DANA mimic
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
DANA mimic
Currency in USD · Последнее обновление 11 мая 2025 г.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
Загрузка...
Самые ранние данные для этого графика доступны с 5 июл. 2017 г., начальной даты BKR
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| DANA mimic | -3.83% | 7.77% | -6.31% | 6.33% | 22.99% | N/A |
| Активы портфеля: | ||||||
AAPL Apple Inc | -20.63% | 4.26% | -12.43% | 8.82% | 21.02% | 21.59% |
ABBV AbbVie Inc. | 5.83% | 6.95% | -5.73% | 19.02% | 20.90% | 15.72% |
ACN Accenture plc | -11.67% | 7.95% | -12.60% | 2.30% | 12.08% | 14.30% |
ADBE Adobe Inc | -13.81% | 9.49% | -22.52% | -20.53% | 0.63% | 17.45% |
ALB Albemarle Corporation | -32.32% | 5.89% | -42.00% | -54.50% | -1.01% | 0.64% |
AMZN Amazon.com, Inc. | -12.00% | 6.53% | -7.26% | 2.98% | 9.92% | 24.71% |
AVGO Broadcom Inc. | -9.92% | 20.84% | 14.02% | 58.12% | 53.90% | 36.26% |
AXP American Express Company | -3.59% | 15.24% | -0.51% | 18.75% | 28.99% | 15.26% |
BAC Bank of America Corporation | -4.31% | 16.57% | -6.30% | 11.37% | 15.99% | 12.14% |
BK The Bank of New York Mellon Corporation | 13.15% | 12.86% | 12.81% | 50.81% | 23.80% | 9.89% |
BKR Baker Hughes Company | -10.05% | 0.16% | -14.23% | 15.44% | 23.84% | N/A |
BSX Boston Scientific Corporation | 15.16% | 11.03% | 16.56% | 39.58% | 22.24% | 19.62% |
CAT Caterpillar Inc. | -9.46% | 13.17% | -16.51% | -6.72% | 27.20% | 16.96% |
CMCSA Comcast Corporation | -7.14% | 1.69% | -20.63% | -9.95% | 1.55% | 4.32% |
COP ConocoPhillips Company | -9.94% | 6.36% | -19.97% | -25.83% | 20.02% | 6.38% |
CRM salesforce.com, inc. | -17.49% | 7.96% | -14.22% | 0.13% | 8.74% | 14.52% |
CSCO Cisco Systems, Inc. | 2.33% | 5.62% | 4.34% | 28.10% | 9.98% | 10.81% |
DELL Dell Technologies Inc. | -15.90% | 22.28% | -27.80% | -26.49% | 36.52% | N/A |
ELV Elevance Health Inc | 10.13% | -7.29% | -3.47% | -23.88% | 9.62% | 11.34% |
ES | 11.02% | 13.13% | 5.13% | 6.62% | -0.47% | N/A |
GLPI | -1.12% | -0.00% | -2.88% | 12.71% | 16.90% | N/A |
GOOGL | -19.22% | -0.05% | -14.16% | -8.99% | 16.99% | N/A |
GPK | -17.58% | -8.04% | -23.81% | -18.61% | 12.64% | N/A |
IBKR | 5.18% | 12.96% | 9.62% | 55.53% | 36.69% | N/A |
IPG | -9.26% | 4.49% | -13.84% | -15.73% | 12.98% | N/A |
IQV | -24.18% | 4.03% | -32.04% | -36.35% | 1.45% | N/A |
IRM | -6.80% | 18.91% | -17.64% | 25.27% | 39.31% | N/A |
JNJ | 7.49% | 3.72% | 0.79% | 6.18% | 3.55% | N/A |
KMB | 2.44% | -3.23% | 1.36% | 0.82% | 2.71% | N/A |
KR | 18.11% | 5.85% | 21.21% | 31.39% | 23.20% | N/A |
LECO | -0.46% | 5.06% | -12.30% | -20.71% | 21.09% | N/A |
MAR | -7.31% | 15.72% | -7.72% | 8.36% | 26.46% | N/A |
MCHP | -2.80% | 42.57% | -22.97% | -38.03% | 6.48% | N/A |
MCK | 21.81% | 2.08% | 13.38% | 24.42% | 38.72% | N/A |
MDLZ | 11.89% | 0.59% | 1.76% | -4.17% | 8.04% | N/A |
META | 1.28% | 8.46% | 0.71% | 24.87% | 22.86% | N/A |
MPC | 8.79% | 24.16% | -0.73% | -14.18% | 40.33% | N/A |
MRK | -22.97% | -2.04% | -24.95% | -39.86% | 3.57% | N/A |
MSFT | 4.30% | 15.05% | 4.25% | 6.59% | 19.72% | N/A |
NEE | -1.12% | 5.38% | -7.28% | -2.03% | 6.91% | N/A |
NSC | -3.67% | 4.37% | -16.78% | -0.75% | 7.34% | N/A |
NVDA | -13.13% | 8.44% | -20.97% | 29.82% | 70.97% | N/A |
ORCL | -9.22% | 12.74% | -20.07% | 30.32% | 24.84% | N/A |
PH | 2.35% | 15.93% | -6.42% | 16.60% | 34.51% | N/A |
PHM | -5.70% | 9.38% | -22.47% | -12.30% | 29.78% | N/A |
PXD | 0.00% | 0.00% | 0.00% | 0.00% | 32.31% | N/A |
RGA | -3.68% | 18.02% | -7.80% | -0.20% | 20.14% | N/A |
RTX | 11.75% | 1.26% | 5.23% | 23.68% | 20.56% | N/A |
SYY | -6.21% | 1.54% | -7.33% | -4.52% | 9.32% | N/A |
TPR | 19.93% | 22.04% | 50.86% | 99.89% | 44.49% | N/A |
ULTA | -9.83% | 10.49% | 1.79% | -2.35% | 11.26% | N/A |
UNH | -24.43% | -35.96% | -37.69% | -24.59% | 7.27% | N/A |
V | 11.74% | 8.60% | 14.92% | 26.51% | 14.79% | N/A |
WDAY | 0.45% | 15.32% | 1.03% | 5.21% | 9.27% | N/A |
WFC | 4.22% | 15.43% | 4.52% | 19.88% | 26.83% | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью DANA mimic, 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 | 3.18% | -1.36% | -5.49% | -2.30% | 2.34% | -3.83% | |||||||
