Diversified Top 100 Portfolio
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Diversified Top 100 Portfolio
Последнее обновление 6 сент. 2024 г.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в Diversified Top 100 Portfolio 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
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 27 мар. 2014 г., начальной даты GOOG
Доходность по периодам
Diversified Top 100 Portfolio на 6 сент. 2024 г. показал доходность в 20.64% с начала года и доходность в 26.12% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| Diversified Top 100 Portfolio | 20.64% | 6.20% | 11.65% | 28.19% | 35.69% | 26.12% |
| Активы портфеля: | ||||||
AAPL Apple Inc | 15.94% | 7.43% | 31.92% | 22.20% | 34.00% | 26.17% |
MSFT | 9.20% | 2.38% | 0.18% | 23.60% | 25.22% | 26.29% |
GOOG Alphabet Inc. | 12.67% | -1.21% | 17.41% | 17.29% | 21.42% | 18.40% |
AMZN Amazon.com, Inc. | 17.08% | 9.86% | 0.61% | 31.42% | 14.20% | 26.43% |
NVDA | 116.52% | 2.84% | 15.70% | 127.86% | 89.20% | 72.15% |
TSLA | -7.37% | 14.72% | 28.84% | -8.63% | 72.44% | 28.51% |
META | 46.32% | 4.61% | 1.01% | 73.12% | 22.57% | 20.90% |
BRK-B Berkshire Hathaway Inc. | 30.35% | 10.13% | 15.54% | 28.55% | 17.86% | 12.91% |
TSM | 58.54% | 5.35% | 10.51% | 80.51% | 33.03% | 25.93% |
V | 7.63% | 8.10% | 0.52% | 14.08% | 9.23% | 18.70% |
UNH | 14.04% | 4.78% | 25.40% | 26.80% | 22.92% | 22.99% |
JPM JPMorgan Chase & Co. | 30.20% | 8.63% | 17.16% | 53.91% | 17.50% | 17.00% |
BHP BHP Group | -21.19% | -1.89% | -9.18% | -5.39% | 9.16% | 4.94% |
LVMUY | -14.64% | 0.90% | -24.82% | -11.02% | 12.31% | 18.07% |
LLY | 57.34% | 15.24% | 17.36% | 64.10% | 53.78% | 32.88% |
WMT | 47.88% | 13.93% | 28.74% | 44.91% | 16.83% | 13.99% |
JNJ Johnson & Johnson | 7.73% | 4.57% | 5.49% | 7.72% | 8.12% | 7.64% |
MA | 12.42% | 6.48% | 2.39% | 16.22% | 11.01% | 20.92% |
AVGO Broadcom Inc. | 37.92% | 6.18% | 9.42% | 78.28% | 43.70% | 37.24% |
NVO | 27.65% | 0.97% | -2.84% | 38.10% | 38.19% | 19.45% |
PG | 22.00% | 4.39% | 10.61% | 18.26% | 10.10% | 10.84% |
HD The Home Depot, Inc. | 6.41% | 2.86% | -2.65% | 13.88% | 12.09% | 17.56% |
ASML ASML Holding N.V. | 5.71% | -5.62% | -23.74% | 20.44% | 28.49% | 24.62% |
MRK | 10.12% | 6.69% | -3.17% | 14.33% | 10.83% | 10.71% |
KO | 22.68% | 4.58% | 21.63% | 24.96% | 8.54% | 8.89% |
PEP | 7.21% | 3.95% | 10.79% | 5.01% | 8.36% | 9.99% |
ABBV AbbVie Inc. | 27.98% | 3.85% | 8.79% | 37.57% | 28.94% | 18.06% |
COST Costco Wholesale Corporation | 34.83% | 8.46% | 13.12% | 66.80% | 26.05% | 24.12% |
ADBE Adobe Inc | -4.81% | 10.45% | 2.14% | 1.07% | 14.82% | 22.75% |
CRM salesforce.com, inc. | -6.20% | 3.23% | -18.38% | 11.37% | 10.33% | 15.15% |
MCD | -1.12% | 7.26% | 0.15% | 7.09% | 8.02% | 14.97% |
NVS | 19.78% | 5.84% | 16.57% | 30.56% | 11.02% | 8.21% |
AZN AstraZeneca PLC | 25.90% | 5.38% | 26.17% | 26.56% | 15.96% | 12.03% |
CSCO Cisco Systems, Inc. | -0.35% | 8.79% | 2.16% | -11.29% | 3.29% | 10.43% |
PFE | 3.47% | -2.76% | 9.55% | -12.16% | 0.31% | 4.20% |
TMO | 14.49% | 0.81% | 1.68% | 13.38% | 15.82% | 17.51% |
NFLX | 40.41% | 12.15% | 12.34% | 53.36% | 18.73% | 25.92% |
ABT Abbott Laboratories | 4.31% | 3.29% | -5.50% | 13.68% | 7.48% | 12.35% |
AMD Advanced Micro Devices, Inc. | -5.41% | 7.11% | -34.03% | 27.60% | 35.54% | 42.26% |
NKE | -24.65% | 12.00% | -16.98% | -18.06% | -0.75% | 8.20% |
TXN | 20.81% | 7.81% | 16.58% | 23.67% | 12.80% | 18.50% |
UPS | -16.10% | 3.63% | -14.96% | -17.77% | 4.66% | 5.98% |
