VTI over SPY biggest 50
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
VTI over SPY biggest 50
Currency in USD · Последнее обновление 16 мая 2025 г.
Largest 50 components of the VTI that beat the SPY on all of the following timeframes: 1M, 3M, 6M, 1Y, 3Y, 5Y, 10Y.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 2% |
ANET Arista Networks, Inc. | Technology | 2% |
APO Apollo Global Management, Inc. | Financial Services | 2% |
APP AppLovin Corporation | Technology | 2% |
ARES Ares Management Corporation | Financial Services | 2% |
AVGO Broadcom Inc. | Technology | 2% |
AXON Axon Enterprise, Inc. | Industrials | 2% |
AXP American Express Company | Financial Services | 2% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2% |
BSX Boston Scientific Corporation | Healthcare | 2% |
BX The Blackstone Group Inc. | Financial Services | 2% |
CBRE CBRE Group, Inc. | Real Estate | 2% |
CEG Constellation Energy Corp | Utilities | 2% |
COHR Coherent, Inc. | Technology | 2% |
COST Costco Wholesale Corporation | Consumer Defensive | 2% |
CRM salesforce.com, inc. | Technology | 2% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 2% |
FIX Comfort Systems USA, Inc. | Industrials | 2% |
FTNT Fortinet, Inc. | Technology | 2% |
FWONA | 2% | |
FWONK | 2% | |
GDDY | 2% | |
GOOG | 2% | |
GRMN | 2% | |
JEF | 2% | |
KKR | 2% | |
LII | 2% | |
LPLA | 2% | |
LYV | 2% | |
MANH | 2% | |
MAR | 2% | |
META | 2% | |
MRVL | 2% | |
MSTR | 2% | |
NFLX | 2% | |
NOW | 2% | |
NTRA | 2% | |
ORLY | 2% | |
PANW | 2% | |
PLTR | 2% | |
PWR | 2% | |
RCL | 2% | |
RDDT | 2% | |
TSLA | 2% | |
TTD | 2% | |
TW | 2% | |
VRT | 2% | |
WMT | 2% | |
WSM | 2% | |
XPO | 2% |
Каждые 3 месяца
Доходность
График доходности
Загрузка...
Самые ранние данные для этого графика доступны с 2 февр. 2022 г., начальной даты CEG
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| VTI over SPY biggest 50 | 0.50% | 19.92% | 5.39% | 47.21% | N/A | N/A |
| Активы портфеля: | ||||||
GOOG | -13.05% | 4.23% | -6.53% | -4.43% | N/A | N/A |
AMZN Amazon.com, Inc. | -6.48% | 14.24% | -2.98% | 10.31% | 11.27% | 25.51% |
META | 10.07% | 23.46% | 11.75% | 34.20% | N/A | N/A |
TSLA | -15.11% | 34.91% | 10.17% | 97.03% | N/A | N/A |
AVGO Broadcom Inc. | 0.65% | 30.00% | 37.32% | 63.97% | 59.19% | 37.00% |
WMT | 7.19% | 2.78% | 14.91% | 62.69% | N/A | N/A |
COST Costco Wholesale Corporation | 10.55% | 3.57% | 9.63% | 29.05% | 29.79% | 23.63% |
NFLX | 32.16% | 20.66% | 40.69% | 92.00% | N/A | N/A |
CRM salesforce.com, inc. | -12.90% | 14.05% | -12.09% | 1.71% | 11.35% | 14.97% |
BX The Blackstone Group Inc. | -13.56% | 10.67% | -17.75% | 14.75% | 27.98% | 18.66% |
NOW | -2.35% | 26.78% | -0.44% | 36.11% | N/A | N/A |
AXP American Express Company | 1.50% | 16.17% | 4.49% | 25.34% | 31.33% | 15.81% |
BKNG Booking Holdings Inc. | 5.64% | 13.56% | 5.76% | 39.26% | 30.89% | 15.88% |
PLTR | 69.40% | 30.20% | 116.49% | 491.23% | N/A | N/A |
ANET Arista Networks, Inc. | -13.08% | 31.24% | -0.43% | 17.87% | 49.03% | 36.75% |
KKR | -14.82% | 20.73% | -16.29% | 17.35% | N/A | N/A |
BSX Boston Scientific Corporation | 17.40% | 11.28% | 19.72% | 40.85% | 24.75% | 19.28% |
APP AppLovin Corporation | 13.21% | 49.35% | 28.87% | 336.13% | N/A | N/A |
MRVL | -40.87% | 22.28% | -28.00% | -6.75% | N/A | N/A |
APO Apollo Global Management, Inc. | -12.57% | 12.63% | -11.87% | 26.61% | 32.07% | 26.56% |
MSTR | 37.09% | 27.78% | 21.17% | 164.08% | N/A | N/A |
MAR | -2.46% | 21.97% | -3.31% | 16.19% | N/A | N/A |
CEG Constellation Energy Corp | 27.37% | 36.46% | 26.62% | 28.23% | N/A | N/A |
FTNT Fortinet, Inc. | 8.55% | 3.39% | 8.58% | 68.88% | 29.13% | 29.29% |
ORLY | 15.54% | -1.99% | 11.90% | 35.61% | N/A | N/A |
PANW | 6.01% | 11.15% | -2.18% | 23.53% | N/A | N/A |
RCL | 8.80% | 29.34% | 7.96% | 79.29% | N/A | N/A |
TTD | -34.06% | 57.39% | -38.43% | -14.13% | N/A | N/A |
PWR | 7.77% | 24.66% | 5.17% | 25.87% | N/A | N/A |
AXON Axon Enterprise, Inc. | 22.56% | 25.93% | 20.48% | 147.79% | 58.26% | 36.60% |
VRT | -7.20% | 44.93% | -12.87% | 0.88% | N/A | N/A |
CBRE CBRE Group, Inc. | -0.78% | 9.77% | -1.31% | 41.20% | 29.45% | 12.93% |
GRMN | -1.75% | 5.00% | -3.79% | 20.29% | N/A | N/A |
ARES Ares Management Corporation | -3.96% | 19.37% | 1.10% | 15.59% | 42.67% | 29.74% |
DECK Deckers Outdoor Corporation | -37.50% | 21.85% | -28.23% | -15.72% | 40.31% | 26.55% |
LYV | 12.29% | 12.75% | 12.56% | 50.73% | N/A | N/A |
TW | 9.71% | 7.40% | 11.68% | 27.81% | N/A | N/A |
RDDT | -30.50% | 17.76% | -13.87% | 90.49% | N/A | N/A |
FWONA | 5.58% | 21.23% | 14.88% | 40.26% | N/A | N/A |
FWONK | 4.37% | 20.50% | 14.45% | 38.00% | N/A | N/A |
GDDY | -3.76% | 8.54% | 2.51% | 39.21% | N/A | N/A |
LPLA | 16.93% | 21.54% | 21.38% | 43.09% | N/A | N/A |
LII | -2.26% | 6.87% | -3.44% | 19.01% | N/A | N/A |
WSM | -6.58% | 20.71% | 32.24% | 8.89% | N/A | N/A |
NTRA | -5.62% | -1.54% | -1.13% | 39.22% | N/A | N/A |
XPO | -4.17% | 31.22% | -15.61% | 10.19% | N/A | N/A |
MANH | -28.54% | 17.49% | -30.97% | -13.58% | N/A | N/A |
COHR Coherent, Inc. | -16.80% | 39.41% | -21.19% | 38.09% | 14.57% | 15.54% |
JEF | -31.49% | 20.95% | -26.57% | 15.60% | N/A | N/A |
FIX Comfort Systems USA, Inc. | 9.40% | 30.08% | 5.58% | 36.87% | 73.30% | 36.49% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью VTI over SPY biggest 50 , с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.78% | -8.70% | -10.62% | 4.70% | 11.19% | 0.50% | |||||||
| 2024 | -0.74% | -4.31% | 6.71% | 3.44% | 2.52% | 4.34% | 7.07% | 7.26% | 18.55% | -1.20% | 50.88% |
Комиссия
Комиссия VTI over SPY biggest 50 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 рейтинг VTI over SPY biggest 50 составляет 88, что ставит его в топ 12% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг 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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
GOOG | -0.17 | 0.06 | 1.01 | -0.11 | -0.24 |
AMZN Amazon.com, Inc. | 0.34 | 0.64 | 1.08 | 0.31 | 0.83 |
META | 1.00 | 1.59 | 1.21 | 1.08 | 3.34 |
TSLA | 1.34 | 2.07 | 1.25 | 1.73 | 3.83 |
AVGO Broadcom Inc. | 1.07 | 1.87 | 1.25 | 1.72 | 4.74 |
