Пропорциональный
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Пропорциональный
Последнее обновление 12 нояб. 2024 г.
Распределение активов
Раз в квартал
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
Пропорциональный
Benchmark (^GSPC)
Активы портфеля
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 (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Пропорциональный | 27.92% | 5.25% | 17.72% | 43.82% | 23.96% | N/A |
| Активы портфеля: | ||||||
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A |
O | 5.18% | -6.22% | 7.81% | 21.76% | -0.35% | N/A |
SPG | 32.12% | 6.18% | 26.59% | 65.80% | 9.40% | N/A |
KIM | 21.80% | 8.11% | 33.89% | 47.37% | 8.16% | N/A |
REG | 13.93% | 5.26% | 26.27% | 27.60% | 6.98% | N/A |
VTI | 26.70% | 3.99% | 16.01% | 38.81% | 15.40% | N/A |
SPY | 27.16% | 3.31% | 15.67% | 37.73% | 15.91% | N/A |
IVV | 27.23% | 3.30% | 15.70% | 37.83% | 15.98% | N/A |
VOO | 27.26% | 3.32% | 15.73% | 37.86% | 15.98% | N/A |
KO | 9.97% | -8.93% | 1.12% | 15.16% | 7.14% | N/A |
MSFT | 11.77% | 0.41% | 1.40% | 13.93% | 24.33% | N/A |
MCD | 3.54% | -1.15% | 12.51% | 15.33% | 11.67% | N/A |
AMZN Amazon.com, Inc. | 36.13% | 9.54% | 10.86% | 44.08% | 18.73% | 28.95% |
JNJ | 1.23% | -3.98% | 4.14% | 8.62% | 6.27% | N/A |
GOOGL Alphabet Inc. | 29.43% | 10.48% | 6.89% | 36.36% | 22.78% | 20.67% |
TSLA | 40.86% | 60.70% | 103.62% | 63.06% | 72.26% | N/A |
NVDA | 193.39% | 7.76% | 60.71% | 200.62% | 94.72% | N/A |
AAPL Apple Inc | 17.04% | -1.35% | 20.64% | 20.88% | 28.46% | 24.39% |
PEP | -1.03% | -6.04% | -7.79% | 1.47% | 7.28% | N/A |
JPM | 44.04% | 7.65% | 21.82% | 67.32% | 16.57% | N/A |
BLK BlackRock, Inc. | 32.26% | 6.42% | 35.02% | 62.53% | 19.76% | 14.65% |
TROW | 13.20% | 8.21% | 7.06% | 33.20% | 3.49% | N/A |
ALLY Ally Financial Inc. | 10.92% | 6.21% | -3.86% | 51.71% | 7.51% | 7.27% |
UPS | -13.32% | -2.22% | -11.50% | -1.32% | 4.83% | N/A |
HPQ HP Inc. | 28.34% | 1.78% | 27.83% | 41.10% | 17.83% | 11.98% |
FAST Fastenal Company | 33.17% | 10.37% | 26.59% | 44.63% | 21.72% | 17.34% |
HD The Home Depot, Inc. | 20.07% | -0.88% | 21.31% | 43.66% | 14.45% | 18.08% |
APD Air Products and Chemicals, Inc. | 16.98% | -0.87% | 27.06% | 21.43% | 8.26% | 12.47% |
TXN | 30.25% | 5.94% | 16.44% | 50.84% | 15.94% | N/A |
MFC | 52.46% | 6.61% | 28.99% | 82.71% | 16.88% | N/A |
PKG | 51.16% | 10.80% | 34.81% | 59.42% | 20.19% | N/A |
BAH Booz Allen Hamilton Holding Corporation | 44.88% | 14.04% | 21.63% | 47.62% | 22.30% | 23.51% |
GLW Corning Incorporated | 64.39% | 5.29% | 44.76% | 82.61% | 14.18% | 12.11% |
WSM | 30.81% | -9.69% | -17.08% | 77.91% | 32.34% | N/A |
FITB Fifth Third Bancorp | 40.77% | 7.66% | 25.86% | 95.69% | 14.14% | 12.65% |
FNF Fidelity National Financial, Inc. | 21.21% | -0.51% | 19.16% | 42.16% | 10.25% | 15.16% |
SWKS | -20.14% | -9.58% | -5.00% | 0.45% | -0.80% | N/A |
MDLZ | -7.00% | -6.45% | -6.70% | -1.97% | 7.06% | N/A |
PLD | -12.38% | -5.11% | 7.67% | 12.43% | 8.09% | N/A |
DVN Devon Energy Corporation | -11.55% | -9.31% | -20.45% | -10.61% | 19.20% | -1.44% |
CNQ Canadian Natural Resources Limited | 8.05% | -8.99% | -8.32% | 10.93% | 26.61% | 11.66% |
TSCO | 32.60% | -7.19% | 4.48% | 44.37% | 25.70% | N/A |
AFL Aflac Incorporated | 36.12% | -2.50% | 29.96% | 38.54% | 18.18% | 16.87% |
SNA | 27.86% | 24.00% | 31.02% | 37.68% | 20.23% | N/A |
HIG The Hartford Financial Services Group, Inc. | 48.42% | 0.29% | 18.08% | 62.28% | 16.56% | 13.90% |
BTC-USD Bitcoin | 109.87% | 40.37% | 41.02% | 139.38% | 58.71% | 71.72% |
ETH-USD Ethereum | 47.92% | 36.27% | 14.43% | 65.01% | 78.11% | N/A |
