Пропорциональный
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Пропорциональный
Последнее обновление 18 сент. 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 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Пропорциональный | 19.18% | 1.77% | 9.23% | 33.99% | 23.06% | N/A |
| Активы портфеля: | ||||||
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A |
O | 13.03% | 3.11% | 22.59% | 22.61% | 1.46% | N/A |
SPG | 19.74% | 4.09% | 8.51% | 51.67% | 7.17% | N/A |
KIM | 14.61% | 6.84% | 24.10% | 34.24% | 7.95% | N/A |
REG | 13.44% | 5.44% | 24.76% | 23.12% | 6.11% | N/A |
VTI | 18.04% | 0.83% | 8.09% | 28.01% | 14.55% | N/A |
SPY | 19.22% | 0.62% | 8.53% | 28.51% | 15.26% | N/A |
IVV | 19.28% | 0.64% | 8.58% | 28.60% | 15.33% | N/A |
VOO | 19.30% | 0.63% | 8.62% | 28.62% | 15.34% | N/A |
KO | 24.62% | 4.80% | 19.92% | 27.23% | 9.24% | N/A |
MSFT | 16.35% | 3.23% | 2.70% | 33.40% | 26.73% | N/A |
MCD | 0.87% | 2.76% | 4.55% | 8.18% | 9.53% | N/A |
AMZN Amazon.com, Inc. | 23.00% | 4.86% | 4.90% | 35.78% | 15.82% | 27.49% |
JNJ | 9.09% | 5.46% | 8.95% | 6.26% | 7.81% | N/A |
GOOGL Alphabet Inc. | 14.33% | -4.28% | 7.38% | 15.70% | 21.05% | 18.14% |
TSLA | -8.29% | 2.31% | 29.72% | -14.50% | 70.07% | N/A |
NVDA | 133.46% | -11.08% | 27.93% | 165.68% | 93.25% | N/A |
AAPL Apple Inc | 13.03% | -4.03% | 21.64% | 21.68% | 32.73% | 25.54% |
PEP | 6.57% | 2.53% | 4.52% | 2.27% | 8.65% | N/A |
JPM | 25.19% | -2.88% | 7.80% | 44.04% | 15.30% | N/A |
BLK BlackRock, Inc. | 13.52% | 4.56% | 11.98% | 34.65% | 18.24% | 13.43% |
TROW | 3.60% | -0.18% | -6.45% | 2.08% | 2.76% | N/A |
ALLY Ally Financial Inc. | -1.13% | -21.07% | -14.27% | 23.15% | 3.21% | 5.95% |
UPS | -13.96% | 1.32% | -13.55% | -13.38% | 5.08% | N/A |
HPQ HP Inc. | 17.30% | 0.33% | 17.86% | 29.20% | 17.04% | 11.01% |
FAST Fastenal Company | 10.87% | 6.07% | -8.06% | 32.66% | 20.41% | 14.90% |
HD The Home Depot, Inc. | 12.70% | 6.20% | 1.00% | 24.98% | 14.02% | 18.06% |
APD Air Products and Chemicals, Inc. | 7.85% | 6.19% | 23.58% | -0.07% | 8.13% | 11.62% |
TXN | 20.72% | 0.36% | 20.11% | 27.29% | 12.84% | N/A |
MFC | 32.98% | 8.64% | 18.55% | 52.04% | 15.36% | N/A |
PKG | 33.45% | 8.87% | 17.21% | 46.38% | 19.43% | N/A |
BAH Booz Allen Hamilton Holding Corporation | 22.81% | 4.54% | 6.61% | 41.42% | 19.22% | 22.69% |
GLW Corning Incorporated | 45.51% | 7.34% | 34.45% | 40.34% | 12.65% | 10.80% |
WSM | 47.72% | 4.88% | 0.58% | 109.21% | 38.25% | N/A |
FITB Fifth Third Bancorp | 25.69% | 3.51% | 18.41% | 65.04% | 13.33% | 11.03% |
FNF Fidelity National Financial, Inc. | 22.40% | 6.66% | 21.30% | 46.59% | 12.39% | 16.10% |
SWKS | -12.18% | -9.87% | -7.07% | 1.66% | 6.03% | N/A |
MDLZ | 4.99% | 5.94% | 5.81% | 7.62% | 9.01% | N/A |
PLD | -1.04% | 4.11% | 1.75% | 9.20% | 11.68% | N/A |
DVN Devon Energy Corporation | -8.15% | -9.47% | -15.19% | -13.56% | 15.67% | -2.06% |
CNQ Canadian Natural Resources Limited | 3.72% | -9.19% | -8.87% | 7.63% | 25.91% | 9.93% |
TSCO | 30.33% | 5.28% | 8.54% | 34.06% | 27.04% | N/A |
AFL Aflac Incorporated | 35.05% | 4.63% | 30.29% | 44.75% | 18.98% | 16.97% |
SNA | -1.04% | 0.98% | -2.78% | 10.64% | 15.47% | N/A |
HIG The Hartford Financial Services Group, Inc. | 47.63% | 5.72% | 16.77% | 61.84% | 16.85% | 14.45% |
BTC-USD Bitcoin | 42.69% | 1.37% | -11.20% | 121.63% | 42.76% | 64.77% |
ETH-USD Ethereum | 2.64% | -11.21% | -33.35% | 42.48% | 60.81% | N/A |
BNB-USD Binance Coin | 74.76% | -2.47% | -1.92% | 151.37% | 91.26% | N/A |
USDT-USD | 0.04% | -0.04% | -0.02% | -0.02% | -0.02% | 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% | 19.18% | ||||
| 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% | 5.38% | 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 70, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Пропорциональный
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 | 0.84 | 1.24 | 1.16 | 0.13 | 1.86 |
SPG | 1.36 | 1.98 | 1.24 | 0.94 | 7.27 |
KIM | 1.23 | 1.77 | 1.22 | 0.31 | 4.04 |
REG | 1.50 | 2.19 | 1.26 | 0.42 | 5.78 |
VTI | 2.16 | 2.85 | 1.39 | 1.02 | 12.67 |
SPY | 2.32 | 3.07 | 1.43 | 1.12 | 13.90 |
IVV | 2.33 | 3.08 | 1.43 | 1.13 | 13.94 |
VOO | 2.34 | 3.09 | 1.43 | 1.13 | 14.10 |
KO | 2.79 | 4.17 | 1.51 | 1.67 | 21.09 |
MSFT | 1.25 | 1.69 | 1.22 | 0.47 | 4.20 |
MCD | 0.23 | 0.45 | 1.06 | 0.03 | 0.45 |
AMZN Amazon.com, Inc. | 1.27 | 1.84 | 1.24 | 0.63 | 5.53 |
JNJ | 0.54 | 0.91 | 1.11 | 0.09 | 1.45 |
GOOGL Alphabet Inc. | 0.70 | 1.10 | 1.15 | 0.24 | 2.37 |
TSLA | -0.07 | 0.31 | 1.04 | — | -0.21 |
NVDA | 3.59 | 3.66 | 1.46 | 4.67 | 22.07 |
AAPL Apple Inc | 1.11 | 1.72 | 1.21 | 0.48 | 3.65 |
PEP | 0.73 | 1.18 | 1.15 | 0.18 | 2.55 |
JPM | 1.73 | 2.10 | 1.32 | 1.25 | 10.86 |
BLK BlackRock, Inc. | 1.34 | 1.87 | 1.23 | 0.40 | 4.89 |
TROW | 0.32 | 0.58 | 1.07 | 0.03 | 1.09 |