WMT | 2.19 | 3.38 | 1.47 | 2.86 | 9.42 |
COST Costco Wholesale Corporation | 1.29 | 1.92 | 1.26 | 1.77 | 5.12 |
NFLX | 2.88 | 3.58 | 1.48 | 4.80 | 15.70 |
CRM salesforce.com, inc. | 0.07 | 0.47 | 1.07 | 0.16 | 0.37 |
BX The Blackstone Group Inc. | 0.47 | 0.96 | 1.12 | 0.50 | 1.26 |
NOW | 0.84 | 1.60 | 1.22 | 1.13 | 3.12 |
AXP American Express Company | 0.80 | 1.28 | 1.18 | 0.88 | 2.81 |
BKNG Booking Holdings Inc. | 1.42 | 1.90 | 1.26 | 1.88 | 5.11 |
PLTR | 6.93 | 5.23 | 1.71 | 12.25 | 37.03 |
ANET Arista Networks, Inc. | 0.38 | 0.87 | 1.13 | 0.45 | 1.17 |
KKR | 0.46 | 0.98 | 1.14 | 0.53 | 1.45 |
BSX Boston Scientific Corporation | 1.84 | 2.40 | 1.39 | 2.75 | 11.21 |
APP AppLovin Corporation | 3.73 | 3.55 | 1.51 | 5.95 | 15.14 |
MRVL | -0.15 | 0.43 | 1.06 | -0.06 | -0.15 |
APO Apollo Global Management, Inc. | 0.66 | 1.23 | 1.18 | 0.81 | 2.38 |
MSTR | 1.79 | 2.74 | 1.32 | 4.14 | 8.58 |
MAR | 0.52 | 0.98 | 1.13 | 0.53 | 1.48 |
CEG Constellation Energy Corp | 0.47 | 1.12 | 1.15 | 0.62 | 1.50 |
FTNT Fortinet, Inc. | 1.61 | 2.79 | 1.38 | 2.70 | 9.54 |
ORLY | 1.75 | 2.49 | 1.30 | 2.00 | 11.32 |
PANW | 0.61 | 1.29 | 1.16 | 1.04 | 3.13 |
RCL | 1.74 | 2.35 | 1.34 | 2.26 | 6.65 |
TTD | -0.27 | 0.22 | 1.04 | -0.15 | -0.34 |
PWR | 0.69 | 1.15 | 1.17 | 0.87 | 2.16 |
AXON Axon Enterprise, Inc. | 2.70 | 3.54 | 1.54 | 4.85 | 12.63 |
VRT | 0.12 | 0.63 | 1.09 | 0.11 | 0.26 |
CBRE CBRE Group, Inc. | 1.36 | 2.16 | 1.28 | 2.08 | 6.07 |
GRMN | 0.51 | 1.09 | 1.17 | 0.74 | 2.30 |
ARES Ares Management Corporation | 0.45 | 0.87 | 1.13 | 0.49 | 1.57 |
DECK Deckers Outdoor Corporation | -0.29 | -0.07 | 0.99 | -0.25 | -0.53 |
LYV | 1.68 | 2.25 | 1.32 | 2.06 | 5.57 |
TW | 1.12 | 1.50 | 1.23 | 1.85 | 6.00 |
RDDT | 1.16 | 1.92 | 1.23 | 1.34 | 3.22 |
FWONA | 1.31 | 1.98 | 1.26 | 1.61 | 4.98 |
FWONK | 1.30 | 1.92 | 1.25 | 1.56 | 4.94 |
GDDY | 1.31 | 1.76 | 1.29 | 1.76 | 4.71 |
LPLA | 1.10 | 1.60 | 1.24 | 1.29 | 2.97 |
LII | 0.66 | 1.00 | 1.13 | 0.83 | 2.28 |
WSM | 0.21 | 0.68 | 1.09 | 0.27 | 0.65 |
NTRA | 0.79 | 1.55 | 1.19 | 1.64 | 4.56 |
XPO | 0.25 | 0.73 | 1.09 | 0.28 | 0.68 |
MANH | -0.31 | -0.01 | 1.00 | -0.20 | -0.45 |
COHR Coherent, Inc. | 0.48 | 1.22 | 1.16 | 0.71 | 1.76 |
JEF | 0.37 | 0.84 | 1.13 | 0.37 | 1.01 |
FIX Comfort Systems USA, Inc. | 0.77 | 1.16 | 1.17 | 0.85 | 2.07 |
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Дивиденды
Дивидендный доход
Дивидендная доходность VTI over SPY biggest 50 за предыдущие двенадцать месяцев составила 0.45%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.45% | 0.38% | 0.70% | 0.71% | 0.46% | 0.65% | 0.70% | 1.01% | 0.92% | 0.95% | 1.34% | 0.99% |
| Активы портфеля: | ||||||||||||
GOOG | 0.48% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.31% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.96% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
WMT | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CRM salesforce.com, inc. | 0.56% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BX The Blackstone Group Inc. | 2.76% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXP American Express Company | 0.97% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
BKNG Booking Holdings Inc. | 0.68% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PLTR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ANET Arista Networks, 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% |
KKR | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
BSX Boston Scientific 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% |
APP AppLovin 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% |
MRVL | 0.37% | 0.22% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% |
APO Apollo Global Management, Inc. | 1.64% | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% |
MSTR | 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 | 0.93% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% |
CEG Constellation Energy Corp | 0.65% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTNT Fortinet, 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% |
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% |
PANW | 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 | 0.68% | 0.41% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% |
TTD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PWR | 0.11% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
AXON Axon Enterprise, 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% |
VRT | 0.12% | 0.10% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CBRE CBRE Group, 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% |
GRMN | 1.49% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
ARES Ares Management Corporation | 2.32% | 2.10% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% |
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% |
LYV | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TW | 0.29% | 0.31% | 0.40% | 0.49% | 0.32% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RDDT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FWONA | 0.00% | 0.00% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FWONK | 0.00% | 0.00% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GDDY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LPLA | 0.31% | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% |
LII | 0.77% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% | 1.20% |
WSM | 1.38% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% |
NTRA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XPO | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MANH | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COHR Coherent, 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% |
JEF | 2.62% | 1.66% | 7.42% | 3.67% | 2.43% | 1.09% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIX Comfort Systems USA, Inc. | 0.32% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% | 1.31% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
VTI over SPY biggest 50 показал максимальную просадку в 29.91%, зарегистрированную 8 апр. 2025 г.. Портфель еще не восстановился от этой просадки.
