Diversified Top 100 Portfolio
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Diversified Top 100 Portfolio
Последнее обновление 5 янв. 2025 г.
Распределение активов
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 перебалансируется каждые 3 месяца
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 3 апр. 2014 г., начальной даты GOOG
Доходность по периодам
Diversified Top 100 Portfolio на 5 янв. 2025 г. показал доходность в 5.31% с начала года и доходность в 39.39% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| Diversified Top 100 Portfolio | 5.31% | 1.62% | 18.07% | 119.84% | 53.97% | 39.19% |
| Активы портфеля: | ||||||
AAPL Apple Inc | -2.82% | 0.21% | 7.76% | 34.98% | 27.57% | 25.68% |
MSFT | 0.44% | -4.56% | -9.11% | 15.98% | 23.02% | 26.42% |
GOOG Alphabet Inc. | 1.41% | 9.55% | 0.86% | 41.08% | 22.79% | 22.77% |
AMZN Amazon.com, Inc. | 2.19% | -1.25% | 12.10% | 54.36% | 18.71% | 31.13% |
NVDA | 7.58% | 1.43% | 14.83% | 194.34% | 89.49% | 77.36% |
TSLA | 1.63% | 5.45% | 63.18% | 72.82% | 67.62% | 40.28% |
META | 3.27% | -2.99% | 12.18% | 72.45% | 23.37% | 22.82% |
BRK-B Berkshire Hathaway Inc. | 0.06% | -3.60% | 10.31% | 24.06% | 15.01% | 11.63% |
TSM | 5.63% | 3.08% | 14.16% | 112.39% | 31.67% | 28.70% |
V | -0.36% | 1.25% | 16.94% | 22.19% | 11.61% | 17.77% |
UNH | 1.41% | -6.30% | 5.90% | -3.04% | 13.81% | 19.08% |
JPM JPMorgan Chase & Co. | 1.49% | -1.65% | 19.52% | 43.71% | 15.55% | 18.15% |
BHP BHP Group | -0.04% | -5.04% | -15.63% | -22.06% | 5.98% | 8.13% |
LVMUY | -3.21% | -5.46% | -18.07% | -14.50% | 8.36% | 17.85% |
LLY | 1.29% | -5.41% | -14.24% | 27.25% | 44.65% | 29.67% |
WMT | 0.48% | -4.93% | 30.27% | 75.87% | 20.36% | 13.95% |
JNJ Johnson & Johnson | -0.30% | -3.43% | -0.02% | -7.68% | 2.71% | 5.99% |
MA | -0.99% | -1.36% | 16.32% | 25.02% | 12.34% | 20.59% |
AVGO Broadcom Inc. | 0.31% | 29.88% | 37.34% | 124.61% | 53.88% | 40.16% |
NVO | 1.89% | -20.87% | -38.20% | -16.39% | 27.32% | 17.51% |
PG | -1.50% | -5.00% | 1.14% | 14.80% | 8.93% | 9.18% |
HD The Home Depot, Inc. | 0.05% | -9.78% | 17.64% | 16.26% | 15.02% | 16.55% |
ASML ASML Holding N.V. | 3.07% | 0.76% | -33.24% | 2.38% | 20.19% | 22.60% |
MRK | -0.34% | -3.06% | -20.44% | -13.12% | 6.32% | 8.44% |
KO | -0.82% | -1.25% | -1.75% | 6.65% | 5.87% | 6.93% |
PEP | -1.58% | -5.16% | -7.49% | -8.57% | 5.24% | 7.49% |
ABBV AbbVie Inc. | 1.98% | 2.85% | 10.23% | 15.86% | 20.44% | 15.07% |
COST Costco Wholesale Corporation | 0.03% | -7.66% | 3.78% | 40.54% | 28.00% | 22.83% |
ADBE Adobe Inc | -3.17% | -22.13% | -25.55% | -23.74% | 5.27% | 19.49% |
CRM salesforce.com, inc. | -0.43% | -7.93% | 27.03% | 33.31% | 13.77% | 19.10% |
MCD | 1.69% | -1.40% | 18.80% | 4.48% | 10.35% | 15.00% |
NVS | 0.34% | -4.27% | -9.70% | -4.65% | 6.06% | 6.10% |
AZN AstraZeneca PLC | 1.11% | -2.86% | -13.81% | -1.02% | 8.38% | 10.28% |
CSCO Cisco Systems, Inc. | 0.10% | -1.05% | 28.00% | 21.22% | 7.70% | 11.37% |
PFE | 0.23% | 3.34% | -2.37% | -4.26% | -2.15% | 2.52% |
TMO | 2.27% | 0.58% | -1.36% | 0.42% | 10.53% | 15.50% |
NFLX | -1.15% | -5.74% | 27.57% | 85.85% | 21.72% | 33.95% |
ABT Abbott Laboratories | 0.64% | -1.53% | 10.53% | 4.79% | 7.69% | 11.70% |
AMD Advanced Micro Devices, Inc. | 3.79% | -9.54% | -27.07% | -9.53% | 21.12% | 47.44% |
NKE | -3.12% | -7.07% | -1.87% | -26.94% | -5.28% | 5.43% |
TXN | 1.60% | -1.34% | -2.91% | 18.68% | 11.13% | 16.68% |
UPS | -1.83% | -1.45% | -6.92% | -18.25% | 4.89% | 4.54% |
