Diversified Top 100 Portfolio
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Diversified Top 100 Portfolio
Последнее обновление 25 июл. 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 25 июл. 2024 г. показал доходность в 17.71% с начала года и доходность в 26.68% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Diversified Top 100 Portfolio | 17.56% | -0.23% | 17.10% | 24.15% | 34.68% | 26.69% |
| Активы портфеля: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.18% | 25.95% |
MSFT | 11.67% | -7.47% | 3.96% | 27.50% | 25.47% | 27.39% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.09% | 19.26% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.13% | 27.43% |
NVDA | 126.76% | -11.17% | 84.00% | 144.69% | 91.77% | 74.93% |
TSLA | -11.36% | 12.16% | 20.19% | -13.87% | 70.83% | 30.89% |
META | 28.36% | -11.64% | 15.27% | 45.76% | 17.89% | 19.99% |
BRK-B Berkshire Hathaway Inc. | 21.49% | 5.61% | 12.43% | 24.04% | 15.63% | 13.05% |
TSM | 55.23% | -6.85% | 37.67% | 64.13% | 32.62% | 25.99% |
V | -2.18% | -7.26% | -4.95% | 9.07% | 7.43% | 17.73% |
UNH | 7.18% | 15.63% | 12.14% | 12.50% | 19.01% | 22.75% |
JPM JPMorgan Chase & Co. | 24.84% | 6.28% | 22.50% | 37.11% | 15.79% | 16.76% |
BHP BHP Group | -17.77% | -4.43% | -9.34% | -6.91% | 7.89% | 4.42% |
LVMUY | -11.50% | -8.44% | -14.29% | -20.60% | 12.57% | 18.39% |
LLY | 41.36% | -8.88% | 28.91% | 81.83% | 52.27% | 32.04% |
WMT | 33.70% | 2.53% | 28.31% | 33.39% | 14.95% | 13.09% |
JNJ Johnson & Johnson | 3.45% | 8.73% | 1.66% | -5.21% | 6.99% | 7.50% |
MA | 1.17% | -4.89% | -1.76% | 9.54% | 9.40% | 19.71% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.16% | 40.16% |
NVO | 24.23% | -11.00% | 18.92% | 64.63% | 41.01% | 20.41% |
PG | 16.05% | 0.27% | 8.23% | 12.50% | 10.51% | 10.93% |
HD The Home Depot, Inc. | 3.27% | 3.36% | 0.72% | 9.97% | 12.98% | 18.63% |
ASML ASML Holding N.V. | 14.40% | -15.15% | -0.21% | 22.87% | 31.41% | 27.60% |
MRK | 16.86% | -4.30% | 5.45% | 22.74% | 13.54% | 11.84% |
KO | 13.89% | 3.15% | 13.05% | 9.20% | 7.35% | 8.46% |
PEP | 2.26% | 2.57% | 3.47% | -6.52% | 8.48% | 9.76% |
ABBV AbbVie Inc. | 20.88% | 7.42% | 12.87% | 27.11% | 27.43% | 17.86% |
COST Costco Wholesale Corporation | 23.99% | -4.77% | 19.16% | 49.55% | 25.92% | 23.87% |
ADBE Adobe Inc | -10.80% | 0.66% | -13.32% | 3.54% | 11.34% | 22.15% |
CRM salesforce.com, inc. | -2.24% | 5.66% | -8.10% | 14.26% | 9.98% | 16.75% |
MCD | -14.16% | -2.47% | -12.91% | -12.79% | 5.55% | 13.06% |
NVS | 13.03% | 2.67% | 6.50% | 16.16% | 8.90% | 8.19% |
AZN AstraZeneca PLC | 18.38% | -0.71% | 18.82% | 17.77% | 15.41% | 11.60% |
CSCO Cisco Systems, Inc. | -4.18% | 1.67% | -7.88% | -8.00% | -0.48% | 9.67% |
PFE | 6.51% | 8.53% | 9.97% | -14.15% | -2.23% | 4.48% |
TMO | 12.15% | 6.51% | 8.76% | 6.44% | 15.96% | 17.41% |
NFLX | 30.24% | -6.43% | 11.16% | 53.47% | 13.58% | 26.52% |
ABT Abbott Laboratories | -2.27% | 1.57% | -4.43% | -3.98% | 5.66% | 11.64% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.44% | 43.40% |
NKE | -33.73% | -24.08% | -29.98% | -32.73% | -2.97% | 7.43% |
TXN | 17.41% | 2.10% | 21.97% | 14.44% | 12.10% | 18.60% |
UPS | -17.36% | -8.01% | -18.43% | -28.88% | 4.43% | 5.85% |
MS | 13.18% | 6.88% | 20.30% | 16.25% | 21.62% | 15.19% |
LRLCY | -13.38% | -9.37% | -10.67% | -4.24% | 10.41% | 11.22% |
CAT Caterpillar Inc. | 17.89% | 5.81% | 15.87% | 35.64% | 23.80% | 15.77% |
FLOT iShares Floating Rate Bond ETF | 3.87% | 0.42% | 3.20% | 6.65% | 2.82% | 2.15% |
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% | 4.38% | 5.81% | 17.56% | ||||||
| 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% | 58.56% |
| 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% |
| 2021 | 2.15% | -1.06% | 1.65% | 6.09% | -1.21% | 5.00% | 1.74% | 3.98% | -2.97% | 12.60% | 2.26% | 0.00% | 33.64% |
| 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% | 98.54% |
| 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% | 38.17% |
| 2018 | 9.79% | -1.79% | -6.34% | 2.53% | 2.92% | 3.63% | 1.09% | 4.84% | -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% | 37.54% |
| 2016 | -6.43% | -0.66% | 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% | 18.60% |
| 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 57, 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 | 0.55 | 0.94 | 1.11 | 0.75 | 1.48 |
MSFT | 1.25 | 1.73 | 1.22 | 1.91 | 7.50 |
GOOG Alphabet Inc. | 1.12 | 1.56 | 1.22 | 1.69 | 6.52 |
AMZN Amazon.com, Inc. | 1.45 | 2.20 | 1.26 | 1.12 | 8.02 |
NVDA | 3.16 | 3.61 | 1.45 | 7.43 | 20.09 |
TSLA | -0.31 | -0.12 | 0.99 | -0.26 | -0.66 |
