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Cap weighted Florida 40

Последнее обновление 22 февр. 2024 г.

Cap weighted index HQd in Florida

Распределение активов


NEP 16%CSX 9%ROP 7%CARR 6%LEN 5%LHX 4%FIS 4%RCL 4%SBAC 3%ZBH 3%RJF 3%BRO 2.5%CCL 2.5%DRI 2.5%WSO 2%JBL 2%FNF 1.5%MOS 1.3%АкцииАкции
ПозицияКатегория/СекторВес
NEP

16%

CSX
CSX Corporation
Industrials

9%

ROP

7%

CARR
Carrier Global Corporation
Industrials

6%

LEN

5%

LHX

4%

FIS

4%

RCL

4%

SBAC

3%

ZBH

3%

RJF

3%

BRO
Brown & Brown, Inc.
Financial Services

2.50%

CCL
Carnival Corporation & Plc
Consumer Cyclical

2.50%

DRI
Darden Restaurants, Inc.
Consumer Cyclical

2.50%

WSO

2%

JBL

2%

FNF

1.50%

MOS

1.30%

VAC

0.80%

TNL

0.80%

DFH
Dream Finders Homes, Inc.
Consumer Cyclical

0.80%

BKU
BankUnited, Inc.
Financial Services

0.80%

BLMN
Bloomin' Brands, Inc.
Consumer Cyclical

0.80%

DOOR
Masonite International Corporation
Industrials

0.80%

ODP

0.80%

KFRC

0.80%

BLD
TopBuild Corp.
Industrials

0.70%

SNX

0.70%

CHWY
Chewy, Inc.
Consumer Cyclical

0.70%

NCLH

0.70%

LSTR

0.70%

AN
AutoNation, Inc.
Consumer Cyclical

0.70%

ADT
ADT Inc.
Industrials

0.70%

MTZ

0.70%

ESI
Element Solutions Inc
Basic Materials

0.70%

R

0.70%

AMG
Affiliated Managers Group, Inc.
Financial Services

0.70%

HGV

0.70%

HRI

0.70%

PRMW

0.70%

DY
Dycom Industries, Inc.
Industrials

0.70%

SAVE

0.70%

GEO

0.70%

FDP
Fresh Del Monte Produce Inc.
Consumer Defensive

0.70%

CHS
Chico's FAS, Inc.
Consumer Cyclical

0.70%

CCRN
Cross Country Healthcare, Inc.
Healthcare

0.70%

HZO

0.70%

CANO
Cano Health, Inc.
Healthcare

0.60%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в Cap weighted Florida 40 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


-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2024February
3.03%
13.83%
Cap weighted Florida 40
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 21 янв. 2021 г., начальной даты DFH

