Пропорциональный
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
Apple Inc | Technology | 1.50% |
Aflac Incorporated | Financial Services | 1.14% |
Ally Financial Inc. | Financial Services | 1.20% |
Amazon.com, Inc. | Consumer Cyclical | 1.50% |
Air Products and Chemicals, Inc. | Basic Materials | 1.14% |
Booz Allen Hamilton Holding Corporation | Industrials | 1.14% |
BlackRock, Inc. | Financial Services | 1.20% |
Binance Coin | 1.50% | |
Bitcoin | 3% | |
Canadian Natural Resources Limited | Energy | 1.14% |
Devon Energy Corporation | Energy | 1.14% |
Ethereum | 3% | |
Fastenal Company | Industrials | 1.14% |
Fifth Third Bancorp | Financial Services | 1.14% |
Fidelity National Financial, Inc. | Financial Services | 1.14% |
Corning Incorporated | Technology | 1.14% |
Alphabet Inc. | Communication Services | 1.50% |
The Home Depot, Inc. | Consumer Cyclical | 1.14% |
The Hartford Financial Services Group, Inc. | Financial Services | 1.14% |
HP Inc. | Technology | 1.20% |
3.75% | ||
1.50% | ||
1.20% | ||
6.25% | ||
1.50% | ||
1.50% | ||
1.14% | ||
1.14% | ||
1.50% | ||
1.50% | ||
6.25% | ||
1.50% | ||
1.14% | ||
1.14% | ||
6.25% | ||
1.14% | ||
6.25% | ||
3.75% | ||
1.14% | ||
1.20% | ||
1.14% | ||
1.50% | ||
1.14% | ||
1.20% | ||
5% | ||
2.50% | ||
3.75% | ||
3.75% | ||
1.14% |
Доходность
График доходности
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
Самые ранние данные для этого графика доступны с 9 нояб. 2017 г., начальной даты BNB-USD
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
---|---|---|---|---|---|---|
S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
Пропорциональный | 25.57% | -1.92% | 12.21% | 25.88% | 23.69% | N/A |
Активы портфеля: | ||||||
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A | |
-3.24% | -7.59% | 2.04% | -1.91% | -0.76% | N/A | |
26.48% | -4.51% | 20.27% | 26.78% | 9.52% | N/A | |
14.97% | -6.54% | 25.92% | 12.59% | 7.69% | N/A | |
14.69% | 0.05% | 20.97% | 15.37% | 8.07% | N/A | |
24.89% | -0.60% | 10.03% | 25.20% | 14.07% | N/A | |
25.54% | -0.42% | 8.90% | 25.98% | 14.63% | N/A | |
25.92% | -0.18% | 9.27% | 26.40% | 14.74% | N/A | |
26.02% | -0.11% | 9.35% | 26.45% | 14.76% | N/A | |
9.38% | -1.15% | 1.09% | 10.53% | 5.87% | N/A | |
16.97% | 5.75% | -2.56% | 17.43% | 23.74% | N/A | |
1.11% | 2.07% | 14.18% | 2.77% | 10.87% | N/A | |
Amazon.com, Inc. | 48.03% | 13.38% | 18.95% | 46.60% | 20.21% | 30.90% |
-4.91% | -6.35% | -1.35% | -4.13% | 2.54% | N/A | |
Alphabet Inc. | 37.52% | 14.32% | 6.82% | 35.77% | 23.27% | 21.75% |
69.45% | 23.97% | 130.07% | 66.73% | 72.08% | N/A | |
172.06% | -8.15% | 6.44% | 175.91% | 86.71% | N/A | |
Apple Inc | 32.83% | 11.36% | 22.93% | 32.10% | 29.91% | 26.14% |
-7.15% | -3.89% | -7.18% | -5.95% | 5.19% | N/A | |
43.02% | -2.93% | 22.46% | 45.32% | 14.89% | N/A | |
BlackRock, Inc. | 29.74% | 0.56% | 32.03% | 31.26% | 18.47% | 13.82% |
12.62% | -0.73% | 0.26% | 12.41% | 3.09% | N/A | |
Ally Financial Inc. | 2.97% | -6.27% | -11.11% | 4.77% | 5.84% | 6.28% |
-16.21% | -4.33% | -5.68% | -16.75% | 4.67% | N/A | |
HP Inc. | 13.17% | -12.39% | -7.92% | 12.83% | 13.54% | 9.54% |
Fastenal Company | 18.12% | -9.15% | 15.76% | 17.09% | 18.26% | 15.20% |
The Home Depot, Inc. | 16.06% | -3.85% | 11.60% | 15.38% | 15.11% | 16.97% |
Air Products and Chemicals, Inc. | 9.93% | -10.30% | 9.49% | 11.03% | 7.15% | 10.31% |
12.75% | -5.72% | -3.17% | 14.24% | 10.82% | N/A | |
43.98% | -7.19% | 20.47% | 45.30% | 15.08% | N/A | |
42.70% | -7.06% | 25.10% | 42.03% | 18.60% | N/A | |
Booz Allen Hamilton Holding Corporation | 3.98% | -12.47% | -14.70% | 4.72% | 14.77% | 19.16% |
Corning Incorporated | 59.93% | -1.11% | 19.63% | 61.10% | 13.55% | 10.39% |
85.05% | 6.49% | 22.05% | 83.42% | 40.92% | N/A | |
Fifth Third Bancorp | 28.03% | -8.89% | 21.27% | 29.40% | 11.17% | 11.34% |
Fidelity National Financial, Inc. | 13.96% | -6.72% | 15.04% | 15.87% | 10.32% | 11.55% |
-18.80% | 5.18% | -15.36% | -19.10% | -3.91% | N/A | |
-16.44% | -8.33% | -9.56% | -14.51% | 4.01% | N/A | |
-19.97% | -8.55% | -4.03% | -19.42% | 6.10% | N/A | |
Devon Energy Corporation | -29.69% | -19.98% | -31.66% | -30.47% | 9.46% | -3.30% |
Canadian Natural Resources Limited | -5.45% | -13.33% | -12.11% | -5.04% | 19.81% | 11.56% |
36.25% | 0.49% | -0.30% | 38.25% | 34.03% | N/A | |
Aflac Incorporated | 27.16% | -8.09% | 15.59% | 28.80% | 17.18% | 15.48% |
22.16% | -4.91% | 30.48% | 22.45% | 18.21% | N/A | |
The Hartford Financial Services Group, Inc. | 38.63% | -8.11% | 7.23% | 40.04% | 15.41% | 12.41% |
Bitcoin | 131.29% | -0.76% | 52.14% | 122.18% | 67.81% | 76.43% |
Ethereum | 52.21% | 3.32% | -0.64% | 49.26% | 93.39% | N/A |
Binance Coin | 117.03% | 8.87% | 14.78% | 149.87% | 119.39% | N/A |
-0.02% | -0.15% | 0.00% | -0.14% | -0.25% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Пропорциональный, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.01% | 6.26% | 5.29% | -4.48% | 4.70% | 1.08% | 4.04% | 2.20% | 2.05% | -0.58% | 7.59% | 25.57% | |
2023 | 9.53% | -2.45% | 2.09% | 1.05% | -2.00% | 6.33% | 3.59% | -4.01% | -4.01% | -0.66% | 8.96% | 7.51% | 27.58% |
2022 | -4.82% | -2.31% | 3.88% | -6.90% | -1.59% | -10.14% | 10.96% | -4.33% | -9.37% | 9.69% | 4.17% | -4.75% | -16.75% |
2021 | 4.28% | 13.15% | 10.92% | 8.79% | -0.99% | -0.42% | 2.28% | 5.58% | -4.40% | 10.31% | 0.68% | 2.06% | 64.27% |
2020 | 2.59% | -5.93% | -21.42% | 16.53% | 3.38% | 5.00% | 5.39% | 8.14% | -3.67% | -1.45% | 17.91% | 7.13% | 31.09% |
2019 | 6.81% | 4.43% | 4.16% | 3.70% | 0.71% | 7.65% | 0.64% | -2.51% | 3.22% | 2.41% | 0.44% | 1.22% | 37.73% |
2018 | 2.12% | -4.94% | -4.25% | 4.12% | 1.31% | 0.75% | 3.55% | 1.22% | -1.45% | -4.51% | -1.04% | -6.97% | -10.28% |
2017 | 4.35% | 9.77% | 14.55% |
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.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Пропорциональный составляет 58, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.
