TRAI
Распределение активов
Доходность
График показывает рост $10,000 инвестированных в TRAI 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 | -1.31% | 9.66% | 12.78% | 14.25% | 1.30% | N/A |
TRAI | -3.38% | 4.86% | 21.23% | 20.34% | -4.39% | N/A |
Активы портфеля: | ||||||
AI C3.ai, Inc. | -18.10% | 3.05% | 129.22% | 92.13% | -28.46% | N/A |
NVDA | -10.18% | 50.88% | 180.77% | 209.49% | 41.32% | N/A |
IBM | 4.16% | 22.48% | 8.57% | 23.90% | 7.01% | N/A |
NOW | -2.19% | 24.76% | 41.53% | 36.89% | 0.20% | N/A |
ROK | -4.68% | 1.02% | 9.64% | 22.79% | 2.94% | N/A |
AMD Advanced Micro Devices, Inc. | -9.04% | -4.16% | 48.39% | 29.04% | 5.92% | N/A |
DT Dynatrace, Inc. | 0.61% | 17.79% | 21.20% | 29.38% | -3.12% | N/A |
KLAC | -8.18% | 15.65% | 19.65% | 40.22% | 12.26% | N/A |
NATI | 0.97% | 15.78% | 63.75% | 53.41% | 12.85% | N/A |
GOOGL | 1.05% | 23.52% | 47.84% | 31.39% | 4.88% | N/A |
PTC | 0.19% | 18.18% | 18.12% | 26.88% | -0.54% | N/A |
PRO | -8.11% | 26.36% | 34.54% | 38.31% | -10.45% | N/A |
TER | -6.85% | -10.96% | 9.80% | 18.59% | -9.91% | N/A |
ANSS ANSYS, Inc. | 1.62% | -4.41% | 24.49% | 27.75% | -6.66% | N/A |
QCOM | -0.68% | -11.82% | 0.19% | -11.05% | -6.04% | N/A |
TSLA | 9.65% | 33.02% | 107.58% | -14.99% | 1.07% | N/A |
BIDU Baidu, Inc. | -0.28% | -15.18% | 11.91% | 7.05% | -16.61% | N/A |
AKAM Akamai Technologies, Inc. | 6.62% | 43.81% | 28.03% | 28.79% | 0.79% | N/A |
SNPS | 1.81% | 17.10% | 39.14% | 41.89% | 21.96% | N/A |
ISRG | -0.98% | 16.31% | 7.16% | 45.79% | -1.53% | N/A |
MSFT | -0.91% | 15.58% | 34.15% | 35.01% | 8.27% | N/A |
JNJ | -1.92% | 8.56% | -6.46% | 1.86% | 1.29% | N/A |
APTV Aptiv PLC | 1.84% | -9.10% | 5.12% | 7.76% | -11.63% | N/A |
EQIX | -2.57% | 11.10% | 13.57% | 20.54% | 1.90% | N/A |
EMR Emerson Electric Co. | 0.43% | 17.49% | 2.25% | 29.09% | 3.68% | N/A |
ADSK Autodesk, Inc. | 1.73% | 1.45% | 9.20% | 6.05% | -11.50% | N/A |
JBT | -2.73% | 1.92% | 14.75% | 15.60% | -9.01% | N/A |
CDNS Cadence Design Systems, Inc. | 1.36% | 10.43% | 42.29% | 37.67% | 18.36% | N/A |
MGA | -3.55% | 7.32% | -1.67% | 4.66% | -16.44% | N/A |
GNTX | 0.00% | 20.52% | 18.10% | 27.16% | -3.14% | N/A |
NICE | -13.56% | -18.43% | -10.47% | -10.55% | -10.40% | N/A |
TSM | -7.08% | -9.09% | 15.91% | 12.42% | -9.41% | N/A |
NXPI | -2.35% | 7.68% | 24.76% | 24.47% | 0.29% | N/A |
ZBRA | -15.10% | -20.80% | -10.81% | -19.78% | -23.57% | N/A |
DE Deere & Company | 0.63% | -0.46% | -9.03% | 12.18% | 2.08% | N/A |
INTC | 5.35% | 20.28% | 33.72% | 25.82% | -17.01% | N/A |
AMZN Amazon.com, Inc. | -3.66% | 31.02% | 53.96% | 9.10% | -8.80% | N/A |
BABA Alibaba Group Holding Limited | -4.51% | -2.79% | -4.52% | 3.08% | -29.72% | N/A |
OMCL | -11.37% | -8.85% | 1.27% | -43.78% | -29.14% | N/A |
CGNX Cognex Corporation | -9.66% | -13.21% | -9.25% | -0.23% | -21.45% | N/A |
SYK | 3.26% | 4.25% | 16.95% | 35.45% | 3.58% | N/A |
TRMB | -2.42% | 4.46% | 0.59% | -11.35% | -15.09% | N/A |
CIEN Ciena Corporation | 12.69% | -4.50% | -8.02% | 15.10% | -5.40% | N/A |
PATH | 6.74% | -1.27% | 28.40% | 19.39% | -39.75% | N/A |
MDT | -3.89% | 4.54% | 5.24% | -2.98% | -13.68% | N/A |
AMBA Ambarella, Inc. | -23.91% | -33.70% | -35.97% | -17.70% | -20.58% | N/A |
PEGA | -8.77% | -5.06% | 24.75% | 25.49% | -31.87% | N/A |
DDD 3D Systems Corporation | -25.80% | -54.47% | -37.43% | -47.51% | -41.86% | N/A |
MU | 7.08% | 11.13% | 36.39% | 36.66% | -8.80% | N/A |
APPN Appian Corporation | -6.96% | 5.83% | 32.19% | -6.58% | -31.11% | N/A |
ILMN | -18.17% | -38.54% | -34.06% | -32.72% | -32.23% | N/A |
PRLB | -8.67% | -17.49% | 3.13% | -29.73% | -38.80% | N/A |
LAZR | -23.14% | -34.56% | -10.10% | -52.51% | -39.88% | N/A |
JD | -10.43% | -24.49% | -46.09% | -43.89% | -26.92% | N/A |
AZTA Azenta, Inc. | -12.13% | 16.97% | -16.42% | 1.42% | -21.56% | N/A |
TDOC | -15.42% | -20.31% | -18.35% | -33.04% | -54.62% | N/A |
FARO | -8.16% | -33.46% | -47.60% | -48.63% | -45.61% | N/A |
DAVA Endava plc | 14.88% | -17.51% | -28.75% | -30.62% | -13.92% | N/A |
RUB=X | -0.09% | -0.24% | -0.22% | -0.12% | 0.19% | N/A |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
RUB=X | JNJ | IBM | DE | JD | BABA | MDT | BIDU | EQIX | OMCL | DAVA | LAZR | TSLA | EMR | PRLB | SYK | AKAM | ILMN | AI | GNTX | PRO | FARO | JBT | CIEN | NICE | PATH | TSM | NATI | INTC | MU | ROK | APPN | MGA | DT | AZTA | TDOC | PEGA | DDD | ISRG | AMZN | APTV | AMD | GOOGL | PTC | CGNX | QCOM | MSFT | CDNS | NXPI | NOW | NVDA | ZBRA | AMBA | KLAC | TER | SNPS | TRMB | ADSK | ANSS | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
