Пропорциональный
Распределение активов
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
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 месяц | 6 месяцев | С начала года | 1 год | 5 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% |
Активы портфеля: | ||||||
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% |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
USD=X | USDT-USD | BNB-USD | BTC-USD | ETH-USD | TSLA | JNJ | TSCO | BAH | DVN | CNQ | PEP | O | MDLZ | WSM | MCD | KO | AMZN | PLD | FNF | NVDA | KIM | REG | HIG | SPG | PKG | UPS | GOOGL | FITB | AAPL | HD | MFC | APD | SWKS | SNA | FAST | AFL | ALLY | MSFT | JPM | HPQ | TXN | GLW | BLK | TROW | VTI | VOO | SPY | IVV | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.02 | 0.05 | 0.03 | 0.04 | 0.02 | 0.00 | 0.01 | -0.00 | -0.02 | 0.04 | 0.04 | 0.02 | 0.01 | 0.05 | 0.04 | 0.04 | 0.06 | 0.04 | 0.02 | 0.04 | 0.04 | 0.04 | 0.05 | 0.01 | 0.01 | 0.03 | -0.01 | 0.05 | 0.02 | 0.05 | 0.03 | 0.02 | -0.00 | 0.03 | 0.04 | 0.03 | 0.05 | 0.01 | 0.04 | 0.01 | 0.03 | 0.02 | 0.04 | 0.05 | 0.05 | 0.05 | 0.05 |
BNB-USD | 0.00 | 0.02 | 1.00 | 0.67 | 0.69 | 0.11 | 0.08 | 0.09 | 0.09 | 0.07 | 0.11 | 0.09 | 0.08 | 0.06 | 0.13 | 0.10 | 0.08 | 0.14 | 0.11 | 0.13 | 0.15 | 0.11 | 0.11 | 0.09 | 0.12 | 0.10 | 0.10 | 0.14 | 0.11 | 0.14 | 0.13 | 0.13 | 0.13 | 0.13 | 0.12 | 0.12 | 0.11 | 0.12 | 0.15 | 0.09 | 0.13 | 0.14 | 0.12 | 0.15 | 0.16 | 0.18 | 0.18 | 0.18 | 0.18 |
BTC-USD | 0.00 | 0.05 | 0.67 | 1.00 | 0.80 | 0.13 | 0.06 | 0.09 | 0.07 | 0.08 | 0.12 | 0.06 | 0.06 | 0.06 | 0.11 | 0.10 | 0.05 | 0.17 | 0.10 | 0.13 | 0.18 | 0.12 | 0.11 | 0.11 | 0.13 | 0.09 | 0.10 | 0.17 | 0.13 | 0.16 | 0.12 | 0.16 | 0.11 | 0.16 | 0.09 | 0.09 | 0.10 | 0.14 | 0.17 | 0.12 | 0.13 | 0.16 | 0.14 | 0.15 | 0.15 | 0.20 | 0.20 | 0.20 | 0.20 |
ETH-USD | 0.00 | 0.03 | 0.69 | 0.80 | 1.00 | 0.12 | 0.08 | 0.08 | 0.07 | 0.09 | 0.14 | 0.08 | 0.05 | 0.07 | 0.13 | 0.09 | 0.07 | 0.16 | 0.10 | 0.11 | 0.18 | 0.11 | 0.09 | 0.11 | 0.11 | 0.10 | 0.10 | 0.18 | 0.12 | 0.17 | 0.13 | 0.15 | 0.13 | 0.16 | 0.10 | 0.10 | 0.11 | 0.13 | 0.17 | 0.11 | 0.14 | 0.16 | 0.14 | 0.15 | 0.16 | 0.20 | 0.20 | 0.20 | 0.20 |