ALLY Ally Financial Inc. | 0.05 | 0.31 | 1.05 | 0.00 | 0.26 |
UPS | -0.76 | -0.84 | 0.87 | — | -1.82 |
HPQ HP Inc. | 0.80 | 1.51 | 1.19 | 0.29 | 4.00 |
FAST Fastenal Company | 1.00 | 1.53 | 1.20 | 0.31 | 1.90 |
HD The Home Depot, Inc. | 0.92 | 1.38 | 1.16 | 0.29 | 1.98 |
APD Air Products and Chemicals, Inc. | 0.50 | 0.80 | 1.14 | 0.11 | 1.80 |
TXN | 1.22 | 1.76 | 1.21 | 0.69 | 7.74 |
MFC | 2.53 | 3.72 | 1.47 | 2.06 | 16.37 |
PKG | 2.43 | 3.35 | 1.42 | 1.69 | 12.85 |
BAH Booz Allen Hamilton Holding Corporation | 1.30 | 2.04 | 1.31 | 0.91 | 9.25 |
GLW Corning Incorporated | 2.50 | 3.66 | 1.50 | 1.05 | 11.70 |
WSM | 1.69 | 2.27 | 1.31 | 1.76 | 9.03 |
FITB Fifth Third Bancorp | 1.42 | 2.06 | 1.24 | 0.40 | 7.78 |
FNF Fidelity National Financial, Inc. | 1.81 | 2.20 | 1.32 | 1.38 | 10.28 |
SWKS | -0.21 | -0.03 | 1.00 | — | -0.85 |
MDLZ | 0.26 | 0.52 | 1.06 | 0.04 | 0.52 |
PLD | -0.05 | 0.09 | 1.01 | — | -0.11 |
DVN Devon Energy Corporation | -0.42 | -0.44 | 0.95 | -0.29 | -0.85 |
CNQ Canadian Natural Resources Limited | 0.25 | 0.52 | 1.06 | 0.05 | 0.63 |
TSCO | 1.72 | 2.30 | 1.31 | 1.14 | 7.71 |
AFL Aflac Incorporated | 2.90 | 3.31 | 1.62 | 2.24 | 17.87 |
SNA | 0.11 | 0.28 | 1.04 | 0.02 | 0.37 |
HIG The Hartford Financial Services Group, Inc. | 3.66 | 4.60 | 1.69 | 4.08 | 27.60 |
BTC-USD Bitcoin | 0.86 | 1.51 | 1.15 | 0.44 | 3.75 |
ETH-USD Ethereum | -0.00 | 0.49 | 1.05 | 0.02 | -0.01 |
BNB-USD Binance Coin | 2.23 | 2.80 | 1.29 | 1.31 | 8.96 |
USDT-USD | -0.02 | -0.02 | 1.00 | — | -0.06 |
Пропорциональный
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Пропорциональный за предыдущие двенадцать месяцев составила 2.35%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Пропорциональный | 2.35% | 2.52% | 2.61% | 1.89% | 2.49% | 2.36% | 2.68% | 2.18% | 2.15% | 2.18% | 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 | 4.97% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
SPG | 4.81% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
KIM | 4.45% | 4.77% | 3.95% | 2.75% | 3.58% | 5.38% | 7.61% | 5.98% | 4.10% | 3.67% | 3.62% | 4.31% |
REG | 3.64% | 3.91% | 4.04% | 3.20% | 5.22% | 3.71% | 3.78% | 3.04% | 2.90% | 2.85% | 2.95% | 4.00% |
VTI | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SPY | 0.93% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
IVV | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
VOO | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
KO | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
MSFT | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MCD | 2.27% | 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 | 2.91% | 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. | 0.25% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
PEP | 2.96% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
JPM | 2.10% | 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. | 2.24% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
TROW | 4.58% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
ALLY Ally Financial Inc. | 3.55% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% | 0.00% | 0.00% |
UPS | 4.98% | 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. | 3.20% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
FAST Fastenal Company | 2.69% | 2.73% | 2.60% | 1.74% | 2.83% | 2.32% | 2.90% | 2.31% | 2.52% | 2.70% | 2.07% | 1.66% |
HD The Home Depot, Inc. | 2.31% | 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. | 2.42% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.13% | 2.54% |
TXN | 2.58% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
MFC | 4.44% | 4.87% | 5.68% | 4.90% | 6.26% | 3.71% | 4.97% | 3.01% | 3.13% | 3.48% | 3.36% | 2.57% |
PKG | 2.93% | 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 | 1.29% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.14% | 7.26% |
GLW Corning Incorporated | 2.59% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% | 2.19% |
WSM | 1.38% | 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 | 3.29% | 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. | 3.16% | 3.59% | 4.57% | 2.99% | 3.45% | 3.54% | 3.82% | 2.07% | 2.59% | 2.31% | 1.93% | 2.04% |
SWKS | 2.83% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
MDLZ | 2.26% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
PLD | 2.91% | 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 | 4.94% | 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 | 4.64% | 4.17% | 6.29% | 3.69% | 5.14% | 3.42% | 5.90% | 2.34% | 2.19% | 3.20% | 2.58% | 1.60% |
TSCO | 1.56% | 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 | 1.75% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
SNA | 2.66% | 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. | 1.61% | 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.
