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Ленивые портфелиПользовательские портфели

Growth and Income #3

Последнее обновление 21 сент. 2023 г.

Распределение активов


AAPL 3.33%ACN 3.33%CAT 3.33%CCI 3.33%CVX 3.33%DG 3.33%DHR 3.33%HAL 3.33%HCA 3.33%HD 3.33%HLT 3.33%JPM 3.33%LPLA 3.33%LRCX 3.33%MAR 3.33%MCD 3.33%MCHP 3.33%PG 3.33%STZ 3.33%V 3.33%WMT 3.33%YUM 3.33%NSC 3.33%MA 3.33%UNH 3.33%AVGO 3.33%DFS 3.33%DECK 3.33%COST 3.33%TXRH 3.33%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc.
Technology3.33%
ACN
Accenture plc
Technology3.33%
CAT
Caterpillar Inc.
Industrials3.33%
CCI
Crown Castle International Corp.
Real Estate3.33%
CVX
Chevron Corporation
Energy3.33%
DG
Dollar General Corporation
Consumer Defensive3.33%
DHR
Danaher Corporation
Healthcare3.33%
HAL
Halliburton Company
Energy3.33%
HCA
HCA Healthcare, Inc.
Healthcare3.33%
HD
The Home Depot, Inc.
Consumer Cyclical3.33%
HLT
Hilton Worldwide Holdings Inc.
Consumer Cyclical3.33%
JPM
JPMorgan Chase & Co.
Financial Services3.33%
LPLA
LPL Financial Holdings Inc.
Financial Services3.33%
LRCX
Lam Research Corporation
Technology3.33%
MAR
Marriott International, Inc.
Consumer Cyclical3.33%
MCD
3.33%
MCHP
3.33%
PG
3.33%
STZ
3.33%
V
3.33%
WMT
3.33%
YUM
3.33%
NSC
3.33%
MA
Mastercard Inc
Financial Services3.33%
UNH
3.33%
AVGO
Broadcom Inc.
Technology3.33%
DFS
Discover Financial Services
Financial Services3.33%
DECK
Deckers Outdoor Corporation
Consumer Cyclical3.33%
COST
Costco Wholesale Corporation
Consumer Defensive3.33%
TXRH
3.33%

Доходность

График показывает рост $10,000 инвестированных в Growth and Income #3 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%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
9.99%
10.86%
Growth and Income #3
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам

Growth and Income #3 на 21 сент. 2023 г. показал доходность в 9.86% с начала года и доходность в 18.73% в годовом выражении за последние 10 лет.


