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Инструменты
Анализ доходности
Факторный анализ
Портфели
Ленивые портфелиПользовательские портфели
Обсуждения
SP1
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


DIS 1.22%VZ 1.22%CMCSA 1.22%T 1.22%TMUS 1.22%CHTR 1.22%EA 1.22%WBD 1.22%TTWO 1.22%OMC 1.22%IPG 1.22%LUMN 1.22%AMZN 1.22%HD 1.22%MCD 1.22%NKE 1.22%LOW 1.22%BKNG 1.22%TGT 1.22%TJX 1.22%F 1.22%GM 1.22%DG 1.22%ORLY 1.22%CMG 1.22%MAR 1.22%AZO 1.22%HLT 1.22%YUM 1.22%DLTR 1.22%ROST 1.22%DHI 1.22%TSCO 1.22%GPC 1.22%LEN 1.22%DRI 1.22%EXPE 1.22%BBY 1.22%KMX 1.22%LKQ 1.22%DPZ 1.22%POOL 1.22%VFC 1.22%ETSY 1.22%NVR 1.22%LVS 1.22%MGM 1.22%AAP 1.22%HAS 1.22%CCL 1.22%PHM 1.22%CZR 1.22%RCL 1.22%TPR 1.22%WHR 1.22%BWA 1.22%BBWI 1.22%NWL 1.22%WYNN 1.22%NCLH 1.22%MHK 1.22%PENN 1.22%PVH 1.22%RL 1.22%PG 1.22%KO 1.22%PEP 1.22%COST 1.22%WMT 1.22%PM 1.22%MDLZ 1.22%MO 1.22%CL 1.22%EL 1.22%ADM 1.22%GIS 1.22%KMB 1.22%SYY 1.22%STZ 1.22%MNST 1.22%HSY 1.22%KR 1.22%АкцииАкции
ПозицияКатегория/СекторВес
AAP
Advance Auto Parts, Inc.
Consumer Cyclical
1.22%
ADM
Archer-Daniels-Midland Company
Consumer Defensive
1.22%
AMZN
Amazon.com, Inc.
Consumer Cyclical
1.22%
AZO
AutoZone, Inc.
Consumer Cyclical
1.22%
BBWI
Bath & Body Works, Inc.
Consumer Cyclical
1.22%
BBY
Best Buy Co., Inc.
Consumer Cyclical
1.22%
BKNG
Booking Holdings Inc.
Consumer Cyclical
1.22%
BWA
BorgWarner Inc.
Consumer Cyclical
1.22%
CCL
Carnival Corporation & Plc
Consumer Cyclical
1.22%
CHTR
Charter Communications, Inc.
Communication Services
1.22%
CL
Colgate-Palmolive Company
Consumer Defensive
1.22%
CMCSA
Comcast Corporation
Communication Services
1.22%
CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical
1.22%
COST
Costco Wholesale Corporation
Consumer Defensive
1.22%
CZR
Caesars Entertainment, Inc.
Consumer Cyclical
1.22%
DG
Dollar General Corporation
Consumer Defensive
1.22%
DHI
D.R. Horton, Inc.
Consumer Cyclical
1.22%
DIS
The Walt Disney Company
Communication Services
1.22%
DLTR
Dollar Tree, Inc.
Consumer Defensive
1.22%
DPZ
Domino's Pizza, Inc.
Consumer Cyclical
1.22%
DRI
1.22%
EA
1.22%
EL
1.22%
ETSY
1.22%
EXPE
1.22%
F
1.22%
GIS
1.22%
GM
1.22%
GPC
1.22%
HAS
1.22%
HD
1.22%
HLT
1.22%
HSY
1.22%
IPG
1.22%
KMB
1.22%
KMX
1.22%
KO
1.22%
KR
1.22%
LEN
1.22%
LKQ
1.22%
LOW
1.22%
LUMN
1.22%
LVS
1.22%
MAR
1.22%
MCD
1.22%
MDLZ
1.22%
MGM
1.22%
MHK
1.22%
MNST
1.22%
MO
1.22%
NCLH
1.22%
NKE
1.22%
NVR
1.22%
NWL
1.22%
OMC
1.22%
ORLY
1.22%
PENN
1.22%
PEP
1.22%
PG
1.22%
PHM
1.22%
PM
1.22%
POOL
1.22%
PVH
1.22%
RCL
1.22%
RL
1.22%
ROST
1.22%
STZ
1.22%
SYY
1.22%
T
1.22%
TGT
1.22%
TJX
1.22%
TMUS
1.22%
TPR
1.22%
TSCO
1.22%
TTWO
1.22%
VFC
1.22%
VZ
1.22%
WBD
1.22%
WHR
1.22%
WMT
1.22%
WYNN
1.22%
YUM
1.22%

Доходность

График доходности

График показывает рост $10,000 инвестированных в SP1 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%MayJuneJulyAugustSeptemberOctober
13.98%
15.83%
SP1
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 2 дек. 2009 г., начальной даты CHTR

