TechStocks
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
AAPL Apple Inc. | Technology | 3.03% |
MSFT | 3.03% | |
NVDA | 3.03% | |
TSLA | 3.03% | |
FSLR First Solar, Inc. | Technology | 3.03% |
CRWD CrowdStrike Holdings, Inc. | Technology | 3.03% |
ADSK Autodesk, Inc. | Technology | 3.03% |
GOOG Alphabet Inc. | Communication Services | 3.03% |
ABB ABB Ltd | Industrials | 3.03% |
ISRG Intuitive Surgical, Inc. | Healthcare | 3.03% |
LRN Stride, Inc. | Consumer Defensive | 3.03% |
LRCX Lam Research Corporation | Technology | 3.03% |
TRU | 3.03% | |
MCHP Microchip Technology Incorporated | Technology | 3.03% |
PII | 3.03% | |
BIIB Biogen Inc. | Healthcare | 3.03% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 3.03% |
FTNT Fortinet, Inc. | Technology | 3.03% |
BLK BlackRock, Inc. | Financial Services | 3.03% |
META | 3.03% | |
ALLE Allegion plc | Industrials | 3.03% |
VEEV | 3.03% | |
ZBH | 3.03% | |
TER | 3.03% | |
ECL Ecolab Inc. | Basic Materials | 3.03% |
TYL | 3.03% | |
CMCSA Comcast Corporation | Communication Services | 3.03% |
DIS The Walt Disney Company | Communication Services | 3.03% |
OTIS | 3.03% | |
MDT | 3.03% | |
MAS Masco Corporation | Industrials | 3.03% |
EMR Emerson Electric Co. | Industrials | 3.03% |
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
Доходность по периодам
1 месяц | 6 месяцев | С начала года | 1 год | 5 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 |
Активы портфеля: | ||||||
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 |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
LRN | BIIB | FSLR | CRWD | TSLA | MDT | PII | ZBH | OTIS | CMCSA | BRK-B | EMR | VEEV | ALLE | ABB | DIS | MAS | META | FTNT | TYL | ECL | AAPL | TRU | NVDA | GOOG | LRCX | ISRG | BLK | MPWR | MSFT | MCHP | TER | ADSK | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRN | 1.00 | 0.20 | 0.20 | 0.21 | 0.22 | 0.15 | 0.21 | 0.18 | 0.17 | 0.14 | 0.15 | 0.21 | 0.27 | 0.16 | 0.21 | 0.16 | 0.19 | 0.22 | 0.24 | 0.23 | 0.16 | 0.23 | 0.22 | 0.26 | 0.22 | 0.24 | 0.23 | 0.21 | 0.27 | 0.24 | 0.24 | 0.26 | 0.22 |
