Growth and Income #3
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
AAPL Apple Inc. | Technology | 3.33% |
ACN Accenture plc | Technology | 3.33% |
CAT Caterpillar Inc. | Industrials | 3.33% |
CCI Crown Castle International Corp. | Real Estate | 3.33% |
CVX Chevron Corporation | Energy | 3.33% |
DG Dollar General Corporation | Consumer Defensive | 3.33% |
DHR Danaher Corporation | Healthcare | 3.33% |
HAL Halliburton Company | Energy | 3.33% |
HCA HCA Healthcare, Inc. | Healthcare | 3.33% |
HD The Home Depot, Inc. | Consumer Cyclical | 3.33% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 3.33% |
JPM JPMorgan Chase & Co. | Financial Services | 3.33% |
LPLA LPL Financial Holdings Inc. | Financial Services | 3.33% |
LRCX Lam Research Corporation | Technology | 3.33% |
MAR Marriott International, Inc. | Consumer Cyclical | 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 Mastercard Inc | Financial Services | 3.33% |
UNH | 3.33% | |
AVGO Broadcom Inc. | Technology | 3.33% |
DFS Discover Financial Services | Financial Services | 3.33% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 3.33% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.33% |
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
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 месяц | 6 месяцев | С начала года | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
Бенчмарк | 0.33% | 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% |
Активы портфеля: | ||||||
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% |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
DG | CCI | WMT | PG | TXRH | HAL | DECK | STZ | UNH | CVX | HCA | MCD | COST | LPLA | AAPL | DHR | HLT | YUM | AVGO | LRCX | NSC | MAR | CAT | HD | MCHP | DFS | JPM | V | MA | ACN | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
DG | 1.00 | 0.25 | 0.44 | 0.31 | 0.25 | 0.11 | 0.27 | 0.25 | 0.30 | 0.14 | 0.27 | 0.29 | 0.44 | 0.20 | 0.25 | 0.29 | 0.19 | 0.30 | 0.25 | 0.24 | 0.24 | 0.20 | 0.21 | 0.46 | 0.23 | 0.22 | 0.21 | 0.27 | 0.27 | 0.31 |
CCI | 0.25 | 1.00 | 0.29 | 0.39 | 0.16 | 0.12 | 0.18 | 0.32 | 0.29 | 0.18 | 0.26 | 0.36 | 0.35 | 0.14 | 0.29 | 0.38 | 0.21 | 0.35 | 0.26 | 0.24 | 0.24 | 0.19 | 0.19 | 0.34 | 0.23 | 0.20 | 0.20 | 0.33 | 0.33 | 0.39 |
