Growth and Income #2
Последнее обновление 3 окт. 2023 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AAPL Apple Inc. | Technology | 3.03% |
ACN Accenture plc | Technology | 3.03% |
ADSK Autodesk, Inc. | Technology | 3.03% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3.03% |
AVNT Avient Corporation | Basic Materials | 3.03% |
CAT Caterpillar Inc. | Industrials | 3.03% |
CCI Crown Castle International Corp. | Real Estate | 3.03% |
CRM salesforce.com, inc. | Technology | 3.03% |
CVX Chevron Corporation | Energy | 3.03% |
DG Dollar General Corporation | Consumer Defensive | 3.03% |
DHR Danaher Corporation | Healthcare | 3.03% |
HAL Halliburton Company | Energy | 3.03% |
HCA HCA Healthcare, Inc. | Healthcare | 3.03% |
HD The Home Depot, Inc. | Consumer Cyclical | 3.03% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 3.03% |
JPM JPMorgan Chase & Co. | Financial Services | 3.03% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 3.03% |
LPLA LPL Financial Holdings Inc. | Financial Services | 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 Lockheed Martin Corporation | Industrials | 3.03% |
RTX | 3.03% | |
MSFT | 3.03% | |
FISV Fiserv, Inc. | Technology | 3.03% |
Раз в квартал
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
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 месяц | 6 месяцев | С начала года | 1 год | 5 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% |
| Активы портфеля: | ||||||
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 выше одного года показана в среднегодовом выражении | ||||||
Доходность по месяцам
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.17% | 1.27% | -1.29% | 6.12% | 3.33% | -1.43% | -5.40% |
Growth and Income #2
Benchmark (^GSPC)
Активы портфеля
Дивидендный доход
Дивидендная доходность Growth and Income #2 за предыдущие двенадцать месяцев составила 1.58%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Growth and Income #2 | 1.58% | 1.43% | 1.18% | 1.46% | 1.58% | 1.94% | 1.55% | 1.96% | 2.11% | 1.77% | 1.59% | 2.73% |
| Активы портфеля: | ||||||||||||
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 Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс 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.