MS | 0.17% | -3.09% | 28.60% | 39.99% | 23.88% | 16.03% |
LRLCY | -2.77% | -5.46% | -23.10% | -26.61% | 4.94% | 9.30% |
CAT Caterpillar Inc. | 0.28% | -7.91% | 11.64% | 27.93% | 22.71% | 18.33% |
FLOT iShares Floating Rate Bond ETF | 0.06% | 0.43% | 2.86% | 6.45% | 3.08% | 2.44% |
*Среднегодовая
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 | 7.74% | 18.95% | 7.09% | -3.30% | 18.07% | 11.14% | -2.35% | 1.00% | 3.91% | 5.35% | 7.75% | 0.90% | 104.42% |
| 2023 | 23.66% | 10.11% | 10.53% | -4.31% | 22.21% | 12.85% | 5.94% | 1.22% | -7.76% | -7.05% | 13.92% | 4.70% | 117.82% |
| 2022 | -11.09% | -4.29% | 12.53% | -20.56% | -4.73% | -12.26% | 20.43% | -8.95% | -10.09% | -2.43% | 4.08% | -17.42% | -47.44% |
| 2021 | 4.34% | -4.12% | -0.23% | 7.86% | -2.19% | 10.75% | 0.65% | 7.82% | -3.06% | 23.10% | 9.77% | -5.18% | 57.19% |
| 2020 | 6.64% | -0.30% | -7.46% | 17.64% | 8.39% | 9.74% | 14.42% | 27.13% | -6.10% | -5.65% | 17.59% | 8.81% | 126.98% |
| 2019 | 6.11% | 2.46% | 5.14% | 3.28% | -11.33% | 9.87% | 2.53% | -1.81% | 1.60% | 9.06% | 5.18% | 7.14% | 44.61% |
| 2018 | 14.43% | -1.44% | -5.61% | 1.24% | 6.10% | 0.34% | 1.86% | 8.44% | -0.71% | -11.41% | -4.85% | -9.29% | -3.78% |
| 2017 | 5.37% | 1.15% | 4.02% | 2.50% | 10.08% | 0.60% | 3.94% | 3.65% | 1.00% | 7.96% | -0.36% | -0.74% | 46.18% |
| 2016 | -6.29% | -0.87% | 8.71% | -0.19% | 4.34% | -1.09% | 7.82% | 0.70% | 2.73% | 0.34% | 3.78% | 5.28% | 27.21% |
| 2015 | -2.03% | 5.49% | -2.57% | 4.69% | 2.93% | -0.32% | 3.63% | -4.01% | 0.06% | 5.08% | 3.64% | 0.60% | 17.92% |
| 2014 | -2.18% | 2.23% | 3.86% | -1.54% | 7.06% | -2.15% | 1.54% | 3.56% | -3.02% | 9.25% |
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 рейтинг Diversified Top 100 Portfolio составляет 89, что ставит его в топ 11% среди 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.
Diversified Top 100 Portfolio
^GSPC
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.45 | 2.13 | 1.27 | 1.97 | 5.18 |
MSFT | 0.76 | 1.08 | 1.14 | 0.97 | 2.19 |
GOOG Alphabet Inc. | 1.37 | 1.91 | 1.26 | 1.71 | 4.20 |
AMZN Amazon.com, Inc. | 1.82 | 2.44 | 1.31 | 2.27 | 8.50 |
NVDA | 3.88 | 3.90 | 1.49 | 7.53 | 23.10 |
TSLA | 1.12 | 1.92 | 1.23 | 1.10 | 3.73 |
META | 2.09 | 2.97 | 1.41 | 4.14 | 12.57 |
BRK-B Berkshire Hathaway Inc. | 1.64 | 2.34 | 1.29 | 3.12 | 7.24 |
TSM | 2.74 | 3.41 | 1.41 | 4.18 | 15.22 |
V | 1.36 | 1.85 | 1.26 | 1.85 | 4.69 |
UNH | -0.14 | -0.01 | 1.00 | -0.18 | -0.45 |
JPM JPMorgan Chase & Co. | 1.93 | 2.66 | 1.39 | 4.48 | 12.80 |
BHP BHP Group | -0.93 | -1.25 | 0.86 | -0.92 | -1.77 |
LVMUY | -0.50 | -0.58 | 0.93 | -0.39 | -0.74 |
LLY | 0.92 | 1.46 | 1.19 | 1.14 | 3.08 |
WMT | 4.13 | 6.07 | 1.77 | 9.93 | 41.54 |
JNJ Johnson & Johnson | -0.51 | -0.65 | 0.93 | -0.43 | -1.18 |
MA | 1.59 | 2.17 | 1.29 | 2.13 | 5.29 |
AVGO Broadcom Inc. | 2.28 | 3.11 | 1.39 | 4.86 | 14.11 |
NVO | -0.41 | -0.33 | 0.95 | -0.35 | -0.96 |
PG | 0.97 | 1.42 | 1.19 | 1.63 | 5.01 |
HD The Home Depot, Inc. | 0.88 | 1.32 | 1.16 | 1.01 | 2.12 |
ASML ASML Holding N.V. | 0.05 | 0.37 | 1.05 | 0.06 | 0.11 |
MRK | -0.54 | -0.61 | 0.91 | -0.42 | -0.88 |
KO | 0.48 | 0.78 | 1.09 | 0.41 | 1.09 |
PEP | -0.66 | -0.85 | 0.90 | -0.55 | -1.63 |
ABBV AbbVie Inc. | 0.72 | 1.02 | 1.16 | 0.90 | 2.34 |
COST Costco Wholesale Corporation | 2.29 | 2.87 | 1.41 | 4.19 | 10.41 |
ADBE Adobe Inc | -0.68 | -0.76 | 0.89 | -0.66 | -1.30 |
CRM salesforce.com, inc. | 0.92 | 1.33 | 1.22 | 1.06 | 2.46 |
