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Ленивые портфелиПользовательские портфели

Etoro 07/08/2023

Последнее обновление 23 сент. 2023 г.

Распределение активов


EPRT 3.33%AMP 3.33%IIPR 3.33%ETR 3.33%MRK 3.33%PFE 3.33%TROW 3.33%WPC 3.33%O 3.33%TXN 3.33%SPGI 3.33%LOW 3.33%SCHD 3.33%MDC 3.33%EPD 3.33%JPM 3.33%STAG 3.33%JNJ 3.33%CSCO 3.33%PG 3.33%MAIN 3.33%KO 3.33%WMT 3.33%LMT 3.33%PEP 3.33%COP 3.33%AFL 3.33%V 3.33%MSFT 3.33%AAPL 3.33%АкцииАкции
ПозицияКатегория/СекторВес
EPRT
Essential Properties Realty Trust, Inc.
Real Estate3.33%
AMP
Ameriprise Financial, Inc.
Financial Services3.33%
IIPR
Innovative Industrial Properties, Inc.
Real Estate3.33%
ETR
Entergy Corporation
Utilities3.33%
MRK
Merck & Co., Inc.
Healthcare3.33%
PFE
3.33%
TROW
3.33%
WPC
3.33%
O
Realty Income Corporation
Real Estate3.33%
TXN
3.33%
SPGI
3.33%
LOW
Lowe's Companies, Inc.
Consumer Cyclical3.33%
SCHD
3.33%
MDC
M.D.C. Holdings, Inc.
Consumer Cyclical3.33%
EPD
Enterprise Products Partners L.P.
Energy3.33%
JPM
JPMorgan Chase & Co.
Financial Services3.33%
STAG
3.33%
JNJ
Johnson & Johnson
Healthcare3.33%
CSCO
Cisco Systems, Inc.
Technology3.33%
PG
3.33%
MAIN
Main Street Capital Corporation
Financial Services3.33%
KO
The Coca-Cola Company
Consumer Defensive3.33%
WMT
3.33%
LMT
Lockheed Martin Corporation
Industrials3.33%
PEP
PepsiCo, Inc.
Consumer Defensive3.33%
COP
ConocoPhillips Company
Energy3.33%
AFL
Aflac Incorporated
Financial Services3.33%
V
3.33%
MSFT
Microsoft Corporation
Technology3.33%
AAPL
Apple Inc.
Technology3.33%

Доходность

График показывает рост $10,000 инвестированных в Etoro 07/08/2023 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
4.20%
8.61%
Etoro 07/08/2023
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам

Etoro 07/08/2023 на 23 сент. 2023 г. показал доходность в 3.47% с начала года и доходность в 14.64% в годовом выражении за последние 10 лет.


1 месяц6 месяцевС начала года1 год5 лет (среднегодовая)10 лет (среднегодовая)
Бенчмарк-1.94%8.79%12.52%16.97%8.21%8.99%
Etoro 07/08/2023-2.47%4.47%3.47%14.61%13.46%14.64%
EPRT
Essential Properties Realty Trust, Inc.
-4.57%-2.76%-1.73%13.79%14.81%15.10%
AMP
Ameriprise Financial, Inc.
-0.19%15.42%8.42%31.70%20.25%19.54%
IIPR
Innovative Industrial Properties, Inc.
6.52%12.89%-15.60%-3.56%16.83%23.00%
ETR
Entergy Corporation
1.85%-5.94%-12.42%-10.81%7.51%7.43%
MRK
Merck & Co., Inc.
-2.85%2.84%-2.18%25.89%12.99%15.57%
PFE
-10.14%-17.28%-34.19%-22.85%-1.05%2.77%
TROW
-2.80%-1.68%-0.00%2.65%2.69%0.46%
WPC
-10.37%-23.10%-23.98%-22.11%3.45%3.28%
O
Realty Income Corporation
-7.51%-13.35%-15.98%-12.37%3.39%4.52%
TXN
-4.47%-9.38%-0.84%2.39%11.38%10.03%
SPGI
-4.27%11.65%11.80%18.09%13.51%12.86%
LOW
Lowe's Companies, Inc.
-5.64%12.18%7.23%14.17%14.90%17.54%
SCHD
-1.92%2.48%-3.10%8.53%9.79%10.77%
MDC
M.D.C. Holdings, Inc.
-9.02%10.20%35.21%52.63%12.46%12.01%
EPD
Enterprise Products Partners L.P.
4.07%12.33%20.09%25.00%6.73%7.52%
JPM
JPMorgan Chase & Co.
-0.90%18.39%11.09%37.72%7.84%9.18%
STAG
-4.22%8.44%10.55%22.68%9.73%9.79%
JNJ
Johnson & Johnson
-3.46%6.70%-7.13%-0.96%5.78%8.32%
CSCO
Cisco Systems, Inc.
-3.82%7.67%15.06%36.07%5.17%7.41%
PG
-1.28%4.61%1.91%14.73%15.77%16.98%
MAIN
Main Street Capital Corporation
2.98%7.83%17.09%21.21%8.37%8.62%
KO
The Coca-Cola Company
-3.86%-3.94%-7.33%1.31%8.09%9.06%
WMT
2.87%15.34%15.82%26.74%13.24%15.31%
LMT
Lockheed Martin Corporation
-7.69%-11.66%-13.29%2.76%6.62%9.16%
PEP
PepsiCo, Inc.
-1.63%-0.76%-0.95%6.84%12.56%13.00%
COP
ConocoPhillips Company
2.27%27.59%3.64%24.46%12.69%16.06%
AFL
Aflac Incorporated
2.77%22.83%8.00%35.23%12.61%13.59%
V
-3.09%6.76%13.81%28.82%10.24%11.98%
MSFT
Microsoft Corporation
-1.85%13.47%33.09%34.53%24.02%25.71%
AAPL
Apple Inc.
-2.14%9.37%35.10%16.88%26.96%29.93%