Текущая просадка VTI over SPY biggest 50 составляет 7.63%.
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 |
|---|---|---|---|---|---|---|
| -29.91% | 24 янв. 2025 г. | 52 | 8 апр. 2025 г. | — | — | — |
| -11.15% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 12 | 21 авг. 2024 г. | 26 |
| -8.07% | 27 мар. 2024 г. | 17 | 19 апр. 2024 г. | 15 | 10 мая 2024 г. | 32 |
| -6.98% | 17 дек. 2024 г. | 17 | 13 янв. 2025 г. | 6 | 22 янв. 2025 г. | 23 |
| -5.99% | 3 сент. 2024 г. | 4 | 6 сент. 2024 г. | 5 | 13 сент. 2024 г. | 9 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
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Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 50, при этом эффективное количество активов равно 50.00, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ^GSPC | ORLY | WMT | TW | FWONK | FWONA | COST | RDDT | WSM | MSTR | LPLA | XPO | FTNT | BSX | TSLA | GOOG | TTD | LYV | CBRE | CEG | NFLX | LII | META | GDDY | NTRA | DECK | APP | MANH | PANW | BKNG | GRMN | AXP | PLTR | CRM | RCL | AXON | AMZN | AVGO | MRVL | MAR | COHR | PWR | NOW | JEF | ANET | BX | VRT | ARES | APO | FIX | KKR | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.23 | 0.34 | 0.36 | 0.40 | 0.42 | 0.55 | 0.41 | 0.57 | 0.48 | 0.45 | 0.49 | 0.48 | 0.52 | 0.59 | 0.63 | 0.51 | 0.56 | 0.57 | 0.52 | 0.56 | 0.64 | 0.58 | 0.56 | 0.57 | 0.58 | 0.54 | 0.62 | 0.59 | 0.60 | 0.64 | 0.61 | 0.60 | 0.60 | 0.59 | 0.57 | 0.68 | 0.70 | 0.65 | 0.64 | 0.65 | 0.63 | 0.62 | 0.63 | 0.66 | 0.65 | 0.62 | 0.63 | 0.61 | 0.66 | 0.70 | 0.86 |
| ORLY | 0.23 | 1.00 | 0.33 | 0.22 | 0.09 | 0.10 | 0.33 | -0.02 | 0.01 | 0.09 | 0.03 | 0.20 | 0.11 | 0.26 | 0.01 | 0.08 | 0.09 | 0.27 | 0.30 | -0.02 | 0.16 | 0.23 | 0.09 | 0.16 | 0.01 | 0.09 | -0.05 | 0.22 | 0.10 | 0.19 | 0.27 | 0.17 | 0.07 | 0.16 | 0.09 | 0.07 | 0.06 | -0.05 | -0.03 | 0.21 | 0.01 | 0.01 | 0.10 | 0.17 | 0.02 | 0.18 | -0.02 | 0.08 | 0.14 | 0.05 | 0.17 | 0.11 |
| WMT | 0.34 | 0.33 | 1.00 | 0.21 | 0.15 | 0.15 | 0.58 | 0.13 | 0.15 | 0.15 | 0.23 | 0.21 | 0.20 | 0.35 | 0.23 | 0.18 | 0.18 | 0.23 | 0.30 | 0.18 | 0.26 | 0.23 | 0.26 | 0.20 | 0.25 | 0.23 | 0.15 | 0.22 | 0.21 | 0.22 | 0.26 | 0.23 | 0.22 | 0.17 | 0.23 | 0.23 | 0.25 | 0.13 | 0.14 | 0.27 | 0.17 | 0.16 | 0.22 | 0.22 | 0.18 | 0.22 | 0.18 | 0.21 | 0.24 | 0.22 | 0.21 | 0.29 |
| TW | 0.36 | 0.22 | 0.21 | 1.00 | 0.23 | 0.25 | 0.28 | 0.15 | 0.07 | 0.23 | 0.17 | 0.14 | 0.20 | 0.39 | 0.19 | 0.18 | 0.18 | 0.27 | 0.29 | 0.22 | 0.31 | 0.32 | 0.21 | 0.28 | 0.26 | 0.25 | 0.27 | 0.34 | 0.30 | 0.26 | 0.29 | 0.28 | 0.28 | 0.27 | 0.15 | 0.27 | 0.17 | 0.18 | 0.20 | 0.27 | 0.18 | 0.33 | 0.28 | 0.27 | 0.21 | 0.33 | 0.24 | 0.42 | 0.33 | 0.27 | 0.39 | 0.36 |
| FWONK | 0.40 | 0.09 | 0.15 | 0.23 | 1.00 | 0.96 | 0.24 | 0.23 | 0.19 | 0.20 | 0.29 | 0.29 | 0.32 | 0.27 | 0.24 | 0.24 | 0.19 | 0.35 | 0.29 | 0.11 | 0.36 | 0.31 | 0.27 | 0.34 | 0.26 | 0.29 | 0.21 | 0.33 | 0.33 | 0.36 | 0.35 | 0.38 | 0.30 | 0.32 | 0.41 | 0.29 | 0.31 | 0.24 | 0.28 | 0.45 | 0.29 | 0.26 | 0.25 | 0.41 | 0.25 | 0.32 | 0.24 | 0.36 | 0.37 | 0.32 | 0.40 | 0.43 |
| FWONA | 0.42 | 0.10 | 0.15 | 0.25 | 0.96 | 1.00 | 0.24 | 0.23 | 0.20 | 0.25 | 0.31 | 0.31 | 0.32 | 0.29 | 0.26 | 0.25 | 0.23 | 0.38 | 0.33 | 0.12 | 0.33 | 0.32 | 0.25 | 0.33 | 0.27 | 0.32 | 0.22 | 0.35 | 0.32 | 0.36 | 0.37 | 0.40 | 0.30 | 0.33 | 0.44 | 0.28 | 0.31 | 0.23 | 0.28 | 0.46 | 0.29 | 0.28 | 0.26 | 0.45 | 0.24 | 0.36 | 0.25 | 0.37 | 0.39 | 0.33 | 0.42 | 0.45 |