MCD | 0.14 | 0.32 | 1.04 | 0.15 | 0.32 |
NVS | -0.20 | -0.17 | 0.98 | -0.16 | -0.42 |
AZN AstraZeneca PLC | -0.05 | 0.08 | 1.01 | -0.03 | -0.08 |
CSCO Cisco Systems, Inc. | 1.12 | 1.72 | 1.22 | 0.85 | 3.27 |
PFE | -0.22 | -0.17 | 0.98 | -0.09 | -0.57 |
TMO | 0.04 | 0.20 | 1.02 | 0.04 | 0.12 |
NFLX | 2.96 | 3.88 | 1.51 | 2.78 | 21.05 |
ABT Abbott Laboratories | 0.34 | 0.61 | 1.07 | 0.24 | 0.74 |
AMD Advanced Micro Devices, Inc. | -0.15 | 0.11 | 1.01 | -0.17 | -0.29 |
NKE | -0.89 | -1.03 | 0.83 | -0.48 | -1.40 |
TXN | 0.64 | 1.08 | 1.13 | 1.08 | 2.89 |
UPS | -0.66 | -0.73 | 0.89 | -0.42 | -1.37 |
MS | 1.61 | 2.32 | 1.32 | 2.39 | 8.51 |
LRLCY | -1.09 | -1.52 | 0.82 | -0.86 | -1.79 |
CAT Caterpillar Inc. | 1.16 | 1.72 | 1.22 | 1.90 | 3.98 |
FLOT iShares Floating Rate Bond ETF | 8.31 | 15.10 | 4.89 | 14.74 | 162.28 |
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Diversified Top 100 Portfolio за предыдущие двенадцать месяцев составила 1.58%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.58% | 1.60% | 1.57% | 1.08% | 0.66% | 0.83% | 1.26% | 1.28% | 0.99% | 1.02% | 1.14% | 0.95% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
GOOG Alphabet Inc. | 0.31% | 0.32% | 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% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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 | 0.33% | 0.34% | 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 | 1.12% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
V | 0.68% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
UNH | 1.59% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
JPM JPMorgan Chase & Co. | 1.46% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
BHP BHP Group | 5.98% | 5.98% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% |
LVMUY | 2.21% | 2.14% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.60% | 2.10% | 12.91% | 2.40% |
LLY | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
WMT | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
JNJ Johnson & Johnson | 3.41% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
MA | 0.51% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
AVGO Broadcom Inc. | 0.93% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
NVO | 1.65% | 1.68% | 0.99% | 1.18% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
PG | 2.40% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
HD The Home Depot, Inc. | 2.31% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
ASML ASML Holding N.V. | 0.94% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
MRK | 3.15% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
KO | 3.14% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
PEP | 3.56% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
ABBV AbbVie Inc. | 3.42% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
COST Costco Wholesale Corporation | 0.49% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
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. | 0.48% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCD | 2.30% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
NVS | 3.87% | 3.88% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% |
AZN AstraZeneca PLC | 2.24% | 2.27% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% |
CSCO Cisco Systems, Inc. | 2.72% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
PFE | 6.32% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
