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Портфели
Ленивые портфелиПользовательские портфели

Пропорциональный

Последнее обновление 23 сент. 2023 г.

Распределение активов


BTC-USD 3%ETH-USD 3%BNB-USD 1.5%O 6.25%SPG 6.25%KIM 6.25%REG 6.25%USD=X 5%VTI 3.75%SPY 3.75%IVV 3.75%VOO 3.75%USDT-USD 2.5%KO 1.5%MSFT 1.5%MCD 1.5%AMZN 1.5%JNJ 1.5%GOOGL 1.5%TSLA 1.5%NVDA 1.5%AAPL 1.5%PEP 1.5%JPM 1.2%BLK 1.2%TROW 1.2%ALLY 1.2%UPS 1.2%HPQ 1.2%FAST 1.14%HD 1.14%APD 1.14%TXN 1.14%MFC 1.14%PKG 1.14%BAH 1.14%GLW 1.14%WSM 1.14%FITB 1.14%FNF 1.14%SWKS 1.14%MDLZ 1.14%PLD 1.14%DVN 1.14%CNQ 1.14%TSCO 1.14%AFL 1.14%SNA 1.14%HIG 1.14%КриптовалютаКриптовалютаАкцииАкции
ПозицияКатегория/СекторВес
BTC-USD
Bitcoin
3%
ETH-USD
Ethereum
3%
BNB-USD
Binance Coin
1.5%
O
6.25%
SPG
6.25%
KIM
6.25%
REG
6.25%
USD=X
5%
VTI
3.75%
SPY
3.75%
IVV
3.75%
VOO
3.75%
USDT-USD
2.5%
KO
1.5%
MSFT
1.5%
MCD
1.5%
AMZN
Amazon.com, Inc.
Consumer Cyclical1.5%
JNJ
1.5%
GOOGL
Alphabet Inc.
Communication Services1.5%
TSLA
1.5%
NVDA
1.5%
AAPL
Apple Inc.
Technology1.5%
PEP
1.5%
JPM
1.2%
BLK
BlackRock, Inc.
Financial Services1.2%
TROW
1.2%
ALLY
Ally Financial Inc.
Financial Services1.2%
UPS
1.2%
HPQ
HP Inc.
Technology1.2%
FAST
Fastenal Company
Industrials1.14%
HD
The Home Depot, Inc.
Consumer Cyclical1.14%
APD
Air Products and Chemicals, Inc.
Basic Materials1.14%
TXN
1.14%
MFC
1.14%
PKG
1.14%
BAH
Booz Allen Hamilton Holding Corporation
Industrials1.14%
GLW
Corning Incorporated
Technology1.14%
WSM
1.14%
FITB
Fifth Third Bancorp
Financial Services1.14%
FNF
Fidelity National Financial, Inc.
Financial Services1.14%
SWKS
1.14%
MDLZ
1.14%
PLD
1.14%
DVN
Devon Energy Corporation
Energy1.14%
CNQ
Canadian Natural Resources Limited
Energy1.14%
TSCO
1.14%
AFL
Aflac Incorporated
Financial Services1.14%
SNA
1.14%
HIG
The Hartford Financial Services Group, Inc.
Financial Services1.14%

Доходность

График показывает рост $10,000 инвестированных в Пропорциональный 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
5.09%
8.61%
Пропорциональный
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам

Пропорциональный на 23 сент. 2023 г. показал доходность в 10.04% с начала года и доходность в 12.79% в годовом выражении за последние 10 лет.