TSLA | 0.00 | 0.04 | 0.11 | 0.13 | 0.12 | 1.00 | 0.08 | 0.20 | 0.19 | 0.18 | 0.19 | 0.14 | 0.17 | 0.15 | 0.26 | 0.17 | 0.14 | 0.39 | 0.22 | 0.18 | 0.44 | 0.23 | 0.21 | 0.15 | 0.27 | 0.17 | 0.21 | 0.36 | 0.21 | 0.40 | 0.23 | 0.25 | 0.23 | 0.39 | 0.22 | 0.26 | 0.17 | 0.25 | 0.40 | 0.23 | 0.31 | 0.37 | 0.26 | 0.32 | 0.32 | 0.45 | 0.44 | 0.44 | 0.44 |
JNJ | 0.00 | 0.02 | 0.08 | 0.06 | 0.08 | 0.08 | 1.00 | 0.21 | 0.29 | 0.11 | 0.11 | 0.46 | 0.27 | 0.42 | 0.13 | 0.34 | 0.44 | 0.17 | 0.32 | 0.20 | 0.14 | 0.22 | 0.26 | 0.25 | 0.21 | 0.30 | 0.28 | 0.25 | 0.18 | 0.25 | 0.30 | 0.25 | 0.33 | 0.20 | 0.24 | 0.33 | 0.34 | 0.19 | 0.30 | 0.26 | 0.25 | 0.28 | 0.31 | 0.33 | 0.30 | 0.36 | 0.39 | 0.39 | 0.38 |
TSCO | 0.00 | 0.00 | 0.09 | 0.09 | 0.08 | 0.20 | 0.21 | 1.00 | 0.26 | 0.20 | 0.16 | 0.25 | 0.15 | 0.26 | 0.42 | 0.25 | 0.20 | 0.27 | 0.25 | 0.23 | 0.31 | 0.22 | 0.22 | 0.24 | 0.22 | 0.29 | 0.32 | 0.27 | 0.26 | 0.30 | 0.50 | 0.25 | 0.29 | 0.31 | 0.31 | 0.44 | 0.26 | 0.26 | 0.35 | 0.26 | 0.34 | 0.35 | 0.32 | 0.32 | 0.34 | 0.42 | 0.41 | 0.41 | 0.41 |
BAH | 0.00 | 0.01 | 0.09 | 0.07 | 0.07 | 0.19 | 0.29 | 0.26 | 1.00 | 0.17 | 0.15 | 0.31 | 0.32 | 0.33 | 0.21 | 0.30 | 0.31 | 0.25 | 0.34 | 0.30 | 0.25 | 0.30 | 0.29 | 0.31 | 0.22 | 0.27 | 0.29 | 0.30 | 0.25 | 0.29 | 0.33 | 0.22 | 0.31 | 0.21 | 0.30 | 0.37 | 0.35 | 0.24 | 0.36 | 0.26 | 0.29 | 0.30 | 0.28 | 0.35 | 0.34 | 0.43 | 0.43 | 0.43 | 0.43 |
DVN | 0.00 | -0.00 | 0.07 | 0.08 | 0.09 | 0.18 | 0.11 | 0.20 | 0.17 | 1.00 | 0.69 | 0.09 | 0.14 | 0.13 | 0.27 | 0.16 | 0.16 | 0.18 | 0.13 | 0.30 | 0.24 | 0.30 | 0.29 | 0.38 | 0.35 | 0.36 | 0.28 | 0.25 | 0.47 | 0.25 | 0.22 | 0.45 | 0.29 | 0.33 | 0.36 | 0.27 | 0.40 | 0.45 | 0.22 | 0.44 | 0.41 | 0.32 | 0.40 | 0.37 | 0.36 | 0.45 | 0.43 | 0.43 | 0.43 |
CNQ | 0.00 | -0.02 | 0.11 | 0.12 | 0.14 | 0.19 | 0.11 | 0.16 | 0.15 | 0.69 | 1.00 | 0.10 | 0.15 | 0.14 | 0.26 | 0.17 | 0.19 | 0.19 | 0.17 | 0.31 | 0.25 | 0.30 | 0.28 | 0.32 | 0.35 | 0.36 | 0.28 | 0.26 | 0.42 | 0.27 | 0.25 | 0.49 | 0.31 | 0.29 | 0.38 | 0.27 | 0.37 | 0.40 | 0.21 | 0.41 | 0.37 | 0.32 | 0.37 | 0.38 | 0.37 | 0.45 | 0.43 | 0.43 | 0.43 |
PEP | 0.00 | 0.04 | 0.09 | 0.06 | 0.08 | 0.14 | 0.46 | 0.25 | 0.31 | 0.09 | 0.10 | 1.00 | 0.40 | 0.66 | 0.18 | 0.44 | 0.68 | 0.24 | 0.42 | 0.24 | 0.18 | 0.28 | 0.33 | 0.29 | 0.26 | 0.26 | 0.30 | 0.28 | 0.16 | 0.32 | 0.36 | 0.19 | 0.37 | 0.21 | 0.25 | 0.36 | 0.34 | 0.19 | 0.37 | 0.21 | 0.23 | 0.29 | 0.27 | 0.33 | 0.31 | 0.40 | 0.43 | 0.43 | 0.43 |