META | 1.41 | 2.20 | 1.28 | 2.02 | 7.91 |
BRK-B Berkshire Hathaway Inc. | 1.91 | 2.78 | 1.33 | 2.28 | 6.79 |
TSM | 1.90 | 2.63 | 1.33 | 1.69 | 9.35 |
V | 0.54 | 0.80 | 1.10 | 0.63 | 1.81 |
UNH | 0.54 | 0.93 | 1.12 | 0.59 | 1.59 |
JPM JPMorgan Chase & Co. | 2.05 | 2.54 | 1.38 | 2.21 | 7.80 |
BHP BHP Group | -0.36 | -0.36 | 0.96 | -0.42 | -0.77 |
LVMUY | -0.74 | -0.98 | 0.89 | -0.65 | -1.34 |
LLY | 2.68 | 3.69 | 1.50 | 6.06 | 18.96 |
WMT | 1.94 | 2.60 | 1.40 | 3.04 | 9.07 |
JNJ Johnson & Johnson | -0.30 | -0.32 | 0.96 | -0.25 | -0.47 |
MA | 0.48 | 0.71 | 1.10 | 0.59 | 1.44 |
AVGO Broadcom Inc. | 1.78 | 2.51 | 1.31 | 3.87 | 10.69 |
NVO | 1.93 | 3.18 | 1.37 | 4.85 | 13.57 |
PG | 0.81 | 1.25 | 1.15 | 1.16 | 3.24 |
HD The Home Depot, Inc. | 0.51 | 0.87 | 1.10 | 0.33 | 1.10 |
ASML ASML Holding N.V. | 0.74 | 1.19 | 1.16 | 0.79 | 2.77 |
MRK | 1.16 | 1.83 | 1.23 | 1.45 | 5.03 |
KO | 0.63 | 0.96 | 1.12 | 0.47 | 1.57 |
PEP | -0.47 | -0.56 | 0.93 | -0.44 | -0.84 |
ABBV AbbVie Inc. | 1.76 | 2.36 | 1.33 | 2.10 | 5.91 |
COST Costco Wholesale Corporation | 2.59 | 3.14 | 1.47 | 4.17 | 13.12 |
ADBE Adobe Inc | 0.10 | 0.38 | 1.05 | 0.09 | 0.24 |
CRM salesforce.com, inc. | 0.42 | 0.73 | 1.13 | 0.38 | 1.27 |
MCD | -0.73 | -0.93 | 0.89 | -0.68 | -1.35 |
NVS | 0.98 | 1.43 | 1.18 | 1.41 | 3.56 |
AZN AstraZeneca PLC | 0.79 | 1.21 | 1.15 | 0.83 | 2.57 |
CSCO Cisco Systems, Inc. | -0.45 | -0.47 | 0.93 | -0.36 | -0.66 |
PFE | -0.63 | -0.79 | 0.91 | -0.28 | -0.80 |
TMO | 0.18 | 0.40 | 1.05 | 0.11 | 0.44 |
NFLX | 1.51 | 2.38 | 1.30 | 1.00 | 7.56 |
ABT Abbott Laboratories | -0.28 | -0.27 | 0.97 | -0.15 | -0.51 |
AMD Advanced Micro Devices, Inc. | 0.54 | 1.07 | 1.13 | 0.61 | 1.67 |
NKE | -1.02 | -1.24 | 0.80 | -0.58 | -1.77 |
TXN | 0.69 | 1.13 | 1.13 | 0.61 | 1.79 |
UPS | -1.05 | -1.31 | 0.81 | -0.70 | -1.53 |
MS | 0.66 | 1.05 | 1.14 | 0.48 | 1.79 |
LRLCY | -0.21 | -0.13 | 0.98 | -0.24 | -0.68 |
CAT Caterpillar Inc. | 1.36 | 1.93 | 1.26 | 1.67 | 4.34 |
FLOT iShares Floating Rate Bond ETF | 11.24 | 30.64 | 6.36 | 83.63 | 435.05 |
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% | 1.26% | 1.29% | 0.99% | 1.02% | 1.14% | 0.95% | 1.01% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT | 0.70% | 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. | 0.12% | 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 | 0.22% | 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 | 1.28% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
V | 0.79% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
UNH | 1.38% | 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. | 2.11% | 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 | 5.55% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
LVMUY | 1.97% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.59% | 2.11% | 12.92% | 2.38% | 2.17% |
LLY | 0.59% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
WMT | 1.14% | 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 | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
MA | 0.59% | 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. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
NVO | 0.76% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
PG | 2.33% | 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. | 2.46% | 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. | 0.76% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
MRK | 2.42% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
KO | 2.86% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PEP | 3.01% | 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. | 3.36% | 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 | 2.50% | 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. | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCD | 2.60% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
NVS | 3.44% | 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 | 1.85% | 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. | 3.34% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
PFE | 5.61% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
TMO | 0.25% | 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 | 2.03% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
TXN | 2.61% | 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 | 3.28% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
LRLCY | 1.68% | 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. | 1.54% | 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 | 5.92% | 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 7.70%.