MS | 9.79% | 7.09% | 17.70% | 23.13% | 22.67% | 14.08% |
LRLCY | -12.00% | 2.27% | -10.44% | 2.71% | 10.78% | 11.96% |
CAT Caterpillar Inc. | 14.21% | 2.18% | -1.20% | 19.99% | 25.00% | 15.04% |
FLOT iShares Floating Rate Bond ETF | 4.48% | 0.59% | 3.01% | 6.55% | 2.86% | 2.20% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Diversified Top 100 Portfolio, 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 | -0.37% | 7.44% | 0.83% | -1.43% | 4.39% | 5.81% | 2.72% | 0.53% | 20.64% | ||||
| 2023 | 15.16% | 4.28% | 6.20% | -1.55% | 8.76% | 8.51% | 3.14% | -1.30% | -3.60% | -3.52% | 9.36% | 3.35% | 58.55% |
| 2022 | -5.31% | -4.33% | 6.62% | -11.21% | -2.37% | -8.04% | 12.42% | -5.30% | -7.87% | -0.43% | 5.69% | -8.90% | -27.59% |
| 2021 | 2.15% | -1.06% | 1.64% | 6.09% | -1.21% | 5.00% | 1.74% | 3.98% | -2.97% | 12.60% | 2.26% | 0.00% | 33.63% |
| 2020 | 10.22% | -2.37% | -10.50% | 17.92% | 5.09% | 9.14% | 12.23% | 22.47% | -6.74% | -3.23% | 14.37% | 7.44% | 98.53% |
| 2019 | 3.92% | 2.12% | 1.84% | 1.52% | -8.95% | 7.97% | 3.24% | -2.16% | 2.36% | 9.48% | 4.17% | 8.65% | 38.16% |
| 2018 | 9.79% | -1.79% | -6.34% | 2.53% | 2.92% | 3.63% | 1.09% | 4.83% | -1.79% | -2.32% | 0.20% | -5.97% | 5.79% |
| 2017 | 6.18% | 2.10% | 3.68% | 3.77% | 5.59% | 1.09% | 1.50% | 3.48% | 0.07% | 4.74% | 0.02% | 0.33% | 37.53% |
| 2016 | -6.43% | -0.66% | 8.63% | 0.21% | 2.71% | -1.09% | 6.98% | -0.28% | 1.54% | -0.14% | 1.36% | 4.63% | 17.93% |
| 2015 | -2.06% | 5.27% | -2.71% | 5.67% | 3.04% | -0.07% | 3.59% | -3.81% | 0.05% | 4.47% | 3.47% | 0.83% | 18.60% |
| 2014 | -2.18% | 2.24% | 3.85% | -1.58% | 6.96% | -2.15% | 1.57% | 3.47% | -2.97% | 9.10% |
Комиссия
Комиссия Diversified Top 100 Portfolio составляет 0.03%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг Diversified Top 100 Portfolio среди портфелей на нашем сайте составляет 55, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Diversified Top 100 Portfolio
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.
Diversified Top 100 Portfolio
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.00 | 1.55 | 1.19 | 1.34 | 3.18 |
MSFT | 1.19 | 1.64 | 1.21 | 1.52 | 4.73 |
GOOG Alphabet Inc. | 0.62 | 0.97 | 1.14 | 0.95 | 2.56 |
AMZN Amazon.com, Inc. | 1.10 | 1.63 | 1.21 | 0.87 | 4.75 |
NVDA | 2.51 | 2.97 | 1.38 | 4.73 | 15.61 |
TSLA | -0.16 | 0.15 | 1.02 | -0.13 | -0.33 |
META | 1.99 | 2.86 | 1.38 | 2.98 | 12.04 |
BRK-B Berkshire Hathaway Inc. | 2.16 | 2.88 | 1.37 | 2.73 | 8.01 |
TSM | 2.20 | 2.87 | 1.37 | 2.13 | 12.32 |
V | 0.93 | 1.29 | 1.17 | 1.13 | 2.77 |
UNH | 1.21 | 1.80 | 1.24 | 1.34 | 3.65 |
JPM JPMorgan Chase & Co. | 2.95 | 3.42 | 1.53 | 3.35 | 18.79 |
BHP BHP Group | -0.22 | -0.15 | 0.98 | -0.24 | -0.44 |
LVMUY | -0.42 | -0.45 | 0.95 | -0.36 | -0.86 |
LLY | 2.11 | 2.86 | 1.38 | 3.42 | 11.99 |
WMT | 2.46 | 3.36 | 1.52 | 4.15 | 12.13 |
JNJ Johnson & Johnson | 0.51 | 0.83 | 1.10 | 0.42 | 1.31 |
MA | 0.99 | 1.35 | 1.19 | 1.29 | 3.00 |
AVGO Broadcom Inc. | 1.81 | 2.52 | 1.32 | 3.10 | 10.13 |
NVO | 1.25 | 1.91 | 1.23 | 2.02 | 6.70 |
PG | 1.21 | 1.72 | 1.23 | 1.90 | 6.70 |
HD The Home Depot, Inc. | 0.67 | 1.10 | 1.13 | 0.46 | 1.49 |
ASML ASML Holding N.V. | 0.51 | 0.94 | 1.12 | 0.59 | 2.07 |
MRK | 0.72 | 1.05 | 1.16 | 0.87 | 2.56 |
KO | 1.85 | 2.56 | 1.35 | 1.44 | 9.31 |
PEP | 0.29 | 0.53 | 1.07 | 0.27 | 0.76 |
ABBV AbbVie Inc. | 1.99 | 2.54 | 1.36 | 2.37 | 6.71 |
COST Costco Wholesale Corporation | 3.44 | 4.00 | 1.61 | 6.50 | 17.14 |