O | 0.00 | 0.04 | 0.08 | 0.06 | 0.05 | 0.17 | 0.27 | 0.15 | 0.32 | 0.14 | 0.15 | 0.40 | 1.00 | 0.37 | 0.20 | 0.34 | 0.45 | 0.18 | 0.61 | 0.35 | 0.17 | 0.61 | 0.65 | 0.33 | 0.56 | 0.26 | 0.27 | 0.23 | 0.22 | 0.24 | 0.32 | 0.23 | 0.31 | 0.22 | 0.31 | 0.32 | 0.35 | 0.26 | 0.29 | 0.22 | 0.23 | 0.26 | 0.27 | 0.28 | 0.29 | 0.38 | 0.38 | 0.38 | 0.39 |
MDLZ | 0.00 | 0.02 | 0.06 | 0.06 | 0.07 | 0.15 | 0.42 | 0.26 | 0.33 | 0.13 | 0.14 | 0.66 | 0.37 | 1.00 | 0.20 | 0.41 | 0.60 | 0.23 | 0.41 | 0.28 | 0.19 | 0.33 | 0.35 | 0.32 | 0.29 | 0.30 | 0.33 | 0.28 | 0.22 | 0.30 | 0.35 | 0.24 | 0.38 | 0.22 | 0.29 | 0.36 | 0.39 | 0.24 | 0.34 | 0.26 | 0.23 | 0.29 | 0.29 | 0.35 | 0.34 | 0.42 | 0.45 | 0.45 | 0.45 |
WSM | 0.00 | 0.01 | 0.13 | 0.11 | 0.13 | 0.26 | 0.13 | 0.42 | 0.21 | 0.27 | 0.26 | 0.18 | 0.20 | 0.20 | 1.00 | 0.21 | 0.17 | 0.33 | 0.25 | 0.30 | 0.37 | 0.32 | 0.31 | 0.26 | 0.35 | 0.30 | 0.38 | 0.29 | 0.35 | 0.29 | 0.47 | 0.32 | 0.29 | 0.35 | 0.38 | 0.39 | 0.29 | 0.36 | 0.29 | 0.32 | 0.39 | 0.36 | 0.38 | 0.40 | 0.42 | 0.46 | 0.44 | 0.44 | 0.44 |
MCD | 0.00 | 0.05 | 0.10 | 0.10 | 0.09 | 0.17 | 0.34 | 0.25 | 0.30 | 0.16 | 0.17 | 0.44 | 0.34 | 0.41 | 0.21 | 1.00 | 0.47 | 0.25 | 0.38 | 0.31 | 0.23 | 0.32 | 0.33 | 0.36 | 0.29 | 0.28 | 0.33 | 0.29 | 0.26 | 0.33 | 0.37 | 0.28 | 0.36 | 0.25 | 0.30 | 0.35 | 0.37 | 0.30 | 0.36 | 0.32 | 0.32 | 0.33 | 0.32 | 0.36 | 0.31 | 0.44 | 0.45 | 0.45 | 0.45 |
KO | 0.00 | 0.04 | 0.08 | 0.05 | 0.07 | 0.14 | 0.44 | 0.20 | 0.31 | 0.16 | 0.19 | 0.68 | 0.45 | 0.60 | 0.17 | 0.47 | 1.00 | 0.19 | 0.41 | 0.31 | 0.14 | 0.35 | 0.39 | 0.38 | 0.32 | 0.34 | 0.34 | 0.28 | 0.27 | 0.27 | 0.33 | 0.29 | 0.42 | 0.18 | 0.34 | 0.34 | 0.45 | 0.27 | 0.31 | 0.32 | 0.27 | 0.29 | 0.31 | 0.36 | 0.33 | 0.42 | 0.45 | 0.45 | 0.44 |
AMZN | 0.00 | 0.04 | 0.14 | 0.17 | 0.16 | 0.39 | 0.17 | 0.27 | 0.25 | 0.18 | 0.19 | 0.24 | 0.18 | 0.23 | 0.33 | 0.25 | 0.19 | 1.00 | 0.30 | 0.25 | 0.57 | 0.17 | 0.20 | 0.16 | 0.21 | 0.21 | 0.33 | 0.65 | 0.23 | 0.58 | 0.37 | 0.28 | 0.31 | 0.47 | 0.26 | 0.37 | 0.18 | 0.31 | 0.65 | 0.28 | 0.39 | 0.49 | 0.34 | 0.43 | 0.44 | 0.60 | 0.62 | 0.61 | 0.61 |
PLD | 0.00 | 0.06 | 0.11 | 0.10 | 0.10 | 0.22 | 0.32 | 0.25 | 0.34 | 0.13 | 0.17 | 0.42 | 0.61 | 0.41 | 0.25 | 0.38 | 0.41 | 0.30 | 1.00 | 0.35 | 0.30 | 0.48 | 0.53 | 0.31 | 0.47 | 0.30 | 0.36 | 0.35 | 0.24 | 0.36 | 0.39 | 0.25 | 0.37 | 0.31 | 0.32 | 0.39 | 0.33 | 0.28 | 0.42 | 0.26 | 0.29 | 0.35 | 0.31 | 0.38 | 0.36 | 0.49 | 0.50 | 0.50 | 0.50 |
