Пропорциональный
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Пропорциональный
Currency in USD · Последнее обновление 11 мая 2025 г.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
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Самые ранние данные для этого графика доступны с 9 нояб. 2017 г., начальной даты BNB-USD
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Пропорциональный | -3.30% | 8.39% | -4.47% | 11.38% | 26.23% | N/A |
| Активы портфеля: | ||||||
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A |
O | 8.70% | 5.18% | 1.41% | 8.96% | 7.43% | N/A |
SPG | -4.06% | 10.49% | -6.64% | 16.07% | 31.51% | N/A |
KIM | -10.09% | 5.31% | -14.66% | 14.69% | 20.25% | N/A |
REG | -1.15% | 5.79% | -0.63% | 26.36% | 17.16% | N/A |
VTI | -3.75% | 7.98% | -5.68% | 9.17% | 15.23% | N/A |
SPY | -3.42% | 7.58% | -5.06% | 9.73% | 15.73% | N/A |
IVV | -3.40% | 7.56% | -5.07% | 9.78% | 15.80% | N/A |
VOO | -3.41% | 7.59% | -5.06% | 9.79% | 15.81% | N/A |
KO | 14.10% | -0.34% | 11.98% | 14.81% | 12.55% | N/A |
MSFT | 4.30% | 15.05% | 4.25% | 6.59% | 19.68% | N/A |
MCD | 8.83% | 2.25% | 6.16% | 16.85% | 14.25% | N/A |
AMZN Amazon.com, Inc. | -12.00% | 6.53% | -7.26% | 2.98% | 9.90% | 24.71% |
JNJ | 7.49% | 3.72% | 0.79% | 6.18% | 3.54% | N/A |
GOOGL Alphabet Inc Class A | -19.22% | -0.05% | -14.16% | -8.99% | 16.95% | 19.05% |
TSLA | -26.14% | 18.17% | -7.15% | 77.04% | 40.73% | N/A |
NVDA | -13.13% | 8.44% | -20.97% | 29.82% | 70.80% | N/A |
AAPL Apple Inc | -20.63% | 4.26% | -12.43% | 8.82% | 20.98% | 21.59% |
PEP | -13.46% | -9.50% | -19.62% | -25.04% | 2.35% | N/A |
JPM | 6.78% | 11.43% | 8.01% | 30.28% | 26.46% | N/A |
BLK BlackRock, Inc. | -9.43% | 7.53% | -10.22% | 18.59% | 16.20% | 12.58% |
TROW | -16.85% | 7.91% | -19.22% | -12.92% | 0.15% | N/A |
ALLY Ally Financial Inc. | -2.26% | 9.19% | -6.29% | -9.32% | 21.85% | 7.18% |
UPS | -22.87% | -0.69% | -25.66% | -32.34% | 4.04% | N/A |
HPQ | -18.08% | 15.70% | -26.80% | -7.86% | 15.13% | N/A |
FAST Fastenal Company | 10.53% | 4.27% | -4.62% | 18.36% | 17.64% | 17.06% |
HD The Home Depot, Inc. | -6.16% | 2.57% | -9.60% | 7.30% | 11.58% | 15.27% |
APD Air Products and Chemicals, Inc. | -5.37% | 3.47% | -12.31% | 10.96% | 5.59% | 9.62% |
TXN | -6.66% | 10.94% | -20.55% | -5.20% | 11.53% | N/A |
MFC | 1.19% | 12.64% | -1.38% | 23.09% | 27.37% | N/A |
PKG | -18.89% | -2.17% | -23.68% | 3.66% | 16.77% | N/A |
BAH Booz Allen Hamilton Holding Corporation | -3.36% | 13.77% | -32.00% | -19.49% | 13.13% | 18.27% |
GLW Corning Incorporated | -4.59% | 8.13% | -6.38% | 35.41% | 19.65% | 10.91% |
WSM | -12.76% | 8.92% | 24.46% | 3.07% | 38.99% | N/A |
FITB Fifth Third Bancorp | -10.81% | 10.40% | -17.77% | -0.08% | 21.48% | 9.91% |
FNF Fidelity National Financial, Inc. | 3.88% | -3.82% | -2.36% | 16.18% | 24.56% | 11.00% |
SWKS | -22.27% | 26.69% | -22.08% | -23.60% | -7.18% | N/A |
MDLZ | 11.89% | 0.59% | 1.76% | -4.17% | 8.03% | N/A |
PLD | 2.05% | 12.67% | -6.07% | 2.85% | 6.53% | N/A |
DVN Devon Energy Corporation | 0.10% | 17.23% | -15.17% | -32.96% | 28.37% | -3.42% |
CNQ Canadian Natural Resources Limited | 0.17% | 16.58% | -8.37% | -16.24% | 37.03% | 11.85% |
TSCO | -2.93% | -0.04% | -10.40% | -3.98% | 20.52% | N/A |
AFL Aflac Incorporated | 3.02% | 1.23% | -1.13% | 25.67% | 27.61% | 15.55% |
SNA | -6.42% | -2.08% | -11.04% | 15.32% | 23.59% | N/A |
HIG The Hartford Financial Services Group, Inc. | 17.08% | 11.09% | 9.53% | 27.33% | 32.58% | 14.40% |
BTC-USD Bitcoin | 10.21% | 29.32% | 34.11% | 69.38% | 64.34% | 83.65% |
ETH-USD Ethereum | -29.62% | 54.05% | -25.09% | -19.39% | 66.08% | N/A |
BNB-USD Binance Coin | -4.87% | 15.50% | 6.81% | 13.88% | 113.41% | N/A |
USDT-USD | 0.20% | 0.07% | -0.04% | 0.02% | 0.03% | N/A |
*Среднегодовая
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.57% | -1.70% | -3.92% | -1.92% | 2.77% | -3.30% | |||||||
| 2024 | -1.01% | 6.24% | 5.29% | -4.48% | 4.68% | 1.08% | 4.04% | 2.18% | 2.05% | -0.58% | 7.57% | -3.82% | 24.88% |
| 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% | -4.75% | -16.82% |
| 2021 | 4.28% | 13.14% | 10.92% | 8.79% | -1.00% | -0.42% | 2.29% | 5.56% | -4.40% | 10.31% | 0.86% | 2.07% | 64.52% |
| 2020 | 2.59% | -5.95% | -21.42% | 16.53% | 3.36% | 4.99% | 5.39% | 8.13% | -3.67% | -1.45% | 17.90% | 7.13% | 31.02% |
| 2019 | 6.81% | 4.41% | 4.15% | 3.70% | 0.69% | 7.65% | 0.64% | -2.52% | 3.22% | 2.41% | 0.42% | 1.22% | 37.65% |
| 2018 | 2.12% | -4.96% | -4.25% | 4.12% | 1.29% | 0.75% | 3.56% | 1.20% | -1.45% | -4.51% | -1.06% | -6.97% | -10.35% |
| 2017 | 4.33% | 9.77% | 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 рейтинг Пропорциональный составляет 18, что хуже, чем результаты 82% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
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 | 0.53 | -0.38 | 0.95 | — | -0.63 |
SPG | 0.57 | 0.26 | 1.04 | 0.01 | 0.20 |
KIM | 0.61 | -0.48 | 0.94 | — | -0.91 |
REG | 1.37 | 0.37 | 1.05 | 0.03 | 0.72 |
VTI | 0.47 | 0.24 | 1.03 | 0.01 | 0.21 |
SPY | 0.49 | 0.26 | 1.04 | 0.01 | 0.28 |
IVV | 0.52 | 0.26 | 1.04 | 0.01 | 0.28 |
VOO | 0.52 | 0.26 | 1.04 | 0.01 | 0.29 |
KO | 0.93 | 0.07 | 1.01 | — | -0.09 |
MSFT | 0.28 | 0.65 | 1.08 | 0.06 | 0.90 |
MCD | 0.98 | 1.17 | 1.16 | 0.35 | 2.90 |
AMZN Amazon.com, Inc. | 0.06 | 0.73 | 1.09 | 0.09 | 0.99 |
JNJ | 0.33 | -0.43 | 0.94 | — | -1.05 |
GOOGL Alphabet Inc Class A | -0.32 | -0.15 | 0.98 | -0.35 | -0.69 |
TSLA | 1.02 | 1.66 | 1.19 | 0.48 | 2.29 |
NVDA | 0.53 | 0.33 | 1.04 | — | -0.21 |
AAPL Apple Inc | 0.25 | -0.58 | 0.92 | 0.28 | -1.63 |