| 2024 | 2.87% | 5.73% | 4.17% | -3.69% | 2.82% | 2.41% | 2.86% | 1.65% | 1.93% | -0.76% | 6.48% | -3.51% | 24.87% |
| 2023 | 8.21% | -1.93% | 4.04% | 0.91% | 1.81% | 7.50% | 3.42% | -1.12% | -4.19% | -1.65% | 9.02% | 5.17% | 34.71% |
| 2022 | -2.92% | -1.03% | 3.67% | -7.68% | 2.10% | -8.59% | 7.93% | -2.98% | -9.59% | 11.64% | 6.62% | -5.20% | -8.31% |
| 2021 | -1.27% | 6.84% | 4.77% | 5.64% | 1.08% | 1.64% | 2.15% | 3.90% | -4.11% | 7.61% | -1.38% | 5.70% | 36.92% |
| 2020 | -0.48% | -7.42% | -15.13% | 14.05% | 6.47% | 1.95% | 4.26% | 8.36% | -4.38% | -2.25% | 15.60% | 4.58% | 23.58% |
| 2019 | 7.82% | 3.56% | 1.90% | 4.17% | -7.31% | 6.19% | 1.58% | -4.27% | 3.48% | 2.13% | 4.35% | 3.82% | 29.89% |
| 2018 | 6.28% | -2.88% | -2.97% | 2.56% | 2.68% | -0.34% | 3.66% | 4.44% | 0.27% | -7.81% | 3.75% | -8.64% | -0.28% |
| 2017 | 1.66% | 1.33% | 2.22% | 4.78% | 2.98% | 1.41% | 15.22% |
Комиссия
Комиссия DANA mimic 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 DANA mimic составляет 24, что хуже, чем результаты 76% других 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.25 | 0.63 | 1.09 | 0.28 | 0.95 |
ABBV AbbVie Inc. | 0.71 | 0.97 | 1.15 | 0.85 | 2.09 |
ACN Accenture plc | 0.08 | 0.23 | 1.03 | 0.03 | 0.08 |
ADBE Adobe Inc | -0.56 | -0.64 | 0.90 | -0.44 | -1.08 |
ALB Albemarle Corporation | -0.97 | -1.53 | 0.82 | -0.66 | -1.57 |
AMZN Amazon.com, Inc. | 0.06 | 0.33 | 1.04 | 0.07 | 0.20 |
AVGO Broadcom Inc. | 0.99 | 1.73 | 1.23 | 1.50 | 4.15 |
AXP American Express Company | 0.64 | 1.17 | 1.16 | 0.79 | 2.51 |
BAC Bank of America Corporation | 0.42 | 0.80 | 1.12 | 0.48 | 1.44 |
BK The Bank of New York Mellon Corporation | 2.10 | 2.85 | 1.42 | 3.05 | 11.36 |
BKR Baker Hughes Company | 0.39 | 0.85 | 1.12 | 0.58 | 1.62 |
BSX Boston Scientific Corporation | 1.76 | 2.27 | 1.36 | 2.58 | 10.56 |
CAT Caterpillar Inc. | -0.20 | 0.02 | 1.00 | -0.12 | -0.32 |
CMCSA Comcast Corporation | -0.29 | -0.20 | 0.97 | -0.20 | -0.61 |
COP ConocoPhillips Company | -0.82 | -1.02 | 0.86 | -0.72 | -1.75 |
CRM salesforce.com, inc. | 0.02 | 0.27 | 1.04 | -0.00 | -0.00 |
CSCO Cisco Systems, Inc. | 1.28 | 1.91 | 1.28 | 1.27 | 5.76 |
DELL Dell Technologies Inc. | -0.44 | -0.21 | 0.97 | -0.39 | -0.66 |
ELV Elevance Health Inc | -0.87 | -1.08 | 0.86 | -0.68 | -1.13 |
ES | 0.29 | 0.61 | 1.08 | 0.22 | 0.92 |
GLPI | 0.70 | 1.07 | 1.13 | 0.91 | 3.40 |
GOOGL | -0.32 | -0.27 | 0.97 | -0.35 | -0.77 |
GPK | -0.65 | -0.62 | 0.91 | -0.59 | -1.76 |
IBKR | 1.34 | 1.83 | 1.27 | 1.42 | 4.28 |
IPG | -0.58 | -0.62 | 0.92 | -0.38 | -1.36 |
IQV | -1.08 | -1.54 | 0.82 | -0.70 | -1.77 |
IRM | 0.78 | 1.25 | 1.18 | 0.74 | 1.71 |
JNJ | 0.34 | 0.62 | 1.09 | 0.41 | 1.10 |
KMB | 0.04 | 0.22 | 1.03 | 0.09 | 0.20 |
KR | 1.46 | 2.22 | 1.26 | 2.32 | 7.91 |
LECO | -0.54 | -0.58 | 0.93 | -0.51 | -0.97 |
MAR | 0.35 | 0.71 | 1.09 | 0.34 | 0.96 |
MCHP | -0.65 | -0.79 | 0.90 | -0.60 | -1.15 |
MCK | 0.93 | 1.39 | 1.23 | 1.16 | 2.85 |
MDLZ | -0.14 | -0.12 | 0.99 | -0.15 | -0.31 |
META | 0.70 | 1.26 | 1.16 | 0.79 | 2.47 |
MPC | -0.44 | -0.36 | 0.95 | -0.33 | -0.96 |
MRK | -1.52 | -2.13 | 0.72 | -0.96 | -1.76 |
MSFT | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
NEE | -0.11 | 0.21 | 1.03 | 0.02 | 0.04 |
NSC | 0.03 | 0.14 | 1.02 | -0.06 | -0.16 |
NVDA | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
ORCL | 0.72 | 1.23 | 1.17 | 0.81 | 2.23 |
PH | 0.48 | 1.02 | 1.15 | 0.72 | 2.33 |
PHM | -0.35 | -0.29 | 0.97 | -0.31 | -0.61 |
PXD | — | — | — | 0.00 | — |
RGA | 0.05 | 0.31 | 1.05 | 0.09 | 0.26 |
RTX | 0.95 | 1.49 | 1.24 | 1.70 | 5.83 |
SYY | -0.15 | -0.12 | 0.99 | -0.22 | -0.58 |
TPR | 2.40 | 3.37 | 1.43 | 3.32 | 9.97 |
ULTA | -0.03 | 0.29 | 1.03 | -0.01 | -0.03 |
UNH | -0.64 | -0.58 | 0.90 | -0.59 | -1.66 |
V | 1.27 | 1.80 | 1.27 | 1.90 | 6.35 |
WDAY | 0.15 | 0.42 | 1.06 | 0.12 | 0.34 |
WFC | 0.63 | 1.18 | 1.16 | 0.96 | 2.62 |
Загрузка...
Дивиденды
Дивидендный доход
Дивидендная доходность DANA mimic за предыдущие двенадцать месяцев составила 1.64%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.64% | 1.57% | 1.68% | 2.04% | 1.40% | 1.68% | 1.70% | 1.85% | 2.33% | 1.67% | 1.77% | 1.89% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
ABBV AbbVie Inc. | 3.46% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
