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modlelj

Последнее обновление 2 мар. 2024 г.

Распределение активов


AAPL 38%FCNTX 25%FMAGX 10%FGRIX 6%VGHCX 3%SWPPX 3%GOOG 2.5%GOOGL 2.5%VEXMX 1.5%QQQ 1.2%VWNAX 1%ОблигацииОблигацииАкцииАкции
ПозицияКатегория/СекторВес
EIGIX
Eaton Vance Core Bond Fund
Intermediate Core-Plus Bond

0.20%

VBMFX
Vanguard Total Bond Market Index Fund
Intermediate Core Bond

0.08%

AAPL
Apple Inc.
Technology

38%

FCNTX
Fidelity Contrafund Fund
Large Cap Growth Equities

25%

FMAGX
Fidelity Magellan Fund
Large Cap Growth Equities

10%

FGRIX
Fidelity Growth & Income Portfolio
Large Cap Value Equities

6%

VGHCX

3%

SWPPX
Schwab S&P 500 Index Fund
Large Cap Blend Equities

3%

GOOG
Alphabet Inc.
Communication Services

2.50%

GOOGL
Alphabet Inc.
Communication Services

2.50%

VEXMX

1.50%

QQQ
Invesco QQQ
Large Cap Blend Equities

1.20%

VWNAX

1%

WSMDX

0.70%

FOSFX
Fidelity Overseas Fund
Foreign Large Cap Equities

0.65%

A
Agilent Technologies, Inc.
Healthcare

0.60%

VTIAX

0.56%

CMCSA
Comcast Corporation
Communication Services

0.56%

IBB
iShares Nasdaq Biotechnology ETF
Health & Biotech Equities

0.50%

VPL

0.40%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

0.40%

VTSAX

0.40%

KEYS
Keysight Technologies, Inc.
Technology

0.30%

VSMAX

0.30%

VEXAX

0.30%

VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
Emerging Markets Equities

0.20%

VEUSX

0.14%

EFA
iShares MSCI EAFE ETF
Foreign Large Cap Equities

0%

T
AT&T Inc.
Communication Services

0%

LSI
Life Storage, Inc.
Real Estate

0%

WBD

0%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в modlelj 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


100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
398.27%
169.80%
modlelj
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 20 окт. 2014 г., начальной даты KEYS

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%
modlelj3.88%1.39%8.23%29.99%22.93%N/A
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.85%
FCNTX
Fidelity Contrafund Fund
16.06%5.14%21.45%46.14%17.02%13.97%
FMAGX
Fidelity Magellan Fund
13.89%5.65%22.30%39.95%16.04%13.09%
FGRIX
Fidelity Growth & Income Portfolio
6.40%4.30%12.06%18.86%13.84%10.94%
VGHCX
4.71%3.15%6.96%13.18%9.89%N/A
SWPPX
Schwab S&P 500 Index Fund
7.96%3.76%14.62%28.98%15.08%12.66%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.05%N/A
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.74%16.29%
VEXMX
3.05%5.43%13.07%17.56%9.69%N/A
VWNAX
5.31%2.74%12.99%21.12%13.88%N/A
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.66%18.26%
A
Agilent Technologies, Inc.
0.02%4.58%14.49%-2.68%12.89%13.89%
WSMDX
8.38%8.19%14.63%17.26%10.05%N/A
FOSFX
Fidelity Overseas Fund
6.14%5.33%14.71%18.29%9.04%6.71%
IBB
iShares Nasdaq Biotechnology ETF
2.91%3.87%7.77%7.41%5.22%4.76%
VPL
4.11%4.14%9.87%14.92%5.64%N/A
KEYS
Keysight Technologies, Inc.
-1.27%0.88%17.32%-1.65%13.04%N/A
VBR
Vanguard Small-Cap Value ETF
1.93%3.77%8.98%9.04%9.47%8.35%
VTSAX
6.98%3.94%14.37%27.18%14.24%N/A
VSMAX
2.62%5.29%9.97%11.62%9.44%N/A
VEXAX
4.36%5.45%13.15%17.71%9.83%N/A
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
1.27%4.60%4.57%6.08%2.76%3.41%
EIGIX
Eaton Vance Core Bond Fund
-1.06%-0.82%3.61%3.74%1.29%1.82%
VEUSX
1.97%3.37%9.81%11.84%7.47%N/A
VBMFX
Vanguard Total Bond Market Index Fund
-1.58%-0.94%2.91%3.59%0.49%1.28%
VTIAX
2.48%3.81%8.41%11.08%5.89%N/A
CMCSA
Comcast Corporation
-1.74%-5.08%-5.17%18.21%4.50%7.45%
EFA
iShares MSCI EAFE ETF
3.52%3.79%10.47%13.47%7.04%4.50%
T
AT&T Inc.
2.84%-4.77%20.04%-3.50%2.30%4.01%
LSI
Life Storage, Inc.
0.00%0.00%0.00%6.08%19.41%N/A
WBD
-23.81%-15.41%-25.00%-43.96%-21.41%N/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20240.07%3.47%
2023-2.14%-5.69%-1.60%9.71%2.84%