RUB=X | 1.00 | 0.04 | -0.01 | -0.02 | 0.04 | -0.01 | 0.01 | 0.01 | -0.00 | 0.01 | 0.09 | 0.01 | -0.00 | 0.04 | 0.02 | 0.01 | 0.01 | 0.06 | -0.02 | 0.06 | -0.00 | 0.02 | 0.02 | 0.02 | 0.03 | 0.02 | 0.01 | 0.02 | -0.02 | -0.01 | 0.03 | 0.04 | 0.03 | 0.06 | 0.01 | 0.01 | 0.03 | 0.01 | 0.03 | 0.07 | 0.04 | 0.05 | 0.04 | 0.01 | 0.07 | 0.02 | 0.04 | 0.02 | 0.04 | 0.07 | 0.06 | 0.02 | 0.08 | 0.06 | 0.04 | 0.03 | 0.06 | 0.01 | 0.06 |
JNJ | 0.04 | 1.00 | 0.38 | 0.16 | -0.03 | -0.02 | 0.40 | -0.04 | 0.31 | 0.14 | 0.03 | -0.03 | 0.03 | 0.27 | 0.05 | 0.40 | 0.26 | 0.22 | 0.00 | 0.14 | 0.04 | 0.09 | 0.08 | 0.20 | 0.11 | 0.03 | 0.06 | 0.15 | 0.18 | 0.09 | 0.21 | 0.03 | 0.10 | 0.07 | 0.12 | 0.05 | 0.09 | 0.04 | 0.32 | 0.15 | 0.08 | 0.08 | 0.23 | 0.18 | 0.15 | 0.11 | 0.27 | 0.18 | 0.12 | 0.12 | 0.09 | 0.15 | 0.07 | 0.16 | 0.13 | 0.16 | 0.15 | 0.14 | 0.20 |
IBM | -0.01 | 0.38 | 1.00 | 0.36 | 0.10 | 0.14 | 0.39 | 0.15 | 0.29 | 0.22 | 0.18 | 0.18 | 0.17 | 0.48 | 0.24 | 0.39 | 0.35 | 0.21 | 0.21 | 0.41 | 0.24 | 0.27 | 0.43 | 0.42 | 0.23 | 0.19 | 0.26 | 0.33 | 0.39 | 0.32 | 0.44 | 0.15 | 0.42 | 0.16 | 0.25 | 0.20 | 0.23 | 0.26 | 0.31 | 0.25 | 0.37 | 0.24 | 0.35 | 0.30 | 0.27 | 0.34 | 0.32 | 0.26 | 0.34 | 0.21 | 0.24 | 0.35 | 0.27 | 0.36 | 0.32 | 0.27 | 0.35 | 0.33 | 0.30 |
DE | -0.02 | 0.16 | 0.36 | 1.00 | 0.19 | 0.20 | 0.27 | 0.23 | 0.20 | 0.19 | 0.20 | 0.26 | 0.25 | 0.60 | 0.30 | 0.32 | 0.30 | 0.20 | 0.23 | 0.44 | 0.22 | 0.31 | 0.44 | 0.34 | 0.24 | 0.22 | 0.30 | 0.32 | 0.33 | 0.28 | 0.41 | 0.22 | 0.49 | 0.21 | 0.26 | 0.25 | 0.22 | 0.31 | 0.30 | 0.26 | 0.43 | 0.26 | 0.24 | 0.31 | 0.32 | 0.34 | 0.27 | 0.26 | 0.41 | 0.23 | 0.32 | 0.37 | 0.36 | 0.34 | 0.37 | 0.27 | 0.38 | 0.32 | 0.25 |
JD | 0.04 | -0.03 | 0.10 | 0.19 | 1.00 | 0.76 | 0.18 | 0.76 | 0.19 | 0.18 | 0.30 | 0.36 | 0.32 | 0.24 | 0.28 | 0.19 | 0.20 | 0.30 | 0.36 | 0.26 | 0.28 | 0.29 | 0.28 | 0.26 | 0.33 | 0.40 | 0.41 | 0.30 | 0.31 | 0.33 | 0.24 | 0.31 | 0.39 | 0.31 | 0.33 | 0.42 | 0.34 | 0.37 | 0.26 | 0.33 | 0.37 | 0.36 | 0.33 | 0.33 | 0.32 | 0.35 | 0.31 | 0.26 | 0.34 | 0.33 | 0.34 | 0.35 | 0.38 | 0.34 | 0.34 | 0.28 | 0.33 | 0.34 | 0.33 |
BABA | -0.01 | -0.02 | 0.14 | 0.20 | 0.76 | 1.00 | 0.21 | 0.77 | 0.23 | 0.21 | 0.30 | 0.38 | 0.34 | 0.25 | 0.35 | 0.19 | 0.23 | 0.33 | 0.39 | 0.28 | 0.30 | 0.31 | 0.30 | 0.27 | 0.35 | 0.41 | 0.38 | 0.31 | 0.34 | 0.34 | 0.21 | 0.35 | 0.40 | 0.32 | 0.32 | 0.46 | 0.32 | 0.42 | 0.27 | 0.36 | 0.39 | 0.35 | 0.33 | 0.35 | 0.30 | 0.35 | 0.30 | 0.26 | 0.30 | 0.33 | 0.32 | 0.33 | 0.37 | 0.33 | 0.35 | 0.28 | 0.37 | 0.35 | 0.34 |
MDT | 0.01 | 0.40 | 0.39 | 0.27 | 0.18 | 0.21 | 1.00 | 0.21 | 0.39 | 0.32 | 0.28 | 0.23 | 0.24 | 0.43 | 0.32 | 0.68 | 0.44 | 0.39 | 0.24 | 0.41 | 0.34 | 0.36 | 0.39 | 0.39 | 0.31 | 0.29 | 0.25 | 0.38 | 0.36 | 0.30 | 0.44 | 0.27 | 0.40 | 0.33 | 0.33 | 0.35 | 0.39 | 0.31 | 0.58 | 0.37 | 0.37 | 0.26 | 0.40 | 0.42 | 0.42 | 0.33 | 0.43 | 0.38 | 0.34 | 0.37 | 0.30 | 0.42 | 0.31 | 0.31 | 0.32 | 0.38 | 0.45 | 0.42 | 0.47 |
BIDU | 0.01 | -0.04 | 0.15 | 0.23 | 0.76 | 0.77 | 0.21 | 1.00 | 0.25 | 0.23 | 0.31 | 0.40 | 0.37 | 0.28 | 0.37 | 0.24 | 0.27 | 0.33 | 0.43 | 0.30 | 0.32 | 0.32 | 0.34 | 0.28 | 0.37 | 0.43 | 0.44 | 0.37 | 0.38 | 0.39 | 0.28 | 0.39 | 0.44 | 0.39 | 0.37 | 0.49 | 0.37 | 0.45 | 0.32 | 0.38 | 0.40 | 0.40 | 0.39 | 0.39 | 0.39 | 0.38 | 0.37 | 0.32 | 0.37 | 0.38 | 0.39 | 0.37 | 0.43 | 0.38 | 0.41 | 0.35 | 0.40 | 0.40 | 0.41 |
EQIX | -0.00 | 0.31 | 0.29 | 0.20 | 0.19 | 0.23 | 0.39 | 0.25 | 1.00 | 0.38 | 0.32 | 0.31 | 0.31 | 0.31 | 0.30 | 0.46 | 0.46 | 0.41 | 0.32 | 0.30 | 0.33 | 0.35 | 0.34 | 0.41 | 0.40 | 0.35 | 0.30 | 0.35 | 0.32 | 0.26 | 0.44 | 0.37 | 0.30 | 0.37 | 0.36 | 0.39 | 0.43 | 0.33 | 0.51 | 0.43 | 0.30 | 0.33 | 0.37 | 0.45 | 0.46 | 0.33 | 0.46 | 0.45 | 0.31 | 0.47 | 0.40 | 0.44 | 0.36 | 0.36 | 0.36 | 0.44 | 0.48 | 0.44 | 0.51 |
OMCL | 0.01 | 0.14 | 0.22 | 0.19 | 0.18 | 0.21 | 0.32 | 0.23 | 0.38 | 1.00 | 0.40 | 0.36 | 0.36 | 0.34 | 0.42 | 0.38 | 0.37 | 0.43 | 0.37 | 0.32 | 0.41 | 0.42 | 0.44 | 0.32 | 0.39 | 0.40 | 0.31 | 0.34 | 0.35 | 0.36 | 0.37 | 0.42 | 0.36 | 0.39 | 0.43 | 0.46 | 0.45 | 0.46 | 0.45 | 0.43 | 0.39 | 0.38 | 0.43 | 0.42 | 0.43 | 0.37 | 0.37 | 0.41 | 0.38 | 0.46 | 0.38 | 0.46 | 0.42 | 0.41 | 0.42 | 0.44 | 0.47 | 0.44 | 0.49 |
DAVA | 0.09 | 0.03 | 0.18 | 0.20 | 0.30 | 0.30 | 0.28 | 0.31 | 0.32 | 0.40 | 1.00 | 0.39 | 0.42 | 0.32 | 0.36 | 0.33 | 0.35 | 0.41 | 0.42 | 0.37 | 0.41 | 0.43 | 0.35 | 0.43 | 0.53 | 0.46 | 0.41 | 0.40 | 0.34 | 0.37 | 0.41 | 0.47 | 0.40 | 0.46 | 0.41 | 0.43 | 0.48 | 0.42 | 0.44 | 0.43 | 0.42 | 0.40 | 0.45 | 0.42 | 0.44 | 0.44 | 0.46 | 0.49 | 0.41 | 0.53 | 0.46 | 0.52 | 0.51 | 0.45 | 0.47 | 0.51 | 0.52 | 0.53 | 0.54 |