ACN Accenture plc | 1.86% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% |
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% |
ALB Albemarle Corporation | 2.79% | 1.87% | 1.11% | 0.73% | 0.67% | 1.04% | 2.02% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% |
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% |
AVGO Broadcom Inc. | 1.07% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
AXP American Express Company | 1.03% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
BAC Bank of America Corporation | 2.44% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
BK The Bank of New York Mellon Corporation | 2.19% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
BKR Baker Hughes Company | 2.41% | 2.05% | 2.28% | 2.47% | 2.99% | 3.45% | 2.81% | 3.35% | 56.42% | 0.00% | 0.00% | 0.00% |
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% |
CAT Caterpillar Inc. | 1.73% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
CMCSA Comcast Corporation | 3.68% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.70% | 1.18% | 1.96% | 1.73% | 1.16% |
COP ConocoPhillips Company | 2.42% | 2.54% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% |
CRM salesforce.com, inc. | 0.59% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 2.69% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
DELL Dell Technologies Inc. | 1.94% | 1.48% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ELV Elevance Health Inc | 1.63% | 1.77% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% |
ES | 4.60% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% |
GLPI | 6.48% | 6.31% | 6.38% | 5.38% | 5.96% | 3.63% | 6.36% | 7.95% | 6.76% | 7.58% | 7.84% | 48.81% |
GOOGL | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GPK | 1.84% | 1.47% | 1.62% | 1.46% | 1.54% | 1.77% | 1.80% | 2.82% | 2.43% | 1.80% | 1.56% | 0.00% |
IBKR | 0.54% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% |
IPG | 5.25% | 4.71% | 3.80% | 3.48% | 2.88% | 4.34% | 4.07% | 4.07% | 3.57% | 2.56% | 2.06% | 1.83% |
IQV | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IRM | 2.95% | 3.34% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% |
JNJ | 3.22% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
KMB | 3.70% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
KR | 1.74% | 2.00% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% |
LECO | 1.57% | 1.54% | 1.21% | 1.61% | 1.50% | 1.70% | 1.96% | 2.08% | 1.57% | 1.71% | 2.29% | 1.42% |
MAR | 0.98% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% |
MCHP | 3.28% | 3.16% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% |
MCK | 0.40% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
MDLZ | 2.76% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
META | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MPC | 2.30% | 2.43% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% |
MRK | 4.16% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
MSFT | 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 | 3.00% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
NSC | 2.42% | 2.30% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
ORCL | 1.13% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
PH | 1.03% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% |
PHM | 0.82% | 0.75% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% |
PXD | 0.00% | 0.95% | 6.21% | 11.14% | 3.76% | 1.93% | 0.79% | 0.24% | 0.04% | 0.04% | 0.05% | 0.05% |
RGA | 1.72% | 1.63% | 2.04% | 2.15% | 2.61% | 2.42% | 1.59% | 1.57% | 1.17% | 1.24% | 1.64% | 1.44% |
RTX | 1.96% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
SYY | 2.88% | 2.64% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% |
TPR | 1.79% | 2.14% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% |
ULTA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 2.21% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
V | 0.63% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
WDAY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WFC | 2.21% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
DANA mimic показал максимальную просадку в 36.56%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 107 торговых сессий.
Текущая просадка DANA mimic составляет 8.06%.