Коэффициент Шарпа

modlelj на текущий момент имеет коэффициент Шарпа равный 2.44. Коэффициент Шарпа выше 2,0 считается очень хорошим.

0.002.004.002.44

Коэффициент Шарпа modlelj 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 Шарпа0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.44
2.44
modlelj
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность modlelj за предыдущие двенадцать месяцев составила 2.61%.


TTM20232022202120202019201820172016201520142013
modlelj2.61%3.15%4.82%4.51%2.95%3.78%4.95%3.65%2.65%3.61%4.74%4.18%
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%
FCNTX
Fidelity Contrafund Fund
2.74%4.26%13.65%10.80%8.01%4.16%9.14%6.17%3.81%5.33%7.55%7.89%
FMAGX
Fidelity Magellan Fund
10.29%11.72%5.02%7.01%0.30%14.93%10.83%9.64%2.92%8.40%13.88%7.79%
FGRIX
Fidelity Growth & Income Portfolio
3.69%3.93%3.43%6.02%3.61%2.85%3.39%1.52%1.80%2.04%1.72%1.62%
VGHCX
6.84%7.17%5.44%8.31%7.96%11.82%9.18%7.30%8.54%8.16%13.02%8.73%
SWPPX
Schwab S&P 500 Index Fund
1.33%1.43%1.67%1.27%1.81%1.95%2.66%1.78%2.55%3.17%1.80%1.67%
GOOG
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%
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%
VEXMX
1.10%1.14%1.00%0.99%0.97%1.18%1.52%1.12%1.31%1.20%1.17%0.96%
VWNAX
4.93%5.19%7.36%7.92%7.39%10.15%11.48%8.47%8.17%8.05%9.42%4.25%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
A
Agilent Technologies, Inc.
0.66%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%
WSMDX
7.28%7.89%3.34%9.30%1.66%7.13%8.88%5.33%2.64%5.31%8.50%6.59%
FOSFX
Fidelity Overseas Fund
0.96%1.02%0.77%4.54%0.53%1.35%5.92%1.09%1.96%1.06%1.76%2.98%
IBB
iShares Nasdaq Biotechnology ETF
0.25%0.26%0.31%0.21%0.21%0.17%0.20%0.30%0.19%0.03%0.15%0.03%
VPL
2.99%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%2.49%
KEYS
Keysight Technologies, 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%
VBR
Vanguard Small-Cap Value ETF
2.08%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
VTSAX
1.33%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%
VSMAX
1.50%1.54%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%1.31%
VEXAX
1.21%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%1.13%
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
3.26%3.31%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%2.67%2.57%
EIGIX
Eaton Vance Core Bond Fund
3.63%3.82%3.10%3.52%5.38%3.51%3.26%2.82%2.76%2.96%3.31%4.75%
VEUSX
3.07%3.13%3.22%3.02%2.08%3.26%3.92%2.70%3.52%3.24%4.62%2.78%
VBMFX
Vanguard Total Bond Market Index Fund
2.87%2.99%2.49%2.01%2.29%2.63%2.48%2.46%2.43%2.28%2.48%2.48%
VTIAX
3.14%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%3.40%2.71%
CMCSA
Comcast Corporation
2.71%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
EFA
iShares MSCI EAFE ETF
2.87%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%2.54%
T
AT&T Inc.
6.54%6.62%7.35%11.20%9.58%6.91%9.28%6.68%5.98%7.23%7.25%6.78%
LSI
Life Storage, Inc.
1.58%2.48%4.22%2.01%3.58%3.69%4.30%4.43%4.34%2.98%3.12%3.24%
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%