Показатели риск-скорректированной доходности
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 | Коэффициент Мартина | |
---|---|---|---|---|---|
— | — | — | — | — | |
0.46 | 0.74 | 1.09 | 0.05 | 1.32 | |
1.64 | 2.21 | 1.29 | 1.14 | 16.02 | |
2.64 | 3.48 | 1.44 | 0.78 | 21.75 | |
2.74 | 3.65 | 1.45 | 0.89 | 20.42 | |
1.87 | 2.47 | 1.35 | 0.87 | 12.52 | |
1.89 | 2.48 | 1.36 | 0.87 | 12.73 | |
1.93 | 2.54 | 1.36 | 0.90 | 13.01 | |
1.93 | 2.54 | 1.36 | 0.90 | 13.09 | |
1.08 | 1.56 | 1.19 | 0.23 | 2.45 | |
0.29 | 0.49 | 1.07 | 0.06 | 0.76 | |
0.92 | 1.37 | 1.18 | 0.25 | 3.32 | |
Amazon.com, Inc. | 1.08 | 1.55 | 1.20 | 0.53 | 4.52 |
0.02 | 0.16 | 1.02 | 0.00 | 0.08 | |
Alphabet Inc. | 1.16 | 1.75 | 1.22 | 0.50 | 3.24 |
3.90 | 4.00 | 1.49 | 2.65 | 24.01 | |
1.56 | 2.11 | 1.26 | 1.46 | 8.76 | |
Apple Inc | 3.03 | 3.93 | 1.53 | 1.87 | 18.92 |
-0.59 | -0.74 | 0.91 | — | -1.44 | |
1.89 | 2.73 | 1.38 | 1.85 | 13.50 | |
BlackRock, Inc. | 3.32 | 4.40 | 1.53 | 1.34 | 24.25 |
0.27 | 0.54 | 1.07 | 0.02 | 0.90 | |
Ally Financial Inc. | -0.17 | 0.01 | 1.00 | 0.16 | -0.46 |
-0.56 | -0.59 | 0.92 | — | -1.37 | |
HP Inc. | 0.77 | 1.30 | 1.18 | 0.32 | 4.20 |
Fastenal Company | 0.51 | 1.04 | 1.12 | 0.13 | 2.28 |
The Home Depot, Inc. | 1.19 | 1.70 | 1.20 | 0.42 | 7.43 |
Air Products and Chemicals, Inc. | 1.78 | 2.90 | 1.37 | 0.61 | 9.39 |
0.75 | 1.23 | 1.15 | 0.38 | 3.81 | |
2.62 | 3.47 | 1.44 | 1.94 | 17.86 | |
2.13 | 3.14 | 1.39 | 1.42 | 17.00 | |
Booz Allen Hamilton Holding Corporation | -0.35 | -0.28 | 0.96 | 0.21 | -1.19 |
Corning Incorporated | 2.98 | 4.08 | 1.55 | 1.51 | 14.70 |
0.81 | 1.56 | 1.20 | 0.79 | 4.11 | |
Fifth Third Bancorp | 1.64 | 2.46 | 1.30 | 0.57 | 9.78 |
Fidelity National Financial, Inc. | 1.32 | 1.88 | 1.23 | 0.68 | 7.44 |
-0.39 | -0.29 | 0.96 | — | -0.91 | |
-0.78 | -1.06 | 0.88 | — | -1.76 | |
-0.60 | -0.69 | 0.92 | — | -1.77 | |
Devon Energy Corporation | -2.00 | -3.29 | 0.63 | -0.48 | -2.75 |
Canadian Natural Resources Limited | -1.17 | -1.64 | 0.81 | -0.11 | -2.89 |
0.95 | 1.39 | 1.19 | 0.58 | 4.08 | |
Aflac Incorporated | 2.41 | 3.17 | 1.45 | 1.39 | 13.97 |
1.30 | 2.07 | 1.28 | 0.78 | 6.55 | |
The Hartford Financial Services Group, Inc. | 0.89 | 1.30 | 1.18 | 0.42 | 5.43 |
Bitcoin | 1.41 | 2.14 | 1.21 | 1.22 | 6.70 |
Ethereum | 0.16 | 0.74 | 1.07 | 0.04 | 0.44 |
Binance Coin | 0.38 | 0.92 | 1.09 | 0.16 | 1.19 |
-0.18 | -0.26 | 0.98 | — | -0.93 |
Дивиденды
Дивидендный доход
Дивидендная доходность Пропорциональный за предыдущие двенадцать месяцев составила 2.45%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 2.45% | 2.61% | 2.73% | 1.94% | 2.53% | 2.39% | 2.71% | 2.23% | 2.16% | 2.18% | 2.05% | 2.21% |
Активы портфеля: | ||||||||||||
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
5.93% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% | 5.84% | |
4.72% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% | |
4.14% | 4.79% | 3.97% | 2.76% | 3.60% | 5.41% | 7.65% | 6.01% | 4.11% | 3.68% | 3.64% | 4.33% | |
3.68% | 3.91% | 4.04% | 3.20% | 5.22% | 3.71% | 3.78% | 3.04% | 2.90% | 2.85% | 2.95% | 4.00% | |
0.93% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | |
0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% | |
1.29% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% | |
0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | |
3.10% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | |
0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | |
