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Diversified Top 100 Portfolio
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


FLOT 16.66%TSLA 16.81%MSFT 6.04%NVDA 5.83%AAPL 5%GOOG 5%AMZN 5%META 5%BRK-B 5%TSM 5%V 3.33%UNH 3.33%JPM 3.33%ОблигацииОблигацииАкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc.
Technology

5%

ABBV
AbbVie Inc.
Healthcare

0.42%

ABT
Abbott Laboratories
Healthcare

0.42%

ADBE
Adobe Inc
Technology

0.42%

AMD
Advanced Micro Devices, Inc.
Technology

0.42%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5%

ASML
ASML Holding N.V.
Technology

0.83%

AVGO
Broadcom Inc.
Technology

0.42%

AZN
AstraZeneca PLC
Healthcare

0.42%

BHP
BHP Group
Basic Materials

0.83%

BRK-B
Berkshire Hathaway Inc.
Financial Services

5%

CAT
Caterpillar Inc.
Industrials

0.21%

COST
Costco Wholesale Corporation
Consumer Defensive

0.42%

CRM
salesforce.com, inc.
Technology

0.42%

CSCO
Cisco Systems, Inc.
Technology

0.42%

FLOT
iShares Floating Rate Bond ETF
Corporate Bonds

16.66%

GOOG
Alphabet Inc.
Communication Services

5%

HD
The Home Depot, Inc.
Consumer Cyclical

0.42%

JNJ
Johnson & Johnson
Healthcare

0.42%

JPM
JPMorgan Chase & Co.
Financial Services

3.33%

KO

0.42%

LLY

0.42%

LRLCY

0.21%

LVMUY

0.83%

MA

0.42%

MCD

0.42%

META

5%

MRK

0.42%

MS

0.42%

MSFT

6.04%

NFLX

0.42%

NKE

0.42%

NVDA

5.83%

NVO

0.42%

NVS

0.42%

PEP

0.42%

PFE

0.42%

PG

0.42%

TMO

0.42%

TSLA

16.81%

TSM

5%

TXN

0.42%

UNH

3.33%

UPS

0.42%

V

3.33%

WMT

0.42%

S&P 500

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


200.00%400.00%600.00%800.00%1,000.00%2024FebruaryMarchAprilMayJune
974.93%
187.57%
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 15 июн. 2024 г. показал доходность в 15.03% с начала года и доходность в 26.52% в годовом выражении за последние 10 лет.