| COST | 0.55 | 0.33 | 0.58 | 0.28 | 0.24 | 0.24 | 1.00 | 0.24 | 0.24 | 0.24 | 0.18 | 0.27 | 0.25 | 0.43 | 0.34 | 0.30 | 0.33 | 0.36 | 0.33 | 0.28 | 0.41 | 0.37 | 0.40 | 0.36 | 0.38 | 0.37 | 0.29 | 0.32 | 0.38 | 0.35 | 0.39 | 0.30 | 0.32 | 0.30 | 0.37 | 0.32 | 0.37 | 0.37 | 0.33 | 0.34 | 0.33 | 0.28 | 0.35 | 0.27 | 0.34 | 0.31 | 0.29 | 0.28 | 0.29 | 0.32 | 0.34 | 0.47 |
| RDDT | 0.41 | -0.02 | 0.13 | 0.15 | 0.23 | 0.23 | 0.24 | 1.00 | 0.28 | 0.35 | 0.29 | 0.26 | 0.30 | 0.27 | 0.38 | 0.39 | 0.44 | 0.27 | 0.27 | 0.39 | 0.40 | 0.23 | 0.45 | 0.33 | 0.37 | 0.37 | 0.43 | 0.28 | 0.32 | 0.28 | 0.36 | 0.24 | 0.41 | 0.38 | 0.31 | 0.38 | 0.47 | 0.43 | 0.43 | 0.24 | 0.43 | 0.39 | 0.39 | 0.31 | 0.46 | 0.30 | 0.45 | 0.41 | 0.40 | 0.37 | 0.44 | 0.59 |
| WSM | 0.57 | 0.01 | 0.15 | 0.07 | 0.19 | 0.20 | 0.24 | 0.28 | 1.00 | 0.32 | 0.23 | 0.36 | 0.21 | 0.19 | 0.31 | 0.30 | 0.36 | 0.35 | 0.47 | 0.41 | 0.24 | 0.52 | 0.37 | 0.26 | 0.34 | 0.52 | 0.32 | 0.36 | 0.27 | 0.33 | 0.41 | 0.31 | 0.31 | 0.28 | 0.41 | 0.30 | 0.35 | 0.39 | 0.41 | 0.36 | 0.46 | 0.47 | 0.28 | 0.44 | 0.39 | 0.45 | 0.40 | 0.38 | 0.37 | 0.47 | 0.40 | 0.54 |
| MSTR | 0.48 | 0.09 | 0.15 | 0.23 | 0.20 | 0.25 | 0.24 | 0.35 | 0.32 | 1.00 | 0.25 | 0.28 | 0.27 | 0.33 | 0.39 | 0.39 | 0.43 | 0.38 | 0.31 | 0.32 | 0.39 | 0.29 | 0.34 | 0.32 | 0.32 | 0.40 | 0.41 | 0.35 | 0.32 | 0.39 | 0.32 | 0.28 | 0.42 | 0.33 | 0.41 | 0.39 | 0.37 | 0.33 | 0.39 | 0.34 | 0.42 | 0.37 | 0.37 | 0.37 | 0.33 | 0.40 | 0.38 | 0.40 | 0.42 | 0.40 | 0.43 | 0.60 |
| LPLA | 0.45 | 0.03 | 0.23 | 0.17 | 0.29 | 0.31 | 0.18 | 0.29 | 0.23 | 0.25 | 1.00 | 0.33 | 0.38 | 0.26 | 0.34 | 0.23 | 0.31 | 0.39 | 0.31 | 0.37 | 0.31 | 0.33 | 0.28 | 0.39 | 0.26 | 0.30 | 0.36 | 0.40 | 0.36 | 0.37 | 0.36 | 0.51 | 0.37 | 0.38 | 0.39 | 0.40 | 0.33 | 0.34 | 0.41 | 0.42 | 0.39 | 0.40 | 0.39 | 0.48 | 0.41 | 0.44 | 0.44 | 0.49 | 0.53 | 0.49 | 0.51 | 0.53 |
| XPO | 0.49 | 0.20 | 0.21 | 0.14 | 0.29 | 0.31 | 0.27 | 0.26 | 0.36 | 0.28 | 0.33 | 1.00 | 0.30 | 0.31 | 0.31 | 0.31 | 0.37 | 0.39 | 0.46 | 0.27 | 0.32 | 0.43 | 0.37 | 0.33 | 0.37 | 0.40 | 0.32 | 0.43 | 0.31 | 0.44 | 0.43 | 0.44 | 0.32 | 0.44 | 0.39 | 0.36 | 0.34 | 0.34 | 0.33 | 0.43 | 0.35 | 0.34 | 0.42 | 0.50 | 0.41 | 0.51 | 0.37 | 0.48 | 0.45 | 0.43 | 0.51 | 0.55 |
| FTNT | 0.48 | 0.11 | 0.20 | 0.20 | 0.32 | 0.32 | 0.25 | 0.30 | 0.21 | 0.27 | 0.38 | 0.30 | 1.00 | 0.38 | 0.28 | 0.38 | 0.35 | 0.37 | 0.30 | 0.33 | 0.43 | 0.26 | 0.36 | 0.42 | 0.40 | 0.32 | 0.36 | 0.39 | 0.61 | 0.38 | 0.39 | 0.36 | 0.41 | 0.51 | 0.34 | 0.44 | 0.43 | 0.36 | 0.39 | 0.42 | 0.38 | 0.33 | 0.55 | 0.35 | 0.44 | 0.31 | 0.42 | 0.40 | 0.42 | 0.41 | 0.45 | 0.55 |
| BSX | 0.52 | 0.26 | 0.35 | 0.39 | 0.27 | 0.29 | 0.43 | 0.27 | 0.19 | 0.33 | 0.26 | 0.31 | 0.38 | 1.00 | 0.26 | 0.35 | 0.30 | 0.37 | 0.43 | 0.36 | 0.43 | 0.30 | 0.38 | 0.44 | 0.47 | 0.32 | 0.30 | 0.36 | 0.41 | 0.44 | 0.44 | 0.36 | 0.30 | 0.39 | 0.38 | 0.42 | 0.33 | 0.30 | 0.37 | 0.43 | 0.31 | 0.38 | 0.45 | 0.36 | 0.36 | 0.42 | 0.41 | 0.37 | 0.44 | 0.44 | 0.49 | 0.52 |
| TSLA | 0.59 | 0.01 | 0.23 | 0.19 | 0.24 | 0.26 | 0.34 | 0.38 | 0.31 | 0.39 | 0.34 | 0.31 | 0.28 | 0.26 | 1.00 | 0.48 | 0.41 | 0.39 | 0.34 | 0.29 | 0.42 | 0.31 | 0.36 | 0.32 | 0.37 | 0.39 | 0.43 | 0.33 | 0.35 | 0.37 | 0.43 | 0.39 | 0.48 | 0.37 | 0.41 | 0.39 | 0.49 | 0.48 | 0.44 | 0.38 | 0.44 | 0.40 | 0.37 | 0.44 | 0.41 | 0.42 | 0.38 | 0.40 | 0.40 | 0.37 | 0.43 | 0.59 |