BNB-USD Binance Coin | 111.85% | 14.82% | 11.88% | 167.28% | 98.92% | N/A |
USDT-USD | 0.14% | 0.14% | 0.13% | 0.10% | -0.04% | 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% | 6.24% | 5.29% | -4.48% | 4.68% | 1.08% | 4.04% | 2.18% | 2.05% | -0.58% | 27.92% | ||
| 2023 | 9.53% | -2.47% | 2.09% | 1.05% | -2.02% | 6.33% | 3.59% | -4.03% | -4.01% | -0.66% | 8.94% | 7.51% | 27.47% |
| 2022 | -4.82% | -2.32% | 3.88% | -6.90% | -1.62% | -10.14% | 10.96% | -4.35% | -9.37% | 9.69% | 4.15% | -4.80% | -16.86% |
| 2021 | 4.28% | 13.13% | 10.92% | 8.79% | -1.00% | -0.42% | 2.28% | 5.56% | -4.40% | 10.31% | 0.67% | 2.06% | 64.19% |
| 2020 | 2.59% | -5.95% | -21.42% | 16.53% | 3.36% | 5.00% | 5.39% | 8.13% | -3.67% | -1.45% | 17.90% | 7.13% | 31.02% |
| 2019 | 6.81% | 4.41% | 4.16% | 3.70% | 0.69% | 7.66% | 0.64% | -2.52% | 3.23% | 2.41% | 0.43% | 1.23% | 37.70% |
| 2018 | 2.12% | -4.96% | -4.24% | 4.12% | 1.29% | 0.76% | 3.55% | 1.20% | -1.44% | -4.51% | -1.06% | -6.96% | -10.32% |
| 2017 | 4.33% | 9.78% | 14.53% |
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
Ранг риск-скорректированной доходности
Текущий ранг Пропорциональный среди портфелей на нашем сайте составляет 31, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
USD=X | — | — | — | — | — |
O | 1.18 | 1.66 | 1.21 | 0.21 | 6.11 |
SPG | 1.67 | 2.27 | 1.28 | 1.19 | 8.79 |
KIM | 2.34 | 3.00 | 1.39 | 0.73 | 13.87 |
REG | 1.85 | 2.53 | 1.31 | 0.55 | 11.45 |
VTI | 2.06 | 2.77 | 1.38 | 0.98 | 12.09 |
SPY | 2.10 | 2.81 | 1.38 | 0.99 | 12.55 |
IVV | 2.10 | 2.82 | 1.38 | 1.00 | 12.58 |
VOO | 2.10 | 2.81 | 1.38 | 0.99 | 12.64 |
KO | 0.96 | 1.39 | 1.17 | 0.22 | 3.72 |
MSFT | 0.08 | 0.24 | 1.03 | 0.01 | 0.22 |
MCD | 0.38 | 0.65 | 1.08 | 0.07 | 0.87 |
AMZN Amazon.com, Inc. | 0.89 | 1.34 | 1.17 | 0.38 | 3.58 |
JNJ | -0.13 | -0.09 | 0.99 | — | -0.35 |
GOOGL Alphabet Inc. | 2.08 | 2.81 | 1.37 | 1.01 | 5.75 |
TSLA | 2.18 | 2.99 | 1.35 | 1.23 | 12.66 |
NVDA | 2.12 | 2.55 | 1.32 | 2.23 | 11.65 |
AAPL Apple Inc | 1.78 | 2.53 | 1.32 | 0.98 | 11.02 |
PEP | 0.08 | 0.24 | 1.03 | 0.01 | 0.24 |
JPM | 1.77 | 2.45 | 1.36 | 1.76 | 12.01 |
BLK BlackRock, Inc. | 2.38 | 3.20 | 1.39 | 0.92 | 8.98 |
TROW | 0.29 | 0.58 | 1.07 | 0.02 | 0.90 |
ALLY Ally Financial Inc. | 0.17 | 0.45 | 1.07 | 0.03 | 0.52 |
UPS | -0.56 | -0.56 | 0.91 | — | -1.22 |
HPQ HP Inc. | 1.57 | 2.46 | 1.32 | 0.75 | 8.01 |
FAST Fastenal Company | 0.90 | 1.55 | 1.20 | 0.30 | 1.83 |
HD The Home Depot, Inc. | 0.66 | 1.03 | 1.12 | 0.18 | 1.43 |
APD Air Products and Chemicals, Inc. | 2.13 | 3.36 | 1.42 | 0.78 | 11.57 |
TXN | 1.47 | 2.07 | 1.25 | 1.06 | 10.39 |
MFC | 2.90 | 3.84 | 1.49 | 2.20 | 17.22 |
PKG | 2.66 | 3.78 | 1.48 | 1.91 | 14.78 |
BAH Booz Allen Hamilton Holding Corporation | 1.43 | 2.01 | 1.30 | 0.94 | 9.39 |
GLW Corning Incorporated | 2.71 | 3.81 | 1.51 | 1.32 | 13.11 |
WSM | 0.33 | 0.80 | 1.10 | 0.18 | 1.47 |
FITB Fifth Third Bancorp | 2.24 | 3.20 | 1.38 | 0.91 | 13.83 |
FNF Fidelity National Financial, Inc. | 1.37 | 1.81 | 1.25 | 0.92 | 7.60 |
SWKS | -0.53 | -0.50 | 0.93 | — | -1.57 |
MDLZ | -0.47 | -0.59 | 0.94 | — | -1.57 |
PLD | -0.71 | -0.85 | 0.90 | — | -1.41 |
DVN Devon Energy Corporation | -0.54 | -0.60 | 0.93 | -0.14 | -0.83 |
CNQ Canadian Natural Resources Limited | 0.02 | 0.20 | 1.03 | 0.00 | 0.05 |
TSCO | 0.70 | 1.08 | 1.14 | 0.36 | 2.98 |
AFL Aflac Incorporated | 3.35 | 4.28 | 1.63 | 2.84 | 24.68 |
SNA | 1.83 | 2.77 | 1.38 | 1.23 | 6.95 |
HIG The Hartford Financial Services Group, Inc. | 1.75 | 2.27 | 1.34 | 1.36 | 11.63 |
BTC-USD Bitcoin | 0.84 | 1.51 | 1.15 | 0.66 | 3.48 |
ETH-USD Ethereum | -0.15 | 0.27 | 1.03 | 0.00 | -0.37 |
BNB-USD Binance Coin | 1.54 | 2.24 | 1.23 | 1.09 | 5.40 |