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
SP114.30%-1.99%13.98%35.51%12.64%N/A
DIS
The Walt Disney Company
6.96%0.12%-13.08%20.09%-5.60%1.43%
VZ
16.93%-6.49%8.03%27.34%-2.08%N/A
CMCSA
Comcast Corporation
-1.18%1.79%12.13%7.13%1.24%6.57%
T
40.35%2.58%35.00%54.33%-5.12%N/A
TMUS
42.56%10.17%38.67%62.15%22.79%N/A
CHTR
Charter Communications, Inc.
-15.80%0.32%27.87%-16.04%-6.92%7.55%
EA
6.87%0.67%15.14%20.69%9.11%N/A
WBD
-33.66%-9.90%2.58%-23.35%-22.53%N/A
TTWO
0.83%6.03%13.63%21.69%6.18%N/A
OMC
20.18%-0.94%11.14%40.66%9.62%N/A
IPG
-5.05%-5.03%0.76%11.98%11.04%N/A
LUMN
260.66%-9.34%454.62%342.95%-8.11%N/A
AMZN
Amazon.com, Inc.
25.60%1.52%9.05%43.79%16.58%28.81%
HD
16.18%-1.12%19.75%44.00%13.77%N/A
MCD
1.30%-2.86%9.38%16.15%11.03%N/A
NKE
-26.91%-12.34%-14.30%-21.79%-1.55%N/A
LOW
20.41%-1.14%16.39%42.75%20.92%N/A
BKNG
Booking Holdings Inc.
25.72%4.22%28.85%59.94%16.89%14.00%
TGT
6.18%-4.67%-6.75%40.60%9.21%N/A
TJX
22.94%-2.89%22.16%31.14%16.22%N/A
F
-9.85%-3.43%-11.93%14.21%8.28%N/A
GM
44.65%10.89%16.34%90.45%7.77%N/A
DG
Dollar General Corporation
-40.14%-7.97%-42.00%-32.14%-12.05%3.63%
ORLY
23.77%2.61%16.05%26.42%22.05%N/A
CMG
Chipotle Mexican Grill, Inc.
32.25%5.49%-4.28%58.41%31.31%16.88%
MAR
17.92%4.29%12.37%41.73%16.63%N/A
AZO
AutoZone, Inc.
18.38%-4.25%3.53%23.94%21.82%18.70%
HLT
31.62%2.04%21.40%58.57%20.16%N/A
YUM
4.07%-4.25%-4.21%13.97%7.66%N/A
DLTR
Dollar Tree, Inc.
-54.59%-11.79%-45.45%-41.28%-10.22%0.63%
ROST
1.20%-8.28%7.84%22.42%5.88%N/A
DHI
D.R. Horton, Inc.
10.74%-12.10%17.87%65.17%27.54%23.46%
TSCO
26.59%-6.06%-0.78%43.12%25.12%N/A
GPC
-13.54%-16.96%-24.33%-5.42%5.62%N/A
LEN
15.60%-8.80%12.89%64.84%25.04%N/A
DRI
2.10%-2.00%7.57%17.02%10.66%N/A
EXPE
4.66%6.55%18.00%67.31%3.22%N/A
BBY
Best Buy Co., Inc.
18.65%-12.02%24.61%45.84%8.54%14.06%
KMX
-3.95%-4.67%8.44%21.49%-4.59%N/A
LKQ
-20.20%-7.43%-12.09%-11.54%3.28%N/A
DPZ
Domino's Pizza, Inc.
1.22%-3.70%-21.43%23.56%9.98%17.91%
POOL
-8.26%-2.73%0.62%15.91%12.98%N/A
VFC
17.07%10.53%75.65%29.20%-20.81%N/A
ETSY
-41.42%-16.91%-30.86%-22.56%1.31%N/A
NVR
30.57%-6.10%22.88%69.22%20.31%N/A
LVS
9.97%4.44%21.51%13.64%-1.89%N/A
MGM
-6.02%5.98%6.47%20.56%8.35%N/A
AAP
Advance Auto Parts, Inc.
-40.19%-12.78%-50.35%-28.88%-24.69%-12.26%
HAS
33.18%-8.98%8.21%53.36%-4.15%N/A
CCL
Carnival Corporation & Plc
19.20%19.20%49.12%93.86%-12.05%-4.24%
PHM
26.16%-9.49%16.67%80.64%28.49%N/A
CZR
Caesars Entertainment, Inc.
-3.41%8.66%26.41%12.95%0.23%27.16%
RCL
62.63%18.34%50.82%145.27%14.53%N/A
TPR
36.44%2.27%24.87%80.93%16.70%N/A
WHR
-11.15%-4.62%12.20%7.16%-3.51%N/A
BWA
BorgWarner Inc.
-3.59%-6.88%5.10%-5.54%0.18%-2.32%
BBWI
Bath & Body Works, Inc.
-32.20%-10.96%-35.85%0.90%23.57%-0.60%
NWL
6.59%17.82%15.41%33.21%-9.97%N/A
WYNN
9.56%1.41%8.65%13.66%-3.37%N/A
NCLH
20.31%15.08%27.43%78.33%-13.88%N/A
MHK
27.93%-16.62%14.82%66.62%-1.58%N/A
PENN
-20.10%7.83%25.70%6.29%-0.50%N/A
PVH
-18.97%-1.56%-9.07%33.47%2.70%N/A
RL
43.01%3.58%25.51%84.98%18.64%N/A
PG
16.92%-3.11%3.65%14.79%8.75%N/A
KO
13.79%-8.68%7.69%20.37%7.08%N/A
PEP
0.92%-1.47%-3.30%6.43%7.10%N/A
COST
Costco Wholesale Corporation
34.98%0.15%22.87%64.53%26.63%23.51%
WMT
56.98%2.41%38.53%52.38%17.75%N/A
PM
45.25%9.08%41.96%54.98%16.31%N/A
MDLZ
-2.71%-6.21%-2.64%7.43%8.16%N/A
MO
31.89%-2.15%18.80%35.31%10.90%N/A
CL
Colgate-Palmolive Company
21.45%-8.17%4.09%31.04%9.23%6.00%
EL
-38.26%-11.13%-38.73%-29.07%-12.80%N/A
ADM
Archer-Daniels-Midland Company
-19.96%-6.13%-2.38%-18.56%8.91%4.72%
GIS
8.10%-7.88%-1.81%8.61%9.49%N/A
KMB
13.73%-5.63%0.23%16.75%3.74%N/A
SYY
4.20%-3.85%1.21%16.26%1.19%N/A
STZ
-1.19%-8.64%-6.09%2.43%5.97%N/A
MNST
-8.90%0.04%-1.81%3.55%13.38%N/A
HSY
-1.41%-6.90%-5.89%-0.56%6.39%N/A
KR
24.68%-0.94%2.26%27.63%24.85%N/A

Доходность по месяцам

Ниже представлена таблица с месячной доходностью SP1, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
2024-1.06%4.08%4.32%-6.65%1.87%-0.89%6.12%2.42%5.49%14.30%
202310.41%-4.10%0.67%1.95%-5.97%9.04%2.38%-5.00%-6.38%-4.54%8.79%8.43%14.24%
2022-5.36%-1.58%-2.24%-4.09%-2.00%-9.36%8.74%-2.99%-9.62%11.26%7.24%-5.36%-16.48%
2021-0.98%7.40%5.39%4.74%-0.01%-0.43%0.14%1.27%-3.57%3.98%-1.96%6.56%24.17%
2020-1.43%-8.42%-20.77%17.47%9.35%1.18%5.50%9.58%-0.07%-3.06%15.95%4.20%25.76%
20199.81%2.76%1.23%5.19%-5.91%6.64%0.47%-1.76%3.76%0.55%3.32%2.87%31.97%
20185.10%-5.46%-1.25%0.85%0.38%3.03%1.80%2.91%0.35%-6.09%2.33%-9.12%-6.05%
20172.86%2.06%2.04%1.56%2.96%-0.64%0.50%-0.10%2.26%0.44%5.70%3.16%25.14%
2016-3.54%1.89%7.24%-1.35%1.48%0.63%4.17%-0.92%-1.11%-2.39%3.86%0.50%10.42%
2015-2.72%1.54%0.00%4.99%-4.98%-1.44%6.39%-1.44%-0.44%1.39%

Комиссия

Комиссия SP1 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

Ранг риск-скорректированной доходности

Текущий ранг SP1 среди портфелей на нашем сайте составляет 27, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.


Ранг риск-скорректированной доходности SP1, с текущим значением в 2727
Общий ранг
Ранг коэф-та Шарпа SP1, с текущим значением в 2727Ранг коэф-та Шарпа
Ранг коэф-та Сортино SP1, с текущим значением в 3434Ранг коэф-та Сортино
Ранг коэф-та Омега SP1, с текущим значением в 2929Ранг коэф-та Омега
Ранг коэф-та Кальмара SP1, с текущим значением в 2323Ранг коэф-та Кальмара
Ранг коэф-та Мартина SP1, с текущим значением в 2020Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.

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.


SP1
Коэффициент Шарпа
Коэффициент Шарпа SP1, с текущим значением в 2.51, в сравнении с широким рынком0.002.004.006.002.51
Коэффициент Сортино
Коэффициент Сортино SP1, с текущим значением в 3.62, в сравнении с широким рынком-2.000.002.004.006.003.62
Коэффициент Омега
Коэффициент Омега SP1, с текущим значением в 1.45, в сравнении с широким рынком0.801.001.201.401.601.802.001.45
Коэффициент Кальмара
Коэффициент Кальмара SP1, с текущим значением в 1.83, в сравнении с широким рынком0.005.0010.001.83
Коэффициент Мартина
Коэффициент Мартина SP1, с текущим значением в 11.32, в сравнении с широким рынком0.0010.0020.0030.0040.0050.0060.0011.32
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 3.43, в сравнении с широким рынком0.002.004.006.003.43
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 4.52, в сравнении с широким рынком-2.000.002.004.006.004.52
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.64, в сравнении с широким рынком0.801.001.201.401.601.802.001.64
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 3.17, в сравнении с широким рынком0.005.0010.003.17
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 22.22, в сравнении с широким рынком0.0010.0020.0030.0040.0050.0060.0022.22

