Phyllis Seifert NQ
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Phyllis Seifert NQ
Currency in USD · Последнее обновление 23 мая 2025 г.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
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Самые ранние данные для этого графика доступны с 30 авг. 2022 г., начальной даты SPYI
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| Phyllis Seifert NQ | 8.09% | 8.44% | 1.53% | 20.11% | N/A | N/A |
| Активы портфеля: | ||||||
AEP American Electric Power Company, Inc. | 13.59% | -3.01% | 7.36% | 19.57% | 9.42% | 10.26% |
AVUV Avantis U.S. Small Cap Value ETF | -9.42% | 6.80% | -16.19% | -2.84% | 20.29% | N/A |
BK The Bank of New York Mellon Corporation | 17.34% | 14.61% | 12.49% | 56.69% | 24.61% | 10.21% |
CAH Cardinal Health, Inc. | 30.19% | 13.63% | 26.37% | 61.87% | 26.83% | 8.83% |
CAT Caterpillar Inc. | -4.52% | 16.10% | -12.86% | -0.48% | 27.60% | 17.61% |
CI Cigna Corporation | 14.99% | -6.15% | -2.92% | -4.86% | 12.47% | 9.78% |
COST Costco Wholesale Corporation | 10.33% | 3.48% | 4.87% | 27.30% | 29.35% | 23.70% |
DON WisdomTree US MidCap Dividend ETF | -4.17% | 4.16% | -10.82% | 4.45% | 15.54% | 8.29% |
EMR Emerson Electric Co. | -3.77% | 17.50% | -8.31% | 6.99% | 18.74% | 9.82% |
EPRT Essential Properties Realty Trust, Inc. | 2.85% | -0.69% | -2.96% | 23.16% | 24.65% | N/A |
HTGC Hercules Capital, Inc. | -9.70% | 1.02% | -3.30% | -0.62% | 21.40% | 14.20% |
IBM International Business Machines Corporation | 19.22% | 6.06% | 17.54% | 56.13% | 23.33% | 9.35% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | -3.44% | 8.60% | -10.23% | -0.71% | 11.38% | 8.52% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -4.05% | 6.07% | -2.74% | 7.10% | N/A | N/A |
KO The Coca-Cola Company | 16.13% | -2.09% | 13.97% | 19.05% | 13.20% | 9.17% |
LTC LTC Properties, Inc. | 4.93% | -0.14% | -6.23% | 10.10% | 6.13% | 4.15% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | -3.77% | 8.52% | -10.33% | -0.91% | 11.29% | 8.53% |
MSFT Microsoft Corporation | 7.21% | 20.46% | 8.37% | 6.24% | 20.69% | 27.26% |
NEE NextEra Energy, Inc. | -4.70% | 0.73% | -10.11% | -7.50% | 5.51% | 13.24% |
NEM Newmont Goldcorp Corporation | 45.00% | 0.94% | 25.15% | 33.11% | 0.01% | 9.84% |
NRG NRG Energy, Inc. | 76.39% | 55.29% | 66.67% | 98.22% | 38.97% | 22.88% |
OKE ONEOK, Inc. | -17.29% | -2.95% | -29.05% | 5.88% | 25.50% | 13.32% |
OSIS OSI Systems, Inc. | 35.84% | 17.49% | 37.92% | 63.34% | 25.97% | 12.26% |
OSK Oshkosh Corporation | 3.82% | 16.45% | -11.72% | -13.92% | 10.05% | 7.80% |
SKYW SkyWest, Inc. | -2.21% | 12.56% | -12.49% | 33.04% | 28.29% | 21.49% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.06% | 12.24% | 2.11% | 17.66% | 16.70% | 14.71% |
SPYI NEOS S&P 500 High Income ETF | 0.20% | 7.02% | -1.02% | 10.66% | N/A | N/A |
SPYV SPDR Portfolio S&P 500 Value ETF | -1.84% | 3.91% | -7.56% | 4.27% | 14.58% | 9.60% |
STAG STAG Industrial, Inc. | 2.20% | 4.58% | -4.59% | 1.04% | 10.62% | 9.96% |
STRL Sterling Construction Company, Inc. | 9.47% | 31.64% | -6.16% | 47.01% | 84.35% | 47.79% |
STX Seagate Technology plc | 31.69% | 44.37% | 14.94% | 24.19% | 21.73% | 12.82% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -2.41% | 21.65% | 1.71% | 23.91% | 33.39% | 26.25% |
UNH UnitedHealth Group Incorporated | -41.32% | -30.94% | -49.57% | -41.90% | 1.87% | 11.28% |
UNM Unum Group | 10.56% | 2.03% | 6.47% | 56.47% | 45.61% | 12.34% |
VICI VICI Properties Inc. | 7.74% | -3.82% | -2.36% | 10.03% | 10.82% | N/A |
WM Waste Management, Inc. | 17.79% | 3.58% | 6.27% | 14.68% | 21.05% | 19.26% |
THG The Hanover Insurance Group, Inc. | 9.60% | 3.45% | 4.22% | 29.71% | 14.28% | 12.28% |