USDT-USD | -0.03 | -0.05 | 1.00 | — | -0.11 |
Пропорциональный
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Пропорциональный за предыдущие двенадцать месяцев составила 2.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.28% | 2.52% | 2.61% | 1.90% | 2.49% | 2.36% | 2.68% | 2.19% | 2.15% | 2.19% | 2.06% | 2.23% |
| 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 | 5.41% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
SPG | 4.36% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
KIM | 4.19% | 4.79% | 3.97% | 2.76% | 3.60% | 5.41% | 7.65% | 6.01% | 4.11% | 3.68% | 3.64% | 4.33% |
REG | 3.62% | 3.91% | 4.04% | 3.20% | 5.22% | 3.71% | 3.78% | 3.04% | 2.90% | 2.85% | 2.95% | 4.00% |
VTI | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SPY | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
IVV | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
VOO | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
KO | 3.02% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
MSFT | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MCD | 2.22% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
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 | 3.13% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
GOOGL Alphabet Inc. | 0.22% | 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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
PEP | 3.20% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
JPM | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
BLK BlackRock, Inc. | 1.93% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
TROW | 4.19% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% | 1.81% |
ALLY Ally Financial Inc. | 3.20% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% | 0.00% | 0.00% |
UPS | 3.72% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
HPQ HP Inc. | 2.93% | 3.54% | 3.77% | 2.21% | 2.94% | 3.19% | 2.82% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
FAST Fastenal Company | 2.30% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% | 1.68% |
HD The Home Depot, Inc. | 2.17% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
APD Air Products and Chemicals, Inc. | 2.25% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.14% | 2.54% |
TXN | 2.44% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
MFC | 3.87% | 4.86% | 5.71% | 4.91% | 6.27% | 3.71% | 4.97% | 3.02% | 3.13% | 3.50% | 3.36% | 2.58% |
PKG | 2.07% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% |
BAH Booz Allen Hamilton Holding Corporation | 1.09% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% | 7.26% |
GLW Corning Incorporated | 2.29% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% | 2.19% |
WSM | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
FITB Fifth Third Bancorp | 3.01% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% | 2.50% | 2.23% |
FNF Fidelity National Financial, Inc. | 3.19% | 3.59% | 4.57% | 2.99% | 3.45% | 3.54% | 3.82% | 2.07% | 2.59% | 2.31% | 1.93% | 2.04% |
SWKS | 3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
MDLZ | 2.64% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
PLD | 3.29% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
DVN Devon Energy Corporation | 5.13% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
CNQ Canadian Natural Resources Limited | 4.46% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.19% | 3.22% | 2.60% | 1.62% |
TSCO | 1.54% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% | 0.63% |
AFL Aflac Incorporated | 1.74% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
SNA | 2.06% | 2.33% | 2.57% | 2.37% | 2.61% | 2.32% | 2.35% | 1.69% | 1.48% | 1.28% | 1.35% | 1.44% |