1 месяц6 месяцевС начала года1 год5 лет (среднегодовая)10 лет (среднегодовая)
Бенчмарк-1.94%8.79%12.52%16.97%5.59%6.23%
Пропорциональный-1.99%4.83%10.04%17.10%12.76%12.79%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%
O
-7.51%-13.35%-15.98%-12.37%2.32%2.52%
SPG
2.54%11.56%-0.27%31.92%-2.43%-0.43%
KIM
-4.47%0.68%-13.38%-1.43%4.39%2.67%
REG
0.33%6.36%0.39%15.82%2.08%1.83%
VTI
-1.91%9.30%13.03%17.85%6.24%7.04%
SPY
-1.83%9.55%13.80%18.82%6.80%7.47%
IVV
-1.83%9.61%13.86%18.90%6.83%7.50%
VOO
-1.79%9.62%13.90%18.91%6.84%7.51%
KO
-3.86%-3.94%-7.33%1.31%5.51%4.94%
MSFT
-1.85%13.47%33.09%34.53%15.99%17.88%
MCD
-3.83%1.40%5.01%13.15%8.77%7.68%
AMZN
Amazon.com, Inc.
-3.11%31.58%53.71%13.48%3.78%10.22%
JNJ
-3.46%6.70%-7.13%-0.96%3.95%3.52%
GOOGL
Alphabet Inc.
0.28%23.53%47.63%31.91%11.39%11.31%
TSLA
2.64%28.61%98.80%-11.06%41.32%34.10%
NVDA
-9.57%55.41%184.83%232.66%28.84%28.07%
AAPL
Apple Inc.
-2.14%9.37%35.10%16.88%17.87%18.43%
PEP
-1.63%-0.76%-0.95%6.84%8.50%7.64%
JPM
-0.90%18.39%11.09%37.72%5.34%6.90%
BLK
BlackRock, Inc.
-1.64%3.86%-4.80%14.86%6.46%6.08%
TROW
-2.80%-1.68%-0.00%2.65%1.85%3.95%
ALLY
Ally Financial Inc.
3.63%13.33%13.34%-6.17%1.82%2.52%
UPS
-8.94%-15.80%-9.09%-2.93%6.22%6.06%
HPQ
HP Inc.
-12.42%-1.71%2.33%9.46%2.92%4.97%
FAST
Fastenal Company
-5.16%4.96%16.82%16.60%11.04%12.17%
HD
The Home Depot, Inc.
-4.70%9.50%-1.18%15.90%7.31%9.49%
APD
Air Products and Chemicals, Inc.
-0.58%8.40%-5.87%23.90%9.32%8.77%
TXN
-4.47%-9.38%-0.84%2.39%7.71%8.03%
MFC
5.93%10.06%10.84%26.75%4.20%1.82%
PKG
2.07%13.02%18.79%36.07%6.14%5.93%
BAH
Booz Allen Hamilton Holding Corporation
-6.26%19.12%4.09%17.08%12.49%14.85%
GLW
Corning Incorporated
-2.90%-3.28%0.30%6.55%0.21%1.76%
WSM
-0.33%20.66%24.36%14.66%12.98%15.11%
FITB
Fifth Third Bancorp
1.10%3.41%-19.70%-18.02%0.99%1.45%
FNF
Fidelity National Financial, Inc.
4.88%27.60%14.55%24.26%4.15%4.08%
SWKS
-7.92%-15.04%7.75%4.77%2.00%-0.42%
MDLZ
-1.50%3.12%6.81%22.28%8.63%8.07%
PLD
-6.35%-1.14%3.38%8.03%9.67%8.52%
DVN
Devon Energy Corporation
-7.25%0.84%-23.35%-16.50%4.22%3.83%
CNQ
Canadian Natural Resources Limited
2.27%22.70%15.06%37.77%13.40%10.28%
TSCO
-3.98%-8.87%-7.56%12.54%13.12%16.34%
AFL
Aflac Incorporated
2.77%22.83%8.00%35.23%8.53%9.10%
SNA
-3.32%10.52%14.13%27.19%6.56%7.80%
HIG
The Hartford Financial Services Group, Inc.
2.26%11.72%-2.05%20.63%7.09%5.05%
BTC-USD
Bitcoin
2.04%-5.05%60.63%40.36%21.61%16.71%
ETH-USD
Ethereum
-3.61%-10.27%33.13%20.89%31.55%20.74%
BNB-USD
Binance Coin
-3.29%-35.80%-14.29%-23.26%52.90%73.06%
USDT-USD
0.05%-0.09%0.03%-0.00%-0.01%-0.10%

Таблица корреляции активов

Таблица ниже показывает коэффициенты корреляции между активами в портфеле.