LAZR | 0.01 | -0.03 | 0.18 | 0.26 | 0.36 | 0.38 | 0.23 | 0.40 | 0.31 | 0.36 | 0.39 | 1.00 | 0.48 | 0.27 | 0.42 | 0.27 | 0.31 | 0.38 | 0.61 | 0.37 | 0.50 | 0.46 | 0.40 | 0.38 | 0.42 | 0.56 | 0.41 | 0.40 | 0.38 | 0.39 | 0.32 | 0.54 | 0.48 | 0.45 | 0.44 | 0.58 | 0.51 | 0.60 | 0.36 | 0.45 | 0.49 | 0.47 | 0.41 | 0.42 | 0.44 | 0.44 | 0.39 | 0.42 | 0.46 | 0.45 | 0.48 | 0.45 | 0.53 | 0.43 | 0.45 | 0.44 | 0.47 | 0.49 | 0.45 |
TSLA | -0.00 | 0.03 | 0.17 | 0.25 | 0.32 | 0.34 | 0.24 | 0.37 | 0.31 | 0.36 | 0.42 | 0.48 | 1.00 | 0.26 | 0.40 | 0.29 | 0.35 | 0.39 | 0.47 | 0.34 | 0.41 | 0.43 | 0.40 | 0.35 | 0.44 | 0.48 | 0.47 | 0.37 | 0.42 | 0.40 | 0.38 | 0.50 | 0.42 | 0.45 | 0.47 | 0.55 | 0.41 | 0.52 | 0.42 | 0.49 | 0.48 | 0.50 | 0.48 | 0.41 | 0.44 | 0.46 | 0.49 | 0.48 | 0.50 | 0.50 | 0.56 | 0.44 | 0.52 | 0.49 | 0.50 | 0.48 | 0.47 | 0.49 | 0.49 |
EMR | 0.04 | 0.27 | 0.48 | 0.60 | 0.24 | 0.25 | 0.43 | 0.28 | 0.31 | 0.34 | 0.32 | 0.27 | 0.26 | 1.00 | 0.37 | 0.50 | 0.42 | 0.36 | 0.27 | 0.53 | 0.34 | 0.42 | 0.56 | 0.51 | 0.30 | 0.30 | 0.42 | 0.47 | 0.48 | 0.45 | 0.67 | 0.28 | 0.60 | 0.35 | 0.41 | 0.30 | 0.33 | 0.39 | 0.44 | 0.39 | 0.54 | 0.37 | 0.46 | 0.46 | 0.49 | 0.47 | 0.44 | 0.42 | 0.53 | 0.35 | 0.42 | 0.59 | 0.45 | 0.50 | 0.50 | 0.44 | 0.54 | 0.47 | 0.47 |
PRLB | 0.02 | 0.05 | 0.24 | 0.30 | 0.28 | 0.35 | 0.32 | 0.37 | 0.30 | 0.42 | 0.36 | 0.42 | 0.40 | 0.37 | 1.00 | 0.32 | 0.36 | 0.44 | 0.50 | 0.42 | 0.51 | 0.53 | 0.51 | 0.39 | 0.40 | 0.49 | 0.37 | 0.42 | 0.40 | 0.39 | 0.40 | 0.54 | 0.45 | 0.46 | 0.50 | 0.55 | 0.49 | 0.64 | 0.40 | 0.40 | 0.45 | 0.43 | 0.40 | 0.47 | 0.45 | 0.42 | 0.39 | 0.38 | 0.45 | 0.46 | 0.41 | 0.49 | 0.49 | 0.43 | 0.46 | 0.43 | 0.54 | 0.50 | 0.47 |
SYK | 0.01 | 0.40 | 0.39 | 0.32 | 0.19 | 0.19 | 0.68 | 0.24 | 0.46 | 0.38 | 0.33 | 0.27 | 0.29 | 0.50 | 0.32 | 1.00 | 0.45 | 0.46 | 0.30 | 0.47 | 0.36 | 0.40 | 0.43 | 0.46 | 0.39 | 0.36 | 0.37 | 0.43 | 0.45 | 0.40 | 0.51 | 0.31 | 0.44 | 0.41 | 0.44 | 0.38 | 0.47 | 0.36 | 0.67 | 0.44 | 0.43 | 0.38 | 0.48 | 0.49 | 0.50 | 0.42 | 0.53 | 0.51 | 0.45 | 0.45 | 0.41 | 0.51 | 0.43 | 0.46 | 0.44 | 0.52 | 0.52 | 0.50 | 0.56 |
AKAM | 0.01 | 0.26 | 0.35 | 0.30 | 0.20 | 0.23 | 0.44 | 0.27 | 0.46 | 0.37 | 0.35 | 0.31 | 0.35 | 0.42 | 0.36 | 0.45 | 1.00 | 0.43 | 0.35 | 0.44 | 0.41 | 0.38 | 0.41 | 0.47 | 0.47 | 0.40 | 0.37 | 0.44 | 0.43 | 0.37 | 0.49 | 0.44 | 0.41 | 0.47 | 0.41 | 0.41 | 0.47 | 0.40 | 0.52 | 0.48 | 0.39 | 0.43 | 0.53 | 0.50 | 0.50 | 0.43 | 0.55 | 0.52 | 0.42 | 0.53 | 0.45 | 0.52 | 0.41 | 0.45 | 0.43 | 0.53 | 0.54 | 0.54 | 0.58 |
ILMN | 0.06 | 0.22 | 0.21 | 0.20 | 0.30 | 0.33 | 0.39 | 0.33 | 0.41 | 0.43 | 0.41 | 0.38 | 0.39 | 0.36 | 0.44 | 0.46 | 0.43 | 1.00 | 0.43 | 0.32 | 0.43 | 0.44 | 0.34 | 0.38 | 0.48 | 0.49 | 0.35 | 0.40 | 0.38 | 0.36 | 0.41 | 0.48 | 0.34 | 0.50 | 0.50 | 0.55 | 0.52 | 0.49 | 0.52 | 0.47 | 0.38 | 0.43 | 0.46 | 0.49 | 0.49 | 0.40 | 0.49 | 0.45 | 0.40 | 0.49 | 0.46 | 0.50 | 0.47 | 0.43 | 0.44 | 0.49 | 0.52 | 0.55 | 0.56 |
AI | -0.02 | 0.00 | 0.21 | 0.23 | 0.36 | 0.39 | 0.24 | 0.43 | 0.32 | 0.37 | 0.42 | 0.61 | 0.47 | 0.27 | 0.50 | 0.30 | 0.35 | 0.43 | 1.00 | 0.35 | 0.50 | 0.46 | 0.38 | 0.37 | 0.48 | 0.62 | 0.37 | 0.38 | 0.39 | 0.38 | 0.33 | 0.61 | 0.42 | 0.55 | 0.44 | 0.60 | 0.54 | 0.61 | 0.42 | 0.48 | 0.45 | 0.47 | 0.42 | 0.48 | 0.46 | 0.44 | 0.44 | 0.45 | 0.43 | 0.57 | 0.51 | 0.43 | 0.54 | 0.41 | 0.45 | 0.51 | 0.48 | 0.55 | 0.54 |
GNTX | 0.06 | 0.14 | 0.41 | 0.44 | 0.26 | 0.28 | 0.41 | 0.30 | 0.30 | 0.32 | 0.37 | 0.37 | 0.34 | 0.53 | 0.42 | 0.47 | 0.44 | 0.32 | 0.35 | 1.00 | 0.41 | 0.45 | 0.60 | 0.50 | 0.40 | 0.38 | 0.40 | 0.48 | 0.46 | 0.48 | 0.52 | 0.38 | 0.73 | 0.40 | 0.43 | 0.41 | 0.43 | 0.46 | 0.45 | 0.40 | 0.68 | 0.40 | 0.44 | 0.46 | 0.49 | 0.49 | 0.40 | 0.41 | 0.52 | 0.38 | 0.42 | 0.53 | 0.50 | 0.52 | 0.51 | 0.43 | 0.55 | 0.51 | 0.48 |
PRO | -0.00 | 0.04 | 0.24 | 0.22 | 0.28 | 0.30 | 0.34 | 0.32 | 0.33 | 0.41 | 0.41 | 0.50 | 0.41 | 0.34 | 0.51 | 0.36 | 0.41 | 0.43 | 0.50 | 0.41 | 1.00 | 0.47 | 0.43 | 0.41 | 0.47 | 0.54 | 0.42 | 0.42 | 0.42 | 0.42 | 0.39 | 0.58 | 0.44 | 0.55 | 0.43 | 0.55 | 0.59 | 0.52 | 0.43 | 0.49 | 0.48 | 0.44 | 0.45 | 0.52 | 0.46 | 0.46 | 0.44 | 0.46 | 0.44 | 0.54 | 0.47 | 0.49 | 0.49 | 0.44 | 0.45 | 0.50 | 0.51 | 0.55 | 0.54 |
FARO | 0.02 | 0.09 | 0.27 | 0.31 | 0.29 | 0.31 | 0.36 | 0.32 | 0.35 | 0.42 | 0.43 | 0.46 | 0.43 | 0.42 | 0.53 | 0.40 | 0.38 | 0.44 | 0.46 | 0.45 | 0.47 | 1.00 | 0.48 | 0.43 | 0.42 | 0.47 | 0.39 | 0.47 | 0.43 | 0.43 | 0.45 | 0.48 | 0.48 | 0.44 | 0.55 | 0.50 | 0.50 | 0.59 | 0.44 | 0.41 | 0.51 | 0.44 | 0.44 | 0.53 | 0.53 | 0.46 | 0.42 | 0.45 | 0.47 | 0.45 | 0.49 | 0.53 | 0.49 | 0.47 | 0.50 | 0.47 | 0.58 | 0.48 | 0.53 |