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
Cap weighted Florida 40-3.01%0.55%3.03%3.31%N/AN/A
NEP
-5.88%2.77%-37.63%-55.88%N/AN/A
CSX
CSX Corporation
7.01%6.33%22.26%25.47%10.15%16.99%
ROP
0.85%-0.69%12.66%30.98%N/AN/A
CARR
Carrier Global Corporation
-6.41%-3.83%0.43%25.27%N/AN/A
LEN
2.30%2.97%32.00%59.77%N/AN/A
LHX
1.51%3.74%21.73%3.32%N/AN/A
FIS
5.63%5.00%16.94%-1.86%N/AN/A
RCL
-11.27%-8.23%16.00%60.68%N/AN/A
SBAC
-18.22%-11.04%-5.23%-18.70%N/AN/A
ZBH
5.46%6.00%12.74%4.63%N/AN/A
RJF
4.78%3.01%15.52%8.48%N/AN/A
BRO
Brown & Brown, Inc.
16.69%5.16%14.99%47.70%23.93%19.92%
CCL
Carnival Corporation & Plc
-20.66%-9.48%-6.37%33.24%-23.59%-7.77%
DRI
Darden Restaurants, Inc.
2.12%2.96%8.85%15.56%11.23%17.27%
WSO
-10.81%-4.37%11.05%27.76%N/AN/A
JBL
7.66%11.36%32.46%66.81%N/AN/A
FNF
3.53%7.69%34.34%31.97%N/AN/A
MOS
-15.39%-6.15%-20.71%-38.21%N/AN/A
BLD
TopBuild Corp.
2.09%3.58%34.90%92.96%45.89%N/A
SNX
-5.46%-4.57%2.99%5.68%N/AN/A
CHWY
Chewy, Inc.
-32.12%-19.19%-37.73%-60.23%N/AN/A
NCLH
-19.66%-7.52%-4.90%-4.39%N/AN/A
LSTR
-0.18%-3.39%3.36%8.07%N/AN/A
AN
AutoNation, Inc.
-8.42%-1.60%-11.70%-4.39%30.00%10.44%
ADT
ADT Inc.
-1.76%5.18%5.23%-14.39%-0.49%N/A
MTZ
-7.45%8.38%-26.74%-24.84%N/AN/A
ESI
Element Solutions Inc
-0.61%0.04%17.36%14.79%16.62%2.81%
R
-2.87%-2.53%17.17%18.86%N/AN/A
AMG
Affiliated Managers Group, Inc.
3.18%3.87%19.13%-2.75%7.81%-1.43%
HGV
11.25%6.48%4.05%-4.06%N/AN/A
HRI
-0.35%2.28%21.15%6.09%N/AN/A
PRMW
0.93%2.77%2.32%-4.69%N/AN/A
DY
Dycom Industries, Inc.
1.13%1.62%17.52%43.16%13.15%16.16%
VAC
3.19%3.12%-18.99%-41.84%N/AN/A
TNL
11.64%10.23%12.27%11.43%N/AN/A
DFH
Dream Finders Homes, Inc.
-6.39%4.85%25.08%200.72%N/AN/A
BKU
BankUnited, Inc.
-15.82%-8.12%7.27%-19.53%-3.02%1.20%
BLMN
Bloomin' Brands, Inc.
-4.97%3.24%-1.53%-1.46%5.96%3.23%
DOOR
Masonite International Corporation
53.34%43.29%28.38%53.98%17.73%9.08%
ODP
-7.10%1.87%8.37%8.60%N/AN/A
SAVE
-59.79%-19.93%-56.68%-63.27%N/AN/A
KFRC
0.61%-2.94%13.15%11.33%N/AN/A
GEO
10.06%2.32%67.65%31.13%N/AN/A
FDP
Fresh Del Monte Produce Inc.
-8.34%-4.22%-6.38%-21.42%-1.27%0.94%
CHS
Chico's FAS, Inc.
0.13%0.00%47.95%51.80%N/AN/A
CCRN
Cross Country Healthcare, Inc.
-24.82%-23.37%-31.51%-35.80%12.74%5.08%
HZO
-19.23%-7.70%-3.71%-8.93%N/AN/A
CANO
Cano Health, Inc.
-93.19%-86.11%-98.26%-99.74%N/AN/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
2024-2.86%
20231.91%-5.63%-9.23%-6.15%7.90%12.54%

Коэффициент Шарпа

Cap weighted Florida 40 на текущий момент имеет коэффициент Шарпа равный 0.16. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

-1.000.001.002.003.004.000.16

Коэффициент Шарпа Cap weighted Florida 40 находится в нижней четверти, что указывает на то, что этот портфель не показывает хороших результатов в плане доходности с поправкой на риск по сравнению с другими. Это может быть связано с низкой доходностью, высокой волатильностью или с обоими факторами. Это может быть признаком того, что портфель нуждается в доработке.


Скользящий 12-месячный коэффициент Шарпа-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.16
1.79
Cap weighted Florida 40
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность Cap weighted Florida 40 за предыдущие двенадцать месяцев составила 3.21%.


