PortfoliosLab logo
Инструменты
Анализ доходности
Анализ рисков
Инструменты оптимизации
Факторный анализ
Все инструменты
Анализ портфеля
Портфели
Ленивые портфелиПользовательские портфели
Обсуждения

AMPT 7SM

Последнее обновление 2 мар. 2024 г.

Распределение активов


AAPL 7%MSFT 7%GOOGL 6%NVDA 5%LLY 5%COST 5%XOM 5%UNH 5%CSCO 4%ADBE 4%COP 4%INTC 4%ZS 4%BRK-B 4%MSI 3%DELL 3%NFLX 2%TMUS 2%ZTS 2%PGR 2%CDNS 2%V 2%MMC 2%PWR 2%SYK 2%MRVL 2%LRCX 2%AMAT 2%USD=X 1%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc.
Technology

7%

MSFT
Microsoft Corporation
Technology

7%

GOOGL
Alphabet Inc.
Communication Services

6%

NVDA
NVIDIA Corporation
Technology

5%

LLY
Eli Lilly and Company
Healthcare

5%

COST
Costco Wholesale Corporation
Consumer Defensive

5%

XOM

5%

UNH

5%

CSCO
Cisco Systems, Inc.
Technology

4%

ADBE
Adobe Inc
Technology

4%

COP
ConocoPhillips Company
Energy

4%

INTC
Intel Corporation
Technology

4%

ZS

4%

BRK-B
Berkshire Hathaway Inc.
Financial Services

4%

MSI
Motorola Solutions, Inc.
Technology

3%

DELL
Dell Technologies Inc.
Technology

3%

NFLX
Netflix, Inc.
Communication Services

2%

TMUS

2%

ZTS

2%

PGR
The Progressive Corporation
Financial Services

2%

CDNS
Cadence Design Systems, Inc.
Technology

2%

V

2%

MMC
Marsh & McLennan Companies, Inc.
Financial Services

2%

PWR

2%

SYK

2%

MRVL
Marvell Technology Group Ltd.
Technology

2%

LRCX
Lam Research Corporation
Technology

2%

AMAT
Applied Materials, Inc.
Technology

2%

USD=X

1%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в AMPT 7SM 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


50.00%100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
321.90%
86.67%
AMPT 7SM
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 17 авг. 2016 г., начальной даты DELL

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
AMPT 7SM11.16%5.28%20.45%57.24%28.80%N/A
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%32.31%26.85%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%30.16%29.07%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%17.93%16.29%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%80.47%68.95%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%43.93%32.10%
MSI
Motorola Solutions, Inc.
7.18%2.42%19.02%27.49%19.82%19.66%
COST
Costco Wholesale Corporation
13.70%5.63%41.30%62.45%28.93%23.10%
XOM
6.84%4.76%-5.04%-2.82%10.83%N/A
UNH
-7.02%-4.06%3.54%3.83%16.32%N/A
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%1.20%1.82%11.75%
ADBE
Adobe Inc
-4.30%-10.06%1.37%65.95%16.66%23.64%
COP
ConocoPhillips Company
-1.58%3.26%-5.52%8.53%14.02%9.01%
INTC
Intel Corporation
-12.54%3.17%20.44%68.31%-1.34%8.92%
ZS
-1.05%-10.15%38.42%83.86%29.53%N/A
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.41%25.33%
TMUS
2.30%1.39%19.96%16.09%17.59%N/A
ZTS
-3.10%0.94%-0.42%12.89%15.02%N/A
PGR
The Progressive Corporation
18.52%3.95%39.44%29.93%22.94%25.87%
CDNS
Cadence Design Systems, Inc.
15.74%6.30%29.43%60.43%38.34%35.20%
V
8.96%2.35%14.58%27.53%14.13%N/A
DELL
Dell Technologies Inc.
63.59%44.34%84.56%221.25%35.05%N/A
MMC
Marsh & McLennan Companies, Inc.
6.99%4.47%3.94%25.22%18.36%17.36%
PWR
11.63%17.79%13.53%47.94%45.08%N/A
SYK
17.95%3.27%24.86%31.48%13.97%N/A
MRVL
Marvell Technology Group Ltd.
28.82%14.93%34.22%77.05%30.70%18.75%
LRCX
Lam Research Corporation
25.31%17.03%40.63%102.07%41.79%36.43%
AMAT
Applied Materials, Inc.
29.95%25.23%37.06%78.26%40.01%29.06%
BRK-B
Berkshire Hathaway Inc.
14.15%4.19%12.32%30.30%14.57%13.15%
USD=X
0.00%0.00%0.00%0.00%0.00%N/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20243.63%5.57%
20231.64%-2.58%-0.44%9.71%3.14%

Коэффициент Шарпа

AMPT 7SM на текущий момент имеет коэффициент Шарпа равный 4.40. Коэффициент Шарпа 3,0 или выше считается отличным.