2.32% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% | |
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% |
3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | |
Alphabet Inc. | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | |
Apple Inc | 0.39% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
3.50% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% | |
1.94% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% | |
BlackRock, Inc. | 1.98% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
4.27% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% | 1.81% | |
Ally Financial Inc. | 3.44% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% | 0.00% | 0.00% |
5.19% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% | |
HP Inc. | 3.39% | 3.54% | 3.77% | 2.21% | 2.94% | 3.19% | 2.82% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
Fastenal Company | 2.09% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% | 1.68% |
The Home Depot, Inc. | 2.29% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
Air Products and Chemicals, Inc. | 2.39% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.29% | 0.14% | 0.12% | 0.14% |
2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% | |
4.20% | 4.86% | 5.71% | 4.91% | 6.27% | 3.71% | 4.97% | 3.02% | 3.13% | 3.50% | 3.36% | 2.58% | |
1.64% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% | |
Booz Allen Hamilton Holding Corporation | 1.55% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% | 7.26% |
Corning Incorporated | 2.37% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% | 2.19% |
1.17% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% | |
Fifth Third Bancorp | 3.31% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% | 2.50% | 2.23% |
Fidelity National Financial, Inc. | 3.46% | 3.59% | 8.72% | 2.99% | 2.73% | 0.50% | 0.54% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% | |
2.94% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% | |
3.72% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% | |
Devon Energy Corporation | 4.71% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
Canadian Natural Resources Limited | 5.22% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.19% | 3.22% | 2.60% | 1.62% |
8.16% | 9.58% | 8.18% | 4.36% | 5.34% | 7.28% | 7.19% | 7.02% | 6.07% | 4.44% | 3.87% | 3.16% | |
Aflac Incorporated | 1.95% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
2.25% | 2.33% | 2.57% | 2.37% | 2.61% | 2.32% | 2.35% | 1.69% | 1.48% | 1.28% | 1.35% | 1.44% | |
The Hartford Financial Services Group, Inc. | 1.76% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% | 1.38% |
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% |
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% |
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% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Пропорциональный показал максимальную просадку в 38.52%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 162 торговые сессии.
Текущая просадка Пропорциональный составляет 4.13%.
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 |
---|---|---|---|---|---|---|
-38.52% | 15 февр. 2020 г. | 38 | 23 мар. 2020 г. | 162 | 1 сент. 2020 г. | 200 |
-24.99% | 8 нояб. 2021 г. | 329 | 2 окт. 2022 г. | 435 | 11 дек. 2023 г. | 764 |
-20.06% | 14 янв. 2018 г. | 346 | 25 дек. 2018 г. | 101 | 5 апр. 2019 г. | 447 |
-9.69% | 3 сент. 2020 г. | 21 | 23 сент. 2020 г. | 47 | 9 нояб. 2020 г. | 68 |
-7.61% | 10 мая 2021 г. | 71 | 19 июл. 2021 г. | 22 | 10 авг. 2021 г. | 93 |