WMT | 0.44 | 0.29 | 1.00 | 0.45 | 0.22 | 0.14 | 0.21 | 0.29 | 0.31 | 0.21 | 0.24 | 0.35 | 0.58 | 0.18 | 0.28 | 0.32 | 0.19 | 0.32 | 0.23 | 0.24 | 0.29 | 0.20 | 0.25 | 0.42 | 0.24 | 0.27 | 0.26 | 0.29 | 0.29 | 0.35 |
PG | 0.31 | 0.39 | 0.45 | 1.00 | 0.19 | 0.14 | 0.16 | 0.33 | 0.35 | 0.23 | 0.26 | 0.42 | 0.43 | 0.15 | 0.29 | 0.39 | 0.21 | 0.37 | 0.23 | 0.24 | 0.32 | 0.23 | 0.25 | 0.37 | 0.24 | 0.24 | 0.27 | 0.36 | 0.37 | 0.40 |
TXRH | 0.25 | 0.16 | 0.22 | 0.19 | 1.00 | 0.26 | 0.35 | 0.28 | 0.25 | 0.23 | 0.31 | 0.34 | 0.28 | 0.35 | 0.26 | 0.24 | 0.39 | 0.40 | 0.27 | 0.28 | 0.31 | 0.42 | 0.28 | 0.35 | 0.32 | 0.40 | 0.36 | 0.32 | 0.35 | 0.35 |
HAL | 0.11 | 0.12 | 0.14 | 0.14 | 0.26 | 1.00 | 0.27 | 0.27 | 0.22 | 0.71 | 0.31 | 0.18 | 0.16 | 0.43 | 0.25 | 0.22 | 0.37 | 0.26 | 0.31 | 0.31 | 0.42 | 0.39 | 0.58 | 0.26 | 0.35 | 0.46 | 0.48 | 0.29 | 0.31 | 0.31 |
DECK | 0.27 | 0.18 | 0.21 | 0.16 | 0.35 | 0.27 | 1.00 | 0.25 | 0.23 | 0.24 | 0.31 | 0.26 | 0.30 | 0.36 | 0.31 | 0.33 | 0.39 | 0.33 | 0.33 | 0.34 | 0.33 | 0.38 | 0.35 | 0.41 | 0.39 | 0.39 | 0.37 | 0.34 | 0.36 | 0.37 |
STZ | 0.25 | 0.32 | 0.29 | 0.33 | 0.28 | 0.27 | 0.25 | 1.00 | 0.33 | 0.29 | 0.33 | 0.36 | 0.34 | 0.32 | 0.32 | 0.35 | 0.33 | 0.38 | 0.32 | 0.33 | 0.31 | 0.35 | 0.32 | 0.39 | 0.32 | 0.37 | 0.36 | 0.41 | 0.40 | 0.42 |
UNH | 0.30 | 0.29 | 0.31 | 0.35 | 0.25 | 0.22 | 0.23 | 0.33 | 1.00 | 0.30 | 0.42 | 0.33 | 0.35 | 0.31 | 0.34 | 0.42 | 0.31 | 0.37 | 0.31 | 0.31 | 0.37 | 0.32 | 0.33 | 0.38 | 0.30 | 0.34 | 0.40 | 0.40 | 0.40 | 0.41 |
CVX | 0.14 | 0.18 | 0.21 | 0.23 | 0.23 | 0.71 | 0.24 | 0.29 | 0.30 | 1.00 | 0.32 | 0.26 | 0.23 | 0.43 | 0.27 | 0.27 | 0.35 | 0.30 | 0.31 | 0.31 | 0.44 | 0.37 | 0.57 | 0.30 | 0.35 | 0.47 | 0.51 | 0.36 | 0.36 | 0.38 |
HCA | 0.27 | 0.26 | 0.24 | 0.26 | 0.31 | 0.31 | 0.31 | 0.33 | 0.42 | 0.32 | 1.00 | 0.33 | 0.30 | 0.35 | 0.31 | 0.35 | 0.37 | 0.38 | 0.35 | 0.32 | 0.39 | 0.37 | 0.38 | 0.38 | 0.35 | 0.39 | 0.42 | 0.36 | 0.37 | 0.40 |
MCD | 0.29 | 0.36 | 0.35 | 0.42 | 0.34 | 0.18 | 0.26 | 0.36 | 0.33 | 0.26 | 0.33 | 1.00 | 0.38 | 0.27 | 0.33 | 0.38 | 0.33 | 0.57 | 0.32 | 0.28 | 0.35 | 0.35 | 0.31 | 0.41 | 0.30 | 0.34 | 0.36 | 0.43 | 0.44 | 0.43 |
COST | 0.44 | 0.35 | 0.58 | 0.43 | 0.28 | 0.16 | 0.30 | 0.34 | 0.35 | 0.23 | 0.30 | 0.38 | 1.00 | 0.23 | 0.44 | 0.42 | 0.28 | 0.38 | 0.36 | 0.36 | 0.32 | 0.30 | 0.27 | 0.51 | 0.35 | 0.30 | 0.30 | 0.41 | 0.41 | 0.46 |