| GOOG | 0.63 | 0.08 | 0.18 | 0.18 | 0.24 | 0.25 | 0.30 | 0.39 | 0.30 | 0.39 | 0.23 | 0.31 | 0.38 | 0.35 | 0.48 | 1.00 | 0.47 | 0.36 | 0.27 | 0.38 | 0.41 | 0.26 | 0.57 | 0.39 | 0.47 | 0.37 | 0.47 | 0.34 | 0.41 | 0.33 | 0.40 | 0.37 | 0.38 | 0.44 | 0.38 | 0.36 | 0.63 | 0.47 | 0.47 | 0.38 | 0.44 | 0.34 | 0.45 | 0.35 | 0.44 | 0.37 | 0.38 | 0.42 | 0.43 | 0.37 | 0.44 | 0.58 |
| TTD | 0.51 | 0.09 | 0.18 | 0.18 | 0.19 | 0.23 | 0.33 | 0.44 | 0.36 | 0.43 | 0.31 | 0.37 | 0.35 | 0.30 | 0.41 | 0.47 | 1.00 | 0.42 | 0.27 | 0.37 | 0.41 | 0.31 | 0.45 | 0.44 | 0.36 | 0.39 | 0.50 | 0.41 | 0.43 | 0.44 | 0.33 | 0.31 | 0.41 | 0.43 | 0.42 | 0.36 | 0.46 | 0.41 | 0.45 | 0.44 | 0.44 | 0.39 | 0.48 | 0.38 | 0.44 | 0.43 | 0.43 | 0.41 | 0.39 | 0.39 | 0.45 | 0.60 |
| LYV | 0.56 | 0.27 | 0.23 | 0.27 | 0.35 | 0.38 | 0.36 | 0.27 | 0.35 | 0.38 | 0.39 | 0.39 | 0.37 | 0.37 | 0.39 | 0.36 | 0.42 | 1.00 | 0.42 | 0.31 | 0.41 | 0.40 | 0.33 | 0.41 | 0.34 | 0.38 | 0.40 | 0.41 | 0.35 | 0.50 | 0.39 | 0.53 | 0.35 | 0.38 | 0.48 | 0.31 | 0.37 | 0.32 | 0.36 | 0.42 | 0.37 | 0.33 | 0.40 | 0.51 | 0.33 | 0.46 | 0.29 | 0.43 | 0.45 | 0.41 | 0.48 | 0.55 |
| CBRE | 0.57 | 0.30 | 0.30 | 0.29 | 0.29 | 0.33 | 0.33 | 0.27 | 0.47 | 0.31 | 0.31 | 0.46 | 0.30 | 0.43 | 0.34 | 0.27 | 0.27 | 0.42 | 1.00 | 0.29 | 0.24 | 0.58 | 0.27 | 0.33 | 0.38 | 0.41 | 0.24 | 0.44 | 0.33 | 0.40 | 0.54 | 0.48 | 0.31 | 0.44 | 0.42 | 0.32 | 0.33 | 0.32 | 0.35 | 0.47 | 0.36 | 0.44 | 0.43 | 0.59 | 0.34 | 0.63 | 0.35 | 0.47 | 0.50 | 0.43 | 0.59 | 0.55 |
| CEG | 0.52 | -0.02 | 0.18 | 0.22 | 0.11 | 0.12 | 0.28 | 0.39 | 0.41 | 0.32 | 0.37 | 0.27 | 0.33 | 0.36 | 0.29 | 0.38 | 0.37 | 0.31 | 0.29 | 1.00 | 0.40 | 0.41 | 0.52 | 0.40 | 0.46 | 0.38 | 0.53 | 0.32 | 0.41 | 0.40 | 0.24 | 0.33 | 0.46 | 0.34 | 0.36 | 0.45 | 0.40 | 0.53 | 0.54 | 0.34 | 0.51 | 0.61 | 0.40 | 0.35 | 0.61 | 0.41 | 0.68 | 0.52 | 0.52 | 0.63 | 0.52 | 0.63 |
| NFLX | 0.56 | 0.16 | 0.26 | 0.31 | 0.36 | 0.33 | 0.41 | 0.40 | 0.24 | 0.39 | 0.31 | 0.32 | 0.43 | 0.43 | 0.42 | 0.41 | 0.41 | 0.41 | 0.24 | 0.40 | 1.00 | 0.32 | 0.46 | 0.45 | 0.42 | 0.32 | 0.54 | 0.41 | 0.47 | 0.45 | 0.38 | 0.32 | 0.49 | 0.48 | 0.37 | 0.46 | 0.50 | 0.48 | 0.42 | 0.37 | 0.45 | 0.38 | 0.55 | 0.32 | 0.49 | 0.35 | 0.44 | 0.39 | 0.42 | 0.44 | 0.49 | 0.62 |
| LII | 0.64 | 0.23 | 0.23 | 0.32 | 0.31 | 0.32 | 0.37 | 0.23 | 0.52 | 0.29 | 0.33 | 0.43 | 0.26 | 0.30 | 0.31 | 0.26 | 0.31 | 0.40 | 0.58 | 0.41 | 0.32 | 1.00 | 0.32 | 0.40 | 0.35 | 0.46 | 0.30 | 0.51 | 0.38 | 0.47 | 0.48 | 0.46 | 0.34 | 0.38 | 0.40 | 0.40 | 0.32 | 0.45 | 0.38 | 0.51 | 0.41 | 0.56 | 0.39 | 0.50 | 0.44 | 0.60 | 0.46 | 0.54 | 0.52 | 0.57 | 0.55 | 0.60 |
| META | 0.58 | 0.09 | 0.26 | 0.21 | 0.27 | 0.25 | 0.40 | 0.45 | 0.37 | 0.34 | 0.28 | 0.37 | 0.36 | 0.38 | 0.36 | 0.57 | 0.45 | 0.33 | 0.27 | 0.52 | 0.46 | 0.32 | 1.00 | 0.38 | 0.54 | 0.41 | 0.51 | 0.41 | 0.43 | 0.36 | 0.32 | 0.31 | 0.47 | 0.44 | 0.36 | 0.42 | 0.64 | 0.53 | 0.43 | 0.37 | 0.45 | 0.43 | 0.50 | 0.35 | 0.53 | 0.34 | 0.49 | 0.48 | 0.46 | 0.47 | 0.50 | 0.62 |
| GDDY | 0.56 | 0.16 | 0.20 | 0.28 | 0.34 | 0.33 | 0.36 | 0.33 | 0.26 | 0.32 | 0.39 | 0.33 | 0.42 | 0.44 | 0.32 | 0.39 | 0.44 | 0.41 | 0.33 | 0.40 | 0.45 | 0.40 | 0.38 | 1.00 | 0.41 | 0.39 | 0.42 | 0.46 | 0.49 | 0.43 | 0.36 | 0.44 | 0.34 | 0.49 | 0.41 | 0.44 | 0.42 | 0.39 | 0.39 | 0.50 | 0.40 | 0.48 | 0.51 | 0.43 | 0.47 | 0.44 | 0.47 | 0.51 | 0.52 | 0.51 | 0.52 | 0.61 |