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
DIS
The Walt Disney Company
0.851.351.190.371.40
VZ
1.522.111.300.958.38
CMCSA
Comcast Corporation
0.440.751.090.260.80
T
3.014.091.521.1417.38
TMUS
4.255.831.838.9931.83
CHTR
Charter Communications, Inc.
-0.32-0.200.97-0.17-0.48
EA
1.121.621.211.123.44
WBD
-0.41-0.270.97-0.23-0.68
TTWO
0.891.281.180.552.17
OMC
2.092.761.361.7711.59
IPG
0.651.031.130.442.52
LUMN
2.873.851.534.1817.23
AMZN
Amazon.com, Inc.
1.892.541.331.718.44
HD
2.283.081.381.605.75
MCD
1.021.471.201.052.38
NKE
-0.55-0.500.91-0.32-0.75
LOW
2.072.891.361.815.92
BKNG
Booking Holdings Inc.
2.462.751.453.169.85
TGT
1.232.271.270.733.90
TJX
1.902.671.353.7910.56
F
0.320.651.100.210.84
GM
2.853.651.501.5517.43
DG
Dollar General Corporation
-0.71-0.690.87-0.47-1.37
ORLY
1.461.971.271.503.83
CMG
Chipotle Mexican Grill, Inc.
2.252.821.402.215.51
MAR
2.112.681.362.436.69
AZO
AutoZone, Inc.
1.241.771.221.633.94
HLT
3.324.201.535.2615.82
YUM
0.901.401.160.943.27
DLTR
Dollar Tree, Inc.
-1.02-1.270.79-0.64-1.43
ROST
1.141.871.231.644.49
DHI
D.R. Horton, Inc.
1.952.591.353.019.04
TSCO
1.852.441.331.989.28
GPC
-0.17-0.011.00-0.14-0.50
LEN
2.132.711.363.1010.85
DRI
0.821.331.160.881.82
EXPE
1.652.181.371.254.47
BBY
Best Buy Co., Inc.
1.402.511.280.927.38
KMX
0.621.091.130.361.82
LKQ
-0.42-0.350.94-0.34-0.73
DPZ
Domino's Pizza, Inc.
0.831.221.190.591.98
POOL
0.591.111.130.391.52
VFC
0.481.231.150.361.33
ETSY
-0.55-0.550.93-0.29-0.89
NVR
2.953.851.494.1018.90
LVS
0.520.941.120.330.99
MGM
0.681.071.150.691.76
AAP
Advance Auto Parts, Inc.
-0.59-0.600.93-0.32-0.98
HAS
1.722.591.320.8410.74
CCL
Carnival Corporation & Plc
2.242.881.351.196.75
PHM
2.583.321.425.1415.50
CZR
Caesars Entertainment, Inc.
0.350.841.100.210.85
RCL
4.554.701.664.2130.74
TPR
2.543.571.401.948.25
WHR
0.190.601.070.120.54
BWA
BorgWarner Inc.
-0.17-0.011.00-0.15-0.52
BBWI
Bath & Body Works, Inc.
0.100.431.050.060.18
NWL
0.601.591.190.472.61
WYNN
0.500.931.110.241.01
NCLH
1.562.181.301.015.46
MHK
1.762.611.351.019.46
PENN
0.230.781.090.140.47
PVH
0.971.331.210.661.84
RL
2.793.901.485.2112.28
PG
1.101.571.211.946.78
KO
1.832.621.331.9710.95
PEP
0.520.861.100.511.85
COST
Costco Wholesale Corporation
3.494.101.616.6317.31
WMT
2.883.781.595.0115.06
PM
3.134.841.644.6118.40
MDLZ
0.550.901.100.591.21
MO
2.393.261.451.9112.26
CL
Colgate-Palmolive Company
2.333.151.432.7911.56
EL
-0.61-0.670.91-0.36-1.07
ADM
Archer-Daniels-Midland Company
-0.51-0.430.92-0.37-0.89
GIS
0.420.711.090.261.63
KMB
1.071.491.231.147.19
SYY
0.971.511.200.762.75
STZ
0.230.451.060.320.72
MNST
0.230.461.060.200.41
HSY
0.020.181.020.010.07
KR
1.352.201.271.995.41

Коэффициент Шарпа

SP1 на текущий момент имеет коэффициент Шарпа равный 2.51. Это значение рассчитано на основе данных за прошедший период в 1 year и учитывает как изменения цен, так и дивиденды.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 2.49 до 3.44, текущий коэффициент Шарпа этого портфеля находится между 25-м и 75-м процентилями. Это означает, что его эффективность с учетом риска соответствует большинству портфелей. Это говорит о сбалансированном подходе к риску и доходности, который может подходить широкому кругу инвесторов.

Используйте график ниже, чтобы сравнить коэффициент Шарпа с бенчмарком для анализа эффективности инвестиции или перейдите к инструменту коэффициента Шарпа для более детального контроля над параметрами расчета.


Скользящий 12-месячный коэффициент Шарпа0.000.501.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.51
3.43
SP1
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность SP1 за предыдущие двенадцать месяцев составила 1.88%.


TTM20232022202120202019201820172016201520142013
SP11.88%1.97%2.14%1.38%1.57%1.91%2.32%1.85%1.84%1.78%1.45%1.50%
DIS
The Walt Disney Company
0.78%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
VZ
6.47%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
CMCSA
Comcast Corporation
2.90%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
T
5.00%6.62%6.66%6.39%5.46%3.94%5.29%3.81%3.41%4.13%4.14%3.87%
TMUS
1.15%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
CHTR
Charter Communications, 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%
EA
0.52%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WBD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTWO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OMC
2.75%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%2.15%
IPG
4.33%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
LUMN
0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%6.78%
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%
HD
2.24%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
MCD
2.26%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
NKE
1.89%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
LOW
1.71%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
BKNG
Booking Holdings Inc.
0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TGT
2.99%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
TJX
1.24%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
F
7.47%10.20%4.03%0.45%1.60%6.05%9.18%5.20%7.01%4.26%3.23%2.35%
GM
0.87%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%0.00%
DG
Dollar General Corporation
2.96%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%0.00%0.00%
ORLY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMG
Chipotle Mexican Grill, 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%
MAR
0.87%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
AZO
AutoZone, 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%
HLT
0.25%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%0.00%
YUM
1.95%1.85%1.78%1.44%1.73%1.67%1.57%1.47%0.00%0.00%0.00%0.00%
DLTR
Dollar Tree, 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%
ROST
1.03%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.87%0.85%0.91%
DHI
D.R. Horton, Inc.
0.72%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.67%
TSCO
1.61%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%0.63%
GPC
3.37%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
LEN
1.18%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
DRI
3.35%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%3.10%3.75%3.86%
EXPE
0.00%0.00%0.00%0.00%0.26%1.22%1.10%0.97%0.88%0.68%0.77%0.80%
BBY
Best Buy Co., Inc.
4.16%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.67%1.80%1.66%
KMX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LKQ
3.21%2.35%1.92%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DPZ
Domino's Pizza, Inc.
1.39%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%1.15%
POOL
1.27%1.08%1.26%0.53%0.61%0.99%1.16%1.10%1.14%1.24%1.34%1.26%
VFC
1.66%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%1.47%
ETSY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LVS
1.50%0.81%0.00%0.00%1.33%4.46%5.76%4.20%5.39%5.93%3.44%1.78%
MGM
0.00%0.00%0.03%0.02%0.50%1.56%1.98%1.32%0.00%0.00%0.00%0.00%
AAP
Advance Auto Parts, Inc.
2.79%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%0.22%
HAS
4.27%5.48%4.56%2.67%2.91%2.53%3.03%2.44%2.56%2.69%3.07%2.18%
CCL
Carnival Corporation & Plc
0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%2.49%
PHM
0.62%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
CZR
Caesars Entertainment, 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%
RCL
0.19%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%1.33%1.56%
TPR
2.86%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%2.34%
WHR
6.82%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%1.48%1.51%
BWA
BorgWarner Inc.
1.29%1.45%1.69%1.51%1.76%1.57%1.96%1.15%1.34%1.20%0.93%0.45%
BBWI
Bath & Body Works, Inc.
2.77%1.85%1.90%0.60%1.00%8.20%11.57%4.93%8.27%5.17%3.37%2.40%
NWL
3.11%5.07%7.03%4.21%4.33%4.79%4.95%2.85%1.70%1.72%1.73%1.85%
WYNN
1.01%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.20%3.60%
NCLH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MHK
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PENN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.96%0.00%0.00%0.00%0.00%
PVH
0.15%0.12%0.21%0.04%0.04%0.14%0.16%0.11%0.17%0.20%0.12%0.11%
RL
1.55%2.08%2.78%1.74%0.66%2.29%2.30%1.93%2.21%1.79%0.97%0.93%
PG
2.37%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
KO
2.92%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
PEP
3.13%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
COST
Costco Wholesale Corporation
2.18%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
WMT
0.99%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
PM
3.99%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
MDLZ
2.52%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
MO
7.93%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
CL
Colgate-Palmolive Company
2.09%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
EL
2.97%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%0.98%
ADM
Archer-Daniels-Midland Company
3.46%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
GIS
3.50%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
KMB
3.60%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%0.00%
SYY
2.72%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
STZ
1.61%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%0.00%0.00%
MNST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSY
2.95%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%
KR
2.13%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%