FNF | 0.00 | 0.04 | 0.13 | 0.13 | 0.11 | 0.18 | 0.20 | 0.23 | 0.30 | 0.30 | 0.31 | 0.24 | 0.35 | 0.28 | 0.30 | 0.31 | 0.31 | 0.25 | 0.35 | 1.00 | 0.26 | 0.42 | 0.41 | 0.49 | 0.39 | 0.39 | 0.34 | 0.30 | 0.45 | 0.29 | 0.38 | 0.45 | 0.40 | 0.33 | 0.42 | 0.37 | 0.52 | 0.47 | 0.30 | 0.43 | 0.43 | 0.37 | 0.40 | 0.45 | 0.44 | 0.51 | 0.50 | 0.50 | 0.50 |
NVDA | 0.00 | 0.02 | 0.15 | 0.18 | 0.18 | 0.44 | 0.14 | 0.31 | 0.25 | 0.24 | 0.25 | 0.18 | 0.17 | 0.19 | 0.37 | 0.23 | 0.14 | 0.57 | 0.30 | 0.26 | 1.00 | 0.20 | 0.19 | 0.19 | 0.23 | 0.25 | 0.37 | 0.57 | 0.29 | 0.58 | 0.39 | 0.32 | 0.37 | 0.63 | 0.30 | 0.40 | 0.24 | 0.35 | 0.62 | 0.33 | 0.47 | 0.64 | 0.42 | 0.47 | 0.48 | 0.63 | 0.63 | 0.63 | 0.63 |
KIM | 0.00 | 0.04 | 0.11 | 0.12 | 0.11 | 0.23 | 0.22 | 0.22 | 0.30 | 0.30 | 0.30 | 0.28 | 0.61 | 0.33 | 0.32 | 0.32 | 0.35 | 0.17 | 0.48 | 0.42 | 0.20 | 1.00 | 0.79 | 0.44 | 0.72 | 0.41 | 0.33 | 0.23 | 0.42 | 0.25 | 0.37 | 0.37 | 0.31 | 0.29 | 0.44 | 0.34 | 0.46 | 0.47 | 0.26 | 0.42 | 0.35 | 0.31 | 0.40 | 0.37 | 0.38 | 0.47 | 0.46 | 0.46 | 0.46 |
REG | 0.00 | 0.04 | 0.11 | 0.11 | 0.09 | 0.21 | 0.26 | 0.22 | 0.29 | 0.29 | 0.28 | 0.33 | 0.65 | 0.35 | 0.31 | 0.33 | 0.39 | 0.20 | 0.53 | 0.41 | 0.19 | 0.79 | 1.00 | 0.44 | 0.73 | 0.38 | 0.33 | 0.25 | 0.41 | 0.26 | 0.38 | 0.37 | 0.35 | 0.27 | 0.45 | 0.34 | 0.44 | 0.45 | 0.28 | 0.40 | 0.36 | 0.31 | 0.37 | 0.36 | 0.39 | 0.47 | 0.47 | 0.47 | 0.47 |
HIG | 0.00 | 0.04 | 0.09 | 0.11 | 0.11 | 0.15 | 0.25 | 0.24 | 0.31 | 0.38 | 0.32 | 0.29 | 0.33 | 0.32 | 0.26 | 0.36 | 0.38 | 0.16 | 0.31 | 0.49 | 0.19 | 0.44 | 0.44 | 1.00 | 0.44 | 0.45 | 0.36 | 0.23 | 0.60 | 0.24 | 0.33 | 0.51 | 0.40 | 0.31 | 0.45 | 0.33 | 0.67 | 0.50 | 0.25 | 0.59 | 0.43 | 0.33 | 0.42 | 0.45 | 0.45 | 0.48 | 0.48 | 0.48 | 0.48 |
SPG | 0.00 | 0.05 | 0.12 | 0.13 | 0.11 | 0.27 | 0.21 | 0.22 | 0.22 | 0.35 | 0.35 | 0.26 | 0.56 | 0.29 | 0.35 | 0.29 | 0.32 | 0.21 | 0.47 | 0.39 | 0.23 | 0.72 | 0.73 | 0.44 | 1.00 | 0.38 | 0.34 | 0.26 | 0.44 | 0.30 | 0.35 | 0.41 | 0.32 | 0.31 | 0.46 | 0.32 | 0.44 | 0.49 | 0.28 | 0.44 | 0.39 | 0.32 | 0.41 | 0.39 | 0.41 | 0.48 | 0.47 | 0.47 | 0.47 |
