.03%FTNT 3.03%BLK 3.03%META 3.03%ALLE 3.03%VEEV 3.03%ZBH 3.03%TER 3.03%ECL 3.03%TYL 3.03%CMCSA 3.03%DIS 3.03%OTIS 3.03%MDT 3.03%MAS 3.03%EMR 3.03%MPWR 3.03%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc.
Technology3.03%
MSFT
3.03%
NVDA
3.03%
TSLA
3.03%
FSLR
First Solar, Inc.
Technology3.03%
CRWD
CrowdStrike Holdings, Inc.
Technology3.03%
ADSK
Autodesk, Inc.
Technology3.03%
GOOG
Alphabet Inc.
Communication Services3.03%
ABB
ABB Ltd
Industrials3.03%
ISRG
Intuitive Surgical, Inc.
Healthcare3.03%
LRN
Stride, Inc.
Consumer Defensive3.03%
LRCX
Lam Research Corporation
Technology3.03%
TRU
3.03%
MCHP
Microchip Technology Incorporated
Technology3.03%
PII
3.03%
BIIB
Biogen Inc.
Healthcare3.03%
BRK-B
Berkshire Hathaway Inc.
Financial Services3.03%
FTNT
Fortinet, Inc.
Technology3.03%
BLK
BlackRock, Inc.
Financial Services3.03%
META
3.03%
ALLE
Allegion plc
Industrials3.03%
VEEV
3.03%
ZBH
3.03%
TER
3.03%
ECL
Ecolab Inc.
Basic Materials3.03%
TYL
3.03%
CMCSA
Comcast Corporation
Communication Services3.03%
DIS
The Walt Disney Company
Communication Services3.03%
OTIS
3.03%
MDT
3.03%
MAS
Masco Corporation
Industrials3.03%
EMR
Emerson Electric Co.
Industrials3.03%
MPWR
3.03%

Доходность

График показывает рост $10,000 инвестированных в TechStocks 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%15.00%20.00%AprilMayJuneJulyAugustSeptember
11.08%
8.61%
TechStocks
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам


1 месяц6 месяцевС начала года1 год5 лет (среднегодовая)10 лет (среднегодовая)
Бенчмарк-1.94%8.79%12.52%16.97%18.11%N/A
TechStocks-1.75%10.94%28.25%32.80%29.39%N/A
AAPL
Apple Inc.
-2.14%9.37%35.10%16.88%35.74%N/A
MSFT
-1.85%13.47%33.09%34.53%26.71%N/A
NVDA
-9.57%55.41%184.83%232.66%79.86%N/A
TSLA
2.64%28.61%98.80%-11.06%84.61%N/A
FSLR
First Solar, Inc.
-8.45%-23.05%8.45%25.11%56.90%N/A
CRWD
CrowdStrike Holdings, Inc.
8.68%23.59%54.40%1.36%47.34%N/A
ADSK
Autodesk, Inc.
-5.50%1.91%9.19%10.55%9.33%N/A
GOOG
Alphabet Inc.
0.43%23.75%47.92%32.35%27.64%N/A
ABB
ABB Ltd
0.00%26.58%36.09%60.92%34.95%N/A
ISRG
Intuitive Surgical, Inc.
-3.14%12.39%8.61%51.27%23.86%N/A
LRN
Stride, Inc.
9.46%16.37%43.89%9.75%31.10%N/A
LRCX
Lam Research Corporation
-5.95%24.03%48.69%64.83%40.96%N/A
TRU
-7.05%25.42%29.96%16.94%7.08%N/A
MCHP
Microchip Technology Incorporated
-2.89%-1.98%11.30%26.31%32.48%N/A
PII
-5.15%-1.42%5.16%8.52%24.27%N/A
BIIB
Biogen Inc.
-2.55%-4.57%-6.95%30.29%-3.12%N/A
BRK-B
Berkshire Hathaway Inc.
1.19%20.49%16.59%34.50%22.91%N/A
FTNT
Fortinet, Inc.
-0.97%-7.54%19.12%19.86%41.50%N/A
BLK
BlackRock, Inc.
-1.64%3.86%-4.80%14.86%18.47%N/A
META
4.76%45.18%148.53%113.00%21.03%N/A
ALLE
Allegion plc
-5.08%4.04%-0.14%14.63%4.25%N/A
VEEV
7.41%15.70%25.88%24.96%9.52%N/A
ZBH
1.40%-6.96%-8.03%10.87%9.78%N/A
TER
-7.98%-10.09%9.56%20.99%22.86%N/A
ECL
Ecolab Inc.
-4.43%7.88%19.26%16.73%3.29%N/A
TYL
2.58%17.94%20.52%13.91%11.63%N/A
CMCSA
Comcast Corporation
-0.37%27.98%32.48%46.79%9.40%N/A
DIS
The Walt Disney Company
-2.53%-13.64%-6.48%-18.34%-4.34%N/A
OTIS
-3.64%1.21%4.40%24.75%19.59%N/A
MDT
-1.50%2.80%5.88%0.44%3.28%N/A
MAS
Masco Corporation
-6.30%11.63%15.58%16.10%16.91%N/A
EMR
Emerson Electric Co.
-0.55%18.53%2.89%34.62%26.78%N/A
MPWR
-8.14%-7.07%27.56%22.01%37.61%N/A