Комиссия

Комиссия modlelj составляет 0.34%, что выше среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


0.50%1.00%1.50%2.00%0.81%
0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.57%
0.50%1.00%1.50%2.00%0.02%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.99%
0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.47%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.32%

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
modlelj
2.44
AAPL
Apple Inc.
1.27
FCNTX
Fidelity Contrafund Fund
3.56
FMAGX
Fidelity Magellan Fund
3.08
FGRIX
Fidelity Growth & Income Portfolio
1.73
VGHCX
1.16
SWPPX
Schwab S&P 500 Index Fund
2.58
GOOG
Alphabet Inc.
1.88
GOOGL
Alphabet Inc.
1.87
VEXMX
1.07
VWNAX
1.78
QQQ
Invesco QQQ
3.28
A
Agilent Technologies, Inc.
0.07
WSMDX
0.92
FOSFX
Fidelity Overseas Fund
1.52
IBB
iShares Nasdaq Biotechnology ETF
0.55
VPL
1.26
KEYS
Keysight Technologies, Inc.
-0.00
VBR
Vanguard Small-Cap Value ETF
0.58
VTSAX
2.35
VSMAX
0.75
VEXAX
1.08
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
0.60
EIGIX
Eaton Vance Core Bond Fund
0.59
VEUSX
0.94
VBMFX
Vanguard Total Bond Market Index Fund
0.47
VTIAX
1.03
CMCSA
Comcast Corporation
0.86
EFA
iShares MSCI EAFE ETF
1.16
T
AT&T Inc.
-0.10
LSI
Life Storage, Inc.
0.67
WBD
-0.82