PKG | 0.00 | 0.01 | 0.10 | 0.09 | 0.10 | 0.17 | 0.30 | 0.29 | 0.27 | 0.36 | 0.36 | 0.26 | 0.26 | 0.30 | 0.30 | 0.28 | 0.34 | 0.21 | 0.30 | 0.39 | 0.25 | 0.41 | 0.38 | 0.45 | 0.38 | 1.00 | 0.46 | 0.29 | 0.49 | 0.29 | 0.37 | 0.49 | 0.46 | 0.35 | 0.52 | 0.43 | 0.48 | 0.48 | 0.28 | 0.49 | 0.43 | 0.37 | 0.50 | 0.47 | 0.48 | 0.51 | 0.50 | 0.50 | 0.50 |
UPS | 0.00 | 0.01 | 0.10 | 0.10 | 0.10 | 0.21 | 0.28 | 0.32 | 0.29 | 0.28 | 0.28 | 0.30 | 0.27 | 0.33 | 0.38 | 0.33 | 0.34 | 0.33 | 0.36 | 0.34 | 0.37 | 0.33 | 0.33 | 0.36 | 0.34 | 0.46 | 1.00 | 0.34 | 0.40 | 0.40 | 0.48 | 0.37 | 0.45 | 0.39 | 0.45 | 0.52 | 0.38 | 0.37 | 0.39 | 0.42 | 0.43 | 0.43 | 0.48 | 0.50 | 0.52 | 0.55 | 0.55 | 0.55 | 0.55 |
GOOGL | 0.00 | 0.03 | 0.14 | 0.17 | 0.18 | 0.36 | 0.25 | 0.27 | 0.30 | 0.25 | 0.26 | 0.28 | 0.23 | 0.28 | 0.29 | 0.29 | 0.28 | 0.65 | 0.35 | 0.30 | 0.57 | 0.23 | 0.25 | 0.23 | 0.26 | 0.29 | 0.34 | 1.00 | 0.30 | 0.61 | 0.39 | 0.36 | 0.38 | 0.52 | 0.32 | 0.42 | 0.29 | 0.37 | 0.70 | 0.36 | 0.45 | 0.55 | 0.45 | 0.51 | 0.49 | 0.67 | 0.69 | 0.69 | 0.69 |
FITB | 0.00 | -0.01 | 0.11 | 0.13 | 0.12 | 0.21 | 0.18 | 0.26 | 0.25 | 0.47 | 0.42 | 0.16 | 0.22 | 0.22 | 0.35 | 0.26 | 0.27 | 0.23 | 0.24 | 0.45 | 0.29 | 0.42 | 0.41 | 0.60 | 0.44 | 0.49 | 0.40 | 0.30 | 1.00 | 0.27 | 0.36 | 0.59 | 0.38 | 0.39 | 0.51 | 0.38 | 0.61 | 0.68 | 0.27 | 0.75 | 0.50 | 0.38 | 0.51 | 0.55 | 0.57 | 0.56 | 0.54 | 0.54 | 0.54 |
AAPL | 0.00 | 0.05 | 0.14 | 0.16 | 0.17 | 0.40 | 0.25 | 0.30 | 0.29 | 0.25 | 0.27 | 0.32 | 0.24 | 0.30 | 0.29 | 0.33 | 0.27 | 0.58 | 0.36 | 0.29 | 0.58 | 0.25 | 0.26 | 0.24 | 0.30 | 0.29 | 0.40 | 0.61 | 0.27 | 1.00 | 0.40 | 0.35 | 0.41 | 0.59 | 0.34 | 0.42 | 0.29 | 0.34 | 0.66 | 0.35 | 0.47 | 0.57 | 0.46 | 0.46 | 0.47 | 0.68 | 0.70 | 0.70 | 0.70 |
HD | 0.00 | 0.02 | 0.13 | 0.12 | 0.13 | 0.23 | 0.30 | 0.50 | 0.33 | 0.22 | 0.25 | 0.36 | 0.32 | 0.35 | 0.47 | 0.37 | 0.33 | 0.37 | 0.39 | 0.38 | 0.39 | 0.37 | 0.38 | 0.33 | 0.35 | 0.37 | 0.48 | 0.39 | 0.36 | 0.40 | 1.00 | 0.36 | 0.44 | 0.41 | 0.44 | 0.53 | 0.37 | 0.39 | 0.46 | 0.38 | 0.45 | 0.48 | 0.45 | 0.50 | 0.50 | 0.58 | 0.59 | 0.59 | 0.59 |
MFC | 0.00 | 0.05 | 0.13 | 0.16 | 0.15 | 0.25 | 0.25 | 0.25 | 0.22 | 0.45 | 0.49 | 0.19 | 0.23 | 0.24 | 0.32 | 0.28 | 0.29 | 0.28 | 0.25 | 0.45 | 0.32 | 0.37 | 0.37 | 0.51 | 0.41 | 0.49 | 0.37 | 0.36 | 0.59 | 0.35 | 0.36 | 1.00 | 0.45 | 0.42 | 0.50 | 0.39 | 0.57 | 0.56 | 0.33 | 0.61 | 0.51 | 0.41 | 0.51 | 0.54 | 0.52 | 0.57 | 0.56 | 0.56 | 0.56 |