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 |
| -16.47% | 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 7.39%, 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 | AMD | PG | NFLX | UNH | KO | MCD | PEP | JNJ | NVS | CAT | LRLCY | COST | TSM | JPM | META | LVMUY | NKE | UPS | NVDA | MS | HD | AMZN | CRM | AVGO | ABT | AAPL | TMO | ASML | BRK-B | CSCO | GOOG | ADBE | TXN | V | MA | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FLOT | 1.00 | 0.06 | 0.04 | 0.02 | 0.04 | 0.00 | 0.03 | -0.00 | 0.10 | 0.03 | 0.06 | 0.07 | 0.09 | 0.06 | 0.08 | 0.08 | 0.05 | 0.05 | 0.04 | 0.09 | 0.07 | 0.09 | 0.09 | 0.08 | 0.08 | 0.10 | 0.09 | 0.07 | 0.05 | 0.08 | 0.09 | 0.07 | 0.09 | 0.04 | 0.06 | 0.08 | 0.08 | 0.10 | 0.09 | 0.05 | 0.07 | 0.08 | 0.06 | 0.08 | 0.08 | 0.07 |
| TSLA | 0.06 | 1.00 | 0.16 | 0.17 | 0.16 | 0.13 | 0.09 | 0.16 | 0.25 | 0.13 | 0.36 | 0.11 | 0.38 | 0.17 | 0.15 | 0.18 | 0.15 | 0.11 | 0.18 | 0.25 | 0.21 | 0.26 | 0.36 | 0.25 | 0.36 | 0.28 | 0.31 | 0.24 | 0.41 | 0.27 | 0.25 | 0.40 | 0.39 | 0.38 | 0.25 | 0.41 | 0.29 | 0.37 | 0.23 | 0.26 | 0.37 | 0.39 | 0.37 | 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 | 0.16 | 0.44 | 0.20 | 0.30 | 0.38 | 0.34 | 0.45 | 0.34 | 0.27 | 0.23 | 0.26 | 0.56 | 0.19 | 0.25 | 0.20 | 0.23 | 0.29 | 0.34 | 0.21 | 0.22 | 0.40 | 0.26 | 0.20 | 0.21 | 0.32 | 0.27 | 0.30 | 0.23 | 0.38 | 0.33 | 0.28 | 0.25 | 0.27 | 0.29 | 0.29 | 0.31 |
| NVO | 0.02 | 0.17 | 0.21 | 1.00 | 0.45 | 0.41 | 0.36 | 0.32 | 0.19 | 0.33 | 0.21 | 0.25 | 0.23 | 0.27 | 0.22 | 0.23 | 0.24 | 0.32 | 0.46 | 0.18 | 0.37 | 0.25 | 0.23 | 0.20 | 0.29 | 0.32 | 0.24 | 0.22 | 0.26 | 0.21 | 0.24 | 0.26 | 0.30 | 0.27 | 0.38 | 0.26 | 0.38 | 0.34 | 0.23 | 0.26 | 0.30 | 0.33 | 0.26 | 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 | 0.16 | 0.30 | 0.21 | 0.27 | 0.29 | 0.27 | 0.29 | 0.37 | 0.54 | 0.21 | 0.38 | 0.21 | 0.22 | 0.22 | 0.25 | 0.31 | 0.23 | 0.24 | 0.20 | 0.22 | 0.23 | 0.23 | 0.25 | 0.22 | 0.39 | 0.25 | 0.37 | 0.29 | 0.27 | 0.30 | 0.26 | 0.27 | 0.26 | 0.31 | 0.30 | 0.30 |
| LLY | 0.00 | 0.13 | 0.25 | 0.41 | 0.37 | 1.00 | 0.49 | 0.44 | 0.19 | 0.45 | 0.16 | 0.32 | 0.22 | 0.36 | 0.28 | 0.24 | 0.31 | 0.46 | 0.41 | 0.21 | 0.24 | 0.29 | 0.18 | 0.24 | 0.26 | 0.19 | 0.21 | 0.24 | 0.22 | 0.22 | 0.26 | 0.25 | 0.26 | 0.25 | 0.41 | 0.26 | 0.36 | 0.24 | 0.32 | 0.31 | 0.29 | 0.28 | 0.25 | 0.31 | 0.30 | 0.33 |
| MRK | 0.03 | 0.09 | 0.28 | 0.36 | 0.41 | 0.49 | 1.00 | 0.45 | 0.22 | 0.53 | 0.12 | 0.38 | 0.17 | 0.39 | 0.37 | 0.34 | 0.38 | 0.53 | 0.48 | 0.26 | 0.27 | 0.27 | 0.13 | 0.30 | 0.21 | 0.25 | 0.25 | 0.28 | 0.14 | 0.28 | 0.26 | 0.18 | 0.23 | 0.20 | 0.46 | 0.22 | 0.43 | 0.20 | 0.40 | 0.34 | 0.25 | 0.24 | 0.25 | 0.34 | 0.32 | 0.29 |
