PortfoliosLab logo
Инструменты
Анализ доходности
Анализ рисков
Инструменты оптимизации
Факторный анализ
Все инструменты
Анализ портфеля
Портфели
Ленивые портфелиПользовательские портфели

Growth and Income #2

Последнее обновление 3 окт. 2023 г.

Распределение активов


AAPL 3.03%ACN 3.03%ADSK 3.03%AMZN 3.03%AVNT 3.03%CAT 3.03%CCI 3.03%CRM 3.03%CVX 3.03%DG 3.03%DHR 3.03%HAL 3.03%HCA 3.03%HD 3.03%HLT 3.03%JPM 3.03%LOW 3.03%LPLA 3.03%LRCX 3.03%MAR 3.03%MCD 3.03%MCHP 3.03%PG 3.03%SNPS 3.03%STZ 3.03%V 3.03%WMT 3.03%YUM 3.03%ZTS 3.03%LMT 3.03%RTX 3.03%MSFT 3.03%FISV 3.03%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc.
Technology3.03%
ACN
Accenture plc
Technology3.03%
ADSK
Autodesk, Inc.
Technology3.03%
AMZN
Amazon.com, Inc.
Consumer Cyclical3.03%
AVNT
Avient Corporation
Basic Materials3.03%
CAT
Caterpillar Inc.
Industrials3.03%
CCI
Crown Castle International Corp.
Real Estate3.03%
CRM
salesforce.com, inc.
Technology3.03%
CVX
Chevron Corporation
Energy3.03%
DG
Dollar General Corporation
Consumer Defensive3.03%
DHR
Danaher Corporation
Healthcare3.03%
HAL
Halliburton Company
Energy3.03%
HCA
HCA Healthcare, Inc.
Healthcare3.03%
HD
The Home Depot, Inc.
Consumer Cyclical3.03%
HLT
Hilton Worldwide Holdings Inc.
Consumer Cyclical3.03%
JPM
JPMorgan Chase & Co.
Financial Services3.03%
LOW
Lowe's Companies, Inc.
Consumer Cyclical3.03%
LPLA
LPL Financial Holdings Inc.
Financial Services3.03%
LRCX
3.03%
MAR
3.03%
MCD
3.03%
MCHP
3.03%
PG
3.03%
SNPS
3.03%
STZ
3.03%
V
3.03%
WMT
3.03%
YUM
3.03%
ZTS
3.03%
LMT
Lockheed Martin Corporation
Industrials3.03%
RTX
3.03%
MSFT
3.03%
FISV
Fiserv, Inc.
Technology3.03%

Доходность

График показывает рост $10,000 инвестированных в Growth and Income #2 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


0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
2.53%
4.84%
Growth and Income #2
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам

Growth and Income #2 на 3 окт. 2023 г. показал доходность в 8.93% с начала года и доходность в 17.39% в годовом выражении за последние 10 лет.


1 месяц6 месяцевС начала года1 год5 лет (среднегодовая)10 лет (среднегодовая)
Бенчмарк-5.04%4.58%11.69%16.58%8.16%9.43%
Growth and Income #2-6.44%1.93%8.93%17.83%15.53%17.39%
AAPL
Apple Inc.
-8.29%5.19%34.30%22.70%26.17%26.38%
ACN
Accenture plc
-5.94%8.66%16.87%18.26%14.15%17.72%
ADSK
Autodesk, Inc.
-5.01%2.79%11.84%8.59%6.59%16.86%
AMZN
Amazon.com, Inc.
-6.27%24.54%54.12%11.72%6.31%21.62%
AVNT
Avient Corporation
-13.48%-11.81%5.05%10.31%-1.48%2.21%
CAT
Caterpillar Inc.
-5.08%26.26%15.15%62.18%14.47%15.70%
CCI
Crown Castle International Corp.
-7.37%-29.93%-30.10%-35.11%0.17%5.92%
CRM
salesforce.com, inc.
-8.04%3.30%53.64%37.73%5.65%15.21%
CVX
Chevron Corporation
1.36%0.44%-4.57%13.76%10.71%7.73%
DG
Dollar General Corporation
-20.33%-51.25%-57.59%-57.54%0.78%6.64%
DHR
Danaher Corporation
-19.52%-14.05%-19.29%-20.23%15.36%15.19%
HAL
Halliburton Company
0.29%20.77%2.43%53.30%0.84%-0.53%
HCA
HCA Healthcare, Inc.
-11.76%-7.08%3.73%29.09%13.26%19.34%
HD
The Home Depot, Inc.
-9.98%3.04%-3.08%8.55%11.30%17.33%
HLT
Hilton Worldwide Holdings Inc.
-1.18%7.57%18.46%23.06%15.07%13.84%
JPM
JPMorgan Chase & Co.
-2.08%13.61%9.60%37.65%7.61%13.15%
LOW
Lowe's Companies, Inc.
-11.51%2.34%4.81%8.27%15.29%18.37%
LPLA
LPL Financial Holdings Inc.
1.63%24.48%10.65%6.13%31.21%21.03%
LRCX
-9.85%25.83%51.52%64.03%35.70%31.23%
MAR
-5.86%18.53%31.17%39.05%10.49%16.99%
MCD
-8.25%-7.71%-0.57%11.96%11.83%13.81%
MCHP
-4.76%-3.03%13.17%25.44%18.92%16.73%
PG
-6.03%-2.14%-2.39%15.94%15.12%9.06%
SNPS
0.73%20.49%45.27%46.32%37.60%29.11%
STZ
-4.18%14.76%8.44%7.51%3.81%15.11%
V
-6.79%1.98%11.96%28.34%10.31%17.55%
WMT
-0.91%9.54%14.21%22.65%13.15%9.88%
YUM
-3.53%-4.08%-0.99%16.76%8.87%11.59%
ZTS
-10.28%3.84%18.66%15.14%14.47%19.97%
LMT
Lockheed Martin Corporation
-9.01%-15.40%-14.51%4.69%5.96%14.80%
RTX
-17.32%-27.36%-27.99%-12.04%-1.83%2.91%
MSFT
-2.09%12.54%35.10%34.96%24.78%26.84%
FISV
Fiserv, Inc.
0.00%3.75%14.55%21.34%7.58%0.34%