Текущая просадка Пропорциональный составляет 0.07%.
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 3.50%, 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 | TSCO | PEP | CNQ | DVN | MDLZ | O | MCD | KO | WSM | AMZN | NVDA | PLD | HIG | FNF | REG | PKG | KIM | GOOGL | UPS | SPG | AAPL | APD | FITB | FAST | MSFT | AFL | SWKS | MFC | 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 | 0.04 | 0.05 | 0.08 | 0.01 | 0.05 | 0.01 | 0.01 | 0.04 | -0.02 | -0.00 | 0.01 | 0.04 | 0.04 | 0.04 | 0.02 | 0.05 | 0.03 | 0.06 | 0.04 | 0.04 | 0.03 | 0.01 | 0.04 | 0.03 | 0.01 | 0.04 | 0.05 | 0.02 | -0.00 | 0.03 | 0.05 | 0.03 | 0.02 | 0.05 | 0.02 | 0.00 | 0.04 | 0.01 | 0.05 | 0.01 | 0.03 | 0.03 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 |
| BNB-USD | 0.00 | 0.04 | 1.00 | 0.69 | 0.67 | 0.07 | 0.12 | 0.09 | 0.09 | 0.08 | 0.11 | 0.07 | 0.05 | 0.08 | 0.09 | 0.08 | 0.12 | 0.14 | 0.15 | 0.11 | 0.09 | 0.13 | 0.11 | 0.10 | 0.12 | 0.14 | 0.09 | 0.12 | 0.14 | 0.12 | 0.11 | 0.11 | 0.14 | 0.11 | 0.13 | 0.13 | 0.14 | 0.13 | 0.13 | 0.10 | 0.13 | 0.15 | 0.13 | 0.15 | 0.16 | 0.18 | 0.18 | 0.18 | 0.18 |
| ETH-USD | 0.00 | 0.05 | 0.69 | 1.00 | 0.80 | 0.06 | 0.13 | 0.07 | 0.09 | 0.07 | 0.13 | 0.08 | 0.04 | 0.05 | 0.08 | 0.06 | 0.12 | 0.16 | 0.17 | 0.11 | 0.10 | 0.13 | 0.08 | 0.10 | 0.11 | 0.16 | 0.10 | 0.11 | 0.15 | 0.13 | 0.12 | 0.09 | 0.16 | 0.10 | 0.16 | 0.15 | 0.14 | 0.10 | 0.13 | 0.11 | 0.14 | 0.16 | 0.15 | 0.15 | 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 | 0.09 | 0.06 | 0.12 | 0.08 | 0.04 | 0.06 | 0.10 | 0.04 | 0.11 | 0.16 | 0.17 | 0.11 | 0.11 | 0.13 | 0.11 | 0.09 | 0.12 | 0.16 | 0.10 | 0.13 | 0.15 | 0.11 | 0.13 | 0.09 | 0.16 | 0.09 | 0.16 | 0.15 | 0.14 | 0.10 | 0.14 | 0.11 | 0.13 | 0.17 | 0.15 | 0.15 | 0.15 | 0.20 | 0.19 | 0.20 | 0.20 |
| JNJ | 0.00 | 0.01 | 0.07 | 0.06 | 0.05 | 1.00 | 0.06 | 0.26 | 0.21 | 0.44 | 0.10 | 0.11 | 0.40 | 0.28 | 0.34 | 0.44 | 0.12 | 0.14 | 0.09 | 0.32 | 0.25 | 0.19 | 0.26 | 0.28 | 0.24 | 0.21 | 0.28 | 0.21 | 0.22 | 0.32 | 0.19 | 0.30 | 0.25 | 0.34 | 0.19 | 0.25 | 0.29 | 0.24 | 0.19 | 0.26 | 0.24 | 0.26 | 0.30 | 0.32 | 0.30 | 0.35 | 0.35 | 0.35 | 0.33 |
| TSLA | 0.00 | 0.05 | 0.12 | 0.13 | 0.14 | 0.06 | 1.00 | 0.17 | 0.19 | 0.13 | 0.17 | 0.17 | 0.14 | 0.18 | 0.16 | 0.12 | 0.26 | 0.38 | 0.41 | 0.22 | 0.14 | 0.17 | 0.21 | 0.18 | 0.23 | 0.35 | 0.21 | 0.27 | 0.40 | 0.22 | 0.22 | 0.26 | 0.38 | 0.16 | 0.39 | 0.25 | 0.24 | 0.22 | 0.26 | 0.21 | 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 | 0.25 | 0.29 | 0.15 | 0.16 | 0.31 | 0.30 | 0.28 | 0.28 | 0.22 | 0.24 | 0.24 | 0.32 | 0.29 | 0.29 | 0.28 | 0.26 | 0.28 | 0.28 | 0.26 | 0.23 | 0.27 | 0.30 | 0.24 | 0.36 | 0.34 | 0.34 | 0.20 | 0.24 | 0.32 | 0.30 | 0.22 | 0.25 | 0.28 | 0.29 | 0.27 | 0.34 | 0.34 | 0.42 | 0.42 | 0.42 | 0.42 |