0.002.004.004.40

Коэффициент Шарпа AMPT 7SM находится в верхней четверти, что указывает на превосходную риск-корректированную доходность. Это означает, что при принятом уровне риска портфель генерирует впечатляющую доходность по сравнению с большинством других портфелей.


Chart placeholderНедостаточно данных для анализа

Дивидендный доход

Дивидендная доходность AMPT 7SM за предыдущие двенадцать месяцев составила 1.00%.


TTM20232022202120202019201820172016201520142013
AMPT 7SM1.00%1.07%1.23%1.08%1.49%1.19%1.33%1.37%1.37%1.76%1.49%1.73%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
Alphabet 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
MSI
Motorola Solutions, Inc.
1.08%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%
COST
Costco Wholesale Corporation
2.55%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
XOM
3.51%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
UNH
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
CSCO
Cisco Systems, Inc.
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
ADBE
Adobe 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%
COP
ConocoPhillips Company
3.13%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
INTC
Intel Corporation
1.14%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
ZS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, 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%
TMUS
0.80%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
ZTS
0.82%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
PGR
The Progressive Corporation
0.61%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
CDNS
Cadence Design Systems, 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%
V
0.69%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
DELL
Dell Technologies Inc.
1.19%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMC
Marsh & McLennan Companies, Inc.
1.35%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%1.99%
PWR
0.14%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
SYK
0.86%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
MRVL
Marvell Technology Group Ltd.
0.31%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
LRCX
Lam Research Corporation
0.76%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
AMAT
Applied Materials, Inc.
0.61%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
BRK-B
Berkshire Hathaway 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%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Комиссия

Комиссия AMPT 7SM 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
^GSPC
S&P 500
2.44
AMPT 7SM
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
GOOGL
Alphabet Inc.
1.87
NVDA
NVIDIA Corporation
5.65
LLY
Eli Lilly and Company
5.18
MSI
Motorola Solutions, Inc.
1.61
COST
Costco Wholesale Corporation
3.66
XOM
UNH
CSCO
Cisco Systems, Inc.
0.16
ADBE
Adobe Inc
2.45
COP
ConocoPhillips Company
0.42
INTC
Intel Corporation
1.95
ZS
NFLX
Netflix, Inc.
2.64
TMUS
ZTS
PGR
The Progressive Corporation
1.12
CDNS
Cadence Design Systems, Inc.
2.34
V
DELL
Dell Technologies Inc.
4.47
MMC
Marsh & McLennan Companies, Inc.
1.67
PWR
SYK
MRVL
Marvell Technology Group Ltd.
1.33
LRCX
Lam Research Corporation
2.90
AMAT
Applied Materials, Inc.
2.36
BRK-B
Berkshire Hathaway Inc.
2.50
USD=X