BRK-B Berkshire Hathaway Inc. | 11.07% | -4.43% | 5.64% | 24.04% | 23.54% | 13.36% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Phyllis Seifert NQ, 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 | 5.44% | 0.09% | -2.78% | -0.56% | 5.94% | 8.09% | |||||||
| 2024 | 0.72% | 5.70% | 5.47% | -2.95% | 4.99% | 0.73% | 4.66% | 2.99% | 2.50% | -1.38% | 8.65% | -7.30% | 26.47% |
| 2023 | 6.45% | -2.89% | 0.77% | 0.87% | -0.50% | 7.92% | 3.27% | 0.44% | -3.86% | -0.54% | 6.68% | 6.17% | 26.77% |
| 2022 | -0.86% | -9.48% | 10.43% | 6.74% | -4.62% | 0.90% |
Комиссия
Комиссия Phyllis Seifert NQ составляет 0.05%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Phyllis Seifert NQ составляет 79, что ставит его в топ 21% 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 | |
|---|---|---|---|---|---|
AEP American Electric Power Company, Inc. | 1.01 | 1.16 | 1.15 | 1.16 | 2.91 |
AVUV Avantis U.S. Small Cap Value ETF | -0.11 | -0.11 | 0.99 | -0.18 | -0.47 |
BK The Bank of New York Mellon Corporation | 2.33 | 2.90 | 1.42 | 3.11 | 11.61 |
CAH Cardinal Health, Inc. | 2.83 | 3.56 | 1.50 | 3.41 | 16.52 |
CAT Caterpillar Inc. | -0.02 | 0.09 | 1.01 | -0.08 | -0.22 |
CI Cigna Corporation | -0.18 | -0.03 | 1.00 | -0.16 | -0.36 |
COST Costco Wholesale Corporation | 1.25 | 1.70 | 1.23 | 1.54 | 4.43 |
DON WisdomTree US MidCap Dividend ETF | 0.23 | 0.31 | 1.04 | 0.11 | 0.32 |
EMR Emerson Electric Co. | 0.22 | 0.49 | 1.07 | 0.20 | 0.52 |
EPRT Essential Properties Realty Trust, Inc. | 1.05 | 1.39 | 1.17 | 1.30 | 3.99 |
HTGC Hercules Capital, Inc. | -0.02 | -0.01 | 1.00 | -0.15 | -0.37 |
IBM International Business Machines Corporation | 2.04 | 2.69 | 1.38 | 3.25 | 9.90 |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | -0.03 | 0.01 | 1.00 | -0.10 | -0.30 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.35 | 0.62 | 1.10 | 0.35 | 1.20 |
KO The Coca-Cola Company | 1.13 | 1.56 | 1.19 | 1.13 | 2.47 |
LTC LTC Properties, Inc. | 0.52 | 0.68 | 1.08 | 0.47 | 1.12 |
MDYG SPDR S&P 400 Mid Cap Growth ETF | -0.04 | -0.01 | 1.00 | -0.11 | -0.32 |
MSFT Microsoft Corporation | 0.24 | 0.51 | 1.07 | 0.24 | 0.54 |
NEE NextEra Energy, Inc. | -0.26 | -0.25 | 0.97 | -0.39 | -0.75 |
NEM Newmont Goldcorp Corporation | 0.91 | 1.06 | 1.15 | 0.67 | 1.36 |
NRG NRG Energy, Inc. | 1.80 | 2.44 | 1.33 | 3.57 | 10.30 |
OKE ONEOK, Inc. | 0.19 | 0.29 | 1.04 | 0.07 | 0.17 |
OSIS OSI Systems, Inc. | 1.63 | 2.24 | 1.28 | 2.78 | 7.31 |
OSK Oshkosh Corporation | -0.35 | -0.38 | 0.96 | -0.43 | -1.14 |
SKYW SkyWest, Inc. | 0.82 | 1.23 | 1.15 | 0.84 | 1.99 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.71 | 1.09 | 1.15 | 0.77 | 2.58 |
SPYI NEOS S&P 500 High Income ETF | 0.63 | 0.96 | 1.16 | 0.63 | 2.62 |
SPYV SPDR Portfolio S&P 500 Value ETF | 0.27 | 0.33 | 1.05 | 0.14 | 0.47 |
STAG STAG Industrial, Inc. | 0.04 | 0.09 | 1.01 | -0.05 | -0.12 |
STRL Sterling Construction Company, Inc. | 0.76 | 1.24 | 1.17 | 0.87 | 2.05 |
STX Seagate Technology plc | 0.59 | 1.03 | 1.15 | 0.60 | 1.66 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.52 | 1.08 | 1.14 | 0.72 | 1.91 |
UNH UnitedHealth Group Incorporated | -0.94 | -1.17 | 0.80 | -0.76 | -2.51 |
UNM Unum Group | 2.04 | 2.69 | 1.40 | 3.58 | 12.24 |
VICI VICI Properties Inc. | 0.51 | 0.47 | 1.06 | 0.22 | 0.61 |
WM Waste Management, Inc. | 0.72 | 1.10 | 1.16 | 1.28 | 2.90 |
THG The Hanover Insurance Group, Inc. | 1.24 | 1.67 | 1.21 | 1.85 | 6.07 |
BRK-B Berkshire Hathaway Inc. | 1.23 | 1.56 | 1.22 | 2.44 | 5.90 |
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Дивиденды
Дивидендный доход
Дивидендная доходность Phyllis Seifert NQ за предыдущие двенадцать месяцев составила 2.79%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.79% | 2.73% | 3.13% | 3.07% | 2.31% | 2.63% | 2.47% | 2.62% | 2.13% | 2.12% | 2.61% | 1.94% |
| Активы портфеля: | ||||||||||||
AEP American Electric Power Company, Inc. | 3.57% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% |