USD=XUSDT-USDBNB-USDBTC-USDETH-USDTSLAJNJTSCOBAHDVNCNQPEPOMDLZWSMMCDKOAMZNPLDFNFNVDAKIMREGHIGSPGPKGUPSGOOGLFITBAAPLHDMFCAPDSWKSSNAFASTAFLALLYMSFTJPMHPQTXNGLWBLKTROWVTIVOOSPYIVV
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
USDT-USD0.001.000.020.050.030.040.020.000.01-0.00-0.020.040.040.020.010.050.040.040.060.040.020.040.040.040.050.010.010.03-0.010.050.020.050.030.02-0.000.030.040.030.050.010.040.010.030.020.040.050.050.050.05
BNB-USD0.000.021.000.670.690.110.080.090.090.070.110.090.080.060.130.100.080.140.110.130.150.110.110.090.120.100.100.140.110.140.130.130.130.130.120.120.110.120.150.090.130.140.120.150.160.180.180.180.18
BTC-USD0.000.050.671.000.800.130.060.090.070.080.120.060.060.060.110.100.050.170.100.130.180.120.110.110.130.090.100.170.130.160.120.160.110.160.090.090.100.140.170.120.130.160.140.150.150.200.200.200.20
ETH-USD0.000.030.690.801.000.120.080.080.070.090.140.080.050.070.130.090.070.160.100.110.180.110.090.110.110.100.100.180.120.170.130.150.130.160.100.100.110.130.170.110.140.160.140.150.160.200.200.200.20
TSLA0.000.040.110.130.121.000.080.200.190.180.190.140.170.150.260.170.140.390.220.180.440.230.210.150.270.170.210.360.210.400.230.250.230.390.220.260.170.250.400.230.310.370.260.320.320.450.440.440.44
JNJ0.000.020.080.060.080.081.000.210.290.110.110.460.270.420.130.340.440.170.320.200.140.220.260.250.210.300.280.250.180.250.300.250.330.200.240.330.340.190.300.260.250.280.310.330.300.360.390.390.38
TSCO0.000.000.090.090.080.200.211.000.260.200.160.250.150.260.420.250.200.270.250.230.310.220.220.240.220.290.320.270.260.300.500.250.290.310.310.440.260.260.350.260.340.350.320.320.340.420.410.410.41
BAH0.000.010.090.070.070.190.290.261.000.170.150.310.320.330.210.300.310.250.340.300.250.300.290.310.220.270.290.300.250.290.330.220.310.210.300.370.350.240.360.260.290.300.280.350.340.430.430.430.43
DVN0.00-0.000.070.080.090.180.110.200.171.000.690.090.140.130.270.160.160.180.130.300.240.300.290.380.350.360.280.250.470.250.220.450.290.330.360.270.400.450.220.440.410.320.400.370.360.450.430.430.43
CNQ0.00-0.020.110.120.140.190.110.160.150.691.000.100.150.140.260.170.190.190.170.310.250.300.280.320.350.360.280.260.420.270.250.490.310.290.380.270.370.400.210.410.370.320.370.380.370.450.430.430.43
PEP0.000.040.090.060.080.140.460.250.310.090.101.000.400.660.180.440.680.240.420.240.180.280.330.290.260.260.300.280.160.320.360.190.370.210.250.360.340.190.370.210.230.290.270.330.310.400.430.430.43
O0.000.040.080.060.050.170.270.150.320.140.150.401.000.370.200.340.450.180.610.350.170.610.650.330.560.260.270.230.220.240.320.230.310.220.310.320.350.260.290.220.230.260.270.280.290.380.380.380.39
MDLZ0.000.020.060.060.070.150.420.260.330.130.140.660.371.000.200.410.600.230.410.280.190.330.350.320.290.300.330.280.220.300.350.240.380.220.290.360.390.240.340.260.230.290.290.350.340.420.450.450.45
WSM0.000.010.130.110.130.260.130.420.210.270.260.180.200.201.000.210.170.330.250.300.370.320.310.260.350.300.380.290.350.290.470.320.290.350.380.390.290.360.290.320.390.360.380.400.420.460.440.440.44
MCD0.000.050.100.100.090.170.340.250.300.160.170.440.340.410.211.000.470.250.380.310.230.320.330.360.290.280.330.290.260.330.370.280.360.250.300.350.370.300.360.320.320.330.320.360.310.440.450.450.45