JBT | 0.02 | 0.08 | 0.43 | 0.44 | 0.28 | 0.30 | 0.39 | 0.34 | 0.34 | 0.44 | 0.35 | 0.40 | 0.40 | 0.56 | 0.51 | 0.43 | 0.41 | 0.34 | 0.38 | 0.60 | 0.43 | 0.48 | 1.00 | 0.45 | 0.38 | 0.42 | 0.42 | 0.48 | 0.47 | 0.49 | 0.59 | 0.39 | 0.63 | 0.38 | 0.49 | 0.45 | 0.41 | 0.52 | 0.41 | 0.46 | 0.59 | 0.43 | 0.44 | 0.43 | 0.50 | 0.53 | 0.42 | 0.45 | 0.55 | 0.42 | 0.46 | 0.52 | 0.54 | 0.49 | 0.52 | 0.48 | 0.58 | 0.52 | 0.52 |
CIEN | 0.02 | 0.20 | 0.42 | 0.34 | 0.26 | 0.27 | 0.39 | 0.28 | 0.41 | 0.32 | 0.43 | 0.38 | 0.35 | 0.51 | 0.39 | 0.46 | 0.47 | 0.38 | 0.37 | 0.50 | 0.41 | 0.43 | 0.45 | 1.00 | 0.42 | 0.40 | 0.44 | 0.49 | 0.50 | 0.50 | 0.52 | 0.40 | 0.52 | 0.40 | 0.45 | 0.40 | 0.42 | 0.47 | 0.50 | 0.46 | 0.49 | 0.46 | 0.53 | 0.49 | 0.50 | 0.53 | 0.54 | 0.52 | 0.53 | 0.47 | 0.50 | 0.57 | 0.54 | 0.57 | 0.56 | 0.53 | 0.59 | 0.56 | 0.56 |
NICE | 0.03 | 0.11 | 0.23 | 0.24 | 0.33 | 0.35 | 0.31 | 0.37 | 0.40 | 0.39 | 0.53 | 0.42 | 0.44 | 0.30 | 0.40 | 0.39 | 0.47 | 0.48 | 0.48 | 0.40 | 0.47 | 0.42 | 0.38 | 0.42 | 1.00 | 0.54 | 0.42 | 0.45 | 0.42 | 0.40 | 0.43 | 0.56 | 0.41 | 0.57 | 0.48 | 0.49 | 0.60 | 0.46 | 0.50 | 0.52 | 0.45 | 0.47 | 0.50 | 0.54 | 0.55 | 0.48 | 0.55 | 0.59 | 0.46 | 0.64 | 0.53 | 0.54 | 0.53 | 0.52 | 0.50 | 0.60 | 0.56 | 0.61 | 0.61 |
PATH | 0.02 | 0.03 | 0.19 | 0.22 | 0.40 | 0.41 | 0.29 | 0.43 | 0.35 | 0.40 | 0.46 | 0.56 | 0.48 | 0.30 | 0.49 | 0.36 | 0.40 | 0.49 | 0.62 | 0.38 | 0.54 | 0.47 | 0.42 | 0.40 | 0.54 | 1.00 | 0.41 | 0.40 | 0.43 | 0.41 | 0.37 | 0.66 | 0.41 | 0.61 | 0.48 | 0.66 | 0.62 | 0.57 | 0.40 | 0.55 | 0.44 | 0.52 | 0.48 | 0.50 | 0.49 | 0.47 | 0.46 | 0.49 | 0.49 | 0.63 | 0.52 | 0.50 | 0.55 | 0.48 | 0.47 | 0.52 | 0.53 | 0.59 | 0.56 |
TSM | 0.01 | 0.06 | 0.26 | 0.30 | 0.41 | 0.38 | 0.25 | 0.44 | 0.30 | 0.31 | 0.41 | 0.41 | 0.47 | 0.42 | 0.37 | 0.37 | 0.37 | 0.35 | 0.37 | 0.40 | 0.42 | 0.39 | 0.42 | 0.44 | 0.42 | 0.41 | 1.00 | 0.51 | 0.55 | 0.64 | 0.45 | 0.42 | 0.47 | 0.43 | 0.48 | 0.40 | 0.40 | 0.47 | 0.45 | 0.50 | 0.49 | 0.65 | 0.57 | 0.49 | 0.49 | 0.68 | 0.57 | 0.55 | 0.67 | 0.50 | 0.68 | 0.53 | 0.61 | 0.68 | 0.68 | 0.58 | 0.51 | 0.55 | 0.55 |
NATI | 0.02 | 0.15 | 0.33 | 0.32 | 0.30 | 0.31 | 0.38 | 0.37 | 0.35 | 0.34 | 0.40 | 0.40 | 0.37 | 0.47 | 0.42 | 0.43 | 0.44 | 0.40 | 0.38 | 0.48 | 0.42 | 0.47 | 0.48 | 0.49 | 0.45 | 0.40 | 0.51 | 1.00 | 0.48 | 0.50 | 0.49 | 0.43 | 0.51 | 0.46 | 0.51 | 0.43 | 0.45 | 0.48 | 0.49 | 0.46 | 0.52 | 0.50 | 0.55 | 0.52 | 0.53 | 0.59 | 0.53 | 0.57 | 0.58 | 0.52 | 0.54 | 0.55 | 0.53 | 0.58 | 0.59 | 0.57 | 0.58 | 0.56 | 0.59 |
INTC | -0.02 | 0.18 | 0.39 | 0.33 | 0.31 | 0.34 | 0.36 | 0.38 | 0.32 | 0.35 | 0.34 | 0.38 | 0.42 | 0.48 | 0.40 | 0.45 | 0.43 | 0.38 | 0.39 | 0.46 | 0.42 | 0.43 | 0.47 | 0.50 | 0.42 | 0.43 | 0.55 | 0.48 | 1.00 | 0.59 | 0.47 | 0.42 | 0.52 | 0.37 | 0.50 | 0.41 | 0.41 | 0.46 | 0.48 | 0.49 | 0.49 | 0.56 | 0.54 | 0.52 | 0.50 | 0.63 | 0.55 | 0.52 | 0.66 | 0.47 | 0.57 | 0.57 | 0.54 | 0.63 | 0.63 | 0.54 | 0.55 | 0.54 | 0.56 |
MU | -0.01 | 0.09 | 0.32 | 0.28 | 0.33 | 0.34 | 0.30 | 0.39 | 0.26 | 0.36 | 0.37 | 0.39 | 0.40 | 0.45 | 0.39 | 0.40 | 0.37 | 0.36 | 0.38 | 0.48 | 0.42 | 0.43 | 0.49 | 0.50 | 0.40 | 0.41 | 0.64 | 0.50 | 0.59 | 1.00 | 0.47 | 0.41 | 0.52 | 0.39 | 0.51 | 0.39 | 0.41 | 0.48 | 0.44 | 0.49 | 0.54 | 0.63 | 0.55 | 0.50 | 0.52 | 0.68 | 0.51 | 0.52 | 0.66 | 0.46 | 0.63 | 0.53 | 0.60 | 0.71 | 0.70 | 0.56 | 0.54 | 0.54 | 0.54 |
ROK | 0.03 | 0.21 | 0.44 | 0.41 | 0.24 | 0.21 | 0.44 | 0.28 | 0.44 | 0.37 | 0.41 | 0.32 | 0.38 | 0.67 | 0.40 | 0.51 | 0.49 | 0.41 | 0.33 | 0.52 | 0.39 | 0.45 | 0.59 | 0.52 | 0.43 | 0.37 | 0.45 | 0.49 | 0.47 | 0.47 | 1.00 | 0.39 | 0.56 | 0.42 | 0.45 | 0.37 | 0.43 | 0.41 | 0.51 | 0.45 | 0.57 | 0.46 | 0.49 | 0.53 | 0.56 | 0.51 | 0.53 | 0.55 | 0.59 | 0.49 | 0.51 | 0.64 | 0.52 | 0.56 | 0.56 | 0.57 | 0.61 | 0.56 | 0.62 |
APPN | 0.04 | 0.03 | 0.15 | 0.22 | 0.31 | 0.35 | 0.27 | 0.39 | 0.37 | 0.42 | 0.47 | 0.54 | 0.50 | 0.28 | 0.54 | 0.31 | 0.44 | 0.48 | 0.61 | 0.38 | 0.58 | 0.48 | 0.39 | 0.40 | 0.56 | 0.66 | 0.42 | 0.43 | 0.42 | 0.41 | 0.39 | 1.00 | 0.39 | 0.62 | 0.53 | 0.66 | 0.66 | 0.63 | 0.46 | 0.54 | 0.45 | 0.50 | 0.48 | 0.54 | 0.53 | 0.49 | 0.48 | 0.52 | 0.49 | 0.67 | 0.54 | 0.50 | 0.54 | 0.47 | 0.51 | 0.54 | 0.54 | 0.59 | 0.57 |