BIIB | 0.20 | 1.00 | 0.27 | 0.25 | 0.27 | 0.33 | 0.30 | 0.33 | 0.29 | 0.34 | 0.34 | 0.32 | 0.33 | 0.30 | 0.31 | 0.30 | 0.29 | 0.33 | 0.36 | 0.36 | 0.32 | 0.39 | 0.32 | 0.36 | 0.35 | 0.37 | 0.41 | 0.34 | 0.36 | 0.41 | 0.38 | 0.39 | 0.36 |
FSLR | 0.20 | 0.27 | 1.00 | 0.31 | 0.40 | 0.22 | 0.34 | 0.28 | 0.27 | 0.24 | 0.27 | 0.31 | 0.35 | 0.27 | 0.34 | 0.31 | 0.31 | 0.32 | 0.34 | 0.35 | 0.29 | 0.36 | 0.35 | 0.39 | 0.33 | 0.42 | 0.37 | 0.37 | 0.45 | 0.35 | 0.43 | 0.44 | 0.44 |
CRWD | 0.21 | 0.25 | 0.31 | 1.00 | 0.44 | 0.19 | 0.25 | 0.24 | 0.25 | 0.21 | 0.15 | 0.15 | 0.58 | 0.22 | 0.28 | 0.33 | 0.26 | 0.40 | 0.63 | 0.56 | 0.24 | 0.43 | 0.36 | 0.53 | 0.41 | 0.39 | 0.44 | 0.34 | 0.50 | 0.49 | 0.39 | 0.43 | 0.55 |
TSLA | 0.22 | 0.27 | 0.40 | 0.44 | 1.00 | 0.24 | 0.33 | 0.26 | 0.22 | 0.29 | 0.22 | 0.22 | 0.45 | 0.25 | 0.35 | 0.37 | 0.29 | 0.41 | 0.45 | 0.43 | 0.30 | 0.52 | 0.35 | 0.52 | 0.45 | 0.45 | 0.41 | 0.38 | 0.52 | 0.48 | 0.47 | 0.49 | 0.50 |
MDT | 0.15 | 0.33 | 0.22 | 0.19 | 0.24 | 1.00 | 0.36 | 0.66 | 0.41 | 0.51 | 0.55 | 0.51 | 0.31 | 0.50 | 0.42 | 0.48 | 0.42 | 0.35 | 0.33 | 0.36 | 0.55 | 0.37 | 0.49 | 0.28 | 0.40 | 0.29 | 0.59 | 0.48 | 0.30 | 0.40 | 0.36 | 0.33 | 0.42 |
PII | 0.21 | 0.30 | 0.34 | 0.25 | 0.33 | 0.36 | 1.00 | 0.39 | 0.43 | 0.40 | 0.48 | 0.52 | 0.32 | 0.50 | 0.47 | 0.50 | 0.53 | 0.35 | 0.31 | 0.33 | 0.45 | 0.40 | 0.46 | 0.36 | 0.39 | 0.42 | 0.35 | 0.51 | 0.42 | 0.36 | 0.45 | 0.45 | 0.42 |
ZBH | 0.18 | 0.33 | 0.28 | 0.24 | 0.26 | 0.66 | 0.39 | 1.00 | 0.39 | 0.46 | 0.51 | 0.49 | 0.33 | 0.47 | 0.41 | 0.49 | 0.43 | 0.36 | 0.33 | 0.37 | 0.52 | 0.36 | 0.49 | 0.30 | 0.38 | 0.33 | 0.58 | 0.49 | 0.36 | 0.38 | 0.41 | 0.37 | 0.44 |
OTIS | 0.17 | 0.29 | 0.27 | 0.25 | 0.22 | 0.41 | 0.43 | 0.39 | 1.00 | 0.37 | 0.53 | 0.56 | 0.29 | 0.61 | 0.51 | 0.43 | 0.51 | 0.34 | 0.35 | 0.39 | 0.52 | 0.40 | 0.50 | 0.34 | 0.38 | 0.40 | 0.41 | 0.52 | 0.39 | 0.40 | 0.42 | 0.42 | 0.45 |
CMCSA | 0.14 | 0.34 | 0.24 | 0.21 | 0.29 | 0.51 | 0.40 | 0.46 | 0.37 | 1.00 | 0.53 | 0.45 | 0.31 | 0.47 | 0.42 | 0.57 | 0.45 | 0.46 | 0.33 | 0.36 | 0.51 | 0.42 | 0.51 | 0.36 | 0.45 | 0.41 | 0.49 | 0.49 | 0.37 | 0.43 | 0.46 | 0.39 | 0.42 |