Просадки

График просадок

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


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.39%
-0.54%
SP1
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

SP1 показал максимальную просадку в 39.76%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 97 торговых сессий.

Текущая просадка SP1 составляет 2.39%.

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

-39.76%21 февр. 2020 г.2223 мар. 2020 г.9710 авг. 2020 г.119
-26.96%5 янв. 2022 г.18630 сент. 2022 г.36921 мар. 2024 г.555
-18.25%24 сент. 2018 г.6424 дек. 2018 г.694 апр. 2019 г.133
-12.23%19 авг. 2015 г.12211 февр. 2016 г.2316 мар. 2016 г.145
-10.53%29 янв. 2018 г.3923 мар. 2018 г.10320 авг. 2018 г.142

Волатильность

График волатильности

Текущая волатильность SP1 составляет 3.09%, 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%7.00%MayJuneJulyAugustSeptemberOctober
3.09%
2.71%
SP1
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

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

KRGISDPZHSYTTWOCMGEAETSYKMBVZWMTDGCHTRTMUSMOCLPGPMLUMNAMZNAZOWYNNDLTRPENNTWBDPEPTSCOORLYMCDLVSSTZCOSTCZRADMKONVRHASAAPMDLZBBWIMNSTNCLHDRIRCLEXPECCLTGTBKNGPOOLYUMSYYLENDHIBBYNWLCMCSARLPHMGMELBWAKMXTPRDISFMGMHLTMARPVHNKEOMCWHRVFCMHKIPGROSTTJXLOWLKQHDGPC
KR1.000.330.170.260.100.130.160.100.280.230.390.350.180.170.240.250.250.190.240.100.240.020.260.090.210.160.250.290.260.210.050.180.360.070.260.220.120.130.200.300.180.190.100.150.080.070.100.320.060.190.170.260.150.150.250.210.190.150.160.150.130.170.160.130.140.160.090.090.100.140.170.210.210.170.140.180.220.220.240.190.250.24
GIS0.331.000.120.570.100.040.190.050.530.350.330.280.170.220.400.500.490.380.220.060.240.010.230.030.310.150.550.200.270.320.060.270.280.040.310.470.180.170.210.590.120.330.020.160.040.080.040.230.080.170.250.320.180.190.160.210.240.100.170.120.230.120.130.070.140.130.070.080.110.080.190.260.230.160.130.210.190.200.220.180.250.26
DPZ0.170.121.000.140.270.290.270.260.180.150.230.240.240.240.120.180.180.130.130.330.260.180.210.240.140.150.210.280.250.280.180.220.290.220.180.180.240.240.220.210.210.280.180.270.180.190.190.260.240.360.350.200.250.270.230.180.230.200.260.190.260.200.250.210.230.190.220.250.220.210.290.200.240.220.260.220.260.270.300.240.330.25
HSY0.260.570.141.000.150.140.180.080.500.350.320.270.210.270.390.510.520.390.190.130.280.050.240.040.310.140.570.220.300.400.090.320.330.070.340.530.220.190.220.600.150.380.080.210.090.140.070.220.160.220.330.370.200.220.160.210.280.140.210.130.310.130.190.140.190.130.110.130.160.110.200.260.210.180.170.220.240.240.250.230.270.30
TTWO0.100.100.270.151.000.260.630.350.140.130.200.210.290.310.110.180.180.140.150.440.170.230.190.280.150.210.220.250.190.250.240.250.330.280.140.180.240.270.170.240.170.300.240.190.250.260.240.240.320.330.270.180.260.270.250.210.300.180.250.220.300.210.240.210.320.220.280.260.260.190.330.240.280.210.250.250.240.250.300.240.310.21
CMG0.130.040.290.140.261.000.230.290.130.100.210.200.210.250.090.140.150.100.130.390.250.200.210.280.110.170.160.300.290.300.210.220.330.280.160.170.280.260.240.200.260.270.270.330.270.310.270.270.320.330.340.250.300.300.260.190.240.240.310.230.260.230.300.220.320.230.290.330.320.230.330.200.260.230.230.220.310.310.320.270.320.26
EA0.160.190.270.180.630.231.000.300.220.170.230.200.290.340.160.240.240.210.170.430.170.200.200.260.210.220.290.250.200.260.230.270.320.240.180.230.250.260.170.300.160.320.190.180.220.250.190.230.310.300.290.190.240.260.250.220.300.180.240.190.300.230.220.210.290.190.260.260.250.190.320.270.260.210.250.270.250.240.300.240.300.23
ETSY0.100.050.260.080.350.290.301.000.090.080.160.210.270.240.100.090.110.100.190.440.170.260.210.380.130.250.140.290.190.150.250.220.260.350.170.110.270.280.230.170.300.260.280.240.260.310.260.300.310.380.250.190.300.310.380.250.260.270.300.240.310.260.310.290.280.240.310.290.260.270.340.220.300.290.290.250.280.260.340.280.320.25
KMB0.280.530.180.500.140.130.220.091.000.410.360.290.210.250.410.680.680.420.240.130.260.060.250.060.340.130.580.220.270.390.100.300.330.080.280.540.240.220.200.540.110.370.090.180.090.110.100.230.130.250.320.320.230.250.170.270.270.130.240.130.340.140.180.120.200.150.110.150.150.120.240.290.290.200.200.230.240.240.270.210.310.30
VZ0.230.350.150.350.130.100.170.080.411.000.310.230.250.350.380.380.410.370.370.120.270.130.220.120.670.260.400.210.280.320.160.270.250.160.330.440.210.240.280.390.190.270.150.230.150.170.160.270.180.240.270.320.220.220.220.300.370.220.230.240.240.230.240.210.290.250.180.170.170.200.250.350.280.280.260.330.270.270.280.260.310.35
WMT0.390.330.230.320.200.210.230.160.360.311.000.420.230.270.280.380.430.280.220.260.300.100.350.130.280.130.430.320.360.330.130.280.550.130.250.370.220.220.250.390.220.330.140.220.140.150.150.440.200.270.280.310.190.220.300.220.280.200.210.190.260.190.240.200.250.220.150.170.180.220.270.270.250.250.210.240.340.340.340.250.390.31
DG0.350.280.240.270.210.200.200.210.290.230.421.000.220.260.220.280.300.190.200.210.360.110.590.180.210.160.310.410.380.270.120.250.410.160.240.270.240.240.390.310.300.320.160.240.150.140.160.530.140.340.280.270.260.270.360.260.250.280.250.200.290.220.280.250.220.210.170.180.180.280.310.240.300.320.240.240.410.370.410.310.430.36
CHTR0.180.170.240.210.290.210.290.270.210.250.230.221.000.330.200.260.250.270.260.330.220.230.230.280.290.330.280.260.240.280.230.270.300.290.230.260.270.280.270.310.240.300.260.230.260.260.260.260.280.320.280.230.310.320.260.290.590.230.300.260.280.250.320.240.370.260.290.290.270.250.330.300.330.270.330.320.280.270.350.290.360.27