MGA | 0.03 | 0.10 | 0.42 | 0.49 | 0.39 | 0.40 | 0.40 | 0.44 | 0.30 | 0.36 | 0.40 | 0.48 | 0.42 | 0.60 | 0.45 | 0.44 | 0.41 | 0.34 | 0.42 | 0.73 | 0.44 | 0.48 | 0.63 | 0.52 | 0.41 | 0.41 | 0.47 | 0.51 | 0.52 | 0.52 | 0.56 | 0.39 | 1.00 | 0.39 | 0.48 | 0.46 | 0.41 | 0.53 | 0.43 | 0.43 | 0.77 | 0.43 | 0.47 | 0.51 | 0.49 | 0.52 | 0.43 | 0.43 | 0.57 | 0.40 | 0.48 | 0.58 | 0.55 | 0.53 | 0.55 | 0.45 | 0.58 | 0.51 | 0.49 |
DT | 0.06 | 0.07 | 0.16 | 0.21 | 0.31 | 0.32 | 0.33 | 0.39 | 0.37 | 0.39 | 0.46 | 0.45 | 0.45 | 0.35 | 0.46 | 0.41 | 0.47 | 0.50 | 0.55 | 0.40 | 0.55 | 0.44 | 0.38 | 0.40 | 0.57 | 0.61 | 0.43 | 0.46 | 0.37 | 0.39 | 0.42 | 0.62 | 0.39 | 1.00 | 0.48 | 0.62 | 0.62 | 0.52 | 0.53 | 0.57 | 0.45 | 0.52 | 0.52 | 0.58 | 0.59 | 0.43 | 0.56 | 0.59 | 0.46 | 0.72 | 0.56 | 0.51 | 0.53 | 0.51 | 0.47 | 0.62 | 0.55 | 0.64 | 0.65 |
AZTA | 0.01 | 0.12 | 0.25 | 0.26 | 0.33 | 0.32 | 0.33 | 0.37 | 0.36 | 0.43 | 0.41 | 0.44 | 0.47 | 0.41 | 0.50 | 0.44 | 0.41 | 0.50 | 0.44 | 0.43 | 0.43 | 0.55 | 0.49 | 0.45 | 0.48 | 0.48 | 0.48 | 0.51 | 0.50 | 0.51 | 0.45 | 0.53 | 0.48 | 0.48 | 1.00 | 0.52 | 0.48 | 0.56 | 0.54 | 0.48 | 0.49 | 0.51 | 0.53 | 0.52 | 0.53 | 0.53 | 0.50 | 0.54 | 0.56 | 0.50 | 0.53 | 0.60 | 0.61 | 0.59 | 0.60 | 0.55 | 0.62 | 0.55 | 0.57 |
TDOC | 0.01 | 0.05 | 0.20 | 0.25 | 0.42 | 0.46 | 0.35 | 0.49 | 0.39 | 0.46 | 0.43 | 0.58 | 0.55 | 0.30 | 0.55 | 0.38 | 0.41 | 0.55 | 0.60 | 0.41 | 0.55 | 0.50 | 0.45 | 0.40 | 0.49 | 0.66 | 0.40 | 0.43 | 0.41 | 0.39 | 0.37 | 0.66 | 0.46 | 0.62 | 0.52 | 1.00 | 0.61 | 0.69 | 0.51 | 0.52 | 0.49 | 0.48 | 0.48 | 0.50 | 0.50 | 0.45 | 0.47 | 0.49 | 0.45 | 0.61 | 0.52 | 0.52 | 0.53 | 0.45 | 0.48 | 0.51 | 0.55 | 0.59 | 0.58 |
PEGA | 0.03 | 0.09 | 0.23 | 0.22 | 0.34 | 0.32 | 0.39 | 0.37 | 0.43 | 0.45 | 0.48 | 0.51 | 0.41 | 0.33 | 0.49 | 0.47 | 0.47 | 0.52 | 0.54 | 0.43 | 0.59 | 0.50 | 0.41 | 0.42 | 0.60 | 0.62 | 0.40 | 0.45 | 0.41 | 0.41 | 0.43 | 0.66 | 0.41 | 0.62 | 0.48 | 0.61 | 1.00 | 0.53 | 0.52 | 0.51 | 0.48 | 0.47 | 0.52 | 0.57 | 0.55 | 0.46 | 0.54 | 0.56 | 0.46 | 0.70 | 0.52 | 0.54 | 0.51 | 0.47 | 0.46 | 0.58 | 0.57 | 0.63 | 0.62 |
DDD | 0.01 | 0.04 | 0.26 | 0.31 | 0.37 | 0.42 | 0.31 | 0.45 | 0.33 | 0.46 | 0.42 | 0.60 | 0.52 | 0.39 | 0.64 | 0.36 | 0.40 | 0.49 | 0.61 | 0.46 | 0.52 | 0.59 | 0.52 | 0.47 | 0.46 | 0.57 | 0.47 | 0.48 | 0.46 | 0.48 | 0.41 | 0.63 | 0.53 | 0.52 | 0.56 | 0.69 | 0.53 | 1.00 | 0.45 | 0.49 | 0.55 | 0.50 | 0.45 | 0.52 | 0.53 | 0.51 | 0.42 | 0.46 | 0.53 | 0.51 | 0.53 | 0.54 | 0.59 | 0.51 | 0.54 | 0.48 | 0.58 | 0.57 | 0.54 |
ISRG | 0.03 | 0.32 | 0.31 | 0.30 | 0.26 | 0.27 | 0.58 | 0.32 | 0.51 | 0.45 | 0.44 | 0.36 | 0.42 | 0.44 | 0.40 | 0.67 | 0.52 | 0.52 | 0.42 | 0.45 | 0.43 | 0.44 | 0.41 | 0.50 | 0.50 | 0.40 | 0.45 | 0.49 | 0.48 | 0.44 | 0.51 | 0.46 | 0.43 | 0.53 | 0.54 | 0.51 | 0.52 | 0.45 | 1.00 | 0.54 | 0.47 | 0.47 | 0.58 | 0.58 | 0.56 | 0.50 | 0.65 | 0.60 | 0.50 | 0.61 | 0.55 | 0.54 | 0.54 | 0.56 | 0.56 | 0.64 | 0.57 | 0.63 | 0.68 |
AMZN | 0.07 | 0.15 | 0.25 | 0.26 | 0.33 | 0.36 | 0.37 | 0.38 | 0.43 | 0.43 | 0.43 | 0.45 | 0.49 | 0.39 | 0.40 | 0.44 | 0.48 | 0.47 | 0.48 | 0.40 | 0.49 | 0.41 | 0.46 | 0.46 | 0.52 | 0.55 | 0.50 | 0.46 | 0.49 | 0.49 | 0.45 | 0.54 | 0.43 | 0.57 | 0.48 | 0.52 | 0.51 | 0.49 | 0.54 | 1.00 | 0.48 | 0.58 | 0.70 | 0.50 | 0.54 | 0.57 | 0.67 | 0.57 | 0.50 | 0.65 | 0.61 | 0.53 | 0.54 | 0.54 | 0.53 | 0.61 | 0.57 | 0.63 | 0.65 |
APTV | 0.04 | 0.08 | 0.37 | 0.43 | 0.37 | 0.39 | 0.37 | 0.40 | 0.30 | 0.39 | 0.42 | 0.49 | 0.48 | 0.54 | 0.45 | 0.43 | 0.39 | 0.38 | 0.45 | 0.68 | 0.48 | 0.51 | 0.59 | 0.49 | 0.45 | 0.44 | 0.49 | 0.52 | 0.49 | 0.54 | 0.57 | 0.45 | 0.77 | 0.45 | 0.49 | 0.49 | 0.48 | 0.55 | 0.47 | 0.48 | 1.00 | 0.50 | 0.53 | 0.54 | 0.50 | 0.56 | 0.46 | 0.47 | 0.61 | 0.46 | 0.52 | 0.60 | 0.60 | 0.56 | 0.60 | 0.52 | 0.61 | 0.56 | 0.55 |
AMD | 0.05 | 0.08 | 0.24 | 0.26 | 0.36 | 0.35 | 0.26 | 0.40 | 0.33 | 0.38 | 0.40 | 0.47 | 0.50 | 0.37 | 0.43 | 0.38 | 0.43 | 0.43 | 0.47 | 0.40 | 0.44 | 0.44 | 0.43 | 0.46 | 0.47 | 0.52 | 0.65 | 0.50 | 0.56 | 0.63 | 0.46 | 0.50 | 0.43 | 0.52 | 0.51 | 0.48 | 0.47 | 0.50 | 0.47 | 0.58 | 0.50 | 1.00 | 0.59 | 0.52 | 0.56 | 0.68 | 0.63 | 0.63 | 0.67 | 0.59 | 0.80 | 0.54 | 0.66 | 0.72 | 0.68 | 0.66 | 0.55 | 0.60 | 0.63 |
GOOGL | 0.04 | 0.23 | 0.35 | 0.24 | 0.33 | 0.33 | 0.40 | 0.39 | 0.37 | 0.43 | 0.45 | 0.41 | 0.48 | 0.46 | 0.40 | 0.48 | 0.53 | 0.46 | 0.42 | 0.44 | 0.45 | 0.44 | 0.44 | 0.53 | 0.50 | 0.48 | 0.57 | 0.55 | 0.54 | 0.55 | 0.49 | 0.48 | 0.47 | 0.52 | 0.53 | 0.48 | 0.52 | 0.45 | 0.58 | 0.70 | 0.53 | 0.59 | 1.00 | 0.52 | 0.55 | 0.58 | 0.75 | 0.61 | 0.55 | 0.59 | 0.63 | 0.59 | 0.54 | 0.61 | 0.59 | 0.63 | 0.58 | 0.63 | 0.66 |