AVUV Avantis U.S. Small Cap Value ETF | 1.82% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BK The Bank of New York Mellon Corporation | 2.11% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
CAH Cardinal Health, Inc. | 1.33% | 1.28% | 1.98% | 2.57% | 3.80% | 3.62% | 3.79% | 4.24% | 2.99% | 2.41% | 1.68% | 1.65% |
CAT Caterpillar Inc. | 1.64% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
CI Cigna Corporation | 1.81% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% |
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% |
DON WisdomTree US MidCap Dividend ETF | 2.48% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% | 2.56% |
EMR Emerson Electric Co. | 1.78% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
EPRT Essential Properties Realty Trust, Inc. | 3.67% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% |
HTGC Hercules Capital, Inc. | 9.20% | 7.96% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.34% | 8.58% | 9.93% | 8.13% |
IBM International Business Machines Corporation | 2.59% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.82% | 0.79% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.40% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LTC LTC Properties, Inc. | 6.46% | 6.60% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% | 4.73% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 0.92% | 0.87% | 1.19% | 1.16% | 0.69% | 0.71% | 1.21% | 1.36% | 2.23% | 1.25% | 2.48% | 1.60% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NEE NextEra Energy, Inc. | 3.12% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
NEM Newmont Goldcorp Corporation | 1.86% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% | 1.19% |
NRG NRG Energy, Inc. | 1.07% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% |
OKE ONEOK, Inc. | 4.98% | 3.94% | 5.47% | 5.72% | 6.40% | 9.77% | 4.66% | 6.01% | 5.09% | 4.28% | 9.85% | 4.27% |
OSIS OSI 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% |
OSK Oshkosh Corporation | 1.98% | 1.94% | 1.51% | 1.68% | 1.21% | 1.43% | 1.17% | 1.61% | 0.96% | 1.21% | 1.79% | 1.27% |
SKYW SkyWest, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 0.74% | 0.90% | 0.60% | 0.66% | 0.84% | 1.51% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.62% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
SPYI NEOS S&P 500 High Income ETF | 12.70% | 12.04% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYV SPDR Portfolio S&P 500 Value ETF | 2.19% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% |
STAG STAG Industrial, Inc. | 4.35% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% |
STRL Sterling Construction Company, 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% |
STX Seagate Technology plc | 2.52% | 3.27% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% | 2.75% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.29% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
UNH UnitedHealth Group Incorporated | 2.84% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
UNM Unum Group | 2.10% | 2.15% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% | 1.78% |
VICI VICI Properties Inc. | 5.44% | 5.80% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% |
WM Waste Management, Inc. | 1.30% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% |
THG The Hanover Insurance Group, Inc. | 2.08% | 2.23% | 2.70% | 2.26% | 2.17% | 2.27% | 7.10% | 1.90% | 1.89% | 2.07% | 2.08% | 2.13% |
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% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
Phyllis Seifert NQ показал максимальную просадку в 14.80%, зарегистрированную 8 апр. 2025 г.. Полное восстановление заняло 23 торговые сессии.
Текущая просадка Phyllis Seifert NQ составляет 2.19%.