| ABBV | -0.00 | 0.16 | 0.24 | 0.32 | 0.37 | 0.44 | 0.45 | 1.00 | 0.22 | 0.46 | 0.15 | 0.32 | 0.19 | 0.38 | 0.31 | 0.28 | 0.32 | 0.45 | 0.42 | 0.29 | 0.25 | 0.25 | 0.20 | 0.32 | 0.23 | 0.27 | 0.27 | 0.32 | 0.21 | 0.30 | 0.31 | 0.22 | 0.27 | 0.25 | 0.45 | 0.25 | 0.40 | 0.26 | 0.38 | 0.35 | 0.29 | 0.28 | 0.29 | 0.34 | 0.34 | 0.30 |
| BHP | 0.10 | 0.25 | 0.19 | 0.19 | 0.26 | 0.19 | 0.22 | 0.22 | 1.00 | 0.25 | 0.29 | 0.22 | 0.26 | 0.25 | 0.26 | 0.23 | 0.20 | 0.23 | 0.30 | 0.57 | 0.30 | 0.22 | 0.39 | 0.43 | 0.28 | 0.41 | 0.32 | 0.33 | 0.30 | 0.45 | 0.30 | 0.30 | 0.29 | 0.34 | 0.27 | 0.34 | 0.31 | 0.40 | 0.44 | 0.38 | 0.33 | 0.30 | 0.40 | 0.35 | 0.38 | 0.34 |
| PFE | 0.03 | 0.13 | 0.27 | 0.33 | 0.38 | 0.45 | 0.53 | 0.46 | 0.25 | 1.00 | 0.17 | 0.34 | 0.18 | 0.39 | 0.34 | 0.28 | 0.35 | 0.51 | 0.44 | 0.27 | 0.28 | 0.28 | 0.17 | 0.33 | 0.21 | 0.27 | 0.27 | 0.33 | 0.19 | 0.32 | 0.31 | 0.21 | 0.23 | 0.23 | 0.45 | 0.26 | 0.43 | 0.24 | 0.41 | 0.38 | 0.27 | 0.26 | 0.29 | 0.34 | 0.32 | 0.30 |
| AMD | 0.06 | 0.36 | 0.16 | 0.21 | 0.16 | 0.16 | 0.12 | 0.15 | 0.29 | 0.17 | 1.00 | 0.13 | 0.39 | 0.19 | 0.12 | 0.20 | 0.13 | 0.13 | 0.19 | 0.29 | 0.26 | 0.28 | 0.49 | 0.27 | 0.41 | 0.32 | 0.31 | 0.30 | 0.64 | 0.31 | 0.31 | 0.45 | 0.45 | 0.49 | 0.30 | 0.43 | 0.34 | 0.52 | 0.27 | 0.37 | 0.43 | 0.48 | 0.53 | 0.38 | 0.38 | 0.47 |
| PG | 0.07 | 0.11 | 0.44 | 0.25 | 0.30 | 0.32 | 0.38 | 0.32 | 0.22 | 0.34 | 0.13 | 1.00 | 0.17 | 0.35 | 0.61 | 0.42 | 0.65 | 0.47 | 0.36 | 0.24 | 0.37 | 0.41 | 0.18 | 0.26 | 0.21 | 0.28 | 0.30 | 0.36 | 0.17 | 0.22 | 0.37 | 0.23 | 0.22 | 0.21 | 0.40 | 0.27 | 0.35 | 0.25 | 0.40 | 0.37 | 0.27 | 0.27 | 0.30 | 0.36 | 0.36 | 0.34 |
| NFLX | 0.09 | 0.38 | 0.20 | 0.23 | 0.21 | 0.22 | 0.17 | 0.19 | 0.26 | 0.18 | 0.39 | 0.17 | 1.00 | 0.23 | 0.13 | 0.20 | 0.18 | 0.18 | 0.22 | 0.26 | 0.26 | 0.31 | 0.36 | 0.25 | 0.51 | 0.31 | 0.34 | 0.27 | 0.46 | 0.28 | 0.31 | 0.54 | 0.48 | 0.40 | 0.30 | 0.44 | 0.35 | 0.42 | 0.27 | 0.34 | 0.48 | 0.52 | 0.41 | 0.39 | 0.41 | 0.49 |
| UNH | 0.06 | 0.17 | 0.30 | 0.27 | 0.27 | 0.36 | 0.39 | 0.38 | 0.25 | 0.39 | 0.19 | 0.35 | 0.23 | 1.00 | 0.34 | 0.32 | 0.35 | 0.43 | 0.36 | 0.30 | 0.26 | 0.32 | 0.22 | 0.38 | 0.24 | 0.27 | 0.30 | 0.33 | 0.23 | 0.35 | 0.36 | 0.26 | 0.26 | 0.27 | 0.42 | 0.32 | 0.40 | 0.28 | 0.44 | 0.37 | 0.33 | 0.30 | 0.32 | 0.38 | 0.38 | 0.34 |