TMUS0.170.220.240.270.310.250.340.240.250.350.270.260.331.000.220.280.280.250.220.350.250.220.240.230.340.240.350.270.290.300.210.290.320.270.270.310.270.250.230.360.230.340.230.270.260.270.210.260.300.290.320.290.280.290.250.240.380.210.280.250.300.260.270.230.290.240.300.300.290.210.290.260.270.240.290.270.310.320.330.290.340.31
MO0.240.400.120.390.110.090.160.100.410.380.280.220.200.221.000.430.430.640.310.130.270.180.220.170.400.250.450.190.270.320.220.360.260.190.410.480.230.250.250.420.250.310.230.260.220.220.250.250.240.200.280.400.230.230.230.320.310.250.230.270.310.270.230.250.270.310.230.230.240.260.270.360.300.270.300.350.280.310.290.290.290.38
CL0.250.500.180.510.180.140.240.090.680.380.380.280.260.280.431.000.730.460.220.180.290.110.230.080.340.150.650.250.300.420.170.330.380.100.300.600.270.250.210.590.160.420.100.200.130.150.120.260.200.280.370.370.250.270.190.290.310.170.250.170.420.160.190.160.240.170.160.200.200.160.280.310.290.210.240.270.280.290.300.260.350.34
PG0.250.490.180.520.180.150.240.110.680.410.430.300.250.280.430.731.000.450.220.210.300.110.230.070.350.150.650.250.330.420.180.330.390.090.310.620.240.240.220.580.160.420.080.200.100.140.110.260.220.290.360.350.240.250.200.270.310.190.240.180.410.180.200.170.240.190.150.190.200.160.290.300.280.240.200.280.290.270.300.250.350.35
PM0.190.380.130.390.140.100.210.100.420.370.280.190.270.250.640.460.451.000.300.160.250.200.210.170.400.270.490.170.250.370.240.380.270.200.390.530.250.250.250.470.220.340.200.220.200.240.230.230.270.230.320.380.230.240.220.320.340.230.230.250.340.270.230.250.290.280.240.240.250.270.270.370.310.290.310.350.280.310.280.310.290.35
LUMN0.240.220.130.190.150.130.170.190.240.370.220.200.260.220.310.220.220.301.000.190.200.250.260.280.440.420.220.220.190.240.280.250.250.320.330.280.250.310.300.280.300.230.280.270.260.270.290.310.240.270.260.320.280.270.360.400.350.320.290.360.260.370.330.330.320.400.320.280.290.340.300.390.390.370.370.400.290.300.340.350.330.38
AMZN0.100.060.330.130.440.390.430.440.130.120.260.210.330.350.130.180.210.160.191.000.200.320.230.340.150.230.240.280.260.280.340.300.410.350.170.200.310.320.230.260.220.380.310.250.330.390.320.270.460.370.310.220.300.330.300.280.340.270.300.250.380.270.300.260.380.260.370.350.350.270.410.260.280.310.300.280.320.310.360.310.390.25
AZO0.240.240.260.280.170.250.170.170.260.270.300.360.220.250.270.290.300.250.200.201.000.150.340.170.270.170.300.440.750.320.170.280.350.180.290.290.290.250.600.320.290.330.170.300.160.220.170.350.220.310.350.320.300.320.330.250.280.280.300.250.290.280.360.250.270.280.230.280.270.270.330.310.300.290.270.320.390.390.450.430.460.55
WYNN0.020.010.180.050.230.200.200.260.060.130.100.110.230.220.180.110.110.200.250.320.151.000.190.490.240.370.120.180.160.200.810.260.150.490.310.180.240.300.230.160.300.250.440.300.440.430.450.220.430.230.290.290.290.270.320.340.330.420.290.400.370.440.330.420.390.400.690.450.470.450.350.360.320.380.390.400.320.310.290.390.290.32
DLTR0.260.230.210.240.190.210.200.210.250.220.350.590.230.240.220.230.230.210.260.230.340.191.000.220.240.240.270.370.350.280.230.300.360.230.260.260.280.270.370.290.340.310.260.290.240.240.260.490.220.320.310.310.300.300.380.300.300.330.310.290.310.290.320.320.300.300.280.270.260.360.340.310.310.340.310.320.440.410.400.380.410.37
PENN0.090.030.240.040.280.280.260.380.060.120.130.180.280.230.170.080.070.170.280.340.170.490.221.000.210.340.100.270.180.200.460.270.220.610.250.120.290.310.270.170.350.260.430.370.410.390.420.290.370.340.280.270.340.330.340.330.320.340.340.370.310.380.360.390.390.370.570.420.420.380.350.300.350.350.400.350.330.330.380.380.340.32
T0.210.310.140.310.150.110.210.130.340.670.280.210.290.340.400.340.350.400.440.150.270.240.240.211.000.380.360.220.250.320.260.300.230.250.360.420.250.290.300.370.260.270.260.280.250.240.260.300.250.230.300.380.260.250.280.360.440.290.270.330.280.340.300.310.380.360.270.260.280.310.310.430.350.360.340.410.310.300.310.350.330.37
WBD0.160.150.150.140.210.170.220.250.130.260.130.160.330.240.250.150.150.270.420.230.170.370.240.340.381.000.160.210.170.200.370.250.180.370.310.230.280.340.290.230.340.200.380.300.360.350.370.310.330.270.250.290.330.300.360.390.450.370.320.400.300.390.360.420.470.420.420.360.370.410.340.460.400.390.410.470.330.320.300.390.300.36
PEP0.250.550.210.570.220.160.290.140.580.400.430.310.280.350.450.650.650.490.220.240.300.120.270.100.360.161.000.260.340.460.170.420.420.130.350.720.290.250.250.660.180.540.120.240.140.180.140.280.220.290.400.400.260.270.190.270.370.180.260.190.370.180.220.160.270.200.170.200.220.160.300.320.280.250.240.290.310.310.340.270.380.35
TSCO0.290.200.280.220.250.300.250.290.220.210.320.410.260.270.190.250.250.170.220.280.440.180.370.270.220.210.261.000.460.260.190.270.400.260.270.230.310.300.430.270.350.310.230.320.220.230.220.450.230.410.300.280.350.340.410.290.280.320.340.300.300.300.390.330.290.310.280.290.280.320.390.320.380.340.320.310.420.420.520.380.520.45
ORLY0.260.270.250.300.190.290.200.190.270.280.360.380.240.290.270.300.330.250.190.260.750.160.350.180.250.170.340.461.000.340.180.300.390.200.290.310.300.270.600.340.300.370.190.310.190.240.190.370.260.340.370.370.310.330.350.260.300.290.310.260.300.280.380.260.290.270.230.290.280.270.350.320.320.310.280.320.440.430.440.430.470.56
MCD0.210.320.280.400.250.300.260.150.390.320.330.270.280.300.320.420.420.370.240.280.320.200.280.200.320.200.460.260.341.000.250.340.360.250.290.490.320.280.280.440.230.390.230.400.260.270.250.270.300.300.580.410.290.320.230.300.360.260.300.280.370.250.290.260.330.300.300.330.330.260.360.340.320.300.300.320.360.380.360.340.400.38
LVS0.050.060.180.090.240.210.230.250.100.160.130.120.230.210.220.170.180.240.280.340.170.810.230.460.260.370.170.190.180.251.000.290.170.470.350.240.260.330.260.210.300.270.430.320.450.430.460.250.460.250.350.320.290.280.320.350.340.440.310.420.400.450.320.440.410.410.690.480.500.460.390.400.340.420.400.430.360.350.300.430.310.37