| DG | CCI | WMT | HAL | PG | LMT | CVX | HCA | STZ | MCD | LPLA | AMZN | ZTS | HLT | CRM | YUM | AAPL | CAT | MAR | LOW | DHR | RTX | LRCX | AVNT | JPM | HD | MCHP | FISV | ADSK | SNPS | MSFT | V | ACN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DG | 1.00 | 0.25 | 0.44 | 0.11 | 0.32 | 0.24 | 0.14 | 0.27 | 0.25 | 0.29 | 0.20 | 0.25 | 0.30 | 0.19 | 0.25 | 0.30 | 0.25 | 0.21 | 0.20 | 0.45 | 0.29 | 0.25 | 0.24 | 0.23 | 0.21 | 0.46 | 0.23 | 0.30 | 0.28 | 0.27 | 0.28 | 0.27 | 0.30 |
| CCI | 0.25 | 1.00 | 0.29 | 0.12 | 0.39 | 0.26 | 0.18 | 0.26 | 0.32 | 0.37 | 0.14 | 0.27 | 0.38 | 0.21 | 0.30 | 0.35 | 0.29 | 0.19 | 0.19 | 0.30 | 0.38 | 0.26 | 0.24 | 0.23 | 0.20 | 0.34 | 0.23 | 0.36 | 0.31 | 0.35 | 0.35 | 0.33 | 0.38 |
| WMT | 0.44 | 0.29 | 1.00 | 0.14 | 0.45 | 0.29 | 0.21 | 0.24 | 0.30 | 0.36 | 0.18 | 0.27 | 0.31 | 0.19 | 0.21 | 0.32 | 0.28 | 0.25 | 0.20 | 0.37 | 0.32 | 0.31 | 0.24 | 0.23 | 0.26 | 0.42 | 0.24 | 0.33 | 0.26 | 0.27 | 0.32 | 0.29 | 0.35 |
| HAL | 0.11 | 0.12 | 0.14 | 1.00 | 0.14 | 0.27 | 0.71 | 0.31 | 0.27 | 0.18 | 0.43 | 0.20 | 0.20 | 0.37 | 0.21 | 0.26 | 0.25 | 0.58 | 0.39 | 0.29 | 0.22 | 0.45 | 0.31 | 0.47 | 0.48 | 0.26 | 0.35 | 0.27 | 0.29 | 0.22 | 0.22 | 0.29 | 0.31 |
| PG | 0.32 | 0.39 | 0.45 | 0.14 | 1.00 | 0.33 | 0.23 | 0.26 | 0.33 | 0.42 | 0.15 | 0.25 | 0.35 | 0.21 | 0.24 | 0.37 | 0.29 | 0.25 | 0.23 | 0.32 | 0.39 | 0.32 | 0.24 | 0.26 | 0.27 | 0.37 | 0.24 | 0.37 | 0.24 | 0.29 | 0.36 | 0.36 | 0.40 |
| LMT | 0.24 | 0.26 | 0.29 | 0.27 | 0.33 | 1.00 | 0.33 | 0.29 | 0.29 | 0.36 | 0.31 | 0.21 | 0.29 | 0.29 | 0.24 | 0.34 | 0.27 | 0.37 | 0.32 | 0.31 | 0.30 | 0.58 | 0.26 | 0.32 | 0.37 | 0.34 | 0.25 | 0.39 | 0.25 | 0.27 | 0.30 | 0.39 | 0.39 |
| CVX | 0.14 | 0.18 | 0.21 | 0.71 | 0.23 | 0.33 | 1.00 | 0.32 | 0.29 | 0.26 | 0.42 | 0.22 | 0.24 | 0.36 | 0.23 | 0.30 | 0.27 | 0.58 | 0.37 | 0.29 | 0.27 | 0.47 | 0.31 | 0.45 | 0.51 | 0.30 | 0.35 | 0.33 | 0.29 | 0.25 | 0.29 | 0.36 | 0.38 |
| HCA | 0.27 | 0.26 | 0.24 | 0.31 | 0.26 | 0.29 | 0.32 | 1.00 | 0.33 | 0.33 | 0.35 | 0.25 | 0.39 | 0.37 | 0.29 | 0.38 | 0.31 | 0.38 | 0.37 | 0.37 | 0.35 | 0.39 | 0.32 | 0.43 | 0.42 | 0.38 | 0.35 | 0.36 | 0.34 | 0.31 | 0.32 | 0.36 | 0.40 |
