2 Pies
Распределение активов
Доходность
График показывает рост $10,000 инвестированных в 2 Pies 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 | 0.33% | 11.48% | 14.66% | 16.16% | 10.33% | N/A |
2 Pies | 0.29% | 8.37% | 11.26% | 17.33% | 11.68% | N/A |
Активы портфеля: | ||||||
SAIA | -4.45% | 45.23% | 86.57% | 106.58% | 42.61% | N/A |
ASML ASML Holding N.V. | -11.63% | -10.72% | 8.76% | 30.96% | 25.51% | N/A |
SOXX | -3.93% | 7.90% | 35.85% | 37.06% | 23.02% | N/A |
VGT | -0.98% | 13.58% | 32.29% | 29.37% | 19.20% | N/A |
QCLN | -1.70% | -10.37% | -5.42% | -29.72% | 20.30% | N/A |
PAVE Global X US Infrastructure Development ETF | -1.79% | 14.44% | 16.35% | 27.72% | 18.36% | N/A |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | -1.88% | 2.81% | 22.32% | 32.09% | 6.22% | N/A |
PANW Palo Alto Networks, Inc. | 0.32% | 21.36% | 68.63% | 37.51% | 35.85% | N/A |
LLY Eli Lilly and Company | 2.89% | 72.06% | 56.95% | 94.19% | 52.97% | N/A |
COST Costco Wholesale Corporation | 4.93% | 16.06% | 24.22% | 15.21% | 20.07% | N/A |
MNST Monster Beverage Corporation | -2.77% | 8.92% | 9.84% | 28.12% | 17.99% | N/A |
CROX Crocs, Inc. | -10.73% | -27.25% | -18.90% | 17.60% | 33.41% | N/A |
CDNS Cadence Design Systems, Inc. | 3.85% | 13.14% | 45.79% | 41.05% | 37.21% | N/A |
FANG Diamondback Energy, Inc. | 3.10% | 22.18% | 15.47% | 24.31% | 18.79% | N/A |
CMG Chipotle Mexican Grill, Inc. | 2.59% | 17.64% | 38.41% | 15.32% | 23.96% | N/A |
ORCL Oracle Corporation | -3.15% | 29.59% | 39.68% | 71.92% | 22.40% | N/A |
NVO Novo Nordisk A/S | 2.41% | 29.95% | 43.62% | 95.91% | 42.03% | N/A |
TMHC | -1.90% | 22.41% | 47.78% | 85.71% | 14.94% | N/A |
FSLR First Solar, Inc. | -4.11% | -19.48% | 12.98% | 24.84% | 28.45% | N/A |
AMD Advanced Micro Devices, Inc. | -5.04% | 0.06% | 54.92% | 34.72% | 36.09% | N/A |
TSM | -4.98% | -7.04% | 18.53% | 14.97% | 19.17% | N/A |
MRVL Marvell Technology Group Ltd. | -11.16% | 25.52% | 43.52% | 17.08% | 21.49% | N/A |
GOLF Acushnet Holdings Corp. | -3.12% | 10.97% | 31.52% | 18.98% | 22.17% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -1.30% | 11.12% | 5.78% | 13.19% | 13.45% | N/A |
VOO | 0.48% | 12.46% | 16.07% | 18.16% | 12.14% | N/A |
SPYV | 0.61% | 10.63% | 10.96% | 19.38% | 10.09% | N/A |
AVDV Avantis International Small Cap Value ETF | 2.32% | 6.11% | 8.85% | 20.95% | 7.09% | N/A |
SPTI | -0.02% | -3.82% | -0.29% | -0.73% | -1.74% | N/A |
FNDF Schwab Fundamental International Large Company Index ETF | 3.64% | 9.48% | 13.96% | 26.67% | 7.76% | N/A |