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 |
|---|---|---|---|---|---|---|
| -14.8% | 2 дек. 2024 г. | 87 | 8 апр. 2025 г. | 23 | 12 мая 2025 г. | 110 |
| -12.08% | 13 сент. 2022 г. | 14 | 30 сент. 2022 г. | 29 | 10 нояб. 2022 г. | 43 |
| -8.61% | 3 февр. 2023 г. | 30 | 17 мар. 2023 г. | 53 | 2 июн. 2023 г. | 83 |
| -6.58% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 14 | 23 авг. 2024 г. | 28 |
| -6.29% | 5 сент. 2023 г. | 21 | 3 окт. 2023 г. | 33 | 17 нояб. 2023 г. | 54 |
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 38, при этом эффективное количество активов равно 38.00, 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 | UNH | CAH | CI | NEM | AEP | KO | WM | NEE | THG | TSM | UNM | LTC | MSFT | SKYW | COST | STRL | NRG | STX | HTGC | IBM | VICI | OSIS | EPRT | OKE | STAG | BRK-B | BK | OSK | CAT | JEPQ | EMR | SPYG | SPYI | AVUV | IVOG | MDYG | DON | SPYV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.26 | 0.22 | 0.29 | 0.24 | 0.29 | 0.34 | 0.35 | 0.30 | 0.62 | 0.38 | 0.35 | 0.75 | 0.53 | 0.60 | 0.52 | 0.52 | 0.59 | 0.54 | 0.55 | 0.41 | 0.53 | 0.46 | 0.52 | 0.54 | 0.59 | 0.59 | 0.59 | 0.64 | 0.92 | 0.67 | 0.96 | 0.95 | 0.74 | 0.85 | 0.85 | 0.77 | 0.85 | 0.87 |
| UNH | 0.19 | 1.00 | 0.30 | 0.49 | 0.12 | 0.23 | 0.30 | 0.31 | 0.19 | 0.24 | -0.06 | 0.19 | 0.16 | 0.08 | 0.09 | 0.15 | 0.09 | 0.07 | 0.05 | 0.12 | 0.18 | 0.24 | 0.09 | 0.21 | 0.18 | 0.18 | 0.26 | 0.16 | 0.11 | 0.11 | 0.10 | 0.14 | 0.13 | 0.16 | 0.17 | 0.16 | 0.16 | 0.21 | 0.28 | 0.26 |
| CAH | 0.26 | 0.30 | 1.00 | 0.34 | 0.10 | 0.20 | 0.23 | 0.33 | 0.12 | 0.33 | 0.03 | 0.33 | 0.15 | 0.12 | 0.15 | 0.22 | 0.14 | 0.19 | 0.15 | 0.13 | 0.29 | 0.20 | 0.16 | 0.19 | 0.23 | 0.18 | 0.34 | 0.22 | 0.17 | 0.21 | 0.17 | 0.23 | 0.19 | 0.24 | 0.22 | 0.26 | 0.26 | 0.29 | 0.35 | 0.34 |
| CI | 0.22 | 0.49 | 0.34 | 1.00 | 0.15 | 0.32 | 0.34 | 0.30 | 0.27 | 0.26 | -0.01 | 0.26 | 0.22 | 0.03 | 0.11 | 0.15 | 0.09 | 0.08 | 0.07 | 0.17 | 0.20 | 0.32 | 0.14 | 0.26 | 0.23 | 0.24 | 0.32 | 0.24 | 0.21 | 0.22 | 0.12 | 0.22 | 0.12 | 0.20 | 0.27 | 0.25 | 0.25 | 0.33 | 0.37 | 0.35 |
| NEM | 0.29 | 0.12 | 0.10 | 0.15 | 1.00 | 0.29 | 0.23 | 0.17 | 0.28 | 0.11 | 0.17 | 0.09 | 0.24 | 0.17 | 0.14 | 0.19 | 0.14 | 0.21 | 0.24 | 0.15 | 0.21 | 0.28 | 0.18 | 0.30 | 0.32 | 0.29 | 0.21 | 0.24 | 0.24 | 0.25 | 0.21 | 0.26 | 0.23 | 0.25 | 0.31 | 0.32 | 0.33 | 0.33 | 0.35 | 0.38 |