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
Diversified Top 100 Portfolio15.03%4.07%15.92%23.69%35.63%26.50%
AAPL
Apple Inc.
10.66%11.93%7.84%15.52%35.41%26.48%
MSFT
18.12%5.13%19.81%30.29%28.47%28.78%
GOOG
Alphabet Inc.
26.71%1.79%33.42%43.94%26.78%20.58%
AMZN
Amazon.com, Inc.
20.88%0.02%22.46%46.35%14.29%27.14%
NVDA
166.34%39.78%169.78%209.00%105.66%76.05%
TSLA
-28.36%1.81%-29.78%-31.68%64.13%28.01%
META
42.73%6.64%50.84%79.79%21.77%22.70%
BRK-B
Berkshire Hathaway Inc.
13.70%-1.83%13.76%19.87%14.81%12.32%
TSM
67.07%13.68%69.45%67.83%39.40%26.66%
V
4.35%-3.28%5.28%19.15%10.58%18.62%
UNH
-5.20%-4.63%-6.03%9.65%16.77%22.01%
JPM
JPMorgan Chase & Co.
15.29%-4.29%18.69%38.85%15.54%16.08%
BHP
BHP Group
-14.71%-5.31%-11.44%-5.17%9.19%5.69%
LVMUY
-5.02%-10.25%-5.03%-17.78%15.67%17.90%
LLY
51.22%13.92%54.10%97.68%52.91%33.54%
WMT
27.97%4.70%32.08%30.66%14.75%12.56%
JNJ
Johnson & Johnson
-5.68%-4.90%-4.72%-8.61%3.68%6.42%
MA
4.56%-3.10%6.54%18.78%12.03%20.24%
AVGO
Broadcom Inc.
56.10%22.87%54.94%103.82%50.37%41.33%
NVO
38.46%7.11%47.51%78.21%42.86%21.63%
PG
15.28%-0.64%17.34%14.39%11.24%10.78%
HD
The Home Depot, Inc.
1.38%1.90%-0.75%18.50%13.63%18.45%
ASML
ASML Holding N.V.
36.32%11.78%37.04%43.63%41.57%28.40%
MRK
19.52%-1.07%23.97%20.87%13.54%12.12%
KO
7.82%-0.45%8.43%4.68%7.52%7.55%
PEP
-2.05%-9.83%-0.38%-9.26%7.34%9.43%
ABBV
AbbVie Inc.
10.85%2.58%11.52%26.54%21.92%16.68%
COST
Costco Wholesale Corporation
30.03%7.89%33.24%68.26%29.02%24.78%
ADBE
Adobe Inc
-11.95%8.79%-10.15%6.08%13.79%21.85%
CRM
salesforce.com, inc.
-11.74%-18.53%-11.22%9.67%9.11%14.96%
MCD
-13.43%-6.68%-10.65%-11.61%6.92%12.52%
NVS
8.70%2.95%12.69%13.91%8.87%7.50%
AZN
AstraZeneca PLC
19.99%3.31%24.71%8.14%17.70%11.49%
CSCO
Cisco Systems, Inc.
-8.13%-5.50%-6.93%-9.54%-0.79%9.76%
PFE
-1.47%-4.81%6.52%-27.44%-3.64%3.68%
TMO
7.92%-4.14%10.58%6.76%15.18%17.31%
NFLX
37.48%9.64%41.80%54.96%13.83%26.50%
ABT
Abbott Laboratories
-4.88%-1.13%-2.42%-0.39%6.60%12.04%
AMD
Advanced Micro Devices, Inc.
8.29%-1.84%14.72%32.94%40.53%43.31%
NKE
-13.34%2.16%-22.59%-16.61%3.71%10.63%
TXN
15.47%-0.55%16.72%13.17%15.90%18.20%
UPS
-11.79%-9.36%-14.88%-20.71%9.54%6.13%
MS
4.37%-4.10%6.28%12.87%21.43%14.29%
LRLCY
-4.16%-4.35%-2.02%5.18%12.41%12.23%
CAT
Caterpillar Inc.
9.63%-8.34%13.44%33.50%23.26%14.70%
FLOT
iShares Floating Rate Bond ETF
3.24%0.49%3.45%6.66%2.78%2.10%

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.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
2024-0.37%7.44%0.83%-1.43%4.42%15.03%
202315.16%4.28%6.20%-1.55%8.76%8.51%3.14%-1.30%-3.60%-3.52%9.36%3.35%58.56%
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%
20212.15%-1.06%1.65%6.09%-1.21%5.00%1.74%3.98%-2.97%12.60%2.26%0.00%33.64%
202010.22%-2.37%-10.50%17.92%5.09%9.14%12.23%22.47%-6.74%-3.23%14.37%7.44%98.54%
20193.92%2.12%1.84%1.52%-8.95%7.97%3.24%-2.16%2.36%9.48%4.17%8.65%38.17%
20189.79%-1.79%-6.34%2.53%2.92%3.62%1.09%4.84%-1.79%-2.32%0.20%-5.97%5.79%
20176.18%2.10%3.68%3.77%5.59%1.09%1.50%3.48%0.07%4.74%0.02%0.33%37.54%
2016-6.43%-0.67%8.64%0.21%2.71%-1.09%6.98%-0.27%1.54%-0.14%1.36%4.63%17.93%
2015-2.06%5.27%-2.70%5.67%3.04%-0.07%3.59%-3.81%0.05%4.47%3.47%0.83%18.59%
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.


