GBIRA
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
AAPL Apple Inc. | Technology | 3.7% |
ACLS Axcelis Technologies, Inc. | Technology | 3.7% |
ACN Accenture plc | Technology | 3.7% |
CMG Chipotle Mexican Grill, Inc. | Consumer Cyclical | 3.7% |
COP ConocoPhillips Company | Energy | 3.7% |
DHI D.R. Horton, Inc. | Consumer Cyclical | 3.7% |
DHR Danaher Corporation | Healthcare | 3.7% |
FANG Diamondback Energy, Inc. | Energy | 3.7% |
FTNT Fortinet, Inc. | Technology | 3.7% |
GOOG Alphabet Inc. | Communication Services | 3.7% |
ISRG Intuitive Surgical, Inc. | Healthcare | 3.7% |
KRE SPDR S&P Regional Banking ETF | Financials Equities | 3.7% |
LMT Lockheed Martin Corporation | Industrials | 3.7% |
MCD McDonald's Corporation | Consumer Cyclical | 3.7% |
MCO Moody's Corporation | Financial Services | 3.7% |
MRK Merck & Co., Inc. | Healthcare | 3.7% |
MSFT Microsoft Corporation | Technology | 3.7% |
NFLX Netflix, Inc. | Communication Services | 3.7% |
NVDA NVIDIA Corporation | Technology | 3.7% |
PANW Palo Alto Networks, Inc. | Technology | 3.7% |
QQQ | 3.7% | |
RWL | 3.7% | |
SCHD | 3.7% | |
UNH | 3.7% | |
VRTX | 3.7% | |
VTV | 3.7% | |
XOM | 3.7% |
Доходность
График показывает рост $10,000 инвестированных в GBIRA и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
Доходность по периодам
GBIRA на 23 сент. 2023 г. показал доходность в 23.19% с начала года и доходность в 22.32% в годовом выражении за последние 10 лет.
1 месяц | 6 месяцев | С начала года | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
Бенчмарк | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.14% |
GBIRA | -1.46% | 12.62% | 23.19% | 35.68% | 21.15% | 22.32% |
Активы портфеля: | ||||||
AAPL Apple Inc. | -0.90% | 9.37% | 35.10% | 16.88% | 27.09% | 27.94% |
ACLS Axcelis Technologies, Inc. | -7.82% | 21.47% | 96.98% | 172.62% | 50.64% | 35.68% |
ACN Accenture plc | 0.62% | 17.09% | 19.84% | 23.55% | 14.60% | 17.84% |
CMG Chipotle Mexican Grill, Inc. | 0.17% | 15.47% | 35.18% | 20.42% | 32.21% | 13.40% |
COP ConocoPhillips Company | 3.80% | 27.59% | 3.64% | 24.46% | 12.98% | 9.28% |
DHI D.R. Horton, Inc. | -6.34% | 13.25% | 23.46% | 54.54% | 22.56% | 19.55% |
DHR Danaher Corporation | -2.05% | 0.31% | -6.21% | -5.98% | 18.71% | 17.32% |
FANG Diamondback Energy, Inc. | 1.05% | 21.49% | 13.72% | 36.87% | 5.93% | 10.68% |
FTNT Fortinet, Inc. | 0.15% | -7.54% | 19.12% | 19.86% | 27.33% | 31.09% |
GOOG Alphabet Inc. | 0.64% | 23.75% | 47.92% | 32.35% | 17.52% | 17.56% |
ISRG Intuitive Surgical, Inc. | 0.90% | 12.39% | 8.61% | 51.27% | 8.74% | 18.03% |
KRE SPDR S&P Regional Banking ETF | -5.52% | -3.69% | -28.04% | -29.40% | -5.06% | 2.04% |
LMT Lockheed Martin Corporation | -7.99% | -11.66% | -13.29% | 2.76% | 6.99% | 13.35% |