| AEP | 0.24 | 0.23 | 0.20 | 0.32 | 0.29 | 1.00 | 0.56 | 0.46 | 0.68 | 0.27 | -0.04 | 0.14 | 0.41 | 0.08 | 0.05 | 0.25 | 0.08 | 0.21 | 0.15 | 0.19 | 0.22 | 0.53 | 0.16 | 0.44 | 0.34 | 0.43 | 0.38 | 0.28 | 0.21 | 0.17 | 0.11 | 0.19 | 0.12 | 0.21 | 0.25 | 0.24 | 0.25 | 0.38 | 0.44 | 0.39 |
| KO | 0.29 | 0.30 | 0.23 | 0.34 | 0.23 | 0.56 | 1.00 | 0.46 | 0.48 | 0.27 | -0.04 | 0.22 | 0.38 | 0.16 | 0.06 | 0.34 | 0.07 | 0.12 | 0.12 | 0.20 | 0.30 | 0.39 | 0.15 | 0.39 | 0.26 | 0.36 | 0.44 | 0.27 | 0.20 | 0.19 | 0.18 | 0.22 | 0.18 | 0.27 | 0.25 | 0.25 | 0.26 | 0.36 | 0.46 | 0.37 |
| WM | 0.34 | 0.31 | 0.33 | 0.30 | 0.17 | 0.46 | 0.46 | 1.00 | 0.34 | 0.33 | 0.04 | 0.22 | 0.29 | 0.19 | 0.14 | 0.38 | 0.17 | 0.23 | 0.17 | 0.21 | 0.31 | 0.35 | 0.20 | 0.36 | 0.29 | 0.35 | 0.39 | 0.26 | 0.19 | 0.22 | 0.24 | 0.29 | 0.26 | 0.32 | 0.23 | 0.32 | 0.33 | 0.36 | 0.43 | 0.42 |
| NEE | 0.35 | 0.19 | 0.12 | 0.27 | 0.28 | 0.68 | 0.48 | 0.34 | 1.00 | 0.22 | 0.09 | 0.17 | 0.36 | 0.16 | 0.11 | 0.24 | 0.17 | 0.32 | 0.20 | 0.24 | 0.24 | 0.43 | 0.21 | 0.41 | 0.38 | 0.43 | 0.36 | 0.31 | 0.28 | 0.26 | 0.23 | 0.29 | 0.25 | 0.33 | 0.34 | 0.35 | 0.36 | 0.44 | 0.47 | 0.46 |
| THG | 0.30 | 0.24 | 0.33 | 0.26 | 0.11 | 0.27 | 0.27 | 0.33 | 0.22 | 1.00 | 0.03 | 0.50 | 0.30 | 0.12 | 0.25 | 0.21 | 0.22 | 0.25 | 0.16 | 0.27 | 0.27 | 0.33 | 0.28 | 0.37 | 0.34 | 0.38 | 0.50 | 0.41 | 0.40 | 0.34 | 0.18 | 0.32 | 0.20 | 0.28 | 0.46 | 0.41 | 0.41 | 0.51 | 0.47 | 0.47 |
| TSM | 0.62 | -0.06 | 0.03 | -0.01 | 0.17 | -0.04 | -0.04 | 0.04 | 0.09 | 0.03 | 1.00 | 0.16 | 0.11 | 0.52 | 0.37 | 0.34 | 0.40 | 0.37 | 0.43 | 0.31 | 0.33 | 0.15 | 0.32 | 0.19 | 0.28 | 0.24 | 0.19 | 0.32 | 0.33 | 0.39 | 0.66 | 0.42 | 0.66 | 0.59 | 0.42 | 0.53 | 0.53 | 0.40 | 0.41 | 0.52 |
| UNM | 0.38 | 0.19 | 0.33 | 0.26 | 0.09 | 0.14 | 0.22 | 0.22 | 0.17 | 0.50 | 0.16 | 1.00 | 0.25 | 0.16 | 0.37 | 0.19 | 0.29 | 0.33 | 0.24 | 0.30 | 0.32 | 0.32 | 0.34 | 0.26 | 0.40 | 0.30 | 0.52 | 0.46 | 0.42 | 0.42 | 0.26 | 0.40 | 0.28 | 0.35 | 0.52 | 0.49 | 0.49 | 0.56 | 0.50 | 0.54 |
| LTC | 0.35 | 0.16 | 0.15 | 0.22 | 0.24 | 0.41 | 0.38 | 0.29 | 0.36 | 0.30 | 0.11 | 0.25 | 1.00 | 0.14 | 0.26 | 0.26 | 0.21 | 0.25 | 0.25 | 0.34 | 0.32 | 0.56 | 0.34 | 0.60 | 0.35 | 0.57 | 0.36 | 0.38 | 0.35 | 0.31 | 0.23 | 0.31 | 0.24 | 0.33 | 0.45 | 0.43 | 0.44 | 0.52 | 0.48 | 0.52 |
| MSFT | 0.75 | 0.08 | 0.12 | 0.03 | 0.17 | 0.08 | 0.16 | 0.19 | 0.16 | 0.12 | 0.52 | 0.16 | 0.14 | 1.00 | 0.33 | 0.46 | 0.31 | 0.34 | 0.45 | 0.31 | 0.36 | 0.15 | 0.31 | 0.22 | 0.23 | 0.29 | 0.32 | 0.31 | 0.31 | 0.32 | 0.81 | 0.40 | 0.80 | 0.71 | 0.37 | 0.51 | 0.51 | 0.39 | 0.52 | 0.52 |