PEP | -1.24 | -2.11 | 0.75 | — | -2.30 |
JPM | 1.09 | 1.19 | 1.17 | 0.25 | 2.58 |
BLK BlackRock, Inc. | 0.77 | 0.49 | 1.07 | 0.04 | 0.69 |
TROW | -0.45 | -0.44 | 0.94 | — | -0.92 |
ALLY Ally Financial Inc. | -0.27 | -0.59 | 0.91 | -0.24 | -1.46 |
UPS | -1.01 | -1.26 | 0.81 | — | -2.29 |
HPQ | -0.20 | -1.08 | 0.84 | — | -1.78 |
FAST Fastenal Company | 0.73 | 1.71 | 1.21 | 0.48 | 3.26 |
HD The Home Depot, Inc. | 0.31 | 0.13 | 1.01 | 0.42 | -0.06 |
APD Air Products and Chemicals, Inc. | 0.39 | 0.13 | 1.02 | 0.45 | -0.14 |
TXN | -0.11 | -0.69 | 0.91 | — | -1.60 |
MFC | 0.90 | 1.09 | 1.16 | 0.33 | 3.25 |
PKG | 0.13 | -0.75 | 0.90 | — | -1.27 |
BAH Booz Allen Hamilton Holding Corporation | -0.55 | -1.03 | 0.87 | -0.38 | -1.05 |
GLW Corning Incorporated | 1.04 | 0.75 | 1.11 | 0.11 | 1.35 |
WSM | 0.04 | 1.27 | 1.17 | 0.28 | 2.02 |
FITB Fifth Third Bancorp | 0.01 | -0.48 | 0.93 | 0.06 | -1.09 |
FNF Fidelity National Financial, Inc. | 0.56 | 0.21 | 1.03 | 0.00 | 0.13 |
SWKS | -0.46 | -1.12 | 0.81 | — | -1.73 |
MDLZ | -0.13 | -0.38 | 0.95 | — | -0.56 |
PLD | 0.08 | -0.77 | 0.90 | — | -1.44 |
DVN Devon Energy Corporation | -0.85 | -0.98 | 0.87 | -0.51 | -1.75 |
CNQ Canadian Natural Resources Limited | -0.55 | -0.55 | 0.93 | -0.45 | -1.10 |
TSCO | -0.12 | -0.02 | 1.00 | — | -0.50 |
AFL Aflac Incorporated | 1.20 | -0.08 | 0.99 | 2.21 | -0.65 |
SNA | 0.61 | 1.20 | 1.17 | 0.24 | 2.36 |
HIG The Hartford Financial Services Group, Inc. | 1.20 | 1.02 | 1.15 | 0.31 | 2.55 |
BTC-USD Bitcoin | 1.24 | 2.99 | 1.31 | 2.31 | 10.99 |
ETH-USD Ethereum | -0.31 | 0.35 | 1.04 | 0.03 | -0.32 |
BNB-USD Binance Coin | 0.23 | 1.32 | 1.14 | 0.42 | 2.90 |
USDT-USD | 0.02 | 0.04 | 1.00 | 0.00 | 0.10 |
Загрузка...
Дивиденды
Дивидендный доход
Дивидендная доходность Пропорциональный за предыдущие двенадцать месяцев составила 2.53%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.53% | 2.37% | 2.52% | 2.66% | 2.09% | 2.48% | 2.32% | 2.64% | 2.16% | 2.11% | 2.13% | 2.02% |
| 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 | 5.60% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
SPG | 5.06% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% |
KIM | 4.71% | 4.14% | 4.79% | 3.97% | 2.76% | 3.60% | 5.41% | 7.65% | 6.01% | 4.11% | 3.68% | 3.64% |
REG | 3.80% | 3.67% | 3.91% | 4.04% | 3.20% | 5.22% | 3.71% | 3.78% | 3.04% | 2.90% | 2.85% | 2.95% |
VTI | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
SPY | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
IVV | 1.37% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
VOO | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
KO | 2.79% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
MSFT | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
MCD | 2.19% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
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 | 3.22% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
GOOGL Alphabet Inc Class A | 0.52% | 0.32% | 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 | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
AAPL Apple Inc | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
PEP | 4.17% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
JPM | 2.00% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
BLK BlackRock, Inc. | 2.22% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
TROW | 5.38% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
ALLY Ally Financial Inc. | 3.47% | 3.33% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% | 0.00% |
UPS | 5.11% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
HPQ | 4.27% | 3.42% | 3.54% | 3.77% | 2.21% | 2.94% | 3.19% | 2.82% | 2.56% | 4.24% | 3.01% | 1.56% |
FAST Fastenal Company | 2.10% | 2.17% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% |
HD The Home Depot, Inc. | 2.50% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
APD Air Products and Chemicals, Inc. | 2.62% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
TXN | 3.12% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
MFC | 3.83% | 4.15% | 4.87% | 5.68% | 4.90% | 6.26% | 3.71% | 4.97% | 3.01% | 3.13% | 3.48% | 3.36% |
PKG | 2.76% | 2.22% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% |
BAH Booz Allen Hamilton Holding Corporation | 1.68% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% |
GLW Corning Incorporated | 2.48% | 2.36% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% |
WSM | 1.48% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% |
FITB Fifth Third Bancorp | 3.91% | 3.41% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% | 2.50% |
FNF Fidelity National Financial, Inc. | 3.39% | 3.46% | 3.59% | 8.72% | 2.99% | 1.79% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWKS | 4.08% | 3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% |
MDLZ | 2.76% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
PLD | 3.64% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% |
DVN Devon Energy Corporation | 3.84% | 4.43% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% |
CNQ Canadian Natural Resources Limited | 5.14% | 5.02% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.20% | 3.22% | 2.61% |
TSCO | 1.73% | 1.66% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% |
AFL Aflac Incorporated | 1.96% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% |
SNA | 2.53% | 2.27% | 2.33% | 2.57% | 2.37% | 2.61% | 2.32% | 2.35% | 1.69% | 1.48% | 1.28% | 1.35% |
HIG The Hartford Financial Services Group, Inc. | 1.55% | 1.76% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% |
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.