BRK-B | 0.15 | 0.34 | 0.27 | 0.15 | 0.22 | 0.55 | 0.48 | 0.51 | 0.53 | 0.53 | 1.00 | 0.67 | 0.22 | 0.58 | 0.54 | 0.55 | 0.50 | 0.34 | 0.29 | 0.27 | 0.60 | 0.43 | 0.52 | 0.33 | 0.44 | 0.40 | 0.45 | 0.64 | 0.34 | 0.39 | 0.45 | 0.40 | 0.39 |
EMR | 0.21 | 0.32 | 0.31 | 0.15 | 0.22 | 0.51 | 0.52 | 0.49 | 0.56 | 0.45 | 0.67 | 1.00 | 0.23 | 0.64 | 0.60 | 0.53 | 0.53 | 0.31 | 0.32 | 0.28 | 0.59 | 0.37 | 0.51 | 0.33 | 0.42 | 0.45 | 0.44 | 0.60 | 0.39 | 0.36 | 0.51 | 0.47 | 0.43 |
VEEV | 0.27 | 0.33 | 0.35 | 0.58 | 0.45 | 0.31 | 0.32 | 0.33 | 0.29 | 0.31 | 0.22 | 0.23 | 1.00 | 0.33 | 0.36 | 0.36 | 0.39 | 0.53 | 0.59 | 0.65 | 0.40 | 0.53 | 0.44 | 0.60 | 0.51 | 0.46 | 0.58 | 0.44 | 0.59 | 0.58 | 0.48 | 0.51 | 0.65 |
ALLE | 0.16 | 0.30 | 0.27 | 0.22 | 0.25 | 0.50 | 0.50 | 0.47 | 0.61 | 0.47 | 0.58 | 0.64 | 0.33 | 1.00 | 0.54 | 0.52 | 0.63 | 0.36 | 0.37 | 0.41 | 0.61 | 0.42 | 0.61 | 0.35 | 0.39 | 0.47 | 0.47 | 0.60 | 0.42 | 0.42 | 0.49 | 0.49 | 0.49 |
ABB | 0.21 | 0.31 | 0.34 | 0.28 | 0.35 | 0.42 | 0.47 | 0.41 | 0.51 | 0.42 | 0.54 | 0.60 | 0.36 | 0.54 | 1.00 | 0.47 | 0.52 | 0.39 | 0.40 | 0.39 | 0.57 | 0.46 | 0.52 | 0.43 | 0.47 | 0.50 | 0.47 | 0.61 | 0.47 | 0.45 | 0.52 | 0.51 | 0.48 |
DIS | 0.16 | 0.30 | 0.31 | 0.33 | 0.37 | 0.48 | 0.50 | 0.49 | 0.43 | 0.57 | 0.55 | 0.53 | 0.36 | 0.52 | 0.47 | 1.00 | 0.45 | 0.48 | 0.40 | 0.42 | 0.57 | 0.44 | 0.57 | 0.42 | 0.51 | 0.44 | 0.49 | 0.58 | 0.44 | 0.46 | 0.49 | 0.46 | 0.51 |
MAS | 0.19 | 0.29 | 0.31 | 0.26 | 0.29 | 0.42 | 0.53 | 0.43 | 0.51 | 0.45 | 0.50 | 0.53 | 0.39 | 0.63 | 0.52 | 0.45 | 1.00 | 0.42 | 0.41 | 0.44 | 0.58 | 0.45 | 0.60 | 0.43 | 0.43 | 0.51 | 0.46 | 0.58 | 0.48 | 0.45 | 0.51 | 0.53 | 0.52 |
META | 0.22 | 0.33 | 0.32 | 0.40 | 0.41 | 0.35 | 0.35 | 0.36 | 0.34 | 0.46 | 0.34 | 0.31 | 0.53 | 0.36 | 0.39 | 0.48 | 0.42 | 1.00 | 0.49 | 0.53 | 0.41 | 0.60 | 0.47 | 0.59 | 0.69 | 0.53 | 0.52 | 0.48 | 0.55 | 0.64 | 0.52 | 0.53 | 0.58 |
FTNT | 0.24 | 0.36 | 0.34 | 0.63 | 0.45 | 0.33 | 0.31 | 0.33 | 0.35 | 0.33 | 0.29 | 0.32 | 0.59 | 0.37 | 0.40 | 0.40 | 0.41 | 0.49 | 1.00 | 0.63 | 0.43 | 0.56 | 0.51 | 0.61 | 0.55 | 0.53 | 0.59 | 0.50 | 0.62 | 0.64 | 0.53 | 0.56 | 0.64 |