Таблица корреляции активов

Таблица ниже показывает коэффициенты корреляции между активами в портфеле.

LRNBIIBFSLRCRWDTSLAMDTPIIZBHOTISCMCSABRK-BEMRVEEVALLEABBDISMASMETAFTNTTYLECLAAPLTRUNVDAGOOGLRCXISRGBLKMPWRMSFTMCHPTERADSK
LRN1.000.200.200.210.220.150.210.180.170.140.150.210.270.160.210.160.190.220.240.230.160.230.220.260.220.240.230.210.270.240.240.260.22
BIIB0.201.000.270.250.270.330.300.330.290.340.340.320.330.300.310.300.290.330.360.360.320.390.320.360.350.370.410.340.360.410.380.390.36
FSLR0.200.271.000.310.400.220.340.280.270.240.270.310.350.270.340.310.310.320.340.350.290.360.350.390.330.420.370.370.450.350.430.440.44
CRWD0.210.250.311.000.440.190.250.240.250.210.150.150.580.220.280.330.260.400.630.560.240.430.360.530.410.390.440.340.500.490.390.430.55
TSLA0.220.270.400.441.000.240.330.260.220.290.220.220.450.250.350.370.290.410.450.430.300.520.350.520.450.450.410.380.520.480.470.490.50
MDT0.150.330.220.190.241.000.360.660.410.510.550.510.310.500.420.480.420.350.330.360.550.370.490.280.400.290.590.480.300.400.360.330.42
PII0.210.300.340.250.330.361.000.390.430.400.480.520.320.500.470.500.530.350.310.330.450.400.460.360.390.420.350.510.420.360.450.450.42
ZBH0.180.330.280.240.260.660.391.000.390.460.510.490.330.470.410.490.430.360.330.370.520.360.490.300.380.330.580.490.360.380.410.370.44
OTIS0.170.290.270.250.220.410.430.391.000.370.530.560.290.610.510.430.510.340.350.390.520.400.500.340.380.400.410.520.390.400.420.420.45
CMCSA0.140.340.240.210.290.510.400.460.371.000.530.450.310.470.420.570.450.460.330.360.510.420.510.360.450.410.490.490.370.430.460.390.42
BRK-B0.150.340.270.150.220.550.480.510.530.531.000.670.220.580.540.550.500.340.290.270.600.430.520.330.440.400.450.640.340.390.450.400.39
EMR0.210.320.310.150.220.510.520.490.560.450.671.000.230.640.600.530.530.310.320.280.590.370.510.330.420.450.440.600.390.360.510.470.43
VEEV0.270.330.350.580.450.310.320.330.290.310.220.231.000.330.360.360.390.530.590.650.400.530.440.600.510.460.580.440.590.580.480.510.65
ALLE0.160.300.270.220.250.500.500.470.610.470.580.640.331.000.540.520.630.360.370.410.610.420.610.350.390.470.470.600.420.420.490.490.49
ABB0.210.310.340.280.350.420.470.410.510.420.540.600.360.541.000.470.520.390.400.390.570.460.520.430.470.500.470.610.470.450.520.510.48
DIS0.160.300.310.330.370.480.500.490.430.570.550.530.360.520.471.000.450.480.400.420.570.440.570.420.510.440.490.580.440.460.490.460.51