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Максимальные просадки
Пропорциональный показал максимальную просадку в 38.53%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 162 торговые сессии.
Текущая просадка Пропорциональный составляет 7.53%.
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 |
|---|---|---|---|---|---|---|
| -38.53% | 15 февр. 2020 г. | 38 | 23 мар. 2020 г. | 162 | 1 сент. 2020 г. | 200 |
| -24.9% | 8 нояб. 2021 г. | 329 | 2 окт. 2022 г. | 435 | 11 дек. 2023 г. | 764 |
| -20.12% | 14 янв. 2018 г. | 346 | 25 дек. 2018 г. | 101 | 5 апр. 2019 г. | 447 |
| -18.49% | 9 дек. 2024 г. | 121 | 8 апр. 2025 г. | — | — | — |
| -9.69% | 3 сент. 2020 г. | 21 | 23 сент. 2020 г. | 47 | 9 нояб. 2020 г. | 68 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
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Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 49, при этом эффективное количество активов равно 31.14, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ^GSPC | USD=X | USDT-USD | BNB-USD | BTC-USD | ETH-USD | JNJ | TSLA | BAH | PEP | CNQ | MDLZ | TSCO | DVN | O | KO | MCD | WSM | AMZN | NVDA | PLD | HIG | FNF | REG | GOOGL | UPS | PKG | KIM | AAPL | SPG | APD | MSFT | AFL | FITB | FAST | SWKS | MFC | HD | ALLY | SNA | JPM | HPQ | GLW | TXN | BLK | TROW | SPY | VOO | IVV | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.07 | 0.23 | 0.25 | 0.27 | 0.36 | 0.50 | 0.44 | 0.40 | 0.44 | 0.43 | 0.44 | 0.43 | 0.38 | 0.42 | 0.46 | 0.50 | 0.67 | 0.68 | 0.54 | 0.49 | 0.52 | 0.48 | 0.73 | 0.57 | 0.54 | 0.49 | 0.72 | 0.52 | 0.61 | 0.78 | 0.55 | 0.57 | 0.62 | 0.69 | 0.61 | 0.63 | 0.60 | 0.59 | 0.62 | 0.66 | 0.69 | 0.73 | 0.75 | 0.75 | 1.00 | 1.00 | 1.00 | 0.99 | 0.84 |
| 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 | 0.00 | 0.00 |
| USDT-USD | 0.07 | 0.00 | 1.00 | 0.05 | 0.10 | 0.07 | 0.01 | 0.06 | 0.01 | 0.03 | -0.00 | 0.01 | 0.01 | 0.00 | 0.04 | 0.03 | 0.05 | 0.02 | 0.06 | 0.04 | 0.06 | 0.04 | 0.04 | 0.04 | 0.04 | 0.01 | 0.02 | 0.04 | 0.05 | 0.05 | 0.03 | 0.06 | 0.03 | 0.01 | 0.04 | 0.03 | 0.06 | 0.03 | 0.05 | 0.01 | 0.02 | 0.06 | 0.04 | 0.02 | 0.04 | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 | 0.08 |
| BNB-USD | 0.23 | 0.00 | 0.05 | 1.00 | 0.67 | 0.69 | 0.06 | 0.12 | 0.09 | 0.07 | 0.12 | 0.05 | 0.09 | 0.08 | 0.07 | 0.08 | 0.10 | 0.12 | 0.13 | 0.15 | 0.11 | 0.09 | 0.13 | 0.10 | 0.14 | 0.09 | 0.10 | 0.12 | 0.13 | 0.12 | 0.12 | 0.13 | 0.10 | 0.11 | 0.12 | 0.14 | 0.14 | 0.15 | 0.13 | 0.12 | 0.10 | 0.14 | 0.13 | 0.15 | 0.16 | 0.15 | 0.18 | 0.18 | 0.18 | 0.19 | 0.49 |
| BTC-USD | 0.25 | 0.00 | 0.10 | 0.67 | 1.00 | 0.79 | 0.04 | 0.15 | 0.06 | 0.05 | 0.13 | 0.04 | 0.09 | 0.08 | 0.06 | 0.04 | 0.10 | 0.12 | 0.17 | 0.18 | 0.12 | 0.11 | 0.13 | 0.11 | 0.17 | 0.09 | 0.10 | 0.12 | 0.14 | 0.13 | 0.12 | 0.16 | 0.09 | 0.14 | 0.10 | 0.17 | 0.16 | 0.14 | 0.14 | 0.11 | 0.12 | 0.14 | 0.15 | 0.17 | 0.16 | 0.16 | 0.21 | 0.21 | 0.21 | 0.21 | 0.52 |
| ETH-USD | 0.27 | 0.00 | 0.07 | 0.69 | 0.79 | 1.00 | 0.05 | 0.14 | 0.07 | 0.06 | 0.14 | 0.04 | 0.09 | 0.09 | 0.05 | 0.05 | 0.09 | 0.13 | 0.16 | 0.18 | 0.11 | 0.11 | 0.13 | 0.08 | 0.18 | 0.09 | 0.11 | 0.12 | 0.15 | 0.12 | 0.14 | 0.17 | 0.10 | 0.13 | 0.10 | 0.17 | 0.16 | 0.15 | 0.14 | 0.11 | 0.12 | 0.15 | 0.16 | 0.18 | 0.17 | 0.17 | 0.21 | 0.21 | 0.21 | 0.21 | 0.53 |