| STZ | 0.25 | 0.32 | 0.30 | 0.27 | 0.33 | 0.29 | 0.29 | 0.33 | 1.00 | 0.36 | 0.32 | 0.32 | 0.34 | 0.33 | 0.32 | 0.38 | 0.32 | 0.32 | 0.35 | 0.35 | 0.35 | 0.37 | 0.33 | 0.36 | 0.36 | 0.39 | 0.32 | 0.43 | 0.35 | 0.34 | 0.36 | 0.41 | 0.42 |
| MCD | 0.29 | 0.37 | 0.36 | 0.18 | 0.42 | 0.36 | 0.26 | 0.33 | 0.36 | 1.00 | 0.27 | 0.30 | 0.36 | 0.33 | 0.31 | 0.57 | 0.33 | 0.31 | 0.35 | 0.37 | 0.38 | 0.38 | 0.28 | 0.31 | 0.36 | 0.41 | 0.30 | 0.43 | 0.31 | 0.35 | 0.40 | 0.43 | 0.42 |
| LPLA | 0.20 | 0.14 | 0.18 | 0.43 | 0.15 | 0.31 | 0.42 | 0.35 | 0.32 | 0.27 | 1.00 | 0.27 | 0.28 | 0.44 | 0.35 | 0.34 | 0.32 | 0.50 | 0.45 | 0.37 | 0.31 | 0.47 | 0.39 | 0.48 | 0.62 | 0.35 | 0.42 | 0.38 | 0.39 | 0.36 | 0.34 | 0.42 | 0.42 |
| AMZN | 0.25 | 0.27 | 0.27 | 0.20 | 0.25 | 0.21 | 0.22 | 0.25 | 0.32 | 0.30 | 0.27 | 1.00 | 0.41 | 0.35 | 0.58 | 0.34 | 0.56 | 0.29 | 0.36 | 0.38 | 0.41 | 0.28 | 0.47 | 0.34 | 0.32 | 0.41 | 0.45 | 0.40 | 0.54 | 0.57 | 0.62 | 0.51 | 0.49 |
| ZTS | 0.30 | 0.38 | 0.31 | 0.20 | 0.35 | 0.29 | 0.24 | 0.39 | 0.34 | 0.36 | 0.28 | 0.41 | 1.00 | 0.32 | 0.44 | 0.42 | 0.43 | 0.32 | 0.32 | 0.40 | 0.55 | 0.33 | 0.41 | 0.37 | 0.33 | 0.45 | 0.40 | 0.45 | 0.47 | 0.50 | 0.49 | 0.47 | 0.51 |
| HLT | 0.19 | 0.21 | 0.19 | 0.37 | 0.21 | 0.29 | 0.36 | 0.37 | 0.33 | 0.33 | 0.44 | 0.35 | 0.32 | 1.00 | 0.36 | 0.42 | 0.37 | 0.46 | 0.80 | 0.40 | 0.32 | 0.45 | 0.41 | 0.49 | 0.48 | 0.39 | 0.46 | 0.42 | 0.44 | 0.39 | 0.36 | 0.48 | 0.41 |
| CRM | 0.25 | 0.30 | 0.21 | 0.21 | 0.24 | 0.24 | 0.23 | 0.29 | 0.32 | 0.31 | 0.35 | 0.58 | 0.44 | 0.36 | 1.00 | 0.36 | 0.50 | 0.29 | 0.37 | 0.39 | 0.46 | 0.30 | 0.47 | 0.34 | 0.33 | 0.39 | 0.47 | 0.47 | 0.63 | 0.62 | 0.61 | 0.55 | 0.53 |
| YUM | 0.30 | 0.35 | 0.32 | 0.26 | 0.37 | 0.34 | 0.30 | 0.38 | 0.38 | 0.57 | 0.34 | 0.34 | 0.42 | 0.42 | 0.36 | 1.00 | 0.34 | 0.38 | 0.42 | 0.41 | 0.41 | 0.41 | 0.37 | 0.39 | 0.40 | 0.45 | 0.38 | 0.45 | 0.40 | 0.41 | 0.42 | 0.48 | 0.45 |
| AAPL | 0.25 | 0.29 | 0.28 | 0.25 | 0.29 | 0.27 | 0.27 | 0.31 | 0.32 | 0.33 | 0.32 | 0.56 | 0.43 | 0.37 | 0.50 | 0.34 | 1.00 | 0.36 | 0.38 | 0.38 | 0.44 | 0.35 | 0.53 | 0.36 | 0.38 | 0.40 | 0.52 | 0.41 | 0.51 | 0.56 | 0.62 | 0.50 | 0.51 |