KO0.000.040.080.050.070.140.440.200.310.160.190.680.450.600.170.471.000.190.410.310.140.350.390.380.320.340.340.280.270.270.330.290.420.180.340.340.450.270.310.320.270.290.310.360.330.420.450.450.44
AMZN0.000.040.140.170.160.390.170.270.250.180.190.240.180.230.330.250.191.000.300.250.570.170.200.160.210.210.330.650.230.580.370.280.310.470.260.370.180.310.650.280.390.490.340.430.440.600.620.610.61
PLD0.000.060.110.100.100.220.320.250.340.130.170.420.610.410.250.380.410.301.000.350.300.480.530.310.470.300.360.350.240.360.390.250.370.310.320.390.330.280.420.260.290.350.310.380.360.490.500.500.50
FNF0.000.040.130.130.110.180.200.230.300.300.310.240.350.280.300.310.310.250.351.000.260.420.410.490.390.390.340.300.450.290.380.450.400.330.420.370.520.470.300.430.430.370.400.450.440.510.500.500.50
NVDA0.000.020.150.180.180.440.140.310.250.240.250.180.170.190.370.230.140.570.300.261.000.200.190.190.230.250.370.570.290.580.390.320.370.630.300.400.240.350.620.330.470.640.420.470.480.630.630.630.63
KIM0.000.040.110.120.110.230.220.220.300.300.300.280.610.330.320.320.350.170.480.420.201.000.790.440.720.410.330.230.420.250.370.370.310.290.440.340.460.470.260.420.350.310.400.370.380.470.460.460.46
REG0.000.040.110.110.090.210.260.220.290.290.280.330.650.350.310.330.390.200.530.410.190.791.000.440.730.380.330.250.410.260.380.370.350.270.450.340.440.450.280.400.360.310.370.360.390.470.470.470.47
HIG0.000.040.090.110.110.150.250.240.310.380.320.290.330.320.260.360.380.160.310.490.190.440.441.000.440.450.360.230.600.240.330.510.400.310.450.330.670.500.250.590.430.330.420.450.450.480.480.480.48
SPG0.000.050.120.130.110.270.210.220.220.350.350.260.560.290.350.290.320.210.470.390.230.720.730.441.000.380.340.260.440.300.350.410.320.310.460.320.440.490.280.440.390.320.410.390.410.480.470.470.47
PKG0.000.010.100.090.100.170.300.290.270.360.360.260.260.300.300.280.340.210.300.390.250.410.380.450.381.000.460.290.490.290.370.490.460.350.520.430.480.480.280.490.430.370.500.470.480.510.500.500.50
UPS0.000.010.100.100.100.210.280.320.290.280.280.300.270.330.380.330.340.330.360.340.370.330.330.360.340.461.000.340.400.400.480.370.450.390.450.520.380.370.390.420.430.430.480.500.520.550.550.550.55
GOOGL0.000.030.140.170.180.360.250.270.300.250.260.280.230.280.290.290.280.650.350.300.570.230.250.230.260.290.341.000.300.610.390.360.380.520.320.420.290.370.700.360.450.550.450.510.490.670.690.690.69
FITB0.00-0.010.110.130.120.210.180.260.250.470.420.160.220.220.350.260.270.230.240.450.290.420.410.600.440.490.400.301.000.270.360.590.380.390.510.380.610.680.270.750.500.380.510.550.570.560.540.540.54
AAPL0.000.050.140.160.170.400.250.300.290.250.270.320.240.300.290.330.270.580.360.290.580.250.260.240.300.290.400.610.271.000.400.350.410.590.340.420.290.340.660.350.470.570.460.460.470.680.700.700.70
HD0.000.020.130.120.130.230.300.500.330.220.250.360.320.350.470.370.330.370.390.380.390.370.380.330.350.370.480.390.360.401.000.360.440.410.440.530.370.390.460.380.450.480.450.500.500.580.590.590.59
MFC0.000.050.130.160.150.250.250.250.220.450.490.190.230.240.320.280.290.280.250.450.320.370.370.510.410.490.370.360.590.350.361.000.450.420.500.390.570.560.330.610.510.410.510.540.520.570.560.560.56
APD0.000.030.130.110.130.230.330.290.310.290.310.370.310.380.290.360.420.310.370.400.370.310.350.400.320.460.450.380.380.410.440.451.000.430.460.470.460.400.440.450.450.490.470.540.490.600.600.600.60