| JNJ | 0.36 | 0.00 | 0.01 | 0.06 | 0.04 | 0.05 | 1.00 | 0.04 | 0.24 | 0.45 | 0.10 | 0.41 | 0.21 | 0.12 | 0.30 | 0.44 | 0.33 | 0.11 | 0.10 | 0.05 | 0.33 | 0.27 | 0.21 | 0.28 | 0.18 | 0.30 | 0.28 | 0.25 | 0.21 | 0.21 | 0.31 | 0.22 | 0.34 | 0.19 | 0.30 | 0.18 | 0.23 | 0.29 | 0.18 | 0.24 | 0.25 | 0.24 | 0.27 | 0.25 | 0.31 | 0.29 | 0.32 | 0.32 | 0.32 | 0.30 | 0.29 |
| TSLA | 0.50 | 0.00 | 0.06 | 0.12 | 0.15 | 0.14 | 0.04 | 1.00 | 0.17 | 0.11 | 0.18 | 0.11 | 0.19 | 0.17 | 0.17 | 0.11 | 0.14 | 0.26 | 0.39 | 0.41 | 0.22 | 0.14 | 0.17 | 0.20 | 0.36 | 0.20 | 0.19 | 0.23 | 0.40 | 0.27 | 0.22 | 0.39 | 0.16 | 0.22 | 0.25 | 0.38 | 0.26 | 0.24 | 0.27 | 0.23 | 0.22 | 0.30 | 0.27 | 0.38 | 0.32 | 0.32 | 0.45 | 0.45 | 0.45 | 0.47 | 0.41 |
| BAH | 0.44 | 0.00 | 0.01 | 0.09 | 0.06 | 0.07 | 0.24 | 0.17 | 1.00 | 0.27 | 0.15 | 0.28 | 0.25 | 0.15 | 0.29 | 0.26 | 0.27 | 0.22 | 0.23 | 0.23 | 0.31 | 0.29 | 0.29 | 0.27 | 0.26 | 0.25 | 0.26 | 0.28 | 0.25 | 0.23 | 0.29 | 0.32 | 0.32 | 0.23 | 0.35 | 0.20 | 0.23 | 0.31 | 0.23 | 0.30 | 0.24 | 0.28 | 0.27 | 0.29 | 0.32 | 0.33 | 0.41 | 0.41 | 0.41 | 0.41 | 0.36 |
| PEP | 0.40 | 0.00 | 0.03 | 0.07 | 0.05 | 0.06 | 0.45 | 0.11 | 0.27 | 1.00 | 0.09 | 0.64 | 0.25 | 0.09 | 0.40 | 0.67 | 0.43 | 0.14 | 0.17 | 0.10 | 0.38 | 0.30 | 0.24 | 0.34 | 0.21 | 0.30 | 0.26 | 0.29 | 0.27 | 0.25 | 0.35 | 0.29 | 0.34 | 0.16 | 0.34 | 0.18 | 0.17 | 0.34 | 0.17 | 0.25 | 0.18 | 0.21 | 0.23 | 0.25 | 0.31 | 0.30 | 0.37 | 0.37 | 0.37 | 0.34 | 0.34 |
| CNQ | 0.44 | 0.00 | -0.00 | 0.12 | 0.13 | 0.14 | 0.10 | 0.18 | 0.15 | 0.09 | 1.00 | 0.11 | 0.15 | 0.69 | 0.13 | 0.14 | 0.15 | 0.25 | 0.18 | 0.23 | 0.18 | 0.29 | 0.27 | 0.24 | 0.24 | 0.27 | 0.34 | 0.28 | 0.24 | 0.32 | 0.29 | 0.19 | 0.34 | 0.38 | 0.24 | 0.28 | 0.47 | 0.24 | 0.38 | 0.36 | 0.38 | 0.35 | 0.32 | 0.30 | 0.34 | 0.35 | 0.40 | 0.40 | 0.40 | 0.42 | 0.41 |
| MDLZ | 0.43 | 0.00 | 0.01 | 0.05 | 0.04 | 0.04 | 0.41 | 0.11 | 0.28 | 0.64 | 0.11 | 1.00 | 0.25 | 0.11 | 0.37 | 0.59 | 0.40 | 0.16 | 0.17 | 0.11 | 0.38 | 0.31 | 0.27 | 0.34 | 0.23 | 0.31 | 0.27 | 0.31 | 0.24 | 0.27 | 0.34 | 0.26 | 0.35 | 0.20 | 0.33 | 0.19 | 0.20 | 0.31 | 0.20 | 0.27 | 0.23 | 0.21 | 0.25 | 0.25 | 0.31 | 0.31 | 0.38 | 0.38 | 0.38 | 0.36 | 0.35 |
| TSCO | 0.44 | 0.00 | 0.01 | 0.09 | 0.09 | 0.09 | 0.21 | 0.19 | 0.25 | 0.25 | 0.15 | 0.25 | 1.00 | 0.19 | 0.16 | 0.21 | 0.24 | 0.39 | 0.23 | 0.26 | 0.27 | 0.24 | 0.23 | 0.22 | 0.24 | 0.32 | 0.30 | 0.24 | 0.28 | 0.23 | 0.29 | 0.31 | 0.26 | 0.26 | 0.40 | 0.31 | 0.25 | 0.48 | 0.26 | 0.32 | 0.25 | 0.33 | 0.32 | 0.34 | 0.31 | 0.34 | 0.40 | 0.40 | 0.40 | 0.41 | 0.36 |
| DVN | 0.43 | 0.00 | 0.00 | 0.08 | 0.08 | 0.09 | 0.12 | 0.17 | 0.15 | 0.09 | 0.69 | 0.11 | 0.19 | 1.00 | 0.13 | 0.14 | 0.14 | 0.25 | 0.16 | 0.20 | 0.16 | 0.35 | 0.29 | 0.27 | 0.22 | 0.29 | 0.35 | 0.28 | 0.22 | 0.33 | 0.28 | 0.18 | 0.36 | 0.43 | 0.26 | 0.31 | 0.42 | 0.23 | 0.42 | 0.35 | 0.41 | 0.37 | 0.36 | 0.30 | 0.34 | 0.34 | 0.40 | 0.40 | 0.40 | 0.42 | 0.40 |
| O | 0.38 | 0.00 | 0.04 | 0.07 | 0.06 | 0.05 | 0.30 | 0.17 | 0.29 | 0.40 | 0.13 | 0.37 | 0.16 | 0.13 | 1.00 | 0.44 | 0.34 | 0.19 | 0.12 | 0.11 | 0.58 | 0.32 | 0.34 | 0.63 | 0.18 | 0.28 | 0.27 | 0.60 | 0.20 | 0.54 | 0.32 | 0.22 | 0.34 | 0.23 | 0.31 | 0.21 | 0.22 | 0.32 | 0.26 | 0.30 | 0.22 | 0.22 | 0.25 | 0.25 | 0.29 | 0.29 | 0.34 | 0.34 | 0.34 | 0.34 | 0.47 |