Волатильность
График волатильности
Текущая волатильность Пропорциональный составляет 4.35%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
USD=X | USDT-USD | BNB-USD | BTC-USD | ETH-USD | JNJ | TSLA | BAH | CNQ | PEP | TSCO | DVN | MDLZ | O | MCD | KO | WSM | AMZN | NVDA | PLD | HIG | REG | FNF | GOOGL | PKG | KIM | UPS | AAPL | SPG | APD | MSFT | FITB | FAST | AFL | MFC | SWKS | HD | SNA | ALLY | JPM | HPQ | TXN | GLW | BLK | TROW | SPY | VOO | IVV | VTI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 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 | 1.00 | 0.05 | 0.09 | 0.05 | 0.01 | 0.05 | 0.01 | -0.01 | 0.03 | 0.01 | -0.00 | 0.01 | 0.04 | 0.04 | 0.03 | 0.02 | 0.05 | 0.03 | 0.06 | 0.04 | 0.04 | 0.04 | 0.03 | 0.02 | 0.04 | 0.01 | 0.05 | 0.05 | 0.03 | 0.05 | 0.00 | 0.03 | 0.03 | 0.06 | 0.02 | 0.03 | 0.01 | 0.04 | 0.01 | 0.05 | 0.01 | 0.03 | 0.03 | 0.05 | 0.05 | 0.05 | 0.06 | 0.06 |
BNB-USD | 0.00 | 0.05 | 1.00 | 0.67 | 0.69 | 0.07 | 0.12 | 0.09 | 0.11 | 0.08 | 0.09 | 0.08 | 0.05 | 0.08 | 0.10 | 0.08 | 0.12 | 0.13 | 0.15 | 0.12 | 0.09 | 0.11 | 0.14 | 0.14 | 0.10 | 0.12 | 0.09 | 0.13 | 0.13 | 0.13 | 0.13 | 0.12 | 0.12 | 0.11 | 0.14 | 0.14 | 0.15 | 0.13 | 0.13 | 0.10 | 0.14 | 0.15 | 0.13 | 0.16 | 0.16 | 0.19 | 0.19 | 0.19 | 0.19 |
BTC-USD | 0.00 | 0.09 | 0.67 | 1.00 | 0.79 | 0.05 | 0.15 | 0.06 | 0.11 | 0.05 | 0.09 | 0.08 | 0.04 | 0.06 | 0.10 | 0.04 | 0.11 | 0.16 | 0.17 | 0.11 | 0.12 | 0.11 | 0.14 | 0.16 | 0.10 | 0.12 | 0.10 | 0.14 | 0.13 | 0.12 | 0.16 | 0.13 | 0.10 | 0.10 | 0.15 | 0.17 | 0.14 | 0.11 | 0.14 | 0.11 | 0.13 | 0.16 | 0.15 | 0.16 | 0.15 | 0.20 | 0.20 | 0.20 | 0.21 |
ETH-USD | 0.00 | 0.05 | 0.69 | 0.79 | 1.00 | 0.06 | 0.13 | 0.07 | 0.13 | 0.06 | 0.09 | 0.08 | 0.05 | 0.05 | 0.09 | 0.05 | 0.13 | 0.16 | 0.17 | 0.11 | 0.11 | 0.09 | 0.13 | 0.17 | 0.11 | 0.12 | 0.10 | 0.14 | 0.12 | 0.13 | 0.16 | 0.13 | 0.10 | 0.11 | 0.15 | 0.17 | 0.14 | 0.11 | 0.13 | 0.11 | 0.14 | 0.17 | 0.15 | 0.16 | 0.17 | 0.20 | 0.20 | 0.21 | 0.21 |
JNJ | 0.00 | 0.01 | 0.07 | 0.05 | 0.06 | 1.00 | 0.05 | 0.25 | 0.10 | 0.44 | 0.21 | 0.11 | 0.40 | 0.29 | 0.33 | 0.43 | 0.12 | 0.12 | 0.07 | 0.32 | 0.26 | 0.27 | 0.20 | 0.20 | 0.28 | 0.24 | 0.29 | 0.22 | 0.21 | 0.32 | 0.24 | 0.19 | 0.30 | 0.33 | 0.24 | 0.19 | 0.29 | 0.24 | 0.19 | 0.26 | 0.24 | 0.25 | 0.29 | 0.32 | 0.29 | 0.34 | 0.34 | 0.34 | 0.32 |
TSLA | 0.00 | 0.05 | 0.12 | 0.15 | 0.13 | 0.05 | 1.00 | 0.17 | 0.17 | 0.12 | 0.19 | 0.16 | 0.13 | 0.18 | 0.15 | 0.12 | 0.25 | 0.37 | 0.40 | 0.22 | 0.13 | 0.21 | 0.17 | 0.35 | 0.18 | 0.23 | 0.21 | 0.39 | 0.27 | 0.22 | 0.38 | 0.21 | 0.25 | 0.15 | 0.25 | 0.38 | 0.23 | 0.22 | 0.25 | 0.21 | 0.30 | 0.38 | 0.26 | 0.31 | 0.31 | 0.44 | 0.44 | 0.44 | 0.45 |
BAH | 0.00 | 0.01 | 0.09 | 0.06 | 0.07 | 0.25 | 0.17 | 1.00 | 0.14 | 0.29 | 0.25 | 0.15 | 0.30 | 0.30 | 0.28 | 0.28 | 0.21 | 0.23 | 0.23 | 0.31 | 0.29 | 0.28 | 0.29 | 0.26 | 0.25 | 0.28 | 0.25 | 0.26 | 0.23 | 0.29 | 0.33 | 0.23 | 0.35 | 0.33 | 0.23 | 0.20 | 0.31 | 0.30 | 0.22 | 0.24 | 0.27 | 0.29 | 0.27 | 0.33 | 0.33 | 0.41 | 0.41 | 0.41 | 0.42 |
CNQ | 0.00 | -0.01 | 0.11 | 0.11 | 0.13 | 0.10 | 0.17 | 0.14 | 1.00 | 0.09 | 0.15 | 0.69 | 0.12 | 0.12 | 0.15 | 0.15 | 0.25 | 0.18 | 0.22 | 0.17 | 0.30 | 0.25 | 0.29 | 0.23 | 0.34 | 0.28 | 0.27 | 0.24 | 0.32 | 0.29 | 0.18 | 0.39 | 0.24 | 0.34 | 0.47 | 0.28 | 0.24 | 0.36 | 0.38 | 0.39 | 0.35 | 0.29 | 0.33 | 0.34 | 0.35 | 0.40 | 0.40 | 0.40 | 0.42 |