TYL | 0.23 | 0.36 | 0.35 | 0.56 | 0.43 | 0.36 | 0.33 | 0.37 | 0.39 | 0.36 | 0.27 | 0.28 | 0.65 | 0.41 | 0.39 | 0.42 | 0.44 | 0.53 | 0.63 | 1.00 | 0.48 | 0.57 | 0.54 | 0.60 | 0.54 | 0.51 | 0.60 | 0.48 | 0.60 | 0.62 | 0.51 | 0.56 | 0.67 |
ECL | 0.16 | 0.32 | 0.29 | 0.24 | 0.30 | 0.55 | 0.45 | 0.52 | 0.52 | 0.51 | 0.60 | 0.59 | 0.40 | 0.61 | 0.57 | 0.57 | 0.58 | 0.41 | 0.43 | 0.48 | 1.00 | 0.46 | 0.61 | 0.40 | 0.50 | 0.44 | 0.56 | 0.61 | 0.42 | 0.50 | 0.49 | 0.46 | 0.53 |
AAPL | 0.23 | 0.39 | 0.36 | 0.43 | 0.52 | 0.37 | 0.40 | 0.36 | 0.40 | 0.42 | 0.43 | 0.37 | 0.53 | 0.42 | 0.46 | 0.44 | 0.45 | 0.60 | 0.56 | 0.57 | 0.46 | 1.00 | 0.48 | 0.64 | 0.67 | 0.58 | 0.59 | 0.51 | 0.60 | 0.75 | 0.57 | 0.60 | 0.60 |
TRU | 0.22 | 0.32 | 0.35 | 0.36 | 0.35 | 0.49 | 0.46 | 0.49 | 0.50 | 0.51 | 0.52 | 0.51 | 0.44 | 0.61 | 0.52 | 0.57 | 0.60 | 0.47 | 0.51 | 0.54 | 0.61 | 0.48 | 1.00 | 0.46 | 0.52 | 0.51 | 0.60 | 0.61 | 0.50 | 0.54 | 0.50 | 0.54 | 0.58 |
NVDA | 0.26 | 0.36 | 0.39 | 0.53 | 0.52 | 0.28 | 0.36 | 0.30 | 0.34 | 0.36 | 0.33 | 0.33 | 0.60 | 0.35 | 0.43 | 0.42 | 0.43 | 0.59 | 0.61 | 0.60 | 0.40 | 0.64 | 0.46 | 1.00 | 0.62 | 0.70 | 0.57 | 0.53 | 0.76 | 0.70 | 0.68 | 0.70 | 0.64 |
GOOG | 0.22 | 0.35 | 0.33 | 0.41 | 0.45 | 0.40 | 0.39 | 0.38 | 0.38 | 0.45 | 0.44 | 0.42 | 0.51 | 0.39 | 0.47 | 0.51 | 0.43 | 0.69 | 0.55 | 0.54 | 0.50 | 0.67 | 0.52 | 0.62 | 1.00 | 0.56 | 0.59 | 0.55 | 0.58 | 0.76 | 0.56 | 0.57 | 0.62 |
LRCX | 0.24 | 0.37 | 0.42 | 0.39 | 0.45 | 0.29 | 0.42 | 0.33 | 0.40 | 0.41 | 0.40 | 0.45 | 0.46 | 0.47 | 0.50 | 0.44 | 0.51 | 0.53 | 0.53 | 0.51 | 0.44 | 0.58 | 0.51 | 0.70 | 0.56 | 1.00 | 0.52 | 0.55 | 0.76 | 0.59 | 0.79 | 0.85 | 0.59 |
ISRG | 0.23 | 0.41 | 0.37 | 0.44 | 0.41 | 0.59 | 0.35 | 0.58 | 0.41 | 0.49 | 0.45 | 0.44 | 0.58 | 0.47 | 0.47 | 0.49 | 0.46 | 0.52 | 0.59 | 0.60 | 0.56 | 0.59 | 0.60 | 0.57 | 0.59 | 0.52 | 1.00 | 0.57 | 0.55 | 0.66 | 0.54 | 0.57 | 0.64 |
BLK | 0.21 | 0.34 | 0.37 | 0.34 | 0.38 | 0.48 | 0.51 | 0.49 | 0.52 | 0.49 | 0.64 | 0.60 | 0.44 | 0.60 | 0.61 | 0.58 | 0.58 | 0.48 | 0.50 | 0.48 | 0.61 | 0.51 | 0.61 | 0.53 | 0.55 | 0.55 | 0.57 | 1.00 | 0.53 | 0.55 | 0.56 | 0.57 | 0.60 |