1 месяц6 месяцевС начала года1 год5 лет (среднегодовая)10 лет (среднегодовая)
Бенчмарк0.33%11.48%14.66%16.16%8.51%9.76%
Growth and Income #3-0.73%9.63%9.86%19.33%17.45%18.73%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.58%26.61%
ACN
Accenture plc
2.56%17.50%20.11%21.29%14.46%18.11%
CAT
Caterpillar Inc.
3.11%28.29%18.07%65.60%15.09%16.06%
CCI
Crown Castle International Corp.
-0.40%-19.46%-25.63%-35.62%0.80%6.61%
CVX
Chevron Corporation
4.81%9.98%-4.48%11.46%11.41%7.77%
DG
Dollar General Corporation
-27.64%-42.63%-52.74%-51.35%2.26%7.86%
DHR
Danaher Corporation
1.91%3.28%-3.91%-4.83%19.25%17.32%
HAL
Halliburton Company
7.45%41.63%6.35%55.04%2.19%-0.15%
HCA
HCA Healthcare, Inc.
-7.29%1.01%6.66%29.02%14.87%19.75%
HD
The Home Depot, Inc.
-3.59%10.98%0.48%17.58%10.63%17.83%
HLT
Hilton Worldwide Holdings Inc.
1.94%12.81%21.25%23.07%13.96%14.16%
JPM
JPMorgan Chase & Co.
1.31%18.65%13.05%35.98%7.95%13.56%
LPLA
LPL Financial Holdings Inc.
7.81%21.35%14.60%8.50%31.62%21.54%
LRCX
Lam Research Corporation
-6.91%18.88%48.63%57.29%33.96%31.09%
MAR
Marriott International, Inc.
-2.01%25.63%35.31%36.30%9.65%17.42%
MCD
-0.58%3.91%6.93%12.86%13.54%14.71%
MCHP
-4.37%-5.84%10.78%20.77%14.96%16.54%
PG
1.08%8.08%3.18%16.03%15.32%9.72%
STZ
1.78%22.70%14.22%11.19%5.39%15.77%
V
0.54%9.07%17.09%30.36%10.80%18.15%
WMT
4.39%17.40%16.93%23.48%13.27%10.18%
YUM
-1.39%0.44%0.59%14.97%9.22%11.81%
NSC
-1.64%4.24%-15.18%-7.77%4.20%11.50%
MA
Mastercard Inc
3.19%16.19%18.61%35.66%13.76%19.25%
UNH
0.35%5.56%-6.10%-2.49%14.78%23.84%
AVGO
Broadcom Inc.
-2.42%31.34%51.23%76.85%31.90%38.32%
DFS
Discover Financial Services
0.40%-3.84%-7.51%-7.04%4.50%7.77%
DECK
Deckers Outdoor Corporation
-5.71%18.42%31.20%58.84%36.48%20.74%
COST
Costco Wholesale Corporation
4.93%16.06%24.22%15.21%20.82%19.70%
TXRH
-4.32%-4.00%11.33%13.74%9.00%16.11%

Таблица корреляции активов

Таблица ниже показывает коэффициенты корреляции между активами в портфеле.