PEP | 0.00 | 0.03 | 0.08 | 0.05 | 0.06 | 0.44 | 0.12 | 0.29 | 0.09 | 1.00 | 0.24 | 0.09 | 0.64 | 0.39 | 0.43 | 0.67 | 0.15 | 0.19 | 0.12 | 0.38 | 0.29 | 0.33 | 0.23 | 0.24 | 0.25 | 0.28 | 0.29 | 0.28 | 0.24 | 0.35 | 0.31 | 0.15 | 0.33 | 0.32 | 0.17 | 0.18 | 0.34 | 0.24 | 0.18 | 0.19 | 0.21 | 0.25 | 0.24 | 0.31 | 0.30 | 0.38 | 0.38 | 0.38 | 0.36 |
TSCO | 0.00 | 0.01 | 0.09 | 0.09 | 0.09 | 0.21 | 0.19 | 0.25 | 0.15 | 0.24 | 1.00 | 0.20 | 0.24 | 0.16 | 0.24 | 0.20 | 0.40 | 0.23 | 0.27 | 0.27 | 0.24 | 0.22 | 0.24 | 0.23 | 0.30 | 0.24 | 0.31 | 0.27 | 0.23 | 0.28 | 0.31 | 0.26 | 0.40 | 0.26 | 0.25 | 0.32 | 0.48 | 0.32 | 0.27 | 0.25 | 0.33 | 0.35 | 0.33 | 0.32 | 0.34 | 0.39 | 0.40 | 0.40 | 0.41 |
DVN | 0.00 | -0.00 | 0.08 | 0.08 | 0.08 | 0.11 | 0.16 | 0.15 | 0.69 | 0.09 | 0.20 | 1.00 | 0.12 | 0.13 | 0.14 | 0.15 | 0.26 | 0.16 | 0.20 | 0.15 | 0.36 | 0.27 | 0.30 | 0.22 | 0.35 | 0.28 | 0.29 | 0.21 | 0.33 | 0.28 | 0.18 | 0.44 | 0.25 | 0.37 | 0.42 | 0.31 | 0.23 | 0.35 | 0.42 | 0.42 | 0.38 | 0.30 | 0.37 | 0.34 | 0.34 | 0.40 | 0.40 | 0.40 | 0.42 |
MDLZ | 0.00 | 0.01 | 0.05 | 0.04 | 0.05 | 0.40 | 0.13 | 0.30 | 0.12 | 0.64 | 0.24 | 0.12 | 1.00 | 0.36 | 0.40 | 0.58 | 0.18 | 0.19 | 0.13 | 0.39 | 0.31 | 0.34 | 0.28 | 0.25 | 0.28 | 0.31 | 0.31 | 0.25 | 0.27 | 0.35 | 0.29 | 0.21 | 0.33 | 0.35 | 0.21 | 0.20 | 0.32 | 0.27 | 0.22 | 0.24 | 0.21 | 0.26 | 0.28 | 0.32 | 0.32 | 0.40 | 0.40 | 0.40 | 0.38 |
O | 0.00 | 0.04 | 0.08 | 0.06 | 0.05 | 0.29 | 0.18 | 0.30 | 0.12 | 0.39 | 0.16 | 0.13 | 0.36 | 1.00 | 0.34 | 0.44 | 0.21 | 0.13 | 0.12 | 0.58 | 0.32 | 0.63 | 0.34 | 0.20 | 0.27 | 0.60 | 0.27 | 0.21 | 0.54 | 0.33 | 0.23 | 0.23 | 0.30 | 0.34 | 0.23 | 0.21 | 0.32 | 0.30 | 0.27 | 0.23 | 0.22 | 0.25 | 0.26 | 0.29 | 0.29 | 0.35 | 0.35 | 0.35 | 0.35 |
MCD | 0.00 | 0.04 | 0.10 | 0.10 | 0.09 | 0.33 | 0.15 | 0.28 | 0.15 | 0.43 | 0.24 | 0.14 | 0.40 | 0.34 | 1.00 | 0.46 | 0.19 | 0.22 | 0.18 | 0.36 | 0.34 | 0.34 | 0.30 | 0.25 | 0.27 | 0.32 | 0.31 | 0.30 | 0.29 | 0.34 | 0.32 | 0.26 | 0.33 | 0.36 | 0.27 | 0.24 | 0.36 | 0.29 | 0.27 | 0.30 | 0.30 | 0.30 | 0.31 | 0.36 | 0.31 | 0.43 | 0.43 | 0.42 | 0.41 |
KO | 0.00 | 0.03 | 0.08 | 0.04 | 0.05 | 0.43 | 0.12 | 0.28 | 0.15 | 0.67 | 0.20 | 0.15 | 0.58 | 0.44 | 0.46 | 1.00 | 0.16 | 0.16 | 0.09 | 0.38 | 0.37 | 0.38 | 0.30 | 0.24 | 0.32 | 0.33 | 0.33 | 0.25 | 0.30 | 0.40 | 0.28 | 0.26 | 0.31 | 0.42 | 0.25 | 0.16 | 0.31 | 0.32 | 0.25 | 0.29 | 0.25 | 0.25 | 0.28 | 0.35 | 0.30 | 0.40 | 0.40 | 0.40 | 0.38 |
WSM | 0.00 | 0.02 | 0.12 | 0.11 | 0.13 | 0.12 | 0.25 | 0.21 | 0.25 | 0.15 | 0.40 | 0.26 | 0.18 | 0.21 | 0.19 | 0.16 | 1.00 | 0.31 | 0.34 | 0.25 | 0.23 | 0.29 | 0.31 | 0.27 | 0.31 | 0.32 | 0.37 | 0.28 | 0.36 | 0.29 | 0.28 | 0.34 | 0.37 | 0.27 | 0.32 | 0.36 | 0.46 | 0.37 | 0.36 | 0.29 | 0.37 | 0.36 | 0.37 | 0.40 | 0.41 | 0.44 | 0.44 | 0.44 | 0.47 |
AMZN | 0.00 | 0.05 | 0.13 | 0.16 | 0.16 | 0.12 | 0.37 | 0.23 | 0.18 | 0.19 | 0.23 | 0.16 | 0.19 | 0.13 | 0.22 | 0.16 | 0.31 | 1.00 | 0.55 | 0.27 | 0.14 | 0.18 | 0.23 | 0.63 | 0.19 | 0.16 | 0.29 | 0.55 | 0.20 | 0.28 | 0.65 | 0.21 | 0.35 | 0.16 | 0.27 | 0.43 | 0.35 | 0.24 | 0.28 | 0.26 | 0.35 | 0.45 | 0.32 | 0.40 | 0.41 | 0.61 | 0.61 | 0.61 | 0.59 |
NVDA | 0.00 | 0.03 | 0.15 | 0.17 | 0.17 | 0.07 | 0.40 | 0.23 | 0.22 | 0.12 | 0.27 | 0.20 | 0.13 | 0.12 | 0.18 | 0.09 | 0.34 | 0.55 | 1.00 | 0.25 | 0.17 | 0.14 | 0.23 | 0.52 | 0.22 | 0.16 | 0.31 | 0.52 | 0.20 | 0.32 | 0.59 | 0.25 | 0.35 | 0.21 | 0.32 | 0.57 | 0.35 | 0.27 | 0.31 | 0.29 | 0.42 | 0.58 | 0.39 | 0.42 | 0.44 | 0.61 | 0.61 | 0.61 | 0.61 |