TMO | 0.29% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
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 | 1.93% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
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 | 2.06% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% |
TXN | 2.76% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
UPS | 5.27% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
MS | 2.82% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
LRLCY | 2.08% | 2.02% | 1.29% | 1.53% | 1.00% | 1.13% | 1.48% | 1.91% | 1.58% | 1.95% | 1.82% | 2.09% |
CAT Caterpillar Inc. | 1.49% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
FLOT iShares Floating Rate Bond ETF | 5.81% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.45% | 0.97% | 0.53% | 0.44% |
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 52.61%, зарегистрированную 28 дек. 2022 г.. Полное восстановление заняло 118 торговых сессий.
Текущая просадка Diversified Top 100 Portfolio составляет 0.46%.
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 |
|---|---|---|---|---|---|---|
| -52.61% | 22 нояб. 2021 г. | 277 | 28 дек. 2022 г. | 118 | 20 июн. 2023 г. | 395 |
| -33.12% | 20 февр. 2020 г. | 20 | 18 мар. 2020 г. | 44 | 20 мая 2020 г. | 64 |
| -30.29% | 2 окт. 2018 г. | 58 | 24 дек. 2018 г. | 227 | 18 нояб. 2019 г. | 285 |
| -23.53% | 11 июл. 2024 г. | 20 | 7 авг. 2024 г. | 52 | 21 окт. 2024 г. | 72 |
| -20.19% | 9 февр. 2021 г. | 19 | 8 мар. 2021 г. | 75 | 23 июн. 2021 г. | 94 |
Волатильность
График волатильности
Текущая волатильность Diversified Top 100 Portfolio составляет 8.89%, 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 | UNH | AMD | NFLX | KO | PEP | JNJ | MCD | NVS | LRLCY | CAT | TSM | COST | JPM | META | LVMUY | NKE | NVDA | UPS | MS | HD | AMZN | CRM | AVGO | ABT | AAPL | TMO | ASML | GOOG | BRK-B | CSCO | ADBE | TXN | V | MA | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FLOT | 1.00 | 0.06 | 0.05 | 0.02 | 0.04 | 0.01 | 0.02 | 0.00 | 0.10 | 0.03 | 0.07 | 0.06 | 0.06 | 0.09 | 0.08 | 0.05 | 0.05 | 0.08 | 0.04 | 0.07 | 0.09 | 0.10 | 0.09 | 0.09 | 0.09 | 0.10 | 0.08 | 0.06 | 0.07 | 0.08 | 0.10 | 0.07 | 0.09 | 0.05 | 0.07 | 0.08 | 0.08 | 0.10 | 0.07 | 0.10 | 0.06 | 0.08 | 0.07 | 0.08 | 0.08 | 0.07 |
| TSLA | 0.06 | 1.00 | 0.16 | 0.17 | 0.15 | 0.13 | 0.09 | 0.15 | 0.25 | 0.13 | 0.11 | 0.16 | 0.36 | 0.38 | 0.14 | 0.14 | 0.10 | 0.17 | 0.17 | 0.20 | 0.25 | 0.36 | 0.27 | 0.25 | 0.36 | 0.27 | 0.31 | 0.41 | 0.24 | 0.27 | 0.25 | 0.41 | 0.39 | 0.39 | 0.24 | 0.40 | 0.28 | 0.37 | 0.37 | 0.23 | 0.27 | 0.39 | 0.37 | 0.30 | 0.32 | 0.38 |
| WMT | 0.05 | 0.16 | 1.00 | 0.20 | 0.20 | 0.25 | 0.27 | 0.24 | 0.18 | 0.26 | 0.44 | 0.28 | 0.16 | 0.20 | 0.37 | 0.43 | 0.34 | 0.34 | 0.26 | 0.24 | 0.22 | 0.18 | 0.56 | 0.25 | 0.20 | 0.22 | 0.28 | 0.21 | 0.32 | 0.22 | 0.40 | 0.26 | 0.19 | 0.21 | 0.31 | 0.26 | 0.29 | 0.22 | 0.27 | 0.37 | 0.32 | 0.25 | 0.26 | 0.28 | 0.28 | 0.31 |
| NVO | 0.02 | 0.17 | 0.20 | 1.00 | 0.45 | 0.42 | 0.35 | 0.31 | 0.19 | 0.32 | 0.23 | 0.26 | 0.21 | 0.23 | 0.21 | 0.23 | 0.30 | 0.22 | 0.45 | 0.37 | 0.19 | 0.24 | 0.25 | 0.19 | 0.29 | 0.32 | 0.24 | 0.26 | 0.21 | 0.21 | 0.24 | 0.26 | 0.30 | 0.27 | 0.36 | 0.26 | 0.38 | 0.34 | 0.30 | 0.22 | 0.26 | 0.32 | 0.26 | 0.30 | 0.30 | 0.33 |
| AZN | 0.04 | 0.15 | 0.20 | 0.45 | 1.00 | 0.37 | 0.40 | 0.36 | 0.26 | 0.38 | 0.30 | 0.26 | 0.16 | 0.21 | 0.28 | 0.29 | 0.37 | 0.27 | 0.54 | 0.37 | 0.21 | 0.21 | 0.21 | 0.21 | 0.25 | 0.31 | 0.24 | 0.19 | 0.24 | 0.22 | 0.23 | 0.22 | 0.24 | 0.21 | 0.39 | 0.25 | 0.37 | 0.29 | 0.26 | 0.27 | 0.29 | 0.26 | 0.26 | 0.30 | 0.29 | 0.29 |