DGCCIWMTPGTXRHHALDECKSTZUNHCVXHCAMCDCOSTLPLAAAPLDHRHLTYUMAVGOLRCXNSCMARCATHDMCHPDFSJPMVMAACN
DG1.000.250.440.310.250.110.270.250.300.140.270.290.440.200.250.290.190.300.250.240.240.200.210.460.230.220.210.270.270.31
CCI0.251.000.290.390.160.120.180.320.290.180.260.360.350.140.290.380.210.350.260.240.240.190.190.340.230.200.200.330.330.39
WMT0.440.291.000.450.220.140.210.290.310.210.240.350.580.180.280.320.190.320.230.240.290.200.250.420.240.270.260.290.290.35
PG0.310.390.451.000.190.140.160.330.350.230.260.420.430.150.290.390.210.370.230.240.320.230.250.370.240.240.270.360.370.40
TXRH0.250.160.220.191.000.260.350.280.250.230.310.340.280.350.260.240.390.400.270.280.310.420.280.350.320.400.360.320.350.35
HAL0.110.120.140.140.261.000.270.270.220.710.310.180.160.430.250.220.370.260.310.310.420.390.580.260.350.460.480.290.310.31
DECK0.270.180.210.160.350.271.000.250.230.240.310.260.300.360.310.330.390.330.330.340.330.380.350.410.390.390.370.340.360.37
STZ0.250.320.290.330.280.270.251.000.330.290.330.360.340.320.320.350.330.380.320.330.310.350.320.390.320.370.360.410.400.42
UNH0.300.290.310.350.250.220.230.331.000.300.420.330.350.310.340.420.310.370.310.310.370.320.330.380.300.340.400.400.400.41
CVX0.140.180.210.230.230.710.240.290.301.000.320.260.230.430.270.270.350.300.310.310.440.370.570.300.350.470.510.360.360.38
HCA0.270.260.240.260.310.310.310.330.420.321.000.330.300.350.310.350.370.380.350.320.390.370.380.380.350.390.420.360.370.40
MCD0.290.360.350.420.340.180.260.360.330.260.331.000.380.270.330.380.330.570.320.280.350.350.310.410.300.340.360.430.440.43
COST0.440.350.580.430.280.160.300.340.350.230.300.381.000.230.440.420.280.380.360.360.320.300.270.510.350.300.300.410.410.46
LPLA0.200.140.180.150.350.430.360.320.310.430.350.270.231.000.320.310.440.340.360.390.450.450.500.350.420.570.620.420.430.42
AAPL0.250.290.280.290.260.250.310.320.340.270.310.330.440.321.000.450.370.340.570.530.370.380.360.400.520.360.380.500.510.51
DHR0.290.380.320.390.240.220.330.350.420.270.350.380.420.310.451.000.320.410.450.430.400.330.380.470.460.350.370.500.510.56
HLT0.190.210.190.210.390.370.390.330.310.350.370.330.280.440.370.321.000.420.400.410.440.800.460.390.460.510.480.480.480.41
YUM0.300.350.320.370.400.260.330.380.370.300.380.570.380.340.340.410.421.000.370.370.400.420.380.450.380.410.410.480.480.45
AVGO0.250.260.230.230.270.310.330.320.310.310.350.320.360.360.570.450.400.371.000.640.420.420.420.390.690.400.410.470.490.51
LRCX0.240.240.240.240.280.310.340.330.310.310.320.280.360.390.530.430.410.370.641.000.420.440.430.400.730.440.440.490.510.49
NSC0.240.240.290.320.310.420.330.310.370.440.390.350.320.450.370.400.440.400.420.421.000.440.570.440.440.510.540.440.460.49
MAR0.200.190.200.230.420.390.380.350.320.370.370.350.300.450.380.330.800.420.420.440.441.000.490.410.480.530.510.470.480.45
CAT0.210.190.250.250.280.580.350.320.330.570.380.310.270.500.360.380.460.380.420.430.570.491.000.390.480.550.590.430.440.45
HD0.460.340.420.370.350.260.410.390.380.300.380.410.510.350.400.470.390.450.390.400.440.410.391.000.430.430.420.470.470.53
MCHP0.230.230.240.240.320.350.390.320.300.350.350.300.350.420.520.460.460.380.690.730.440.480.480.431.000.480.470.490.510.54
DFS0.220.200.270.240.400.460.390.370.340.470.390.340.300.570.360.350.510.410.400.440.510.530.550.430.481.000.720.490.500.46
JPM0.210.200.260.270.360.480.370.360.400.510.420.360.300.620.380.370.480.410.410.440.540.510.590.420.470.721.000.480.490.48
V0.270.330.290.360.320.290.340.410.400.360.360.430.410.420.500.500.480.480.470.490.440.470.430.470.490.490.481.000.850.61
MA0.270.330.290.370.350.310.360.400.400.360.370.440.410.430.510.510.480.480.490.510.460.480.440.470.510.500.490.851.000.63
ACN0.310.390.350.400.350.310.370.420.410.380.400.430.460.420.510.560.410.450.510.490.490.450.450.530.540.460.480.610.631.00

Коэффициент Шарпа

Growth and Income #3 на текущий момент имеет коэффициент Шарпа равный 0.93. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

-1.000.001.002.003.004.000.93

Коэффициент Шарпа Growth and Income #3 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-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
0.93
0.74
Growth and Income #3
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность Growth and Income #3 за предыдущие двенадцать месяцев составила 1.70%.