Таблица корреляции активов

Таблица ниже показывает коэффициенты корреляции между активами в портфеле.

COPMRKEPDWMTIIPRPFELMTMDCJNJETRPGEPRTMAINWPCOAAPLLOWPEPMSFTTXNJPMKOSPGISTAGVCSCOAFLAMPTROWSCHD
COP1.000.220.580.150.220.230.360.240.170.150.100.270.360.250.190.240.250.140.210.320.480.230.250.220.320.350.480.500.390.55
MRK0.221.000.180.270.140.540.300.120.530.300.410.210.220.280.270.220.220.410.270.220.250.400.320.280.320.320.310.260.240.41
EPD0.580.181.000.160.260.190.290.270.170.220.120.300.390.310.260.290.290.130.230.310.440.220.270.300.300.360.420.460.380.50
WMT0.150.270.161.000.220.260.280.220.360.340.460.210.220.240.230.310.370.480.340.290.250.380.320.320.290.360.320.280.330.44
IIPR0.220.140.260.221.000.170.160.370.160.200.180.400.370.350.340.350.380.220.400.370.290.210.370.440.360.320.280.370.420.40
PFE0.230.540.190.260.171.000.270.130.500.320.360.190.230.260.280.270.250.370.290.270.290.370.320.320.310.370.300.290.300.47
LMT0.360.300.290.280.160.271.000.240.330.330.340.260.320.310.310.240.290.370.240.260.360.430.290.290.350.330.450.390.340.51
MDC0.240.120.270.220.370.130.241.000.160.240.240.390.380.350.340.350.540.250.340.390.330.280.380.410.360.340.380.420.460.48
JNJ0.170.530.170.360.160.500.330.161.000.350.510.200.210.280.290.270.290.500.300.280.270.480.330.330.330.410.350.280.320.48
ETR0.150.300.220.340.200.320.330.240.351.000.500.390.270.520.520.210.250.530.240.190.230.530.320.480.290.300.350.260.260.41
PG0.100.410.120.460.180.360.340.240.510.501.000.280.230.370.380.300.340.680.360.310.250.630.370.420.360.400.340.270.300.49
EPRT0.270.210.300.210.400.190.260.390.200.390.281.000.440.610.650.270.320.330.290.300.360.390.340.580.360.340.440.400.400.47
MAIN0.360.220.390.220.370.230.320.380.210.270.230.441.000.390.400.380.400.270.370.370.480.340.370.410.390.360.470.520.510.55
WPC0.250.280.310.240.350.260.310.350.280.520.370.610.391.000.760.260.290.410.270.290.300.480.360.680.350.340.410.360.360.48
O0.190.270.260.230.340.280.310.340.290.520.380.650.400.761.000.270.320.440.300.270.280.500.370.680.390.310.410.330.350.46
AAPL0.240.220.290.310.350.270.240.350.270.210.300.270.380.260.271.000.440.360.720.620.380.300.520.400.550.560.320.460.530.53
LOW0.250.220.290.370.380.250.290.540.290.250.340.320.400.290.320.441.000.370.470.490.410.330.490.420.460.470.400.490.550.60
PEP0.140.410.130.480.220.370.370.250.500.530.680.330.270.410.440.360.371.000.410.320.260.720.420.470.390.410.370.300.350.52
MSFT0.210.270.230.340.400.290.240.340.300.240.360.290.370.270.300.720.470.411.000.630.340.340.620.410.630.570.310.450.560.53
TXN0.320.220.310.290.370.270.260.390.280.190.310.300.370.290.270.620.490.320.631.000.460.310.530.370.570.590.410.560.600.66
JPM0.480.250.440.250.290.290.360.330.270.230.250.360.480.300.280.380.410.260.340.461.000.390.400.370.480.470.710.780.610.75
KO0.230.400.220.380.210.370.430.280.480.530.630.390.340.480.500.300.330.720.340.310.391.000.410.480.430.390.490.410.380.59
SPGI0.250.320.270.320.370.320.290.380.330.320.370.340.370.360.370.520.490.420.620.530.400.411.000.470.620.490.410.490.580.55
STAG0.220.280.300.320.440.320.290.410.330.480.420.580.410.680.680.400.420.470.410.370.370.480.471.000.430.420.430.440.460.55
V0.320.320.300.290.360.310.350.360.330.290.360.360.390.350.390.550.460.390.630.570.480.430.620.431.000.540.450.550.550.60
CSCO0.350.320.360.360.320.370.330.340.410.300.400.340.360.340.310.560.470.410.570.590.470.390.490.420.541.000.440.550.560.68
AFL0.480.310.420.320.280.300.450.380.350.350.340.440.470.410.410.320.400.370.310.410.710.490.410.430.450.441.000.720.570.73
AMP0.500.260.460.280.370.290.390.420.280.260.270.400.520.360.330.460.490.300.450.560.780.410.490.440.550.550.721.000.710.79
TROW0.390.240.380.330.420.300.340.460.320.260.300.400.510.360.350.530.550.350.560.600.610.380.580.460.550.560.570.711.000.74
SCHD0.550.410.500.440.400.470.510.480.480.410.490.470.550.480.460.530.600.520.530.660.750.590.550.550.600.680.730.790.741.00