| KO | 0.08 | 0.15 | 0.38 | 0.22 | 0.29 | 0.28 | 0.37 | 0.31 | 0.26 | 0.34 | 0.12 | 0.61 | 0.13 | 0.34 | 1.00 | 0.49 | 0.72 | 0.45 | 0.36 | 0.30 | 0.39 | 0.38 | 0.19 | 0.33 | 0.20 | 0.33 | 0.33 | 0.38 | 0.15 | 0.29 | 0.35 | 0.21 | 0.24 | 0.23 | 0.38 | 0.27 | 0.33 | 0.24 | 0.48 | 0.37 | 0.30 | 0.28 | 0.30 | 0.39 | 0.39 | 0.34 |
| MCD | 0.08 | 0.18 | 0.34 | 0.23 | 0.27 | 0.24 | 0.34 | 0.28 | 0.23 | 0.28 | 0.20 | 0.42 | 0.20 | 0.32 | 0.49 | 1.00 | 0.46 | 0.39 | 0.34 | 0.29 | 0.34 | 0.37 | 0.24 | 0.35 | 0.29 | 0.33 | 0.37 | 0.36 | 0.22 | 0.32 | 0.40 | 0.28 | 0.30 | 0.30 | 0.39 | 0.32 | 0.36 | 0.30 | 0.44 | 0.39 | 0.33 | 0.33 | 0.35 | 0.43 | 0.43 | 0.38 |
| PEP | 0.05 | 0.15 | 0.45 | 0.24 | 0.29 | 0.31 | 0.38 | 0.32 | 0.20 | 0.35 | 0.13 | 0.65 | 0.18 | 0.35 | 0.72 | 0.46 | 1.00 | 0.48 | 0.37 | 0.22 | 0.38 | 0.43 | 0.21 | 0.25 | 0.24 | 0.30 | 0.31 | 0.35 | 0.18 | 0.24 | 0.39 | 0.25 | 0.26 | 0.25 | 0.40 | 0.31 | 0.36 | 0.26 | 0.41 | 0.39 | 0.31 | 0.31 | 0.31 | 0.38 | 0.37 | 0.37 |
| JNJ | 0.05 | 0.11 | 0.34 | 0.32 | 0.37 | 0.46 | 0.53 | 0.45 | 0.23 | 0.51 | 0.13 | 0.47 | 0.18 | 0.43 | 0.45 | 0.39 | 0.48 | 1.00 | 0.45 | 0.29 | 0.32 | 0.33 | 0.19 | 0.32 | 0.21 | 0.27 | 0.29 | 0.36 | 0.16 | 0.29 | 0.34 | 0.22 | 0.23 | 0.22 | 0.51 | 0.27 | 0.43 | 0.25 | 0.47 | 0.41 | 0.30 | 0.27 | 0.31 | 0.37 | 0.37 | 0.31 |
| NVS | 0.04 | 0.18 | 0.27 | 0.46 | 0.54 | 0.41 | 0.48 | 0.42 | 0.30 | 0.44 | 0.19 | 0.36 | 0.22 | 0.36 | 0.36 | 0.34 | 0.37 | 0.45 | 1.00 | 0.28 | 0.43 | 0.29 | 0.26 | 0.30 | 0.28 | 0.38 | 0.28 | 0.31 | 0.23 | 0.30 | 0.30 | 0.26 | 0.29 | 0.27 | 0.46 | 0.30 | 0.42 | 0.34 | 0.37 | 0.38 | 0.30 | 0.34 | 0.32 | 0.39 | 0.37 | 0.34 |
| CAT | 0.09 | 0.25 | 0.23 | 0.18 | 0.21 | 0.21 | 0.26 | 0.29 | 0.57 | 0.27 | 0.29 | 0.24 | 0.26 | 0.30 | 0.30 | 0.29 | 0.22 | 0.29 | 0.28 | 1.00 | 0.29 | 0.27 | 0.39 | 0.58 | 0.29 | 0.38 | 0.38 | 0.48 | 0.33 | 0.57 | 0.40 | 0.29 | 0.29 | 0.41 | 0.32 | 0.35 | 0.36 | 0.40 | 0.58 | 0.46 | 0.35 | 0.30 | 0.48 | 0.42 | 0.44 | 0.34 |
| LRLCY | 0.07 | 0.21 | 0.26 | 0.37 | 0.38 | 0.24 | 0.27 | 0.25 | 0.30 | 0.28 | 0.26 | 0.37 | 0.26 | 0.26 | 0.39 | 0.34 | 0.38 | 0.32 | 0.43 | 0.29 | 1.00 | 0.32 | 0.34 | 0.30 | 0.33 | 0.64 | 0.37 | 0.34 | 0.30 | 0.33 | 0.33 | 0.36 | 0.33 | 0.33 | 0.40 | 0.36 | 0.39 | 0.46 | 0.36 | 0.39 | 0.38 | 0.38 | 0.37 | 0.41 | 0.41 | 0.40 |
| COST | 0.09 | 0.26 | 0.56 | 0.25 | 0.21 | 0.29 | 0.27 | 0.25 | 0.22 | 0.28 | 0.28 | 0.41 | 0.31 | 0.32 | 0.38 | 0.37 | 0.43 | 0.33 | 0.29 | 0.27 | 0.32 | 1.00 | 0.32 | 0.29 | 0.35 | 0.33 | 0.41 | 0.40 | 0.37 | 0.30 | 0.50 | 0.41 | 0.35 | 0.36 | 0.39 | 0.43 | 0.40 | 0.37 | 0.41 | 0.42 | 0.42 | 0.43 | 0.42 | 0.41 | 0.40 | 0.47 |