SWKS0.000.020.130.160.160.390.200.310.210.330.290.210.220.220.350.250.180.470.310.330.630.290.270.310.310.350.390.520.390.590.410.420.431.000.410.430.330.430.540.420.520.720.540.500.530.670.660.660.66
SNA0.00-0.000.120.090.100.220.240.310.300.360.380.250.310.290.380.300.340.260.320.420.300.440.450.450.460.520.450.320.510.340.440.500.460.411.000.530.530.500.330.520.510.420.540.470.520.560.550.550.55
FAST0.000.030.120.090.100.260.330.440.370.270.270.360.320.360.390.350.340.370.390.370.400.340.340.330.320.430.520.420.380.420.530.390.470.430.531.000.390.390.440.420.440.500.490.500.510.600.600.600.60
AFL0.000.040.110.100.110.170.340.260.350.400.370.340.350.390.290.370.450.180.330.520.240.460.440.670.440.480.380.290.610.290.370.570.460.330.530.391.000.520.310.640.460.380.480.530.520.550.560.560.56
ALLY0.000.030.120.140.130.250.190.260.240.450.400.190.260.240.360.300.270.310.280.470.350.470.450.500.490.480.370.370.680.340.390.560.400.430.500.390.521.000.340.630.490.440.540.560.570.590.570.580.57
MSFT0.000.050.150.170.170.400.300.350.360.220.210.370.290.340.290.360.310.650.420.300.620.260.280.250.280.280.390.700.270.660.460.330.440.540.330.440.310.341.000.330.480.590.440.510.520.720.740.740.74
JPM0.000.010.090.120.110.230.260.260.260.440.410.210.220.260.320.320.320.280.260.430.330.420.400.590.440.490.420.360.750.350.380.610.450.420.520.420.640.630.331.000.510.420.530.610.570.590.600.600.60
HPQ0.000.040.130.130.140.310.250.340.290.410.370.230.230.230.390.320.270.390.290.430.470.350.360.430.390.430.430.450.500.470.450.510.450.520.510.440.460.490.480.511.000.550.560.530.540.660.650.650.65
TXN0.000.010.140.160.160.370.280.350.300.320.320.290.260.290.360.330.290.490.350.370.640.310.310.330.320.370.430.550.380.570.480.410.490.720.420.500.380.440.590.420.551.000.570.540.550.700.710.710.71
GLW0.000.030.120.140.140.260.310.320.280.400.370.270.270.290.380.320.310.340.310.400.420.400.370.420.410.500.480.450.510.460.450.510.470.540.540.490.480.540.440.530.560.571.000.580.580.660.660.660.66
BLK0.000.020.150.150.150.320.330.320.350.370.380.330.280.350.400.360.360.430.380.450.470.370.360.450.390.470.500.510.550.460.500.540.540.500.470.500.530.560.510.610.530.540.581.000.740.720.710.710.71
TROW0.000.040.160.150.160.320.300.340.340.360.370.310.290.340.420.310.330.440.360.440.480.380.390.450.410.480.520.490.570.470.500.520.490.530.520.510.520.570.520.570.540.550.580.741.000.720.710.710.71
VTI0.000.050.180.200.200.450.360.420.430.450.450.400.380.420.460.440.420.600.490.510.630.470.470.480.480.510.550.670.560.680.580.570.600.670.560.600.550.590.720.590.660.700.660.720.721.000.980.980.98
VOO0.000.050.180.200.200.440.390.410.430.430.430.430.380.450.440.450.450.620.500.500.630.460.470.480.470.500.550.690.540.700.590.560.600.660.550.600.560.570.740.600.650.710.660.710.710.981.001.001.00
SPY0.000.050.180.200.200.440.390.410.430.430.430.430.380.450.440.450.450.610.500.500.630.460.470.480.470.500.550.690.540.700.590.560.600.660.550.600.560.580.740.600.650.710.660.710.710.981.001.001.00
IVV0.000.050.180.200.200.440.380.410.430.430.430.430.390.450.440.450.440.610.500.500.630.460.470.480.470.500.550.690.540.700.590.560.600.660.550.600.560.570.740.600.650.710.660.710.710.981.001.001.00