TTM20232022202120202019201820172016201520142013
Cap weighted Florida 403.21%2.92%1.80%1.25%1.57%1.78%1.85%1.47%1.87%1.53%0.96%0.87%
NEP
12.39%11.10%4.27%3.08%3.37%3.74%3.98%3.46%5.08%3.03%0.56%0.00%
CSX
CSX Corporation
1.19%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
ROP
0.51%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%0.36%
CARR
Carrier Global Corporation
1.39%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LEN
1.07%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
LHX
2.13%2.17%2.15%1.91%1.80%1.45%1.86%1.55%2.01%2.23%2.48%2.26%
FIS
3.28%3.46%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%1.54%1.64%
RCL
0.00%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%1.33%1.56%
SBAC
1.64%1.34%1.01%0.60%0.66%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
ZBH
0.75%0.79%0.75%0.76%0.62%0.64%0.93%0.80%0.93%0.86%0.78%0.86%
RJF
1.46%1.53%1.67%1.04%1.16%1.93%1.48%0.74%1.18%1.28%1.15%1.11%
BRO
Brown & Brown, Inc.
0.59%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%
CCL
Carnival Corporation & Plc
0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%2.49%
DRI
Darden Restaurants, Inc.
3.09%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%0.58%0.70%0.72%
WSO
2.58%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%1.20%
JBL
0.23%0.25%0.47%0.45%0.75%0.77%1.29%1.22%1.35%1.37%1.47%1.83%
FNF
3.46%3.59%4.57%2.99%3.45%3.54%3.82%2.07%2.59%2.31%1.93%2.04%
MOS
3.47%2.94%1.28%0.70%0.86%0.80%0.34%2.33%3.73%3.88%2.18%2.10%
BLD
TopBuild Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNX
1.43%1.30%1.27%0.70%0.25%1.16%1.73%0.77%1.03%0.64%0.16%0.00%
CHWY
Chewy, 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%
NCLH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LSTR
1.72%1.68%1.89%1.61%2.04%0.61%2.21%0.34%0.37%2.18%0.33%0.61%
AN
AutoNation, 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%
ADT
ADT Inc.
2.09%2.05%1.54%1.66%1.78%10.05%2.15%0.00%0.00%0.00%0.00%0.00%
MTZ
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESI
Element Solutions Inc
1.39%1.38%1.76%1.03%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
R
2.48%2.31%2.87%2.77%3.63%4.05%4.40%2.14%2.28%2.75%1.53%1.76%
AMG
Affiliated Managers Group, Inc.
0.03%0.03%0.03%0.02%0.34%1.51%1.23%0.39%0.00%0.00%0.00%0.00%
HGV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HRI
1.73%1.70%1.75%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRMW
2.11%2.13%1.80%1.36%1.53%1.75%1.72%1.44%2.11%2.18%3.40%2.86%
DY
Dycom Industries, 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%
VAC
3.33%3.44%1.92%0.64%0.39%1.47%2.34%1.07%1.47%1.84%0.34%0.00%
TNL
4.12%4.60%4.40%2.26%3.57%3.48%4.26%2.00%2.62%2.31%1.63%1.57%
DFH
Dream Finders Homes, 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%
BKU
BankUnited, Inc.
3.99%3.27%2.88%2.17%2.59%2.30%2.81%2.06%2.23%1.75%3.62%1.91%
BLMN
Bloomin' Brands, Inc.
3.59%3.41%2.78%0.00%1.03%1.81%2.01%1.50%1.55%1.42%0.00%0.00%
DOOR
Masonite International 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%
ODP
0.00%0.00%0.00%0.00%0.85%3.65%3.88%2.82%1.11%0.00%0.00%0.00%
SAVE
17.82%6.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KFRC
2.12%2.13%2.19%1.30%1.90%1.81%1.94%1.90%2.08%1.78%1.70%0.49%
GEO
0.00%0.00%0.00%3.23%20.09%11.56%9.54%7.95%7.24%8.68%5.77%6.36%
FDP
Fresh Del Monte Produce Inc.
3.12%2.86%2.29%1.81%1.25%0.40%2.12%1.26%0.91%1.29%1.49%1.77%
CHS
Chico's FAS, Inc.
0.00%0.00%0.00%0.00%5.66%9.19%6.05%3.74%2.22%2.91%1.85%1.27%
CCRN
Cross Country Healthcare, 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%
HZO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CANO
Cano Health, 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%