MCD McDonald's Corporation | -3.07% | 1.40% | 5.01% | 13.15% | 13.39% | 14.43% |
MCO Moody's Corporation | -2.06% | 11.29% | 17.23% | 28.56% | 14.12% | 17.19% |
MRK Merck & Co., Inc. | -2.18% | 2.84% | -2.18% | 25.89% | 12.93% | 10.88% |
MSFT Microsoft Corporation | -0.93% | 13.47% | 33.09% | 34.53% | 23.95% | 26.28% |
NFLX Netflix, Inc. | -6.66% | 15.66% | 28.80% | 67.75% | 0.55% | 23.73% |
NVDA NVIDIA Corporation | -11.77% | 55.41% | 184.83% | 232.66% | 44.71% | 61.60% |
PANW Palo Alto Networks, Inc. | 0.47% | 19.30% | 63.76% | 41.43% | 24.40% | 28.22% |
QQQ | -0.77% | 15.45% | 35.00% | 30.79% | 15.08% | 16.86% |
RWL | -0.01% | 8.49% | 8.05% | 17.15% | 9.69% | 10.19% |
SCHD | -1.48% | 2.48% | -3.10% | 8.53% | 9.64% | 10.58% |
UNH | 4.09% | 7.17% | -3.44% | -0.02% | 15.36% | 23.06% |
VRTX | 0.80% | 11.18% | 21.04% | 23.31% | 13.96% | 18.69% |
VTV | -0.43% | 6.17% | 1.43% | 13.16% | 7.38% | 9.04% |
XOM | 8.08% | 12.90% | 6.79% | 38.50% | 11.44% | 6.26% |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
FANG | CMG | MRK | LMT | COP | VRTX | MCD | NFLX | XOM | DHI | UNH | PANW | ACLS | KRE | NVDA | FTNT | DHR | ISRG | AAPL | GOOG | MCO | MSFT | ACN | SCHD | VTV | QQQ | RWL | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
FANG | 1.00 | 0.17 | 0.16 | 0.23 | 0.72 | 0.18 | 0.17 | 0.16 | 0.65 | 0.22 | 0.21 | 0.19 | 0.29 | 0.44 | 0.23 | 0.22 | 0.18 | 0.22 | 0.24 | 0.25 | 0.23 | 0.21 | 0.27 | 0.45 | 0.49 | 0.29 | 0.49 |
CMG | 0.17 | 1.00 | 0.16 | 0.14 | 0.15 | 0.23 | 0.32 | 0.32 | 0.14 | 0.31 | 0.21 | 0.35 | 0.25 | 0.25 | 0.34 | 0.38 | 0.31 | 0.36 | 0.33 | 0.34 | 0.37 | 0.38 | 0.38 | 0.31 | 0.32 | 0.45 | 0.37 |
MRK | 0.16 | 0.16 | 1.00 | 0.32 | 0.24 | 0.42 | 0.35 | 0.18 | 0.29 | 0.20 | 0.41 | 0.18 | 0.15 | 0.23 | 0.15 | 0.24 | 0.41 | 0.32 | 0.24 | 0.26 | 0.35 | 0.31 | 0.35 | 0.47 | 0.49 | 0.34 | 0.44 |
LMT | 0.23 | 0.14 | 0.32 | 1.00 | 0.29 | 0.24 | 0.36 | 0.16 | 0.33 | 0.26 | 0.33 | 0.19 | 0.20 | 0.33 | 0.21 | 0.23 | 0.30 | 0.27 | 0.27 | 0.27 | 0.34 | 0.30 | 0.38 | 0.52 | 0.52 | 0.33 | 0.49 |
COP | 0.72 | 0.15 | 0.24 | 0.29 | 1.00 | 0.21 | 0.20 | 0.15 | 0.76 | 0.22 | 0.25 | 0.18 | 0.28 | 0.46 | 0.22 | 0.22 | 0.22 | 0.23 | 0.25 | 0.26 | 0.28 | 0.25 | 0.30 | 0.54 | 0.58 | 0.31 | 0.56 |
VRTX | 0.18 | 0.23 | 0.42 | 0.24 | 0.21 | 1.00 | 0.25 | 0.31 | 0.20 | 0.25 | 0.37 | 0.34 | 0.28 | 0.22 | 0.32 | 0.36 | 0.39 | 0.40 | 0.34 | 0.37 | 0.36 | 0.39 | 0.34 | 0.37 | 0.40 | 0.49 | 0.41 |
MCD | 0.17 | 0.32 | 0.35 | 0.36 | 0.20 | 0.25 | 1.00 | 0.22 | 0.26 | 0.31 | 0.33 | 0.21 | 0.21 | 0.30 | 0.26 | 0.27 | 0.38 | 0.34 | 0.34 | 0.35 | 0.41 | 0.40 | 0.43 | 0.52 | 0.50 | 0.43 | 0.48 |
NFLX | 0.16 | 0.32 | 0.18 | 0.16 | 0.15 | 0.31 | 0.22 | 1.00 | 0.14 | 0.27 | 0.25 | 0.39 | 0.35 | 0.24 | 0.47 | 0.44 | 0.36 | 0.39 | 0.45 | 0.49 | 0.42 | 0.48 | 0.39 | 0.34 | 0.34 | 0.60 | 0.39 |