График комиссии FLOT с текущим значением в {{expenseRatio}} в сравнении с значениями по рынку от 0.00% до 2.12%.0.50%1.00%1.50%2.00%0.20%

Риск-скорректированная доходность

Ранг риск-скорректированной доходности

Текущий ранг Diversified Top 100 Portfolio среди портфелей на нашем сайте составляет 51, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.


Ранг риск-скорректированной доходности Diversified Top 100 Portfolio, с текущим значением в 5151
Diversified Top 100 Portfolio
Ранг коэф-та Шарпа Diversified Top 100 Portfolio, с текущим значением в 4343Ранг коэф-та Шарпа
Ранг коэф-та Сортино Diversified Top 100 Portfolio, с текущим значением в 4242Ранг коэф-та Сортино
Ранг коэф-та Омега Diversified Top 100 Portfolio, с текущим значением в 4040Ранг коэф-та Омега
Ранг коэф-та Кальмара Diversified Top 100 Portfolio, с текущим значением в 7171Ранг коэф-та Кальмара
Ранг коэф-та Мартина Diversified Top 100 Portfolio, с текущим значением в 6161Ранг 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
Коэффициент Шарпа
Коэффициент Шарпа Diversified Top 100 Portfolio, с текущим значением в 1.64, в сравнении с широким рынком0.002.004.001.64
Коэффициент Сортино
Коэффициент Сортино Diversified Top 100 Portfolio, с текущим значением в 2.34, в сравнении с широким рынком-2.000.002.004.006.002.34
Коэффициент Омега
Коэффициент Омега Diversified Top 100 Portfolio, с текущим значением в 1.28, в сравнении с широким рынком0.801.001.201.401.601.801.28
Коэффициент Кальмара
Коэффициент Кальмара Diversified Top 100 Portfolio, с текущим значением в 2.34, в сравнении с широким рынком0.002.004.006.008.0010.002.34
Коэффициент Мартина
Коэффициент Мартина Diversified Top 100 Portfolio, с текущим значением в 7.56, в сравнении с широким рынком0.0010.0020.0030.0040.0050.007.56
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 2.14, в сравнении с широким рынком0.002.004.002.14
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 3.04, в сравнении с широким рынком-2.000.002.004.006.003.04
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.38, в сравнении с широким рынком0.801.001.201.401.601.801.38
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 1.71, в сравнении с широким рынком0.002.004.006.008.0010.001.71
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 8.02, в сравнении с широким рынком0.0010.0020.0030.0040.0050.008.02

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
AAPL
Apple Inc.
0.741.221.150.971.93
MSFT
1.562.121.272.486.03
GOOG
Alphabet Inc.
1.572.111.301.949.48
AMZN
Amazon.com, Inc.
1.642.431.291.269.36
NVDA
4.694.881.6110.4530.14
TSLA
-0.60-0.690.92-0.47-1.09
META
2.363.291.433.1313.93
BRK-B
Berkshire Hathaway Inc.
1.722.501.301.986.05
TSM
2.022.941.341.697.52
V
1.622.221.282.586.42
UNH
0.460.801.100.491.40
JPM
JPMorgan Chase & Co.
2.352.911.432.528.99
BHP
BHP Group
-0.18-0.090.99-0.22-0.43
LVMUY
-0.58-0.700.92-0.50-0.87
LLY
3.264.571.597.9023.78
WMT
1.752.361.372.738.08
JNJ
Johnson & Johnson
-0.44-0.540.93-0.39-0.77
MA
1.291.711.241.544.55
AVGO
Broadcom Inc.
2.733.651.437.1117.79
NVO
2.534.081.476.7218.78
PG
1.221.801.231.754.90
HD
The Home Depot, Inc.
0.981.521.180.622.25
ASML
ASML Holding N.V.
1.181.751.221.173.50
MRK
1.242.001.241.523.54
KO
0.530.821.100.401.19
PEP
-0.47-0.540.93-0.43-0.83
ABBV
AbbVie Inc.
1.572.141.291.395.34
COST
Costco Wholesale Corporation
3.774.381.694.8719.03
ADBE
Adobe Inc
0.280.611.090.260.72
CRM
salesforce.com, inc.
0.320.621.110.301.13
MCD
-0.66-0.810.90-0.59-1.31
NVS
0.961.461.181.443.54
AZN
AstraZeneca PLC
0.530.831.120.621.18
CSCO
Cisco Systems, Inc.
-0.40-0.400.94-0.33-0.67
PFE
-1.07-1.520.82-0.48-1.13
TMO
0.490.831.100.291.09
NFLX
1.492.261.301.045.66
ABT
Abbott Laboratories
0.140.321.040.070.25
AMD
Advanced Micro Devices, Inc.
0.561.081.130.601.72
NKE
-0.62-0.700.91-0.33-1.03
TXN
0.550.951.110.511.24
UPS
-0.81-0.980.87-0.50-1.14
MS
0.540.931.120.411.37
LRLCY
0.310.571.070.351.05
CAT
Caterpillar Inc.
1.331.891.251.624.74
FLOT
iShares Floating Rate Bond ETF
10.6826.485.4085.55378.96