LPLA | 0.20 | 0.14 | 0.18 | 0.15 | 0.35 | 0.43 | 0.36 | 0.32 | 0.31 | 0.43 | 0.35 | 0.27 | 0.23 | 1.00 | 0.32 | 0.31 | 0.44 | 0.34 | 0.36 | 0.39 | 0.45 | 0.45 | 0.50 | 0.35 | 0.42 | 0.57 | 0.62 | 0.42 | 0.43 | 0.42 |
AAPL | 0.25 | 0.29 | 0.28 | 0.29 | 0.26 | 0.25 | 0.31 | 0.32 | 0.34 | 0.27 | 0.31 | 0.33 | 0.44 | 0.32 | 1.00 | 0.45 | 0.37 | 0.34 | 0.57 | 0.53 | 0.37 | 0.38 | 0.36 | 0.40 | 0.52 | 0.36 | 0.38 | 0.50 | 0.51 | 0.51 |
DHR | 0.29 | 0.38 | 0.32 | 0.39 | 0.24 | 0.22 | 0.33 | 0.35 | 0.42 | 0.27 | 0.35 | 0.38 | 0.42 | 0.31 | 0.45 | 1.00 | 0.32 | 0.41 | 0.45 | 0.43 | 0.40 | 0.33 | 0.38 | 0.47 | 0.46 | 0.35 | 0.37 | 0.50 | 0.51 | 0.56 |
HLT | 0.19 | 0.21 | 0.19 | 0.21 | 0.39 | 0.37 | 0.39 | 0.33 | 0.31 | 0.35 | 0.37 | 0.33 | 0.28 | 0.44 | 0.37 | 0.32 | 1.00 | 0.42 | 0.40 | 0.41 | 0.44 | 0.80 | 0.46 | 0.39 | 0.46 | 0.51 | 0.48 | 0.48 | 0.48 | 0.41 |
YUM | 0.30 | 0.35 | 0.32 | 0.37 | 0.40 | 0.26 | 0.33 | 0.38 | 0.37 | 0.30 | 0.38 | 0.57 | 0.38 | 0.34 | 0.34 | 0.41 | 0.42 | 1.00 | 0.37 | 0.37 | 0.40 | 0.42 | 0.38 | 0.45 | 0.38 | 0.41 | 0.41 | 0.48 | 0.48 | 0.45 |
AVGO | 0.25 | 0.26 | 0.23 | 0.23 | 0.27 | 0.31 | 0.33 | 0.32 | 0.31 | 0.31 | 0.35 | 0.32 | 0.36 | 0.36 | 0.57 | 0.45 | 0.40 | 0.37 | 1.00 | 0.64 | 0.42 | 0.42 | 0.42 | 0.39 | 0.69 | 0.40 | 0.41 | 0.47 | 0.49 | 0.51 |
LRCX | 0.24 | 0.24 | 0.24 | 0.24 | 0.28 | 0.31 | 0.34 | 0.33 | 0.31 | 0.31 | 0.32 | 0.28 | 0.36 | 0.39 | 0.53 | 0.43 | 0.41 | 0.37 | 0.64 | 1.00 | 0.42 | 0.44 | 0.43 | 0.40 | 0.73 | 0.44 | 0.44 | 0.49 | 0.51 | 0.49 |
NSC | 0.24 | 0.24 | 0.29 | 0.32 | 0.31 | 0.42 | 0.33 | 0.31 | 0.37 | 0.44 | 0.39 | 0.35 | 0.32 | 0.45 | 0.37 | 0.40 | 0.44 | 0.40 | 0.42 | 0.42 | 1.00 | 0.44 | 0.57 | 0.44 | 0.44 | 0.51 | 0.54 | 0.44 | 0.46 | 0.49 |
MAR | 0.20 | 0.19 | 0.20 | 0.23 | 0.42 | 0.39 | 0.38 | 0.35 | 0.32 | 0.37 | 0.37 | 0.35 | 0.30 | 0.45 | 0.38 | 0.33 | 0.80 | 0.42 | 0.42 | 0.44 | 0.44 | 1.00 | 0.49 | 0.41 | 0.48 | 0.53 | 0.51 | 0.47 | 0.48 | 0.45 |
CAT | 0.21 | 0.19 | 0.25 | 0.25 | 0.28 | 0.58 | 0.35 | 0.32 | 0.33 | 0.57 | 0.38 | 0.31 | 0.27 | 0.50 | 0.36 | 0.38 | 0.46 | 0.38 | 0.42 | 0.43 | 0.57 | 0.49 | 1.00 | 0.39 | 0.48 | 0.55 | 0.59 | 0.43 | 0.44 | 0.45 |
HD | 0.46 | 0.34 | 0.42 | 0.37 | 0.35 | 0.26 | 0.41 | 0.39 | 0.38 | 0.30 | 0.38 | 0.41 | 0.51 | 0.35 | 0.40 | 0.47 | 0.39 | 0.45 | 0.39 | 0.40 | 0.44 | 0.41 | 0.39 | 1.00 | 0.43 | 0.43 | 0.42 | 0.47 | 0.47 | 0.53 |