HIG The Hartford Financial Services Group, Inc. | 1.60% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% | 1.38% |
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% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Пропорциональный
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Пропорциональный показал максимальную просадку в 38.52%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 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 |
|---|---|---|---|---|---|---|
| -38.52% | 15 февр. 2020 г. | 38 | 23 мар. 2020 г. | 162 | 1 сент. 2020 г. | 200 |
| -25.04% | 8 нояб. 2021 г. | 329 | 2 окт. 2022 г. | 437 | 13 дек. 2023 г. | 766 |
| -20.1% | 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 |
| -7.63% | 10 мая 2021 г. | 71 | 19 июл. 2021 г. | 22 | 10 авг. 2021 г. | 93 |
Волатильность
График волатильности
Текущая волатильность Пропорциональный составляет 3.68%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Пропорциональный
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| USD=X | USDT-USD | BNB-USD | ETH-USD | BTC-USD | JNJ | TSLA | BAH | CNQ | TSCO | PEP | DVN | MDLZ | O | MCD | KO | WSM | AMZN | NVDA | PLD | HIG | FNF | REG | GOOGL | PKG | KIM | UPS | SPG | AAPL | APD | FITB | FAST | MSFT | AFL | HD | SWKS | MFC | 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 | 0.04 | 0.05 | 0.08 | 0.01 | 0.05 | 0.01 | -0.02 | 0.01 | 0.03 | -0.00 | 0.01 | 0.04 | 0.04 | 0.03 | 0.02 | 0.05 | 0.03 | 0.06 | 0.04 | 0.04 | 0.03 | 0.03 | 0.01 | 0.04 | 0.01 | 0.04 | 0.05 | 0.03 | 0.00 | 0.03 | 0.05 | 0.03 | 0.02 | 0.02 | 0.05 | 0.01 | 0.04 | 0.01 | 0.05 | 0.01 | 0.03 | 0.03 | 0.05 | 0.05 | 0.05 | 0.06 | 0.05 |
| BNB-USD | 0.00 | 0.04 | 1.00 | 0.69 | 0.67 | 0.07 | 0.12 | 0.09 | 0.11 | 0.09 | 0.08 | 0.07 | 0.05 | 0.07 | 0.10 | 0.08 | 0.12 | 0.14 | 0.15 | 0.11 | 0.09 | 0.14 | 0.11 | 0.14 | 0.10 | 0.12 | 0.10 | 0.12 | 0.14 | 0.13 | 0.11 | 0.12 | 0.14 | 0.11 | 0.14 | 0.14 | 0.14 | 0.13 | 0.13 | 0.10 | 0.14 | 0.15 | 0.13 | 0.16 | 0.16 | 0.19 | 0.19 | 0.19 | 0.19 |
| ETH-USD | 0.00 | 0.05 | 0.69 | 1.00 | 0.80 | 0.06 | 0.13 | 0.07 | 0.12 | 0.08 | 0.07 | 0.08 | 0.04 | 0.05 | 0.09 | 0.06 | 0.13 | 0.16 | 0.17 | 0.11 | 0.10 | 0.13 | 0.09 | 0.17 | 0.10 | 0.11 | 0.10 | 0.11 | 0.15 | 0.13 | 0.12 | 0.10 | 0.16 | 0.10 | 0.14 | 0.16 | 0.15 | 0.11 | 0.13 | 0.11 | 0.14 | 0.16 | 0.15 | 0.16 | 0.17 | 0.20 | 0.20 | 0.20 | 0.20 |
| BTC-USD | 0.00 | 0.08 | 0.67 | 0.80 | 1.00 | 0.05 | 0.14 | 0.06 | 0.11 | 0.09 | 0.06 | 0.07 | 0.04 | 0.06 | 0.10 | 0.04 | 0.11 | 0.17 | 0.17 | 0.11 | 0.11 | 0.14 | 0.11 | 0.16 | 0.10 | 0.12 | 0.10 | 0.13 | 0.15 | 0.12 | 0.14 | 0.10 | 0.16 | 0.10 | 0.14 | 0.17 | 0.15 | 0.11 | 0.14 | 0.11 | 0.13 | 0.17 | 0.15 | 0.16 | 0.16 | 0.20 | 0.20 | 0.20 | 0.20 |
| JNJ | 0.00 | 0.01 | 0.07 | 0.06 | 0.05 | 1.00 | 0.05 | 0.26 | 0.10 | 0.20 | 0.44 | 0.11 | 0.40 | 0.29 | 0.34 | 0.44 | 0.12 | 0.13 | 0.08 | 0.32 | 0.25 | 0.20 | 0.27 | 0.21 | 0.28 | 0.24 | 0.28 | 0.21 | 0.22 | 0.31 | 0.19 | 0.30 | 0.25 | 0.33 | 0.29 | 0.19 | 0.25 | 0.24 | 0.19 | 0.26 | 0.24 | 0.25 | 0.29 | 0.32 | 0.29 | 0.34 | 0.35 | 0.34 | 0.32 |
| TSLA | 0.00 | 0.05 | 0.12 | 0.13 | 0.14 | 0.05 | 1.00 | 0.17 | 0.17 | 0.19 | 0.13 | 0.17 | 0.14 | 0.18 | 0.16 | 0.12 | 0.26 | 0.37 | 0.41 | 0.22 | 0.14 | 0.18 | 0.21 | 0.35 | 0.18 | 0.23 | 0.21 | 0.27 | 0.39 | 0.22 | 0.21 | 0.25 | 0.38 | 0.16 | 0.24 | 0.39 | 0.25 | 0.22 | 0.26 | 0.22 | 0.30 | 0.38 | 0.26 | 0.31 | 0.32 | 0.44 | 0.44 | 0.44 | 0.46 |