ADBE Adobe Inc | 0.03 | 0.28 | 1.04 | 0.03 | 0.07 |
CRM salesforce.com, inc. | 0.33 | 0.64 | 1.11 | 0.31 | 0.90 |
MCD | 0.41 | 0.69 | 1.08 | 0.41 | 0.85 |
NVS | 1.85 | 2.48 | 1.33 | 2.68 | 7.06 |
AZN AstraZeneca PLC | 1.34 | 1.84 | 1.25 | 1.40 | 6.08 |
CSCO Cisco Systems, Inc. | -0.56 | -0.63 | 0.91 | -0.47 | -0.93 |
PFE | -0.49 | -0.56 | 0.93 | -0.22 | -0.85 |
TMO | 0.63 | 1.02 | 1.13 | 0.38 | 2.07 |
NFLX | 1.64 | 2.57 | 1.33 | 1.07 | 8.01 |
ABT Abbott Laboratories | 0.74 | 1.14 | 1.14 | 0.40 | 1.64 |
AMD Advanced Micro Devices, Inc. | 0.58 | 1.11 | 1.14 | 0.65 | 1.52 |
NKE | -0.53 | -0.49 | 0.92 | -0.31 | -0.82 |
TXN | 0.93 | 1.44 | 1.17 | 0.93 | 4.49 |
UPS | -0.67 | -0.72 | 0.89 | -0.43 | -1.64 |
MS | 0.93 | 1.34 | 1.18 | 0.73 | 3.08 |
LRLCY | 0.12 | 0.32 | 1.04 | 0.14 | 0.38 |
CAT Caterpillar Inc. | 0.77 | 1.16 | 1.15 | 0.94 | 2.42 |
FLOT iShares Floating Rate Bond ETF | 8.87 | 17.11 | 4.83 | 14.75 | 171.54 |
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Diversified Top 100 Portfolio за предыдущие двенадцать месяцев составила 1.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Diversified Top 100 Portfolio | 1.60% | 1.57% | 1.08% | 0.65% | 0.83% | 1.25% | 1.28% | 0.99% | 1.01% | 1.14% | 0.95% | 1.01% |
| Активы портфеля: | ||||||||||||
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% |
MSFT | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
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% |
META | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway 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% |
TSM | 1.26% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
V | 0.75% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
UNH | 1.30% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
JPM JPMorgan Chase & Co. | 2.02% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
BHP BHP Group | 5.79% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
LVMUY | 2.04% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.59% | 2.11% | 12.92% | 2.38% | 2.17% |
LLY | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
WMT | 1.06% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
JNJ Johnson & Johnson | 2.95% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
MA | 0.53% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
AVGO Broadcom Inc. | 1.33% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
NVO | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PG | 2.22% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
HD The Home Depot, Inc. | 2.44% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
ASML ASML Holding N.V. | 0.83% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
MRK | 2.56% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
KO | 2.66% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PEP | 2.92% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
ABBV AbbVie Inc. | 3.18% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
COST Costco Wholesale Corporation | 2.19% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
ADBE Adobe 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% |
CRM salesforce.com, inc. | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCD | 2.32% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
NVS | 3.24% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% | 3.37% |
AZN AstraZeneca PLC | 1.79% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
CSCO Cisco Systems, Inc. | 3.22% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