APD | 0.00 | 0.03 | 0.13 | 0.11 | 0.13 | 0.23 | 0.33 | 0.29 | 0.31 | 0.29 | 0.31 | 0.37 | 0.31 | 0.38 | 0.29 | 0.36 | 0.42 | 0.31 | 0.37 | 0.40 | 0.37 | 0.31 | 0.35 | 0.40 | 0.32 | 0.46 | 0.45 | 0.38 | 0.38 | 0.41 | 0.44 | 0.45 | 1.00 | 0.43 | 0.46 | 0.47 | 0.46 | 0.40 | 0.44 | 0.45 | 0.45 | 0.49 | 0.47 | 0.54 | 0.49 | 0.60 | 0.60 | 0.60 | 0.60 |
SWKS | 0.00 | 0.02 | 0.13 | 0.16 | 0.16 | 0.39 | 0.20 | 0.31 | 0.21 | 0.33 | 0.29 | 0.21 | 0.22 | 0.22 | 0.35 | 0.25 | 0.18 | 0.47 | 0.31 | 0.33 | 0.63 | 0.29 | 0.27 | 0.31 | 0.31 | 0.35 | 0.39 | 0.52 | 0.39 | 0.59 | 0.41 | 0.42 | 0.43 | 1.00 | 0.41 | 0.43 | 0.33 | 0.43 | 0.54 | 0.42 | 0.52 | 0.72 | 0.54 | 0.50 | 0.53 | 0.67 | 0.66 | 0.66 | 0.66 |
SNA | 0.00 | -0.00 | 0.12 | 0.09 | 0.10 | 0.22 | 0.24 | 0.31 | 0.30 | 0.36 | 0.38 | 0.25 | 0.31 | 0.29 | 0.38 | 0.30 | 0.34 | 0.26 | 0.32 | 0.42 | 0.30 | 0.44 | 0.45 | 0.45 | 0.46 | 0.52 | 0.45 | 0.32 | 0.51 | 0.34 | 0.44 | 0.50 | 0.46 | 0.41 | 1.00 | 0.53 | 0.53 | 0.50 | 0.33 | 0.52 | 0.51 | 0.42 | 0.54 | 0.47 | 0.52 | 0.56 | 0.55 | 0.55 | 0.55 |
FAST | 0.00 | 0.03 | 0.12 | 0.09 | 0.10 | 0.26 | 0.33 | 0.44 | 0.37 | 0.27 | 0.27 | 0.36 | 0.32 | 0.36 | 0.39 | 0.35 | 0.34 | 0.37 | 0.39 | 0.37 | 0.40 | 0.34 | 0.34 | 0.33 | 0.32 | 0.43 | 0.52 | 0.42 | 0.38 | 0.42 | 0.53 | 0.39 | 0.47 | 0.43 | 0.53 | 1.00 | 0.39 | 0.39 | 0.44 | 0.42 | 0.44 | 0.50 | 0.49 | 0.50 | 0.51 | 0.60 | 0.60 | 0.60 | 0.60 |
AFL | 0.00 | 0.04 | 0.11 | 0.10 | 0.11 | 0.17 | 0.34 | 0.26 | 0.35 | 0.40 | 0.37 | 0.34 | 0.35 | 0.39 | 0.29 | 0.37 | 0.45 | 0.18 | 0.33 | 0.52 | 0.24 | 0.46 | 0.44 | 0.67 | 0.44 | 0.48 | 0.38 | 0.29 | 0.61 | 0.29 | 0.37 | 0.57 | 0.46 | 0.33 | 0.53 | 0.39 | 1.00 | 0.52 | 0.31 | 0.64 | 0.46 | 0.38 | 0.48 | 0.53 | 0.52 | 0.55 | 0.56 | 0.56 | 0.56 |
ALLY | 0.00 | 0.03 | 0.12 | 0.14 | 0.13 | 0.25 | 0.19 | 0.26 | 0.24 | 0.45 | 0.40 | 0.19 | 0.26 | 0.24 | 0.36 | 0.30 | 0.27 | 0.31 | 0.28 | 0.47 | 0.35 | 0.47 | 0.45 | 0.50 | 0.49 | 0.48 | 0.37 | 0.37 | 0.68 | 0.34 | 0.39 | 0.56 | 0.40 | 0.43 | 0.50 | 0.39 | 0.52 | 1.00 | 0.34 | 0.63 | 0.49 | 0.44 | 0.54 | 0.56 | 0.57 | 0.59 | 0.57 | 0.58 | 0.57 |
MSFT | 0.00 | 0.05 | 0.15 | 0.17 | 0.17 | 0.40 | 0.30 | 0.35 | 0.36 | 0.22 | 0.21 | 0.37 | 0.29 | 0.34 | 0.29 | 0.36 | 0.31 | 0.65 | 0.42 | 0.30 | 0.62 | 0.26 | 0.28 | 0.25 | 0.28 | 0.28 | 0.39 | 0.70 | 0.27 | 0.66 | 0.46 | 0.33 | 0.44 | 0.54 | 0.33 | 0.44 | 0.31 | 0.34 | 1.00 | 0.33 | 0.48 | 0.59 | 0.44 | 0.51 | 0.52 | 0.72 | 0.74 | 0.74 | 0.74 |