Коэффициент Шарпа

Diversified Top 100 Portfolio на текущий момент имеет коэффициент Шарпа равный 1.64. Это значение рассчитано на основе данных за прошедший период в 1 year и учитывает как изменения цен, так и дивиденды.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 1.39 до 2.32, текущий коэффициент Шарпа этого портфеля находится между 25-м и 75-м процентилями. Это означает, что его эффективность с учетом риска соответствует большинству портфелей. Это говорит о сбалансированном подходе к риску и доходности, который может подходить широкому кругу инвесторов.

Используйте график ниже, чтобы сравнить коэффициент Шарпа с бенчмарком для анализа эффективности инвестиции или перейдите к инструменту коэффициента Шарпа для более детального контроля над параметрами расчета.


Скользящий 12-месячный коэффициент Шарпа1.502.002.503.002024FebruaryMarchAprilMayJune
1.64
2.14
Diversified Top 100 Portfolio
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность Diversified Top 100 Portfolio за предыдущие двенадцать месяцев составила 1.57%.


TTM20232022202120202019201820172016201520142013
Diversified Top 100 Portfolio1.57%1.56%1.07%0.64%0.82%1.24%1.26%0.98%1.01%1.13%0.94%0.99%
AAPL
Apple Inc.
0.46%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
0.66%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.
0.11%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
0.20%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
1.19%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
V
0.74%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
UNH
1.13%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.
2.19%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
5.35%4.98%10.27%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%3.40%
LVMUY
1.83%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
1.19%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
3.30%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
MA
0.55%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.
0.11%0.17%0.30%0.22%0.30%0.35%0.31%0.26%0.23%0.21%0.24%0.37%
NVO
0.58%0.36%0.42%0.47%0.67%0.76%0.98%0.76%1.44%0.46%0.72%0.12%
PG
2.30%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.
2.50%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.
0.64%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
MRK
1.75%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
KO
3.02%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
PEP
3.14%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.
3.59%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
2.25%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.
0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCD
2.58%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
NVS
3.57%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
1.82%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.
3.44%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
PFE
6.03%5.70%3.12%2.64%3.71%3.49%2.96%3.35%3.51%3.29%3.17%2.97%
TMO
0.26%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
2.04%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
1.55%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
TXN
2.65%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
UPS
4.79%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
MS
3.56%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
LRLCY
1.52%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.
1.62%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
5.90%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.25%
-0.04%
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 0.25%.

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.2018 мар. 2020 г.5810 июн. 2020 г.78
-31.47%4 янв. 2022 г.24828 дек. 2022 г.1129 июн. 2023 г.360
-16.47%8 авг. 2018 г.9624 дек. 2018 г.13712 июл. 2019 г.233
-15.2%30 дек. 2015 г.2910 февр. 2016 г.351 апр. 2016 г.64
-13.52%1 сент. 2020 г.58 сент. 2020 г.5219 нояб. 2020 г.57

Волатильность

График волатильности

Текущая волатильность Diversified Top 100 Portfolio составляет 2.88%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%2024FebruaryMarchAprilMayJune
2.88%
2.26%
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.