Комиссия

Комиссия Cap weighted Florida 40 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
1.79
Cap weighted Florida 40
0.16
NEP
-0.96
CSX
CSX Corporation
1.23
ROP
1.98
CARR
Carrier Global Corporation
0.84
LEN
2.23
LHX
0.14
FIS
-0.06
RCL
1.73
SBAC
-0.78
ZBH
0.20
RJF
0.28
BRO
Brown & Brown, Inc.
2.47
CCL
Carnival Corporation & Plc
0.67
DRI
Darden Restaurants, Inc.
0.92
WSO
1.01
JBL
1.82
FNF
1.36
MOS
-1.01
BLD
TopBuild Corp.
2.79
SNX
0.24
CHWY
Chewy, Inc.
-1.15
NCLH
-0.11
LSTR
0.39
AN
AutoNation, Inc.
-0.12
ADT
ADT Inc.
-0.34
MTZ
-0.53
ESI
Element Solutions Inc
0.75
R
0.73
AMG
Affiliated Managers Group, Inc.
-0.11
HGV
-0.05
HRI
0.11
PRMW
-0.16
DY
Dycom Industries, Inc.
1.17
VAC
-1.14
TNL
0.37
DFH
Dream Finders Homes, Inc.
3.66
BKU
BankUnited, Inc.
-0.38
BLMN
Bloomin' Brands, Inc.
-0.03
DOOR
Masonite International Corporation
1.11
ODP
0.20
SAVE
-0.77
KFRC
0.44
GEO
0.72
FDP
Fresh Del Monte Produce Inc.
-0.46
CHS
Chico's FAS, Inc.
0.75
CCRN
Cross Country Healthcare, Inc.
-0.75
HZO
-0.17
CANO
Cano Health, Inc.
-0.50