JPM | 0.00 | 0.01 | 0.09 | 0.12 | 0.11 | 0.23 | 0.26 | 0.26 | 0.26 | 0.44 | 0.41 | 0.21 | 0.22 | 0.26 | 0.32 | 0.32 | 0.32 | 0.28 | 0.26 | 0.43 | 0.33 | 0.42 | 0.40 | 0.59 | 0.44 | 0.49 | 0.42 | 0.36 | 0.75 | 0.35 | 0.38 | 0.61 | 0.45 | 0.42 | 0.52 | 0.42 | 0.64 | 0.63 | 0.33 | 1.00 | 0.51 | 0.42 | 0.53 | 0.61 | 0.57 | 0.59 | 0.60 | 0.60 | 0.60 |
HPQ | 0.00 | 0.04 | 0.13 | 0.13 | 0.14 | 0.31 | 0.25 | 0.34 | 0.29 | 0.41 | 0.37 | 0.23 | 0.23 | 0.23 | 0.39 | 0.32 | 0.27 | 0.39 | 0.29 | 0.43 | 0.47 | 0.35 | 0.36 | 0.43 | 0.39 | 0.43 | 0.43 | 0.45 | 0.50 | 0.47 | 0.45 | 0.51 | 0.45 | 0.52 | 0.51 | 0.44 | 0.46 | 0.49 | 0.48 | 0.51 | 1.00 | 0.55 | 0.56 | 0.53 | 0.54 | 0.66 | 0.65 | 0.65 | 0.65 |
TXN | 0.00 | 0.01 | 0.14 | 0.16 | 0.16 | 0.37 | 0.28 | 0.35 | 0.30 | 0.32 | 0.32 | 0.29 | 0.26 | 0.29 | 0.36 | 0.33 | 0.29 | 0.49 | 0.35 | 0.37 | 0.64 | 0.31 | 0.31 | 0.33 | 0.32 | 0.37 | 0.43 | 0.55 | 0.38 | 0.57 | 0.48 | 0.41 | 0.49 | 0.72 | 0.42 | 0.50 | 0.38 | 0.44 | 0.59 | 0.42 | 0.55 | 1.00 | 0.57 | 0.54 | 0.55 | 0.70 | 0.71 | 0.71 | 0.71 |
GLW | 0.00 | 0.03 | 0.12 | 0.14 | 0.14 | 0.26 | 0.31 | 0.32 | 0.28 | 0.40 | 0.37 | 0.27 | 0.27 | 0.29 | 0.38 | 0.32 | 0.31 | 0.34 | 0.31 | 0.40 | 0.42 | 0.40 | 0.37 | 0.42 | 0.41 | 0.50 | 0.48 | 0.45 | 0.51 | 0.46 | 0.45 | 0.51 | 0.47 | 0.54 | 0.54 | 0.49 | 0.48 | 0.54 | 0.44 | 0.53 | 0.56 | 0.57 | 1.00 | 0.58 | 0.58 | 0.66 | 0.66 | 0.66 | 0.66 |
BLK | 0.00 | 0.02 | 0.15 | 0.15 | 0.15 | 0.32 | 0.33 | 0.32 | 0.35 | 0.37 | 0.38 | 0.33 | 0.28 | 0.35 | 0.40 | 0.36 | 0.36 | 0.43 | 0.38 | 0.45 | 0.47 | 0.37 | 0.36 | 0.45 | 0.39 | 0.47 | 0.50 | 0.51 | 0.55 | 0.46 | 0.50 | 0.54 | 0.54 | 0.50 | 0.47 | 0.50 | 0.53 | 0.56 | 0.51 | 0.61 | 0.53 | 0.54 | 0.58 | 1.00 | 0.74 | 0.72 | 0.71 | 0.71 | 0.71 |
TROW | 0.00 | 0.04 | 0.16 | 0.15 | 0.16 | 0.32 | 0.30 | 0.34 | 0.34 | 0.36 | 0.37 | 0.31 | 0.29 | 0.34 | 0.42 | 0.31 | 0.33 | 0.44 | 0.36 | 0.44 | 0.48 | 0.38 | 0.39 | 0.45 | 0.41 | 0.48 | 0.52 | 0.49 | 0.57 | 0.47 | 0.50 | 0.52 | 0.49 | 0.53 | 0.52 | 0.51 | 0.52 | 0.57 | 0.52 | 0.57 | 0.54 | 0.55 | 0.58 | 0.74 | 1.00 | 0.72 | 0.71 | 0.71 | 0.71 |