PTC | 0.01 | 0.18 | 0.30 | 0.31 | 0.33 | 0.35 | 0.42 | 0.39 | 0.45 | 0.42 | 0.42 | 0.42 | 0.41 | 0.46 | 0.47 | 0.49 | 0.50 | 0.49 | 0.48 | 0.46 | 0.52 | 0.53 | 0.43 | 0.49 | 0.54 | 0.50 | 0.49 | 0.52 | 0.52 | 0.50 | 0.53 | 0.54 | 0.51 | 0.58 | 0.52 | 0.50 | 0.57 | 0.52 | 0.58 | 0.50 | 0.54 | 0.52 | 0.52 | 1.00 | 0.57 | 0.56 | 0.60 | 0.63 | 0.60 | 0.63 | 0.56 | 0.56 | 0.62 | 0.59 | 0.59 | 0.64 | 0.63 | 0.71 | 0.71 |
CGNX | 0.07 | 0.15 | 0.27 | 0.32 | 0.32 | 0.30 | 0.42 | 0.39 | 0.46 | 0.43 | 0.44 | 0.44 | 0.44 | 0.49 | 0.45 | 0.50 | 0.50 | 0.49 | 0.46 | 0.49 | 0.46 | 0.53 | 0.50 | 0.50 | 0.55 | 0.49 | 0.49 | 0.53 | 0.50 | 0.52 | 0.56 | 0.53 | 0.49 | 0.59 | 0.53 | 0.50 | 0.55 | 0.53 | 0.56 | 0.54 | 0.50 | 0.56 | 0.55 | 0.57 | 1.00 | 0.56 | 0.58 | 0.66 | 0.58 | 0.59 | 0.58 | 0.66 | 0.59 | 0.61 | 0.62 | 0.65 | 0.68 | 0.63 | 0.69 |
QCOM | 0.02 | 0.11 | 0.34 | 0.34 | 0.35 | 0.35 | 0.33 | 0.38 | 0.33 | 0.37 | 0.44 | 0.44 | 0.46 | 0.47 | 0.42 | 0.42 | 0.43 | 0.40 | 0.44 | 0.49 | 0.46 | 0.46 | 0.53 | 0.53 | 0.48 | 0.47 | 0.68 | 0.59 | 0.63 | 0.68 | 0.51 | 0.49 | 0.52 | 0.43 | 0.53 | 0.45 | 0.46 | 0.51 | 0.50 | 0.57 | 0.56 | 0.68 | 0.58 | 0.56 | 0.56 | 1.00 | 0.62 | 0.64 | 0.76 | 0.57 | 0.69 | 0.63 | 0.67 | 0.72 | 0.74 | 0.67 | 0.61 | 0.60 | 0.64 |
MSFT | 0.04 | 0.27 | 0.32 | 0.27 | 0.31 | 0.30 | 0.43 | 0.37 | 0.46 | 0.37 | 0.46 | 0.39 | 0.49 | 0.44 | 0.39 | 0.53 | 0.55 | 0.49 | 0.44 | 0.40 | 0.44 | 0.42 | 0.42 | 0.54 | 0.55 | 0.46 | 0.57 | 0.53 | 0.55 | 0.51 | 0.53 | 0.48 | 0.43 | 0.56 | 0.50 | 0.47 | 0.54 | 0.42 | 0.65 | 0.67 | 0.46 | 0.63 | 0.75 | 0.60 | 0.58 | 0.62 | 1.00 | 0.69 | 0.58 | 0.70 | 0.68 | 0.58 | 0.57 | 0.63 | 0.62 | 0.72 | 0.60 | 0.68 | 0.74 |
CDNS | 0.02 | 0.18 | 0.26 | 0.26 | 0.26 | 0.26 | 0.38 | 0.32 | 0.45 | 0.41 | 0.49 | 0.42 | 0.48 | 0.42 | 0.38 | 0.51 | 0.52 | 0.45 | 0.45 | 0.41 | 0.46 | 0.45 | 0.45 | 0.52 | 0.59 | 0.49 | 0.55 | 0.57 | 0.52 | 0.52 | 0.55 | 0.52 | 0.43 | 0.59 | 0.54 | 0.49 | 0.56 | 0.46 | 0.60 | 0.57 | 0.47 | 0.63 | 0.61 | 0.63 | 0.66 | 0.64 | 0.69 | 1.00 | 0.61 | 0.70 | 0.67 | 0.60 | 0.61 | 0.68 | 0.64 | 0.89 | 0.63 | 0.69 | 0.79 |
NXPI | 0.04 | 0.12 | 0.34 | 0.41 | 0.34 | 0.30 | 0.34 | 0.37 | 0.31 | 0.38 | 0.41 | 0.46 | 0.50 | 0.53 | 0.45 | 0.45 | 0.42 | 0.40 | 0.43 | 0.52 | 0.44 | 0.47 | 0.55 | 0.53 | 0.46 | 0.49 | 0.67 | 0.58 | 0.66 | 0.66 | 0.59 | 0.49 | 0.57 | 0.46 | 0.56 | 0.45 | 0.46 | 0.53 | 0.50 | 0.50 | 0.61 | 0.67 | 0.55 | 0.60 | 0.58 | 0.76 | 0.58 | 0.61 | 1.00 | 0.56 | 0.70 | 0.65 | 0.74 | 0.79 | 0.80 | 0.64 | 0.62 | 0.61 | 0.62 |
NOW | 0.07 | 0.12 | 0.21 | 0.23 | 0.33 | 0.33 | 0.37 | 0.38 | 0.47 | 0.46 | 0.53 | 0.45 | 0.50 | 0.35 | 0.46 | 0.45 | 0.53 | 0.49 | 0.57 | 0.38 | 0.54 | 0.45 | 0.42 | 0.47 | 0.64 | 0.63 | 0.50 | 0.52 | 0.47 | 0.46 | 0.49 | 0.67 | 0.40 | 0.72 | 0.50 | 0.61 | 0.70 | 0.51 | 0.61 | 0.65 | 0.46 | 0.59 | 0.59 | 0.63 | 0.59 | 0.57 | 0.70 | 0.70 | 0.56 | 1.00 | 0.64 | 0.57 | 0.60 | 0.61 | 0.57 | 0.74 | 0.60 | 0.71 | 0.74 |
NVDA | 0.06 | 0.09 | 0.24 | 0.32 | 0.34 | 0.32 | 0.30 | 0.39 | 0.40 | 0.38 | 0.46 | 0.48 | 0.56 | 0.42 | 0.41 | 0.41 | 0.45 | 0.46 | 0.51 | 0.42 | 0.47 | 0.49 | 0.46 | 0.50 | 0.53 | 0.52 | 0.68 | 0.54 | 0.57 | 0.63 | 0.51 | 0.54 | 0.48 | 0.56 | 0.53 | 0.52 | 0.52 | 0.53 | 0.55 | 0.61 | 0.52 | 0.80 | 0.63 | 0.56 | 0.58 | 0.69 | 0.68 | 0.67 | 0.70 | 0.64 | 1.00 | 0.59 | 0.70 | 0.73 | 0.70 | 0.71 | 0.60 | 0.66 | 0.68 |
ZBRA | 0.02 | 0.15 | 0.35 | 0.37 | 0.35 | 0.33 | 0.42 | 0.37 | 0.44 | 0.46 | 0.52 | 0.45 | 0.44 | 0.59 | 0.49 | 0.51 | 0.52 | 0.50 | 0.43 | 0.53 | 0.49 | 0.53 | 0.52 | 0.57 | 0.54 | 0.50 | 0.53 | 0.55 | 0.57 | 0.53 | 0.64 | 0.50 | 0.58 | 0.51 | 0.60 | 0.52 | 0.54 | 0.54 | 0.54 | 0.53 | 0.60 | 0.54 | 0.59 | 0.56 | 0.66 | 0.63 | 0.58 | 0.60 | 0.65 | 0.57 | 0.59 | 1.00 | 0.61 | 0.64 | 0.63 | 0.62 | 0.72 | 0.64 | 0.66 |
AMBA | 0.08 | 0.07 | 0.27 | 0.36 | 0.38 | 0.37 | 0.31 | 0.43 | 0.36 | 0.42 | 0.51 | 0.53 | 0.52 | 0.45 | 0.49 | 0.43 | 0.41 | 0.47 | 0.54 | 0.50 | 0.49 | 0.49 | 0.54 | 0.54 | 0.53 | 0.55 | 0.61 | 0.53 | 0.54 | 0.60 | 0.52 | 0.54 | 0.55 | 0.53 | 0.61 | 0.53 | 0.51 | 0.59 | 0.54 | 0.54 | 0.60 | 0.66 | 0.54 | 0.62 | 0.59 | 0.67 | 0.57 | 0.61 | 0.74 | 0.60 | 0.70 | 0.61 | 1.00 | 0.73 | 0.75 | 0.66 | 0.63 | 0.64 | 0.65 |
KLAC | 0.06 | 0.16 | 0.36 | 0.34 | 0.34 | 0.33 | 0.31 | 0.38 | 0.36 | 0.41 | 0.45 | 0.43 | 0.49 | 0.50 | 0.43 | 0.46 | 0.45 | 0.43 | 0.41 | 0.52 | 0.44 | 0.47 | 0.49 | 0.57 | 0.52 | 0.48 | 0.68 | 0.58 | 0.63 | 0.71 | 0.56 | 0.47 | 0.53 | 0.51 | 0.59 | 0.45 | 0.47 | 0.51 | 0.56 | 0.54 | 0.56 | 0.72 | 0.61 | 0.59 | 0.61 | 0.72 | 0.63 | 0.68 | 0.79 | 0.61 | 0.73 | 0.64 | 0.73 | 1.00 | 0.84 | 0.71 | 0.62 | 0.62 | 0.67 |