XOM | 0.65 | 0.14 | 0.29 | 0.33 | 0.76 | 0.20 | 0.26 | 0.14 | 1.00 | 0.22 | 0.29 | 0.17 | 0.28 | 0.48 | 0.22 | 0.20 | 0.24 | 0.26 | 0.28 | 0.29 | 0.30 | 0.26 | 0.34 | 0.61 | 0.64 | 0.33 | 0.61 |
DHI | 0.22 | 0.31 | 0.20 | 0.26 | 0.22 | 0.25 | 0.31 | 0.27 | 0.22 | 1.00 | 0.27 | 0.29 | 0.35 | 0.35 | 0.35 | 0.34 | 0.36 | 0.37 | 0.34 | 0.36 | 0.43 | 0.36 | 0.43 | 0.48 | 0.48 | 0.46 | 0.51 |
UNH | 0.21 | 0.21 | 0.41 | 0.33 | 0.25 | 0.37 | 0.33 | 0.25 | 0.29 | 0.27 | 1.00 | 0.24 | 0.23 | 0.34 | 0.27 | 0.29 | 0.42 | 0.39 | 0.34 | 0.36 | 0.40 | 0.38 | 0.41 | 0.50 | 0.55 | 0.42 | 0.55 |
PANW | 0.19 | 0.35 | 0.18 | 0.19 | 0.18 | 0.34 | 0.21 | 0.39 | 0.17 | 0.29 | 0.24 | 1.00 | 0.40 | 0.27 | 0.46 | 0.63 | 0.37 | 0.45 | 0.43 | 0.43 | 0.42 | 0.45 | 0.40 | 0.35 | 0.37 | 0.57 | 0.41 |
ACLS | 0.29 | 0.25 | 0.15 | 0.20 | 0.28 | 0.28 | 0.21 | 0.35 | 0.28 | 0.35 | 0.23 | 0.40 | 1.00 | 0.42 | 0.54 | 0.44 | 0.35 | 0.43 | 0.44 | 0.45 | 0.41 | 0.44 | 0.41 | 0.47 | 0.47 | 0.58 | 0.50 |
KRE | 0.44 | 0.25 | 0.23 | 0.33 | 0.46 | 0.22 | 0.30 | 0.24 | 0.48 | 0.35 | 0.34 | 0.27 | 0.42 | 1.00 | 0.33 | 0.29 | 0.33 | 0.32 | 0.33 | 0.35 | 0.44 | 0.33 | 0.45 | 0.67 | 0.74 | 0.45 | 0.71 |
NVDA | 0.23 | 0.34 | 0.15 | 0.21 | 0.22 | 0.32 | 0.26 | 0.47 | 0.22 | 0.35 | 0.27 | 0.46 | 0.54 | 0.33 | 1.00 | 0.53 | 0.42 | 0.49 | 0.54 | 0.54 | 0.47 | 0.59 | 0.49 | 0.47 | 0.45 | 0.72 | 0.50 |
FTNT | 0.22 | 0.38 | 0.24 | 0.23 | 0.22 | 0.36 | 0.27 | 0.44 | 0.20 | 0.34 | 0.29 | 0.63 | 0.44 | 0.29 | 0.53 | 1.00 | 0.45 | 0.50 | 0.48 | 0.50 | 0.51 | 0.56 | 0.51 | 0.44 | 0.44 | 0.65 | 0.48 |
DHR | 0.18 | 0.31 | 0.41 | 0.30 | 0.22 | 0.39 | 0.38 | 0.36 | 0.24 | 0.36 | 0.42 | 0.37 | 0.35 | 0.33 | 0.42 | 0.45 | 1.00 | 0.54 | 0.45 | 0.46 | 0.54 | 0.53 | 0.56 | 0.56 | 0.57 | 0.60 | 0.57 |
ISRG | 0.22 | 0.36 | 0.32 | 0.27 | 0.23 | 0.40 | 0.34 | 0.39 | 0.26 | 0.37 | 0.39 | 0.45 | 0.43 | 0.32 | 0.49 | 0.50 | 0.54 | 1.00 | 0.51 | 0.53 | 0.54 | 0.58 | 0.57 | 0.51 | 0.53 | 0.66 | 0.55 |
AAPL | 0.24 | 0.33 | 0.24 | 0.27 | 0.25 | 0.34 | 0.34 | 0.45 | 0.28 | 0.34 | 0.34 | 0.43 | 0.44 | 0.33 | 0.54 | 0.48 | 0.45 | 0.51 | 1.00 | 0.59 | 0.51 | 0.63 | 0.51 | 0.52 | 0.52 | 0.79 | 0.57 |
GOOG | 0.25 | 0.34 | 0.26 | 0.27 | 0.26 | 0.37 | 0.35 | 0.49 | 0.29 | 0.36 | 0.36 | 0.43 | 0.45 | 0.35 | 0.54 | 0.50 | 0.46 | 0.53 | 0.59 | 1.00 | 0.54 | 0.69 | 0.57 | 0.53 | 0.54 | 0.79 | 0.59 |
MCO | 0.23 | 0.37 | 0.35 | 0.34 | 0.28 | 0.36 | 0.41 | 0.42 | 0.30 | 0.43 | 0.40 | 0.42 | 0.41 | 0.44 | 0.47 | 0.51 | 0.54 | 0.54 | 0.51 | 0.54 | 1.00 | 0.60 | 0.62 | 0.61 | 0.63 | 0.67 | 0.65 |
MSFT | 0.21 | 0.38 | 0.31 | 0.30 | 0.25 | 0.39 | 0.40 | 0.48 | 0.26 | 0.36 | 0.38 | 0.45 | 0.44 | 0.33 | 0.59 | 0.56 | 0.53 | 0.58 | 0.63 | 0.69 | 0.60 | 1.00 | 0.64 | 0.58 | 0.57 | 0.83 | 0.59 |