| LLY | 0.01 | 0.13 | 0.25 | 0.42 | 0.37 | 1.00 | 0.48 | 0.43 | 0.19 | 0.44 | 0.31 | 0.35 | 0.17 | 0.22 | 0.27 | 0.30 | 0.44 | 0.24 | 0.40 | 0.23 | 0.21 | 0.19 | 0.29 | 0.24 | 0.27 | 0.19 | 0.20 | 0.23 | 0.23 | 0.22 | 0.26 | 0.25 | 0.26 | 0.26 | 0.40 | 0.26 | 0.35 | 0.25 | 0.29 | 0.31 | 0.32 | 0.28 | 0.25 | 0.29 | 0.29 | 0.33 |
| MRK | 0.02 | 0.09 | 0.27 | 0.35 | 0.40 | 0.48 | 1.00 | 0.44 | 0.21 | 0.52 | 0.38 | 0.37 | 0.11 | 0.16 | 0.37 | 0.37 | 0.52 | 0.33 | 0.47 | 0.26 | 0.25 | 0.12 | 0.26 | 0.29 | 0.20 | 0.24 | 0.24 | 0.12 | 0.26 | 0.26 | 0.26 | 0.18 | 0.22 | 0.18 | 0.44 | 0.22 | 0.41 | 0.18 | 0.24 | 0.39 | 0.32 | 0.22 | 0.23 | 0.33 | 0.31 | 0.28 |
| ABBV | 0.00 | 0.15 | 0.24 | 0.31 | 0.36 | 0.43 | 0.44 | 1.00 | 0.21 | 0.46 | 0.32 | 0.38 | 0.14 | 0.19 | 0.31 | 0.32 | 0.45 | 0.28 | 0.42 | 0.25 | 0.29 | 0.19 | 0.24 | 0.32 | 0.22 | 0.27 | 0.26 | 0.20 | 0.32 | 0.29 | 0.31 | 0.21 | 0.26 | 0.24 | 0.45 | 0.25 | 0.41 | 0.25 | 0.28 | 0.38 | 0.35 | 0.27 | 0.28 | 0.33 | 0.34 | 0.29 |
| BHP | 0.10 | 0.25 | 0.18 | 0.19 | 0.26 | 0.19 | 0.21 | 0.21 | 1.00 | 0.24 | 0.21 | 0.24 | 0.29 | 0.26 | 0.25 | 0.20 | 0.22 | 0.23 | 0.30 | 0.31 | 0.56 | 0.39 | 0.22 | 0.42 | 0.28 | 0.41 | 0.32 | 0.30 | 0.34 | 0.44 | 0.30 | 0.30 | 0.29 | 0.34 | 0.26 | 0.34 | 0.31 | 0.40 | 0.33 | 0.42 | 0.38 | 0.30 | 0.40 | 0.34 | 0.37 | 0.34 |
| PFE | 0.03 | 0.13 | 0.26 | 0.32 | 0.38 | 0.44 | 0.52 | 0.46 | 0.24 | 1.00 | 0.34 | 0.38 | 0.17 | 0.17 | 0.35 | 0.35 | 0.50 | 0.28 | 0.44 | 0.29 | 0.27 | 0.16 | 0.26 | 0.33 | 0.20 | 0.27 | 0.27 | 0.18 | 0.33 | 0.32 | 0.31 | 0.20 | 0.22 | 0.22 | 0.44 | 0.26 | 0.43 | 0.24 | 0.26 | 0.40 | 0.37 | 0.25 | 0.29 | 0.33 | 0.31 | 0.30 |
| PG | 0.07 | 0.11 | 0.44 | 0.23 | 0.30 | 0.31 | 0.38 | 0.32 | 0.21 | 0.34 | 1.00 | 0.34 | 0.12 | 0.17 | 0.60 | 0.64 | 0.47 | 0.41 | 0.35 | 0.36 | 0.23 | 0.16 | 0.40 | 0.25 | 0.20 | 0.27 | 0.30 | 0.15 | 0.35 | 0.22 | 0.36 | 0.21 | 0.21 | 0.19 | 0.40 | 0.27 | 0.34 | 0.23 | 0.26 | 0.40 | 0.36 | 0.26 | 0.29 | 0.35 | 0.35 | 0.33 |
| UNH | 0.06 | 0.16 | 0.28 | 0.26 | 0.26 | 0.35 | 0.37 | 0.38 | 0.24 | 0.38 | 0.34 | 1.00 | 0.19 | 0.22 | 0.33 | 0.35 | 0.42 | 0.32 | 0.35 | 0.25 | 0.29 | 0.21 | 0.30 | 0.36 | 0.23 | 0.26 | 0.29 | 0.22 | 0.33 | 0.34 | 0.35 | 0.24 | 0.25 | 0.26 | 0.41 | 0.31 | 0.39 | 0.26 | 0.32 | 0.43 | 0.36 | 0.29 | 0.31 | 0.37 | 0.37 | 0.33 |
| AMD | 0.06 | 0.36 | 0.16 | 0.21 | 0.16 | 0.17 | 0.11 | 0.14 | 0.29 | 0.17 | 0.12 | 0.19 | 1.00 | 0.38 | 0.11 | 0.13 | 0.12 | 0.20 | 0.19 | 0.26 | 0.29 | 0.49 | 0.28 | 0.26 | 0.41 | 0.32 | 0.30 | 0.63 | 0.30 | 0.31 | 0.31 | 0.45 | 0.45 | 0.50 | 0.29 | 0.43 | 0.33 | 0.52 | 0.42 | 0.26 | 0.37 | 0.47 | 0.53 | 0.36 | 0.38 | 0.47 |
| NFLX | 0.09 | 0.38 | 0.20 | 0.23 | 0.21 | 0.22 | 0.16 | 0.19 | 0.26 | 0.17 | 0.17 | 0.22 | 0.38 | 1.00 | 0.12 | 0.17 | 0.17 | 0.19 | 0.21 | 0.26 | 0.26 | 0.36 | 0.32 | 0.25 | 0.51 | 0.31 | 0.33 | 0.46 | 0.26 | 0.28 | 0.31 | 0.54 | 0.48 | 0.40 | 0.29 | 0.44 | 0.34 | 0.42 | 0.48 | 0.26 | 0.34 | 0.51 | 0.40 | 0.39 | 0.40 | 0.49 |
| KO | 0.08 | 0.14 | 0.37 | 0.21 | 0.28 | 0.27 | 0.37 | 0.31 | 0.25 | 0.35 | 0.60 | 0.33 | 0.11 | 0.12 | 1.00 | 0.71 | 0.45 | 0.48 | 0.37 | 0.39 | 0.29 | 0.17 | 0.37 | 0.32 | 0.19 | 0.32 | 0.33 | 0.13 | 0.37 | 0.28 | 0.34 | 0.20 | 0.23 | 0.21 | 0.38 | 0.27 | 0.33 | 0.23 | 0.28 | 0.47 | 0.37 | 0.26 | 0.28 | 0.39 | 0.39 | 0.33 |