PLD | 0.00 | 0.06 | 0.12 | 0.11 | 0.11 | 0.32 | 0.22 | 0.31 | 0.17 | 0.38 | 0.27 | 0.15 | 0.39 | 0.58 | 0.36 | 0.38 | 0.25 | 0.27 | 0.25 | 1.00 | 0.29 | 0.53 | 0.36 | 0.31 | 0.31 | 0.50 | 0.38 | 0.34 | 0.49 | 0.37 | 0.37 | 0.26 | 0.37 | 0.30 | 0.26 | 0.32 | 0.41 | 0.33 | 0.30 | 0.27 | 0.29 | 0.35 | 0.31 | 0.39 | 0.37 | 0.49 | 0.49 | 0.49 | 0.48 |
HIG | 0.00 | 0.04 | 0.09 | 0.12 | 0.11 | 0.26 | 0.13 | 0.29 | 0.30 | 0.29 | 0.24 | 0.36 | 0.31 | 0.32 | 0.34 | 0.37 | 0.23 | 0.14 | 0.17 | 0.29 | 1.00 | 0.41 | 0.48 | 0.20 | 0.44 | 0.43 | 0.33 | 0.21 | 0.42 | 0.38 | 0.21 | 0.56 | 0.33 | 0.67 | 0.49 | 0.28 | 0.32 | 0.43 | 0.47 | 0.58 | 0.38 | 0.30 | 0.39 | 0.42 | 0.42 | 0.45 | 0.45 | 0.45 | 0.45 |
REG | 0.00 | 0.04 | 0.11 | 0.11 | 0.09 | 0.27 | 0.21 | 0.28 | 0.25 | 0.33 | 0.22 | 0.27 | 0.34 | 0.63 | 0.34 | 0.38 | 0.29 | 0.18 | 0.14 | 0.53 | 0.41 | 1.00 | 0.40 | 0.22 | 0.37 | 0.78 | 0.33 | 0.24 | 0.71 | 0.34 | 0.24 | 0.39 | 0.32 | 0.42 | 0.36 | 0.26 | 0.37 | 0.43 | 0.43 | 0.38 | 0.33 | 0.29 | 0.36 | 0.36 | 0.37 | 0.44 | 0.44 | 0.44 | 0.45 |
FNF | 0.00 | 0.04 | 0.14 | 0.14 | 0.13 | 0.20 | 0.17 | 0.29 | 0.29 | 0.23 | 0.24 | 0.30 | 0.28 | 0.34 | 0.30 | 0.30 | 0.31 | 0.23 | 0.23 | 0.36 | 0.48 | 0.40 | 1.00 | 0.29 | 0.38 | 0.43 | 0.33 | 0.26 | 0.40 | 0.39 | 0.26 | 0.47 | 0.37 | 0.50 | 0.45 | 0.32 | 0.40 | 0.42 | 0.46 | 0.43 | 0.40 | 0.35 | 0.40 | 0.46 | 0.45 | 0.48 | 0.48 | 0.48 | 0.50 |
GOOGL | 0.00 | 0.03 | 0.14 | 0.16 | 0.17 | 0.20 | 0.35 | 0.26 | 0.23 | 0.24 | 0.23 | 0.22 | 0.25 | 0.20 | 0.25 | 0.24 | 0.27 | 0.63 | 0.52 | 0.31 | 0.20 | 0.22 | 0.29 | 1.00 | 0.26 | 0.21 | 0.30 | 0.58 | 0.24 | 0.34 | 0.68 | 0.26 | 0.38 | 0.26 | 0.34 | 0.47 | 0.34 | 0.28 | 0.34 | 0.32 | 0.40 | 0.50 | 0.40 | 0.46 | 0.45 | 0.66 | 0.66 | 0.66 | 0.64 |
PKG | 0.00 | 0.02 | 0.10 | 0.10 | 0.11 | 0.28 | 0.18 | 0.25 | 0.34 | 0.25 | 0.30 | 0.35 | 0.28 | 0.27 | 0.27 | 0.32 | 0.31 | 0.19 | 0.22 | 0.31 | 0.44 | 0.37 | 0.38 | 0.26 | 1.00 | 0.41 | 0.44 | 0.26 | 0.38 | 0.45 | 0.24 | 0.48 | 0.41 | 0.47 | 0.48 | 0.35 | 0.37 | 0.52 | 0.47 | 0.46 | 0.42 | 0.37 | 0.49 | 0.46 | 0.47 | 0.48 | 0.48 | 0.48 | 0.50 |
KIM | 0.00 | 0.04 | 0.12 | 0.12 | 0.12 | 0.24 | 0.23 | 0.28 | 0.28 | 0.28 | 0.24 | 0.28 | 0.31 | 0.60 | 0.32 | 0.33 | 0.32 | 0.16 | 0.16 | 0.50 | 0.43 | 0.78 | 0.43 | 0.21 | 0.41 | 1.00 | 0.33 | 0.24 | 0.72 | 0.32 | 0.23 | 0.43 | 0.34 | 0.44 | 0.37 | 0.29 | 0.39 | 0.43 | 0.46 | 0.42 | 0.35 | 0.30 | 0.39 | 0.38 | 0.39 | 0.45 | 0.45 | 0.45 | 0.46 |
UPS | 0.00 | 0.01 | 0.09 | 0.10 | 0.10 | 0.29 | 0.21 | 0.25 | 0.27 | 0.29 | 0.31 | 0.29 | 0.31 | 0.27 | 0.31 | 0.33 | 0.37 | 0.29 | 0.31 | 0.38 | 0.33 | 0.33 | 0.33 | 0.30 | 0.44 | 0.33 | 1.00 | 0.37 | 0.34 | 0.42 | 0.34 | 0.40 | 0.47 | 0.35 | 0.35 | 0.38 | 0.46 | 0.43 | 0.37 | 0.40 | 0.40 | 0.41 | 0.45 | 0.47 | 0.51 | 0.51 | 0.51 | 0.51 | 0.52 |
AAPL | 0.00 | 0.05 | 0.13 | 0.14 | 0.14 | 0.22 | 0.39 | 0.26 | 0.24 | 0.28 | 0.27 | 0.21 | 0.25 | 0.21 | 0.30 | 0.25 | 0.28 | 0.55 | 0.52 | 0.34 | 0.21 | 0.24 | 0.26 | 0.58 | 0.26 | 0.24 | 0.37 | 1.00 | 0.28 | 0.37 | 0.63 | 0.24 | 0.39 | 0.25 | 0.31 | 0.55 | 0.37 | 0.31 | 0.32 | 0.31 | 0.43 | 0.52 | 0.42 | 0.43 | 0.43 | 0.67 | 0.67 | 0.67 | 0.64 |
SPG | 0.00 | 0.05 | 0.13 | 0.13 | 0.12 | 0.21 | 0.27 | 0.23 | 0.32 | 0.24 | 0.23 | 0.33 | 0.27 | 0.54 | 0.29 | 0.30 | 0.36 | 0.20 | 0.20 | 0.49 | 0.42 | 0.71 | 0.40 | 0.24 | 0.38 | 0.72 | 0.34 | 0.28 | 1.00 | 0.32 | 0.25 | 0.44 | 0.31 | 0.42 | 0.42 | 0.31 | 0.38 | 0.45 | 0.47 | 0.43 | 0.37 | 0.32 | 0.40 | 0.40 | 0.41 | 0.47 | 0.47 | 0.47 | 0.48 |