TTM20222021202020192018201720162015201420132012
Growth and Income #31.70%1.61%1.28%1.67%1.82%2.13%1.84%2.10%2.44%1.92%1.71%3.24%
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
1.41%1.53%0.89%1.30%1.13%2.11%1.80%2.19%2.30%2.52%2.51%2.71%
CAT
Caterpillar Inc.
1.76%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.
6.47%4.59%2.83%3.45%3.70%4.68%4.35%5.34%5.18%3.31%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
1.97%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
0.41%0.38%0.26%0.33%0.45%0.63%0.62%0.65%0.60%0.49%0.14%0.19%
HAL
Halliburton Company
1.45%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.
0.93%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.
2.63%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.
0.39%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.
2.70%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
LPLA
LPL Financial Holdings Inc.
0.47%0.46%0.62%0.97%1.12%1.71%1.85%3.08%2.64%2.48%1.63%9.53%
LRCX
Lam Research Corporation
1.16%1.55%0.80%1.07%1.62%2.99%1.10%1.42%1.53%0.78%0.00%0.00%
MAR
Marriott International, Inc.
0.92%0.68%0.00%0.37%1.24%1.48%0.99%1.47%1.52%1.08%1.43%1.47%
MCD
2.19%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
MCHP
1.93%1.67%1.01%1.11%1.48%2.17%1.80%2.50%3.52%3.72%3.85%5.43%
PG
2.42%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
STZ
1.29%1.38%1.24%1.42%1.66%1.83%0.93%1.08%0.72%0.00%0.00%0.00%
V
0.74%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
WMT
1.38%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
YUM
1.88%1.81%1.49%1.82%1.79%1.71%1.63%2.42%2.67%2.46%2.19%2.20%
NSC
2.58%2.05%1.45%1.67%1.99%2.23%1.88%2.49%3.28%2.44%2.71%3.97%
MA
Mastercard Inc
0.54%0.57%0.49%0.46%0.45%0.54%0.60%0.77%0.69%0.54%0.27%0.23%
UNH
1.43%1.22%1.14%1.43%1.49%1.49%1.42%1.64%1.79%1.59%1.62%1.74%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
DFS
Discover Financial Services
2.93%2.40%1.70%2.06%2.17%2.84%1.93%1.87%2.39%1.70%1.32%1.42%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.68%0.77%0.55%3.45%0.91%1.16%5.18%1.24%4.66%1.16%1.23%10.00%
TXRH
2.12%2.05%1.38%0.48%2.26%1.81%1.75%1.76%2.17%2.06%2.05%3.30%

Комиссия

Комиссия Growth and Income #3 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.
0.51
ACN
Accenture plc
0.62
CAT
Caterpillar Inc.
1.89
CCI
Crown Castle International Corp.
-1.31
CVX
Chevron Corporation
0.40
DG
Dollar General Corporation
-1.58
DHR
Danaher Corporation
-0.30
HAL
Halliburton Company
1.11
HCA
HCA Healthcare, Inc.
0.91
HD
The Home Depot, Inc.
0.55
HLT
Hilton Worldwide Holdings Inc.
0.64
JPM
JPMorgan Chase & Co.
1.19
LPLA
LPL Financial Holdings Inc.
0.21
LRCX
Lam Research Corporation
1.20
MAR
Marriott International, Inc.
1.10
MCD
N/A
MCHP
N/A
PG
N/A
STZ
N/A
V
N/A
WMT
N/A
YUM
N/A
NSC
N/A
MA
Mastercard Inc
1.45
UNH
N/A
AVGO
Broadcom Inc.
2.14
DFS
Discover Financial Services
-0.31
DECK
Deckers Outdoor Corporation
1.72
COST
Costco Wholesale Corporation
0.57
TXRH
N/A

График просадок

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.96%
-8.22%
Growth and Income #3
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Growth and Income #3 с января 2010 показал максимальную просадку в 38.36%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 97 торговых сессий.

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

-38.36%20 февр. 2020 г.2323 мар. 2020 г.9710 авг. 2020 г.120
-17.56%21 апр. 2022 г.4016 июн. 2022 г.11530 нояб. 2022 г.155
-16.25%24 сент. 2018 г.6424 дек. 2018 г.3413 февр. 2019 г.98
-14.48%23 июн. 2015 г.16211 февр. 2016 г.3230 мар. 2016 г.194
-11.07%5 янв. 2022 г.427 мар. 2022 г.3120 апр. 2022 г.73

График волатильности

Текущая волатильность Growth and Income #3 составляет 2.85%, 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%AprilMayJuneJulyAugustSeptember
2.85%
3.47%
Growth and Income #3
Benchmark (^GSPC)
Активы портфеля