| PEP | 0.05 | 0.14 | 0.43 | 0.23 | 0.29 | 0.30 | 0.37 | 0.32 | 0.20 | 0.35 | 0.64 | 0.35 | 0.13 | 0.17 | 0.71 | 1.00 | 0.47 | 0.46 | 0.37 | 0.37 | 0.21 | 0.19 | 0.41 | 0.24 | 0.23 | 0.29 | 0.31 | 0.17 | 0.35 | 0.23 | 0.38 | 0.24 | 0.25 | 0.23 | 0.40 | 0.31 | 0.35 | 0.25 | 0.29 | 0.40 | 0.38 | 0.30 | 0.30 | 0.38 | 0.37 | 0.36 |
| JNJ | 0.05 | 0.10 | 0.34 | 0.30 | 0.37 | 0.44 | 0.52 | 0.45 | 0.22 | 0.50 | 0.47 | 0.42 | 0.12 | 0.17 | 0.45 | 0.47 | 1.00 | 0.38 | 0.45 | 0.31 | 0.28 | 0.18 | 0.31 | 0.32 | 0.19 | 0.26 | 0.28 | 0.14 | 0.36 | 0.29 | 0.33 | 0.20 | 0.21 | 0.20 | 0.51 | 0.26 | 0.42 | 0.24 | 0.28 | 0.46 | 0.40 | 0.26 | 0.30 | 0.37 | 0.36 | 0.30 |
| MCD | 0.08 | 0.17 | 0.34 | 0.22 | 0.27 | 0.24 | 0.33 | 0.28 | 0.23 | 0.28 | 0.41 | 0.32 | 0.20 | 0.19 | 0.48 | 0.46 | 0.38 | 1.00 | 0.33 | 0.34 | 0.28 | 0.23 | 0.36 | 0.35 | 0.28 | 0.33 | 0.36 | 0.22 | 0.36 | 0.32 | 0.40 | 0.28 | 0.29 | 0.29 | 0.38 | 0.32 | 0.36 | 0.30 | 0.32 | 0.43 | 0.39 | 0.32 | 0.34 | 0.42 | 0.42 | 0.37 |
| NVS | 0.04 | 0.17 | 0.26 | 0.45 | 0.54 | 0.40 | 0.47 | 0.42 | 0.30 | 0.44 | 0.35 | 0.35 | 0.19 | 0.21 | 0.37 | 0.37 | 0.45 | 0.33 | 1.00 | 0.42 | 0.27 | 0.25 | 0.28 | 0.30 | 0.27 | 0.37 | 0.28 | 0.22 | 0.30 | 0.30 | 0.30 | 0.25 | 0.28 | 0.26 | 0.46 | 0.29 | 0.41 | 0.33 | 0.28 | 0.37 | 0.37 | 0.33 | 0.31 | 0.38 | 0.37 | 0.33 |
| LRLCY | 0.07 | 0.20 | 0.24 | 0.37 | 0.37 | 0.23 | 0.26 | 0.25 | 0.31 | 0.29 | 0.36 | 0.25 | 0.26 | 0.26 | 0.39 | 0.37 | 0.31 | 0.34 | 0.42 | 1.00 | 0.30 | 0.32 | 0.30 | 0.30 | 0.32 | 0.64 | 0.36 | 0.29 | 0.34 | 0.33 | 0.33 | 0.35 | 0.32 | 0.33 | 0.39 | 0.36 | 0.38 | 0.46 | 0.36 | 0.36 | 0.38 | 0.37 | 0.37 | 0.40 | 0.39 | 0.39 |
| CAT | 0.09 | 0.25 | 0.22 | 0.19 | 0.21 | 0.21 | 0.25 | 0.29 | 0.56 | 0.27 | 0.23 | 0.29 | 0.29 | 0.26 | 0.29 | 0.21 | 0.28 | 0.28 | 0.27 | 0.30 | 1.00 | 0.39 | 0.27 | 0.58 | 0.28 | 0.38 | 0.38 | 0.33 | 0.48 | 0.57 | 0.40 | 0.29 | 0.30 | 0.41 | 0.31 | 0.35 | 0.36 | 0.40 | 0.34 | 0.57 | 0.46 | 0.31 | 0.49 | 0.42 | 0.44 | 0.34 |
| TSM | 0.10 | 0.36 | 0.18 | 0.24 | 0.21 | 0.19 | 0.12 | 0.19 | 0.39 | 0.16 | 0.16 | 0.21 | 0.49 | 0.36 | 0.17 | 0.19 | 0.18 | 0.23 | 0.25 | 0.32 | 0.39 | 1.00 | 0.32 | 0.34 | 0.41 | 0.42 | 0.34 | 0.59 | 0.34 | 0.40 | 0.34 | 0.43 | 0.43 | 0.59 | 0.30 | 0.48 | 0.39 | 0.63 | 0.46 | 0.34 | 0.40 | 0.47 | 0.62 | 0.41 | 0.42 | 0.49 |
| COST | 0.09 | 0.27 | 0.56 | 0.25 | 0.21 | 0.29 | 0.26 | 0.24 | 0.22 | 0.26 | 0.40 | 0.30 | 0.28 | 0.32 | 0.37 | 0.41 | 0.31 | 0.36 | 0.28 | 0.30 | 0.27 | 0.32 | 1.00 | 0.29 | 0.35 | 0.31 | 0.40 | 0.37 | 0.38 | 0.29 | 0.49 | 0.41 | 0.35 | 0.37 | 0.38 | 0.42 | 0.39 | 0.36 | 0.41 | 0.40 | 0.42 | 0.43 | 0.42 | 0.40 | 0.40 | 0.47 |
| JPM | 0.09 | 0.25 | 0.25 | 0.19 | 0.21 | 0.24 | 0.29 | 0.32 | 0.42 | 0.33 | 0.25 | 0.36 | 0.26 | 0.25 | 0.32 | 0.24 | 0.32 | 0.35 | 0.30 | 0.30 | 0.58 | 0.34 | 0.29 | 1.00 | 0.31 | 0.38 | 0.42 | 0.32 | 0.46 | 0.79 | 0.42 | 0.31 | 0.32 | 0.38 | 0.37 | 0.36 | 0.36 | 0.38 | 0.37 | 0.72 | 0.47 | 0.31 | 0.45 | 0.47 | 0.48 | 0.36 |
| META | 0.09 | 0.36 | 0.20 | 0.29 | 0.25 | 0.27 | 0.20 | 0.22 | 0.28 | 0.20 | 0.20 | 0.23 | 0.41 | 0.51 | 0.19 | 0.23 | 0.19 | 0.28 | 0.27 | 0.32 | 0.28 | 0.41 | 0.35 | 0.31 | 1.00 | 0.36 | 0.37 | 0.50 | 0.32 | 0.34 | 0.35 | 0.61 | 0.52 | 0.48 | 0.34 | 0.51 | 0.38 | 0.47 | 0.65 | 0.32 | 0.38 | 0.57 | 0.46 | 0.48 | 0.48 | 0.58 |