MAS0.190.290.310.260.290.420.530.430.510.450.500.530.390.630.520.451.000.420.410.440.580.450.600.430.430.510.460.580.480.450.510.530.52
META0.220.330.320.400.410.350.350.360.340.460.340.310.530.360.390.480.421.000.490.530.410.600.470.590.690.530.520.480.550.640.520.530.58
FTNT0.240.360.340.630.450.330.310.330.350.330.290.320.590.370.400.400.410.491.000.630.430.560.510.610.550.530.590.500.620.640.530.560.64
TYL0.230.360.350.560.430.360.330.370.390.360.270.280.650.410.390.420.440.530.631.000.480.570.540.600.540.510.600.480.600.620.510.560.67
ECL0.160.320.290.240.300.550.450.520.520.510.600.590.400.610.570.570.580.410.430.481.000.460.610.400.500.440.560.610.420.500.490.460.53
AAPL0.230.390.360.430.520.370.400.360.400.420.430.370.530.420.460.440.450.600.560.570.461.000.480.640.670.580.590.510.600.750.570.600.60
TRU0.220.320.350.360.350.490.460.490.500.510.520.510.440.610.520.570.600.470.510.540.610.481.000.460.520.510.600.610.500.540.500.540.58
NVDA0.260.360.390.530.520.280.360.300.340.360.330.330.600.350.430.420.430.590.610.600.400.640.461.000.620.700.570.530.760.700.680.700.64
GOOG0.220.350.330.410.450.400.390.380.380.450.440.420.510.390.470.510.430.690.550.540.500.670.520.621.000.560.590.550.580.760.560.570.62
LRCX0.240.370.420.390.450.290.420.330.400.410.400.450.460.470.500.440.510.530.530.510.440.580.510.700.561.000.520.550.760.590.790.850.59
ISRG0.230.410.370.440.410.590.350.580.410.490.450.440.580.470.470.490.460.520.590.600.560.590.600.570.590.521.000.570.550.660.540.570.64
BLK0.210.340.370.340.380.480.510.490.520.490.640.600.440.600.610.580.580.480.500.480.610.510.610.530.550.550.571.000.530.550.560.570.60
MPWR0.270.360.450.500.520.300.420.360.390.370.340.390.590.420.470.440.480.550.620.600.420.600.500.760.580.760.550.531.000.630.790.780.67
MSFT0.240.410.350.490.480.400.360.380.400.430.390.360.580.420.450.460.450.640.640.620.500.750.540.700.760.590.660.550.631.000.580.610.67
MCHP0.240.380.430.390.470.360.450.410.420.460.450.510.480.490.520.490.510.520.530.510.490.570.500.680.560.790.540.560.790.581.000.800.62
TER0.260.390.440.430.490.330.450.370.420.390.400.470.510.490.510.460.530.530.560.560.460.600.540.700.570.850.570.570.780.610.801.000.64
ADSK0.220.360.440.550.500.420.420.440.450.420.390.430.650.490.480.510.520.580.640.670.530.600.580.640.620.590.640.600.670.670.620.641.00