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 |
|---|---|---|---|---|---|---|
| -36.56% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 107 | 24 авг. 2020 г. | 130 |
| -20.13% | 30 мар. 2022 г. | 128 | 30 сент. 2022 г. | 85 | 2 февр. 2023 г. | 213 |
| -18.72% | 21 сент. 2018 г. | 65 | 24 дек. 2018 г. | 66 | 1 апр. 2019 г. | 131 |
| -18.71% | 20 февр. 2025 г. | 34 | 8 апр. 2025 г. | — | — | — |
| -10.52% | 29 янв. 2018 г. | 9 | 8 февр. 2018 г. | 85 | 12 июн. 2018 г. | 94 |
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 55, при этом эффективное количество активов равно 47.27, 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 | KR | KMB | ES | MRK | NEE | JNJ | MCK | ABBV | PXD | UNH | MDLZ | ELV | BKR | COP | ULTA | IRM | WDAY | PHM | GLPI | IBKR | META | MPC | ALB | SYY | AMZN | GPK | NVDA | DELL | TPR | RGA | CMCSA | CRM | AVGO | BSX | ADBE | ORCL | WFC | RTX | AAPL | IPG | GOOGL | MAR | NSC | MSFT | MCHP | IQV | BK | BAC | CAT | V | CSCO | LECO | ACN | AXP | PH | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.18 | 0.25 | 0.27 | 0.31 | 0.36 | 0.36 | 0.37 | 0.39 | 0.38 | 0.41 | 0.42 | 0.39 | 0.40 | 0.40 | 0.45 | 0.48 | 0.57 | 0.51 | 0.48 | 0.52 | 0.63 | 0.45 | 0.53 | 0.46 | 0.67 | 0.48 | 0.67 | 0.58 | 0.52 | 0.48 | 0.54 | 0.65 | 0.68 | 0.57 | 0.68 | 0.63 | 0.54 | 0.53 | 0.71 | 0.53 | 0.72 | 0.60 | 0.58 | 0.77 | 0.69 | 0.66 | 0.59 | 0.60 | 0.61 | 0.68 | 0.69 | 0.64 | 0.73 | 0.68 | 0.69 | 0.96 |
| KR | 0.18 | 1.00 | 0.28 | 0.19 | 0.19 | 0.16 | 0.22 | 0.25 | 0.16 | 0.12 | 0.17 | 0.30 | 0.18 | 0.09 | 0.11 | 0.13 | 0.19 | 0.02 | 0.10 | 0.11 | 0.09 | 0.06 | 0.13 | 0.10 | 0.24 | 0.06 | 0.21 | 0.05 | 0.09 | 0.10 | 0.15 | 0.16 | 0.05 | 0.07 | 0.10 | 0.09 | 0.14 | 0.13 | 0.16 | 0.08 | 0.14 | 0.06 | 0.07 | 0.19 | 0.10 | 0.08 | 0.10 | 0.17 | 0.16 | 0.16 | 0.10 | 0.22 | 0.17 | 0.12 | 0.10 | 0.13 | 0.20 |
| KMB | 0.25 | 0.28 | 1.00 | 0.45 | 0.33 | 0.39 | 0.41 | 0.26 | 0.29 | 0.03 | 0.24 | 0.55 | 0.24 | 0.05 | 0.05 | 0.11 | 0.27 | 0.07 | 0.21 | 0.25 | 0.05 | 0.06 | 0.06 | 0.06 | 0.29 | 0.05 | 0.25 | 0.02 | 0.07 | 0.08 | 0.17 | 0.23 | 0.09 | 0.08 | 0.25 | 0.13 | 0.22 | 0.11 | 0.19 | 0.15 | 0.19 | 0.09 | 0.11 | 0.25 | 0.16 | 0.09 | 0.17 | 0.15 | 0.12 | 0.13 | 0.22 | 0.24 | 0.19 | 0.24 | 0.16 | 0.16 | 0.23 |
| ES | 0.27 | 0.19 | 0.45 | 1.00 | 0.28 | 0.70 | 0.40 | 0.21 | 0.24 | 0.03 | 0.24 | 0.46 | 0.24 | 0.08 | 0.08 | 0.12 | 0.38 | 0.11 | 0.21 | 0.35 | 0.06 | 0.07 | 0.11 | 0.13 | 0.29 | 0.09 | 0.26 | 0.03 | 0.07 | 0.09 | 0.17 | 0.26 | 0.10 | 0.08 | 0.24 | 0.14 | 0.16 | 0.12 | 0.22 | 0.18 | 0.19 | 0.13 | 0.09 | 0.28 | 0.18 | 0.10 | 0.27 | 0.15 | 0.12 | 0.14 | 0.23 | 0.25 | 0.18 | 0.27 | 0.18 | 0.14 | 0.25 |