Таблица корреляции активов

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

CANOGEOLHXCCRNSBACFDPCHWYNEPCHSMOSDFHSAVEROPZBHBROFISANPRMWODPKFRCWSOCSXLSTRDYBLMNHZODRIRCLADTLENNCLHCCLMTZCARRRBKUJBLFNFRJFHGVVACHRIBLDTNLSNXDOORAMGESI
CANO1.000.090.040.110.130.040.260.130.110.100.160.190.110.190.110.170.100.130.110.120.110.110.150.130.150.180.160.210.160.180.210.220.160.180.140.180.200.170.180.170.170.150.210.190.160.180.230.17
GEO0.091.000.150.170.200.240.140.160.260.200.180.250.150.200.160.230.220.230.230.250.200.220.190.250.220.210.190.250.310.210.260.250.270.220.270.320.320.280.260.260.270.280.280.260.310.300.330.33
LHX0.040.151.000.130.250.330.090.280.120.350.130.190.340.280.370.240.290.290.250.300.300.340.270.260.190.150.200.150.230.230.150.150.260.260.290.300.190.310.290.230.210.270.240.190.270.240.290.27
CCRN0.110.170.131.000.150.250.190.220.200.220.170.230.160.220.240.180.290.290.300.420.260.210.280.280.250.330.240.190.260.210.240.230.270.260.260.310.320.280.310.280.290.310.250.260.310.280.310.31
SBAC0.130.200.250.151.000.160.280.420.080.120.210.180.450.330.380.370.210.260.180.230.360.340.290.230.190.180.240.160.290.330.190.180.260.350.210.240.260.340.240.220.220.270.300.200.360.310.300.31
FDP0.040.240.330.250.161.000.090.210.260.300.180.310.240.220.300.260.280.390.340.330.260.310.300.330.280.270.250.180.330.240.220.230.300.250.320.390.260.350.330.320.310.330.280.310.330.320.370.33
CHWY0.260.140.090.190.280.091.000.260.260.170.290.200.300.260.250.260.270.300.290.210.340.260.320.250.250.320.250.320.340.330.370.360.290.350.260.250.330.290.290.340.310.320.420.320.340.350.330.34
NEP0.130.160.280.220.420.210.261.000.110.220.280.250.350.320.340.290.240.350.230.220.320.330.260.300.240.270.270.240.340.360.250.240.320.360.270.340.290.360.300.320.340.330.370.290.350.350.350.34
CHS0.110.260.120.200.080.260.260.111.000.280.270.260.100.210.190.210.380.280.400.290.260.230.290.360.320.460.300.380.380.300.380.390.350.280.360.370.340.310.370.360.350.390.330.360.360.350.400.37
MOS0.100.200.350.220.120.300.170.220.281.000.180.290.140.200.240.260.330.290.260.310.230.350.300.350.290.310.280.340.310.200.370.350.350.260.410.470.390.350.460.430.410.430.280.420.370.330.380.42
DFH0.160.180.130.170.210.180.290.280.270.181.000.200.260.290.280.250.330.280.300.250.380.260.320.300.350.400.310.320.330.560.330.330.330.380.360.310.380.370.280.360.360.370.520.370.390.490.330.37
SAVE0.190.250.190.230.180.310.200.250.260.290.201.000.190.300.260.350.250.300.310.340.230.250.290.340.370.330.360.460.380.280.520.490.340.270.330.430.330.310.400.430.430.380.300.450.360.340.370.35
ROP0.110.150.340.160.450.240.300.350.100.140.260.191.000.400.590.420.260.380.300.350.540.480.450.300.230.250.300.270.330.430.260.270.320.500.360.260.370.430.370.290.270.330.450.280.430.390.450.44
ZBH0.190.200.280.220.330.220.260.320.210.200.290.300.401.000.410.450.260.390.310.310.350.400.330.360.380.280.380.350.380.370.360.370.380.370.370.380.390.400.430.420.420.380.410.420.400.410.440.43
BRO0.110.160.370.240.380.300.250.340.190.240.280.260.590.411.000.410.280.380.290.400.520.490.420.330.330.290.410.300.360.410.300.300.320.500.370.340.390.500.490.380.370.390.420.350.440.450.480.43
FIS0.170.230.240.180.370.260.260.290.210.260.250.350.420.450.411.000.340.390.290.330.330.420.360.350.360.340.370.350.430.380.370.380.380.380.380.440.400.490.490.430.450.390.390.460.460.410.500.48
AN0.100.220.290.290.210.280.270.240.380.330.330.250.260.260.280.341.000.310.390.370.380.380.410.360.430.510.390.330.340.420.360.350.410.410.500.490.370.420.410.440.420.460.500.430.430.490.480.45