| TSM | 0.09 | 0.36 | 0.19 | 0.23 | 0.22 | 0.18 | 0.13 | 0.20 | 0.39 | 0.17 | 0.49 | 0.18 | 0.36 | 0.22 | 0.19 | 0.24 | 0.21 | 0.19 | 0.26 | 0.39 | 0.34 | 0.32 | 1.00 | 0.36 | 0.41 | 0.43 | 0.35 | 0.35 | 0.58 | 0.41 | 0.34 | 0.43 | 0.43 | 0.58 | 0.32 | 0.50 | 0.40 | 0.64 | 0.36 | 0.41 | 0.47 | 0.48 | 0.62 | 0.43 | 0.44 | 0.49 |
| JPM | 0.08 | 0.25 | 0.25 | 0.20 | 0.22 | 0.24 | 0.30 | 0.32 | 0.43 | 0.33 | 0.27 | 0.26 | 0.25 | 0.38 | 0.33 | 0.35 | 0.25 | 0.32 | 0.30 | 0.58 | 0.30 | 0.29 | 0.36 | 1.00 | 0.32 | 0.39 | 0.42 | 0.47 | 0.33 | 0.79 | 0.42 | 0.30 | 0.32 | 0.39 | 0.37 | 0.36 | 0.37 | 0.39 | 0.71 | 0.47 | 0.38 | 0.30 | 0.46 | 0.48 | 0.48 | 0.37 |
| META | 0.08 | 0.36 | 0.20 | 0.29 | 0.25 | 0.26 | 0.21 | 0.23 | 0.28 | 0.21 | 0.41 | 0.21 | 0.51 | 0.24 | 0.20 | 0.29 | 0.24 | 0.21 | 0.28 | 0.29 | 0.33 | 0.35 | 0.41 | 0.32 | 1.00 | 0.37 | 0.38 | 0.33 | 0.51 | 0.34 | 0.35 | 0.61 | 0.53 | 0.47 | 0.36 | 0.51 | 0.38 | 0.47 | 0.34 | 0.39 | 0.66 | 0.58 | 0.46 | 0.49 | 0.49 | 0.58 |
| LVMUY | 0.10 | 0.28 | 0.23 | 0.32 | 0.31 | 0.19 | 0.25 | 0.27 | 0.41 | 0.27 | 0.32 | 0.28 | 0.31 | 0.27 | 0.33 | 0.33 | 0.30 | 0.27 | 0.38 | 0.38 | 0.64 | 0.33 | 0.43 | 0.39 | 0.37 | 1.00 | 0.43 | 0.38 | 0.36 | 0.44 | 0.38 | 0.40 | 0.38 | 0.39 | 0.37 | 0.40 | 0.40 | 0.54 | 0.42 | 0.38 | 0.43 | 0.42 | 0.46 | 0.47 | 0.48 | 0.44 |
| NKE | 0.09 | 0.31 | 0.29 | 0.24 | 0.23 | 0.21 | 0.25 | 0.27 | 0.32 | 0.27 | 0.31 | 0.30 | 0.34 | 0.30 | 0.33 | 0.37 | 0.31 | 0.29 | 0.28 | 0.38 | 0.37 | 0.41 | 0.35 | 0.42 | 0.38 | 0.43 | 1.00 | 0.45 | 0.38 | 0.45 | 0.51 | 0.42 | 0.42 | 0.40 | 0.40 | 0.42 | 0.42 | 0.42 | 0.45 | 0.44 | 0.44 | 0.47 | 0.46 | 0.48 | 0.49 | 0.44 |
| UPS | 0.07 | 0.24 | 0.34 | 0.22 | 0.24 | 0.24 | 0.28 | 0.32 | 0.33 | 0.33 | 0.30 | 0.36 | 0.27 | 0.33 | 0.38 | 0.36 | 0.35 | 0.36 | 0.31 | 0.48 | 0.34 | 0.40 | 0.35 | 0.47 | 0.33 | 0.38 | 0.45 | 1.00 | 0.36 | 0.48 | 0.50 | 0.35 | 0.35 | 0.39 | 0.42 | 0.40 | 0.43 | 0.40 | 0.53 | 0.48 | 0.38 | 0.40 | 0.46 | 0.43 | 0.45 | 0.41 |
| NVDA | 0.05 | 0.41 | 0.21 | 0.26 | 0.20 | 0.22 | 0.14 | 0.21 | 0.30 | 0.19 | 0.64 | 0.17 | 0.46 | 0.23 | 0.15 | 0.22 | 0.18 | 0.16 | 0.23 | 0.33 | 0.30 | 0.37 | 0.58 | 0.33 | 0.51 | 0.36 | 0.38 | 0.36 | 1.00 | 0.38 | 0.37 | 0.53 | 0.52 | 0.60 | 0.35 | 0.52 | 0.40 | 0.63 | 0.33 | 0.44 | 0.52 | 0.57 | 0.63 | 0.45 | 0.47 | 0.58 |
| MS | 0.08 | 0.27 | 0.22 | 0.21 | 0.22 | 0.22 | 0.28 | 0.30 | 0.45 | 0.32 | 0.31 | 0.22 | 0.28 | 0.35 | 0.29 | 0.32 | 0.24 | 0.29 | 0.30 | 0.57 | 0.33 | 0.30 | 0.41 | 0.79 | 0.34 | 0.44 | 0.45 | 0.48 | 0.38 | 1.00 | 0.44 | 0.35 | 0.37 | 0.42 | 0.39 | 0.40 | 0.40 | 0.44 | 0.67 | 0.46 | 0.41 | 0.35 | 0.49 | 0.48 | 0.50 | 0.41 |