PFE | 5.86% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
TMO | 0.24% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ABT Abbott Laboratories | 1.91% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
AMD Advanced Micro Devices, 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% |
NKE | 1.83% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
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% |
UPS | 5.11% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
MS | 3.49% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
LRLCY | 1.65% | 1.29% | 1.53% | 1.00% | 1.14% | 1.46% | 1.91% | 1.58% | 1.95% | 1.82% | 2.08% | 1.76% |
CAT Caterpillar Inc. | 1.59% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
FLOT iShares Floating Rate Bond ETF | 5.97% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% | 0.44% | 0.47% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Diversified Top 100 Portfolio показал максимальную просадку в 34.74%, зарегистрированную 18 мар. 2020 г.. Полное восстановление заняло 58 торговых сессий.
Текущая просадка Diversified Top 100 Portfolio составляет 5.41%.
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 |
|---|---|---|---|---|---|---|
| -34.74% | 20 февр. 2020 г. | 20 | 18 мар. 2020 г. | 58 | 10 июн. 2020 г. | 78 |
| -31.47% | 4 янв. 2022 г. | 248 | 28 дек. 2022 г. | 112 | 9 июн. 2023 г. | 360 |
| -16.48% | 8 авг. 2018 г. | 96 | 24 дек. 2018 г. | 137 | 12 июл. 2019 г. | 233 |
| -15.19% | 30 дек. 2015 г. | 29 | 10 февр. 2016 г. | 35 | 1 апр. 2016 г. | 64 |
| -13.52% | 1 сент. 2020 г. | 5 | 8 сент. 2020 г. | 52 | 19 нояб. 2020 г. | 57 |
Волатильность
График волатильности
Текущая волатильность Diversified Top 100 Portfolio составляет 5.41%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| FLOT | TSLA | WMT | NVO | AZN | LLY | MRK | ABBV | BHP | PFE | PG | AMD | UNH | NFLX | KO | PEP | MCD | JNJ | NVS | LRLCY | CAT | COST | TSM | JPM | META | LVMUY | NKE | NVDA | UPS | MS | HD | AMZN | CRM | AVGO | ABT | AAPL | TMO | ASML | BRK-B | GOOG | CSCO | ADBE | TXN | V | MA | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FLOT | 1.00 | 0.06 | 0.04 | 0.03 | 0.04 | 0.01 | 0.02 | 0.00 | 0.11 | 0.03 | 0.08 | 0.06 | 0.06 | 0.09 | 0.08 | 0.06 | 0.08 | 0.05 | 0.04 | 0.07 | 0.09 | 0.09 | 0.09 | 0.09 | 0.08 | 0.10 | 0.09 | 0.06 | 0.07 | 0.08 | 0.09 | 0.07 | 0.09 | 0.05 | 0.07 | 0.08 | 0.08 | 0.11 | 0.10 | 0.07 | 0.05 | 0.08 | 0.07 | 0.08 | 0.08 | 0.07 |
| TSLA | 0.06 | 1.00 | 0.16 | 0.17 | 0.16 | 0.13 | 0.10 | 0.15 | 0.26 | 0.14 | 0.11 | 0.36 | 0.16 | 0.38 | 0.14 | 0.15 | 0.18 | 0.11 | 0.18 | 0.21 | 0.25 | 0.26 | 0.37 | 0.25 | 0.36 | 0.28 | 0.31 | 0.41 | 0.24 | 0.27 | 0.25 | 0.41 | 0.39 | 0.39 | 0.25 | 0.41 | 0.29 | 0.37 | 0.23 | 0.37 | 0.27 | 0.39 | 0.38 | 0.30 | 0.32 | 0.38 |
| WMT | 0.04 | 0.16 | 1.00 | 0.21 | 0.20 | 0.25 | 0.28 | 0.24 | 0.19 | 0.27 | 0.44 | 0.16 | 0.30 | 0.20 | 0.38 | 0.44 | 0.34 | 0.34 | 0.27 | 0.25 | 0.23 | 0.56 | 0.19 | 0.25 | 0.20 | 0.23 | 0.29 | 0.21 | 0.34 | 0.23 | 0.40 | 0.26 | 0.20 | 0.21 | 0.32 | 0.27 | 0.30 | 0.23 | 0.38 | 0.27 | 0.33 | 0.25 | 0.27 | 0.29 | 0.29 | 0.31 |
| NVO | 0.03 | 0.17 | 0.21 | 1.00 | 0.45 | 0.41 | 0.35 | 0.31 | 0.19 | 0.33 | 0.24 | 0.21 | 0.27 | 0.24 | 0.22 | 0.24 | 0.23 | 0.31 | 0.46 | 0.37 | 0.19 | 0.25 | 0.24 | 0.20 | 0.29 | 0.32 | 0.24 | 0.26 | 0.22 | 0.22 | 0.25 | 0.27 | 0.30 | 0.27 | 0.38 | 0.26 | 0.38 | 0.34 | 0.23 | 0.31 | 0.26 | 0.33 | 0.27 | 0.32 | 0.31 | 0.34 |