STZ0.180.270.220.320.250.220.270.220.300.270.280.250.270.290.360.330.330.380.250.300.280.260.300.270.300.250.420.270.300.340.291.000.320.280.370.450.290.310.300.390.270.420.290.300.310.320.320.280.350.300.370.400.310.310.280.360.340.270.310.330.390.320.300.300.330.310.340.330.330.310.360.330.340.350.340.340.370.380.340.380.370.38
COST0.360.280.290.330.330.330.320.260.330.250.550.410.300.320.260.380.390.270.250.410.350.150.360.220.230.180.420.400.390.360.170.321.000.210.270.380.300.280.290.420.290.400.230.280.230.230.230.450.300.410.360.340.300.320.360.260.350.260.300.260.360.250.310.240.320.270.230.290.290.260.400.300.320.290.270.300.420.420.420.320.490.37
CZR0.070.040.220.070.280.280.240.350.080.160.130.160.290.270.190.100.090.200.320.350.180.490.230.610.250.370.130.260.200.250.470.280.211.000.270.180.290.340.330.180.380.260.470.360.460.430.470.280.430.350.310.330.330.330.340.390.360.360.340.430.340.420.380.400.430.400.600.470.460.430.360.370.380.390.440.400.370.370.380.420.360.36
ADM0.260.310.180.340.140.160.180.170.280.330.250.240.230.270.410.300.310.390.330.170.290.310.260.250.360.310.350.270.290.290.350.370.270.271.000.400.270.300.330.400.320.300.290.290.310.290.300.320.300.270.320.400.270.280.330.400.360.380.300.390.350.430.340.370.340.400.370.350.380.380.330.410.380.390.390.410.320.350.350.440.350.47
KO0.220.470.180.530.180.170.230.110.540.440.370.270.260.310.480.600.620.530.280.200.290.180.260.120.420.230.720.230.310.490.240.450.380.180.401.000.290.290.260.600.210.510.180.280.200.260.200.280.300.280.410.440.260.270.210.330.370.250.270.260.400.250.250.240.320.270.230.270.280.240.330.380.310.320.300.350.340.340.310.330.350.39
NVR0.120.180.240.220.240.280.250.270.240.210.220.240.270.270.230.270.240.250.250.310.290.240.280.290.250.280.290.310.300.320.260.290.300.290.270.291.000.310.300.310.300.320.300.330.320.290.290.310.310.450.360.330.730.730.370.350.320.330.720.310.350.350.380.350.310.350.320.350.340.330.370.340.460.350.470.340.350.340.470.400.460.39
HAS0.130.170.240.190.270.260.260.280.220.240.220.240.280.250.250.250.240.250.310.320.250.300.270.310.290.340.250.300.270.280.330.310.280.340.300.290.311.000.340.280.350.310.330.350.320.350.350.360.330.380.350.330.330.330.390.420.370.400.350.410.360.390.400.400.410.410.380.360.360.410.450.400.430.450.420.400.360.360.390.450.420.42
AAP0.200.210.220.220.170.240.170.230.200.280.250.390.270.230.250.210.220.250.300.230.600.230.370.270.300.290.250.430.600.280.260.300.290.330.330.260.300.341.000.270.360.310.280.360.260.290.280.430.260.350.330.360.350.350.410.390.330.350.370.350.320.400.450.360.330.380.320.320.310.370.360.370.390.430.390.370.410.410.460.470.460.58
MDLZ0.300.590.210.600.240.200.300.170.540.390.390.310.310.360.420.590.580.470.280.260.320.160.290.170.370.230.660.270.340.440.210.390.420.180.400.600.310.280.271.000.230.480.190.270.210.240.190.280.280.310.410.420.320.340.250.330.400.220.310.240.380.250.270.220.300.250.250.240.270.230.340.340.330.310.300.320.340.330.350.340.390.37
BBWI0.180.120.210.150.170.260.160.300.110.190.220.300.240.230.250.160.160.220.300.220.290.300.340.350.260.340.180.350.300.230.300.270.290.380.320.210.300.350.360.231.000.260.370.390.370.370.380.440.330.330.300.320.360.350.440.370.320.500.370.420.350.400.410.520.350.430.390.400.410.510.430.370.390.450.420.410.500.480.430.470.430.43
MNST0.190.330.280.380.300.270.320.260.370.270.330.320.300.340.310.420.420.340.230.380.330.250.310.260.270.200.540.310.370.390.270.420.400.260.300.510.320.310.310.480.261.000.250.330.270.300.260.310.350.350.380.360.330.350.310.310.360.280.340.270.420.270.300.290.350.270.310.310.320.280.390.320.340.330.320.320.370.370.380.350.410.38
NCLH0.100.020.180.080.240.270.190.280.090.150.140.160.260.230.230.100.080.200.280.310.170.440.260.430.260.380.120.230.190.230.430.290.230.470.290.180.300.330.280.190.370.251.000.400.840.530.860.270.500.290.300.370.320.310.370.390.350.430.330.470.340.430.400.450.440.450.530.560.570.470.370.430.370.410.440.460.390.380.350.420.330.39
DRI0.150.160.270.210.190.330.180.240.180.230.220.240.230.270.260.200.200.220.270.250.300.300.290.370.280.300.240.320.310.400.320.300.280.360.290.280.330.350.360.270.390.330.401.000.400.390.410.330.360.330.450.450.360.340.370.350.350.400.360.390.360.350.380.400.390.370.400.430.440.430.370.390.370.390.410.410.460.440.370.440.370.43
RCL0.080.040.180.090.250.270.220.260.090.150.140.150.260.260.220.130.100.200.260.330.160.440.240.410.250.360.140.220.190.260.450.310.230.460.310.200.320.320.260.210.370.270.840.401.000.540.840.260.520.280.320.360.340.330.350.370.360.430.350.460.340.440.390.440.430.450.540.590.600.470.370.440.360.410.440.460.380.380.340.420.330.38
EXPE0.070.080.190.140.260.310.250.310.110.170.150.140.260.270.220.150.140.240.270.390.220.430.240.390.240.350.180.230.240.270.430.320.230.430.290.260.290.350.290.240.370.300.530.390.541.000.540.270.660.320.360.360.330.320.340.380.370.410.320.430.390.410.400.400.470.420.520.550.570.440.390.420.360.420.430.450.390.390.360.420.350.36
CCL0.100.040.190.070.240.270.190.260.100.160.150.160.260.210.250.120.110.230.290.320.170.450.260.420.260.370.140.220.190.250.460.320.230.470.300.200.290.350.280.190.380.260.860.410.840.541.000.260.510.280.310.370.340.320.360.400.360.440.340.480.350.450.390.450.440.460.540.560.570.480.380.450.380.430.460.480.380.390.340.430.340.38
TGT0.320.230.260.220.240.270.230.300.230.270.440.530.260.260.250.260.260.230.310.270.350.220.490.290.300.310.280.450.370.270.250.280.450.280.320.280.310.360.430.280.440.310.270.330.260.270.261.000.250.410.300.310.330.330.510.370.330.420.340.350.350.350.400.420.330.360.310.300.300.420.430.350.410.450.370.370.480.460.480.420.510.44