PRMW0.130.230.290.290.260.390.300.350.280.290.280.300.380.390.380.390.311.000.360.410.360.340.420.390.350.360.360.340.430.380.320.330.420.380.390.420.400.460.400.410.440.400.450.440.440.450.460.47
ODP0.110.230.250.300.180.340.290.230.400.260.300.310.300.310.290.290.390.361.000.400.400.350.390.410.440.430.400.420.430.380.420.420.440.390.420.440.430.420.430.460.450.420.460.450.430.450.440.47
KFRC0.120.250.300.420.230.330.210.220.290.310.250.340.350.310.400.330.370.410.401.000.420.380.430.440.370.410.390.330.370.320.320.330.440.410.440.480.450.450.460.410.410.480.430.400.490.440.460.52
WSO0.110.200.300.260.360.260.340.320.260.230.380.230.540.350.520.330.380.360.400.421.000.470.540.350.370.410.370.320.400.540.330.340.420.620.480.360.470.470.420.380.350.480.610.350.510.540.500.51
CSX0.110.220.340.210.340.310.260.330.230.350.260.250.480.400.490.420.380.340.350.380.471.000.520.420.350.350.370.370.400.390.350.360.420.540.540.430.450.490.530.430.450.480.470.460.510.460.520.54
LSTR0.150.190.270.280.290.300.320.260.290.300.320.290.450.330.420.360.410.420.390.430.540.521.000.410.370.470.400.340.380.450.350.350.420.460.590.430.440.470.450.390.400.470.530.410.520.510.490.51
DY0.130.250.260.280.230.330.250.300.360.350.300.340.300.360.330.350.360.390.410.440.350.420.411.000.400.390.410.380.430.400.400.390.690.420.490.460.480.430.440.450.460.540.480.470.520.500.500.52
BLMN0.150.220.190.250.190.280.250.240.320.290.350.370.230.380.330.360.430.350.440.370.370.350.370.401.000.440.730.490.410.420.510.490.420.380.440.490.460.430.450.560.600.470.490.570.460.490.450.45
HZO0.180.210.150.330.180.270.320.270.460.310.400.330.250.280.290.340.510.360.430.410.410.350.470.390.441.000.460.410.450.470.430.430.440.450.510.470.440.450.430.460.460.480.520.490.500.570.480.48
DRI0.160.190.200.240.240.250.250.270.300.280.310.360.300.380.410.370.390.360.400.390.370.370.400.410.730.461.000.520.390.440.510.520.420.400.440.450.470.420.470.550.560.450.470.570.480.480.470.47
RCL0.210.250.150.190.160.180.320.240.380.340.320.460.270.350.300.350.330.340.420.330.320.370.340.380.490.410.521.000.410.410.890.890.440.420.420.430.470.410.490.570.590.480.440.630.430.460.460.48
ADT0.160.310.230.260.290.330.340.340.380.310.330.380.330.380.360.430.340.430.430.370.400.400.380.430.410.450.390.411.000.430.470.430.460.420.450.480.490.450.470.470.480.470.470.480.530.500.540.48
LEN0.180.210.230.210.330.240.330.360.300.200.560.280.430.370.410.380.420.380.380.320.540.390.450.400.420.470.440.410.431.000.400.410.430.550.470.380.470.500.380.440.440.480.730.460.500.660.510.50
NCLH0.210.260.150.240.190.220.370.250.380.370.330.520.260.360.300.370.360.320.420.320.330.350.350.400.510.430.510.890.470.401.000.910.460.390.420.460.480.400.490.590.620.480.440.640.460.440.460.48
CCL0.220.250.150.230.180.230.360.240.390.350.330.490.270.370.300.380.350.330.420.330.340.360.350.390.490.430.520.890.430.410.911.000.460.400.410.470.490.420.500.590.610.470.440.640.450.460.460.51
MTZ0.160.270.260.270.260.300.290.320.350.350.330.340.320.380.320.380.410.420.440.440.420.420.420.690.420.440.420.440.460.430.460.461.000.460.490.520.490.490.490.500.490.550.500.520.530.520.520.53
CARR0.180.220.260.260.350.250.350.360.280.260.380.270.500.370.500.380.410.380.390.410.620.540.460.420.380.450.400.420.420.550.390.400.461.000.510.450.510.530.520.460.450.550.600.460.550.570.560.55
R0.140.270.290.260.210.320.260.270.360.410.360.330.360.370.370.380.500.390.420.440.480.540.590.490.440.510.440.420.450.470.420.410.490.511.000.530.520.540.550.500.500.590.560.520.540.600.590.59