ACN | 0.27 | 0.38 | 0.35 | 0.38 | 0.30 | 0.34 | 0.43 | 0.39 | 0.34 | 0.43 | 0.41 | 0.40 | 0.41 | 0.45 | 0.49 | 0.51 | 0.56 | 0.57 | 0.51 | 0.57 | 0.62 | 0.64 | 1.00 | 0.67 | 0.67 | 0.68 | 0.68 |
SCHD | 0.45 | 0.31 | 0.47 | 0.52 | 0.54 | 0.37 | 0.52 | 0.34 | 0.61 | 0.48 | 0.50 | 0.35 | 0.47 | 0.67 | 0.47 | 0.44 | 0.56 | 0.51 | 0.52 | 0.53 | 0.61 | 0.58 | 0.67 | 1.00 | 0.95 | 0.68 | 0.92 |
VTV | 0.49 | 0.32 | 0.49 | 0.52 | 0.58 | 0.40 | 0.50 | 0.34 | 0.64 | 0.48 | 0.55 | 0.37 | 0.47 | 0.74 | 0.45 | 0.44 | 0.57 | 0.53 | 0.52 | 0.54 | 0.63 | 0.57 | 0.67 | 0.95 | 1.00 | 0.68 | 0.96 |
QQQ | 0.29 | 0.45 | 0.34 | 0.33 | 0.31 | 0.49 | 0.43 | 0.60 | 0.33 | 0.46 | 0.42 | 0.57 | 0.58 | 0.45 | 0.72 | 0.65 | 0.60 | 0.66 | 0.79 | 0.79 | 0.67 | 0.83 | 0.68 | 0.68 | 0.68 | 1.00 | 0.74 |
RWL | 0.49 | 0.37 | 0.44 | 0.49 | 0.56 | 0.41 | 0.48 | 0.39 | 0.61 | 0.51 | 0.55 | 0.41 | 0.50 | 0.71 | 0.50 | 0.48 | 0.57 | 0.55 | 0.57 | 0.59 | 0.65 | 0.59 | 0.68 | 0.92 | 0.96 | 0.74 | 1.00 |
Дивидендный доход
Дивидендная доходность GBIRA за предыдущие двенадцать месяцев составила 1.44%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GBIRA | 1.44% | 1.47% | 1.24% | 1.66% | 1.34% | 1.54% | 1.34% | 1.53% | 1.86% | 1.72% | 1.70% | 1.98% |
Активы портфеля: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
ACLS Axcelis Technologies, 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% |
ACN Accenture plc | 1.42% | 1.53% | 0.89% | 1.30% | 1.13% | 2.11% | 1.80% | 2.19% | 2.30% | 2.52% | 2.51% | 2.71% |
CMG Chipotle Mexican Grill, 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% |
COP ConocoPhillips Company | 4.43% | 4.30% | 2.90% | 4.70% | 2.38% | 2.20% | 2.33% | 2.46% | 7.96% | 5.46% | 5.27% | 6.16% |
DHI D.R. Horton, Inc. | 0.91% | 1.04% | 0.78% | 1.08% | 1.23% | 1.60% | 0.89% | 1.34% | 0.91% | 0.87% | 0.00% | 1.69% |
DHR Danaher Corporation | 0.42% | 0.38% | 0.26% | 0.33% | 0.45% | 0.63% | 0.62% | 0.65% | 0.60% | 0.49% | 0.14% | 0.19% |
FANG Diamondback Energy, Inc. | 4.57% | 6.77% | 1.80% | 3.49% | 0.86% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTNT Fortinet, 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% |
GOOG Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISRG Intuitive Surgical, 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% |
KRE SPDR S&P Regional Banking ETF | 3.75% | 2.58% | 2.08% | 2.98% | 2.46% | 2.56% | 1.63% | 1.65% | 2.16% | 1.96% | 1.70% | 2.55% |
LMT Lockheed Martin Corporation | 2.90% | 2.39% | 3.14% | 2.98% | 2.56% | 3.55% | 2.70% | 3.23% | 3.48% | 3.61% | 4.20% | 6.13% |
MCD McDonald's Corporation | 2.23% | 2.18% | 2.04% | 2.50% | 2.61% | 2.63% | 2.55% | 3.48% | 3.52% | 4.38% | 4.16% | 4.35% |
MCO Moody's Corporation | 0.93% | 1.01% | 0.65% | 0.79% | 0.87% | 1.31% | 1.09% | 1.68% | 1.47% | 1.28% | 1.28% | 1.44% |