| BAH | 0.00 | 0.01 | 0.09 | 0.07 | 0.06 | 0.26 | 0.17 | 1.00 | 0.15 | 0.25 | 0.29 | 0.15 | 0.30 | 0.30 | 0.28 | 0.28 | 0.22 | 0.24 | 0.24 | 0.32 | 0.29 | 0.30 | 0.28 | 0.27 | 0.25 | 0.28 | 0.25 | 0.23 | 0.26 | 0.29 | 0.23 | 0.35 | 0.34 | 0.34 | 0.32 | 0.20 | 0.23 | 0.30 | 0.22 | 0.25 | 0.27 | 0.29 | 0.27 | 0.33 | 0.33 | 0.42 | 0.41 | 0.41 | 0.42 |
| CNQ | 0.00 | -0.02 | 0.11 | 0.12 | 0.11 | 0.10 | 0.17 | 0.15 | 1.00 | 0.15 | 0.09 | 0.69 | 0.11 | 0.12 | 0.15 | 0.15 | 0.25 | 0.18 | 0.22 | 0.16 | 0.30 | 0.28 | 0.25 | 0.24 | 0.34 | 0.28 | 0.27 | 0.33 | 0.24 | 0.29 | 0.39 | 0.24 | 0.19 | 0.35 | 0.24 | 0.28 | 0.47 | 0.36 | 0.39 | 0.39 | 0.35 | 0.29 | 0.33 | 0.33 | 0.35 | 0.40 | 0.40 | 0.41 | 0.42 |
| TSCO | 0.00 | 0.01 | 0.09 | 0.08 | 0.09 | 0.20 | 0.19 | 0.25 | 0.15 | 1.00 | 0.24 | 0.19 | 0.25 | 0.16 | 0.24 | 0.20 | 0.40 | 0.24 | 0.28 | 0.27 | 0.24 | 0.24 | 0.23 | 0.23 | 0.30 | 0.24 | 0.31 | 0.23 | 0.27 | 0.27 | 0.26 | 0.40 | 0.32 | 0.26 | 0.49 | 0.31 | 0.25 | 0.32 | 0.27 | 0.25 | 0.33 | 0.34 | 0.33 | 0.32 | 0.34 | 0.40 | 0.40 | 0.40 | 0.41 |
| PEP | 0.00 | 0.03 | 0.08 | 0.07 | 0.06 | 0.44 | 0.13 | 0.29 | 0.09 | 0.24 | 1.00 | 0.09 | 0.64 | 0.39 | 0.43 | 0.67 | 0.15 | 0.20 | 0.12 | 0.38 | 0.29 | 0.23 | 0.33 | 0.25 | 0.25 | 0.28 | 0.29 | 0.24 | 0.28 | 0.35 | 0.15 | 0.33 | 0.31 | 0.32 | 0.34 | 0.18 | 0.18 | 0.24 | 0.18 | 0.19 | 0.21 | 0.25 | 0.24 | 0.31 | 0.29 | 0.39 | 0.39 | 0.39 | 0.36 |
| DVN | 0.00 | -0.00 | 0.07 | 0.08 | 0.07 | 0.11 | 0.17 | 0.15 | 0.69 | 0.19 | 0.09 | 1.00 | 0.11 | 0.13 | 0.14 | 0.15 | 0.26 | 0.17 | 0.20 | 0.14 | 0.36 | 0.29 | 0.27 | 0.22 | 0.35 | 0.28 | 0.29 | 0.33 | 0.22 | 0.27 | 0.44 | 0.25 | 0.18 | 0.37 | 0.22 | 0.31 | 0.43 | 0.34 | 0.43 | 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 | 0.04 | 0.40 | 0.14 | 0.30 | 0.11 | 0.25 | 0.64 | 0.11 | 1.00 | 0.37 | 0.41 | 0.59 | 0.18 | 0.20 | 0.13 | 0.39 | 0.31 | 0.28 | 0.34 | 0.25 | 0.28 | 0.31 | 0.31 | 0.28 | 0.26 | 0.35 | 0.21 | 0.33 | 0.29 | 0.35 | 0.32 | 0.20 | 0.21 | 0.27 | 0.22 | 0.24 | 0.21 | 0.26 | 0.28 | 0.33 | 0.32 | 0.40 | 0.40 | 0.40 | 0.38 |
| O | 0.00 | 0.04 | 0.07 | 0.05 | 0.06 | 0.29 | 0.18 | 0.30 | 0.12 | 0.16 | 0.39 | 0.13 | 0.37 | 1.00 | 0.34 | 0.45 | 0.21 | 0.14 | 0.13 | 0.59 | 0.32 | 0.35 | 0.64 | 0.20 | 0.27 | 0.60 | 0.27 | 0.54 | 0.22 | 0.32 | 0.23 | 0.30 | 0.24 | 0.33 | 0.32 | 0.21 | 0.23 | 0.30 | 0.26 | 0.23 | 0.22 | 0.25 | 0.26 | 0.29 | 0.29 | 0.35 | 0.35 | 0.36 | 0.35 |
| MCD | 0.00 | 0.04 | 0.10 | 0.09 | 0.10 | 0.34 | 0.16 | 0.28 | 0.15 | 0.24 | 0.43 | 0.14 | 0.41 | 0.34 | 1.00 | 0.47 | 0.19 | 0.22 | 0.18 | 0.36 | 0.35 | 0.30 | 0.34 | 0.25 | 0.27 | 0.32 | 0.32 | 0.29 | 0.30 | 0.34 | 0.26 | 0.33 | 0.32 | 0.37 | 0.36 | 0.24 | 0.27 | 0.29 | 0.27 | 0.31 | 0.30 | 0.30 | 0.31 | 0.35 | 0.31 | 0.43 | 0.43 | 0.43 | 0.41 |
| KO | 0.00 | 0.03 | 0.08 | 0.06 | 0.04 | 0.44 | 0.12 | 0.28 | 0.15 | 0.20 | 0.67 | 0.15 | 0.59 | 0.45 | 0.47 | 1.00 | 0.16 | 0.16 | 0.10 | 0.38 | 0.37 | 0.30 | 0.38 | 0.24 | 0.32 | 0.33 | 0.33 | 0.31 | 0.25 | 0.40 | 0.26 | 0.31 | 0.28 | 0.42 | 0.31 | 0.17 | 0.26 | 0.32 | 0.25 | 0.30 | 0.25 | 0.26 | 0.28 | 0.35 | 0.30 | 0.40 | 0.40 | 0.40 | 0.38 |
| WSM | 0.00 | 0.02 | 0.12 | 0.13 | 0.11 | 0.12 | 0.26 | 0.22 | 0.25 | 0.40 | 0.15 | 0.26 | 0.18 | 0.21 | 0.19 | 0.16 | 1.00 | 0.31 | 0.35 | 0.25 | 0.24 | 0.31 | 0.29 | 0.27 | 0.31 | 0.32 | 0.37 | 0.36 | 0.28 | 0.29 | 0.35 | 0.38 | 0.28 | 0.28 | 0.46 | 0.36 | 0.32 | 0.38 | 0.36 | 0.30 | 0.37 | 0.36 | 0.38 | 0.40 | 0.42 | 0.44 | 0.44 | 0.44 | 0.47 |
| AMZN | 0.00 | 0.05 | 0.14 | 0.16 | 0.17 | 0.13 | 0.37 | 0.24 | 0.18 | 0.24 | 0.20 | 0.17 | 0.20 | 0.14 | 0.22 | 0.16 | 0.31 | 1.00 | 0.55 | 0.28 | 0.14 | 0.24 | 0.18 | 0.63 | 0.19 | 0.16 | 0.30 | 0.20 | 0.55 | 0.29 | 0.21 | 0.36 | 0.65 | 0.17 | 0.36 | 0.44 | 0.27 | 0.24 | 0.28 | 0.26 | 0.36 | 0.46 | 0.32 | 0.40 | 0.41 | 0.61 | 0.61 | 0.61 | 0.60 |