MCHP | 0.23 | 0.23 | 0.24 | 0.24 | 0.32 | 0.35 | 0.39 | 0.32 | 0.30 | 0.35 | 0.35 | 0.30 | 0.35 | 0.42 | 0.52 | 0.46 | 0.46 | 0.38 | 0.69 | 0.73 | 0.44 | 0.48 | 0.48 | 0.43 | 1.00 | 0.48 | 0.47 | 0.49 | 0.51 | 0.54 |
DFS | 0.22 | 0.20 | 0.27 | 0.24 | 0.40 | 0.46 | 0.39 | 0.37 | 0.34 | 0.47 | 0.39 | 0.34 | 0.30 | 0.57 | 0.36 | 0.35 | 0.51 | 0.41 | 0.40 | 0.44 | 0.51 | 0.53 | 0.55 | 0.43 | 0.48 | 1.00 | 0.72 | 0.49 | 0.50 | 0.46 |
JPM | 0.21 | 0.20 | 0.26 | 0.27 | 0.36 | 0.48 | 0.37 | 0.36 | 0.40 | 0.51 | 0.42 | 0.36 | 0.30 | 0.62 | 0.38 | 0.37 | 0.48 | 0.41 | 0.41 | 0.44 | 0.54 | 0.51 | 0.59 | 0.42 | 0.47 | 0.72 | 1.00 | 0.48 | 0.49 | 0.48 |
V | 0.27 | 0.33 | 0.29 | 0.36 | 0.32 | 0.29 | 0.34 | 0.41 | 0.40 | 0.36 | 0.36 | 0.43 | 0.41 | 0.42 | 0.50 | 0.50 | 0.48 | 0.48 | 0.47 | 0.49 | 0.44 | 0.47 | 0.43 | 0.47 | 0.49 | 0.49 | 0.48 | 1.00 | 0.85 | 0.61 |
MA | 0.27 | 0.33 | 0.29 | 0.37 | 0.35 | 0.31 | 0.36 | 0.40 | 0.40 | 0.36 | 0.37 | 0.44 | 0.41 | 0.43 | 0.51 | 0.51 | 0.48 | 0.48 | 0.49 | 0.51 | 0.46 | 0.48 | 0.44 | 0.47 | 0.51 | 0.50 | 0.49 | 0.85 | 1.00 | 0.63 |
ACN | 0.31 | 0.39 | 0.35 | 0.40 | 0.35 | 0.31 | 0.37 | 0.42 | 0.41 | 0.38 | 0.40 | 0.43 | 0.46 | 0.42 | 0.51 | 0.56 | 0.41 | 0.45 | 0.51 | 0.49 | 0.49 | 0.45 | 0.45 | 0.53 | 0.54 | 0.46 | 0.48 | 0.61 | 0.63 | 1.00 |
Дивидендный доход
Дивидендная доходность Growth and Income #3 за предыдущие двенадцать месяцев составила 1.70%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Growth and Income #3 | 1.70% | 1.61% | 1.28% | 1.67% | 1.82% | 2.13% | 1.84% | 2.10% | 2.44% | 1.92% | 1.71% | 3.24% |
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 | 1.41% | 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.
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. | 0.51 | ||||
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.
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. | 23 | 23 мар. 2020 г. | 97 | 10 авг. 2020 г. | 120 |
-17.56% | 21 апр. 2022 г. | 40 | 16 июн. 2022 г. | 115 | 30 нояб. 2022 г. | 155 |
-16.25% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 34 | 13 февр. 2019 г. | 98 |
-14.48% | 23 июн. 2015 г. | 162 | 11 февр. 2016 г. | 32 | 30 мар. 2016 г. | 194 |
-11.07% | 5 янв. 2022 г. | 42 | 7 мар. 2022 г. | 31 | 20 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.