BKNG0.060.080.240.160.320.320.310.310.130.180.200.140.280.300.240.200.220.270.240.460.220.430.220.370.250.330.220.230.260.300.460.350.300.430.300.300.310.330.260.280.330.350.500.360.520.660.510.251.000.300.390.350.320.330.300.340.380.390.320.400.420.420.370.390.480.400.510.550.550.430.410.430.350.390.420.450.400.410.330.420.340.37
POOL0.190.170.360.220.330.330.300.380.250.240.270.340.320.290.200.280.290.230.270.370.310.230.320.340.230.270.290.410.340.300.250.300.410.350.270.280.450.380.350.310.330.350.290.330.280.320.280.410.301.000.380.310.480.510.400.370.350.330.480.330.400.340.430.340.360.340.330.330.320.340.420.330.460.370.440.340.390.380.520.440.550.44
YUM0.170.250.350.330.270.340.290.250.320.270.280.280.280.320.280.370.360.320.260.310.350.290.310.280.300.250.400.300.370.580.350.370.360.310.320.410.360.350.330.410.300.380.300.450.320.360.310.300.390.381.000.390.360.390.310.320.370.330.360.350.430.340.370.330.390.350.390.410.400.350.430.380.350.390.370.390.450.450.400.420.420.45
SYY0.260.320.200.370.180.250.190.190.320.320.310.270.230.290.400.370.350.380.320.220.320.290.310.270.380.290.400.280.370.410.320.400.340.330.400.440.330.330.360.420.320.360.370.450.360.360.370.310.350.310.391.000.310.320.340.370.360.390.340.370.380.380.350.370.400.380.380.420.430.390.360.420.350.410.410.430.430.440.380.440.390.46
LEN0.150.180.250.200.260.300.240.300.230.220.190.260.310.280.230.250.240.230.280.300.300.290.300.340.260.330.260.350.310.290.290.310.300.330.270.260.730.330.350.320.360.330.320.360.340.330.340.330.320.480.360.311.000.880.400.400.350.380.850.390.360.410.430.390.350.400.360.380.360.390.400.360.520.380.530.380.380.380.510.440.510.44
DHI0.150.190.270.220.270.300.260.310.250.220.220.270.320.290.230.270.250.240.270.330.320.270.300.330.250.300.270.340.330.320.280.310.320.330.280.270.730.330.350.340.350.350.310.340.330.320.320.330.330.510.390.320.881.000.400.390.360.370.870.380.370.380.420.380.340.390.360.370.360.380.400.350.520.370.530.370.370.380.530.420.530.42
BBY0.250.160.230.160.250.260.250.380.170.220.300.360.260.250.230.190.200.220.360.300.330.320.380.340.280.360.190.410.350.230.320.280.360.340.330.210.370.390.410.250.440.310.370.370.350.340.360.510.300.400.310.340.400.401.000.420.340.470.430.440.380.430.470.510.370.430.380.370.360.500.450.380.480.500.440.390.470.470.530.480.530.47
NWL0.210.210.180.210.210.190.220.250.270.300.220.260.290.240.320.290.270.320.400.280.250.340.300.330.360.390.270.290.260.300.350.360.260.390.400.330.350.420.390.330.370.310.390.350.370.380.400.370.340.370.320.370.400.390.421.000.370.410.410.440.400.450.430.470.390.440.410.370.370.480.410.460.530.510.540.470.400.370.420.480.430.46
CMCSA0.190.240.230.280.300.240.300.260.270.370.280.250.590.380.310.310.310.340.350.340.280.330.300.320.440.450.370.280.300.360.340.340.350.360.360.370.320.370.330.400.320.360.350.350.360.370.360.330.380.350.370.360.350.360.340.371.000.340.370.370.370.360.390.340.520.370.400.410.400.350.390.480.410.380.420.500.390.370.400.400.430.41
RL0.150.100.200.140.180.240.180.270.130.220.200.280.230.210.250.170.190.230.320.270.280.420.330.340.290.370.180.320.290.260.440.270.260.360.380.250.330.400.350.220.500.280.430.400.430.410.440.420.390.330.330.390.380.370.470.410.341.000.410.480.420.500.430.660.400.500.470.460.460.720.510.450.440.610.470.470.480.490.410.490.420.47
PHM0.160.170.260.210.250.310.240.300.240.230.210.250.300.280.230.250.240.230.290.300.300.290.310.340.270.320.260.340.310.300.310.310.300.340.300.270.720.350.370.310.370.340.330.360.350.320.340.340.320.480.360.340.850.870.430.410.370.411.000.400.360.420.450.420.350.430.370.390.380.410.370.380.530.390.550.400.390.390.530.440.520.46
GM0.150.120.190.130.220.230.190.240.130.240.190.200.260.250.270.170.180.250.360.250.250.400.290.370.330.400.190.300.260.280.420.330.260.430.390.260.310.410.350.240.420.270.470.390.460.430.480.350.400.330.350.370.390.380.440.440.370.480.401.000.370.620.490.480.460.780.470.480.470.520.410.450.480.470.520.480.420.430.440.540.420.47
EL0.130.230.260.310.300.260.300.310.340.240.260.290.280.300.310.420.410.340.260.380.290.370.310.310.280.300.370.300.300.370.400.390.360.340.350.400.350.360.320.380.350.420.340.360.340.390.350.350.420.400.430.380.360.370.380.400.370.420.360.371.000.380.360.440.420.350.410.400.420.430.490.380.410.460.400.420.420.410.420.410.430.43
BWA0.170.120.200.130.210.230.230.260.140.230.190.220.250.260.270.160.180.270.370.270.280.440.290.380.340.390.180.300.280.250.450.320.250.420.430.250.350.390.400.250.400.270.430.350.440.410.450.350.420.340.340.380.410.380.430.450.360.500.420.620.381.000.480.480.410.620.490.480.480.530.390.460.490.490.540.490.400.400.420.560.390.53
KMX0.160.130.250.190.240.300.220.310.180.240.240.280.320.270.230.190.200.230.330.300.360.330.320.360.300.360.220.390.380.290.320.300.310.380.340.250.380.400.450.270.410.300.400.380.390.400.390.400.370.430.370.350.430.420.470.430.390.430.450.490.360.481.000.430.420.510.420.440.430.450.410.410.470.460.480.430.420.440.500.520.480.50
TPR0.130.070.210.140.210.220.210.290.120.210.200.250.240.230.250.160.170.250.330.260.250.420.320.390.310.420.160.330.260.260.440.300.240.400.370.240.350.400.360.220.520.290.450.400.440.400.450.420.390.340.330.370.390.380.510.470.340.660.420.480.440.480.431.000.410.490.480.450.460.670.510.450.460.590.510.480.510.500.430.510.430.47
DIS0.140.140.230.190.320.320.290.280.200.290.250.220.370.290.270.240.240.290.320.380.270.390.300.390.380.470.270.290.290.330.410.330.320.430.340.320.310.410.330.300.350.350.440.390.430.470.440.330.480.360.390.400.350.340.370.390.520.400.350.460.420.410.420.411.000.460.480.480.500.430.460.470.390.430.420.490.430.440.390.470.410.41