Коэффициент Шарпа

Пропорциональный на текущий момент имеет коэффициент Шарпа равный 0.39. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

-1.000.001.002.003.004.000.39

Коэффициент Шарпа Пропорциональный находится в нижней четверти, что указывает на то, что этот портфель не показывает хороших результатов в плане доходности с поправкой на риск по сравнению с другими. Это может быть связано с низкой доходностью, высокой волатильностью или с обоими факторами. Это может быть признаком того, что портфель нуждается в доработке.


Chart placeholderНедостаточно данных для анализа

Дивидендный доход

Дивидендная доходность Пропорциональный за предыдущие двенадцать месяцев составила 2.78%.


TTM20222021202020192018201720162015201420132012
Пропорциональный2.78%2.69%2.01%2.75%2.72%3.18%2.72%2.72%2.86%2.77%3.14%4.11%
USD=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%
O
5.87%4.84%4.67%5.27%4.52%5.33%5.95%5.85%6.44%7.03%9.40%7.51%
SPG
6.58%6.16%4.08%8.19%6.95%6.17%5.73%5.26%4.62%4.21%4.83%4.22%
KIM
5.20%4.11%2.97%4.00%6.31%9.44%7.98%5.78%5.37%5.52%6.83%6.64%
REG
4.28%4.17%3.47%5.82%4.36%4.61%3.84%3.79%3.82%4.07%5.71%5.81%
VTI
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
SPY
1.51%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%
IVV
1.52%1.68%1.23%1.63%2.10%2.38%1.93%2.25%2.59%2.14%2.15%2.55%
VOO
1.56%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
KO
3.16%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
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%
MCD
2.23%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
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%
JNJ
2.89%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
GOOGL
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%
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%
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%
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%
PEP
2.76%2.56%2.56%2.93%3.08%3.71%3.12%3.44%3.46%3.45%3.57%4.23%
JPM
2.74%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
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%
TROW
4.61%4.55%3.98%2.66%2.88%3.59%2.60%3.53%7.30%2.78%2.51%5.12%
ALLY
Ally Financial Inc.
4.47%5.06%1.97%2.32%2.50%2.84%1.61%1.00%0.00%0.00%0.00%0.00%
UPS
4.15%3.59%2.02%2.60%3.68%4.33%3.34%3.36%3.86%3.16%3.17%4.27%
HPQ
HP Inc.
3.92%3.87%2.34%3.20%3.61%3.30%3.06%4.19%3.85%2.04%2.71%4.95%
FAST
Fastenal Company
2.51%2.67%1.83%3.04%2.58%3.31%2.70%3.03%3.35%2.64%2.16%3.44%
HD
The Home Depot, Inc.
2.67%2.46%1.66%2.41%2.72%2.69%2.16%2.42%2.14%2.19%2.37%2.40%
APD
Air Products and Chemicals, Inc.
2.35%2.13%2.05%2.08%2.14%3.04%2.64%2.69%2.98%2.62%3.18%3.93%
TXN
3.09%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
MFC
5.56%5.93%5.40%5.43%4.53%6.33%3.99%4.28%4.95%3.97%3.87%5.96%
PKG
4.19%3.79%3.10%2.66%3.17%4.16%2.49%3.39%4.39%2.67%3.18%3.56%
BAH
Booz Allen Hamilton Holding Corporation
1.71%1.67%1.80%1.50%1.44%1.83%1.96%1.87%1.93%10.68%9.57%85.59%
GLW
Corning Incorporated
3.56%3.47%2.73%2.65%3.07%2.74%2.28%2.67%3.24%2.20%2.82%3.30%