APD | 0.00 | 0.03 | 0.13 | 0.12 | 0.13 | 0.32 | 0.22 | 0.29 | 0.29 | 0.35 | 0.28 | 0.28 | 0.35 | 0.33 | 0.34 | 0.40 | 0.29 | 0.28 | 0.32 | 0.37 | 0.38 | 0.34 | 0.39 | 0.34 | 0.45 | 0.32 | 0.42 | 0.37 | 0.32 | 1.00 | 0.38 | 0.38 | 0.44 | 0.42 | 0.43 | 0.40 | 0.43 | 0.44 | 0.38 | 0.42 | 0.44 | 0.46 | 0.44 | 0.50 | 0.47 | 0.57 | 0.57 | 0.57 | 0.57 |
MSFT | 0.00 | 0.05 | 0.13 | 0.16 | 0.16 | 0.24 | 0.38 | 0.33 | 0.18 | 0.31 | 0.31 | 0.18 | 0.29 | 0.23 | 0.32 | 0.28 | 0.28 | 0.65 | 0.59 | 0.37 | 0.21 | 0.24 | 0.26 | 0.68 | 0.24 | 0.23 | 0.34 | 0.63 | 0.25 | 0.38 | 1.00 | 0.24 | 0.41 | 0.27 | 0.31 | 0.50 | 0.42 | 0.30 | 0.31 | 0.30 | 0.43 | 0.55 | 0.40 | 0.47 | 0.48 | 0.72 | 0.72 | 0.72 | 0.69 |
FITB | 0.00 | 0.00 | 0.12 | 0.13 | 0.13 | 0.19 | 0.21 | 0.23 | 0.39 | 0.15 | 0.26 | 0.44 | 0.21 | 0.23 | 0.26 | 0.26 | 0.34 | 0.21 | 0.25 | 0.26 | 0.56 | 0.39 | 0.47 | 0.26 | 0.48 | 0.43 | 0.40 | 0.24 | 0.44 | 0.38 | 0.24 | 1.00 | 0.37 | 0.58 | 0.58 | 0.38 | 0.37 | 0.51 | 0.67 | 0.71 | 0.48 | 0.37 | 0.50 | 0.54 | 0.57 | 0.52 | 0.51 | 0.52 | 0.54 |
FAST | 0.00 | 0.03 | 0.12 | 0.10 | 0.10 | 0.30 | 0.25 | 0.35 | 0.24 | 0.33 | 0.40 | 0.25 | 0.33 | 0.30 | 0.33 | 0.31 | 0.37 | 0.35 | 0.35 | 0.37 | 0.33 | 0.32 | 0.37 | 0.38 | 0.41 | 0.34 | 0.47 | 0.39 | 0.31 | 0.44 | 0.41 | 0.37 | 1.00 | 0.37 | 0.36 | 0.42 | 0.51 | 0.53 | 0.36 | 0.40 | 0.40 | 0.47 | 0.46 | 0.49 | 0.50 | 0.57 | 0.58 | 0.58 | 0.58 |
AFL | 0.00 | 0.03 | 0.11 | 0.10 | 0.11 | 0.33 | 0.15 | 0.33 | 0.34 | 0.32 | 0.26 | 0.37 | 0.35 | 0.34 | 0.36 | 0.42 | 0.27 | 0.16 | 0.21 | 0.30 | 0.67 | 0.42 | 0.50 | 0.26 | 0.47 | 0.44 | 0.35 | 0.25 | 0.42 | 0.42 | 0.27 | 0.58 | 0.37 | 1.00 | 0.55 | 0.30 | 0.35 | 0.51 | 0.49 | 0.62 | 0.43 | 0.35 | 0.44 | 0.49 | 0.49 | 0.52 | 0.52 | 0.52 | 0.52 |
MFC | 0.00 | 0.06 | 0.14 | 0.15 | 0.15 | 0.24 | 0.25 | 0.23 | 0.47 | 0.17 | 0.25 | 0.42 | 0.21 | 0.23 | 0.27 | 0.25 | 0.32 | 0.27 | 0.32 | 0.26 | 0.49 | 0.36 | 0.45 | 0.34 | 0.48 | 0.37 | 0.35 | 0.31 | 0.42 | 0.43 | 0.31 | 0.58 | 0.36 | 0.55 | 1.00 | 0.41 | 0.36 | 0.49 | 0.54 | 0.58 | 0.48 | 0.40 | 0.50 | 0.53 | 0.52 | 0.55 | 0.56 | 0.55 | 0.56 |
SWKS | 0.00 | 0.02 | 0.14 | 0.17 | 0.17 | 0.19 | 0.38 | 0.20 | 0.28 | 0.18 | 0.32 | 0.31 | 0.20 | 0.21 | 0.24 | 0.16 | 0.36 | 0.43 | 0.57 | 0.32 | 0.28 | 0.26 | 0.32 | 0.47 | 0.35 | 0.29 | 0.38 | 0.55 | 0.31 | 0.40 | 0.50 | 0.38 | 0.42 | 0.30 | 0.41 | 1.00 | 0.41 | 0.42 | 0.43 | 0.39 | 0.51 | 0.72 | 0.53 | 0.48 | 0.51 | 0.65 | 0.65 | 0.65 | 0.66 |
HD | 0.00 | 0.03 | 0.15 | 0.14 | 0.14 | 0.29 | 0.23 | 0.31 | 0.24 | 0.34 | 0.48 | 0.23 | 0.32 | 0.32 | 0.36 | 0.31 | 0.46 | 0.35 | 0.35 | 0.41 | 0.32 | 0.37 | 0.40 | 0.34 | 0.37 | 0.39 | 0.46 | 0.37 | 0.38 | 0.43 | 0.42 | 0.37 | 0.51 | 0.35 | 0.36 | 0.41 | 1.00 | 0.45 | 0.40 | 0.37 | 0.44 | 0.46 | 0.43 | 0.50 | 0.49 | 0.58 | 0.58 | 0.58 | 0.57 |
SNA | 0.00 | 0.01 | 0.13 | 0.11 | 0.11 | 0.24 | 0.22 | 0.30 | 0.36 | 0.24 | 0.32 | 0.35 | 0.27 | 0.30 | 0.29 | 0.32 | 0.37 | 0.24 | 0.27 | 0.33 | 0.43 | 0.43 | 0.42 | 0.28 | 0.52 | 0.43 | 0.43 | 0.31 | 0.45 | 0.44 | 0.30 | 0.51 | 0.53 | 0.51 | 0.49 | 0.42 | 0.45 | 1.00 | 0.50 | 0.50 | 0.49 | 0.42 | 0.52 | 0.48 | 0.52 | 0.54 | 0.54 | 0.54 | 0.56 |
ALLY | 0.00 | 0.04 | 0.13 | 0.14 | 0.13 | 0.19 | 0.25 | 0.22 | 0.38 | 0.18 | 0.27 | 0.42 | 0.22 | 0.27 | 0.27 | 0.25 | 0.36 | 0.28 | 0.31 | 0.30 | 0.47 | 0.43 | 0.46 | 0.34 | 0.47 | 0.46 | 0.37 | 0.32 | 0.47 | 0.38 | 0.31 | 0.67 | 0.36 | 0.49 | 0.54 | 0.43 | 0.40 | 0.50 | 1.00 | 0.60 | 0.49 | 0.43 | 0.51 | 0.54 | 0.56 | 0.55 | 0.55 | 0.55 | 0.58 |