| KO | 0.42 | 0.00 | 0.03 | 0.08 | 0.04 | 0.05 | 0.44 | 0.11 | 0.26 | 0.67 | 0.14 | 0.59 | 0.21 | 0.14 | 0.44 | 1.00 | 0.46 | 0.14 | 0.13 | 0.08 | 0.37 | 0.37 | 0.30 | 0.38 | 0.22 | 0.33 | 0.32 | 0.33 | 0.24 | 0.30 | 0.39 | 0.25 | 0.42 | 0.25 | 0.32 | 0.16 | 0.24 | 0.31 | 0.23 | 0.32 | 0.28 | 0.24 | 0.25 | 0.24 | 0.34 | 0.29 | 0.38 | 0.38 | 0.38 | 0.36 | 0.37 |
| MCD | 0.46 | 0.00 | 0.05 | 0.10 | 0.10 | 0.09 | 0.33 | 0.14 | 0.27 | 0.43 | 0.15 | 0.40 | 0.24 | 0.14 | 0.34 | 0.46 | 1.00 | 0.18 | 0.21 | 0.17 | 0.35 | 0.34 | 0.29 | 0.34 | 0.25 | 0.31 | 0.27 | 0.32 | 0.29 | 0.29 | 0.33 | 0.31 | 0.36 | 0.26 | 0.33 | 0.23 | 0.26 | 0.36 | 0.26 | 0.29 | 0.29 | 0.30 | 0.29 | 0.30 | 0.34 | 0.31 | 0.41 | 0.41 | 0.41 | 0.40 | 0.38 |
| WSM | 0.50 | 0.00 | 0.02 | 0.12 | 0.12 | 0.13 | 0.11 | 0.26 | 0.22 | 0.14 | 0.25 | 0.16 | 0.39 | 0.25 | 0.19 | 0.14 | 0.18 | 1.00 | 0.32 | 0.36 | 0.26 | 0.23 | 0.30 | 0.29 | 0.28 | 0.37 | 0.32 | 0.32 | 0.29 | 0.36 | 0.30 | 0.29 | 0.26 | 0.35 | 0.37 | 0.37 | 0.33 | 0.46 | 0.36 | 0.38 | 0.30 | 0.38 | 0.38 | 0.37 | 0.40 | 0.42 | 0.45 | 0.45 | 0.45 | 0.48 | 0.46 |
| AMZN | 0.67 | 0.00 | 0.06 | 0.13 | 0.17 | 0.16 | 0.10 | 0.39 | 0.23 | 0.17 | 0.18 | 0.17 | 0.23 | 0.16 | 0.12 | 0.13 | 0.21 | 0.32 | 1.00 | 0.56 | 0.27 | 0.13 | 0.23 | 0.17 | 0.64 | 0.29 | 0.20 | 0.16 | 0.54 | 0.21 | 0.28 | 0.65 | 0.16 | 0.22 | 0.34 | 0.43 | 0.28 | 0.36 | 0.29 | 0.24 | 0.27 | 0.36 | 0.33 | 0.45 | 0.40 | 0.42 | 0.61 | 0.61 | 0.61 | 0.60 | 0.44 |
| NVDA | 0.68 | 0.00 | 0.04 | 0.15 | 0.18 | 0.18 | 0.05 | 0.41 | 0.23 | 0.10 | 0.23 | 0.11 | 0.26 | 0.20 | 0.11 | 0.08 | 0.17 | 0.36 | 0.56 | 1.00 | 0.25 | 0.16 | 0.23 | 0.13 | 0.52 | 0.30 | 0.23 | 0.16 | 0.51 | 0.21 | 0.31 | 0.59 | 0.20 | 0.26 | 0.34 | 0.56 | 0.33 | 0.35 | 0.32 | 0.28 | 0.30 | 0.42 | 0.40 | 0.58 | 0.42 | 0.44 | 0.62 | 0.62 | 0.62 | 0.61 | 0.45 |
| PLD | 0.54 | 0.00 | 0.06 | 0.11 | 0.12 | 0.11 | 0.33 | 0.22 | 0.31 | 0.38 | 0.18 | 0.38 | 0.27 | 0.16 | 0.58 | 0.37 | 0.35 | 0.26 | 0.27 | 0.25 | 1.00 | 0.31 | 0.37 | 0.54 | 0.30 | 0.39 | 0.32 | 0.51 | 0.33 | 0.50 | 0.38 | 0.36 | 0.31 | 0.28 | 0.37 | 0.32 | 0.28 | 0.43 | 0.31 | 0.34 | 0.28 | 0.30 | 0.32 | 0.36 | 0.40 | 0.38 | 0.49 | 0.49 | 0.49 | 0.48 | 0.52 |
| HIG | 0.49 | 0.00 | 0.04 | 0.09 | 0.11 | 0.11 | 0.27 | 0.14 | 0.29 | 0.30 | 0.29 | 0.31 | 0.24 | 0.35 | 0.32 | 0.37 | 0.34 | 0.23 | 0.13 | 0.16 | 0.31 | 1.00 | 0.49 | 0.42 | 0.19 | 0.33 | 0.44 | 0.43 | 0.21 | 0.42 | 0.38 | 0.21 | 0.68 | 0.56 | 0.34 | 0.28 | 0.49 | 0.32 | 0.46 | 0.44 | 0.57 | 0.38 | 0.38 | 0.29 | 0.42 | 0.43 | 0.45 | 0.44 | 0.45 | 0.45 | 0.48 |
| FNF | 0.52 | 0.00 | 0.04 | 0.13 | 0.13 | 0.13 | 0.21 | 0.17 | 0.29 | 0.24 | 0.27 | 0.27 | 0.23 | 0.29 | 0.34 | 0.30 | 0.29 | 0.30 | 0.23 | 0.23 | 0.37 | 0.49 | 1.00 | 0.41 | 0.28 | 0.34 | 0.39 | 0.43 | 0.26 | 0.40 | 0.39 | 0.26 | 0.51 | 0.47 | 0.38 | 0.32 | 0.46 | 0.40 | 0.46 | 0.43 | 0.43 | 0.39 | 0.40 | 0.35 | 0.46 | 0.45 | 0.48 | 0.48 | 0.48 | 0.49 | 0.50 |
| REG | 0.48 | 0.00 | 0.04 | 0.10 | 0.11 | 0.08 | 0.28 | 0.20 | 0.27 | 0.34 | 0.24 | 0.34 | 0.22 | 0.27 | 0.63 | 0.38 | 0.34 | 0.29 | 0.17 | 0.13 | 0.54 | 0.42 | 0.41 | 1.00 | 0.21 | 0.33 | 0.38 | 0.78 | 0.24 | 0.70 | 0.35 | 0.24 | 0.43 | 0.40 | 0.33 | 0.26 | 0.36 | 0.38 | 0.43 | 0.43 | 0.38 | 0.33 | 0.35 | 0.29 | 0.36 | 0.38 | 0.44 | 0.43 | 0.44 | 0.44 | 0.60 |