F0.160.130.190.130.220.230.190.240.150.250.220.210.260.240.310.170.190.280.400.260.280.400.300.370.360.420.200.310.270.300.410.310.270.400.400.270.350.410.380.250.430.270.450.370.450.420.460.360.400.340.350.380.400.390.430.440.370.500.430.780.350.620.510.490.461.000.470.450.470.510.410.460.490.480.510.480.420.440.440.550.410.50
MGM0.090.070.220.110.280.290.260.310.110.180.150.170.290.300.230.160.150.240.320.370.230.690.280.570.270.420.170.280.230.300.690.340.230.600.370.230.320.380.320.250.390.310.530.400.540.520.540.310.510.330.390.380.360.360.380.410.400.470.370.470.410.490.420.480.480.471.000.570.590.510.410.430.420.460.490.470.420.430.390.480.390.42
HLT0.090.080.250.130.260.330.260.290.150.170.170.180.290.300.230.200.190.240.280.350.280.450.270.420.260.360.200.290.290.330.480.330.290.470.350.270.350.360.320.240.400.310.560.430.590.550.560.300.550.330.410.420.380.370.370.370.410.460.390.480.400.480.440.450.480.450.571.000.840.480.420.470.410.430.470.460.450.460.390.510.390.46
MAR0.100.110.220.160.260.320.250.260.150.170.180.180.270.290.240.200.200.250.290.350.270.470.260.420.280.370.220.280.280.330.500.330.290.460.380.280.340.360.310.270.410.320.570.440.600.570.570.300.550.320.400.430.360.360.360.370.400.460.380.470.420.480.430.460.500.470.590.841.000.470.420.480.410.450.470.480.450.450.400.510.400.47
PVH0.140.080.210.110.190.230.190.270.120.200.220.280.250.210.260.160.160.270.340.270.270.450.360.380.310.410.160.320.270.260.460.310.260.430.380.240.330.410.370.230.510.280.470.430.470.440.480.420.430.340.350.390.390.380.500.480.350.720.410.520.430.530.450.670.430.510.510.480.471.000.530.460.460.650.520.500.530.520.430.550.420.48
NKE0.170.190.290.200.330.330.320.340.240.250.270.310.330.290.270.280.290.270.300.410.330.350.340.350.310.340.300.390.350.360.390.360.400.360.330.330.370.450.360.340.430.390.370.370.370.390.380.430.410.420.430.360.400.400.450.410.390.510.370.410.490.390.410.510.460.410.410.420.420.531.000.410.430.590.420.420.480.480.470.470.500.45
OMC0.210.260.200.260.240.200.270.220.290.350.270.240.300.260.360.310.300.370.390.260.310.360.310.300.430.460.320.320.320.340.400.330.300.370.410.380.340.400.370.340.370.320.430.390.440.420.450.350.430.330.380.420.360.350.380.460.480.450.380.450.380.460.410.450.470.460.430.470.480.460.411.000.480.450.470.790.420.440.410.490.410.52
WHR0.210.230.240.210.280.260.260.300.290.280.250.300.330.270.300.290.280.310.390.280.300.320.310.350.350.400.280.380.320.320.340.340.320.380.380.310.460.430.390.330.390.340.370.370.360.360.380.410.350.460.350.350.520.520.480.530.410.440.530.480.410.490.470.460.390.490.420.410.410.460.430.481.000.500.600.470.390.400.520.500.520.49
VFC0.170.160.220.180.210.230.210.290.200.280.250.320.270.240.270.210.240.290.370.310.290.380.340.350.360.390.250.340.310.300.420.350.290.390.390.320.350.450.430.310.450.330.410.390.410.420.430.450.390.370.390.410.380.370.500.510.380.610.390.470.460.490.460.590.430.480.460.430.450.650.590.450.501.000.510.470.500.490.450.510.450.50
MHK0.140.130.260.170.250.230.250.290.200.260.210.240.330.290.300.240.200.310.370.300.270.390.310.400.340.410.240.320.280.300.400.340.270.440.390.300.470.420.390.300.420.320.440.410.440.430.460.370.420.440.370.410.530.530.440.540.420.470.550.520.400.540.480.510.420.510.490.470.470.520.420.470.600.511.000.500.420.430.510.530.510.50
IPG0.180.210.220.220.250.220.270.250.230.330.240.240.320.270.350.270.280.350.400.280.320.400.320.350.410.470.290.310.320.320.430.340.300.400.410.350.340.400.370.320.410.320.460.410.460.450.480.370.450.340.390.430.380.370.390.470.500.470.400.480.420.490.430.480.490.480.470.460.480.500.420.790.470.470.501.000.440.440.410.520.410.52
ROST0.220.190.260.240.240.310.250.280.240.270.340.410.280.310.280.280.290.280.290.320.390.320.440.330.310.330.310.420.440.360.360.370.420.370.320.340.350.360.410.340.500.370.390.460.380.390.380.480.400.390.450.430.380.370.470.400.390.480.390.420.420.400.420.510.430.420.420.450.450.530.480.420.390.500.420.441.000.770.500.510.520.51
TJX0.220.200.270.240.250.310.240.260.240.270.340.370.270.320.310.290.270.310.300.310.390.310.410.330.300.320.310.420.430.380.350.380.420.370.350.340.340.360.410.330.480.370.380.440.380.390.390.460.410.380.450.440.380.380.470.370.370.490.390.430.410.400.440.500.440.440.430.460.450.520.480.440.400.490.430.440.771.000.510.520.520.53
LOW0.240.220.300.250.300.320.300.340.270.280.340.410.350.330.290.300.300.280.340.360.450.290.400.380.310.300.340.520.440.360.300.340.420.380.350.310.470.390.460.350.430.380.350.370.340.360.340.480.330.520.400.380.510.530.530.420.400.410.530.440.420.420.500.430.390.440.390.390.400.430.470.410.520.450.510.410.500.511.000.500.800.54
LKQ0.190.180.240.230.240.270.240.280.210.260.250.310.290.290.290.260.250.310.350.310.430.390.380.380.350.390.270.380.430.340.430.380.320.420.440.330.400.450.470.340.470.350.420.440.420.420.430.420.420.440.420.440.440.420.480.480.400.490.440.540.410.560.520.510.470.550.480.510.510.550.470.490.500.510.530.520.510.520.501.000.510.65
HD0.250.250.330.270.310.320.300.320.310.310.390.430.360.340.290.350.350.290.330.390.460.290.410.340.330.300.380.520.470.400.310.370.490.360.350.350.460.420.460.390.430.410.330.370.330.350.340.510.340.550.420.390.510.530.530.430.430.420.520.420.430.390.480.430.410.410.390.390.400.420.500.410.520.450.510.410.520.520.800.511.000.54
GPC0.240.260.250.300.210.260.230.250.300.350.310.360.270.310.380.340.350.350.380.250.550.320.370.320.370.360.350.450.560.380.370.380.370.360.470.390.390.420.580.370.430.380.390.430.380.360.380.440.370.440.450.460.440.420.470.460.410.470.460.470.430.530.500.470.410.500.420.460.470.480.450.520.490.500.500.520.510.530.540.650.541.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 17 апр. 2015 г.