| SKYW | 0.53 | 0.09 | 0.15 | 0.11 | 0.14 | 0.05 | 0.06 | 0.14 | 0.11 | 0.25 | 0.37 | 0.37 | 0.26 | 0.33 | 1.00 | 0.29 | 0.46 | 0.35 | 0.36 | 0.35 | 0.28 | 0.26 | 0.35 | 0.29 | 0.34 | 0.32 | 0.34 | 0.36 | 0.44 | 0.43 | 0.47 | 0.42 | 0.48 | 0.49 | 0.57 | 0.58 | 0.58 | 0.53 | 0.50 | 0.59 |
| COST | 0.60 | 0.15 | 0.22 | 0.15 | 0.19 | 0.25 | 0.34 | 0.38 | 0.24 | 0.21 | 0.34 | 0.19 | 0.26 | 0.46 | 0.29 | 1.00 | 0.32 | 0.31 | 0.34 | 0.30 | 0.37 | 0.27 | 0.28 | 0.33 | 0.25 | 0.35 | 0.36 | 0.31 | 0.26 | 0.33 | 0.57 | 0.33 | 0.59 | 0.56 | 0.37 | 0.48 | 0.48 | 0.42 | 0.52 | 0.53 |
| STRL | 0.52 | 0.09 | 0.14 | 0.09 | 0.14 | 0.08 | 0.07 | 0.17 | 0.17 | 0.22 | 0.40 | 0.29 | 0.21 | 0.31 | 0.46 | 0.32 | 1.00 | 0.42 | 0.37 | 0.30 | 0.30 | 0.21 | 0.44 | 0.29 | 0.32 | 0.33 | 0.30 | 0.37 | 0.45 | 0.49 | 0.47 | 0.48 | 0.50 | 0.48 | 0.53 | 0.60 | 0.60 | 0.50 | 0.43 | 0.61 |
| NRG | 0.52 | 0.07 | 0.19 | 0.08 | 0.21 | 0.21 | 0.12 | 0.23 | 0.32 | 0.25 | 0.37 | 0.33 | 0.25 | 0.34 | 0.35 | 0.31 | 0.42 | 1.00 | 0.38 | 0.33 | 0.37 | 0.23 | 0.33 | 0.28 | 0.49 | 0.32 | 0.32 | 0.37 | 0.41 | 0.39 | 0.46 | 0.45 | 0.49 | 0.49 | 0.47 | 0.54 | 0.54 | 0.51 | 0.46 | 0.59 |
| STX | 0.59 | 0.05 | 0.15 | 0.07 | 0.24 | 0.15 | 0.12 | 0.17 | 0.20 | 0.16 | 0.43 | 0.24 | 0.25 | 0.45 | 0.36 | 0.34 | 0.37 | 0.38 | 1.00 | 0.29 | 0.41 | 0.29 | 0.37 | 0.29 | 0.35 | 0.34 | 0.32 | 0.40 | 0.39 | 0.43 | 0.55 | 0.45 | 0.57 | 0.55 | 0.50 | 0.56 | 0.57 | 0.51 | 0.51 | 0.59 |
| HTGC | 0.54 | 0.12 | 0.13 | 0.17 | 0.15 | 0.19 | 0.20 | 0.21 | 0.24 | 0.27 | 0.31 | 0.30 | 0.34 | 0.31 | 0.35 | 0.30 | 0.30 | 0.33 | 0.29 | 1.00 | 0.37 | 0.36 | 0.39 | 0.41 | 0.42 | 0.48 | 0.42 | 0.47 | 0.47 | 0.45 | 0.46 | 0.42 | 0.47 | 0.52 | 0.59 | 0.58 | 0.59 | 0.60 | 0.58 | 0.60 |
| IBM | 0.55 | 0.18 | 0.29 | 0.20 | 0.21 | 0.22 | 0.30 | 0.31 | 0.24 | 0.27 | 0.33 | 0.32 | 0.32 | 0.36 | 0.28 | 0.37 | 0.30 | 0.37 | 0.41 | 0.37 | 1.00 | 0.32 | 0.39 | 0.38 | 0.39 | 0.36 | 0.42 | 0.44 | 0.39 | 0.42 | 0.47 | 0.44 | 0.48 | 0.53 | 0.47 | 0.53 | 0.53 | 0.52 | 0.57 | 0.59 |
| VICI | 0.41 | 0.24 | 0.20 | 0.32 | 0.28 | 0.53 | 0.39 | 0.35 | 0.43 | 0.33 | 0.15 | 0.32 | 0.56 | 0.15 | 0.26 | 0.27 | 0.21 | 0.23 | 0.29 | 0.36 | 0.32 | 1.00 | 0.33 | 0.65 | 0.41 | 0.64 | 0.46 | 0.43 | 0.41 | 0.39 | 0.26 | 0.36 | 0.28 | 0.38 | 0.51 | 0.49 | 0.50 | 0.60 | 0.59 | 0.57 |
| OSIS | 0.53 | 0.09 | 0.16 | 0.14 | 0.18 | 0.16 | 0.15 | 0.20 | 0.21 | 0.28 | 0.32 | 0.34 | 0.34 | 0.31 | 0.35 | 0.28 | 0.44 | 0.33 | 0.37 | 0.39 | 0.39 | 0.33 | 1.00 | 0.41 | 0.39 | 0.44 | 0.39 | 0.43 | 0.50 | 0.49 | 0.45 | 0.51 | 0.47 | 0.50 | 0.61 | 0.62 | 0.63 | 0.59 | 0.53 | 0.64 |