| NVDA | 0.00 | 0.03 | 0.15 | 0.17 | 0.17 | 0.08 | 0.41 | 0.24 | 0.22 | 0.28 | 0.12 | 0.20 | 0.13 | 0.13 | 0.18 | 0.10 | 0.35 | 0.55 | 1.00 | 0.26 | 0.17 | 0.23 | 0.14 | 0.52 | 0.22 | 0.16 | 0.32 | 0.21 | 0.53 | 0.33 | 0.25 | 0.36 | 0.59 | 0.21 | 0.36 | 0.58 | 0.31 | 0.28 | 0.31 | 0.29 | 0.42 | 0.59 | 0.39 | 0.43 | 0.45 | 0.62 | 0.62 | 0.62 | 0.61 |
| PLD | 0.00 | 0.06 | 0.11 | 0.11 | 0.11 | 0.32 | 0.22 | 0.32 | 0.16 | 0.27 | 0.38 | 0.14 | 0.39 | 0.59 | 0.36 | 0.38 | 0.25 | 0.28 | 0.26 | 1.00 | 0.30 | 0.36 | 0.53 | 0.31 | 0.31 | 0.50 | 0.37 | 0.50 | 0.34 | 0.37 | 0.26 | 0.36 | 0.38 | 0.31 | 0.41 | 0.32 | 0.27 | 0.33 | 0.30 | 0.27 | 0.29 | 0.35 | 0.32 | 0.39 | 0.37 | 0.49 | 0.49 | 0.49 | 0.49 |
| HIG | 0.00 | 0.04 | 0.09 | 0.10 | 0.11 | 0.25 | 0.14 | 0.29 | 0.30 | 0.24 | 0.29 | 0.36 | 0.31 | 0.32 | 0.35 | 0.37 | 0.24 | 0.14 | 0.17 | 0.30 | 1.00 | 0.48 | 0.42 | 0.20 | 0.44 | 0.43 | 0.33 | 0.42 | 0.21 | 0.38 | 0.56 | 0.32 | 0.22 | 0.66 | 0.31 | 0.28 | 0.50 | 0.43 | 0.47 | 0.58 | 0.39 | 0.30 | 0.39 | 0.43 | 0.42 | 0.45 | 0.45 | 0.45 | 0.46 |
| FNF | 0.00 | 0.04 | 0.14 | 0.13 | 0.14 | 0.20 | 0.18 | 0.30 | 0.28 | 0.24 | 0.23 | 0.29 | 0.28 | 0.35 | 0.30 | 0.30 | 0.31 | 0.24 | 0.23 | 0.36 | 0.48 | 1.00 | 0.41 | 0.29 | 0.38 | 0.43 | 0.33 | 0.40 | 0.27 | 0.39 | 0.47 | 0.37 | 0.27 | 0.50 | 0.39 | 0.32 | 0.45 | 0.42 | 0.46 | 0.43 | 0.40 | 0.35 | 0.40 | 0.46 | 0.45 | 0.48 | 0.48 | 0.48 | 0.50 |
| REG | 0.00 | 0.03 | 0.11 | 0.09 | 0.11 | 0.27 | 0.21 | 0.28 | 0.25 | 0.23 | 0.33 | 0.27 | 0.34 | 0.64 | 0.34 | 0.38 | 0.29 | 0.18 | 0.14 | 0.53 | 0.42 | 0.41 | 1.00 | 0.22 | 0.37 | 0.79 | 0.33 | 0.71 | 0.24 | 0.35 | 0.40 | 0.32 | 0.25 | 0.42 | 0.38 | 0.27 | 0.37 | 0.44 | 0.44 | 0.38 | 0.33 | 0.30 | 0.36 | 0.36 | 0.38 | 0.45 | 0.44 | 0.45 | 0.45 |
| GOOGL | 0.00 | 0.03 | 0.14 | 0.17 | 0.16 | 0.21 | 0.35 | 0.27 | 0.24 | 0.23 | 0.25 | 0.22 | 0.25 | 0.20 | 0.25 | 0.24 | 0.27 | 0.63 | 0.52 | 0.31 | 0.20 | 0.29 | 0.22 | 1.00 | 0.26 | 0.22 | 0.31 | 0.24 | 0.58 | 0.35 | 0.27 | 0.38 | 0.68 | 0.26 | 0.35 | 0.48 | 0.34 | 0.28 | 0.34 | 0.33 | 0.40 | 0.50 | 0.41 | 0.47 | 0.46 | 0.66 | 0.66 | 0.66 | 0.64 |
| PKG | 0.00 | 0.01 | 0.10 | 0.10 | 0.10 | 0.28 | 0.18 | 0.25 | 0.34 | 0.30 | 0.25 | 0.35 | 0.28 | 0.27 | 0.27 | 0.32 | 0.31 | 0.19 | 0.22 | 0.31 | 0.44 | 0.38 | 0.37 | 0.26 | 1.00 | 0.41 | 0.44 | 0.39 | 0.26 | 0.45 | 0.48 | 0.41 | 0.25 | 0.46 | 0.37 | 0.35 | 0.48 | 0.52 | 0.47 | 0.47 | 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 | 0.11 | 0.12 | 0.24 | 0.23 | 0.28 | 0.28 | 0.24 | 0.28 | 0.28 | 0.31 | 0.60 | 0.32 | 0.33 | 0.32 | 0.16 | 0.16 | 0.50 | 0.43 | 0.43 | 0.79 | 0.22 | 0.41 | 1.00 | 0.33 | 0.72 | 0.25 | 0.32 | 0.43 | 0.33 | 0.23 | 0.44 | 0.39 | 0.29 | 0.38 | 0.43 | 0.46 | 0.42 | 0.35 | 0.31 | 0.39 | 0.38 | 0.39 | 0.45 | 0.45 | 0.45 | 0.47 |
| UPS | 0.00 | 0.01 | 0.10 | 0.10 | 0.10 | 0.28 | 0.21 | 0.25 | 0.27 | 0.31 | 0.29 | 0.29 | 0.31 | 0.27 | 0.32 | 0.33 | 0.37 | 0.30 | 0.32 | 0.37 | 0.33 | 0.33 | 0.33 | 0.31 | 0.44 | 0.33 | 1.00 | 0.34 | 0.37 | 0.42 | 0.40 | 0.47 | 0.35 | 0.35 | 0.46 | 0.39 | 0.36 | 0.43 | 0.37 | 0.40 | 0.40 | 0.41 | 0.46 | 0.48 | 0.51 | 0.52 | 0.52 | 0.52 | 0.52 |
| SPG | 0.00 | 0.04 | 0.12 | 0.11 | 0.13 | 0.21 | 0.27 | 0.23 | 0.33 | 0.23 | 0.24 | 0.33 | 0.28 | 0.54 | 0.29 | 0.31 | 0.36 | 0.20 | 0.21 | 0.50 | 0.42 | 0.40 | 0.71 | 0.24 | 0.39 | 0.72 | 0.34 | 1.00 | 0.29 | 0.32 | 0.44 | 0.32 | 0.26 | 0.42 | 0.38 | 0.32 | 0.42 | 0.45 | 0.48 | 0.43 | 0.38 | 0.32 | 0.41 | 0.41 | 0.42 | 0.47 | 0.47 | 0.47 | 0.49 |