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20232.17%1.27%-1.29%6.12%3.33%-1.43%-5.40%

Коэффициент Шарпа

Growth and Income #2 на текущий момент имеет коэффициент Шарпа равный 1.16. Коэффициент Шарпа более 1,0 считается приемлемым.

-1.000.001.002.003.004.001.16

Коэффициент Шарпа Growth and Income #2 находится между 25-м и 75-м процентилями. Это указывает на то, что риск-корректированная доходность портфеля находится в соответствии с большинством портфелей. Это указывает на сбалансированный подход к риску и доходности, который может подойти для широкого круга инвесторов.


Скользящий 12-месячный коэффициент Шарпа-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.16
1.04
Growth and Income #2
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность Growth and Income #2 за предыдущие двенадцать месяцев составила 1.58%.


TTM20222021202020192018201720162015201420132012
Growth and Income #21.58%1.43%1.18%1.46%1.58%1.94%1.55%1.96%2.11%1.77%1.59%2.73%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
ACN
Accenture plc
1.45%1.53%0.89%1.30%1.13%2.11%1.80%2.19%2.30%2.52%2.51%2.71%
ADSK
Autodesk, 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%
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%
AVNT
Avient Corporation
2.85%2.90%1.63%2.16%2.34%2.83%1.53%1.79%1.56%1.07%0.89%1.19%
CAT
Caterpillar Inc.
1.80%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%
CCI
Crown Castle International Corp.
6.88%4.59%2.83%3.45%3.70%4.68%4.35%5.34%5.18%3.31%0.00%0.00%
CRM
salesforce.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%
CVX
Chevron Corporation
3.57%3.25%4.82%6.85%4.68%5.08%4.42%4.85%6.62%5.46%4.70%5.05%
DG
Dollar General Corporation
1.67%1.07%0.70%0.68%0.83%1.09%0.88%1.44%1.32%0.00%0.00%0.00%
DHR
Danaher Corporation
0.37%0.38%0.26%0.33%0.45%0.63%0.62%0.65%0.60%0.43%0.12%0.17%
HAL
Halliburton Company
1.51%1.24%0.81%1.73%3.11%2.96%1.64%1.50%2.43%1.87%1.22%1.24%
HCA
HCA Healthcare, Inc.
0.95%0.94%0.76%0.48%1.12%1.18%0.00%0.00%0.00%0.00%0.00%22.77%
HD
The Home Depot, Inc.
2.72%2.46%1.66%2.41%2.72%2.69%2.16%2.42%2.14%2.19%2.37%2.40%
HLT
Hilton Worldwide Holdings Inc.
0.40%0.36%0.00%0.14%0.55%0.85%0.77%1.06%0.68%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.78%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
LOW
Lowe's Companies, Inc.
2.07%1.88%1.12%1.47%1.84%2.10%1.81%2.00%1.54%1.39%1.63%2.04%
LPLA
LPL Financial Holdings Inc.
0.48%0.46%0.62%0.97%1.12%1.71%1.85%3.08%2.64%2.48%1.63%9.53%
LRCX
1.14%1.55%0.80%1.07%1.62%2.99%1.10%1.42%1.53%0.78%0.00%0.00%
MAR
0.95%0.68%0.00%0.37%1.24%1.48%0.99%1.47%1.52%1.08%1.43%1.47%
MCD
2.36%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
MCHP
1.89%1.67%1.01%1.11%1.48%2.17%1.80%2.50%3.52%3.72%3.85%5.43%
PG
2.55%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
SNPS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STZ
1.36%1.38%1.24%1.42%1.66%1.83%0.93%1.08%0.72%0.00%0.00%0.00%
V
0.78%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
WMT
1.42%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
YUM
1.91%1.81%1.49%1.82%1.79%1.71%1.63%2.42%2.67%2.46%2.19%2.20%
ZTS
0.84%0.89%0.42%0.49%0.51%0.61%0.61%0.74%0.73%0.71%0.64%0.00%
LMT
Lockheed Martin Corporation
2.94%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
RTX
3.20%2.18%2.43%2.82%2.16%2.99%2.45%2.81%3.22%2.54%2.43%3.19%
MSFT
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
FISV
Fiserv, 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%