| MRK | 0.31 | 0.19 | 0.33 | 0.28 | 1.00 | 0.25 | 0.51 | 0.37 | 0.44 | 0.14 | 0.34 | 0.37 | 0.36 | 0.15 | 0.20 | 0.14 | 0.19 | 0.13 | 0.14 | 0.24 | 0.16 | 0.13 | 0.18 | 0.11 | 0.24 | 0.10 | 0.25 | 0.06 | 0.15 | 0.12 | 0.23 | 0.24 | 0.15 | 0.10 | 0.33 | 0.16 | 0.23 | 0.17 | 0.25 | 0.19 | 0.20 | 0.17 | 0.13 | 0.24 | 0.22 | 0.12 | 0.30 | 0.23 | 0.20 | 0.21 | 0.28 | 0.28 | 0.22 | 0.27 | 0.20 | 0.20 | 0.30 |
| NEE | 0.36 | 0.16 | 0.39 | 0.70 | 0.25 | 1.00 | 0.34 | 0.18 | 0.22 | 0.06 | 0.24 | 0.41 | 0.20 | 0.11 | 0.11 | 0.15 | 0.37 | 0.20 | 0.28 | 0.37 | 0.12 | 0.17 | 0.13 | 0.19 | 0.28 | 0.19 | 0.27 | 0.14 | 0.14 | 0.13 | 0.18 | 0.26 | 0.20 | 0.16 | 0.28 | 0.23 | 0.20 | 0.14 | 0.24 | 0.25 | 0.21 | 0.22 | 0.12 | 0.27 | 0.27 | 0.18 | 0.30 | 0.19 | 0.14 | 0.15 | 0.28 | 0.27 | 0.18 | 0.32 | 0.21 | 0.19 | 0.32 |
| JNJ | 0.36 | 0.22 | 0.41 | 0.40 | 0.51 | 0.34 | 1.00 | 0.36 | 0.45 | 0.12 | 0.40 | 0.44 | 0.37 | 0.14 | 0.17 | 0.17 | 0.25 | 0.14 | 0.18 | 0.25 | 0.16 | 0.12 | 0.17 | 0.14 | 0.27 | 0.12 | 0.26 | 0.07 | 0.14 | 0.13 | 0.24 | 0.32 | 0.16 | 0.13 | 0.35 | 0.20 | 0.25 | 0.23 | 0.28 | 0.22 | 0.26 | 0.21 | 0.15 | 0.33 | 0.24 | 0.20 | 0.31 | 0.27 | 0.24 | 0.26 | 0.33 | 0.37 | 0.27 | 0.35 | 0.25 | 0.23 | 0.35 |
| MCK | 0.37 | 0.25 | 0.26 | 0.21 | 0.37 | 0.18 | 0.36 | 1.00 | 0.36 | 0.23 | 0.41 | 0.33 | 0.43 | 0.21 | 0.27 | 0.21 | 0.22 | 0.15 | 0.21 | 0.23 | 0.21 | 0.15 | 0.29 | 0.19 | 0.29 | 0.14 | 0.27 | 0.14 | 0.23 | 0.17 | 0.31 | 0.27 | 0.17 | 0.17 | 0.34 | 0.18 | 0.26 | 0.25 | 0.32 | 0.21 | 0.26 | 0.20 | 0.22 | 0.30 | 0.22 | 0.17 | 0.26 | 0.28 | 0.28 | 0.27 | 0.29 | 0.31 | 0.28 | 0.30 | 0.27 | 0.31 | 0.40 |
| ABBV | 0.39 | 0.16 | 0.29 | 0.24 | 0.44 | 0.22 | 0.45 | 0.36 | 1.00 | 0.21 | 0.35 | 0.34 | 0.36 | 0.20 | 0.23 | 0.18 | 0.23 | 0.20 | 0.18 | 0.25 | 0.20 | 0.19 | 0.26 | 0.15 | 0.26 | 0.17 | 0.25 | 0.17 | 0.20 | 0.19 | 0.26 | 0.29 | 0.23 | 0.20 | 0.36 | 0.24 | 0.24 | 0.27 | 0.30 | 0.24 | 0.27 | 0.25 | 0.21 | 0.30 | 0.26 | 0.23 | 0.35 | 0.28 | 0.26 | 0.29 | 0.33 | 0.34 | 0.26 | 0.31 | 0.26 | 0.29 | 0.42 |
| PXD | 0.38 | 0.12 | 0.03 | 0.03 | 0.14 | 0.06 | 0.12 | 0.23 | 0.21 | 1.00 | 0.19 | 0.11 | 0.24 | 0.56 | 0.72 | 0.23 | 0.21 | 0.12 | 0.20 | 0.22 | 0.29 | 0.18 | 0.58 | 0.33 | 0.27 | 0.16 | 0.27 | 0.20 | 0.27 | 0.33 | 0.35 | 0.24 | 0.15 | 0.24 | 0.21 | 0.16 | 0.20 | 0.37 | 0.40 | 0.22 | 0.33 | 0.22 | 0.33 | 0.34 | 0.17 | 0.26 | 0.24 | 0.38 | 0.42 | 0.45 | 0.24 | 0.29 | 0.34 | 0.23 | 0.37 | 0.39 | 0.45 |
| UNH | 0.41 | 0.17 | 0.24 | 0.24 | 0.34 | 0.24 | 0.40 | 0.41 | 0.35 | 0.19 | 1.00 | 0.32 | 0.73 | 0.19 | 0.23 | 0.22 | 0.20 | 0.18 | 0.20 | 0.24 | 0.22 | 0.18 | 0.23 | 0.15 | 0.29 | 0.19 | 0.28 | 0.19 | 0.18 | 0.19 | 0.26 | 0.26 | 0.22 | 0.21 | 0.38 | 0.26 | 0.27 | 0.26 | 0.31 | 0.28 | 0.28 | 0.28 | 0.24 | 0.33 | 0.30 | 0.21 | 0.36 | 0.30 | 0.29 | 0.28 | 0.34 | 0.35 | 0.31 | 0.35 | 0.31 | 0.31 | 0.43 |