| AAPL | 0.00 | 0.05 | 0.14 | 0.15 | 0.15 | 0.22 | 0.39 | 0.26 | 0.24 | 0.27 | 0.28 | 0.22 | 0.26 | 0.22 | 0.30 | 0.25 | 0.28 | 0.55 | 0.53 | 0.34 | 0.21 | 0.27 | 0.24 | 0.58 | 0.26 | 0.25 | 0.37 | 0.29 | 1.00 | 0.37 | 0.24 | 0.39 | 0.63 | 0.25 | 0.37 | 0.56 | 0.32 | 0.31 | 0.32 | 0.32 | 0.43 | 0.52 | 0.43 | 0.43 | 0.43 | 0.67 | 0.67 | 0.67 | 0.65 |
| APD | 0.00 | 0.03 | 0.13 | 0.13 | 0.12 | 0.31 | 0.22 | 0.29 | 0.29 | 0.27 | 0.35 | 0.27 | 0.35 | 0.32 | 0.34 | 0.40 | 0.29 | 0.29 | 0.33 | 0.37 | 0.38 | 0.39 | 0.35 | 0.35 | 0.45 | 0.32 | 0.42 | 0.32 | 0.37 | 1.00 | 0.38 | 0.44 | 0.39 | 0.43 | 0.42 | 0.40 | 0.44 | 0.44 | 0.38 | 0.42 | 0.44 | 0.46 | 0.44 | 0.51 | 0.47 | 0.57 | 0.57 | 0.57 | 0.57 |
| FITB | 0.00 | 0.00 | 0.11 | 0.12 | 0.14 | 0.19 | 0.21 | 0.23 | 0.39 | 0.26 | 0.15 | 0.44 | 0.21 | 0.23 | 0.26 | 0.26 | 0.35 | 0.21 | 0.25 | 0.26 | 0.56 | 0.47 | 0.40 | 0.27 | 0.48 | 0.43 | 0.40 | 0.44 | 0.24 | 0.38 | 1.00 | 0.36 | 0.25 | 0.58 | 0.36 | 0.38 | 0.58 | 0.51 | 0.67 | 0.72 | 0.48 | 0.37 | 0.50 | 0.54 | 0.56 | 0.52 | 0.52 | 0.52 | 0.54 |
| FAST | 0.00 | 0.03 | 0.12 | 0.10 | 0.10 | 0.30 | 0.25 | 0.35 | 0.24 | 0.40 | 0.33 | 0.25 | 0.33 | 0.30 | 0.33 | 0.31 | 0.38 | 0.36 | 0.36 | 0.36 | 0.32 | 0.37 | 0.32 | 0.38 | 0.41 | 0.33 | 0.47 | 0.32 | 0.39 | 0.44 | 0.36 | 1.00 | 0.42 | 0.37 | 0.51 | 0.42 | 0.37 | 0.53 | 0.36 | 0.40 | 0.40 | 0.47 | 0.46 | 0.49 | 0.50 | 0.58 | 0.58 | 0.58 | 0.58 |
| MSFT | 0.00 | 0.05 | 0.14 | 0.16 | 0.16 | 0.25 | 0.38 | 0.34 | 0.19 | 0.32 | 0.31 | 0.18 | 0.29 | 0.24 | 0.32 | 0.28 | 0.28 | 0.65 | 0.59 | 0.38 | 0.22 | 0.27 | 0.25 | 0.68 | 0.25 | 0.23 | 0.35 | 0.26 | 0.63 | 0.39 | 0.25 | 0.42 | 1.00 | 0.28 | 0.42 | 0.51 | 0.32 | 0.30 | 0.32 | 0.30 | 0.44 | 0.55 | 0.41 | 0.48 | 0.49 | 0.73 | 0.73 | 0.73 | 0.70 |
| AFL | 0.00 | 0.03 | 0.11 | 0.10 | 0.10 | 0.33 | 0.16 | 0.34 | 0.35 | 0.26 | 0.32 | 0.37 | 0.35 | 0.33 | 0.37 | 0.42 | 0.28 | 0.17 | 0.21 | 0.31 | 0.66 | 0.50 | 0.42 | 0.26 | 0.46 | 0.44 | 0.35 | 0.42 | 0.25 | 0.43 | 0.58 | 0.37 | 0.28 | 1.00 | 0.35 | 0.31 | 0.55 | 0.51 | 0.49 | 0.62 | 0.43 | 0.35 | 0.44 | 0.50 | 0.49 | 0.52 | 0.52 | 0.52 | 0.52 |
| HD | 0.00 | 0.02 | 0.14 | 0.14 | 0.14 | 0.29 | 0.24 | 0.32 | 0.24 | 0.49 | 0.34 | 0.22 | 0.32 | 0.32 | 0.36 | 0.31 | 0.46 | 0.36 | 0.36 | 0.41 | 0.31 | 0.39 | 0.38 | 0.35 | 0.37 | 0.39 | 0.46 | 0.38 | 0.37 | 0.42 | 0.36 | 0.51 | 0.42 | 0.35 | 1.00 | 0.41 | 0.37 | 0.45 | 0.39 | 0.37 | 0.43 | 0.46 | 0.44 | 0.51 | 0.49 | 0.58 | 0.58 | 0.58 | 0.58 |
| SWKS | 0.00 | 0.02 | 0.14 | 0.16 | 0.17 | 0.19 | 0.39 | 0.20 | 0.28 | 0.31 | 0.18 | 0.31 | 0.20 | 0.21 | 0.24 | 0.17 | 0.36 | 0.44 | 0.58 | 0.32 | 0.28 | 0.32 | 0.27 | 0.48 | 0.35 | 0.29 | 0.39 | 0.32 | 0.56 | 0.40 | 0.38 | 0.42 | 0.51 | 0.31 | 0.41 | 1.00 | 0.42 | 0.42 | 0.43 | 0.39 | 0.51 | 0.72 | 0.54 | 0.49 | 0.51 | 0.65 | 0.65 | 0.65 | 0.66 |
| MFC | 0.00 | 0.05 | 0.14 | 0.15 | 0.15 | 0.25 | 0.25 | 0.23 | 0.47 | 0.25 | 0.18 | 0.43 | 0.21 | 0.23 | 0.27 | 0.26 | 0.32 | 0.27 | 0.31 | 0.27 | 0.50 | 0.45 | 0.37 | 0.34 | 0.48 | 0.38 | 0.36 | 0.42 | 0.32 | 0.44 | 0.58 | 0.37 | 0.32 | 0.55 | 0.37 | 0.42 | 1.00 | 0.49 | 0.55 | 0.58 | 0.49 | 0.40 | 0.50 | 0.54 | 0.52 | 0.56 | 0.56 | 0.56 | 0.57 |
| SNA | 0.00 | 0.01 | 0.13 | 0.11 | 0.11 | 0.24 | 0.22 | 0.30 | 0.36 | 0.32 | 0.24 | 0.34 | 0.27 | 0.30 | 0.29 | 0.32 | 0.38 | 0.24 | 0.28 | 0.33 | 0.43 | 0.42 | 0.44 | 0.28 | 0.52 | 0.43 | 0.43 | 0.45 | 0.31 | 0.44 | 0.51 | 0.53 | 0.30 | 0.51 | 0.45 | 0.42 | 0.49 | 1.00 | 0.49 | 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 | 0.13 | 0.14 | 0.19 | 0.26 | 0.22 | 0.39 | 0.27 | 0.18 | 0.43 | 0.22 | 0.26 | 0.27 | 0.25 | 0.36 | 0.28 | 0.31 | 0.30 | 0.47 | 0.46 | 0.44 | 0.34 | 0.47 | 0.46 | 0.37 | 0.48 | 0.32 | 0.38 | 0.67 | 0.36 | 0.32 | 0.49 | 0.39 | 0.43 | 0.55 | 0.49 | 1.00 | 0.60 | 0.49 | 0.43 | 0.52 | 0.54 | 0.57 | 0.55 | 0.55 | 0.55 | 0.58 |