Таблица корреляции активов

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

USD=XLLYCOPXOMPGRUNHZSTMUSNFLXPWRCOSTDELLMSISYKMMCZTSBRK-BINTCMRVLLRCXNVDAAMATVCSCOAAPLGOOGLADBECDNSMSFT
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
LLY0.001.000.160.190.300.380.160.290.210.200.290.200.290.320.340.420.310.200.170.180.210.200.290.320.280.270.270.280.33
COP0.000.161.000.800.270.250.090.210.120.410.140.330.260.250.280.180.460.300.270.270.210.280.300.340.230.260.190.170.20
XOM0.000.190.801.000.280.270.070.210.130.430.180.340.280.270.300.210.510.310.250.290.190.290.330.360.240.260.160.180.18
PGR0.000.300.270.281.000.350.140.310.190.340.320.290.390.360.500.360.500.260.210.250.210.250.390.380.280.260.270.280.30
UNH0.000.380.250.270.351.000.150.350.230.310.350.240.370.390.430.410.430.260.220.250.240.250.370.380.330.320.280.290.36
ZS0.000.160.090.070.140.151.000.260.440.250.350.310.310.300.270.370.180.320.460.380.500.370.340.330.430.440.570.560.51
TMUS0.000.290.210.210.310.350.261.000.340.320.380.310.400.400.370.390.400.330.330.330.350.340.430.410.380.390.400.400.43
NFLX0.000.210.120.130.190.230.440.341.000.250.370.300.320.330.300.370.270.440.440.400.530.410.410.370.520.500.580.520.54
PWR0.000.200.410.430.340.310.250.320.251.000.340.430.420.410.440.380.520.410.420.460.390.460.410.440.390.360.350.420.36
COST0.000.290.140.180.320.350.350.380.370.341.000.330.430.390.460.470.400.390.400.420.440.420.440.460.480.450.480.480.52
DELL0.000.200.330.340.290.240.310.310.300.430.331.000.400.400.380.340.450.480.490.490.460.500.440.520.440.430.440.450.46
MSI0.000.290.260.280.390.370.310.400.320.420.430.401.000.490.540.480.470.360.390.390.380.390.510.560.440.440.450.490.49
SYK0.000.320.250.270.360.390.300.400.330.410.390.400.491.000.510.520.490.430.360.400.390.400.560.470.430.450.480.490.51
MMC0.000.340.280.300.500.430.270.370.300.440.460.380.540.511.000.540.580.390.350.390.360.380.530.490.440.440.440.470.48
ZTS0.000.420.180.210.360.410.370.390.370.380.470.340.480.520.541.000.420.400.400.430.430.410.500.460.490.470.510.530.53
BRK-B0.000.310.460.510.500.430.180.400.270.520.400.450.470.490.580.421.000.440.380.430.370.430.530.530.440.450.360.360.43
INTC0.000.200.300.310.260.260.320.330.440.410.390.480.360.430.390.400.441.000.610.630.590.650.460.550.540.520.520.550.55
MRVL0.000.170.270.250.210.220.460.330.440.420.400.490.390.360.350.400.380.611.000.700.710.690.460.520.560.540.570.610.57
LRCX0.000.180.270.290.250.250.380.330.400.460.420.490.390.400.390.430.430.630.701.000.680.910.490.490.560.550.560.620.57
NVDA0.000.210.210.190.210.240.500.350.530.390.440.460.380.390.360.430.370.590.710.681.000.680.500.480.620.610.660.680.67
AMAT0.000.200.280.290.250.250.370.340.410.460.420.500.390.400.380.410.430.650.690.910.681.000.490.490.550.550.550.620.58
V0.000.290.300.330.390.370.340.430.410.410.440.440.510.560.530.500.530.460.460.490.500.491.000.530.540.580.600.540.62
CSCO0.000.320.340.360.380.380.330.410.370.440.460.520.560.470.490.460.530.550.520.490.480.490.531.000.560.530.530.520.57
AAPL0.000.280.230.240.280.330.430.380.520.390.480.440.440.430.440.490.440.540.560.560.620.550.540.561.000.660.620.620.70
GOOGL0.000.270.260.260.260.320.440.390.500.360.450.430.440.450.440.470.450.520.540.550.610.550.580.530.661.000.670.610.75
ADBE0.000.270.190.160.270.280.570.400.580.350.480.440.450.480.440.510.360.520.570.560.660.550.600.530.620.671.000.730.77
CDNS0.000.280.170.180.280.290.560.400.520.420.480.450.490.490.470.530.360.550.610.620.680.620.540.520.620.610.731.000.70
MSFT0.000.330.200.180.300.360.510.430.540.360.520.460.490.510.480.530.430.550.570.570.670.580.620.570.700.750.770.701.00

График просадок

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
AMPT 7SM
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

AMPT 7SM показал максимальную просадку в 28.91%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 51 торговую сессию.

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

-28.91%20 февр. 2020 г.2323 мар. 2020 г.512 июн. 2020 г.74
-22.65%28 дек. 2021 г.20914 окт. 2022 г.15418 мая 2023 г.363
-20.1%4 окт. 2018 г.5824 дек. 2018 г.5511 мар. 2019 г.113
-10.19%3 сент. 2020 г.4230 окт. 2020 г.1116 нояб. 2020 г.53
-8.62%24 апр. 2019 г.293 июн. 2019 г.223 июл. 2019 г.51

График волатильности

Текущая волатильность AMPT 7SM составляет 4.54%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
4.54%
3.47%
AMPT 7SM
Benchmark (^GSPC)
Активы портфеля
0 комментариев