| LVMUY | 0.10 | 0.27 | 0.22 | 0.32 | 0.31 | 0.19 | 0.24 | 0.27 | 0.41 | 0.27 | 0.27 | 0.26 | 0.32 | 0.31 | 0.32 | 0.29 | 0.26 | 0.33 | 0.37 | 0.64 | 0.38 | 0.42 | 0.31 | 0.38 | 0.36 | 1.00 | 0.43 | 0.35 | 0.37 | 0.43 | 0.38 | 0.39 | 0.37 | 0.38 | 0.36 | 0.40 | 0.39 | 0.53 | 0.42 | 0.41 | 0.38 | 0.41 | 0.45 | 0.45 | 0.46 | 0.43 |
| NKE | 0.08 | 0.31 | 0.28 | 0.24 | 0.24 | 0.20 | 0.24 | 0.26 | 0.32 | 0.27 | 0.30 | 0.29 | 0.30 | 0.33 | 0.33 | 0.31 | 0.28 | 0.36 | 0.28 | 0.36 | 0.38 | 0.34 | 0.40 | 0.42 | 0.37 | 0.43 | 1.00 | 0.36 | 0.44 | 0.45 | 0.50 | 0.41 | 0.41 | 0.39 | 0.39 | 0.41 | 0.41 | 0.41 | 0.43 | 0.44 | 0.44 | 0.45 | 0.45 | 0.47 | 0.48 | 0.43 |
| NVDA | 0.06 | 0.41 | 0.21 | 0.26 | 0.19 | 0.23 | 0.12 | 0.20 | 0.30 | 0.18 | 0.15 | 0.22 | 0.63 | 0.46 | 0.13 | 0.17 | 0.14 | 0.22 | 0.22 | 0.29 | 0.33 | 0.59 | 0.37 | 0.32 | 0.50 | 0.35 | 0.36 | 1.00 | 0.34 | 0.38 | 0.36 | 0.53 | 0.52 | 0.61 | 0.34 | 0.51 | 0.39 | 0.62 | 0.51 | 0.32 | 0.44 | 0.57 | 0.62 | 0.43 | 0.45 | 0.58 |
| UPS | 0.07 | 0.24 | 0.32 | 0.21 | 0.24 | 0.23 | 0.26 | 0.32 | 0.34 | 0.33 | 0.35 | 0.33 | 0.30 | 0.26 | 0.37 | 0.35 | 0.36 | 0.36 | 0.30 | 0.34 | 0.48 | 0.34 | 0.38 | 0.46 | 0.32 | 0.37 | 0.44 | 0.34 | 1.00 | 0.48 | 0.49 | 0.34 | 0.34 | 0.38 | 0.42 | 0.39 | 0.42 | 0.39 | 0.37 | 0.53 | 0.47 | 0.39 | 0.45 | 0.42 | 0.44 | 0.40 |
| MS | 0.08 | 0.27 | 0.22 | 0.21 | 0.22 | 0.22 | 0.26 | 0.29 | 0.44 | 0.32 | 0.22 | 0.34 | 0.31 | 0.28 | 0.28 | 0.23 | 0.29 | 0.32 | 0.30 | 0.33 | 0.57 | 0.40 | 0.29 | 0.79 | 0.34 | 0.43 | 0.45 | 0.38 | 0.48 | 1.00 | 0.44 | 0.34 | 0.38 | 0.42 | 0.39 | 0.39 | 0.40 | 0.44 | 0.41 | 0.67 | 0.47 | 0.35 | 0.49 | 0.48 | 0.50 | 0.40 |
| HD | 0.10 | 0.25 | 0.40 | 0.24 | 0.23 | 0.26 | 0.26 | 0.31 | 0.30 | 0.31 | 0.36 | 0.35 | 0.31 | 0.31 | 0.34 | 0.38 | 0.33 | 0.40 | 0.30 | 0.33 | 0.40 | 0.34 | 0.49 | 0.42 | 0.35 | 0.38 | 0.50 | 0.36 | 0.49 | 0.44 | 1.00 | 0.39 | 0.38 | 0.38 | 0.41 | 0.39 | 0.44 | 0.42 | 0.39 | 0.47 | 0.46 | 0.42 | 0.47 | 0.46 | 0.46 | 0.44 |
| AMZN | 0.07 | 0.41 | 0.26 | 0.26 | 0.22 | 0.25 | 0.18 | 0.21 | 0.30 | 0.20 | 0.21 | 0.24 | 0.45 | 0.54 | 0.20 | 0.24 | 0.20 | 0.28 | 0.25 | 0.35 | 0.29 | 0.43 | 0.41 | 0.31 | 0.61 | 0.39 | 0.41 | 0.53 | 0.34 | 0.34 | 0.39 | 1.00 | 0.57 | 0.47 | 0.36 | 0.55 | 0.40 | 0.48 | 0.67 | 0.33 | 0.43 | 0.61 | 0.46 | 0.48 | 0.50 | 0.64 |
| CRM | 0.09 | 0.39 | 0.19 | 0.30 | 0.24 | 0.26 | 0.22 | 0.26 | 0.29 | 0.22 | 0.21 | 0.25 | 0.45 | 0.48 | 0.23 | 0.25 | 0.21 | 0.29 | 0.28 | 0.32 | 0.30 | 0.43 | 0.35 | 0.32 | 0.52 | 0.37 | 0.41 | 0.52 | 0.34 | 0.38 | 0.38 | 0.57 | 1.00 | 0.47 | 0.41 | 0.49 | 0.44 | 0.48 | 0.54 | 0.35 | 0.46 | 0.67 | 0.47 | 0.52 | 0.53 | 0.60 |
| AVGO | 0.05 | 0.39 | 0.21 | 0.27 | 0.21 | 0.26 | 0.18 | 0.24 | 0.34 | 0.22 | 0.19 | 0.26 | 0.50 | 0.40 | 0.21 | 0.23 | 0.20 | 0.29 | 0.26 | 0.33 | 0.41 | 0.59 | 0.37 | 0.38 | 0.48 | 0.38 | 0.39 | 0.61 | 0.38 | 0.42 | 0.38 | 0.47 | 0.47 | 1.00 | 0.35 | 0.55 | 0.41 | 0.63 | 0.48 | 0.38 | 0.49 | 0.52 | 0.68 | 0.44 | 0.47 | 0.54 |
| ABT | 0.07 | 0.24 | 0.31 | 0.36 | 0.39 | 0.40 | 0.44 | 0.45 | 0.26 | 0.44 | 0.40 | 0.41 | 0.29 | 0.29 | 0.38 | 0.40 | 0.51 | 0.38 | 0.46 | 0.39 | 0.31 | 0.30 | 0.38 | 0.37 | 0.34 | 0.36 | 0.39 | 0.34 | 0.42 | 0.39 | 0.41 | 0.36 | 0.41 | 0.35 | 1.00 | 0.38 | 0.62 | 0.39 | 0.40 | 0.44 | 0.47 | 0.44 | 0.42 | 0.48 | 0.48 | 0.46 |
| AAPL | 0.08 | 0.40 | 0.26 | 0.26 | 0.25 | 0.26 | 0.22 | 0.25 | 0.34 | 0.26 | 0.27 | 0.31 | 0.43 | 0.44 | 0.27 | 0.31 | 0.26 | 0.32 | 0.29 | 0.36 | 0.35 | 0.48 | 0.42 | 0.36 | 0.51 | 0.40 | 0.41 | 0.51 | 0.39 | 0.39 | 0.39 | 0.55 | 0.49 | 0.55 | 0.38 | 1.00 | 0.43 | 0.52 | 0.57 | 0.41 | 0.49 | 0.54 | 0.55 | 0.48 | 0.49 | 0.62 |