| AZN | 0.04 | 0.16 | 0.20 | 0.45 | 1.00 | 0.37 | 0.41 | 0.37 | 0.26 | 0.38 | 0.30 | 0.17 | 0.27 | 0.22 | 0.28 | 0.29 | 0.27 | 0.37 | 0.54 | 0.37 | 0.21 | 0.22 | 0.22 | 0.22 | 0.25 | 0.31 | 0.24 | 0.20 | 0.24 | 0.22 | 0.23 | 0.23 | 0.25 | 0.22 | 0.39 | 0.25 | 0.36 | 0.29 | 0.27 | 0.26 | 0.30 | 0.27 | 0.26 | 0.31 | 0.30 | 0.30 |
| LLY | 0.01 | 0.13 | 0.25 | 0.41 | 0.37 | 1.00 | 0.49 | 0.43 | 0.19 | 0.45 | 0.32 | 0.16 | 0.35 | 0.22 | 0.28 | 0.31 | 0.24 | 0.46 | 0.41 | 0.23 | 0.21 | 0.29 | 0.18 | 0.24 | 0.27 | 0.20 | 0.21 | 0.22 | 0.24 | 0.22 | 0.26 | 0.25 | 0.26 | 0.25 | 0.41 | 0.26 | 0.36 | 0.24 | 0.32 | 0.29 | 0.31 | 0.28 | 0.25 | 0.31 | 0.30 | 0.34 |
| MRK | 0.02 | 0.10 | 0.28 | 0.35 | 0.41 | 0.49 | 1.00 | 0.45 | 0.22 | 0.53 | 0.38 | 0.12 | 0.39 | 0.17 | 0.36 | 0.38 | 0.34 | 0.53 | 0.48 | 0.26 | 0.25 | 0.26 | 0.13 | 0.30 | 0.21 | 0.25 | 0.24 | 0.13 | 0.27 | 0.27 | 0.26 | 0.18 | 0.23 | 0.20 | 0.45 | 0.22 | 0.42 | 0.19 | 0.39 | 0.25 | 0.33 | 0.24 | 0.24 | 0.34 | 0.32 | 0.29 |
| ABBV | 0.00 | 0.15 | 0.24 | 0.31 | 0.37 | 0.43 | 0.45 | 1.00 | 0.21 | 0.46 | 0.32 | 0.15 | 0.38 | 0.19 | 0.31 | 0.32 | 0.28 | 0.45 | 0.42 | 0.25 | 0.29 | 0.24 | 0.20 | 0.32 | 0.23 | 0.27 | 0.27 | 0.21 | 0.32 | 0.30 | 0.31 | 0.22 | 0.27 | 0.25 | 0.45 | 0.25 | 0.40 | 0.26 | 0.38 | 0.29 | 0.35 | 0.28 | 0.29 | 0.34 | 0.34 | 0.30 |
| BHP | 0.11 | 0.26 | 0.19 | 0.19 | 0.26 | 0.19 | 0.22 | 0.21 | 1.00 | 0.25 | 0.21 | 0.29 | 0.24 | 0.26 | 0.25 | 0.20 | 0.23 | 0.22 | 0.30 | 0.30 | 0.57 | 0.22 | 0.39 | 0.43 | 0.28 | 0.41 | 0.32 | 0.30 | 0.34 | 0.45 | 0.30 | 0.30 | 0.30 | 0.35 | 0.26 | 0.34 | 0.31 | 0.40 | 0.43 | 0.33 | 0.39 | 0.31 | 0.41 | 0.35 | 0.38 | 0.34 |
| PFE | 0.03 | 0.14 | 0.27 | 0.33 | 0.38 | 0.45 | 0.53 | 0.46 | 0.25 | 1.00 | 0.34 | 0.17 | 0.39 | 0.18 | 0.34 | 0.35 | 0.28 | 0.50 | 0.44 | 0.28 | 0.27 | 0.27 | 0.17 | 0.33 | 0.21 | 0.27 | 0.27 | 0.18 | 0.33 | 0.32 | 0.31 | 0.21 | 0.23 | 0.23 | 0.44 | 0.26 | 0.44 | 0.24 | 0.41 | 0.27 | 0.38 | 0.26 | 0.29 | 0.34 | 0.32 | 0.30 |
| PG | 0.08 | 0.11 | 0.44 | 0.24 | 0.30 | 0.32 | 0.38 | 0.32 | 0.21 | 0.34 | 1.00 | 0.12 | 0.35 | 0.17 | 0.60 | 0.65 | 0.42 | 0.47 | 0.36 | 0.36 | 0.24 | 0.40 | 0.17 | 0.26 | 0.20 | 0.28 | 0.30 | 0.17 | 0.36 | 0.22 | 0.36 | 0.22 | 0.22 | 0.20 | 0.40 | 0.27 | 0.35 | 0.24 | 0.40 | 0.27 | 0.36 | 0.27 | 0.30 | 0.36 | 0.35 | 0.34 |
| AMD | 0.06 | 0.36 | 0.16 | 0.21 | 0.17 | 0.16 | 0.12 | 0.15 | 0.29 | 0.17 | 0.12 | 1.00 | 0.19 | 0.39 | 0.11 | 0.13 | 0.20 | 0.13 | 0.19 | 0.26 | 0.29 | 0.28 | 0.49 | 0.27 | 0.41 | 0.32 | 0.31 | 0.64 | 0.30 | 0.31 | 0.31 | 0.45 | 0.45 | 0.49 | 0.29 | 0.43 | 0.34 | 0.52 | 0.27 | 0.43 | 0.37 | 0.48 | 0.53 | 0.38 | 0.38 | 0.47 |
| UNH | 0.06 | 0.16 | 0.30 | 0.27 | 0.27 | 0.35 | 0.39 | 0.38 | 0.24 | 0.39 | 0.35 | 0.19 | 1.00 | 0.23 | 0.34 | 0.35 | 0.32 | 0.43 | 0.36 | 0.26 | 0.30 | 0.31 | 0.22 | 0.38 | 0.24 | 0.27 | 0.30 | 0.23 | 0.33 | 0.35 | 0.35 | 0.25 | 0.26 | 0.27 | 0.42 | 0.31 | 0.40 | 0.27 | 0.44 | 0.33 | 0.36 | 0.30 | 0.32 | 0.38 | 0.38 | 0.34 |
| NFLX | 0.09 | 0.38 | 0.20 | 0.24 | 0.22 | 0.22 | 0.17 | 0.19 | 0.26 | 0.18 | 0.17 | 0.39 | 0.23 | 1.00 | 0.13 | 0.18 | 0.20 | 0.18 | 0.22 | 0.26 | 0.26 | 0.31 | 0.37 | 0.25 | 0.51 | 0.31 | 0.34 | 0.46 | 0.27 | 0.29 | 0.31 | 0.54 | 0.48 | 0.40 | 0.30 | 0.44 | 0.35 | 0.42 | 0.27 | 0.48 | 0.34 | 0.52 | 0.41 | 0.39 | 0.41 | 0.49 |
| KO | 0.08 | 0.14 | 0.38 | 0.22 | 0.28 | 0.28 | 0.36 | 0.31 | 0.25 | 0.34 | 0.60 | 0.11 | 0.34 | 0.13 | 1.00 | 0.71 | 0.48 | 0.45 | 0.36 | 0.39 | 0.30 | 0.37 | 0.18 | 0.33 | 0.20 | 0.33 | 0.33 | 0.14 | 0.38 | 0.29 | 0.34 | 0.21 | 0.23 | 0.22 | 0.38 | 0.27 | 0.33 | 0.23 | 0.48 | 0.29 | 0.37 | 0.27 | 0.29 | 0.39 | 0.39 | 0.33 |