Таблица корреляции активов

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

EIGIXVBMFXLSITWBDCMCSAKEYSAAPLIBBGOOGLGOOGAVEIEXVGHCXVEUSXFOSFXVPLVBRVTIAXEFAQQQWSMDXFMAGXFCNTXVSMAXFGRIXVEXMXVEXAXVWNAXSWPPXVTSAX
EIGIX1.000.940.12-0.01-0.06-0.04-0.04-0.02-0.02-0.02-0.02-0.03-0.03-0.01-0.010.03-0.03-0.13-0.02-0.04-0.02-0.06-0.04-0.05-0.09-0.16-0.07-0.07-0.13-0.08-0.08
VBMFX0.941.000.12-0.04-0.09-0.07-0.08-0.06-0.05-0.06-0.06-0.06-0.08-0.05-0.07-0.02-0.08-0.18-0.08-0.09-0.07-0.10-0.09-0.10-0.14-0.22-0.12-0.12-0.19-0.13-0.13
LSI0.120.121.000.220.160.240.200.220.220.230.220.240.190.300.260.270.260.320.260.280.270.300.330.290.330.280.310.310.300.340.34
T-0.01-0.040.221.000.390.450.260.240.250.250.250.310.320.370.400.360.390.480.410.430.300.340.320.320.430.500.400.400.490.450.45
WBD-0.06-0.090.160.391.000.450.320.270.320.240.250.300.350.320.390.360.380.540.410.410.360.440.350.350.520.500.500.500.490.440.46
CMCSA-0.04-0.070.240.450.451.000.360.390.390.400.400.390.400.460.450.440.460.540.470.490.520.500.520.510.540.590.530.530.590.590.59
KEYS-0.04-0.080.200.260.320.361.000.490.500.470.470.560.480.510.510.550.530.570.550.550.630.650.650.630.630.580.640.640.610.640.65
AAPL-0.02-0.060.220.240.270.390.491.000.470.600.600.470.500.490.480.510.540.490.540.540.790.570.700.720.550.580.570.570.610.700.68
IBB-0.02-0.050.220.250.320.390.500.471.000.470.470.600.470.820.500.530.520.560.540.550.660.710.650.650.660.580.700.700.600.640.67
GOOGL-0.02-0.060.230.250.240.400.470.600.471.000.990.470.510.510.500.540.550.480.560.560.790.580.720.780.540.570.570.570.620.710.69
GOOG-0.02-0.060.220.250.250.400.470.600.470.991.000.480.510.510.510.540.550.480.570.560.790.580.720.780.540.570.570.570.630.710.69
A-0.03-0.060.240.310.300.390.560.470.600.470.481.000.500.660.560.590.550.590.590.590.630.680.690.660.640.620.650.650.660.690.70
VEIEX-0.03-0.080.190.320.350.400.480.500.470.510.510.501.000.520.710.710.770.600.870.750.640.620.630.650.640.670.650.650.680.670.68
VGHCX-0.01-0.050.300.370.320.460.510.490.820.510.510.660.521.000.640.660.630.620.660.680.670.720.730.710.690.690.690.700.720.750.75
VEUSX-0.01-0.070.260.400.390.450.510.480.500.500.510.560.710.641.000.940.790.690.930.950.640.670.680.680.710.770.700.700.780.740.75
FOSFX0.03-0.020.270.360.360.440.550.510.530.540.540.590.710.660.941.000.820.650.910.920.680.700.740.720.700.730.700.700.750.750.75
VPL-0.03-0.080.260.390.380.460.530.540.520.550.550.550.770.630.790.821.000.700.910.910.690.690.710.720.720.770.720.720.780.770.77
VBR-0.13-0.180.320.480.540.540.570.490.560.480.480.590.600.620.690.650.701.000.740.740.640.830.710.690.970.900.920.920.890.830.86
VTIAX-0.02-0.080.260.410.410.470.550.540.540.560.570.590.870.660.930.910.910.741.000.960.710.730.740.750.760.810.760.760.820.800.81
EFA-0.04-0.090.280.430.410.490.550.540.550.560.560.590.750.680.950.920.910.740.961.000.700.720.740.740.760.820.750.750.830.800.81
QQQ-0.02-0.070.270.300.360.520.630.790.660.790.790.630.640.670.640.680.690.640.710.701.000.800.920.950.740.730.780.780.790.900.89
WSMDX-0.06-0.100.300.340.440.500.650.570.710.580.580.680.620.720.670.700.690.830.730.720.801.000.840.830.920.790.950.950.820.850.89
FMAGX-0.04-0.090.330.320.350.520.650.700.650.720.720.690.630.730.680.740.710.710.740.740.920.841.000.950.790.790.820.820.850.930.93
FCNTX-0.05-0.100.290.320.350.510.630.720.650.780.780.660.650.710.680.720.720.690.750.740.950.830.951.000.780.780.820.820.840.930.92
VSMAX-0.09-0.140.330.430.520.540.630.550.660.540.540.640.640.690.710.700.720.970.760.760.740.920.790.781.000.890.980.980.890.870.92
FGRIX-0.16-0.220.280.500.500.590.580.580.580.570.570.620.670.690.770.730.770.900.810.820.730.790.790.780.891.000.850.850.970.910.92
VEXMX-0.07-0.120.310.400.500.530.640.570.700.570.570.650.650.690.700.700.720.920.760.750.780.950.820.820.980.851.001.000.880.870.92
VEXAX-0.07-0.120.310.400.500.530.640.570.700.570.570.650.650.700.700.700.720.920.760.750.780.950.820.820.980.851.001.000.880.880.92
VWNAX-0.13-0.190.300.490.490.590.610.610.600.620.630.660.680.720.780.750.780.890.820.830.790.820.850.840.890.970.880.881.000.950.96
SWPPX-0.08-0.130.340.450.440.590.640.700.640.710.710.690.670.750.740.750.770.830.800.800.900.850.930.930.870.910.870.880.951.000.99
VTSAX-0.08-0.130.340.450.460.590.650.680.670.690.690.700.680.750.750.750.770.860.810.810.890.890.930.920.920.920.920.920.960.991.00

График просадок

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.40%
0
modlelj
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

modlelj показал максимальную просадку в 30.86%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 54 торговые сессии.

Текущая просадка modlelj составляет 0.40%.

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

-30.86%20 февр. 2020 г.2323 мар. 2020 г.549 июн. 2020 г.77
-27.09%28 дек. 2021 г.11916 июн. 2022 г.27928 июл. 2023 г.398
-26.81%4 окт. 2018 г.5624 дек. 2018 г.17911 сент. 2019 г.235
-20.01%21 июл. 2015 г.14311 февр. 2016 г.2286 янв. 2017 г.371
-13.81%2 сент. 2020 г.1523 сент. 2020 г.5815 дек. 2020 г.73

График волатильности

Текущая волатильность modlelj составляет 3.38%, 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%OctoberNovemberDecember2024FebruaryMarch
3.38%
3.47%
modlelj
Benchmark (^GSPC)
Активы портфеля
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