TER | 0.04 | 0.13 | 0.32 | 0.37 | 0.34 | 0.35 | 0.32 | 0.41 | 0.36 | 0.42 | 0.47 | 0.45 | 0.50 | 0.50 | 0.46 | 0.44 | 0.43 | 0.44 | 0.45 | 0.51 | 0.45 | 0.50 | 0.52 | 0.56 | 0.50 | 0.47 | 0.68 | 0.59 | 0.63 | 0.70 | 0.56 | 0.51 | 0.55 | 0.47 | 0.60 | 0.48 | 0.46 | 0.54 | 0.56 | 0.53 | 0.60 | 0.68 | 0.59 | 0.59 | 0.62 | 0.74 | 0.62 | 0.64 | 0.80 | 0.57 | 0.70 | 0.63 | 0.75 | 0.84 | 1.00 | 0.68 | 0.63 | 0.64 | 0.67 |
SNPS | 0.03 | 0.16 | 0.27 | 0.27 | 0.28 | 0.28 | 0.38 | 0.35 | 0.44 | 0.44 | 0.51 | 0.44 | 0.48 | 0.44 | 0.43 | 0.52 | 0.53 | 0.49 | 0.51 | 0.43 | 0.50 | 0.47 | 0.48 | 0.53 | 0.60 | 0.52 | 0.58 | 0.57 | 0.54 | 0.56 | 0.57 | 0.54 | 0.45 | 0.62 | 0.55 | 0.51 | 0.58 | 0.48 | 0.64 | 0.61 | 0.52 | 0.66 | 0.63 | 0.64 | 0.65 | 0.67 | 0.72 | 0.89 | 0.64 | 0.74 | 0.71 | 0.62 | 0.66 | 0.71 | 0.68 | 1.00 | 0.66 | 0.72 | 0.79 |
TRMB | 0.06 | 0.15 | 0.35 | 0.38 | 0.33 | 0.37 | 0.45 | 0.40 | 0.48 | 0.47 | 0.52 | 0.47 | 0.47 | 0.54 | 0.54 | 0.52 | 0.54 | 0.52 | 0.48 | 0.55 | 0.51 | 0.58 | 0.58 | 0.59 | 0.56 | 0.53 | 0.51 | 0.58 | 0.55 | 0.54 | 0.61 | 0.54 | 0.58 | 0.55 | 0.62 | 0.55 | 0.57 | 0.58 | 0.57 | 0.57 | 0.61 | 0.55 | 0.58 | 0.63 | 0.68 | 0.61 | 0.60 | 0.63 | 0.62 | 0.60 | 0.60 | 0.72 | 0.63 | 0.62 | 0.63 | 0.66 | 1.00 | 0.66 | 0.69 |
ADSK | 0.01 | 0.14 | 0.33 | 0.32 | 0.34 | 0.35 | 0.42 | 0.40 | 0.44 | 0.44 | 0.53 | 0.49 | 0.49 | 0.47 | 0.50 | 0.50 | 0.54 | 0.55 | 0.55 | 0.51 | 0.55 | 0.48 | 0.52 | 0.56 | 0.61 | 0.59 | 0.55 | 0.56 | 0.54 | 0.54 | 0.56 | 0.59 | 0.51 | 0.64 | 0.55 | 0.59 | 0.63 | 0.57 | 0.63 | 0.63 | 0.56 | 0.60 | 0.63 | 0.71 | 0.63 | 0.60 | 0.68 | 0.69 | 0.61 | 0.71 | 0.66 | 0.64 | 0.64 | 0.62 | 0.64 | 0.72 | 0.66 | 1.00 | 0.77 |
ANSS | 0.06 | 0.20 | 0.30 | 0.25 | 0.33 | 0.34 | 0.47 | 0.41 | 0.51 | 0.49 | 0.54 | 0.45 | 0.49 | 0.47 | 0.47 | 0.56 | 0.58 | 0.56 | 0.54 | 0.48 | 0.54 | 0.53 | 0.52 | 0.56 | 0.61 | 0.56 | 0.55 | 0.59 | 0.56 | 0.54 | 0.62 | 0.57 | 0.49 | 0.65 | 0.57 | 0.58 | 0.62 | 0.54 | 0.68 | 0.65 | 0.55 | 0.63 | 0.66 | 0.71 | 0.69 | 0.64 | 0.74 | 0.79 | 0.62 | 0.74 | 0.68 | 0.66 | 0.65 | 0.67 | 0.67 | 0.79 | 0.69 | 0.77 | 1.00 |
Дивидендный доход
Дивидендная доходность TRAI за предыдущие двенадцать месяцев составила 0.74%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
TRAI | 0.74% | 0.83% | 0.61% | 0.71% | 0.80% | 1.02% | 0.83% | 0.99% | 1.20% | 1.60% | 0.91% | 1.08% |
Активы портфеля: | ||||||||||||
AI C3.ai, 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% |
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% |
IBM | 4.49% | 4.85% | 5.16% | 5.91% | 5.77% | 6.89% | 5.07% | 4.53% | 5.16% | 3.89% | 2.96% | 2.64% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROK | 1.69% | 1.78% | 1.28% | 1.72% | 2.07% | 2.65% | 1.77% | 2.48% | 3.04% | 2.57% | 2.16% | 2.66% |
AMD Advanced Micro Devices, 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% |
DT Dynatrace, 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% |
KLAC | 1.16% | 1.26% | 0.93% | 1.40% | 1.83% | 3.42% | 2.38% | 3.03% | 3.44% | 31.69% | 4.08% | 5.01% |
NATI | 1.88% | 3.08% | 2.58% | 2.54% | 2.61% | 2.29% | 2.32% | 3.06% | 3.21% | 2.40% | 2.22% | 2.81% |
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% |
PTC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRO | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
ANSS ANSYS, 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% |
QCOM | 2.87% | 2.72% | 1.53% | 1.79% | 3.06% | 4.82% | 4.11% | 3.87% | 4.70% | 2.82% | 2.33% | 2.12% |
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% |
BIDU Baidu, 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% |
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% |
SNPS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISRG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
JNJ | 2.87% | 2.57% | 2.57% | 2.72% | 2.84% | 3.12% | 2.77% | 3.27% | 3.53% | 3.34% | 3.68% | 4.59% |
APTV Aptiv PLC | 0.00% | 0.00% | 0.00% | 0.17% | 0.93% | 1.45% | 1.17% | 1.79% | 1.23% | 1.47% | 1.23% | 0.00% |
EQIX | 1.82% | 1.92% | 1.40% | 1.56% | 1.80% | 2.81% | 1.96% | 2.22% | 6.77% | 4.12% | 0.00% | 0.00% |
EMR Emerson Electric Co. | 2.16% | 2.19% | 2.27% | 2.66% | 2.83% | 3.68% | 3.21% | 4.10% | 4.91% | 3.68% | 3.14% | 4.14% |
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% |
JBT | 0.38% | 0.44% | 0.26% | 0.35% | 0.36% | 0.57% | 0.37% | 0.48% | 0.77% | 1.14% | 1.22% | 1.69% |
CDNS Cadence Design Systems, 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% |
MGA | 3.40% | 3.29% | 2.24% | 2.43% | 2.96% | 3.32% | 2.27% | 2.76% | 2.67% | 1.76% | 1.98% | 2.85% |