| NTRA | 0.57 | 0.01 | 0.25 | 0.26 | 0.26 | 0.27 | 0.38 | 0.37 | 0.34 | 0.32 | 0.26 | 0.37 | 0.40 | 0.47 | 0.37 | 0.47 | 0.36 | 0.34 | 0.38 | 0.46 | 0.42 | 0.35 | 0.54 | 0.41 | 1.00 | 0.44 | 0.42 | 0.40 | 0.42 | 0.38 | 0.39 | 0.39 | 0.38 | 0.45 | 0.41 | 0.46 | 0.53 | 0.46 | 0.50 | 0.38 | 0.52 | 0.44 | 0.47 | 0.39 | 0.49 | 0.44 | 0.52 | 0.45 | 0.46 | 0.52 | 0.52 | 0.65 |
| DECK | 0.58 | 0.09 | 0.23 | 0.25 | 0.29 | 0.32 | 0.37 | 0.37 | 0.52 | 0.40 | 0.30 | 0.40 | 0.32 | 0.32 | 0.39 | 0.37 | 0.39 | 0.38 | 0.41 | 0.38 | 0.32 | 0.46 | 0.41 | 0.39 | 0.44 | 1.00 | 0.38 | 0.44 | 0.34 | 0.42 | 0.53 | 0.44 | 0.40 | 0.41 | 0.49 | 0.45 | 0.42 | 0.43 | 0.44 | 0.46 | 0.46 | 0.51 | 0.40 | 0.47 | 0.46 | 0.48 | 0.48 | 0.46 | 0.47 | 0.50 | 0.53 | 0.65 |
| APP | 0.54 | -0.05 | 0.15 | 0.27 | 0.21 | 0.22 | 0.29 | 0.43 | 0.32 | 0.41 | 0.36 | 0.32 | 0.36 | 0.30 | 0.43 | 0.47 | 0.50 | 0.40 | 0.24 | 0.53 | 0.54 | 0.30 | 0.51 | 0.42 | 0.42 | 0.38 | 1.00 | 0.36 | 0.41 | 0.40 | 0.29 | 0.34 | 0.56 | 0.45 | 0.45 | 0.46 | 0.50 | 0.50 | 0.47 | 0.37 | 0.53 | 0.49 | 0.45 | 0.42 | 0.53 | 0.42 | 0.52 | 0.53 | 0.48 | 0.53 | 0.52 | 0.68 |
| MANH | 0.62 | 0.22 | 0.22 | 0.34 | 0.33 | 0.35 | 0.32 | 0.28 | 0.36 | 0.35 | 0.40 | 0.43 | 0.39 | 0.36 | 0.33 | 0.34 | 0.41 | 0.41 | 0.44 | 0.32 | 0.41 | 0.51 | 0.41 | 0.46 | 0.40 | 0.44 | 0.36 | 1.00 | 0.57 | 0.42 | 0.49 | 0.39 | 0.42 | 0.50 | 0.39 | 0.43 | 0.44 | 0.42 | 0.38 | 0.47 | 0.44 | 0.45 | 0.50 | 0.49 | 0.45 | 0.48 | 0.41 | 0.45 | 0.45 | 0.45 | 0.50 | 0.60 |
| PANW | 0.59 | 0.10 | 0.21 | 0.30 | 0.33 | 0.32 | 0.38 | 0.32 | 0.27 | 0.32 | 0.36 | 0.31 | 0.61 | 0.41 | 0.35 | 0.41 | 0.43 | 0.35 | 0.33 | 0.41 | 0.47 | 0.38 | 0.43 | 0.49 | 0.42 | 0.34 | 0.41 | 0.57 | 1.00 | 0.44 | 0.38 | 0.33 | 0.47 | 0.53 | 0.40 | 0.52 | 0.48 | 0.47 | 0.42 | 0.48 | 0.48 | 0.43 | 0.61 | 0.40 | 0.53 | 0.38 | 0.48 | 0.46 | 0.46 | 0.47 | 0.48 | 0.62 |
| BKNG | 0.60 | 0.19 | 0.22 | 0.26 | 0.36 | 0.36 | 0.35 | 0.28 | 0.33 | 0.39 | 0.37 | 0.44 | 0.38 | 0.44 | 0.37 | 0.33 | 0.44 | 0.50 | 0.40 | 0.40 | 0.45 | 0.47 | 0.36 | 0.43 | 0.38 | 0.42 | 0.40 | 0.42 | 0.44 | 1.00 | 0.40 | 0.48 | 0.44 | 0.39 | 0.59 | 0.44 | 0.37 | 0.41 | 0.40 | 0.62 | 0.37 | 0.43 | 0.41 | 0.44 | 0.44 | 0.50 | 0.45 | 0.46 | 0.48 | 0.50 | 0.54 | 0.60 |
| GRMN | 0.64 | 0.27 | 0.26 | 0.29 | 0.35 | 0.37 | 0.39 | 0.36 | 0.41 | 0.32 | 0.36 | 0.43 | 0.39 | 0.44 | 0.43 | 0.40 | 0.33 | 0.39 | 0.54 | 0.24 | 0.38 | 0.48 | 0.32 | 0.36 | 0.39 | 0.53 | 0.29 | 0.49 | 0.38 | 0.40 | 1.00 | 0.54 | 0.40 | 0.44 | 0.50 | 0.44 | 0.45 | 0.36 | 0.42 | 0.50 | 0.41 | 0.46 | 0.46 | 0.55 | 0.35 | 0.55 | 0.36 | 0.47 | 0.50 | 0.46 | 0.54 | 0.60 |
| AXP | 0.61 | 0.17 | 0.23 | 0.28 | 0.38 | 0.40 | 0.30 | 0.24 | 0.31 | 0.28 | 0.51 | 0.44 | 0.36 | 0.36 | 0.39 | 0.37 | 0.31 | 0.53 | 0.48 | 0.33 | 0.32 | 0.46 | 0.31 | 0.44 | 0.39 | 0.44 | 0.34 | 0.39 | 0.33 | 0.48 | 0.54 | 1.00 | 0.41 | 0.43 | 0.52 | 0.41 | 0.40 | 0.36 | 0.40 | 0.56 | 0.44 | 0.41 | 0.45 | 0.66 | 0.42 | 0.63 | 0.41 | 0.62 | 0.65 | 0.52 | 0.66 | 0.61 |
| PLTR | 0.60 | 0.07 | 0.22 | 0.28 | 0.30 | 0.30 | 0.32 | 0.41 | 0.31 | 0.42 | 0.37 | 0.32 | 0.41 | 0.30 | 0.48 | 0.38 | 0.41 | 0.35 | 0.31 | 0.46 | 0.49 | 0.34 | 0.47 | 0.34 | 0.38 | 0.40 | 0.56 | 0.42 | 0.47 | 0.44 | 0.40 | 0.41 | 1.00 | 0.47 | 0.43 | 0.60 | 0.51 | 0.53 | 0.44 | 0.42 | 0.55 | 0.48 | 0.54 | 0.49 | 0.53 | 0.42 | 0.51 | 0.53 | 0.48 | 0.48 | 0.54 | 0.67 |
| CRM | 0.60 | 0.16 | 0.17 | 0.27 | 0.32 | 0.33 | 0.30 | 0.38 | 0.28 | 0.33 | 0.38 | 0.44 | 0.51 | 0.39 | 0.37 | 0.44 | 0.43 | 0.38 | 0.44 | 0.34 | 0.48 | 0.38 | 0.44 | 0.49 | 0.45 | 0.41 | 0.45 | 0.50 | 0.53 | 0.39 | 0.44 | 0.43 | 0.47 | 1.00 | 0.42 | 0.48 | 0.54 | 0.46 | 0.43 | 0.46 | 0.45 | 0.36 | 0.70 | 0.45 | 0.51 | 0.48 | 0.44 | 0.46 | 0.46 | 0.43 | 0.53 | 0.64 |