Комиссия

Комиссия Growth and Income #2 составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


Портфель не содержит фондов, взимающих комиссии

Риск-скорректированная доходность

В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.


Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
AAPL
Apple Inc.
0.82
ACN
Accenture plc
0.77
ADSK
Autodesk, Inc.
0.28
AMZN
Amazon.com, Inc.
0.33
AVNT
Avient Corporation
0.41
CAT
Caterpillar Inc.
2.30
CCI
Crown Castle International Corp.
-1.17
CRM
salesforce.com, inc.
1.09
CVX
Chevron Corporation
0.78
DG
Dollar General Corporation
-1.68
DHR
Danaher Corporation
-0.58
HAL
Halliburton Company
1.54
HCA
HCA Healthcare, Inc.
1.32
HD
The Home Depot, Inc.
0.44
HLT
Hilton Worldwide Holdings Inc.
0.96
JPM
JPMorgan Chase & Co.
1.64
LOW
Lowe's Companies, Inc.
0.37
LPLA
LPL Financial Holdings Inc.
0.21
LRCX
N/A
MAR
N/A
MCD
N/A
MCHP
N/A
PG
N/A
SNPS
N/A
STZ
N/A
V
N/A
WMT
N/A
YUM
N/A
ZTS
N/A
LMT
Lockheed Martin Corporation
0.36
RTX
N/A
MSFT
N/A
FISV
Fiserv, Inc.
N/A