MRK Merck & Co., Inc. | 2.75% | 2.58% | 3.59% | 3.31% | 2.80% | 3.01% | 4.00% | 3.86% | 4.34% | 4.08% | 4.67% | 5.78% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
NFLX Netflix, 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% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
PANW Palo Alto Networks, 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% |
QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
RWL | 1.64% | 1.64% | 1.39% | 1.83% | 2.00% | 2.17% | 1.78% | 1.93% | 2.27% | 1.67% | 1.91% | 2.28% |
SCHD | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
UNH | 1.39% | 1.22% | 1.14% | 1.43% | 1.49% | 1.49% | 1.42% | 1.64% | 1.79% | 1.59% | 1.62% | 1.74% |
VRTX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV | 2.63% | 2.56% | 2.24% | 2.73% | 2.76% | 3.09% | 2.66% | 2.91% | 3.18% | 2.78% | 2.84% | 3.60% |
XOM | 3.17% | 3.30% | 6.08% | 9.55% | 6.00% | 6.06% | 4.88% | 4.57% | 5.29% | 4.33% | 3.70% | 3.94% |
Комиссия
Комиссия GBIRA составляет 0.04%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс Язвы | |
---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
ACLS Axcelis Technologies, Inc. | 3.25 | ||||
ACN Accenture plc | 0.77 | ||||
CMG Chipotle Mexican Grill, Inc. | 0.42 | ||||
COP ConocoPhillips Company | 0.37 | ||||
DHI D.R. Horton, Inc. | 1.69 | ||||
DHR Danaher Corporation | -0.25 | ||||
FANG Diamondback Energy, Inc. | 0.60 | ||||
FTNT Fortinet, Inc. | 0.38 | ||||
GOOG Alphabet Inc. | 0.91 | ||||
ISRG Intuitive Surgical, Inc. | 1.46 | ||||
KRE SPDR S&P Regional Banking ETF | -0.89 | ||||
LMT Lockheed Martin Corporation | 0.05 | ||||
MCD McDonald's Corporation | 0.70 | ||||
MCO Moody's Corporation | 0.79 | ||||
MRK Merck & Co., Inc. | 1.46 | ||||
MSFT Microsoft Corporation | 1.11 | ||||
NFLX Netflix, Inc. | 1.35 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
PANW Palo Alto Networks, Inc. | 0.82 | ||||
QQQ | N/A | ||||
RWL | N/A | ||||
SCHD | N/A | ||||
UNH | N/A | ||||
VRTX | N/A | ||||
VTV | N/A | ||||
XOM | N/A |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
GBIRA с января 2010 показал максимальную просадку в 35.80%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 52 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 |
---|---|---|---|---|---|---|
-35.8% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 52 | 5 июн. 2020 г. | 75 |
-22.55% | 2 окт. 2018 г. | 58 | 24 дек. 2018 г. | 59 | 21 мар. 2019 г. | 117 |
-19.15% | 30 мар. 2022 г. | 56 | 17 июн. 2022 г. | 152 | 26 янв. 2023 г. | 208 |
-17.23% | 2 дек. 2015 г. | 49 | 11 февр. 2016 г. | 77 | 2 июн. 2016 г. | 126 |
-11.48% | 18 авг. 2015 г. | 6 | 25 авг. 2015 г. | 49 | 3 нояб. 2015 г. | 55 |
График волатильности
Текущая волатильность GBIRA составляет 3.62%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.