| GOOGL | 0.73 | 0.00 | 0.04 | 0.14 | 0.17 | 0.18 | 0.18 | 0.36 | 0.26 | 0.21 | 0.24 | 0.23 | 0.24 | 0.22 | 0.18 | 0.22 | 0.25 | 0.28 | 0.64 | 0.52 | 0.30 | 0.19 | 0.28 | 0.21 | 1.00 | 0.29 | 0.27 | 0.21 | 0.57 | 0.24 | 0.34 | 0.67 | 0.25 | 0.27 | 0.37 | 0.47 | 0.34 | 0.34 | 0.34 | 0.28 | 0.32 | 0.40 | 0.41 | 0.49 | 0.46 | 0.46 | 0.66 | 0.66 | 0.66 | 0.64 | 0.49 |
| UPS | 0.57 | 0.00 | 0.01 | 0.09 | 0.09 | 0.09 | 0.30 | 0.20 | 0.25 | 0.30 | 0.27 | 0.31 | 0.32 | 0.29 | 0.28 | 0.33 | 0.31 | 0.37 | 0.29 | 0.30 | 0.39 | 0.33 | 0.34 | 0.33 | 0.29 | 1.00 | 0.45 | 0.34 | 0.37 | 0.35 | 0.42 | 0.33 | 0.36 | 0.40 | 0.48 | 0.38 | 0.36 | 0.47 | 0.37 | 0.44 | 0.40 | 0.41 | 0.44 | 0.42 | 0.48 | 0.50 | 0.51 | 0.51 | 0.51 | 0.51 | 0.48 |
| PKG | 0.54 | 0.00 | 0.02 | 0.10 | 0.10 | 0.11 | 0.28 | 0.19 | 0.26 | 0.26 | 0.34 | 0.27 | 0.30 | 0.35 | 0.27 | 0.32 | 0.27 | 0.32 | 0.20 | 0.23 | 0.32 | 0.44 | 0.39 | 0.38 | 0.27 | 0.45 | 1.00 | 0.42 | 0.26 | 0.39 | 0.46 | 0.25 | 0.47 | 0.49 | 0.42 | 0.35 | 0.48 | 0.39 | 0.47 | 0.53 | 0.46 | 0.42 | 0.48 | 0.37 | 0.46 | 0.48 | 0.48 | 0.49 | 0.49 | 0.50 | 0.50 |
| KIM | 0.49 | 0.00 | 0.04 | 0.12 | 0.12 | 0.12 | 0.25 | 0.23 | 0.28 | 0.29 | 0.28 | 0.31 | 0.24 | 0.28 | 0.60 | 0.33 | 0.32 | 0.32 | 0.16 | 0.16 | 0.51 | 0.43 | 0.43 | 0.78 | 0.21 | 0.34 | 0.42 | 1.00 | 0.25 | 0.72 | 0.33 | 0.23 | 0.45 | 0.43 | 0.34 | 0.30 | 0.38 | 0.40 | 0.46 | 0.44 | 0.42 | 0.35 | 0.39 | 0.31 | 0.39 | 0.40 | 0.45 | 0.45 | 0.46 | 0.47 | 0.63 |
| AAPL | 0.72 | 0.00 | 0.05 | 0.13 | 0.14 | 0.15 | 0.21 | 0.40 | 0.25 | 0.27 | 0.24 | 0.24 | 0.28 | 0.22 | 0.20 | 0.24 | 0.29 | 0.29 | 0.54 | 0.51 | 0.33 | 0.21 | 0.26 | 0.24 | 0.57 | 0.37 | 0.26 | 0.25 | 1.00 | 0.29 | 0.37 | 0.62 | 0.25 | 0.25 | 0.39 | 0.55 | 0.32 | 0.37 | 0.32 | 0.31 | 0.31 | 0.43 | 0.42 | 0.51 | 0.43 | 0.44 | 0.66 | 0.67 | 0.66 | 0.64 | 0.49 |
| SPG | 0.52 | 0.00 | 0.05 | 0.12 | 0.13 | 0.12 | 0.21 | 0.27 | 0.23 | 0.25 | 0.32 | 0.27 | 0.23 | 0.33 | 0.54 | 0.30 | 0.29 | 0.36 | 0.21 | 0.21 | 0.50 | 0.42 | 0.40 | 0.70 | 0.24 | 0.35 | 0.39 | 0.72 | 0.29 | 1.00 | 0.33 | 0.26 | 0.43 | 0.44 | 0.32 | 0.32 | 0.42 | 0.39 | 0.47 | 0.45 | 0.43 | 0.38 | 0.40 | 0.33 | 0.41 | 0.42 | 0.48 | 0.47 | 0.48 | 0.49 | 0.63 |
| APD | 0.61 | 0.00 | 0.03 | 0.12 | 0.12 | 0.14 | 0.31 | 0.22 | 0.29 | 0.35 | 0.29 | 0.34 | 0.29 | 0.28 | 0.32 | 0.39 | 0.33 | 0.30 | 0.28 | 0.31 | 0.38 | 0.38 | 0.39 | 0.35 | 0.34 | 0.42 | 0.46 | 0.33 | 0.37 | 0.33 | 1.00 | 0.37 | 0.43 | 0.38 | 0.44 | 0.40 | 0.43 | 0.43 | 0.38 | 0.45 | 0.42 | 0.44 | 0.43 | 0.46 | 0.50 | 0.47 | 0.56 | 0.57 | 0.56 | 0.57 | 0.51 |
| MSFT | 0.78 | 0.00 | 0.06 | 0.13 | 0.16 | 0.17 | 0.22 | 0.39 | 0.32 | 0.29 | 0.19 | 0.26 | 0.31 | 0.18 | 0.22 | 0.25 | 0.31 | 0.29 | 0.65 | 0.59 | 0.36 | 0.21 | 0.26 | 0.24 | 0.67 | 0.33 | 0.25 | 0.23 | 0.62 | 0.26 | 0.37 | 1.00 | 0.26 | 0.25 | 0.41 | 0.50 | 0.32 | 0.41 | 0.32 | 0.30 | 0.31 | 0.44 | 0.41 | 0.54 | 0.47 | 0.48 | 0.72 | 0.72 | 0.72 | 0.70 | 0.52 |
| AFL | 0.55 | 0.00 | 0.03 | 0.10 | 0.09 | 0.10 | 0.34 | 0.16 | 0.32 | 0.34 | 0.34 | 0.35 | 0.26 | 0.36 | 0.34 | 0.42 | 0.36 | 0.26 | 0.16 | 0.20 | 0.31 | 0.68 | 0.51 | 0.43 | 0.25 | 0.36 | 0.47 | 0.45 | 0.25 | 0.43 | 0.43 | 0.26 | 1.00 | 0.57 | 0.38 | 0.31 | 0.55 | 0.36 | 0.48 | 0.51 | 0.61 | 0.42 | 0.42 | 0.34 | 0.49 | 0.49 | 0.51 | 0.51 | 0.51 | 0.51 | 0.52 |