MPWR | 0.27 | 0.36 | 0.45 | 0.50 | 0.52 | 0.30 | 0.42 | 0.36 | 0.39 | 0.37 | 0.34 | 0.39 | 0.59 | 0.42 | 0.47 | 0.44 | 0.48 | 0.55 | 0.62 | 0.60 | 0.42 | 0.60 | 0.50 | 0.76 | 0.58 | 0.76 | 0.55 | 0.53 | 1.00 | 0.63 | 0.79 | 0.78 | 0.67 |
MSFT | 0.24 | 0.41 | 0.35 | 0.49 | 0.48 | 0.40 | 0.36 | 0.38 | 0.40 | 0.43 | 0.39 | 0.36 | 0.58 | 0.42 | 0.45 | 0.46 | 0.45 | 0.64 | 0.64 | 0.62 | 0.50 | 0.75 | 0.54 | 0.70 | 0.76 | 0.59 | 0.66 | 0.55 | 0.63 | 1.00 | 0.58 | 0.61 | 0.67 |
MCHP | 0.24 | 0.38 | 0.43 | 0.39 | 0.47 | 0.36 | 0.45 | 0.41 | 0.42 | 0.46 | 0.45 | 0.51 | 0.48 | 0.49 | 0.52 | 0.49 | 0.51 | 0.52 | 0.53 | 0.51 | 0.49 | 0.57 | 0.50 | 0.68 | 0.56 | 0.79 | 0.54 | 0.56 | 0.79 | 0.58 | 1.00 | 0.80 | 0.62 |
TER | 0.26 | 0.39 | 0.44 | 0.43 | 0.49 | 0.33 | 0.45 | 0.37 | 0.42 | 0.39 | 0.40 | 0.47 | 0.51 | 0.49 | 0.51 | 0.46 | 0.53 | 0.53 | 0.56 | 0.56 | 0.46 | 0.60 | 0.54 | 0.70 | 0.57 | 0.85 | 0.57 | 0.57 | 0.78 | 0.61 | 0.80 | 1.00 | 0.64 |
ADSK | 0.22 | 0.36 | 0.44 | 0.55 | 0.50 | 0.42 | 0.42 | 0.44 | 0.45 | 0.42 | 0.39 | 0.43 | 0.65 | 0.49 | 0.48 | 0.51 | 0.52 | 0.58 | 0.64 | 0.67 | 0.53 | 0.60 | 0.58 | 0.64 | 0.62 | 0.59 | 0.64 | 0.60 | 0.67 | 0.67 | 0.62 | 0.64 | 1.00 |
Дивидендный доход
Дивидендная доходность TechStocks за предыдущие двенадцать месяцев составила 0.90%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
TechStocks | 0.90% | 0.97% | 0.69% | 0.75% | 0.85% | 1.20% | 0.87% | 1.11% | 1.22% | 1.06% | 0.95% | 1.32% |
Активы портфеля: | ||||||||||||
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.
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. | 0.51 | ||||
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.
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. | 235 | 14 окт. 2022 г. | 185 | 13 июл. 2023 г. | 420 |
-11.56% | 3 сент. 2020 г. | 14 | 23 сент. 2020 г. | 32 | 6 нояб. 2020 г. | 46 |
-8.94% | 16 февр. 2021 г. | 15 | 8 мар. 2021 г. | 19 | 5 апр. 2021 г. | 34 |
-8.44% | 19 июл. 2023 г. | 47 | 22 сент. 2023 г. | — | — | — |
-8.07% | 31 авг. 2021 г. | 24 | 4 окт. 2021 г. | 20 | 1 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.