| EPRT | 0.46 | 0.21 | 0.19 | 0.26 | 0.30 | 0.44 | 0.39 | 0.36 | 0.41 | 0.37 | 0.19 | 0.26 | 0.60 | 0.22 | 0.29 | 0.33 | 0.29 | 0.28 | 0.29 | 0.41 | 0.38 | 0.65 | 0.41 | 1.00 | 0.35 | 0.67 | 0.40 | 0.44 | 0.39 | 0.38 | 0.33 | 0.36 | 0.34 | 0.43 | 0.53 | 0.53 | 0.54 | 0.61 | 0.58 | 0.61 |
| OKE | 0.52 | 0.18 | 0.23 | 0.23 | 0.32 | 0.34 | 0.26 | 0.29 | 0.38 | 0.34 | 0.28 | 0.40 | 0.35 | 0.23 | 0.34 | 0.25 | 0.32 | 0.49 | 0.35 | 0.42 | 0.39 | 0.41 | 0.39 | 0.35 | 1.00 | 0.40 | 0.49 | 0.49 | 0.47 | 0.49 | 0.37 | 0.52 | 0.43 | 0.49 | 0.63 | 0.60 | 0.61 | 0.65 | 0.60 | 0.64 |
| STAG | 0.54 | 0.18 | 0.18 | 0.24 | 0.29 | 0.43 | 0.36 | 0.35 | 0.43 | 0.38 | 0.24 | 0.30 | 0.57 | 0.29 | 0.32 | 0.35 | 0.33 | 0.32 | 0.34 | 0.48 | 0.36 | 0.64 | 0.44 | 0.67 | 0.40 | 1.00 | 0.51 | 0.49 | 0.48 | 0.46 | 0.40 | 0.48 | 0.41 | 0.51 | 0.61 | 0.61 | 0.62 | 0.69 | 0.68 | 0.67 |
| BRK-B | 0.59 | 0.26 | 0.34 | 0.32 | 0.21 | 0.38 | 0.44 | 0.39 | 0.36 | 0.50 | 0.19 | 0.52 | 0.36 | 0.32 | 0.34 | 0.36 | 0.30 | 0.32 | 0.32 | 0.42 | 0.42 | 0.46 | 0.39 | 0.40 | 0.49 | 0.51 | 1.00 | 0.59 | 0.51 | 0.50 | 0.43 | 0.49 | 0.46 | 0.55 | 0.59 | 0.57 | 0.58 | 0.67 | 0.74 | 0.66 |
| BK | 0.59 | 0.16 | 0.22 | 0.24 | 0.24 | 0.28 | 0.27 | 0.26 | 0.31 | 0.41 | 0.32 | 0.46 | 0.38 | 0.31 | 0.36 | 0.31 | 0.37 | 0.37 | 0.40 | 0.47 | 0.44 | 0.43 | 0.43 | 0.44 | 0.49 | 0.49 | 0.59 | 1.00 | 0.56 | 0.56 | 0.46 | 0.53 | 0.48 | 0.55 | 0.68 | 0.65 | 0.65 | 0.72 | 0.70 | 0.69 |
| OSK | 0.59 | 0.11 | 0.17 | 0.21 | 0.24 | 0.21 | 0.20 | 0.19 | 0.28 | 0.40 | 0.33 | 0.42 | 0.35 | 0.31 | 0.44 | 0.26 | 0.45 | 0.41 | 0.39 | 0.47 | 0.39 | 0.41 | 0.50 | 0.39 | 0.47 | 0.48 | 0.51 | 0.56 | 1.00 | 0.73 | 0.46 | 0.65 | 0.48 | 0.55 | 0.76 | 0.74 | 0.74 | 0.77 | 0.68 | 0.73 |
| CAT | 0.64 | 0.11 | 0.21 | 0.22 | 0.25 | 0.17 | 0.19 | 0.22 | 0.26 | 0.34 | 0.39 | 0.42 | 0.31 | 0.32 | 0.43 | 0.33 | 0.49 | 0.39 | 0.43 | 0.45 | 0.42 | 0.39 | 0.49 | 0.38 | 0.49 | 0.46 | 0.50 | 0.56 | 0.73 | 1.00 | 0.51 | 0.70 | 0.54 | 0.63 | 0.74 | 0.73 | 0.74 | 0.73 | 0.68 | 0.74 |
| JEPQ | 0.92 | 0.10 | 0.17 | 0.12 | 0.21 | 0.11 | 0.18 | 0.24 | 0.23 | 0.18 | 0.66 | 0.26 | 0.23 | 0.81 | 0.47 | 0.57 | 0.47 | 0.46 | 0.55 | 0.46 | 0.47 | 0.26 | 0.45 | 0.33 | 0.37 | 0.40 | 0.43 | 0.46 | 0.46 | 0.51 | 1.00 | 0.56 | 0.95 | 0.90 | 0.58 | 0.72 | 0.72 | 0.59 | 0.69 | 0.72 |
| EMR | 0.67 | 0.14 | 0.23 | 0.22 | 0.26 | 0.19 | 0.22 | 0.29 | 0.29 | 0.32 | 0.42 | 0.40 | 0.31 | 0.40 | 0.42 | 0.33 | 0.48 | 0.45 | 0.45 | 0.42 | 0.44 | 0.36 | 0.51 | 0.36 | 0.52 | 0.48 | 0.49 | 0.53 | 0.65 | 0.70 | 0.56 | 1.00 | 0.60 | 0.64 | 0.69 | 0.74 | 0.74 | 0.71 | 0.68 | 0.74 |
