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Портфели
Ленивые портфелиПользовательские портфели

2 Pies

Последнее обновление 21 сент. 2023 г.

Распределение активов


AVUV 18%VOO 18%SPYV 18%AVDV 9%SPTI 9%FNDF 9%VTIP 4.5%VGSH 4.5%АкцииАкции
ПозицияКатегория/СекторВес
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed18%
VOO
18%
SPYV
18%
AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed9%
SPTI
9%
FNDF
Schwab Fundamental International Large Company Index ETF
Foreign Large Cap Equities9%
VTIP
4.5%
VGSH
4.5%
SAIA
0.5%
ASML
ASML Holding N.V.
Technology0.5%
SOXX
0.5%
VGT
0.5%
QCLN
0.5%
PAVE
Global X US Infrastructure Development ETF
Utilities Equities0.5%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Robotics, Technology Equities0.5%
PANW
Palo Alto Networks, Inc.
Technology0.5%
LLY
Eli Lilly and Company
Healthcare0.4%
COST
Costco Wholesale Corporation
Consumer Defensive0.4%
MNST
Monster Beverage Corporation
Consumer Defensive0.4%
CROX
Crocs, Inc.
Consumer Cyclical0.4%
CDNS
Cadence Design Systems, Inc.
Technology0.4%
FANG
Diamondback Energy, Inc.
Energy0.4%
CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical0.4%
ORCL
Oracle Corporation
Technology0.4%
NVO
Novo Nordisk A/S
Healthcare0.4%
TMHC
0.4%
FSLR
First Solar, Inc.
Technology0.4%
AMD
Advanced Micro Devices, Inc.
Technology0.4%
TSM
0.4%
MRVL
Marvell Technology Group Ltd.
Technology0.4%
GOLF
Acushnet Holdings Corp.
Consumer Cyclical0.4%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.14%
10.86%
2 Pies
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам


1 месяц6 месяцевС начала года1 год5 лет (среднегодовая)10 лет (среднегодовая)
Бенчмарк0.33%11.48%14.66%16.16%10.33%N/A
2 Pies0.29%8.37%11.26%17.33%11.68%N/A
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

Таблица корреляции активов

Таблица ниже показывает коэффициенты корреляции между активами в портфеле.