VTIP | 0.40% | -0.25% | 2.14% | 1.66% | 2.64% | N/A |
VGSH | 0.14% | -0.56% | 1.47% | 1.86% | 0.13% | N/A |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
VGSH | SPTI | VTIP | LLY | NVO | FANG | FSLR | COST | ORCL | PANW | GOLF | MNST | CMG | TMHC | CROX | SAIA | AMD | TSM | CDNS | MRVL | AVUV | QCLN | ASML | AVDV | FNDF | PAVE | SPYV | SOXX | BOTZ | VGT | VOO | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGSH | 1.00 | 0.83 | 0.50 | 0.00 | 0.03 | -0.13 | -0.02 | 0.06 | -0.01 | 0.01 | -0.05 | 0.03 | 0.05 | 0.10 | -0.01 | -0.04 | -0.01 | -0.06 | 0.02 | -0.03 | -0.12 | -0.02 | 0.01 | -0.05 | -0.07 | -0.08 | -0.07 | -0.03 | 0.01 | -0.01 | -0.04 |
SPTI | 0.83 | 1.00 | 0.49 | 0.00 | 0.03 | -0.20 | -0.03 | 0.05 | -0.04 | 0.01 | -0.05 | 0.01 | 0.06 | 0.09 | -0.03 | -0.08 | -0.00 | -0.09 | 0.02 | -0.04 | -0.19 | -0.05 | 0.01 | -0.09 | -0.12 | -0.14 | -0.13 | -0.06 | -0.02 | -0.02 | -0.07 |
VTIP | 0.50 | 0.49 | 1.00 | 0.10 | 0.09 | 0.19 | 0.12 | 0.16 | 0.10 | 0.13 | 0.13 | 0.17 | 0.18 | 0.20 | 0.13 | 0.10 | 0.12 | 0.07 | 0.15 | 0.10 | 0.15 | 0.16 | 0.16 | 0.25 | 0.21 | 0.17 | 0.18 | 0.14 | 0.19 | 0.17 | 0.20 |
LLY | 0.00 | 0.00 | 0.10 | 1.00 | 0.43 | 0.10 | 0.13 | 0.30 | 0.32 | 0.17 | 0.15 | 0.31 | 0.19 | 0.18 | 0.11 | 0.18 | 0.21 | 0.14 | 0.27 | 0.19 | 0.20 | 0.17 | 0.25 | 0.22 | 0.24 | 0.25 | 0.35 | 0.23 | 0.23 | 0.31 | 0.36 |
NVO | 0.03 | 0.03 | 0.09 | 0.43 | 1.00 | 0.07 | 0.19 | 0.29 | 0.29 | 0.26 | 0.20 | 0.30 | 0.25 | 0.24 | 0.21 | 0.26 | 0.28 | 0.23 | 0.37 | 0.24 | 0.17 | 0.25 | 0.35 | 0.30 | 0.31 | 0.26 | 0.30 | 0.30 | 0.36 | 0.37 | 0.37 |
FANG | -0.13 | -0.20 | 0.19 | 0.10 | 0.07 | 1.00 | 0.29 | 0.07 | 0.19 | 0.16 | 0.26 | 0.14 | 0.17 | 0.29 | 0.32 | 0.29 | 0.21 | 0.28 | 0.16 | 0.26 | 0.67 | 0.36 | 0.26 | 0.52 | 0.52 | 0.54 | 0.52 | 0.33 | 0.34 | 0.26 | 0.40 |
FSLR | -0.02 | -0.03 | 0.12 | 0.13 | 0.19 | 0.29 | 1.00 | 0.30 | 0.26 | 0.35 | 0.29 | 0.29 | 0.34 | 0.32 | 0.36 | 0.36 | 0.38 | 0.40 | 0.42 | 0.45 | 0.41 | 0.68 | 0.43 | 0.40 | 0.39 | 0.42 | 0.39 | 0.48 | 0.48 | 0.47 | 0.46 |
COST | 0.06 | 0.05 | 0.16 | 0.30 | 0.29 | 0.07 | 0.30 | 1.00 | 0.43 | 0.39 | 0.35 | 0.52 | 0.40 | 0.33 | 0.35 | 0.38 | 0.42 | 0.35 | 0.52 | 0.42 | 0.33 | 0.40 | 0.47 | 0.36 | 0.38 | 0.41 | 0.50 | 0.51 | 0.48 | 0.59 | 0.61 |
ORCL | -0.01 | -0.04 | 0.10 | 0.32 | 0.29 | 0.19 | 0.26 | 0.43 | 1.00 | 0.40 | 0.37 | 0.44 | 0.36 | 0.34 | 0.31 | 0.40 | 0.39 | 0.38 | 0.49 | 0.39 | 0.44 | 0.36 | 0.44 | 0.44 | 0.48 | 0.48 | 0.57 | 0.47 | 0.50 | 0.59 | 0.62 |