| SPYG | 0.96 | 0.13 | 0.19 | 0.12 | 0.23 | 0.12 | 0.18 | 0.26 | 0.25 | 0.20 | 0.66 | 0.28 | 0.24 | 0.80 | 0.48 | 0.59 | 0.50 | 0.49 | 0.57 | 0.47 | 0.48 | 0.28 | 0.47 | 0.34 | 0.43 | 0.41 | 0.46 | 0.48 | 0.48 | 0.54 | 0.95 | 0.60 | 1.00 | 0.91 | 0.61 | 0.75 | 0.75 | 0.62 | 0.69 | 0.75 |
| SPYI | 0.95 | 0.16 | 0.24 | 0.20 | 0.25 | 0.21 | 0.27 | 0.32 | 0.33 | 0.28 | 0.59 | 0.35 | 0.33 | 0.71 | 0.49 | 0.56 | 0.48 | 0.49 | 0.55 | 0.52 | 0.53 | 0.38 | 0.50 | 0.43 | 0.49 | 0.51 | 0.55 | 0.55 | 0.55 | 0.63 | 0.90 | 0.64 | 0.91 | 1.00 | 0.69 | 0.80 | 0.80 | 0.72 | 0.80 | 0.82 |
| AVUV | 0.74 | 0.17 | 0.22 | 0.27 | 0.31 | 0.25 | 0.25 | 0.23 | 0.34 | 0.46 | 0.42 | 0.52 | 0.45 | 0.37 | 0.57 | 0.37 | 0.53 | 0.47 | 0.50 | 0.59 | 0.47 | 0.51 | 0.61 | 0.53 | 0.63 | 0.61 | 0.59 | 0.68 | 0.76 | 0.74 | 0.58 | 0.69 | 0.61 | 0.69 | 1.00 | 0.91 | 0.91 | 0.94 | 0.83 | 0.87 |
| IVOG | 0.85 | 0.16 | 0.26 | 0.25 | 0.32 | 0.24 | 0.25 | 0.32 | 0.35 | 0.41 | 0.53 | 0.49 | 0.43 | 0.51 | 0.58 | 0.48 | 0.60 | 0.54 | 0.56 | 0.58 | 0.53 | 0.49 | 0.62 | 0.53 | 0.60 | 0.61 | 0.57 | 0.65 | 0.74 | 0.73 | 0.72 | 0.74 | 0.75 | 0.80 | 0.91 | 1.00 | 0.99 | 0.92 | 0.84 | 0.92 |
| MDYG | 0.85 | 0.16 | 0.26 | 0.25 | 0.33 | 0.25 | 0.26 | 0.33 | 0.36 | 0.41 | 0.53 | 0.49 | 0.44 | 0.51 | 0.58 | 0.48 | 0.60 | 0.54 | 0.57 | 0.59 | 0.53 | 0.50 | 0.63 | 0.54 | 0.61 | 0.62 | 0.58 | 0.65 | 0.74 | 0.74 | 0.72 | 0.74 | 0.75 | 0.80 | 0.91 | 0.99 | 1.00 | 0.93 | 0.85 | 0.93 |
| DON | 0.77 | 0.21 | 0.29 | 0.33 | 0.33 | 0.38 | 0.36 | 0.36 | 0.44 | 0.51 | 0.40 | 0.56 | 0.52 | 0.39 | 0.53 | 0.42 | 0.50 | 0.51 | 0.51 | 0.60 | 0.52 | 0.60 | 0.59 | 0.61 | 0.65 | 0.69 | 0.67 | 0.72 | 0.77 | 0.73 | 0.59 | 0.71 | 0.62 | 0.72 | 0.94 | 0.92 | 0.93 | 1.00 | 0.90 | 0.92 |
| SPYV | 0.85 | 0.28 | 0.35 | 0.37 | 0.35 | 0.44 | 0.46 | 0.43 | 0.47 | 0.47 | 0.41 | 0.50 | 0.48 | 0.52 | 0.50 | 0.52 | 0.43 | 0.46 | 0.51 | 0.58 | 0.57 | 0.59 | 0.53 | 0.58 | 0.60 | 0.68 | 0.74 | 0.70 | 0.68 | 0.68 | 0.69 | 0.68 | 0.69 | 0.80 | 0.83 | 0.84 | 0.85 | 0.90 | 1.00 | 0.91 |
| Portfolio | 0.87 | 0.26 | 0.34 | 0.35 | 0.38 | 0.39 | 0.37 | 0.42 | 0.46 | 0.47 | 0.52 | 0.54 | 0.52 | 0.52 | 0.59 | 0.53 | 0.61 | 0.59 | 0.59 | 0.60 | 0.59 | 0.57 | 0.64 | 0.61 | 0.64 | 0.67 | 0.66 | 0.69 | 0.73 | 0.74 | 0.72 | 0.74 | 0.75 | 0.82 | 0.87 | 0.92 | 0.93 | 0.92 | 0.91 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 31 авг. 2022 г.