Коэффициент Шарпа

Etoro 07/08/2023 на текущий момент имеет коэффициент Шарпа равный 0.77. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

-1.000.001.002.003.004.000.77

Коэффициент Шарпа Etoro 07/08/2023 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-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.77
0.81
Etoro 07/08/2023
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность Etoro 07/08/2023 за предыдущие двенадцать месяцев составила 3.66%.


TTM20222021202020192018201720162015201420132012
Etoro 07/08/20233.66%3.50%2.94%3.48%3.32%3.97%3.54%3.99%4.69%4.08%4.25%5.15%
EPRT
Essential Properties Realty Trust, Inc.
4.88%4.69%3.72%4.89%4.18%3.85%0.00%0.00%0.00%0.00%0.00%0.00%
AMP
Ameriprise Financial, Inc.
1.56%1.59%1.51%2.20%2.46%3.74%2.17%3.05%2.92%2.09%2.18%2.92%
IIPR
Innovative Industrial Properties, Inc.
8.83%7.35%2.43%2.80%4.45%3.26%2.16%0.00%0.00%0.00%0.00%0.00%
ETR
Entergy Corporation
4.43%3.72%3.66%4.11%3.47%4.90%5.30%6.01%6.60%5.37%7.77%8.11%
MRK
Merck & Co., Inc.
2.75%2.58%3.59%3.31%2.80%3.01%4.00%3.86%4.34%4.08%4.67%5.78%
PFE
4.99%3.22%2.81%4.33%4.23%3.72%4.37%4.75%4.63%4.60%4.48%5.18%
TROW
4.61%4.55%3.98%2.66%2.88%3.59%2.60%3.53%7.30%2.78%2.51%5.12%
WPC
7.39%5.59%5.57%6.79%6.33%8.06%7.99%9.70%10.06%8.68%9.96%8.62%
O
Realty Income Corporation
5.87%4.84%4.67%5.27%4.52%5.33%5.95%5.85%6.44%7.03%9.40%7.51%
TXN
3.09%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
SPGI
0.96%1.00%0.66%0.84%0.86%1.23%1.02%1.43%1.45%1.48%1.59%7.30%
LOW
Lowe's Companies, Inc.
2.02%1.88%1.12%1.47%1.84%2.10%1.81%2.00%1.54%1.39%1.63%2.04%
SCHD
3.67%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
MDC
M.D.C. Holdings, Inc.
4.97%6.56%3.28%3.23%3.68%5.18%3.67%5.08%5.33%5.33%0.00%7.97%
EPD
Enterprise Products Partners L.P.
7.14%8.24%9.34%11.21%8.44%10.06%9.65%9.59%10.24%7.22%7.72%15.17%
JPM
JPMorgan Chase & Co.
2.74%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
STAG
4.22%4.65%3.25%5.13%5.31%7.02%6.68%7.98%10.82%8.23%9.72%10.42%
JNJ
Johnson & Johnson
2.89%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
CSCO
Cisco Systems, Inc.
2.87%3.24%2.45%3.47%3.23%3.41%3.51%4.04%3.85%3.50%3.09%3.53%
PG
2.45%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
MAIN
Main Street Capital Corporation
8.48%8.28%6.35%8.23%8.51%11.79%10.62%12.05%16.14%16.80%17.09%12.88%
KO
The Coca-Cola Company