PANW | 0.01 | 0.01 | 0.13 | 0.17 | 0.26 | 0.16 | 0.35 | 0.39 | 0.40 | 1.00 | 0.32 | 0.41 | 0.50 | 0.33 | 0.38 | 0.37 | 0.49 | 0.41 | 0.58 | 0.52 | 0.33 | 0.54 | 0.52 | 0.39 | 0.37 | 0.37 | 0.40 | 0.55 | 0.56 | 0.64 | 0.57 |
GOLF | -0.05 | -0.05 | 0.13 | 0.15 | 0.20 | 0.26 | 0.29 | 0.35 | 0.37 | 0.32 | 1.00 | 0.37 | 0.36 | 0.46 | 0.51 | 0.45 | 0.36 | 0.41 | 0.38 | 0.41 | 0.57 | 0.45 | 0.41 | 0.50 | 0.50 | 0.56 | 0.55 | 0.48 | 0.51 | 0.51 | 0.56 |
MNST | 0.03 | 0.01 | 0.17 | 0.31 | 0.30 | 0.14 | 0.29 | 0.52 | 0.44 | 0.41 | 0.37 | 1.00 | 0.41 | 0.42 | 0.34 | 0.40 | 0.36 | 0.36 | 0.53 | 0.42 | 0.40 | 0.40 | 0.46 | 0.44 | 0.46 | 0.48 | 0.55 | 0.51 | 0.50 | 0.59 | 0.63 |
CMG | 0.05 | 0.06 | 0.18 | 0.19 | 0.25 | 0.17 | 0.34 | 0.40 | 0.36 | 0.50 | 0.36 | 0.41 | 1.00 | 0.41 | 0.44 | 0.38 | 0.51 | 0.40 | 0.57 | 0.51 | 0.36 | 0.51 | 0.51 | 0.42 | 0.39 | 0.41 | 0.41 | 0.54 | 0.55 | 0.63 | 0.58 |
TMHC | 0.10 | 0.09 | 0.20 | 0.18 | 0.24 | 0.29 | 0.32 | 0.33 | 0.34 | 0.33 | 0.46 | 0.42 | 0.41 | 1.00 | 0.49 | 0.48 | 0.35 | 0.38 | 0.41 | 0.43 | 0.59 | 0.49 | 0.44 | 0.51 | 0.51 | 0.61 | 0.57 | 0.49 | 0.53 | 0.51 | 0.58 |
CROX | -0.01 | -0.03 | 0.13 | 0.11 | 0.21 | 0.32 | 0.36 | 0.35 | 0.31 | 0.38 | 0.51 | 0.34 | 0.44 | 0.49 | 1.00 | 0.43 | 0.42 | 0.47 | 0.44 | 0.50 | 0.59 | 0.58 | 0.49 | 0.52 | 0.49 | 0.57 | 0.54 | 0.57 | 0.57 | 0.54 | 0.58 |
SAIA | -0.04 | -0.08 | 0.10 | 0.18 | 0.26 | 0.29 | 0.36 | 0.38 | 0.40 | 0.37 | 0.45 | 0.40 | 0.38 | 0.48 | 0.43 | 1.00 | 0.37 | 0.39 | 0.45 | 0.45 | 0.60 | 0.53 | 0.48 | 0.52 | 0.53 | 0.63 | 0.57 | 0.53 | 0.57 | 0.54 | 0.60 |
AMD | -0.01 | -0.00 | 0.12 | 0.21 | 0.28 | 0.21 | 0.38 | 0.42 | 0.39 | 0.49 | 0.36 | 0.36 | 0.51 | 0.35 | 0.42 | 0.37 | 1.00 | 0.63 | 0.64 | 0.69 | 0.39 | 0.61 | 0.67 | 0.43 | 0.42 | 0.40 | 0.43 | 0.79 | 0.64 | 0.74 | 0.61 |
TSM | -0.06 | -0.09 | 0.07 | 0.14 | 0.23 | 0.28 | 0.40 | 0.35 | 0.38 | 0.41 | 0.41 | 0.36 | 0.40 | 0.38 | 0.47 | 0.39 | 0.63 | 1.00 | 0.58 | 0.66 | 0.48 | 0.60 | 0.71 | 0.55 | 0.56 | 0.49 | 0.51 | 0.79 | 0.64 | 0.68 | 0.62 |
CDNS | 0.02 | 0.02 | 0.15 | 0.27 | 0.37 | 0.16 | 0.42 | 0.52 | 0.49 | 0.58 | 0.38 | 0.53 | 0.57 | 0.41 | 0.44 | 0.45 | 0.64 | 0.58 | 1.00 | 0.64 | 0.38 | 0.60 | 0.70 | 0.49 | 0.48 | 0.48 | 0.50 | 0.75 | 0.69 | 0.81 | 0.71 |
MRVL | -0.03 | -0.04 | 0.10 | 0.19 | 0.24 | 0.26 | 0.45 | 0.42 | 0.39 | 0.52 | 0.41 | 0.42 | 0.51 | 0.43 | 0.50 | 0.45 | 0.69 | 0.66 | 0.64 | 1.00 | 0.51 | 0.65 | 0.72 | 0.53 | 0.53 | 0.53 | 0.54 | 0.85 | 0.70 | 0.77 | 0.68 |
AVUV | -0.12 | -0.19 | 0.15 | 0.20 | 0.17 | 0.67 | 0.41 | 0.33 | 0.44 | 0.33 | 0.57 | 0.40 | 0.36 | 0.59 | 0.59 | 0.60 | 0.39 | 0.48 | 0.38 | 0.51 | 1.00 | 0.63 | 0.50 | 0.77 | 0.79 | 0.91 | 0.86 | 0.60 | 0.67 | 0.57 | 0.75 |