| RCL | 0.59 | 0.09 | 0.23 | 0.15 | 0.41 | 0.44 | 0.37 | 0.31 | 0.41 | 0.41 | 0.39 | 0.39 | 0.34 | 0.38 | 0.41 | 0.38 | 0.42 | 0.48 | 0.42 | 0.36 | 0.37 | 0.40 | 0.36 | 0.41 | 0.41 | 0.49 | 0.45 | 0.39 | 0.40 | 0.59 | 0.50 | 0.52 | 0.43 | 0.42 | 1.00 | 0.50 | 0.42 | 0.43 | 0.48 | 0.55 | 0.48 | 0.48 | 0.45 | 0.50 | 0.42 | 0.50 | 0.49 | 0.49 | 0.55 | 0.53 | 0.55 | 0.64 |
| AXON | 0.57 | 0.07 | 0.23 | 0.27 | 0.29 | 0.28 | 0.32 | 0.38 | 0.30 | 0.39 | 0.40 | 0.36 | 0.44 | 0.42 | 0.39 | 0.36 | 0.36 | 0.31 | 0.32 | 0.45 | 0.46 | 0.40 | 0.42 | 0.44 | 0.46 | 0.45 | 0.46 | 0.43 | 0.52 | 0.44 | 0.44 | 0.41 | 0.60 | 0.48 | 0.50 | 1.00 | 0.44 | 0.49 | 0.50 | 0.51 | 0.53 | 0.52 | 0.53 | 0.43 | 0.57 | 0.44 | 0.60 | 0.50 | 0.51 | 0.56 | 0.55 | 0.69 |
| AMZN | 0.68 | 0.06 | 0.25 | 0.17 | 0.31 | 0.31 | 0.37 | 0.47 | 0.35 | 0.37 | 0.33 | 0.34 | 0.43 | 0.33 | 0.49 | 0.63 | 0.46 | 0.37 | 0.33 | 0.40 | 0.50 | 0.32 | 0.64 | 0.42 | 0.53 | 0.42 | 0.50 | 0.44 | 0.48 | 0.37 | 0.45 | 0.40 | 0.51 | 0.54 | 0.42 | 0.44 | 1.00 | 0.55 | 0.51 | 0.43 | 0.51 | 0.43 | 0.59 | 0.39 | 0.56 | 0.41 | 0.48 | 0.47 | 0.49 | 0.47 | 0.52 | 0.67 |
| AVGO | 0.70 | -0.05 | 0.13 | 0.18 | 0.24 | 0.23 | 0.37 | 0.43 | 0.39 | 0.33 | 0.34 | 0.34 | 0.36 | 0.30 | 0.48 | 0.47 | 0.41 | 0.32 | 0.32 | 0.53 | 0.48 | 0.45 | 0.53 | 0.39 | 0.46 | 0.43 | 0.50 | 0.42 | 0.47 | 0.41 | 0.36 | 0.36 | 0.53 | 0.46 | 0.43 | 0.49 | 0.55 | 1.00 | 0.65 | 0.42 | 0.65 | 0.57 | 0.51 | 0.40 | 0.72 | 0.39 | 0.65 | 0.49 | 0.46 | 0.58 | 0.52 | 0.69 |
| MRVL | 0.65 | -0.03 | 0.14 | 0.20 | 0.28 | 0.28 | 0.33 | 0.43 | 0.41 | 0.39 | 0.41 | 0.33 | 0.39 | 0.37 | 0.44 | 0.47 | 0.45 | 0.36 | 0.35 | 0.54 | 0.42 | 0.38 | 0.43 | 0.39 | 0.50 | 0.44 | 0.47 | 0.38 | 0.42 | 0.40 | 0.42 | 0.40 | 0.44 | 0.43 | 0.48 | 0.50 | 0.51 | 0.65 | 1.00 | 0.42 | 0.66 | 0.56 | 0.49 | 0.43 | 0.62 | 0.47 | 0.60 | 0.49 | 0.49 | 0.59 | 0.53 | 0.68 |
| MAR | 0.64 | 0.21 | 0.27 | 0.27 | 0.45 | 0.46 | 0.34 | 0.24 | 0.36 | 0.34 | 0.42 | 0.43 | 0.42 | 0.43 | 0.38 | 0.38 | 0.44 | 0.42 | 0.47 | 0.34 | 0.37 | 0.51 | 0.37 | 0.50 | 0.38 | 0.46 | 0.37 | 0.47 | 0.48 | 0.62 | 0.50 | 0.56 | 0.42 | 0.46 | 0.55 | 0.51 | 0.43 | 0.42 | 0.42 | 1.00 | 0.45 | 0.49 | 0.46 | 0.52 | 0.47 | 0.56 | 0.45 | 0.51 | 0.52 | 0.52 | 0.59 | 0.64 |
| COHR | 0.65 | 0.01 | 0.17 | 0.18 | 0.29 | 0.29 | 0.33 | 0.43 | 0.46 | 0.42 | 0.39 | 0.35 | 0.38 | 0.31 | 0.44 | 0.44 | 0.44 | 0.37 | 0.36 | 0.51 | 0.45 | 0.41 | 0.45 | 0.40 | 0.52 | 0.46 | 0.53 | 0.44 | 0.48 | 0.37 | 0.41 | 0.44 | 0.55 | 0.45 | 0.48 | 0.53 | 0.51 | 0.65 | 0.66 | 0.45 | 1.00 | 0.58 | 0.45 | 0.50 | 0.65 | 0.46 | 0.63 | 0.53 | 0.50 | 0.62 | 0.55 | 0.72 |
| PWR | 0.63 | 0.01 | 0.16 | 0.33 | 0.26 | 0.28 | 0.28 | 0.39 | 0.47 | 0.37 | 0.40 | 0.34 | 0.33 | 0.38 | 0.40 | 0.34 | 0.39 | 0.33 | 0.44 | 0.61 | 0.38 | 0.56 | 0.43 | 0.48 | 0.44 | 0.51 | 0.49 | 0.45 | 0.43 | 0.43 | 0.46 | 0.41 | 0.48 | 0.36 | 0.48 | 0.52 | 0.43 | 0.57 | 0.56 | 0.49 | 0.58 | 1.00 | 0.43 | 0.53 | 0.62 | 0.52 | 0.70 | 0.60 | 0.57 | 0.76 | 0.62 | 0.71 |
| NOW | 0.62 | 0.10 | 0.22 | 0.28 | 0.25 | 0.26 | 0.35 | 0.39 | 0.28 | 0.37 | 0.39 | 0.42 | 0.55 | 0.45 | 0.37 | 0.45 | 0.48 | 0.40 | 0.43 | 0.40 | 0.55 | 0.39 | 0.50 | 0.51 | 0.47 | 0.40 | 0.45 | 0.50 | 0.61 | 0.41 | 0.46 | 0.45 | 0.54 | 0.70 | 0.45 | 0.53 | 0.59 | 0.51 | 0.49 | 0.46 | 0.45 | 0.43 | 1.00 | 0.47 | 0.58 | 0.53 | 0.51 | 0.51 | 0.51 | 0.50 | 0.60 | 0.69 |