| TSCO | 0.00 | 0.01 | 0.09 | 0.09 | 0.09 | 0.21 | 0.19 | 0.25 | 1.00 | 0.24 | 0.15 | 0.20 | 0.25 | 0.16 | 0.25 | 0.20 | 0.41 | 0.24 | 0.28 | 0.26 | 0.24 | 0.24 | 0.23 | 0.30 | 0.24 | 0.24 | 0.31 | 0.24 | 0.28 | 0.28 | 0.27 | 0.41 | 0.32 | 0.25 | 0.31 | 0.25 | 0.49 | 0.32 | 0.27 | 0.26 | 0.33 | 0.34 | 0.34 | 0.32 | 0.34 | 0.40 | 0.40 | 0.41 | 0.42 |
| PEP | 0.00 | 0.04 | 0.08 | 0.07 | 0.06 | 0.44 | 0.13 | 0.29 | 0.24 | 1.00 | 0.09 | 0.09 | 0.65 | 0.40 | 0.44 | 0.67 | 0.15 | 0.21 | 0.13 | 0.39 | 0.29 | 0.23 | 0.33 | 0.25 | 0.27 | 0.25 | 0.29 | 0.24 | 0.28 | 0.36 | 0.15 | 0.33 | 0.32 | 0.32 | 0.19 | 0.18 | 0.34 | 0.24 | 0.19 | 0.19 | 0.21 | 0.25 | 0.25 | 0.31 | 0.30 | 0.39 | 0.39 | 0.39 | 0.37 |
| CNQ | 0.00 | -0.02 | 0.11 | 0.13 | 0.12 | 0.10 | 0.17 | 0.15 | 0.15 | 0.09 | 1.00 | 0.69 | 0.12 | 0.13 | 0.16 | 0.16 | 0.26 | 0.18 | 0.22 | 0.17 | 0.31 | 0.29 | 0.26 | 0.34 | 0.28 | 0.25 | 0.27 | 0.33 | 0.24 | 0.29 | 0.40 | 0.25 | 0.19 | 0.36 | 0.28 | 0.48 | 0.24 | 0.37 | 0.39 | 0.40 | 0.35 | 0.30 | 0.34 | 0.34 | 0.35 | 0.41 | 0.41 | 0.41 | 0.43 |
| DVN | 0.00 | -0.00 | 0.07 | 0.08 | 0.08 | 0.11 | 0.17 | 0.16 | 0.20 | 0.09 | 0.69 | 1.00 | 0.12 | 0.13 | 0.15 | 0.15 | 0.26 | 0.17 | 0.20 | 0.15 | 0.36 | 0.30 | 0.28 | 0.36 | 0.28 | 0.23 | 0.29 | 0.33 | 0.23 | 0.28 | 0.44 | 0.25 | 0.19 | 0.38 | 0.32 | 0.43 | 0.23 | 0.35 | 0.43 | 0.42 | 0.38 | 0.31 | 0.38 | 0.34 | 0.34 | 0.41 | 0.41 | 0.41 | 0.43 |
| MDLZ | 0.00 | 0.01 | 0.05 | 0.04 | 0.04 | 0.40 | 0.14 | 0.31 | 0.25 | 0.65 | 0.12 | 0.12 | 1.00 | 0.37 | 0.42 | 0.59 | 0.18 | 0.20 | 0.14 | 0.39 | 0.31 | 0.28 | 0.34 | 0.28 | 0.31 | 0.25 | 0.32 | 0.28 | 0.26 | 0.36 | 0.21 | 0.33 | 0.30 | 0.36 | 0.20 | 0.21 | 0.33 | 0.28 | 0.22 | 0.24 | 0.22 | 0.26 | 0.28 | 0.33 | 0.33 | 0.41 | 0.41 | 0.41 | 0.38 |
| O | 0.00 | 0.04 | 0.08 | 0.05 | 0.06 | 0.28 | 0.18 | 0.30 | 0.16 | 0.40 | 0.13 | 0.13 | 0.37 | 1.00 | 0.35 | 0.44 | 0.21 | 0.15 | 0.14 | 0.59 | 0.31 | 0.35 | 0.64 | 0.27 | 0.60 | 0.21 | 0.28 | 0.54 | 0.22 | 0.32 | 0.23 | 0.30 | 0.25 | 0.34 | 0.22 | 0.24 | 0.32 | 0.31 | 0.27 | 0.23 | 0.23 | 0.26 | 0.27 | 0.29 | 0.30 | 0.36 | 0.36 | 0.36 | 0.36 |
| MCD | 0.00 | 0.04 | 0.09 | 0.08 | 0.10 | 0.34 | 0.16 | 0.28 | 0.25 | 0.44 | 0.16 | 0.15 | 0.42 | 0.35 | 1.00 | 0.47 | 0.19 | 0.22 | 0.19 | 0.36 | 0.35 | 0.30 | 0.34 | 0.27 | 0.32 | 0.26 | 0.32 | 0.29 | 0.29 | 0.34 | 0.26 | 0.33 | 0.33 | 0.37 | 0.23 | 0.27 | 0.36 | 0.30 | 0.28 | 0.30 | 0.29 | 0.31 | 0.31 | 0.35 | 0.31 | 0.43 | 0.43 | 0.43 | 0.41 |
| KO | 0.00 | 0.04 | 0.08 | 0.06 | 0.04 | 0.44 | 0.12 | 0.28 | 0.20 | 0.67 | 0.16 | 0.15 | 0.59 | 0.44 | 0.47 | 1.00 | 0.16 | 0.17 | 0.10 | 0.38 | 0.37 | 0.29 | 0.38 | 0.32 | 0.33 | 0.25 | 0.34 | 0.31 | 0.25 | 0.40 | 0.26 | 0.32 | 0.28 | 0.42 | 0.17 | 0.27 | 0.32 | 0.33 | 0.26 | 0.30 | 0.26 | 0.26 | 0.29 | 0.36 | 0.31 | 0.41 | 0.41 | 0.41 | 0.39 |