QCLN | -0.02 | -0.05 | 0.16 | 0.17 | 0.25 | 0.36 | 0.68 | 0.40 | 0.36 | 0.54 | 0.45 | 0.40 | 0.51 | 0.49 | 0.58 | 0.53 | 0.61 | 0.60 | 0.60 | 0.65 | 0.63 | 1.00 | 0.63 | 0.62 | 0.59 | 0.63 | 0.58 | 0.73 | 0.76 | 0.72 | 0.70 |
ASML | 0.01 | 0.01 | 0.16 | 0.25 | 0.35 | 0.26 | 0.43 | 0.47 | 0.44 | 0.52 | 0.41 | 0.46 | 0.51 | 0.44 | 0.49 | 0.48 | 0.67 | 0.71 | 0.70 | 0.72 | 0.50 | 0.63 | 1.00 | 0.62 | 0.63 | 0.56 | 0.57 | 0.86 | 0.75 | 0.79 | 0.72 |
AVDV | -0.05 | -0.09 | 0.25 | 0.22 | 0.30 | 0.52 | 0.40 | 0.36 | 0.44 | 0.39 | 0.50 | 0.44 | 0.42 | 0.51 | 0.52 | 0.52 | 0.43 | 0.55 | 0.49 | 0.53 | 0.77 | 0.62 | 0.62 | 1.00 | 0.94 | 0.76 | 0.79 | 0.63 | 0.77 | 0.63 | 0.76 |
FNDF | -0.07 | -0.12 | 0.21 | 0.24 | 0.31 | 0.52 | 0.39 | 0.38 | 0.48 | 0.37 | 0.50 | 0.46 | 0.39 | 0.51 | 0.49 | 0.53 | 0.42 | 0.56 | 0.48 | 0.53 | 0.79 | 0.59 | 0.63 | 0.94 | 1.00 | 0.78 | 0.83 | 0.64 | 0.77 | 0.64 | 0.78 |
PAVE | -0.08 | -0.14 | 0.17 | 0.25 | 0.26 | 0.54 | 0.42 | 0.41 | 0.48 | 0.37 | 0.56 | 0.48 | 0.41 | 0.61 | 0.57 | 0.63 | 0.40 | 0.49 | 0.48 | 0.53 | 0.91 | 0.63 | 0.56 | 0.76 | 0.78 | 1.00 | 0.89 | 0.64 | 0.70 | 0.63 | 0.80 |
SPYV | -0.07 | -0.13 | 0.18 | 0.35 | 0.30 | 0.52 | 0.39 | 0.50 | 0.57 | 0.40 | 0.55 | 0.55 | 0.41 | 0.57 | 0.54 | 0.57 | 0.43 | 0.51 | 0.50 | 0.54 | 0.86 | 0.58 | 0.57 | 0.79 | 0.83 | 0.89 | 1.00 | 0.65 | 0.72 | 0.69 | 0.89 |
SOXX | -0.03 | -0.06 | 0.14 | 0.23 | 0.30 | 0.33 | 0.48 | 0.51 | 0.47 | 0.55 | 0.48 | 0.51 | 0.54 | 0.49 | 0.57 | 0.53 | 0.79 | 0.79 | 0.75 | 0.85 | 0.60 | 0.73 | 0.86 | 0.63 | 0.64 | 0.64 | 0.65 | 1.00 | 0.80 | 0.89 | 0.81 |
BOTZ | 0.01 | -0.02 | 0.19 | 0.23 | 0.36 | 0.34 | 0.48 | 0.48 | 0.50 | 0.56 | 0.51 | 0.50 | 0.55 | 0.53 | 0.57 | 0.57 | 0.64 | 0.64 | 0.69 | 0.70 | 0.67 | 0.76 | 0.75 | 0.77 | 0.77 | 0.70 | 0.72 | 0.80 | 1.00 | 0.83 | 0.84 |
VGT | -0.01 | -0.02 | 0.17 | 0.31 | 0.37 | 0.26 | 0.47 | 0.59 | 0.59 | 0.64 | 0.51 | 0.59 | 0.63 | 0.51 | 0.54 | 0.54 | 0.74 | 0.68 | 0.81 | 0.77 | 0.57 | 0.72 | 0.79 | 0.63 | 0.64 | 0.63 | 0.69 | 0.89 | 0.83 | 1.00 | 0.91 |
VOO | -0.04 | -0.07 | 0.20 | 0.36 | 0.37 | 0.40 | 0.46 | 0.61 | 0.62 | 0.57 | 0.56 | 0.63 | 0.58 | 0.58 | 0.58 | 0.60 | 0.61 | 0.62 | 0.71 | 0.68 | 0.75 | 0.70 | 0.72 | 0.76 | 0.78 | 0.80 | 0.89 | 0.81 | 0.84 | 0.91 | 1.00 |
Дивидендный доход
Дивидендная доходность 2 Pies за предыдущие двенадцать месяцев составила 2.10%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2 Pies | 2.10% | 2.19% | 1.78% | 1.63% | 1.71% | 1.86% | 1.54% | 1.47% | 1.46% | 1.33% | 1.14% | 1.53% |