VTI | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.45 | 0.36 | 0.42 | 0.43 | 0.45 | 0.45 | 0.40 | 0.38 | 0.42 | 0.46 | 0.44 | 0.42 | 0.60 | 0.49 | 0.51 | 0.63 | 0.47 | 0.47 | 0.48 | 0.48 | 0.51 | 0.55 | 0.67 | 0.56 | 0.68 | 0.58 | 0.57 | 0.60 | 0.67 | 0.56 | 0.60 | 0.55 | 0.59 | 0.72 | 0.59 | 0.66 | 0.70 | 0.66 | 0.72 | 0.72 | 1.00 | 0.98 | 0.98 | 0.98 |
VOO | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.44 | 0.39 | 0.41 | 0.43 | 0.43 | 0.43 | 0.43 | 0.38 | 0.45 | 0.44 | 0.45 | 0.45 | 0.62 | 0.50 | 0.50 | 0.63 | 0.46 | 0.47 | 0.48 | 0.47 | 0.50 | 0.55 | 0.69 | 0.54 | 0.70 | 0.59 | 0.56 | 0.60 | 0.66 | 0.55 | 0.60 | 0.56 | 0.57 | 0.74 | 0.60 | 0.65 | 0.71 | 0.66 | 0.71 | 0.71 | 0.98 | 1.00 | 1.00 | 1.00 |
SPY | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.44 | 0.39 | 0.41 | 0.43 | 0.43 | 0.43 | 0.43 | 0.38 | 0.45 | 0.44 | 0.45 | 0.45 | 0.61 | 0.50 | 0.50 | 0.63 | 0.46 | 0.47 | 0.48 | 0.47 | 0.50 | 0.55 | 0.69 | 0.54 | 0.70 | 0.59 | 0.56 | 0.60 | 0.66 | 0.55 | 0.60 | 0.56 | 0.58 | 0.74 | 0.60 | 0.65 | 0.71 | 0.66 | 0.71 | 0.71 | 0.98 | 1.00 | 1.00 | 1.00 |
IVV | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.44 | 0.38 | 0.41 | 0.43 | 0.43 | 0.43 | 0.43 | 0.39 | 0.45 | 0.44 | 0.45 | 0.44 | 0.61 | 0.50 | 0.50 | 0.63 | 0.46 | 0.47 | 0.48 | 0.47 | 0.50 | 0.55 | 0.69 | 0.54 | 0.70 | 0.59 | 0.56 | 0.60 | 0.66 | 0.55 | 0.60 | 0.56 | 0.57 | 0.74 | 0.60 | 0.65 | 0.71 | 0.66 | 0.71 | 0.71 | 0.98 | 1.00 | 1.00 | 1.00 |
Дивидендный доход
Дивидендная доходность Пропорциональный за предыдущие двенадцать месяцев составила 2.78%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Пропорциональный | 2.78% | 2.69% | 2.01% | 2.75% | 2.72% | 3.18% | 2.72% | 2.72% | 2.86% | 2.77% | 3.14% | 4.11% |
Активы портфеля: | ||||||||||||
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.
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 | |
---|---|---|---|---|---|
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.
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. | 38 | 23 мар. 2020 г. | 162 | 1 сент. 2020 г. | 200 |
-25.03% | 8 нояб. 2021 г. | 329 | 2 окт. 2022 г. | — | — | — |
-20.09% | 14 янв. 2018 г. | 346 | 25 дек. 2018 г. | 101 | 5 апр. 2019 г. | 447 |
-9.68% | 3 сент. 2020 г. | 21 | 23 сент. 2020 г. | 47 | 9 нояб. 2020 г. | 68 |
-7.65% | 10 мая 2021 г. | 71 | 19 июл. 2021 г. | 23 | 11 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.