| PEP | 0.06 | 0.15 | 0.44 | 0.24 | 0.29 | 0.31 | 0.38 | 0.32 | 0.20 | 0.35 | 0.65 | 0.13 | 0.35 | 0.18 | 0.71 | 1.00 | 0.46 | 0.48 | 0.37 | 0.38 | 0.21 | 0.42 | 0.21 | 0.25 | 0.24 | 0.30 | 0.31 | 0.18 | 0.35 | 0.24 | 0.38 | 0.25 | 0.26 | 0.25 | 0.40 | 0.31 | 0.36 | 0.25 | 0.41 | 0.31 | 0.39 | 0.31 | 0.30 | 0.38 | 0.37 | 0.36 |
| MCD | 0.08 | 0.18 | 0.34 | 0.23 | 0.27 | 0.24 | 0.34 | 0.28 | 0.23 | 0.28 | 0.42 | 0.20 | 0.32 | 0.20 | 0.48 | 0.46 | 1.00 | 0.39 | 0.34 | 0.34 | 0.28 | 0.36 | 0.23 | 0.35 | 0.29 | 0.33 | 0.37 | 0.22 | 0.36 | 0.32 | 0.40 | 0.28 | 0.30 | 0.29 | 0.39 | 0.32 | 0.36 | 0.30 | 0.44 | 0.33 | 0.39 | 0.33 | 0.35 | 0.43 | 0.43 | 0.38 |
| JNJ | 0.05 | 0.11 | 0.34 | 0.31 | 0.37 | 0.46 | 0.53 | 0.45 | 0.22 | 0.50 | 0.47 | 0.13 | 0.43 | 0.18 | 0.45 | 0.48 | 0.39 | 1.00 | 0.45 | 0.31 | 0.28 | 0.32 | 0.19 | 0.32 | 0.20 | 0.27 | 0.28 | 0.15 | 0.35 | 0.29 | 0.33 | 0.21 | 0.23 | 0.21 | 0.51 | 0.26 | 0.42 | 0.25 | 0.46 | 0.29 | 0.41 | 0.27 | 0.30 | 0.37 | 0.36 | 0.31 |
| NVS | 0.04 | 0.18 | 0.27 | 0.46 | 0.54 | 0.41 | 0.48 | 0.42 | 0.30 | 0.44 | 0.36 | 0.19 | 0.36 | 0.22 | 0.36 | 0.37 | 0.34 | 0.45 | 1.00 | 0.43 | 0.28 | 0.28 | 0.26 | 0.30 | 0.27 | 0.37 | 0.28 | 0.23 | 0.31 | 0.30 | 0.30 | 0.26 | 0.29 | 0.27 | 0.46 | 0.30 | 0.42 | 0.33 | 0.37 | 0.30 | 0.38 | 0.34 | 0.31 | 0.38 | 0.37 | 0.34 |
| LRLCY | 0.07 | 0.21 | 0.25 | 0.37 | 0.37 | 0.23 | 0.26 | 0.25 | 0.30 | 0.28 | 0.36 | 0.26 | 0.26 | 0.26 | 0.39 | 0.38 | 0.34 | 0.31 | 0.43 | 1.00 | 0.29 | 0.31 | 0.33 | 0.30 | 0.33 | 0.64 | 0.36 | 0.30 | 0.34 | 0.33 | 0.33 | 0.36 | 0.33 | 0.33 | 0.40 | 0.36 | 0.39 | 0.46 | 0.36 | 0.37 | 0.39 | 0.38 | 0.37 | 0.41 | 0.40 | 0.40 |
| CAT | 0.09 | 0.25 | 0.23 | 0.19 | 0.21 | 0.21 | 0.25 | 0.29 | 0.57 | 0.27 | 0.24 | 0.29 | 0.30 | 0.26 | 0.30 | 0.21 | 0.28 | 0.28 | 0.28 | 0.29 | 1.00 | 0.28 | 0.40 | 0.58 | 0.29 | 0.38 | 0.38 | 0.33 | 0.48 | 0.58 | 0.40 | 0.29 | 0.30 | 0.41 | 0.31 | 0.35 | 0.36 | 0.41 | 0.57 | 0.35 | 0.46 | 0.31 | 0.49 | 0.42 | 0.45 | 0.35 |
| COST | 0.09 | 0.26 | 0.56 | 0.25 | 0.22 | 0.29 | 0.26 | 0.24 | 0.22 | 0.27 | 0.40 | 0.28 | 0.31 | 0.31 | 0.37 | 0.42 | 0.36 | 0.32 | 0.28 | 0.31 | 0.28 | 1.00 | 0.33 | 0.29 | 0.35 | 0.33 | 0.41 | 0.37 | 0.40 | 0.30 | 0.50 | 0.41 | 0.35 | 0.37 | 0.39 | 0.43 | 0.40 | 0.37 | 0.41 | 0.42 | 0.42 | 0.43 | 0.42 | 0.41 | 0.41 | 0.47 |
| TSM | 0.09 | 0.37 | 0.19 | 0.24 | 0.22 | 0.18 | 0.13 | 0.20 | 0.39 | 0.17 | 0.17 | 0.49 | 0.22 | 0.37 | 0.18 | 0.21 | 0.23 | 0.19 | 0.26 | 0.33 | 0.40 | 0.33 | 1.00 | 0.36 | 0.41 | 0.43 | 0.35 | 0.59 | 0.35 | 0.41 | 0.35 | 0.44 | 0.43 | 0.58 | 0.32 | 0.50 | 0.39 | 0.64 | 0.35 | 0.47 | 0.41 | 0.48 | 0.63 | 0.43 | 0.44 | 0.49 |
| JPM | 0.09 | 0.25 | 0.25 | 0.20 | 0.22 | 0.24 | 0.30 | 0.32 | 0.43 | 0.33 | 0.26 | 0.27 | 0.38 | 0.25 | 0.33 | 0.25 | 0.35 | 0.32 | 0.30 | 0.30 | 0.58 | 0.29 | 0.36 | 1.00 | 0.32 | 0.39 | 0.42 | 0.33 | 0.47 | 0.79 | 0.42 | 0.30 | 0.32 | 0.39 | 0.37 | 0.36 | 0.37 | 0.39 | 0.72 | 0.38 | 0.47 | 0.31 | 0.46 | 0.48 | 0.48 | 0.37 |
| META | 0.08 | 0.36 | 0.20 | 0.29 | 0.25 | 0.27 | 0.21 | 0.23 | 0.28 | 0.21 | 0.20 | 0.41 | 0.24 | 0.51 | 0.20 | 0.24 | 0.29 | 0.20 | 0.27 | 0.33 | 0.29 | 0.35 | 0.41 | 0.32 | 1.00 | 0.37 | 0.38 | 0.51 | 0.33 | 0.35 | 0.36 | 0.61 | 0.53 | 0.48 | 0.36 | 0.51 | 0.38 | 0.47 | 0.33 | 0.65 | 0.39 | 0.58 | 0.46 | 0.49 | 0.49 | 0.58 |