WSM
2.40%2.71%1.49%2.05%2.77%3.74%3.45%3.60%2.90%2.15%2.52%2.62%
FITB
Fifth Third Bancorp
5.14%3.94%2.78%4.28%3.52%3.75%2.42%2.46%3.33%3.31%3.02%3.29%
FNF
Fidelity National Financial, Inc.
4.34%4.74%3.24%3.87%4.13%4.63%2.59%3.33%3.04%2.60%2.81%3.49%
SWKS
2.63%2.64%1.42%1.30%1.45%2.28%1.40%1.62%1.16%0.55%0.00%0.00%
MDLZ
2.19%2.23%2.09%2.17%2.14%2.65%2.16%1.87%1.67%1.90%1.85%3.38%
PLD
2.98%2.86%1.57%2.49%2.61%3.68%3.17%3.80%4.38%3.94%4.03%4.20%
DVN
Devon Energy Corporation
4.19%8.51%1.10%4.77%1.59%1.54%0.59%1.04%3.69%1.93%1.77%1.99%
CNQ
Canadian Natural Resources Limited
4.26%6.52%4.07%5.91%4.27%5.88%3.16%3.03%4.54%3.77%2.39%2.18%
TSCO
1.96%1.66%0.91%1.11%1.54%1.54%1.53%1.34%1.00%0.87%0.72%0.94%
AFL
Aflac Incorporated
2.18%2.26%2.35%2.70%2.25%2.56%2.28%2.80%3.18%3.03%2.69%3.28%
SNA
2.53%2.62%2.50%2.80%2.56%2.65%1.95%1.74%1.53%1.64%1.78%2.22%
HIG
The Hartford Financial Services Group, Inc.
2.33%2.12%2.16%2.83%2.17%2.77%1.91%2.11%2.14%1.92%1.70%2.24%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNB-USD
Binance Coin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USDT-USD
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 Пропорциональный составляет 0.01%, что ниже среднего уровня по рынку. 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
USD=X
N/A
O
N/A
SPG
N/A
KIM
N/A
REG
N/A
VTI
N/A
SPY
N/A
IVV
N/A
VOO
N/A
KO
N/A
MSFT
N/A
MCD
N/A
AMZN
Amazon.com, Inc.
0.23
JNJ
N/A
GOOGL
Alphabet Inc.
0.92
TSLA
N/A
NVDA
N/A
AAPL
Apple Inc.
0.51
PEP
N/A
JPM
N/A
BLK
BlackRock, Inc.
0.41
TROW
N/A
ALLY
Ally Financial Inc.
-0.24
UPS
N/A
HPQ
HP Inc.
0.23
FAST
Fastenal Company
0.72
HD
The Home Depot, Inc.
0.63
APD
Air Products and Chemicals, Inc.
0.86
TXN
N/A
MFC
N/A
PKG
N/A
BAH
Booz Allen Hamilton Holding Corporation
0.62
GLW
Corning Incorporated
0.16
WSM
N/A
FITB
Fifth Third Bancorp
-0.56
FNF
Fidelity National Financial, Inc.
0.52
SWKS
N/A
MDLZ
N/A
PLD
N/A
DVN
Devon Energy Corporation
-0.62
CNQ
Canadian Natural Resources Limited
0.75
TSCO
N/A
AFL
Aflac Incorporated
1.41
SNA
N/A
HIG
The Hartford Financial Services Group, Inc.
0.78
BTC-USD
Bitcoin
0.91
ETH-USD
Ethereum
0.25
BNB-USD
Binance Coin
-0.79
USDT-USD
N/A

График просадок

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-10.12%
-9.93%
Пропорциональный
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Пропорциональный с января 2010 показал максимальную просадку в 38.51%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 162 торговые сессии.

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

-38.51%15 февр. 2020 г.3823 мар. 2020 г.1621 сент. 2020 г.200
-25.03%8 нояб. 2021 г.3292 окт. 2022 г.
-20.09%14 янв. 2018 г.34625 дек. 2018 г.1015 апр. 2019 г.447
-9.68%3 сент. 2020 г.2123 сент. 2020 г.479 нояб. 2020 г.68
-7.65%10 мая 2021 г.7119 июл. 2021 г.2311 авг. 2021 г.94

График волатильности

Текущая волатильность Пропорциональный составляет 2.51%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%AprilMayJuneJulyAugustSeptember
2.51%
2.69%
Пропорциональный
Benchmark (^GSPC)
Активы портфеля