FLOTTSLAWMTNVOAZNLLYMRKABBVBHPAMDPFEPGNFLXUNHKOMCDPEPJNJNVSCATLRLCYCOSTTSMJPMLVMUYMETANKEUPSNVDAMSHDAMZNCRMAVGOAAPLABTTMOASMLBRK-BCSCOGOOGADBETXNVMAMSFT
FLOT1.000.050.040.020.040.000.02-0.000.110.060.030.070.090.070.080.080.050.050.040.090.060.090.090.080.100.080.090.070.050.080.090.070.090.050.080.070.080.100.090.050.070.080.060.080.080.07
TSLA0.051.000.160.170.170.130.100.160.250.360.140.120.380.170.150.180.160.120.180.250.210.260.360.250.280.360.320.240.410.270.250.400.390.380.410.260.300.370.230.270.370.390.370.310.330.38
WMT0.040.161.000.210.200.250.280.240.190.170.270.440.200.300.380.340.450.340.270.240.260.570.200.250.240.200.290.340.220.230.410.270.200.220.270.320.300.240.380.330.280.260.280.290.290.31
NVO0.020.170.211.000.450.400.360.330.190.210.330.250.230.280.220.230.250.320.460.190.380.250.230.200.320.290.240.230.260.220.250.260.300.270.260.380.380.340.230.260.300.330.260.320.310.33
AZN0.040.170.200.451.000.380.410.370.260.170.380.300.220.270.280.270.290.370.540.220.370.220.220.220.310.260.230.240.200.230.230.230.250.220.250.390.370.300.270.300.270.270.270.310.300.30
LLY0.000.130.250.400.381.000.500.440.190.160.460.320.220.370.290.250.320.470.420.210.240.290.170.240.200.260.210.240.220.220.260.250.260.250.260.420.360.240.330.320.290.290.250.310.300.33
MRK0.020.100.280.360.410.501.000.450.220.120.530.380.170.400.370.340.380.530.480.260.270.270.140.310.250.210.240.280.140.280.270.190.240.210.230.450.430.200.400.340.250.250.250.340.330.29
ABBV-0.000.160.240.330.370.440.451.000.220.150.460.320.200.380.310.280.320.450.420.290.250.250.200.320.270.230.270.320.220.300.310.230.280.260.260.450.400.270.380.350.300.280.300.340.350.31
BHP0.110.250.190.190.260.190.220.221.000.290.250.220.260.250.260.240.210.230.300.570.300.220.390.440.410.280.320.340.300.460.300.300.290.350.340.270.320.400.440.390.330.300.410.350.380.34
AMD0.060.360.170.210.170.160.120.150.291.000.170.130.390.190.120.200.140.140.190.290.260.280.490.270.320.410.310.300.640.320.310.450.450.490.430.300.340.520.270.370.420.480.530.380.390.47
PFE0.030.140.270.330.380.460.530.460.250.171.000.340.190.390.340.280.350.510.440.270.290.280.180.330.270.220.270.330.200.330.310.220.230.240.270.450.440.250.410.380.280.270.300.340.330.31
PG0.070.120.440.250.300.320.380.320.220.130.341.000.180.350.610.420.650.480.360.240.370.410.180.260.280.210.300.360.180.230.370.230.230.210.280.400.350.250.410.370.280.280.300.360.360.34
NFLX0.090.380.200.230.220.220.170.200.260.390.190.181.000.240.130.200.180.180.220.260.270.310.360.250.320.520.340.280.460.290.320.540.480.400.440.310.360.420.270.340.480.510.410.390.410.49
UNH0.070.170.300.280.270.370.400.380.250.190.390.350.241.000.340.320.350.430.360.300.270.320.230.380.280.250.310.330.240.350.360.260.260.280.320.420.400.280.440.370.340.310.320.390.380.35
KO0.080.150.380.220.280.290.370.310.260.120.340.610.130.341.000.490.720.450.360.300.400.380.190.330.330.200.330.380.150.290.350.220.240.240.280.380.330.250.480.370.300.280.300.400.400.34