| CAT | 0.21 | 0.19 | 0.25 | 0.58 | 0.25 | 0.37 | 0.58 | 0.38 | 0.32 | 0.31 | 0.50 | 0.29 | 0.32 | 0.46 | 0.29 | 0.38 | 0.36 | 1.00 | 0.49 | 0.41 | 0.38 | 0.58 | 0.43 | 0.59 | 0.59 | 0.39 | 0.48 | 0.37 | 0.40 | 0.36 | 0.36 | 0.43 | 0.45 |
| MAR | 0.20 | 0.19 | 0.20 | 0.39 | 0.23 | 0.32 | 0.37 | 0.37 | 0.35 | 0.35 | 0.45 | 0.36 | 0.32 | 0.80 | 0.37 | 0.42 | 0.38 | 0.49 | 1.00 | 0.41 | 0.33 | 0.49 | 0.44 | 0.50 | 0.51 | 0.41 | 0.48 | 0.45 | 0.45 | 0.41 | 0.39 | 0.48 | 0.45 |
| LOW | 0.45 | 0.30 | 0.37 | 0.29 | 0.32 | 0.31 | 0.29 | 0.37 | 0.35 | 0.37 | 0.37 | 0.38 | 0.40 | 0.40 | 0.39 | 0.41 | 0.38 | 0.41 | 0.41 | 1.00 | 0.43 | 0.39 | 0.38 | 0.44 | 0.42 | 0.79 | 0.42 | 0.41 | 0.44 | 0.43 | 0.42 | 0.44 | 0.48 |
| DHR | 0.29 | 0.38 | 0.32 | 0.22 | 0.39 | 0.30 | 0.27 | 0.35 | 0.35 | 0.38 | 0.31 | 0.41 | 0.55 | 0.32 | 0.46 | 0.41 | 0.44 | 0.38 | 0.33 | 0.43 | 1.00 | 0.38 | 0.43 | 0.39 | 0.37 | 0.47 | 0.46 | 0.49 | 0.51 | 0.54 | 0.52 | 0.50 | 0.56 |
| RTX | 0.25 | 0.26 | 0.31 | 0.45 | 0.32 | 0.58 | 0.47 | 0.39 | 0.37 | 0.38 | 0.47 | 0.28 | 0.33 | 0.45 | 0.30 | 0.41 | 0.35 | 0.58 | 0.49 | 0.39 | 0.38 | 1.00 | 0.39 | 0.52 | 0.55 | 0.41 | 0.41 | 0.45 | 0.39 | 0.36 | 0.38 | 0.46 | 0.47 |
| LRCX | 0.24 | 0.24 | 0.24 | 0.31 | 0.24 | 0.26 | 0.31 | 0.32 | 0.33 | 0.28 | 0.39 | 0.47 | 0.41 | 0.41 | 0.47 | 0.37 | 0.53 | 0.43 | 0.44 | 0.38 | 0.43 | 0.39 | 1.00 | 0.47 | 0.44 | 0.40 | 0.73 | 0.43 | 0.54 | 0.61 | 0.55 | 0.49 | 0.49 |
| AVNT | 0.23 | 0.23 | 0.23 | 0.47 | 0.26 | 0.32 | 0.45 | 0.43 | 0.36 | 0.31 | 0.48 | 0.34 | 0.37 | 0.49 | 0.34 | 0.39 | 0.36 | 0.59 | 0.50 | 0.44 | 0.39 | 0.52 | 0.47 | 1.00 | 0.57 | 0.43 | 0.51 | 0.43 | 0.45 | 0.42 | 0.38 | 0.44 | 0.49 |
| JPM | 0.21 | 0.20 | 0.26 | 0.48 | 0.27 | 0.37 | 0.51 | 0.42 | 0.36 | 0.36 | 0.62 | 0.32 | 0.33 | 0.48 | 0.33 | 0.40 | 0.38 | 0.59 | 0.51 | 0.42 | 0.37 | 0.55 | 0.44 | 0.57 | 1.00 | 0.43 | 0.47 | 0.43 | 0.39 | 0.37 | 0.39 | 0.48 | 0.48 |
| HD | 0.46 | 0.34 | 0.42 | 0.26 | 0.37 | 0.34 | 0.30 | 0.38 | 0.39 | 0.41 | 0.35 | 0.41 | 0.45 | 0.39 | 0.39 | 0.45 | 0.40 | 0.39 | 0.41 | 0.79 | 0.47 | 0.41 | 0.40 | 0.43 | 0.43 | 1.00 | 0.43 | 0.45 | 0.44 | 0.45 | 0.46 | 0.47 | 0.53 |