| MDLZ | 0.42 | 0.30 | 0.55 | 0.46 | 0.37 | 0.41 | 0.44 | 0.33 | 0.34 | 0.11 | 0.32 | 1.00 | 0.31 | 0.13 | 0.14 | 0.21 | 0.34 | 0.20 | 0.28 | 0.34 | 0.14 | 0.20 | 0.15 | 0.19 | 0.41 | 0.19 | 0.32 | 0.13 | 0.17 | 0.18 | 0.26 | 0.39 | 0.23 | 0.20 | 0.35 | 0.26 | 0.27 | 0.23 | 0.32 | 0.29 | 0.28 | 0.26 | 0.23 | 0.34 | 0.30 | 0.23 | 0.31 | 0.27 | 0.24 | 0.24 | 0.37 | 0.36 | 0.29 | 0.37 | 0.28 | 0.28 | 0.40 |
| ELV | 0.39 | 0.18 | 0.24 | 0.24 | 0.36 | 0.20 | 0.37 | 0.43 | 0.36 | 0.24 | 0.73 | 0.31 | 1.00 | 0.22 | 0.26 | 0.24 | 0.22 | 0.16 | 0.21 | 0.26 | 0.24 | 0.17 | 0.29 | 0.20 | 0.33 | 0.16 | 0.31 | 0.15 | 0.22 | 0.21 | 0.32 | 0.29 | 0.20 | 0.18 | 0.37 | 0.23 | 0.29 | 0.29 | 0.34 | 0.23 | 0.31 | 0.23 | 0.27 | 0.33 | 0.26 | 0.20 | 0.37 | 0.33 | 0.31 | 0.31 | 0.33 | 0.34 | 0.32 | 0.31 | 0.33 | 0.31 | 0.43 |
| BKR | 0.40 | 0.09 | 0.05 | 0.08 | 0.15 | 0.11 | 0.14 | 0.21 | 0.20 | 0.56 | 0.19 | 0.13 | 0.22 | 1.00 | 0.62 | 0.27 | 0.27 | 0.16 | 0.23 | 0.25 | 0.32 | 0.18 | 0.56 | 0.35 | 0.29 | 0.17 | 0.29 | 0.20 | 0.31 | 0.34 | 0.38 | 0.26 | 0.19 | 0.26 | 0.24 | 0.16 | 0.25 | 0.39 | 0.39 | 0.21 | 0.35 | 0.24 | 0.35 | 0.35 | 0.18 | 0.32 | 0.28 | 0.40 | 0.44 | 0.48 | 0.25 | 0.32 | 0.39 | 0.27 | 0.40 | 0.45 | 0.47 |
| COP | 0.40 | 0.11 | 0.05 | 0.08 | 0.20 | 0.11 | 0.17 | 0.27 | 0.23 | 0.72 | 0.23 | 0.14 | 0.26 | 0.62 | 1.00 | 0.23 | 0.24 | 0.13 | 0.22 | 0.22 | 0.29 | 0.16 | 0.65 | 0.35 | 0.30 | 0.16 | 0.30 | 0.19 | 0.29 | 0.31 | 0.37 | 0.27 | 0.19 | 0.24 | 0.23 | 0.18 | 0.23 | 0.41 | 0.43 | 0.21 | 0.35 | 0.23 | 0.35 | 0.40 | 0.19 | 0.28 | 0.27 | 0.41 | 0.46 | 0.52 | 0.28 | 0.32 | 0.37 | 0.25 | 0.41 | 0.44 | 0.48 |
| ULTA | 0.45 | 0.13 | 0.11 | 0.12 | 0.14 | 0.15 | 0.17 | 0.21 | 0.18 | 0.23 | 0.22 | 0.21 | 0.24 | 0.27 | 0.23 | 1.00 | 0.25 | 0.28 | 0.35 | 0.31 | 0.28 | 0.25 | 0.29 | 0.34 | 0.38 | 0.28 | 0.34 | 0.27 | 0.32 | 0.46 | 0.31 | 0.31 | 0.27 | 0.29 | 0.30 | 0.27 | 0.27 | 0.31 | 0.33 | 0.28 | 0.39 | 0.30 | 0.40 | 0.37 | 0.28 | 0.36 | 0.36 | 0.34 | 0.36 | 0.35 | 0.33 | 0.32 | 0.37 | 0.35 | 0.40 | 0.40 | 0.49 |
| IRM | 0.48 | 0.19 | 0.27 | 0.38 | 0.19 | 0.37 | 0.25 | 0.22 | 0.23 | 0.21 | 0.20 | 0.34 | 0.22 | 0.27 | 0.24 | 0.25 | 1.00 | 0.23 | 0.39 | 0.49 | 0.22 | 0.27 | 0.27 | 0.32 | 0.32 | 0.24 | 0.33 | 0.24 | 0.29 | 0.34 | 0.30 | 0.31 | 0.26 | 0.32 | 0.33 | 0.26 | 0.33 | 0.32 | 0.35 | 0.29 | 0.37 | 0.26 | 0.33 | 0.36 | 0.29 | 0.31 | 0.36 | 0.33 | 0.33 | 0.37 | 0.31 | 0.35 | 0.40 | 0.40 | 0.39 | 0.40 | 0.49 |
| WDAY | 0.57 | 0.02 | 0.07 | 0.11 | 0.13 | 0.20 | 0.14 | 0.15 | 0.20 | 0.12 | 0.18 | 0.20 | 0.16 | 0.16 | 0.13 | 0.28 | 0.23 | 1.00 | 0.30 | 0.30 | 0.31 | 0.48 | 0.19 | 0.28 | 0.22 | 0.54 | 0.20 | 0.50 | 0.35 | 0.28 | 0.20 | 0.31 | 0.68 | 0.44 | 0.37 | 0.65 | 0.43 | 0.21 | 0.24 | 0.48 | 0.26 | 0.51 | 0.36 | 0.29 | 0.59 | 0.46 | 0.47 | 0.25 | 0.24 | 0.25 | 0.47 | 0.43 | 0.31 | 0.52 | 0.34 | 0.32 | 0.56 |