JPM | 0.00 | 0.01 | 0.10 | 0.11 | 0.11 | 0.26 | 0.21 | 0.24 | 0.39 | 0.19 | 0.25 | 0.42 | 0.24 | 0.23 | 0.30 | 0.29 | 0.29 | 0.26 | 0.29 | 0.27 | 0.58 | 0.38 | 0.43 | 0.32 | 0.46 | 0.42 | 0.40 | 0.31 | 0.43 | 0.42 | 0.30 | 0.71 | 0.40 | 0.62 | 0.58 | 0.39 | 0.37 | 0.50 | 0.60 | 1.00 | 0.47 | 0.40 | 0.51 | 0.59 | 0.55 | 0.57 | 0.57 | 0.57 | 0.56 |
HPQ | 0.00 | 0.05 | 0.14 | 0.13 | 0.14 | 0.24 | 0.30 | 0.27 | 0.35 | 0.21 | 0.33 | 0.38 | 0.21 | 0.22 | 0.30 | 0.25 | 0.37 | 0.35 | 0.42 | 0.29 | 0.38 | 0.33 | 0.40 | 0.40 | 0.42 | 0.35 | 0.40 | 0.43 | 0.37 | 0.44 | 0.43 | 0.48 | 0.40 | 0.43 | 0.48 | 0.51 | 0.44 | 0.49 | 0.49 | 0.47 | 1.00 | 0.54 | 0.55 | 0.50 | 0.51 | 0.62 | 0.62 | 0.62 | 0.63 |
TXN | 0.00 | 0.01 | 0.15 | 0.16 | 0.17 | 0.25 | 0.38 | 0.29 | 0.29 | 0.25 | 0.35 | 0.30 | 0.26 | 0.25 | 0.30 | 0.25 | 0.36 | 0.45 | 0.58 | 0.35 | 0.30 | 0.29 | 0.35 | 0.50 | 0.37 | 0.30 | 0.41 | 0.52 | 0.32 | 0.46 | 0.55 | 0.37 | 0.47 | 0.35 | 0.40 | 0.72 | 0.46 | 0.42 | 0.43 | 0.40 | 0.54 | 1.00 | 0.55 | 0.52 | 0.53 | 0.69 | 0.69 | 0.68 | 0.68 |
GLW | 0.00 | 0.03 | 0.13 | 0.15 | 0.15 | 0.29 | 0.26 | 0.27 | 0.33 | 0.24 | 0.33 | 0.37 | 0.28 | 0.26 | 0.31 | 0.28 | 0.37 | 0.32 | 0.39 | 0.31 | 0.39 | 0.36 | 0.40 | 0.40 | 0.49 | 0.39 | 0.45 | 0.42 | 0.40 | 0.44 | 0.40 | 0.50 | 0.46 | 0.44 | 0.50 | 0.53 | 0.43 | 0.52 | 0.51 | 0.51 | 0.55 | 0.55 | 1.00 | 0.55 | 0.57 | 0.63 | 0.64 | 0.63 | 0.64 |
BLK | 0.00 | 0.03 | 0.16 | 0.16 | 0.16 | 0.32 | 0.31 | 0.33 | 0.34 | 0.31 | 0.32 | 0.34 | 0.32 | 0.29 | 0.36 | 0.35 | 0.40 | 0.40 | 0.42 | 0.39 | 0.42 | 0.36 | 0.46 | 0.46 | 0.46 | 0.38 | 0.47 | 0.43 | 0.40 | 0.50 | 0.47 | 0.54 | 0.49 | 0.49 | 0.53 | 0.48 | 0.50 | 0.48 | 0.54 | 0.59 | 0.50 | 0.52 | 0.55 | 1.00 | 0.71 | 0.68 | 0.68 | 0.69 | 0.69 |
TROW | 0.00 | 0.05 | 0.16 | 0.15 | 0.17 | 0.29 | 0.31 | 0.33 | 0.35 | 0.30 | 0.34 | 0.34 | 0.32 | 0.29 | 0.31 | 0.30 | 0.41 | 0.41 | 0.44 | 0.37 | 0.42 | 0.37 | 0.45 | 0.45 | 0.47 | 0.39 | 0.51 | 0.43 | 0.41 | 0.47 | 0.48 | 0.57 | 0.50 | 0.49 | 0.52 | 0.51 | 0.49 | 0.52 | 0.56 | 0.55 | 0.51 | 0.53 | 0.57 | 0.71 | 1.00 | 0.69 | 0.69 | 0.69 | 0.70 |
SPY | 0.00 | 0.05 | 0.19 | 0.20 | 0.20 | 0.34 | 0.44 | 0.41 | 0.40 | 0.38 | 0.39 | 0.40 | 0.40 | 0.35 | 0.43 | 0.40 | 0.44 | 0.61 | 0.61 | 0.49 | 0.45 | 0.44 | 0.48 | 0.66 | 0.48 | 0.45 | 0.51 | 0.67 | 0.47 | 0.57 | 0.72 | 0.52 | 0.57 | 0.52 | 0.55 | 0.65 | 0.58 | 0.54 | 0.55 | 0.57 | 0.62 | 0.69 | 0.63 | 0.68 | 0.69 | 1.00 | 1.00 | 1.00 | 0.98 |
VOO | 0.00 | 0.05 | 0.19 | 0.20 | 0.20 | 0.34 | 0.44 | 0.41 | 0.40 | 0.38 | 0.40 | 0.40 | 0.40 | 0.35 | 0.43 | 0.40 | 0.44 | 0.61 | 0.61 | 0.49 | 0.45 | 0.44 | 0.48 | 0.66 | 0.48 | 0.45 | 0.51 | 0.67 | 0.47 | 0.57 | 0.72 | 0.51 | 0.58 | 0.52 | 0.56 | 0.65 | 0.58 | 0.54 | 0.55 | 0.57 | 0.62 | 0.69 | 0.64 | 0.68 | 0.69 | 1.00 | 1.00 | 1.00 | 0.98 |
IVV | 0.00 | 0.06 | 0.19 | 0.20 | 0.21 | 0.34 | 0.44 | 0.41 | 0.40 | 0.38 | 0.40 | 0.40 | 0.40 | 0.35 | 0.42 | 0.40 | 0.44 | 0.61 | 0.61 | 0.49 | 0.45 | 0.44 | 0.48 | 0.66 | 0.48 | 0.45 | 0.51 | 0.67 | 0.47 | 0.57 | 0.72 | 0.52 | 0.58 | 0.52 | 0.55 | 0.65 | 0.58 | 0.54 | 0.55 | 0.57 | 0.62 | 0.68 | 0.63 | 0.69 | 0.69 | 1.00 | 1.00 | 1.00 | 0.98 |
VTI | 0.00 | 0.06 | 0.19 | 0.21 | 0.21 | 0.32 | 0.45 | 0.42 | 0.42 | 0.36 | 0.41 | 0.42 | 0.38 | 0.35 | 0.41 | 0.38 | 0.47 | 0.59 | 0.61 | 0.48 | 0.45 | 0.45 | 0.50 | 0.64 | 0.50 | 0.46 | 0.52 | 0.64 | 0.48 | 0.57 | 0.69 | 0.54 | 0.58 | 0.52 | 0.56 | 0.66 | 0.57 | 0.56 | 0.58 | 0.56 | 0.63 | 0.68 | 0.64 | 0.69 | 0.70 | 0.98 | 0.98 | 0.98 | 1.00 |