| MCHP | 0.23 | 0.23 | 0.24 | 0.35 | 0.24 | 0.25 | 0.35 | 0.35 | 0.32 | 0.30 | 0.42 | 0.45 | 0.40 | 0.46 | 0.47 | 0.38 | 0.52 | 0.48 | 0.48 | 0.42 | 0.46 | 0.41 | 0.73 | 0.51 | 0.47 | 0.43 | 1.00 | 0.46 | 0.57 | 0.60 | 0.53 | 0.49 | 0.54 |
| FISV | 0.30 | 0.36 | 0.33 | 0.27 | 0.37 | 0.39 | 0.33 | 0.36 | 0.43 | 0.43 | 0.38 | 0.40 | 0.45 | 0.42 | 0.47 | 0.45 | 0.41 | 0.37 | 0.45 | 0.41 | 0.49 | 0.45 | 0.43 | 0.43 | 0.43 | 0.45 | 0.46 | 1.00 | 0.50 | 0.53 | 0.52 | 0.62 | 0.60 |
| ADSK | 0.28 | 0.31 | 0.26 | 0.29 | 0.24 | 0.25 | 0.29 | 0.34 | 0.35 | 0.31 | 0.39 | 0.54 | 0.47 | 0.44 | 0.63 | 0.40 | 0.51 | 0.40 | 0.45 | 0.44 | 0.51 | 0.39 | 0.54 | 0.45 | 0.39 | 0.44 | 0.57 | 0.50 | 1.00 | 0.67 | 0.60 | 0.55 | 0.57 |
| SNPS | 0.27 | 0.35 | 0.27 | 0.22 | 0.29 | 0.27 | 0.25 | 0.31 | 0.34 | 0.35 | 0.36 | 0.57 | 0.50 | 0.39 | 0.62 | 0.41 | 0.56 | 0.36 | 0.41 | 0.43 | 0.54 | 0.36 | 0.61 | 0.42 | 0.37 | 0.45 | 0.60 | 0.53 | 0.67 | 1.00 | 0.66 | 0.57 | 0.60 |
| MSFT | 0.28 | 0.35 | 0.32 | 0.22 | 0.36 | 0.30 | 0.29 | 0.32 | 0.36 | 0.40 | 0.34 | 0.62 | 0.49 | 0.36 | 0.61 | 0.42 | 0.62 | 0.36 | 0.39 | 0.42 | 0.52 | 0.38 | 0.55 | 0.38 | 0.39 | 0.46 | 0.53 | 0.52 | 0.60 | 0.66 | 1.00 | 0.59 | 0.63 |
| V | 0.27 | 0.33 | 0.29 | 0.29 | 0.36 | 0.39 | 0.36 | 0.36 | 0.41 | 0.43 | 0.42 | 0.51 | 0.47 | 0.48 | 0.55 | 0.48 | 0.50 | 0.43 | 0.48 | 0.44 | 0.50 | 0.46 | 0.49 | 0.44 | 0.48 | 0.47 | 0.49 | 0.62 | 0.55 | 0.57 | 0.59 | 1.00 | 0.61 |
| ACN | 0.30 | 0.38 | 0.35 | 0.31 | 0.40 | 0.39 | 0.38 | 0.40 | 0.42 | 0.42 | 0.42 | 0.49 | 0.51 | 0.41 | 0.53 | 0.45 | 0.51 | 0.45 | 0.45 | 0.48 | 0.56 | 0.47 | 0.49 | 0.49 | 0.48 | 0.53 | 0.54 | 0.60 | 0.57 | 0.60 | 0.63 | 0.61 | 1.00 |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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. | 23 | 23 мар. 2020 г. | 93 | 4 авг. 2020 г. | 116 |
| -19.26% | 5 янв. 2022 г. | 186 | 30 сент. 2022 г. | 175 | 13 июн. 2023 г. | 361 |
| -18.81% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 56 | 18 мар. 2019 г. | 120 |
| -14.84% | 2 дек. 2015 г. | 49 | 11 февр. 2016 г. | 42 | 13 апр. 2016 г. | 91 |
| -11.32% | 23 июн. 2015 г. | 45 | 25 авг. 2015 г. | 48 | 2 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.
Growth and Income #2
Benchmark (^GSPC)
Активы портфеля