| WSM | 0.00 | 0.02 | 0.12 | 0.12 | 0.11 | 0.12 | 0.26 | 0.22 | 0.41 | 0.15 | 0.26 | 0.26 | 0.18 | 0.21 | 0.19 | 0.16 | 1.00 | 0.32 | 0.35 | 0.25 | 0.25 | 0.31 | 0.29 | 0.31 | 0.32 | 0.28 | 0.38 | 0.36 | 0.28 | 0.29 | 0.36 | 0.38 | 0.29 | 0.28 | 0.36 | 0.32 | 0.46 | 0.38 | 0.37 | 0.31 | 0.38 | 0.37 | 0.38 | 0.40 | 0.43 | 0.45 | 0.45 | 0.45 | 0.48 |
| AMZN | 0.00 | 0.05 | 0.14 | 0.16 | 0.16 | 0.14 | 0.38 | 0.24 | 0.24 | 0.21 | 0.18 | 0.17 | 0.20 | 0.15 | 0.22 | 0.17 | 0.32 | 1.00 | 0.56 | 0.28 | 0.14 | 0.24 | 0.19 | 0.19 | 0.16 | 0.64 | 0.30 | 0.20 | 0.55 | 0.29 | 0.22 | 0.36 | 0.65 | 0.17 | 0.44 | 0.27 | 0.37 | 0.24 | 0.29 | 0.26 | 0.36 | 0.46 | 0.32 | 0.41 | 0.42 | 0.61 | 0.61 | 0.61 | 0.60 |
| NVDA | 0.00 | 0.03 | 0.15 | 0.17 | 0.17 | 0.09 | 0.41 | 0.24 | 0.28 | 0.13 | 0.22 | 0.20 | 0.14 | 0.14 | 0.19 | 0.10 | 0.35 | 0.56 | 1.00 | 0.27 | 0.17 | 0.24 | 0.15 | 0.23 | 0.17 | 0.53 | 0.32 | 0.21 | 0.53 | 0.33 | 0.26 | 0.36 | 0.60 | 0.22 | 0.58 | 0.31 | 0.37 | 0.28 | 0.31 | 0.30 | 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 | 0.26 | 0.39 | 0.17 | 0.15 | 0.39 | 0.59 | 0.36 | 0.38 | 0.25 | 0.28 | 0.27 | 1.00 | 0.30 | 0.36 | 0.53 | 0.31 | 0.50 | 0.32 | 0.37 | 0.49 | 0.35 | 0.37 | 0.26 | 0.37 | 0.38 | 0.31 | 0.32 | 0.27 | 0.41 | 0.33 | 0.30 | 0.27 | 0.29 | 0.35 | 0.32 | 0.39 | 0.37 | 0.50 | 0.49 | 0.50 | 0.49 |
| HIG | 0.00 | 0.04 | 0.09 | 0.10 | 0.11 | 0.25 | 0.14 | 0.29 | 0.24 | 0.29 | 0.31 | 0.36 | 0.31 | 0.31 | 0.35 | 0.37 | 0.25 | 0.14 | 0.17 | 0.30 | 1.00 | 0.48 | 0.42 | 0.44 | 0.42 | 0.21 | 0.33 | 0.42 | 0.22 | 0.38 | 0.57 | 0.33 | 0.23 | 0.66 | 0.29 | 0.50 | 0.32 | 0.43 | 0.48 | 0.58 | 0.39 | 0.31 | 0.40 | 0.43 | 0.42 | 0.46 | 0.45 | 0.46 | 0.46 |
| FNF | 0.00 | 0.04 | 0.13 | 0.13 | 0.13 | 0.19 | 0.17 | 0.29 | 0.24 | 0.23 | 0.29 | 0.30 | 0.28 | 0.35 | 0.30 | 0.29 | 0.31 | 0.24 | 0.24 | 0.36 | 0.48 | 1.00 | 0.41 | 0.38 | 0.43 | 0.29 | 0.34 | 0.40 | 0.27 | 0.39 | 0.47 | 0.37 | 0.27 | 0.50 | 0.33 | 0.46 | 0.40 | 0.42 | 0.46 | 0.43 | 0.41 | 0.36 | 0.41 | 0.46 | 0.45 | 0.49 | 0.49 | 0.49 | 0.50 |
| REG | 0.00 | 0.03 | 0.11 | 0.08 | 0.11 | 0.26 | 0.21 | 0.28 | 0.23 | 0.33 | 0.26 | 0.28 | 0.34 | 0.64 | 0.34 | 0.38 | 0.29 | 0.19 | 0.15 | 0.53 | 0.42 | 0.41 | 1.00 | 0.38 | 0.79 | 0.23 | 0.33 | 0.71 | 0.24 | 0.35 | 0.40 | 0.33 | 0.25 | 0.43 | 0.27 | 0.37 | 0.38 | 0.44 | 0.44 | 0.39 | 0.34 | 0.30 | 0.37 | 0.37 | 0.38 | 0.45 | 0.45 | 0.45 | 0.46 |
| PKG | 0.00 | 0.01 | 0.10 | 0.10 | 0.09 | 0.28 | 0.18 | 0.26 | 0.30 | 0.25 | 0.34 | 0.36 | 0.28 | 0.27 | 0.27 | 0.32 | 0.31 | 0.19 | 0.23 | 0.31 | 0.44 | 0.38 | 0.38 | 1.00 | 0.41 | 0.27 | 0.45 | 0.39 | 0.27 | 0.45 | 0.48 | 0.41 | 0.25 | 0.47 | 0.35 | 0.49 | 0.38 | 0.52 | 0.48 | 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 | 0.24 | 0.27 | 0.28 | 0.28 | 0.31 | 0.60 | 0.32 | 0.33 | 0.32 | 0.16 | 0.17 | 0.50 | 0.42 | 0.43 | 0.79 | 0.41 | 1.00 | 0.22 | 0.33 | 0.72 | 0.25 | 0.32 | 0.43 | 0.34 | 0.24 | 0.45 | 0.30 | 0.38 | 0.39 | 0.44 | 0.47 | 0.42 | 0.35 | 0.31 | 0.40 | 0.38 | 0.39 | 0.46 | 0.45 | 0.46 | 0.47 |