Активы портфеля: | ||||||||||||
SAIA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 1.03% | 1.19% | 0.50% | 0.56% | 1.22% | 0.97% | 0.68% | 0.98% | 0.78% | 0.72% | 0.68% | 21.46% |
SOXX | 0.97% | 1.26% | 0.65% | 0.83% | 1.28% | 1.44% | 0.96% | 1.16% | 1.40% | 1.72% | 1.32% | 1.41% |
VGT | 0.73% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
QCLN | 0.80% | 0.33% | 0.01% | 0.31% | 0.86% | 1.05% | 0.46% | 1.29% | 0.75% | 0.83% | 0.44% | 1.35% |
PAVE Global X US Infrastructure Development ETF | 0.72% | 0.84% | 0.49% | 0.45% | 0.68% | 0.80% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.21% | 0.23% | 0.17% | 0.19% | 0.84% | 1.47% | 0.01% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
PANW Palo Alto Networks, 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% |
LLY Eli Lilly and Company | 0.77% | 1.08% | 1.26% | 1.82% | 2.08% | 2.10% | 2.73% | 3.16% | 2.77% | 3.41% | 4.76% | 5.11% |
COST Costco Wholesale Corporation | 0.68% | 0.77% | 0.55% | 3.45% | 0.91% | 1.16% | 5.18% | 1.24% | 4.66% | 1.16% | 1.23% | 10.00% |
MNST Monster Beverage 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% |
CROX Crocs, 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% |
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% |
FANG Diamondback Energy, Inc. | 4.50% | 6.77% | 1.80% | 3.49% | 0.86% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CMG Chipotle Mexican Grill, 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% |
ORCL Oracle Corporation | 1.28% | 1.58% | 1.42% | 1.55% | 1.83% | 1.82% | 1.67% | 1.74% | 1.77% | 1.23% | 0.73% | 1.48% |
NVO Novo Nordisk A/S | 2.19% | 2.01% | 2.30% | 2.02% | 2.36% | 2.24% | 1.76% | 3.41% | 1.11% | 1.75% | 1.52% | 1.41% |
TMHC | 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% |
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% |
TSM | 1.63% | 1.95% | 1.27% | 1.29% | 2.93% | 3.09% | 2.63% | 3.04% | 3.04% | 2.19% | 2.87% | 2.96% |
MRVL Marvell Technology Group Ltd. | 0.45% | 0.65% | 0.21% | 0.51% | 0.92% | 1.53% | 1.17% | 1.83% | 2.93% | 1.82% | 1.87% | 2.83% |
GOLF Acushnet Holdings Corp. | 1.39% | 1.72% | 1.28% | 1.59% | 1.83% | 2.68% | 2.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.42% | 1.76% | 1.31% | 1.26% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
SPYV | 1.93% | 2.25% | 2.18% | 2.53% | 2.45% | 3.32% | 3.19% | 2.83% | 3.08% | 2.73% | 2.49% | 3.23% |