| PHM | 0.51 | 0.10 | 0.21 | 0.21 | 0.14 | 0.28 | 0.18 | 0.21 | 0.18 | 0.20 | 0.20 | 0.28 | 0.21 | 0.23 | 0.22 | 0.35 | 0.39 | 0.30 | 1.00 | 0.37 | 0.24 | 0.30 | 0.29 | 0.34 | 0.36 | 0.30 | 0.39 | 0.31 | 0.33 | 0.42 | 0.31 | 0.36 | 0.33 | 0.32 | 0.30 | 0.32 | 0.31 | 0.29 | 0.32 | 0.34 | 0.39 | 0.32 | 0.37 | 0.37 | 0.32 | 0.40 | 0.38 | 0.34 | 0.31 | 0.37 | 0.34 | 0.32 | 0.44 | 0.39 | 0.38 | 0.43 | 0.53 |
| GLPI | 0.48 | 0.11 | 0.25 | 0.35 | 0.24 | 0.37 | 0.25 | 0.23 | 0.25 | 0.22 | 0.24 | 0.34 | 0.26 | 0.25 | 0.22 | 0.31 | 0.49 | 0.30 | 0.37 | 1.00 | 0.26 | 0.27 | 0.28 | 0.33 | 0.41 | 0.24 | 0.36 | 0.24 | 0.29 | 0.34 | 0.33 | 0.35 | 0.31 | 0.29 | 0.36 | 0.31 | 0.30 | 0.31 | 0.36 | 0.31 | 0.38 | 0.29 | 0.37 | 0.39 | 0.31 | 0.34 | 0.39 | 0.33 | 0.32 | 0.34 | 0.38 | 0.38 | 0.38 | 0.39 | 0.40 | 0.38 | 0.50 |
| IBKR | 0.52 | 0.09 | 0.05 | 0.06 | 0.16 | 0.12 | 0.16 | 0.21 | 0.20 | 0.29 | 0.22 | 0.14 | 0.24 | 0.32 | 0.29 | 0.28 | 0.22 | 0.31 | 0.24 | 0.26 | 1.00 | 0.34 | 0.34 | 0.34 | 0.29 | 0.32 | 0.31 | 0.35 | 0.38 | 0.39 | 0.43 | 0.28 | 0.36 | 0.33 | 0.36 | 0.33 | 0.36 | 0.47 | 0.35 | 0.32 | 0.36 | 0.36 | 0.42 | 0.35 | 0.35 | 0.37 | 0.34 | 0.49 | 0.49 | 0.42 | 0.40 | 0.38 | 0.42 | 0.38 | 0.49 | 0.47 | 0.55 |
| META | 0.63 | 0.06 | 0.06 | 0.07 | 0.13 | 0.17 | 0.12 | 0.15 | 0.19 | 0.18 | 0.18 | 0.20 | 0.17 | 0.18 | 0.16 | 0.25 | 0.27 | 0.48 | 0.30 | 0.27 | 0.34 | 1.00 | 0.21 | 0.31 | 0.18 | 0.62 | 0.19 | 0.56 | 0.37 | 0.29 | 0.22 | 0.33 | 0.53 | 0.51 | 0.37 | 0.58 | 0.43 | 0.25 | 0.22 | 0.52 | 0.27 | 0.67 | 0.35 | 0.26 | 0.61 | 0.45 | 0.39 | 0.30 | 0.30 | 0.29 | 0.46 | 0.40 | 0.33 | 0.45 | 0.37 | 0.36 | 0.58 |
| MPC | 0.45 | 0.13 | 0.06 | 0.11 | 0.18 | 0.13 | 0.17 | 0.29 | 0.26 | 0.58 | 0.23 | 0.15 | 0.29 | 0.56 | 0.65 | 0.29 | 0.27 | 0.19 | 0.29 | 0.28 | 0.34 | 0.21 | 1.00 | 0.38 | 0.33 | 0.20 | 0.36 | 0.26 | 0.35 | 0.37 | 0.42 | 0.31 | 0.25 | 0.27 | 0.28 | 0.20 | 0.27 | 0.45 | 0.44 | 0.24 | 0.39 | 0.27 | 0.40 | 0.41 | 0.22 | 0.34 | 0.31 | 0.46 | 0.49 | 0.52 | 0.32 | 0.35 | 0.42 | 0.29 | 0.44 | 0.49 | 0.53 |
| ALB | 0.53 | 0.10 | 0.06 | 0.13 | 0.11 | 0.19 | 0.14 | 0.19 | 0.15 | 0.33 | 0.15 | 0.19 | 0.20 | 0.35 | 0.35 | 0.34 | 0.32 | 0.28 | 0.34 | 0.33 | 0.34 | 0.31 | 0.38 | 1.00 | 0.28 | 0.33 | 0.37 | 0.37 | 0.34 | 0.43 | 0.35 | 0.28 | 0.32 | 0.37 | 0.27 | 0.32 | 0.31 | 0.37 | 0.34 | 0.37 | 0.39 | 0.35 | 0.40 | 0.40 | 0.32 | 0.49 | 0.39 | 0.40 | 0.42 | 0.50 | 0.33 | 0.35 | 0.49 | 0.38 | 0.44 | 0.51 | 0.56 |