VGSHSPTIVTIPLLYNVOFANGFSLRCOSTORCLPANWGOLFMNSTCMGTMHCCROXSAIAAMDTSMCDNSMRVLAVUVQCLNASMLAVDVFNDFPAVESPYVSOXXBOTZVGTVOO
VGSH1.000.830.500.000.03-0.13-0.020.06-0.010.01-0.050.030.050.10-0.01-0.04-0.01-0.060.02-0.03-0.12-0.020.01-0.05-0.07-0.08-0.07-0.030.01-0.01-0.04
SPTI0.831.000.490.000.03-0.20-0.030.05-0.040.01-0.050.010.060.09-0.03-0.08-0.00-0.090.02-0.04-0.19-0.050.01-0.09-0.12-0.14-0.13-0.06-0.02-0.02-0.07
VTIP0.500.491.000.100.090.190.120.160.100.130.130.170.180.200.130.100.120.070.150.100.150.160.160.250.210.170.180.140.190.170.20
LLY0.000.000.101.000.430.100.130.300.320.170.150.310.190.180.110.180.210.140.270.190.200.170.250.220.240.250.350.230.230.310.36
NVO0.030.030.090.431.000.070.190.290.290.260.200.300.250.240.210.260.280.230.370.240.170.250.350.300.310.260.300.300.360.370.37
FANG-0.13-0.200.190.100.071.000.290.070.190.160.260.140.170.290.320.290.210.280.160.260.670.360.260.520.520.540.520.330.340.260.40
FSLR-0.02-0.030.120.130.190.291.000.300.260.350.290.290.340.320.360.360.380.400.420.450.410.680.430.400.390.420.390.480.480.470.46
COST0.060.050.160.300.290.070.301.000.430.390.350.520.400.330.350.380.420.350.520.420.330.400.470.360.380.410.500.510.480.590.61
ORCL-0.01-0.040.100.320.290.190.260.431.000.400.370.440.360.340.310.400.390.380.490.390.440.360.440.440.480.480.570.470.500.590.62
PANW0.010.010.130.170.260.160.350.390.401.000.320.410.500.330.380.370.490.410.580.520.330.540.520.390.370.370.400.550.560.640.57
GOLF-0.05-0.050.130.150.200.260.290.350.370.321.000.370.360.460.510.450.360.410.380.410.570.450.410.500.500.560.550.480.510.510.56
MNST0.030.010.170.310.300.140.290.520.440.410.371.000.410.420.340.400.360.360.530.420.400.400.460.440.460.480.550.510.500.590.63
CMG0.050.060.180.190.250.170.340.400.360.500.360.411.000.410.440.380.510.400.570.510.360.510.510.420.390.410.410.540.550.630.58
TMHC0.100.090.200.180.240.290.320.330.340.330.460.420.411.000.490.480.350.380.410.430.590.490.440.510.510.610.570.490.530.510.58
CROX-0.01-0.030.130.110.210.320.360.350.310.380.510.340.440.491.000.430.420.470.440.500.590.580.490.520.490.570.540.570.570.540.58
SAIA-0.04-0.080.100.180.260.290.360.380.400.370.450.400.380.480.431.000.370.390.450.450.600.530.480.520.530.630.570.530.570.540.60
AMD-0.01-0.000.120.210.280.210.380.420.390.490.360.360.510.350.420.371.000.630.640.690.390.610.670.430.420.400.430.790.640.740.61
TSM-0.06-0.090.070.140.230.280.400.350.380.410.410.360.400.380.470.390.631.000.580.660.480.600.710.550.560.490.510.790.640.680.62
CDNS0.020.020.150.270.370.160.420.520.490.580.380.530.570.410.440.450.640.581.000.640.380.600.700.490.480.480.500.750.690.810.71
MRVL-0.03-0.040.100.190.240.260.450.420.390.520.410.420.510.430.500.450.690.660.641.000.510.650.720.530.530.530.540.850.700.770.68
AVUV-0.12-0.190.150.200.170.670.410.330.440.330.570.400.360.590.590.600.390.480.380.511.000.630.500.770.790.910.860.600.670.570.75
QCLN-0.02-0.050.160.170.250.360.680.400.360.540.450.400.510.490.580.530.610.600.600.650.631.000.630.620.590.630.580.730.760.720.70
ASML0.010.010.160.250.350.260.430.470.440.520.410.460.510.440.490.480.670.710.700.720.500.631.000.620.630.560.570.860.750.790.72
AVDV-0.05-0.090.250.220.300.520.400.360.440.390.500.440.420.510.520.520.430.550.490.530.770.620.621.000.940.760.790.630.770.630.76
FNDF-0.07-0.120.210.240.310.520.390.380.480.370.500.460.390.510.490.530.420.560.480.530.790.590.630.941.000.780.830.640.770.640.78
PAVE-0.08-0.140.170.250.260.540.420.410.480.370.560.480.410.610.570.630.400.490.480.530.910.630.560.760.781.000.890.640.700.630.80
SPYV-0.07-0.130.180.350.300.520.390.500.570.400.550.550.410.570.540.570.430.510.500.540.860.580.570.790.830.891.000.650.720.690.89
SOXX-0.03-0.060.140.230.300.330.480.510.470.550.480.510.540.490.570.530.790.790.750.850.600.730.860.630.640.640.651.000.800.890.81
BOTZ0.01-0.020.190.230.360.340.480.480.500.560.510.500.550.530.570.570.640.640.690.700.670.760.750.770.770.700.720.801.000.830.84
VGT-0.01-0.020.170.310.370.260.470.590.590.640.510.590.630.510.540.540.740.680.810.770.570.720.790.630.640.630.690.890.831.000.91
VOO-0.04-0.070.200.360.370.400.460.610.620.570.560.630.580.580.580.600.610.620.710.680.750.700.720.760.780.800.890.810.840.911.00

Коэффициент Шарпа

2 Pies на текущий момент имеет коэффициент Шарпа равный 0.98. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

-1.000.001.002.003.004.000.98

Коэффициент Шарпа 2 Pies находится между 25-м и 75-м процентилями. Это указывает на то, что риск-корректированная доходность портфеля находится в соответствии с большинством портфелей. Это указывает на сбалансированный подход к риску и доходности, который может подойти для широкого круга инвесторов.


Скользящий 12-месячный коэффициент Шарпа-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.98
0.74
2 Pies
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность 2 Pies за предыдущие двенадцать месяцев составила 2.10%.


TTM20222021202020192018201720162015201420132012
2 Pies2.10%2.19%1.78%1.63%1.71%1.86%1.54%1.47%1.46%1.33%1.14%1.53%
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.


0.68%
0.00%2.15%
0.47%
0.00%2.15%
0.36%
0.00%2.15%
0.25%
0.00%2.15%

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
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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.11%
-8.22%
2 Pies
Benchmark (^GSPC)
Активы портфеля

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.4423 мар. 2020 г.1142 сент. 2020 г.158
-19.05%5 янв. 2022 г.18630 сент. 2022 г.17715 июн. 2023 г.363
-6.51%3 сент. 2020 г.1423 сент. 2020 г.129 окт. 2020 г.26
-5.71%13 окт. 2020 г.1228 окт. 2020 г.89 нояб. 2020 г.20
-5.51%9 нояб. 2021 г.161 дек. 2021 г.234 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.95%
3.47%
2 Pies
Benchmark (^GSPC)
Активы портфеля