| GOOGL | 0.00 | 0.03 | 0.14 | 0.16 | 0.16 | 0.21 | 0.35 | 0.28 | 0.24 | 0.25 | 0.25 | 0.23 | 0.25 | 0.21 | 0.26 | 0.25 | 0.28 | 0.64 | 0.53 | 0.32 | 0.21 | 0.29 | 0.23 | 0.27 | 0.22 | 1.00 | 0.32 | 0.24 | 0.59 | 0.36 | 0.27 | 0.39 | 0.69 | 0.26 | 0.48 | 0.34 | 0.36 | 0.29 | 0.34 | 0.33 | 0.41 | 0.51 | 0.41 | 0.47 | 0.46 | 0.67 | 0.67 | 0.67 | 0.65 |
| UPS | 0.00 | 0.01 | 0.09 | 0.10 | 0.10 | 0.28 | 0.21 | 0.26 | 0.31 | 0.29 | 0.27 | 0.29 | 0.32 | 0.28 | 0.32 | 0.34 | 0.38 | 0.30 | 0.32 | 0.37 | 0.33 | 0.34 | 0.33 | 0.45 | 0.33 | 0.32 | 1.00 | 0.35 | 0.38 | 0.43 | 0.40 | 0.48 | 0.35 | 0.36 | 0.39 | 0.36 | 0.47 | 0.44 | 0.37 | 0.40 | 0.40 | 0.41 | 0.46 | 0.48 | 0.51 | 0.52 | 0.52 | 0.52 | 0.53 |
| SPG | 0.00 | 0.04 | 0.12 | 0.11 | 0.13 | 0.21 | 0.27 | 0.23 | 0.24 | 0.24 | 0.33 | 0.33 | 0.28 | 0.54 | 0.29 | 0.31 | 0.36 | 0.20 | 0.21 | 0.49 | 0.42 | 0.40 | 0.71 | 0.39 | 0.72 | 0.24 | 0.35 | 1.00 | 0.29 | 0.32 | 0.44 | 0.32 | 0.26 | 0.43 | 0.32 | 0.42 | 0.37 | 0.46 | 0.48 | 0.43 | 0.38 | 0.33 | 0.41 | 0.41 | 0.42 | 0.47 | 0.47 | 0.48 | 0.49 |
| AAPL | 0.00 | 0.05 | 0.14 | 0.15 | 0.15 | 0.22 | 0.40 | 0.27 | 0.28 | 0.28 | 0.24 | 0.23 | 0.26 | 0.22 | 0.29 | 0.25 | 0.28 | 0.55 | 0.53 | 0.35 | 0.22 | 0.27 | 0.24 | 0.27 | 0.25 | 0.59 | 0.38 | 0.29 | 1.00 | 0.37 | 0.25 | 0.40 | 0.63 | 0.26 | 0.56 | 0.32 | 0.38 | 0.31 | 0.32 | 0.32 | 0.44 | 0.53 | 0.43 | 0.43 | 0.44 | 0.68 | 0.68 | 0.68 | 0.66 |
| APD | 0.00 | 0.02 | 0.12 | 0.13 | 0.11 | 0.32 | 0.22 | 0.30 | 0.28 | 0.36 | 0.29 | 0.28 | 0.36 | 0.32 | 0.34 | 0.40 | 0.29 | 0.29 | 0.33 | 0.37 | 0.38 | 0.39 | 0.35 | 0.45 | 0.32 | 0.36 | 0.43 | 0.32 | 0.37 | 1.00 | 0.38 | 0.44 | 0.39 | 0.43 | 0.41 | 0.44 | 0.43 | 0.45 | 0.39 | 0.42 | 0.44 | 0.46 | 0.45 | 0.51 | 0.47 | 0.57 | 0.58 | 0.57 | 0.58 |
| FITB | 0.00 | -0.00 | 0.11 | 0.12 | 0.13 | 0.19 | 0.22 | 0.24 | 0.27 | 0.15 | 0.40 | 0.44 | 0.21 | 0.23 | 0.26 | 0.26 | 0.36 | 0.22 | 0.26 | 0.26 | 0.57 | 0.47 | 0.40 | 0.48 | 0.43 | 0.27 | 0.40 | 0.44 | 0.25 | 0.38 | 1.00 | 0.36 | 0.25 | 0.58 | 0.38 | 0.58 | 0.37 | 0.51 | 0.67 | 0.72 | 0.48 | 0.38 | 0.50 | 0.55 | 0.56 | 0.52 | 0.52 | 0.52 | 0.54 |
| FAST | 0.00 | 0.03 | 0.11 | 0.09 | 0.09 | 0.30 | 0.26 | 0.36 | 0.41 | 0.33 | 0.25 | 0.25 | 0.33 | 0.30 | 0.33 | 0.32 | 0.38 | 0.36 | 0.36 | 0.37 | 0.33 | 0.37 | 0.33 | 0.41 | 0.34 | 0.39 | 0.48 | 0.32 | 0.40 | 0.44 | 0.36 | 1.00 | 0.42 | 0.38 | 0.42 | 0.37 | 0.51 | 0.53 | 0.36 | 0.40 | 0.41 | 0.48 | 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 | 0.32 | 0.32 | 0.19 | 0.19 | 0.30 | 0.25 | 0.33 | 0.28 | 0.29 | 0.65 | 0.60 | 0.38 | 0.23 | 0.27 | 0.25 | 0.25 | 0.24 | 0.69 | 0.35 | 0.26 | 0.63 | 0.39 | 0.25 | 0.42 | 1.00 | 0.28 | 0.51 | 0.32 | 0.44 | 0.31 | 0.32 | 0.31 | 0.44 | 0.56 | 0.41 | 0.49 | 0.49 | 0.73 | 0.73 | 0.73 | 0.70 |