BKU0.180.320.300.310.240.390.250.340.370.470.310.430.260.380.340.440.490.420.440.480.360.430.430.460.490.470.450.430.480.380.460.470.520.450.531.000.490.620.640.540.560.570.490.570.520.520.590.56
JBL0.200.320.190.320.260.260.330.290.340.390.380.330.370.390.390.400.370.400.430.450.470.450.440.480.460.440.470.470.490.470.480.490.490.510.520.491.000.510.570.560.560.550.560.570.660.540.560.61
FNF0.170.280.310.280.340.350.290.360.310.350.370.310.430.400.500.490.420.460.420.450.470.490.470.430.430.450.420.410.450.500.400.420.490.530.540.620.511.000.580.480.500.550.560.510.560.600.580.59
RJF0.180.260.290.310.240.330.290.300.370.460.280.400.370.430.490.490.410.400.430.460.420.530.450.440.450.430.470.490.470.380.490.500.490.520.550.640.570.581.000.540.560.600.460.570.570.510.660.58
HGV0.170.260.230.280.220.320.340.320.360.430.360.430.290.420.380.430.440.410.460.410.380.430.390.450.560.460.550.570.470.440.590.590.500.460.500.540.560.480.541.000.790.550.550.790.530.550.520.57
VAC0.170.270.210.290.220.310.310.340.350.410.360.430.270.420.370.450.420.440.450.410.350.450.400.460.600.460.560.590.480.440.620.610.490.450.500.560.560.500.560.791.000.560.520.850.530.540.500.56
HRI0.150.280.270.310.270.330.320.330.390.430.370.380.330.380.390.390.460.400.420.480.480.480.470.540.470.480.450.480.470.480.480.470.550.550.590.570.550.550.600.550.561.000.560.580.560.620.600.60
BLD0.210.280.240.250.300.280.420.370.330.280.520.300.450.410.420.390.500.450.460.430.610.470.530.480.490.520.470.440.470.730.440.440.500.600.560.490.560.560.460.550.520.561.000.540.590.710.570.61
TNL0.190.260.190.260.200.310.320.290.360.420.370.450.280.420.350.460.430.440.450.400.350.460.410.470.570.490.570.630.480.460.640.640.520.460.520.570.570.510.570.790.850.580.541.000.530.550.560.59
SNX0.160.310.270.310.360.330.340.350.360.370.390.360.430.400.440.460.430.440.430.490.510.510.520.520.460.500.480.430.530.500.460.450.530.550.540.520.660.560.570.530.530.560.590.531.000.580.620.64
DOOR0.180.300.240.280.310.320.350.350.350.330.490.340.390.410.450.410.490.450.450.440.540.460.510.500.490.570.480.460.500.660.440.460.520.570.600.520.540.600.510.550.540.620.710.550.581.000.610.59
AMG0.230.330.290.310.300.370.330.350.400.380.330.370.450.440.480.500.480.460.440.460.500.520.490.500.450.480.470.460.540.510.460.460.520.560.590.590.560.580.660.520.500.600.570.560.620.611.000.62
ESI0.170.330.270.310.310.330.340.340.370.420.370.350.440.430.430.480.450.470.470.520.510.540.510.520.450.480.470.480.480.500.480.510.530.550.590.560.610.590.580.570.560.600.610.590.640.590.621.00

График просадок

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-7.18%
-0.95%
Cap weighted Florida 40
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Cap weighted Florida 40 показал максимальную просадку в 25.27%, зарегистрированную 16 июн. 2022 г.. Портфель еще не восстановился от этой просадки.

Текущая просадка Cap weighted Florida 40 составляет 7.18%.

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

-25.27%10 нояб. 2021 г.15116 июн. 2022 г.
-5.74%3 сент. 2021 г.1221 сент. 2021 г.2221 окт. 2021 г.34
-5.72%6 июл. 2021 г.1019 июл. 2021 г.829 июл. 2021 г.18
-5.46%22 янв. 2021 г.427 янв. 2021 г.75 февр. 2021 г.11
-5.43%30 апр. 2021 г.912 мая 2021 г.131 июн. 2021 г.22

График волатильности

Текущая волатильность Cap weighted Florida 40 составляет 6.05%, 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%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
6.05%
3.37%
Cap weighted Florida 40
Benchmark (^GSPC)
Активы портфеля
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