| JEF | 0.63 | 0.17 | 0.22 | 0.27 | 0.41 | 0.45 | 0.27 | 0.31 | 0.44 | 0.37 | 0.48 | 0.50 | 0.35 | 0.36 | 0.44 | 0.35 | 0.38 | 0.51 | 0.59 | 0.35 | 0.32 | 0.50 | 0.35 | 0.43 | 0.39 | 0.47 | 0.42 | 0.49 | 0.40 | 0.44 | 0.55 | 0.66 | 0.49 | 0.45 | 0.50 | 0.43 | 0.39 | 0.40 | 0.43 | 0.52 | 0.50 | 0.53 | 0.47 | 1.00 | 0.48 | 0.69 | 0.48 | 0.64 | 0.66 | 0.58 | 0.68 | 0.68 |
| ANET | 0.66 | 0.02 | 0.18 | 0.21 | 0.25 | 0.24 | 0.34 | 0.46 | 0.39 | 0.33 | 0.41 | 0.41 | 0.44 | 0.36 | 0.41 | 0.44 | 0.44 | 0.33 | 0.34 | 0.61 | 0.49 | 0.44 | 0.53 | 0.47 | 0.49 | 0.46 | 0.53 | 0.45 | 0.53 | 0.44 | 0.35 | 0.42 | 0.53 | 0.51 | 0.42 | 0.57 | 0.56 | 0.72 | 0.62 | 0.47 | 0.65 | 0.62 | 0.58 | 0.48 | 1.00 | 0.43 | 0.72 | 0.51 | 0.49 | 0.68 | 0.57 | 0.74 |
| BX | 0.65 | 0.18 | 0.22 | 0.33 | 0.32 | 0.36 | 0.31 | 0.30 | 0.45 | 0.40 | 0.44 | 0.51 | 0.31 | 0.42 | 0.42 | 0.37 | 0.43 | 0.46 | 0.63 | 0.41 | 0.35 | 0.60 | 0.34 | 0.44 | 0.44 | 0.48 | 0.42 | 0.48 | 0.38 | 0.50 | 0.55 | 0.63 | 0.42 | 0.48 | 0.50 | 0.44 | 0.41 | 0.39 | 0.47 | 0.56 | 0.46 | 0.52 | 0.53 | 0.69 | 0.43 | 1.00 | 0.51 | 0.71 | 0.69 | 0.60 | 0.80 | 0.69 |
| VRT | 0.62 | -0.02 | 0.18 | 0.24 | 0.24 | 0.25 | 0.29 | 0.45 | 0.40 | 0.38 | 0.44 | 0.37 | 0.42 | 0.41 | 0.38 | 0.38 | 0.43 | 0.29 | 0.35 | 0.68 | 0.44 | 0.46 | 0.49 | 0.47 | 0.52 | 0.48 | 0.52 | 0.41 | 0.48 | 0.45 | 0.36 | 0.41 | 0.51 | 0.44 | 0.49 | 0.60 | 0.48 | 0.65 | 0.60 | 0.45 | 0.63 | 0.70 | 0.51 | 0.48 | 0.72 | 0.51 | 1.00 | 0.62 | 0.60 | 0.77 | 0.63 | 0.75 |
| ARES | 0.63 | 0.08 | 0.21 | 0.42 | 0.36 | 0.37 | 0.28 | 0.41 | 0.38 | 0.40 | 0.49 | 0.48 | 0.40 | 0.37 | 0.40 | 0.42 | 0.41 | 0.43 | 0.47 | 0.52 | 0.39 | 0.54 | 0.48 | 0.51 | 0.45 | 0.46 | 0.53 | 0.45 | 0.46 | 0.46 | 0.47 | 0.62 | 0.53 | 0.46 | 0.49 | 0.50 | 0.47 | 0.49 | 0.49 | 0.51 | 0.53 | 0.60 | 0.51 | 0.64 | 0.51 | 0.71 | 0.62 | 1.00 | 0.74 | 0.67 | 0.81 | 0.74 |
| APO | 0.61 | 0.14 | 0.24 | 0.33 | 0.37 | 0.39 | 0.29 | 0.40 | 0.37 | 0.42 | 0.53 | 0.45 | 0.42 | 0.44 | 0.40 | 0.43 | 0.39 | 0.45 | 0.50 | 0.52 | 0.42 | 0.52 | 0.46 | 0.52 | 0.46 | 0.47 | 0.48 | 0.45 | 0.46 | 0.48 | 0.50 | 0.65 | 0.48 | 0.46 | 0.55 | 0.51 | 0.49 | 0.46 | 0.49 | 0.52 | 0.50 | 0.57 | 0.51 | 0.66 | 0.49 | 0.69 | 0.60 | 0.74 | 1.00 | 0.65 | 0.80 | 0.74 |
| FIX | 0.66 | 0.05 | 0.22 | 0.27 | 0.32 | 0.33 | 0.32 | 0.37 | 0.47 | 0.40 | 0.49 | 0.43 | 0.41 | 0.44 | 0.37 | 0.37 | 0.39 | 0.41 | 0.43 | 0.63 | 0.44 | 0.57 | 0.47 | 0.51 | 0.52 | 0.50 | 0.53 | 0.45 | 0.47 | 0.50 | 0.46 | 0.52 | 0.48 | 0.43 | 0.53 | 0.56 | 0.47 | 0.58 | 0.59 | 0.52 | 0.62 | 0.76 | 0.50 | 0.58 | 0.68 | 0.60 | 0.77 | 0.67 | 0.65 | 1.00 | 0.68 | 0.77 |
| KKR | 0.70 | 0.17 | 0.21 | 0.39 | 0.40 | 0.42 | 0.34 | 0.44 | 0.40 | 0.43 | 0.51 | 0.51 | 0.45 | 0.49 | 0.43 | 0.44 | 0.45 | 0.48 | 0.59 | 0.52 | 0.49 | 0.55 | 0.50 | 0.52 | 0.52 | 0.53 | 0.52 | 0.50 | 0.48 | 0.54 | 0.54 | 0.66 | 0.54 | 0.53 | 0.55 | 0.55 | 0.52 | 0.52 | 0.53 | 0.59 | 0.55 | 0.62 | 0.60 | 0.68 | 0.57 | 0.80 | 0.63 | 0.81 | 0.80 | 0.68 | 1.00 | 0.81 |
| Portfolio | 0.86 | 0.11 | 0.29 | 0.36 | 0.43 | 0.45 | 0.47 | 0.59 | 0.54 | 0.60 | 0.53 | 0.55 | 0.55 | 0.52 | 0.59 | 0.58 | 0.60 | 0.55 | 0.55 | 0.63 | 0.62 | 0.60 | 0.62 | 0.61 | 0.65 | 0.65 | 0.68 | 0.60 | 0.62 | 0.60 | 0.60 | 0.61 | 0.67 | 0.64 | 0.64 | 0.69 | 0.67 | 0.69 | 0.68 | 0.64 | 0.72 | 0.71 | 0.69 | 0.68 | 0.74 | 0.69 | 0.75 | 0.74 | 0.74 | 0.77 | 0.81 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 22 мар. 2024 г.