| JPM | 0.00 | 0.01 | 0.10 | 0.11 | 0.11 | 0.26 | 0.22 | 0.25 | 0.39 | 0.25 | 0.19 | 0.42 | 0.24 | 0.23 | 0.31 | 0.30 | 0.30 | 0.26 | 0.29 | 0.27 | 0.58 | 0.43 | 0.38 | 0.33 | 0.47 | 0.42 | 0.40 | 0.43 | 0.32 | 0.42 | 0.72 | 0.40 | 0.30 | 0.62 | 0.37 | 0.39 | 0.58 | 0.50 | 0.60 | 1.00 | 0.47 | 0.40 | 0.51 | 0.59 | 0.55 | 0.57 | 0.57 | 0.57 | 0.57 |
| HPQ | 0.00 | 0.05 | 0.14 | 0.14 | 0.13 | 0.24 | 0.30 | 0.27 | 0.35 | 0.33 | 0.21 | 0.38 | 0.21 | 0.22 | 0.30 | 0.25 | 0.37 | 0.36 | 0.42 | 0.29 | 0.39 | 0.40 | 0.33 | 0.40 | 0.42 | 0.35 | 0.40 | 0.38 | 0.43 | 0.44 | 0.48 | 0.40 | 0.44 | 0.43 | 0.43 | 0.51 | 0.49 | 0.49 | 0.49 | 0.47 | 1.00 | 0.54 | 0.55 | 0.50 | 0.52 | 0.63 | 0.63 | 0.63 | 0.64 |
| TXN | 0.00 | 0.01 | 0.15 | 0.16 | 0.17 | 0.25 | 0.38 | 0.29 | 0.29 | 0.34 | 0.25 | 0.30 | 0.26 | 0.25 | 0.30 | 0.26 | 0.36 | 0.46 | 0.59 | 0.35 | 0.30 | 0.35 | 0.30 | 0.50 | 0.37 | 0.31 | 0.41 | 0.32 | 0.52 | 0.46 | 0.37 | 0.47 | 0.55 | 0.35 | 0.46 | 0.72 | 0.40 | 0.42 | 0.43 | 0.40 | 0.54 | 1.00 | 0.56 | 0.52 | 0.54 | 0.69 | 0.69 | 0.69 | 0.69 |
| GLW | 0.00 | 0.03 | 0.13 | 0.15 | 0.15 | 0.29 | 0.26 | 0.27 | 0.33 | 0.33 | 0.24 | 0.37 | 0.28 | 0.26 | 0.31 | 0.28 | 0.38 | 0.32 | 0.39 | 0.32 | 0.39 | 0.40 | 0.36 | 0.41 | 0.49 | 0.39 | 0.46 | 0.41 | 0.43 | 0.44 | 0.50 | 0.46 | 0.41 | 0.44 | 0.44 | 0.54 | 0.50 | 0.52 | 0.52 | 0.51 | 0.55 | 0.56 | 1.00 | 0.56 | 0.57 | 0.64 | 0.64 | 0.64 | 0.64 |
| BLK | 0.00 | 0.03 | 0.16 | 0.16 | 0.16 | 0.32 | 0.31 | 0.33 | 0.33 | 0.32 | 0.31 | 0.34 | 0.33 | 0.29 | 0.35 | 0.35 | 0.40 | 0.40 | 0.43 | 0.39 | 0.43 | 0.46 | 0.36 | 0.47 | 0.46 | 0.38 | 0.48 | 0.41 | 0.43 | 0.51 | 0.54 | 0.49 | 0.48 | 0.50 | 0.51 | 0.49 | 0.54 | 0.48 | 0.54 | 0.59 | 0.50 | 0.52 | 0.56 | 1.00 | 0.72 | 0.69 | 0.69 | 0.69 | 0.70 |
| TROW | 0.00 | 0.05 | 0.16 | 0.17 | 0.16 | 0.29 | 0.32 | 0.33 | 0.35 | 0.34 | 0.29 | 0.34 | 0.32 | 0.29 | 0.31 | 0.30 | 0.42 | 0.41 | 0.45 | 0.37 | 0.42 | 0.45 | 0.38 | 0.46 | 0.47 | 0.39 | 0.51 | 0.42 | 0.43 | 0.47 | 0.56 | 0.50 | 0.49 | 0.49 | 0.49 | 0.51 | 0.52 | 0.52 | 0.57 | 0.55 | 0.52 | 0.54 | 0.57 | 0.72 | 1.00 | 0.69 | 0.70 | 0.70 | 0.71 |
| SPY | 0.00 | 0.05 | 0.19 | 0.20 | 0.20 | 0.34 | 0.44 | 0.42 | 0.40 | 0.40 | 0.39 | 0.40 | 0.40 | 0.35 | 0.43 | 0.40 | 0.44 | 0.61 | 0.62 | 0.49 | 0.45 | 0.48 | 0.45 | 0.66 | 0.48 | 0.45 | 0.52 | 0.47 | 0.67 | 0.57 | 0.52 | 0.58 | 0.73 | 0.52 | 0.58 | 0.65 | 0.56 | 0.54 | 0.55 | 0.57 | 0.63 | 0.69 | 0.64 | 0.69 | 0.69 | 1.00 | 1.00 | 1.00 | 0.98 |
| VOO | 0.00 | 0.05 | 0.19 | 0.20 | 0.20 | 0.35 | 0.44 | 0.41 | 0.40 | 0.40 | 0.39 | 0.40 | 0.40 | 0.35 | 0.43 | 0.40 | 0.44 | 0.61 | 0.62 | 0.49 | 0.45 | 0.48 | 0.44 | 0.66 | 0.48 | 0.45 | 0.52 | 0.47 | 0.67 | 0.57 | 0.52 | 0.58 | 0.73 | 0.52 | 0.58 | 0.65 | 0.56 | 0.54 | 0.55 | 0.57 | 0.63 | 0.69 | 0.64 | 0.69 | 0.70 | 1.00 | 1.00 | 1.00 | 0.98 |
| IVV | 0.00 | 0.06 | 0.19 | 0.20 | 0.20 | 0.34 | 0.44 | 0.41 | 0.41 | 0.40 | 0.39 | 0.40 | 0.40 | 0.36 | 0.43 | 0.40 | 0.44 | 0.61 | 0.62 | 0.49 | 0.45 | 0.48 | 0.45 | 0.66 | 0.48 | 0.45 | 0.52 | 0.47 | 0.67 | 0.57 | 0.52 | 0.58 | 0.73 | 0.52 | 0.58 | 0.65 | 0.56 | 0.54 | 0.55 | 0.57 | 0.63 | 0.69 | 0.64 | 0.69 | 0.70 | 1.00 | 1.00 | 1.00 | 0.98 |
| VTI | 0.00 | 0.05 | 0.19 | 0.20 | 0.20 | 0.32 | 0.46 | 0.42 | 0.42 | 0.41 | 0.36 | 0.42 | 0.38 | 0.35 | 0.41 | 0.38 | 0.47 | 0.60 | 0.61 | 0.49 | 0.46 | 0.50 | 0.45 | 0.64 | 0.50 | 0.47 | 0.52 | 0.49 | 0.65 | 0.57 | 0.54 | 0.58 | 0.70 | 0.52 | 0.58 | 0.66 | 0.57 | 0.56 | 0.58 | 0.57 | 0.64 | 0.69 | 0.64 | 0.70 | 0.71 | 0.98 | 0.98 | 0.98 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 10 нояб. 2017 г.