| HD | 0.09 | 0.25 | 0.40 | 0.24 | 0.23 | 0.26 | 0.26 | 0.31 | 0.30 | 0.31 | 0.31 | 0.37 | 0.31 | 0.36 | 0.35 | 0.40 | 0.39 | 0.34 | 0.30 | 0.40 | 0.33 | 0.50 | 0.34 | 0.42 | 0.35 | 0.38 | 0.51 | 0.50 | 0.37 | 0.44 | 1.00 | 0.40 | 0.38 | 0.38 | 0.42 | 0.40 | 0.45 | 0.42 | 0.48 | 0.46 | 0.40 | 0.42 | 0.47 | 0.47 | 0.47 | 0.45 |
| AMZN | 0.07 | 0.40 | 0.26 | 0.26 | 0.23 | 0.25 | 0.18 | 0.22 | 0.30 | 0.21 | 0.45 | 0.23 | 0.54 | 0.26 | 0.21 | 0.28 | 0.25 | 0.22 | 0.26 | 0.29 | 0.36 | 0.41 | 0.43 | 0.30 | 0.61 | 0.40 | 0.42 | 0.35 | 0.53 | 0.35 | 0.40 | 1.00 | 0.57 | 0.47 | 0.38 | 0.56 | 0.41 | 0.49 | 0.34 | 0.43 | 0.67 | 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 | 0.29 | 0.23 | 0.45 | 0.22 | 0.48 | 0.26 | 0.24 | 0.30 | 0.26 | 0.23 | 0.29 | 0.29 | 0.33 | 0.35 | 0.43 | 0.32 | 0.53 | 0.38 | 0.42 | 0.35 | 0.52 | 0.37 | 0.38 | 0.57 | 1.00 | 0.47 | 0.42 | 0.49 | 0.46 | 0.49 | 0.36 | 0.46 | 0.55 | 0.68 | 0.48 | 0.54 | 0.54 | 0.61 |
| AVGO | 0.04 | 0.38 | 0.21 | 0.27 | 0.22 | 0.25 | 0.20 | 0.25 | 0.34 | 0.23 | 0.49 | 0.21 | 0.40 | 0.27 | 0.23 | 0.30 | 0.25 | 0.22 | 0.27 | 0.41 | 0.33 | 0.36 | 0.58 | 0.39 | 0.47 | 0.39 | 0.40 | 0.39 | 0.60 | 0.42 | 0.38 | 0.47 | 0.47 | 1.00 | 0.37 | 0.56 | 0.41 | 0.63 | 0.39 | 0.49 | 0.48 | 0.52 | 0.69 | 0.46 | 0.48 | 0.54 |
| ABT | 0.06 | 0.25 | 0.32 | 0.38 | 0.39 | 0.41 | 0.46 | 0.45 | 0.27 | 0.45 | 0.30 | 0.40 | 0.30 | 0.42 | 0.38 | 0.39 | 0.40 | 0.51 | 0.46 | 0.32 | 0.40 | 0.39 | 0.32 | 0.37 | 0.36 | 0.37 | 0.40 | 0.42 | 0.35 | 0.39 | 0.42 | 0.38 | 0.42 | 0.37 | 1.00 | 0.39 | 0.63 | 0.41 | 0.45 | 0.48 | 0.43 | 0.46 | 0.43 | 0.48 | 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 | 0.43 | 0.27 | 0.44 | 0.32 | 0.27 | 0.32 | 0.31 | 0.27 | 0.30 | 0.35 | 0.36 | 0.43 | 0.50 | 0.36 | 0.51 | 0.40 | 0.42 | 0.40 | 0.52 | 0.40 | 0.40 | 0.56 | 0.49 | 0.56 | 0.39 | 1.00 | 0.44 | 0.53 | 0.42 | 0.50 | 0.58 | 0.55 | 0.56 | 0.50 | 0.50 | 0.62 |
| TMO | 0.08 | 0.29 | 0.30 | 0.38 | 0.37 | 0.36 | 0.43 | 0.40 | 0.31 | 0.43 | 0.34 | 0.35 | 0.35 | 0.40 | 0.33 | 0.36 | 0.36 | 0.43 | 0.42 | 0.36 | 0.39 | 0.40 | 0.40 | 0.37 | 0.38 | 0.40 | 0.42 | 0.43 | 0.40 | 0.40 | 0.45 | 0.41 | 0.46 | 0.41 | 0.63 | 0.44 | 1.00 | 0.47 | 0.44 | 0.48 | 0.45 | 0.50 | 0.49 | 0.49 | 0.49 | 0.50 |
| ASML | 0.10 | 0.37 | 0.23 | 0.34 | 0.29 | 0.24 | 0.20 | 0.26 | 0.40 | 0.24 | 0.52 | 0.25 | 0.42 | 0.28 | 0.24 | 0.30 | 0.26 | 0.25 | 0.34 | 0.40 | 0.46 | 0.37 | 0.64 | 0.39 | 0.47 | 0.54 | 0.42 | 0.40 | 0.63 | 0.44 | 0.42 | 0.49 | 0.49 | 0.63 | 0.41 | 0.53 | 0.47 | 1.00 | 0.41 | 0.48 | 0.52 | 0.55 | 0.67 | 0.49 | 0.51 | 0.58 |