GNTX | 1.51% | 1.78% | 1.42% | 1.46% | 1.67% | 2.31% | 2.01% | 2.00% | 2.38% | 1.95% | 2.00% | 3.33% |
NICE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.93% | 1.13% | 1.29% | 1.22% | 0.00% |
TSM | 1.67% | 1.95% | 1.27% | 1.29% | 2.93% | 3.09% | 2.63% | 3.04% | 3.04% | 2.19% | 2.87% | 2.96% |
NXPI | 2.00% | 2.17% | 1.02% | 0.99% | 1.04% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZBRA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DE Deere & Company | 1.25% | 1.06% | 1.16% | 1.16% | 1.84% | 1.96% | 1.67% | 2.58% | 3.59% | 3.06% | 2.69% | 2.63% |
INTC | 2.83% | 5.63% | 2.86% | 2.88% | 2.35% | 2.92% | 2.73% | 3.45% | 3.47% | 3.18% | 4.59% | 5.80% |
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% |
BABA Alibaba Group Holding Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OMCL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CGNX Cognex Corporation | 0.66% | 0.56% | 0.32% | 2.80% | 0.37% | 0.49% | 0.28% | 0.48% | 0.64% | 0.00% | 0.00% | 4.35% |
SYK | 1.04% | 1.17% | 0.98% | 0.99% | 1.06% | 1.29% | 1.20% | 1.41% | 1.66% | 1.48% | 1.65% | 1.88% |
TRMB | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIEN Ciena Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PATH | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDT | 4.25% | 3.49% | 2.50% | 2.08% | 2.05% | 2.41% | 2.56% | 2.74% | 2.24% | 2.02% | 2.38% | 3.91% |
AMBA Ambarella, 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% |
PEGA | 0.28% | 0.35% | 0.11% | 0.09% | 0.15% | 0.25% | 0.26% | 0.34% | 0.44% | 0.52% | 0.25% | 0.55% |
DDD 3D Systems Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MU | 0.68% | 0.89% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
APPN Appian Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILMN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRLB | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LAZR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JD | 2.08% | 2.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AZTA Azenta, Inc. | 0.00% | 0.00% | 0.39% | 0.59% | 0.97% | 1.56% | 1.74% | 2.47% | 4.08% | 3.19% | 3.56% | 4.80% |
TDOC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FARO | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DAVA Endava plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RUB=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Комиссия
Комиссия TRAI 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 | |
---|---|---|---|---|---|
AI C3.ai, Inc. | 0.85 | ||||
NVDA | N/A | ||||
IBM | N/A | ||||
NOW | N/A | ||||
ROK | N/A | ||||
AMD Advanced Micro Devices, Inc. | 0.53 | ||||
DT Dynatrace, Inc. | 0.58 | ||||
KLAC | N/A | ||||
NATI | N/A | ||||
GOOGL | N/A | ||||
PTC | N/A | ||||
PRO | N/A | ||||
TER | N/A | ||||
ANSS ANSYS, Inc. | 0.76 | ||||
QCOM | N/A | ||||
TSLA | N/A | ||||
BIDU Baidu, Inc. | 0.03 | ||||
AKAM Akamai Technologies, Inc. | 0.78 | ||||
SNPS | N/A | ||||
ISRG | N/A | ||||
MSFT | N/A | ||||
JNJ | N/A | ||||
APTV Aptiv PLC | 0.15 | ||||
EQIX | N/A | ||||
EMR Emerson Electric Co. | 1.12 | ||||
ADSK Autodesk, Inc. | 0.10 | ||||
JBT | N/A | ||||
CDNS Cadence Design Systems, Inc. | 1.15 | ||||
MGA | N/A | ||||
GNTX | N/A | ||||
NICE | N/A | ||||
TSM | N/A | ||||
NXPI | N/A | ||||
ZBRA | N/A | ||||
DE Deere & Company | 0.37 | ||||
INTC | N/A | ||||
AMZN Amazon.com, Inc. | 0.15 | ||||
BABA Alibaba Group Holding Limited | -0.04 | ||||
OMCL | N/A | ||||
CGNX Cognex Corporation | -0.10 | ||||
SYK | N/A | ||||
TRMB | N/A | ||||
CIEN Ciena Corporation | 0.38 | ||||
PATH | N/A | ||||
MDT | N/A | ||||
AMBA Ambarella, Inc. | -0.34 | ||||
PEGA | N/A | ||||
DDD 3D Systems Corporation | -0.79 | ||||
MU | N/A | ||||
APPN Appian Corporation | -0.16 | ||||
ILMN | N/A | ||||
PRLB | N/A | ||||
LAZR | N/A | ||||
JD | N/A | ||||
AZTA Azenta, Inc. | -0.03 | ||||
TDOC | N/A | ||||
FARO | N/A | ||||
DAVA Endava plc | -0.54 | ||||
RUB=X | N/A |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
TRAI с января 2010 показал максимальную просадку в 41.18%, зарегистрированную 14 окт. 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 |
---|---|---|---|---|---|---|
-41.18% | 17 нояб. 2021 г. | 283 | 14 окт. 2022 г. | — | — | — |
-10.58% | 27 апр. 2021 г. | 14 | 12 мая 2021 г. | 37 | 24 июн. 2021 г. | 51 |
-7.78% | 7 сент. 2021 г. | 24 | 4 окт. 2021 г. | 24 | 1 нояб. 2021 г. | 48 |
-5.07% | 30 июн. 2021 г. | 17 | 19 июл. 2021 г. | 14 | 4 авг. 2021 г. | 31 |
-4.12% | 6 авг. 2021 г. | 12 | 19 авг. 2021 г. | 7 | 27 авг. 2021 г. | 19 |
График волатильности
Текущая волатильность TRAI составляет 4.18%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.