| TMO | 0.08 | 0.28 | 0.29 | 0.38 | 0.37 | 0.35 | 0.41 | 0.41 | 0.31 | 0.43 | 0.34 | 0.39 | 0.33 | 0.34 | 0.33 | 0.35 | 0.42 | 0.36 | 0.41 | 0.38 | 0.36 | 0.39 | 0.39 | 0.36 | 0.38 | 0.39 | 0.41 | 0.39 | 0.42 | 0.40 | 0.44 | 0.40 | 0.44 | 0.41 | 0.62 | 0.43 | 1.00 | 0.47 | 0.44 | 0.43 | 0.47 | 0.49 | 0.48 | 0.48 | 0.48 | 0.49 |
| ASML | 0.10 | 0.37 | 0.22 | 0.34 | 0.29 | 0.25 | 0.18 | 0.25 | 0.40 | 0.24 | 0.23 | 0.26 | 0.52 | 0.42 | 0.23 | 0.25 | 0.24 | 0.30 | 0.33 | 0.46 | 0.40 | 0.63 | 0.36 | 0.38 | 0.47 | 0.53 | 0.41 | 0.62 | 0.39 | 0.44 | 0.42 | 0.48 | 0.48 | 0.63 | 0.39 | 0.52 | 0.47 | 1.00 | 0.50 | 0.39 | 0.47 | 0.54 | 0.67 | 0.47 | 0.49 | 0.57 |
| GOOG | 0.07 | 0.37 | 0.27 | 0.30 | 0.26 | 0.29 | 0.24 | 0.28 | 0.33 | 0.26 | 0.26 | 0.32 | 0.42 | 0.48 | 0.28 | 0.29 | 0.28 | 0.32 | 0.28 | 0.36 | 0.34 | 0.46 | 0.41 | 0.37 | 0.65 | 0.42 | 0.43 | 0.51 | 0.37 | 0.41 | 0.39 | 0.67 | 0.54 | 0.48 | 0.40 | 0.57 | 0.44 | 0.50 | 1.00 | 0.42 | 0.48 | 0.61 | 0.52 | 0.54 | 0.55 | 0.68 |
| BRK-B | 0.10 | 0.23 | 0.37 | 0.22 | 0.27 | 0.31 | 0.39 | 0.38 | 0.42 | 0.40 | 0.40 | 0.43 | 0.26 | 0.26 | 0.47 | 0.40 | 0.46 | 0.43 | 0.37 | 0.36 | 0.57 | 0.34 | 0.40 | 0.72 | 0.32 | 0.41 | 0.44 | 0.32 | 0.53 | 0.67 | 0.47 | 0.33 | 0.35 | 0.38 | 0.44 | 0.41 | 0.43 | 0.39 | 0.42 | 1.00 | 0.53 | 0.37 | 0.48 | 0.53 | 0.54 | 0.43 |
| CSCO | 0.06 | 0.27 | 0.32 | 0.26 | 0.29 | 0.32 | 0.32 | 0.35 | 0.38 | 0.37 | 0.36 | 0.36 | 0.37 | 0.34 | 0.37 | 0.38 | 0.40 | 0.39 | 0.37 | 0.38 | 0.46 | 0.40 | 0.42 | 0.47 | 0.38 | 0.38 | 0.44 | 0.44 | 0.47 | 0.47 | 0.46 | 0.43 | 0.46 | 0.49 | 0.47 | 0.49 | 0.47 | 0.47 | 0.48 | 0.53 | 1.00 | 0.50 | 0.55 | 0.51 | 0.52 | 0.54 |
| ADBE | 0.08 | 0.39 | 0.25 | 0.32 | 0.26 | 0.28 | 0.22 | 0.27 | 0.30 | 0.25 | 0.26 | 0.29 | 0.47 | 0.51 | 0.26 | 0.30 | 0.26 | 0.32 | 0.33 | 0.37 | 0.31 | 0.47 | 0.43 | 0.31 | 0.57 | 0.41 | 0.45 | 0.57 | 0.39 | 0.35 | 0.42 | 0.61 | 0.67 | 0.52 | 0.44 | 0.54 | 0.49 | 0.54 | 0.61 | 0.37 | 0.50 | 1.00 | 0.54 | 0.58 | 0.58 | 0.70 |
| TXN | 0.07 | 0.37 | 0.26 | 0.26 | 0.26 | 0.25 | 0.23 | 0.28 | 0.40 | 0.29 | 0.29 | 0.31 | 0.53 | 0.40 | 0.28 | 0.30 | 0.30 | 0.34 | 0.31 | 0.37 | 0.49 | 0.62 | 0.42 | 0.45 | 0.46 | 0.45 | 0.45 | 0.62 | 0.45 | 0.49 | 0.47 | 0.46 | 0.47 | 0.68 | 0.42 | 0.55 | 0.48 | 0.67 | 0.52 | 0.48 | 0.55 | 0.54 | 1.00 | 0.51 | 0.53 | 0.57 |
| V | 0.08 | 0.30 | 0.28 | 0.30 | 0.30 | 0.29 | 0.33 | 0.33 | 0.34 | 0.33 | 0.35 | 0.37 | 0.36 | 0.39 | 0.39 | 0.38 | 0.37 | 0.42 | 0.38 | 0.40 | 0.42 | 0.41 | 0.40 | 0.47 | 0.48 | 0.45 | 0.47 | 0.43 | 0.42 | 0.48 | 0.46 | 0.48 | 0.52 | 0.44 | 0.48 | 0.48 | 0.48 | 0.47 | 0.54 | 0.53 | 0.51 | 0.58 | 0.51 | 1.00 | 0.85 | 0.57 |
| MA | 0.08 | 0.32 | 0.28 | 0.30 | 0.29 | 0.29 | 0.31 | 0.34 | 0.37 | 0.31 | 0.35 | 0.37 | 0.38 | 0.40 | 0.39 | 0.37 | 0.36 | 0.42 | 0.37 | 0.39 | 0.44 | 0.42 | 0.40 | 0.48 | 0.48 | 0.46 | 0.48 | 0.45 | 0.44 | 0.50 | 0.46 | 0.50 | 0.53 | 0.47 | 0.48 | 0.49 | 0.48 | 0.49 | 0.55 | 0.54 | 0.52 | 0.58 | 0.53 | 0.85 | 1.00 | 0.59 |
| MSFT | 0.07 | 0.38 | 0.31 | 0.33 | 0.29 | 0.33 | 0.28 | 0.29 | 0.34 | 0.30 | 0.33 | 0.33 | 0.47 | 0.49 | 0.33 | 0.36 | 0.30 | 0.37 | 0.33 | 0.39 | 0.34 | 0.49 | 0.47 | 0.36 | 0.58 | 0.43 | 0.43 | 0.58 | 0.40 | 0.40 | 0.44 | 0.64 | 0.60 | 0.54 | 0.46 | 0.62 | 0.49 | 0.57 | 0.68 | 0.43 | 0.54 | 0.70 | 0.57 | 0.57 | 0.59 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 4 апр. 2014 г.