| FITB | 0.57 | 0.00 | 0.01 | 0.11 | 0.14 | 0.13 | 0.19 | 0.22 | 0.23 | 0.16 | 0.38 | 0.20 | 0.26 | 0.43 | 0.23 | 0.25 | 0.26 | 0.35 | 0.22 | 0.26 | 0.28 | 0.56 | 0.47 | 0.40 | 0.27 | 0.40 | 0.49 | 0.43 | 0.25 | 0.44 | 0.38 | 0.25 | 0.57 | 1.00 | 0.38 | 0.38 | 0.57 | 0.37 | 0.66 | 0.51 | 0.71 | 0.48 | 0.50 | 0.38 | 0.54 | 0.57 | 0.52 | 0.52 | 0.52 | 0.54 | 0.54 |
| FAST | 0.62 | 0.00 | 0.04 | 0.12 | 0.10 | 0.10 | 0.30 | 0.25 | 0.35 | 0.34 | 0.24 | 0.33 | 0.40 | 0.26 | 0.31 | 0.32 | 0.33 | 0.37 | 0.34 | 0.34 | 0.37 | 0.34 | 0.38 | 0.33 | 0.37 | 0.48 | 0.42 | 0.34 | 0.39 | 0.32 | 0.44 | 0.41 | 0.38 | 0.38 | 1.00 | 0.41 | 0.36 | 0.51 | 0.36 | 0.53 | 0.40 | 0.41 | 0.45 | 0.47 | 0.49 | 0.50 | 0.57 | 0.58 | 0.57 | 0.58 | 0.51 |
| SWKS | 0.69 | 0.00 | 0.03 | 0.14 | 0.17 | 0.17 | 0.18 | 0.38 | 0.20 | 0.18 | 0.28 | 0.19 | 0.31 | 0.31 | 0.21 | 0.16 | 0.23 | 0.37 | 0.43 | 0.56 | 0.32 | 0.28 | 0.32 | 0.26 | 0.47 | 0.38 | 0.35 | 0.30 | 0.55 | 0.32 | 0.40 | 0.50 | 0.31 | 0.38 | 0.41 | 1.00 | 0.41 | 0.40 | 0.42 | 0.42 | 0.39 | 0.51 | 0.53 | 0.71 | 0.48 | 0.51 | 0.64 | 0.64 | 0.64 | 0.65 | 0.54 |
| MFC | 0.61 | 0.00 | 0.06 | 0.14 | 0.16 | 0.16 | 0.23 | 0.26 | 0.23 | 0.17 | 0.47 | 0.20 | 0.25 | 0.42 | 0.22 | 0.24 | 0.26 | 0.33 | 0.28 | 0.33 | 0.28 | 0.49 | 0.46 | 0.36 | 0.34 | 0.36 | 0.48 | 0.38 | 0.32 | 0.42 | 0.43 | 0.32 | 0.55 | 0.57 | 0.36 | 0.41 | 1.00 | 0.37 | 0.54 | 0.49 | 0.57 | 0.48 | 0.50 | 0.40 | 0.53 | 0.51 | 0.56 | 0.56 | 0.56 | 0.57 | 0.55 |
| HD | 0.63 | 0.00 | 0.03 | 0.15 | 0.14 | 0.15 | 0.29 | 0.24 | 0.31 | 0.34 | 0.24 | 0.31 | 0.48 | 0.23 | 0.32 | 0.31 | 0.36 | 0.46 | 0.36 | 0.35 | 0.43 | 0.32 | 0.40 | 0.38 | 0.34 | 0.47 | 0.39 | 0.40 | 0.37 | 0.39 | 0.43 | 0.41 | 0.36 | 0.37 | 0.51 | 0.40 | 0.37 | 1.00 | 0.40 | 0.45 | 0.38 | 0.44 | 0.43 | 0.46 | 0.51 | 0.49 | 0.58 | 0.58 | 0.58 | 0.58 | 0.55 |
| ALLY | 0.60 | 0.00 | 0.05 | 0.13 | 0.14 | 0.14 | 0.18 | 0.27 | 0.23 | 0.17 | 0.38 | 0.20 | 0.26 | 0.42 | 0.26 | 0.23 | 0.26 | 0.36 | 0.29 | 0.32 | 0.31 | 0.46 | 0.46 | 0.43 | 0.34 | 0.37 | 0.47 | 0.46 | 0.32 | 0.47 | 0.38 | 0.32 | 0.48 | 0.66 | 0.36 | 0.42 | 0.54 | 0.40 | 1.00 | 0.49 | 0.60 | 0.49 | 0.52 | 0.43 | 0.53 | 0.56 | 0.55 | 0.55 | 0.55 | 0.58 | 0.57 |
| SNA | 0.59 | 0.00 | 0.01 | 0.12 | 0.11 | 0.11 | 0.24 | 0.23 | 0.30 | 0.25 | 0.36 | 0.27 | 0.32 | 0.35 | 0.30 | 0.32 | 0.29 | 0.38 | 0.24 | 0.28 | 0.34 | 0.44 | 0.43 | 0.43 | 0.28 | 0.44 | 0.53 | 0.44 | 0.31 | 0.45 | 0.45 | 0.30 | 0.51 | 0.51 | 0.53 | 0.42 | 0.49 | 0.45 | 0.49 | 1.00 | 0.50 | 0.49 | 0.51 | 0.43 | 0.49 | 0.53 | 0.54 | 0.54 | 0.54 | 0.56 | 0.55 |
| JPM | 0.62 | 0.00 | 0.02 | 0.10 | 0.12 | 0.12 | 0.25 | 0.22 | 0.24 | 0.18 | 0.38 | 0.23 | 0.25 | 0.41 | 0.22 | 0.28 | 0.29 | 0.30 | 0.27 | 0.30 | 0.28 | 0.57 | 0.43 | 0.38 | 0.32 | 0.40 | 0.46 | 0.42 | 0.31 | 0.43 | 0.42 | 0.31 | 0.61 | 0.71 | 0.40 | 0.39 | 0.57 | 0.38 | 0.60 | 0.50 | 1.00 | 0.47 | 0.51 | 0.40 | 0.59 | 0.55 | 0.57 | 0.57 | 0.57 | 0.57 | 0.54 |
| HPQ | 0.66 | 0.00 | 0.06 | 0.14 | 0.14 | 0.15 | 0.24 | 0.30 | 0.28 | 0.21 | 0.35 | 0.21 | 0.33 | 0.37 | 0.22 | 0.24 | 0.30 | 0.38 | 0.36 | 0.42 | 0.30 | 0.38 | 0.39 | 0.33 | 0.40 | 0.41 | 0.42 | 0.35 | 0.43 | 0.38 | 0.44 | 0.44 | 0.42 | 0.48 | 0.41 | 0.51 | 0.48 | 0.44 | 0.49 | 0.49 | 0.47 | 1.00 | 0.55 | 0.55 | 0.50 | 0.51 | 0.63 | 0.63 | 0.63 | 0.63 | 0.56 |