| LVMUY | 0.10 | 0.28 | 0.23 | 0.32 | 0.31 | 0.20 | 0.25 | 0.27 | 0.41 | 0.27 | 0.28 | 0.32 | 0.27 | 0.31 | 0.33 | 0.30 | 0.33 | 0.27 | 0.37 | 0.64 | 0.38 | 0.33 | 0.43 | 0.39 | 0.37 | 1.00 | 0.43 | 0.36 | 0.38 | 0.44 | 0.38 | 0.40 | 0.38 | 0.39 | 0.37 | 0.40 | 0.39 | 0.54 | 0.42 | 0.43 | 0.39 | 0.42 | 0.46 | 0.46 | 0.47 | 0.44 |
| NKE | 0.09 | 0.31 | 0.29 | 0.24 | 0.24 | 0.21 | 0.24 | 0.27 | 0.32 | 0.27 | 0.30 | 0.31 | 0.30 | 0.34 | 0.33 | 0.31 | 0.37 | 0.28 | 0.28 | 0.36 | 0.38 | 0.41 | 0.35 | 0.42 | 0.38 | 0.43 | 1.00 | 0.38 | 0.45 | 0.45 | 0.51 | 0.42 | 0.42 | 0.40 | 0.39 | 0.42 | 0.42 | 0.42 | 0.45 | 0.44 | 0.44 | 0.47 | 0.46 | 0.48 | 0.49 | 0.44 |
| NVDA | 0.06 | 0.41 | 0.21 | 0.26 | 0.20 | 0.22 | 0.13 | 0.21 | 0.30 | 0.18 | 0.17 | 0.64 | 0.23 | 0.46 | 0.14 | 0.18 | 0.22 | 0.15 | 0.23 | 0.30 | 0.33 | 0.37 | 0.59 | 0.33 | 0.51 | 0.36 | 0.38 | 1.00 | 0.36 | 0.38 | 0.37 | 0.53 | 0.52 | 0.61 | 0.35 | 0.52 | 0.40 | 0.63 | 0.33 | 0.52 | 0.44 | 0.57 | 0.63 | 0.44 | 0.47 | 0.58 |
| UPS | 0.07 | 0.24 | 0.34 | 0.22 | 0.24 | 0.24 | 0.27 | 0.32 | 0.34 | 0.33 | 0.36 | 0.30 | 0.33 | 0.27 | 0.38 | 0.35 | 0.36 | 0.35 | 0.31 | 0.34 | 0.48 | 0.40 | 0.35 | 0.47 | 0.33 | 0.38 | 0.45 | 0.36 | 1.00 | 0.48 | 0.50 | 0.35 | 0.35 | 0.40 | 0.42 | 0.40 | 0.43 | 0.40 | 0.53 | 0.38 | 0.48 | 0.40 | 0.46 | 0.43 | 0.45 | 0.41 |
| MS | 0.08 | 0.27 | 0.23 | 0.22 | 0.22 | 0.22 | 0.27 | 0.30 | 0.45 | 0.32 | 0.22 | 0.31 | 0.35 | 0.29 | 0.29 | 0.24 | 0.32 | 0.29 | 0.30 | 0.33 | 0.58 | 0.30 | 0.41 | 0.79 | 0.35 | 0.44 | 0.45 | 0.38 | 0.48 | 1.00 | 0.44 | 0.35 | 0.38 | 0.42 | 0.39 | 0.40 | 0.40 | 0.44 | 0.67 | 0.41 | 0.47 | 0.36 | 0.49 | 0.48 | 0.50 | 0.41 |
| HD | 0.09 | 0.25 | 0.40 | 0.25 | 0.23 | 0.26 | 0.26 | 0.31 | 0.30 | 0.31 | 0.36 | 0.31 | 0.35 | 0.31 | 0.34 | 0.38 | 0.40 | 0.33 | 0.30 | 0.33 | 0.40 | 0.50 | 0.35 | 0.42 | 0.36 | 0.38 | 0.51 | 0.37 | 0.50 | 0.44 | 1.00 | 0.40 | 0.39 | 0.39 | 0.41 | 0.40 | 0.45 | 0.42 | 0.48 | 0.41 | 0.46 | 0.42 | 0.48 | 0.47 | 0.47 | 0.45 |
| AMZN | 0.07 | 0.41 | 0.26 | 0.27 | 0.23 | 0.25 | 0.18 | 0.22 | 0.30 | 0.21 | 0.22 | 0.45 | 0.25 | 0.54 | 0.21 | 0.25 | 0.28 | 0.21 | 0.26 | 0.36 | 0.29 | 0.41 | 0.44 | 0.30 | 0.61 | 0.40 | 0.42 | 0.53 | 0.35 | 0.35 | 0.40 | 1.00 | 0.57 | 0.47 | 0.37 | 0.56 | 0.41 | 0.49 | 0.34 | 0.67 | 0.43 | 0.61 | 0.47 | 0.49 | 0.51 | 0.64 |
| CRM | 0.09 | 0.39 | 0.20 | 0.30 | 0.25 | 0.26 | 0.23 | 0.27 | 0.30 | 0.23 | 0.22 | 0.45 | 0.26 | 0.48 | 0.23 | 0.26 | 0.30 | 0.23 | 0.29 | 0.33 | 0.30 | 0.35 | 0.43 | 0.32 | 0.53 | 0.38 | 0.42 | 0.52 | 0.35 | 0.38 | 0.39 | 0.57 | 1.00 | 0.47 | 0.42 | 0.49 | 0.46 | 0.49 | 0.36 | 0.55 | 0.46 | 0.68 | 0.48 | 0.53 | 0.54 | 0.60 |
| AVGO | 0.05 | 0.39 | 0.21 | 0.27 | 0.22 | 0.25 | 0.20 | 0.25 | 0.35 | 0.23 | 0.20 | 0.49 | 0.27 | 0.40 | 0.22 | 0.25 | 0.29 | 0.21 | 0.27 | 0.33 | 0.41 | 0.37 | 0.58 | 0.39 | 0.48 | 0.39 | 0.40 | 0.61 | 0.40 | 0.42 | 0.39 | 0.47 | 0.47 | 1.00 | 0.37 | 0.56 | 0.41 | 0.63 | 0.39 | 0.48 | 0.49 | 0.52 | 0.69 | 0.46 | 0.48 | 0.54 |
| ABT | 0.07 | 0.25 | 0.32 | 0.38 | 0.39 | 0.41 | 0.45 | 0.45 | 0.26 | 0.44 | 0.40 | 0.29 | 0.42 | 0.30 | 0.38 | 0.40 | 0.39 | 0.51 | 0.46 | 0.40 | 0.31 | 0.39 | 0.32 | 0.37 | 0.36 | 0.37 | 0.39 | 0.35 | 0.42 | 0.39 | 0.41 | 0.37 | 0.42 | 0.37 | 1.00 | 0.39 | 0.63 | 0.40 | 0.44 | 0.42 | 0.47 | 0.45 | 0.43 | 0.47 | 0.48 | 0.47 |
| AAPL | 0.08 | 0.41 | 0.27 | 0.26 | 0.25 | 0.26 | 0.22 | 0.25 | 0.34 | 0.26 | 0.27 | 0.43 | 0.31 | 0.44 | 0.27 | 0.31 | 0.32 | 0.26 | 0.30 | 0.36 | 0.35 | 0.43 | 0.50 | 0.36 | 0.51 | 0.40 | 0.42 | 0.52 | 0.40 | 0.40 | 0.40 | 0.56 | 0.49 | 0.56 | 0.39 | 1.00 | 0.43 | 0.52 | 0.41 | 0.58 | 0.50 | 0.54 | 0.56 | 0.49 | 0.50 | 0.62 |