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

DGCCIWMTHALPGLMTCVXHCASTZMCDLPLAAMZNZTSHLTCRMYUMAAPLCATMARLOWDHRRTXLRCXAVNTJPMHDMCHPFISVADSKSNPSMSFTVACN
DG1.000.250.440.110.320.240.140.270.250.290.200.250.300.190.250.300.250.210.200.450.290.250.240.230.210.460.230.300.280.270.280.270.30
CCI0.251.000.290.120.390.260.180.260.320.370.140.270.380.210.300.350.290.190.190.300.380.260.240.230.200.340.230.360.310.350.350.330.38
WMT0.440.291.000.140.450.290.210.240.300.360.180.270.310.190.210.320.280.250.200.370.320.310.240.230.260.420.240.330.260.270.320.290.35
HAL0.110.120.141.000.140.270.710.310.270.180.430.200.200.370.210.260.250.580.390.290.220.450.310.470.480.260.350.270.290.220.220.290.31
PG0.320.390.450.141.000.330.230.260.330.420.150.250.350.210.240.370.290.250.230.320.390.320.240.260.270.370.240.370.240.290.360.360.40
LMT0.240.260.290.270.331.000.330.290.290.360.310.210.290.290.240.340.270.370.320.310.300.580.260.320.370.340.250.390.250.270.300.390.39
CVX0.140.180.210.710.230.331.000.320.290.260.420.220.240.360.230.300.270.580.370.290.270.470.310.450.510.300.350.330.290.250.290.360.38
HCA0.270.260.240.310.260.290.321.000.330.330.350.250.390.370.290.380.310.380.370.370.350.390.320.430.420.380.350.360.340.310.320.360.40
STZ0.250.320.300.270.330.290.290.331.000.360.320.320.340.330.320.380.320.320.350.350.350.370.330.360.360.390.320.430.350.340.360.410.42
MCD0.290.370.360.180.420.360.260.330.361.000.270.300.360.330.310.570.330.310.350.370.380.380.280.310.360.410.300.430.310.350.400.430.42
LPLA0.200.140.180.430.150.310.420.350.320.271.000.270.280.440.350.340.320.500.450.370.310.470.390.480.620.350.420.380.390.360.340.420.42
AMZN0.250.270.270.200.250.210.220.250.320.300.271.000.410.350.580.340.560.290.360.380.410.280.470.340.320.410.450.400.540.570.620.510.49
ZTS0.300.380.310.200.350.290.240.390.340.360.280.411.000.320.440.420.430.320.320.400.550.330.410.370.330.450.400.450.470.500.490.470.51
HLT0.190.210.190.370.210.290.360.370.330.330.440.350.321.000.360.420.370.460.800.400.320.450.410.490.480.390.460.420.440.390.360.480.41
CRM0.250.300.210.210.240.240.230.290.320.310.350.580.440.361.000.360.500.290.370.390.460.300.470.340.330.390.470.470.630.620.610.550.53
YUM0.300.350.320.260.370.340.300.380.380.570.340.340.420.420.361.000.340.380.420.410.410.410.370.390.400.450.380.450.400.410.420.480.45
AAPL0.250.290.280.250.290.270.270.310.320.330.320.560.430.370.500.341.000.360.380.380.440.350.530.360.380.400.520.410.510.560.620.500.51
CAT0.210.190.250.580.250.370.580.380.320.310.500.290.320.460.290.380.361.000.490.410.380.580.430.590.590.390.480.370.400.360.360.430.45
MAR0.200.190.200.390.230.320.370.370.350.350.450.360.320.800.370.420.380.491.000.410.330.490.440.500.510.410.480.450.450.410.390.480.45
LOW0.450.300.370.290.320.310.290.370.350.370.370.380.400.400.390.410.380.410.411.000.430.390.380.440.420.790.420.410.440.430.420.440.48
DHR0.290.380.320.220.390.300.270.350.350.380.310.410.550.320.460.410.440.380.330.431.000.380.430.390.370.470.460.490.510.540.520.500.56
RTX0.250.260.310.450.320.580.470.390.370.380.470.280.330.450.300.410.350.580.490.390.381.000.390.520.550.410.410.450.390.360.380.460.47
LRCX0.240.240.240.310.240.260.310.320.330.280.390.470.410.410.470.370.530.430.440.380.430.391.000.470.440.400.730.430.540.610.550.490.49
AVNT0.230.230.230.470.260.320.450.430.360.310.480.340.370.490.340.390.360.590.500.440.390.520.471.000.570.430.510.430.450.420.380.440.49
JPM0.210.200.260.480.270.370.510.420.360.360.620.320.330.480.330.400.380.590.510.420.370.550.440.571.000.430.470.430.390.370.390.480.48
HD0.460.340.420.260.370.340.300.380.390.410.350.410.450.390.390.450.400.390.410.790.470.410.400.430.431.000.430.450.440.450.460.470.53
MCHP0.230.230.240.350.240.250.350.350.320.300.420.450.400.460.470.380.520.480.480.420.460.410.730.510.470.431.000.460.570.600.530.490.54
FISV0.300.360.330.270.370.390.330.360.430.430.380.400.450.420.470.450.410.370.450.410.490.450.430.430.430.450.461.000.500.530.520.620.60
ADSK0.280.310.260.290.240.250.290.340.350.310.390.540.470.440.630.400.510.400.450.440.510.390.540.450.390.440.570.501.000.670.600.550.57
SNPS0.270.350.270.220.290.270.250.310.340.350.360.570.500.390.620.410.560.360.410.430.540.360.610.420.370.450.600.530.671.000.660.570.60
MSFT0.280.350.320.220.360.300.290.320.360.400.340.620.490.360.610.420.620.360.390.420.520.380.550.380.390.460.530.520.600.661.000.590.63
V0.270.330.290.290.360.390.360.360.410.430.420.510.470.480.550.480.500.430.480.440.500.460.490.440.480.470.490.620.550.570.591.000.61
ACN0.300.380.350.310.400.390.380.400.420.420.420.490.510.410.530.450.510.450.450.480.560.470.490.490.480.530.540.600.570.600.630.611.00

График просадок

На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-7.54%
-10.59%
Growth and Income #2
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Growth and Income #2 с января 2010 показал максимальную просадку в 36.84%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 93 торговые сессии.

В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.


Глубина

Начало

Падение

Дно

Восстановление

Окончание

Всего

-36.84%20 февр. 2020 г.2323 мар. 2020 г.934 авг. 2020 г.116
-19.26%5 янв. 2022 г.18630 сент. 2022 г.17513 июн. 2023 г.361
-18.81%24 сент. 2018 г.6424 дек. 2018 г.5618 мар. 2019 г.120
-14.84%2 дек. 2015 г.4911 февр. 2016 г.4213 апр. 2016 г.91
-11.32%23 июн. 2015 г.4525 авг. 2015 г.482 нояб. 2015 г.93

График волатильности

Текущая волатильность Growth and Income #2 составляет 3.13%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.13%
3.15%
Growth and Income #2
Benchmark (^GSPC)
Активы портфеля