| GLW | 0.69 | 0.00 | 0.04 | 0.13 | 0.15 | 0.16 | 0.27 | 0.27 | 0.27 | 0.23 | 0.32 | 0.25 | 0.32 | 0.36 | 0.25 | 0.25 | 0.29 | 0.38 | 0.33 | 0.40 | 0.32 | 0.38 | 0.40 | 0.35 | 0.41 | 0.44 | 0.48 | 0.39 | 0.42 | 0.40 | 0.43 | 0.41 | 0.42 | 0.50 | 0.45 | 0.53 | 0.50 | 0.43 | 0.52 | 0.51 | 0.51 | 0.55 | 1.00 | 0.55 | 0.55 | 0.57 | 0.64 | 0.64 | 0.64 | 0.64 | 0.58 |
| TXN | 0.73 | 0.00 | 0.02 | 0.15 | 0.17 | 0.18 | 0.25 | 0.38 | 0.29 | 0.25 | 0.30 | 0.25 | 0.34 | 0.30 | 0.25 | 0.24 | 0.30 | 0.37 | 0.45 | 0.58 | 0.36 | 0.29 | 0.35 | 0.29 | 0.49 | 0.42 | 0.37 | 0.31 | 0.51 | 0.33 | 0.46 | 0.54 | 0.34 | 0.38 | 0.47 | 0.71 | 0.40 | 0.46 | 0.43 | 0.43 | 0.40 | 0.55 | 0.55 | 1.00 | 0.51 | 0.53 | 0.68 | 0.68 | 0.68 | 0.68 | 0.57 |
| BLK | 0.75 | 0.00 | 0.04 | 0.16 | 0.16 | 0.17 | 0.31 | 0.32 | 0.32 | 0.31 | 0.34 | 0.31 | 0.31 | 0.34 | 0.29 | 0.34 | 0.34 | 0.40 | 0.40 | 0.42 | 0.40 | 0.42 | 0.46 | 0.36 | 0.46 | 0.48 | 0.46 | 0.39 | 0.43 | 0.41 | 0.50 | 0.47 | 0.49 | 0.54 | 0.49 | 0.48 | 0.53 | 0.51 | 0.53 | 0.49 | 0.59 | 0.50 | 0.55 | 0.51 | 1.00 | 0.71 | 0.68 | 0.68 | 0.69 | 0.69 | 0.61 |
| TROW | 0.75 | 0.00 | 0.06 | 0.15 | 0.16 | 0.17 | 0.29 | 0.32 | 0.33 | 0.30 | 0.35 | 0.31 | 0.34 | 0.34 | 0.29 | 0.29 | 0.31 | 0.42 | 0.42 | 0.44 | 0.38 | 0.43 | 0.45 | 0.38 | 0.46 | 0.50 | 0.48 | 0.40 | 0.44 | 0.42 | 0.47 | 0.48 | 0.49 | 0.57 | 0.50 | 0.51 | 0.51 | 0.49 | 0.56 | 0.53 | 0.55 | 0.51 | 0.57 | 0.53 | 0.71 | 1.00 | 0.69 | 0.69 | 0.69 | 0.70 | 0.62 |
| SPY | 1.00 | 0.00 | 0.06 | 0.18 | 0.21 | 0.21 | 0.32 | 0.45 | 0.41 | 0.37 | 0.40 | 0.38 | 0.40 | 0.40 | 0.34 | 0.38 | 0.41 | 0.45 | 0.61 | 0.62 | 0.49 | 0.45 | 0.48 | 0.44 | 0.66 | 0.51 | 0.48 | 0.45 | 0.66 | 0.48 | 0.56 | 0.72 | 0.51 | 0.52 | 0.57 | 0.64 | 0.56 | 0.58 | 0.55 | 0.54 | 0.57 | 0.63 | 0.64 | 0.68 | 0.68 | 0.69 | 1.00 | 1.00 | 1.00 | 0.98 | 0.76 |
| VOO | 1.00 | 0.00 | 0.06 | 0.18 | 0.21 | 0.21 | 0.32 | 0.45 | 0.41 | 0.37 | 0.40 | 0.38 | 0.40 | 0.40 | 0.34 | 0.38 | 0.41 | 0.45 | 0.61 | 0.62 | 0.49 | 0.44 | 0.48 | 0.43 | 0.66 | 0.51 | 0.49 | 0.45 | 0.67 | 0.47 | 0.57 | 0.72 | 0.51 | 0.52 | 0.58 | 0.64 | 0.56 | 0.58 | 0.55 | 0.54 | 0.57 | 0.63 | 0.64 | 0.68 | 0.68 | 0.69 | 1.00 | 1.00 | 1.00 | 0.98 | 0.76 |
| IVV | 1.00 | 0.00 | 0.06 | 0.18 | 0.21 | 0.21 | 0.32 | 0.45 | 0.41 | 0.37 | 0.40 | 0.38 | 0.40 | 0.40 | 0.34 | 0.38 | 0.41 | 0.45 | 0.61 | 0.62 | 0.49 | 0.45 | 0.48 | 0.44 | 0.66 | 0.51 | 0.49 | 0.46 | 0.66 | 0.48 | 0.56 | 0.72 | 0.51 | 0.52 | 0.57 | 0.64 | 0.56 | 0.58 | 0.55 | 0.54 | 0.57 | 0.63 | 0.64 | 0.68 | 0.69 | 0.69 | 1.00 | 1.00 | 1.00 | 0.98 | 0.76 |
| VTI | 0.99 | 0.00 | 0.06 | 0.19 | 0.21 | 0.21 | 0.30 | 0.47 | 0.41 | 0.34 | 0.42 | 0.36 | 0.41 | 0.42 | 0.34 | 0.36 | 0.40 | 0.48 | 0.60 | 0.61 | 0.48 | 0.45 | 0.49 | 0.44 | 0.64 | 0.51 | 0.50 | 0.47 | 0.64 | 0.49 | 0.57 | 0.70 | 0.51 | 0.54 | 0.58 | 0.65 | 0.57 | 0.58 | 0.58 | 0.56 | 0.57 | 0.63 | 0.64 | 0.68 | 0.69 | 0.70 | 0.98 | 0.98 | 0.98 | 1.00 | 0.77 |
| Portfolio | 0.84 | 0.00 | 0.08 | 0.49 | 0.52 | 0.53 | 0.29 | 0.41 | 0.36 | 0.34 | 0.41 | 0.35 | 0.36 | 0.40 | 0.47 | 0.37 | 0.38 | 0.46 | 0.44 | 0.45 | 0.52 | 0.48 | 0.50 | 0.60 | 0.49 | 0.48 | 0.50 | 0.63 | 0.49 | 0.63 | 0.51 | 0.52 | 0.52 | 0.54 | 0.51 | 0.54 | 0.55 | 0.55 | 0.57 | 0.55 | 0.54 | 0.56 | 0.58 | 0.57 | 0.61 | 0.62 | 0.76 | 0.76 | 0.76 | 0.77 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 10 нояб. 2017 г.