| AFL | 0.00 | 0.03 | 0.11 | 0.10 | 0.09 | 0.34 | 0.16 | 0.34 | 0.25 | 0.32 | 0.36 | 0.38 | 0.36 | 0.34 | 0.37 | 0.42 | 0.28 | 0.17 | 0.22 | 0.31 | 0.66 | 0.50 | 0.43 | 0.47 | 0.45 | 0.26 | 0.36 | 0.43 | 0.26 | 0.43 | 0.58 | 0.38 | 0.28 | 1.00 | 0.31 | 0.56 | 0.35 | 0.51 | 0.49 | 0.62 | 0.44 | 0.35 | 0.45 | 0.51 | 0.50 | 0.53 | 0.53 | 0.53 | 0.53 |
| SWKS | 0.00 | 0.02 | 0.13 | 0.16 | 0.16 | 0.19 | 0.39 | 0.20 | 0.31 | 0.19 | 0.28 | 0.32 | 0.20 | 0.22 | 0.23 | 0.17 | 0.36 | 0.44 | 0.58 | 0.32 | 0.29 | 0.33 | 0.27 | 0.35 | 0.30 | 0.48 | 0.39 | 0.32 | 0.56 | 0.41 | 0.38 | 0.42 | 0.51 | 0.31 | 1.00 | 0.42 | 0.41 | 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 | 0.13 | 0.15 | 0.15 | 0.25 | 0.25 | 0.24 | 0.25 | 0.18 | 0.48 | 0.43 | 0.21 | 0.24 | 0.27 | 0.27 | 0.32 | 0.27 | 0.31 | 0.27 | 0.50 | 0.46 | 0.37 | 0.49 | 0.38 | 0.34 | 0.36 | 0.42 | 0.32 | 0.44 | 0.58 | 0.37 | 0.32 | 0.56 | 0.42 | 1.00 | 0.37 | 0.50 | 0.55 | 0.59 | 0.49 | 0.41 | 0.50 | 0.54 | 0.52 | 0.56 | 0.56 | 0.56 | 0.57 |
| HD | 0.00 | 0.02 | 0.14 | 0.14 | 0.14 | 0.29 | 0.24 | 0.32 | 0.49 | 0.34 | 0.24 | 0.23 | 0.33 | 0.32 | 0.36 | 0.32 | 0.46 | 0.37 | 0.37 | 0.41 | 0.32 | 0.40 | 0.38 | 0.38 | 0.39 | 0.36 | 0.47 | 0.37 | 0.38 | 0.43 | 0.37 | 0.51 | 0.44 | 0.35 | 0.41 | 0.37 | 1.00 | 0.45 | 0.40 | 0.37 | 0.44 | 0.47 | 0.45 | 0.50 | 0.50 | 0.58 | 0.58 | 0.58 | 0.58 |
| SNA | 0.00 | 0.00 | 0.13 | 0.10 | 0.10 | 0.24 | 0.22 | 0.30 | 0.32 | 0.24 | 0.37 | 0.35 | 0.28 | 0.31 | 0.30 | 0.33 | 0.38 | 0.24 | 0.28 | 0.33 | 0.43 | 0.42 | 0.44 | 0.52 | 0.44 | 0.29 | 0.44 | 0.46 | 0.31 | 0.45 | 0.51 | 0.53 | 0.31 | 0.51 | 0.42 | 0.50 | 0.45 | 1.00 | 0.50 | 0.50 | 0.49 | 0.42 | 0.52 | 0.49 | 0.53 | 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 | 0.27 | 0.19 | 0.39 | 0.43 | 0.22 | 0.27 | 0.28 | 0.26 | 0.37 | 0.29 | 0.31 | 0.30 | 0.48 | 0.46 | 0.44 | 0.48 | 0.47 | 0.34 | 0.37 | 0.48 | 0.32 | 0.39 | 0.67 | 0.36 | 0.32 | 0.49 | 0.43 | 0.55 | 0.40 | 0.50 | 1.00 | 0.61 | 0.49 | 0.43 | 0.52 | 0.55 | 0.57 | 0.56 | 0.56 | 0.56 | 0.58 |
| JPM | 0.00 | 0.01 | 0.10 | 0.11 | 0.11 | 0.26 | 0.21 | 0.25 | 0.26 | 0.19 | 0.40 | 0.42 | 0.24 | 0.23 | 0.30 | 0.30 | 0.31 | 0.26 | 0.30 | 0.27 | 0.58 | 0.43 | 0.39 | 0.47 | 0.42 | 0.33 | 0.40 | 0.43 | 0.32 | 0.42 | 0.72 | 0.40 | 0.31 | 0.62 | 0.39 | 0.59 | 0.37 | 0.50 | 0.61 | 1.00 | 0.48 | 0.41 | 0.51 | 0.59 | 0.55 | 0.58 | 0.57 | 0.58 | 0.57 |