3.16%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
WMT
1.40%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
LMT
Lockheed Martin Corporation
2.90%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
PEP
PepsiCo, Inc.
2.76%2.56%2.56%2.93%3.08%3.71%3.12%3.44%3.46%3.45%3.57%4.23%
COP
ConocoPhillips Company
4.43%4.30%2.90%4.70%2.38%2.20%2.33%2.46%7.96%5.46%5.27%6.16%
AFL
Aflac Incorporated
2.18%2.26%2.35%2.70%2.25%2.56%2.28%2.80%3.18%3.03%2.69%3.28%
V
0.77%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
MSFT
Microsoft Corporation
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
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%

Комиссия

Комиссия Etoro 07/08/2023 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
EPRT
Essential Properties Realty Trust, Inc.
0.34
AMP
Ameriprise Financial, Inc.
0.87
IIPR
Innovative Industrial Properties, Inc.
-0.19
ETR
Entergy Corporation
-0.52
MRK
Merck & Co., Inc.
1.46
PFE
N/A
TROW
N/A
WPC
N/A
O
Realty Income Corporation
-0.69
TXN
N/A
SPGI
N/A
LOW
Lowe's Companies, Inc.
0.51
SCHD
N/A
MDC
M.D.C. Holdings, Inc.
1.50
EPD
Enterprise Products Partners L.P.
1.11
JPM
JPMorgan Chase & Co.
1.38
STAG
N/A
JNJ
Johnson & Johnson
0.07
CSCO
Cisco Systems, Inc.
1.57
PG
N/A
MAIN
Main Street Capital Corporation
0.66
KO
The Coca-Cola Company
-0.00
WMT
N/A
LMT
Lockheed Martin Corporation
0.05
PEP
PepsiCo, Inc.
0.44
COP
ConocoPhillips Company
0.37
AFL
Aflac Incorporated
1.41
V
N/A
MSFT
Microsoft Corporation
1.11
AAPL
Apple Inc.
0.51

График просадок

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.42%
-9.93%
Etoro 07/08/2023
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Etoro 07/08/2023 с января 2010 показал максимальную просадку в 38.13%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 114 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

-38.13%18 февр. 2020 г.2523 мар. 2020 г.1142 сент. 2020 г.139
-18.21%5 янв. 2022 г.18630 сент. 2022 г.19412 июл. 2023 г.380
-13.81%24 сент. 2018 г.6424 дек. 2018 г.274 февр. 2019 г.91
-8.61%13 окт. 2020 г.1430 окт. 2020 г.710 нояб. 2020 г.21
-7.58%3 сент. 2020 г.1423 сент. 2020 г.1312 окт. 2020 г.27

График волатильности

Текущая волатильность Etoro 07/08/2023 составляет 3.21%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.21%
3.41%
Etoro 07/08/2023
Benchmark (^GSPC)
Активы портфеля