MCD0.080.180.340.230.270.250.340.280.240.200.280.420.200.320.491.000.460.390.340.290.340.370.240.360.330.290.360.360.230.330.400.290.300.300.330.390.360.310.450.390.330.330.350.430.430.38
PEP0.050.160.450.250.290.320.380.320.210.140.350.650.180.350.720.461.000.470.370.220.380.430.210.260.300.240.310.350.190.240.390.260.270.260.320.400.360.270.410.390.310.320.310.390.380.37
JNJ0.050.120.340.320.370.470.530.450.230.140.510.480.180.430.450.390.471.000.450.290.320.330.200.320.270.210.290.360.160.290.340.220.230.230.270.510.430.260.460.410.300.280.310.370.370.32
NVS0.040.180.270.460.540.420.480.420.300.190.440.360.220.360.360.340.370.451.000.280.430.290.270.300.370.280.280.310.230.300.300.270.290.280.300.460.420.340.370.380.300.340.320.390.370.35
CAT0.090.250.240.190.220.210.260.290.570.290.270.240.260.300.300.290.220.290.281.000.290.280.390.590.380.290.380.480.330.580.400.290.290.420.350.320.360.410.580.460.350.310.490.420.450.35
LRLCY0.060.210.260.380.370.240.270.250.300.260.290.370.270.270.400.340.380.320.430.291.000.320.340.310.630.330.360.340.300.340.340.360.330.340.360.400.390.460.360.390.380.380.370.410.410.40
COST0.090.260.570.250.220.290.270.250.220.280.280.410.310.320.380.370.430.330.290.280.321.000.320.290.330.340.410.400.370.300.510.410.350.360.420.390.410.360.410.430.420.430.420.410.400.47
TSM0.090.360.200.230.220.170.140.200.390.490.180.180.360.230.190.240.210.200.270.390.340.321.000.360.430.410.360.360.580.410.340.440.430.580.500.330.400.630.360.420.470.480.620.440.440.49
JPM0.080.250.250.200.220.240.310.320.440.270.330.260.250.380.330.360.260.320.300.590.310.290.361.000.390.320.430.470.340.800.420.310.330.390.370.370.370.390.720.480.390.310.460.480.490.37
LVMUY0.100.280.240.320.310.200.250.270.410.320.270.280.320.280.330.330.300.270.370.380.630.330.430.391.000.370.430.380.360.440.380.400.380.390.410.370.400.540.420.380.430.420.460.470.480.44
META0.080.360.200.290.260.260.210.230.280.410.220.210.520.250.200.290.240.210.280.290.330.340.410.320.371.000.380.340.510.350.370.610.530.480.520.360.390.470.340.400.660.590.470.490.490.58
NKE0.090.320.290.240.230.210.240.270.320.310.270.300.340.310.330.360.310.290.280.380.360.410.360.430.430.381.000.450.390.460.510.420.420.410.430.400.430.420.450.440.450.470.460.480.490.44
UPS0.070.240.340.230.240.240.280.320.340.300.330.360.280.330.380.360.350.360.310.480.340.400.360.470.380.340.451.000.370.490.500.350.350.400.400.430.430.410.530.480.380.410.460.430.450.42
NVDA0.050.410.220.260.200.220.140.220.300.640.200.180.460.240.150.230.190.160.230.330.300.370.580.340.360.510.390.371.000.380.370.540.530.610.520.360.410.630.340.450.530.580.630.450.480.59
MS0.080.270.230.220.230.220.280.300.460.320.330.230.290.350.290.330.240.290.300.580.340.300.410.800.440.350.460.490.381.000.440.350.380.430.400.400.410.450.670.470.420.360.490.490.510.41
HD0.090.250.410.250.230.260.270.310.300.310.310.370.320.360.350.400.390.340.300.400.340.510.340.420.380.370.510.500.370.441.000.400.390.390.400.420.450.420.480.460.410.420.480.470.470.46