| HPQ | 0.00 | 0.05 | 0.13 | 0.14 | 0.13 | 0.24 | 0.30 | 0.28 | 0.33 | 0.21 | 0.35 | 0.38 | 0.22 | 0.23 | 0.29 | 0.26 | 0.38 | 0.36 | 0.42 | 0.29 | 0.39 | 0.41 | 0.34 | 0.42 | 0.35 | 0.41 | 0.40 | 0.38 | 0.44 | 0.44 | 0.48 | 0.41 | 0.44 | 0.44 | 0.51 | 0.49 | 0.44 | 0.49 | 0.49 | 0.48 | 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 | 0.26 | 0.38 | 0.29 | 0.34 | 0.25 | 0.30 | 0.31 | 0.26 | 0.26 | 0.31 | 0.26 | 0.37 | 0.46 | 0.59 | 0.35 | 0.31 | 0.36 | 0.30 | 0.37 | 0.31 | 0.51 | 0.41 | 0.33 | 0.53 | 0.46 | 0.38 | 0.48 | 0.56 | 0.35 | 0.72 | 0.41 | 0.47 | 0.42 | 0.43 | 0.41 | 0.54 | 1.00 | 0.56 | 0.53 | 0.54 | 0.69 | 0.69 | 0.69 | 0.69 |
| GLW | 0.00 | 0.03 | 0.13 | 0.15 | 0.15 | 0.30 | 0.26 | 0.27 | 0.34 | 0.25 | 0.34 | 0.38 | 0.28 | 0.27 | 0.31 | 0.29 | 0.38 | 0.32 | 0.39 | 0.32 | 0.40 | 0.41 | 0.37 | 0.49 | 0.40 | 0.41 | 0.46 | 0.41 | 0.43 | 0.45 | 0.50 | 0.46 | 0.41 | 0.45 | 0.54 | 0.50 | 0.45 | 0.52 | 0.52 | 0.51 | 0.55 | 0.56 | 1.00 | 0.56 | 0.57 | 0.63 | 0.64 | 0.63 | 0.64 |
| BLK | 0.00 | 0.03 | 0.15 | 0.15 | 0.15 | 0.32 | 0.31 | 0.34 | 0.32 | 0.31 | 0.34 | 0.34 | 0.33 | 0.29 | 0.35 | 0.36 | 0.40 | 0.41 | 0.43 | 0.39 | 0.43 | 0.46 | 0.37 | 0.46 | 0.38 | 0.47 | 0.48 | 0.41 | 0.43 | 0.51 | 0.55 | 0.49 | 0.49 | 0.51 | 0.49 | 0.54 | 0.50 | 0.49 | 0.55 | 0.59 | 0.50 | 0.53 | 0.56 | 1.00 | 0.72 | 0.69 | 0.69 | 0.69 | 0.70 |
| TROW | 0.00 | 0.05 | 0.16 | 0.17 | 0.15 | 0.30 | 0.32 | 0.34 | 0.34 | 0.30 | 0.35 | 0.34 | 0.33 | 0.30 | 0.31 | 0.31 | 0.43 | 0.42 | 0.45 | 0.37 | 0.42 | 0.45 | 0.38 | 0.47 | 0.39 | 0.46 | 0.51 | 0.42 | 0.44 | 0.47 | 0.56 | 0.50 | 0.49 | 0.50 | 0.51 | 0.52 | 0.50 | 0.53 | 0.57 | 0.55 | 0.52 | 0.54 | 0.57 | 0.72 | 1.00 | 0.70 | 0.70 | 0.70 | 0.71 |
| SPY | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.35 | 0.44 | 0.42 | 0.40 | 0.39 | 0.41 | 0.41 | 0.41 | 0.36 | 0.43 | 0.41 | 0.45 | 0.61 | 0.62 | 0.50 | 0.46 | 0.49 | 0.45 | 0.48 | 0.46 | 0.67 | 0.52 | 0.47 | 0.68 | 0.57 | 0.52 | 0.58 | 0.73 | 0.53 | 0.65 | 0.56 | 0.58 | 0.54 | 0.56 | 0.58 | 0.63 | 0.69 | 0.63 | 0.69 | 0.70 | 1.00 | 1.00 | 1.00 | 0.98 |
| VOO | 0.00 | 0.05 | 0.18 | 0.20 | 0.19 | 0.35 | 0.44 | 0.42 | 0.40 | 0.39 | 0.41 | 0.41 | 0.41 | 0.36 | 0.43 | 0.41 | 0.45 | 0.61 | 0.62 | 0.49 | 0.45 | 0.49 | 0.45 | 0.48 | 0.45 | 0.67 | 0.52 | 0.47 | 0.68 | 0.58 | 0.52 | 0.58 | 0.73 | 0.53 | 0.65 | 0.56 | 0.58 | 0.54 | 0.56 | 0.57 | 0.63 | 0.69 | 0.64 | 0.69 | 0.70 | 1.00 | 1.00 | 1.00 | 0.98 |
| IVV | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.35 | 0.44 | 0.42 | 0.41 | 0.39 | 0.41 | 0.41 | 0.41 | 0.36 | 0.43 | 0.41 | 0.45 | 0.61 | 0.62 | 0.50 | 0.46 | 0.49 | 0.45 | 0.48 | 0.46 | 0.67 | 0.52 | 0.48 | 0.68 | 0.57 | 0.52 | 0.58 | 0.73 | 0.53 | 0.65 | 0.56 | 0.58 | 0.54 | 0.56 | 0.58 | 0.63 | 0.69 | 0.63 | 0.69 | 0.70 | 1.00 | 1.00 | 1.00 | 0.98 |
| VTI | 0.00 | 0.05 | 0.18 | 0.20 | 0.20 | 0.33 | 0.46 | 0.42 | 0.42 | 0.37 | 0.43 | 0.43 | 0.38 | 0.36 | 0.41 | 0.39 | 0.48 | 0.60 | 0.61 | 0.49 | 0.46 | 0.50 | 0.46 | 0.50 | 0.47 | 0.65 | 0.53 | 0.49 | 0.66 | 0.58 | 0.54 | 0.58 | 0.70 | 0.53 | 0.66 | 0.57 | 0.58 | 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.