Коэффициент Шарпа

TechStocks на текущий момент имеет коэффициент Шарпа равный 1.24. Коэффициент Шарпа более 1,0 считается приемлемым.

-1.000.001.002.003.004.001.24

Коэффициент Шарпа TechStocks находится в верхней четверти, что указывает на превосходную риск-корректированную доходность. Это означает, что при принятом уровне риска портфель генерирует впечатляющую доходность по сравнению с большинством других портфелей.


Скользящий 12-месячный коэффициент Шарпа-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.24
0.81
TechStocks
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность TechStocks за предыдущие двенадцать месяцев составила 0.90%.


TTM20222021202020192018201720162015201420132012
TechStocks0.90%0.97%0.69%0.75%0.85%1.20%0.87%1.11%1.22%1.06%0.95%1.32%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
MSFT
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
NVDA
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%
FSLR
First Solar, 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%
CRWD
CrowdStrike Holdings, 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%
ADSK
Autodesk, 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%
GOOG
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%
ABB
ABB Ltd
2.28%2.96%2.42%3.20%3.71%5.01%3.48%4.51%5.64%5.10%3.85%4.93%
ISRG
Intuitive Surgical, 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%
LRN
Stride, 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%
LRCX
Lam Research Corporation
1.16%1.55%0.80%1.07%1.62%2.99%1.10%1.42%1.53%0.78%0.00%0.00%
TRU
0.57%0.71%0.31%0.31%0.36%0.40%0.00%0.00%0.00%0.00%0.00%0.00%
MCHP
Microchip Technology Incorporated
1.92%1.67%1.01%1.11%1.48%2.17%1.80%2.50%3.52%3.72%3.85%5.43%
PII
2.48%2.58%2.39%2.77%2.62%3.51%2.15%3.14%2.97%1.55%1.43%2.22%
BIIB
Biogen 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%
BRK-B
Berkshire Hathaway 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%
FTNT
Fortinet, 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%
BLK
BlackRock, Inc.
3.01%2.82%1.90%2.16%2.89%3.47%2.26%2.86%3.12%2.70%2.72%3.81%
META
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
Allegion plc
1.70%1.58%1.12%1.14%0.91%1.12%0.86%0.81%0.66%0.63%0.00%0.00%
VEEV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZBH
0.82%0.76%0.76%0.63%0.66%0.96%0.83%0.98%0.91%0.83%0.93%1.18%
TER
0.46%0.51%0.25%0.34%0.54%1.17%0.69%0.98%1.22%0.97%0.00%0.00%
ECL
Ecolab Inc.
1.23%1.43%0.85%0.90%1.00%1.21%1.21%1.30%1.28%1.22%1.03%1.30%
TYL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMCSA
Comcast Corporation
2.47%3.10%2.04%1.84%1.53%2.99%1.34%2.25%2.03%1.39%1.82%2.15%
DIS
The Walt Disney Company
0.00%0.00%0.00%0.00%1.22%1.59%1.55%1.49%1.38%1.31%1.22%1.66%
OTIS
1.56%1.43%1.08%0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDT
3.41%3.52%2.52%2.10%2.07%2.43%2.59%2.77%2.26%2.03%2.40%3.94%
MAS
Masco Corporation
2.14%2.44%1.25%1.30%1.10%1.61%1.01%1.35%1.36%1.49%1.52%2.11%
EMR
Emerson Electric Co.
2.14%2.19%2.27%2.66%2.83%3.68%3.21%4.10%4.91%3.68%3.14%4.14%
MPWR
0.78%0.85%0.49%0.56%0.92%1.07%0.75%1.03%1.34%0.98%0.00%4.91%

Комиссия

Комиссия TechStocks 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
AAPL
Apple Inc.
0.51
MSFT
N/A
NVDA
N/A
TSLA
N/A
FSLR
First Solar, Inc.
0.41
CRWD
CrowdStrike Holdings, Inc.
-0.13
ADSK
Autodesk, Inc.
0.12
GOOG
Alphabet Inc.
0.91
ABB
ABB Ltd
N/A
ISRG
Intuitive Surgical, Inc.
1.46
LRN
Stride, Inc.
0.20
LRCX
Lam Research Corporation
1.29
TRU
N/A
MCHP
Microchip Technology Incorporated
0.57
PII
N/A
BIIB
Biogen Inc.
0.50
BRK-B
Berkshire Hathaway Inc.
1.87
FTNT
Fortinet, Inc.
0.38
BLK
BlackRock, Inc.
0.41
META
N/A
ALLE
Allegion plc
0.53
VEEV
N/A
ZBH
N/A
TER
N/A
ECL
Ecolab Inc.
0.54
TYL
N/A
CMCSA
Comcast Corporation
1.67
DIS
The Walt Disney Company
-0.67
OTIS
N/A
MDT
N/A
MAS
Masco Corporation
0.43
EMR
Emerson Electric Co.
1.26
MPWR
N/A

График просадок

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.44%
-9.93%
TechStocks
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

TechStocks с января 2010 показал максимальную просадку в 32.58%, зарегистрированную 14 окт. 2022 г.. Портфель полностью восстановился за 185 торговых сессий.

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

-32.58%9 нояб. 2021 г.23514 окт. 2022 г.18513 июл. 2023 г.420
-11.56%3 сент. 2020 г.1423 сент. 2020 г.326 нояб. 2020 г.46
-8.94%16 февр. 2021 г.158 мар. 2021 г.195 апр. 2021 г.34
-8.44%19 июл. 2023 г.4722 сент. 2023 г.
-8.07%31 авг. 2021 г.244 окт. 2021 г.201 нояб. 2021 г.44

График волатильности

Текущая волатильность TechStocks составляет 4.07%, 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%7.00%AprilMayJuneJulyAugustSeptember
4.07%
3.41%
TechStocks
Benchmark (^GSPC)
Активы портфеля