| TMO | 0.08 | 0.29 | 0.30 | 0.38 | 0.36 | 0.36 | 0.42 | 0.40 | 0.31 | 0.44 | 0.35 | 0.34 | 0.40 | 0.35 | 0.33 | 0.36 | 0.36 | 0.42 | 0.42 | 0.39 | 0.36 | 0.40 | 0.39 | 0.37 | 0.38 | 0.39 | 0.42 | 0.40 | 0.43 | 0.40 | 0.45 | 0.41 | 0.46 | 0.41 | 0.63 | 0.43 | 1.00 | 0.47 | 0.44 | 0.45 | 0.48 | 0.50 | 0.49 | 0.49 | 0.49 | 0.50 |
| ASML | 0.11 | 0.37 | 0.23 | 0.34 | 0.29 | 0.24 | 0.19 | 0.26 | 0.40 | 0.24 | 0.24 | 0.52 | 0.27 | 0.42 | 0.23 | 0.25 | 0.30 | 0.25 | 0.33 | 0.46 | 0.41 | 0.37 | 0.64 | 0.39 | 0.47 | 0.54 | 0.42 | 0.63 | 0.40 | 0.44 | 0.42 | 0.49 | 0.49 | 0.63 | 0.40 | 0.52 | 0.47 | 1.00 | 0.41 | 0.51 | 0.48 | 0.55 | 0.67 | 0.49 | 0.51 | 0.57 |
| BRK-B | 0.10 | 0.23 | 0.38 | 0.23 | 0.27 | 0.32 | 0.39 | 0.38 | 0.43 | 0.41 | 0.40 | 0.27 | 0.44 | 0.27 | 0.48 | 0.41 | 0.44 | 0.46 | 0.37 | 0.36 | 0.57 | 0.41 | 0.35 | 0.72 | 0.33 | 0.42 | 0.45 | 0.33 | 0.53 | 0.67 | 0.48 | 0.34 | 0.36 | 0.39 | 0.44 | 0.41 | 0.44 | 0.41 | 1.00 | 0.43 | 0.53 | 0.38 | 0.48 | 0.53 | 0.54 | 0.44 |
| GOOG | 0.07 | 0.37 | 0.27 | 0.31 | 0.26 | 0.29 | 0.25 | 0.29 | 0.33 | 0.27 | 0.27 | 0.43 | 0.33 | 0.48 | 0.29 | 0.31 | 0.33 | 0.29 | 0.30 | 0.37 | 0.35 | 0.42 | 0.47 | 0.38 | 0.65 | 0.43 | 0.44 | 0.52 | 0.38 | 0.41 | 0.41 | 0.67 | 0.55 | 0.48 | 0.42 | 0.58 | 0.45 | 0.51 | 0.43 | 1.00 | 0.48 | 0.62 | 0.53 | 0.55 | 0.56 | 0.69 |
| CSCO | 0.05 | 0.27 | 0.33 | 0.26 | 0.30 | 0.31 | 0.33 | 0.35 | 0.39 | 0.38 | 0.36 | 0.37 | 0.36 | 0.34 | 0.37 | 0.39 | 0.39 | 0.41 | 0.38 | 0.39 | 0.46 | 0.42 | 0.41 | 0.47 | 0.39 | 0.39 | 0.44 | 0.44 | 0.48 | 0.47 | 0.46 | 0.43 | 0.46 | 0.49 | 0.47 | 0.50 | 0.48 | 0.48 | 0.53 | 0.48 | 1.00 | 0.50 | 0.56 | 0.52 | 0.52 | 0.54 |
| ADBE | 0.08 | 0.39 | 0.25 | 0.33 | 0.27 | 0.28 | 0.24 | 0.28 | 0.31 | 0.26 | 0.27 | 0.48 | 0.30 | 0.52 | 0.27 | 0.31 | 0.33 | 0.27 | 0.34 | 0.38 | 0.31 | 0.43 | 0.48 | 0.31 | 0.58 | 0.42 | 0.47 | 0.57 | 0.40 | 0.36 | 0.42 | 0.61 | 0.68 | 0.52 | 0.45 | 0.54 | 0.50 | 0.55 | 0.38 | 0.62 | 0.50 | 1.00 | 0.55 | 0.59 | 0.58 | 0.70 |
| TXN | 0.07 | 0.38 | 0.27 | 0.27 | 0.26 | 0.25 | 0.24 | 0.29 | 0.41 | 0.29 | 0.30 | 0.53 | 0.32 | 0.41 | 0.29 | 0.30 | 0.35 | 0.30 | 0.31 | 0.37 | 0.49 | 0.42 | 0.63 | 0.46 | 0.46 | 0.46 | 0.46 | 0.63 | 0.46 | 0.49 | 0.48 | 0.47 | 0.48 | 0.69 | 0.43 | 0.56 | 0.49 | 0.67 | 0.48 | 0.53 | 0.56 | 0.55 | 1.00 | 0.52 | 0.54 | 0.58 |
| V | 0.08 | 0.30 | 0.29 | 0.32 | 0.31 | 0.31 | 0.34 | 0.34 | 0.35 | 0.34 | 0.36 | 0.38 | 0.38 | 0.39 | 0.39 | 0.38 | 0.43 | 0.37 | 0.38 | 0.41 | 0.42 | 0.41 | 0.43 | 0.48 | 0.49 | 0.46 | 0.48 | 0.44 | 0.43 | 0.48 | 0.47 | 0.49 | 0.53 | 0.46 | 0.47 | 0.49 | 0.49 | 0.49 | 0.53 | 0.55 | 0.52 | 0.59 | 0.52 | 1.00 | 0.86 | 0.59 |
| MA | 0.08 | 0.32 | 0.29 | 0.31 | 0.30 | 0.30 | 0.32 | 0.34 | 0.38 | 0.32 | 0.35 | 0.38 | 0.38 | 0.41 | 0.39 | 0.37 | 0.43 | 0.36 | 0.37 | 0.40 | 0.45 | 0.41 | 0.44 | 0.48 | 0.49 | 0.47 | 0.49 | 0.47 | 0.45 | 0.50 | 0.47 | 0.51 | 0.54 | 0.48 | 0.48 | 0.50 | 0.49 | 0.51 | 0.54 | 0.56 | 0.52 | 0.58 | 0.54 | 0.86 | 1.00 | 0.60 |
| MSFT | 0.07 | 0.38 | 0.31 | 0.34 | 0.30 | 0.34 | 0.29 | 0.30 | 0.34 | 0.30 | 0.34 | 0.47 | 0.34 | 0.49 | 0.33 | 0.36 | 0.38 | 0.31 | 0.34 | 0.40 | 0.35 | 0.47 | 0.49 | 0.37 | 0.58 | 0.44 | 0.44 | 0.58 | 0.41 | 0.41 | 0.45 | 0.64 | 0.60 | 0.54 | 0.47 | 0.62 | 0.50 | 0.57 | 0.44 | 0.69 | 0.54 | 0.70 | 0.58 | 0.59 | 0.60 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 4 апр. 2014 г.