AMZN0.070.400.270.260.230.250.190.230.300.450.220.230.540.260.220.290.260.220.270.290.360.410.440.310.400.610.420.350.540.350.401.000.580.470.560.380.420.490.340.430.670.610.470.500.510.64
CRM0.090.390.200.300.250.260.240.280.290.450.230.230.480.260.240.300.270.230.290.290.330.350.430.330.380.530.420.350.530.380.390.581.000.480.500.430.460.490.360.460.550.680.480.540.550.61
AVGO0.050.380.220.270.220.250.210.260.350.490.240.210.400.280.240.300.260.230.280.420.340.360.580.390.390.480.410.400.610.430.390.470.481.000.560.380.420.630.400.500.480.520.690.460.490.54
AAPL0.080.410.270.260.250.260.230.260.340.430.270.280.440.320.280.330.320.270.300.350.360.420.500.370.410.520.430.400.520.400.400.560.500.561.000.400.450.530.420.510.580.550.560.500.510.62
ABT0.070.260.320.380.390.420.450.450.270.300.450.400.310.420.380.390.400.510.460.320.400.390.330.370.370.360.400.430.360.400.420.380.430.380.401.000.640.410.450.480.430.460.440.480.480.48
TMO0.080.300.300.380.370.360.430.400.320.340.440.350.360.400.330.360.360.430.420.360.390.410.400.370.400.390.430.430.410.410.450.420.460.420.450.641.000.480.440.480.460.510.500.490.490.51
ASML0.100.370.240.340.300.240.200.270.400.520.250.250.420.280.250.310.270.260.340.410.460.360.630.390.540.470.420.410.630.450.420.490.490.630.530.410.481.000.410.490.520.550.670.500.520.57
BRK-B0.090.230.380.230.270.330.400.380.440.270.410.410.270.440.480.450.410.460.370.580.360.410.360.720.420.340.450.530.340.670.480.340.360.400.420.450.440.411.000.530.440.380.490.530.540.45
CSCO0.050.270.330.260.300.320.340.350.390.370.380.370.340.370.370.390.390.410.380.460.390.430.420.480.380.400.440.480.450.470.460.430.460.500.510.480.480.490.531.000.490.500.560.520.520.55
GOOG0.070.370.280.300.270.290.250.300.330.420.280.280.480.340.300.330.310.300.300.350.380.420.470.390.430.660.450.380.530.420.410.670.550.480.580.430.460.520.440.491.000.620.530.560.560.69
ADBE0.080.390.260.330.270.290.250.280.300.480.270.280.510.310.280.330.320.280.340.310.380.430.480.310.420.590.470.410.580.360.420.610.680.520.550.460.510.550.380.500.621.000.550.600.590.71
TXN0.060.370.280.260.270.250.250.300.410.530.300.300.410.320.300.350.310.310.320.490.370.420.620.460.460.470.460.460.630.490.480.470.480.690.560.440.500.670.490.560.530.551.000.530.540.58
V0.080.310.290.320.310.310.340.340.350.380.340.360.390.390.400.430.390.370.390.420.410.410.440.480.470.490.480.430.450.490.470.500.540.460.500.480.490.500.530.520.560.600.531.000.860.59
MA0.080.330.290.310.300.300.330.350.380.390.330.360.410.380.400.430.380.370.370.450.410.400.440.490.480.490.490.450.480.510.470.510.550.490.510.480.490.520.540.520.560.590.540.861.000.60
MSFT0.070.380.310.330.300.330.290.310.340.470.310.340.490.350.340.380.370.320.350.350.400.470.490.370.440.580.440.420.590.410.460.640.610.540.620.480.510.570.450.550.690.710.580.590.601.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 4 апр. 2014 г.