AVDV Avantis International Small Cap Value ETF | 3.26% | 3.23% | 2.52% | 1.80% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPTI | 2.58% | 1.47% | 0.55% | 0.78% | 2.11% | 2.11% | 1.59% | 1.36% | 1.32% | 1.19% | 1.68% | 2.42% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.05% | 3.14% | 3.69% | 2.35% | 3.54% | 3.96% | 2.74% | 2.93% | 2.57% | 2.32% | 0.62% | 0.00% |
VTIP | 5.07% | 6.89% | 5.04% | 1.35% | 2.23% | 2.85% | 1.81% | 0.92% | 0.00% | 1.00% | 0.06% | 0.13% |
VGSH | 2.71% | 1.17% | 0.69% | 1.81% | 2.41% | 1.94% | 1.21% | 0.92% | 0.79% | 0.52% | 0.38% | 0.60% |
Комиссия
Комиссия 2 Pies составляет 0.13%, что примерно соответствует среднему уровню по рынку. 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 | |
---|---|---|---|---|---|
SAIA | N/A | ||||
ASML ASML Holding N.V. | 0.68 | ||||
SOXX | N/A | ||||
VGT | N/A | ||||
QCLN | N/A | ||||
PAVE Global X US Infrastructure Development ETF | 1.07 | ||||
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 1.12 | ||||
PANW Palo Alto Networks, Inc. | 0.86 | ||||
LLY Eli Lilly and Company | 3.16 | ||||
COST Costco Wholesale Corporation | 0.57 | ||||
MNST Monster Beverage Corporation | 1.24 | ||||
CROX Crocs, Inc. | 0.27 | ||||
CDNS Cadence Design Systems, Inc. | 1.33 | ||||
FANG Diamondback Energy, Inc. | 0.61 | ||||
CMG Chipotle Mexican Grill, Inc. | 0.42 | ||||
ORCL Oracle Corporation | 2.29 | ||||
NVO Novo Nordisk A/S | 3.09 | ||||
TMHC | N/A | ||||
FSLR First Solar, Inc. | 0.46 | ||||
AMD Advanced Micro Devices, Inc. | 0.60 | ||||
TSM | N/A | ||||
MRVL Marvell Technology Group Ltd. | 0.24 | ||||
GOLF Acushnet Holdings Corp. | 0.46 | ||||
AVUV Avantis U.S. Small Cap Value ETF | 0.43 | ||||
VOO | N/A | ||||
SPYV | N/A | ||||
AVDV Avantis International Small Cap Value ETF | 0.99 | ||||
SPTI | N/A | ||||
FNDF Schwab Fundamental International Large Company Index ETF | 1.33 | ||||
VTIP | N/A | ||||
VGSH | N/A |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
2 Pies с января 2010 показал максимальную просадку в 31.16%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 114 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 |
---|---|---|---|---|---|---|
-31.16% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 114 | 2 сент. 2020 г. | 158 |
-19.05% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 177 | 15 июн. 2023 г. | 363 |
-6.51% | 3 сент. 2020 г. | 14 | 23 сент. 2020 г. | 12 | 9 окт. 2020 г. | 26 |
-5.71% | 13 окт. 2020 г. | 12 | 28 окт. 2020 г. | 8 | 9 нояб. 2020 г. | 20 |
-5.51% | 9 нояб. 2021 г. | 16 | 1 дек. 2021 г. | 23 | 4 янв. 2022 г. | 39 |
График волатильности
Текущая волатильность 2 Pies составляет 2.95%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.