| BRK-B | 0.09 | 0.23 | 0.38 | 0.23 | 0.27 | 0.32 | 0.40 | 0.38 | 0.44 | 0.41 | 0.27 | 0.40 | 0.27 | 0.44 | 0.48 | 0.44 | 0.41 | 0.47 | 0.37 | 0.58 | 0.36 | 0.41 | 0.36 | 0.71 | 0.34 | 0.42 | 0.45 | 0.53 | 0.33 | 0.67 | 0.48 | 0.34 | 0.36 | 0.39 | 0.45 | 0.42 | 0.44 | 0.41 | 1.00 | 0.53 | 0.43 | 0.37 | 0.48 | 0.53 | 0.54 | 0.44 |
| CSCO | 0.05 | 0.26 | 0.33 | 0.26 | 0.30 | 0.31 | 0.34 | 0.35 | 0.38 | 0.38 | 0.37 | 0.37 | 0.34 | 0.37 | 0.37 | 0.39 | 0.39 | 0.41 | 0.38 | 0.46 | 0.39 | 0.42 | 0.41 | 0.47 | 0.39 | 0.38 | 0.44 | 0.48 | 0.44 | 0.46 | 0.46 | 0.43 | 0.46 | 0.49 | 0.48 | 0.50 | 0.48 | 0.48 | 0.53 | 1.00 | 0.48 | 0.50 | 0.56 | 0.52 | 0.52 | 0.54 |
| GOOG | 0.07 | 0.37 | 0.28 | 0.30 | 0.26 | 0.29 | 0.25 | 0.29 | 0.33 | 0.27 | 0.43 | 0.27 | 0.48 | 0.33 | 0.30 | 0.33 | 0.31 | 0.30 | 0.30 | 0.35 | 0.38 | 0.42 | 0.47 | 0.38 | 0.66 | 0.43 | 0.44 | 0.38 | 0.52 | 0.41 | 0.40 | 0.67 | 0.55 | 0.48 | 0.43 | 0.58 | 0.45 | 0.52 | 0.43 | 0.48 | 1.00 | 0.62 | 0.53 | 0.56 | 0.56 | 0.69 |
| ADBE | 0.08 | 0.39 | 0.25 | 0.33 | 0.27 | 0.28 | 0.24 | 0.28 | 0.30 | 0.26 | 0.48 | 0.27 | 0.52 | 0.30 | 0.28 | 0.33 | 0.31 | 0.27 | 0.34 | 0.30 | 0.38 | 0.43 | 0.48 | 0.30 | 0.58 | 0.42 | 0.47 | 0.40 | 0.57 | 0.35 | 0.42 | 0.61 | 0.68 | 0.52 | 0.46 | 0.55 | 0.50 | 0.55 | 0.37 | 0.50 | 0.62 | 1.00 | 0.55 | 0.59 | 0.58 | 0.70 |
| TXN | 0.06 | 0.37 | 0.27 | 0.26 | 0.26 | 0.25 | 0.25 | 0.29 | 0.40 | 0.29 | 0.53 | 0.30 | 0.41 | 0.32 | 0.30 | 0.35 | 0.31 | 0.31 | 0.32 | 0.48 | 0.37 | 0.42 | 0.62 | 0.46 | 0.46 | 0.46 | 0.46 | 0.46 | 0.63 | 0.49 | 0.47 | 0.47 | 0.48 | 0.69 | 0.43 | 0.56 | 0.49 | 0.67 | 0.48 | 0.56 | 0.53 | 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 | 0.38 | 0.36 | 0.39 | 0.38 | 0.39 | 0.43 | 0.38 | 0.37 | 0.39 | 0.42 | 0.41 | 0.41 | 0.43 | 0.48 | 0.49 | 0.47 | 0.48 | 0.43 | 0.45 | 0.48 | 0.47 | 0.49 | 0.54 | 0.46 | 0.48 | 0.50 | 0.49 | 0.49 | 0.53 | 0.52 | 0.56 | 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 | 0.38 | 0.36 | 0.41 | 0.38 | 0.39 | 0.43 | 0.37 | 0.37 | 0.37 | 0.44 | 0.41 | 0.40 | 0.44 | 0.48 | 0.49 | 0.48 | 0.49 | 0.45 | 0.47 | 0.50 | 0.47 | 0.51 | 0.54 | 0.48 | 0.48 | 0.50 | 0.49 | 0.51 | 0.54 | 0.52 | 0.56 | 0.58 | 0.54 | 0.86 | 1.00 | 0.60 |
| MSFT | 0.07 | 0.38 | 0.31 | 0.34 | 0.30 | 0.33 | 0.29 | 0.30 | 0.34 | 0.30 | 0.47 | 0.34 | 0.49 | 0.34 | 0.34 | 0.38 | 0.37 | 0.31 | 0.34 | 0.34 | 0.40 | 0.47 | 0.49 | 0.37 | 0.58 | 0.44 | 0.44 | 0.41 | 0.58 | 0.41 | 0.45 | 0.64 | 0.61 | 0.54 | 0.47 | 0.62 | 0.50 | 0.58 | 0.44 | 0.54 | 0.69 | 0.70 | 0.58 | 0.59 | 0.60 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 4 апр. 2014 г.