| SYY | 0.46 | 0.24 | 0.29 | 0.29 | 0.24 | 0.28 | 0.27 | 0.29 | 0.26 | 0.27 | 0.29 | 0.41 | 0.33 | 0.29 | 0.30 | 0.38 | 0.32 | 0.22 | 0.36 | 0.41 | 0.29 | 0.18 | 0.33 | 0.28 | 1.00 | 0.19 | 0.39 | 0.16 | 0.29 | 0.37 | 0.41 | 0.36 | 0.22 | 0.20 | 0.35 | 0.21 | 0.28 | 0.40 | 0.44 | 0.27 | 0.44 | 0.25 | 0.44 | 0.41 | 0.24 | 0.31 | 0.33 | 0.41 | 0.42 | 0.39 | 0.40 | 0.33 | 0.40 | 0.35 | 0.47 | 0.43 | 0.51 |
| AMZN | 0.67 | 0.06 | 0.05 | 0.09 | 0.10 | 0.19 | 0.12 | 0.14 | 0.17 | 0.16 | 0.19 | 0.19 | 0.16 | 0.17 | 0.16 | 0.28 | 0.24 | 0.54 | 0.30 | 0.24 | 0.32 | 0.62 | 0.20 | 0.33 | 0.19 | 1.00 | 0.19 | 0.60 | 0.40 | 0.28 | 0.18 | 0.31 | 0.60 | 0.52 | 0.35 | 0.63 | 0.45 | 0.24 | 0.22 | 0.60 | 0.24 | 0.68 | 0.36 | 0.26 | 0.70 | 0.47 | 0.41 | 0.27 | 0.28 | 0.30 | 0.46 | 0.45 | 0.32 | 0.48 | 0.37 | 0.36 | 0.62 |
| GPK | 0.48 | 0.21 | 0.25 | 0.26 | 0.25 | 0.27 | 0.26 | 0.27 | 0.25 | 0.27 | 0.28 | 0.32 | 0.31 | 0.29 | 0.30 | 0.34 | 0.33 | 0.20 | 0.39 | 0.36 | 0.31 | 0.19 | 0.36 | 0.37 | 0.39 | 0.19 | 1.00 | 0.20 | 0.28 | 0.40 | 0.43 | 0.36 | 0.21 | 0.27 | 0.32 | 0.21 | 0.32 | 0.40 | 0.42 | 0.26 | 0.44 | 0.25 | 0.37 | 0.46 | 0.24 | 0.35 | 0.36 | 0.45 | 0.45 | 0.48 | 0.33 | 0.36 | 0.53 | 0.35 | 0.42 | 0.49 | 0.52 |
| NVDA | 0.67 | 0.05 | 0.02 | 0.03 | 0.06 | 0.14 | 0.07 | 0.14 | 0.17 | 0.20 | 0.19 | 0.13 | 0.15 | 0.20 | 0.19 | 0.27 | 0.24 | 0.50 | 0.31 | 0.24 | 0.35 | 0.56 | 0.26 | 0.37 | 0.16 | 0.60 | 0.20 | 1.00 | 0.48 | 0.33 | 0.21 | 0.28 | 0.56 | 0.65 | 0.34 | 0.61 | 0.46 | 0.26 | 0.23 | 0.55 | 0.25 | 0.57 | 0.36 | 0.28 | 0.64 | 0.61 | 0.42 | 0.32 | 0.31 | 0.35 | 0.43 | 0.44 | 0.37 | 0.48 | 0.38 | 0.41 | 0.63 |
| DELL | 0.58 | 0.09 | 0.07 | 0.07 | 0.15 | 0.14 | 0.14 | 0.23 | 0.20 | 0.27 | 0.18 | 0.17 | 0.22 | 0.31 | 0.29 | 0.32 | 0.29 | 0.35 | 0.33 | 0.29 | 0.38 | 0.37 | 0.35 | 0.34 | 0.29 | 0.40 | 0.28 | 0.48 | 1.00 | 0.38 | 0.35 | 0.30 | 0.42 | 0.49 | 0.34 | 0.42 | 0.43 | 0.36 | 0.34 | 0.39 | 0.34 | 0.40 | 0.42 | 0.35 | 0.45 | 0.49 | 0.39 | 0.38 | 0.38 | 0.42 | 0.39 | 0.46 | 0.43 | 0.42 | 0.45 | 0.48 | 0.62 |
| TPR | 0.52 | 0.10 | 0.08 | 0.09 | 0.12 | 0.13 | 0.13 | 0.17 | 0.19 | 0.33 | 0.19 | 0.18 | 0.21 | 0.34 | 0.31 | 0.46 | 0.34 | 0.28 | 0.42 | 0.34 | 0.39 | 0.29 | 0.37 | 0.43 | 0.37 | 0.28 | 0.40 | 0.33 | 0.38 | 1.00 | 0.40 | 0.34 | 0.31 | 0.36 | 0.33 | 0.27 | 0.34 | 0.48 | 0.41 | 0.32 | 0.48 | 0.31 | 0.49 | 0.43 | 0.29 | 0.44 | 0.36 | 0.48 | 0.50 | 0.48 | 0.35 | 0.38 | 0.49 | 0.37 | 0.50 | 0.53 | 0.59 |
| RGA | 0.48 | 0.15 | 0.17 | 0.17 | 0.23 | 0.18 | 0.24 | 0.31 | 0.26 | 0.35 | 0.26 | 0.26 | 0.32 | 0.38 | 0.37 | 0.31 | 0.30 | 0.20 | 0.31 | 0.33 | 0.43 | 0.22 | 0.42 | 0.35 | 0.41 | 0.18 | 0.43 | 0.21 | 0.35 | 0.40 | 1.00 | 0.35 | 0.24 | 0.27 | 0.35 | 0.20 | 0.31 | 0.57 | 0.47 | 0.24 | 0.45 | 0.25 | 0.44 | 0.41 | 0.23 | 0.32 | 0.34 | 0.57 | 0.58 | 0.48 | 0.38 | 0.36 | 0.48 | 0.35 | 0.55 | 0.49 | 0.53 |
| CMCSA | 0.54 | 0.16 | 0.23 | 0.26 | 0.24 | 0.26 | 0.32 | 0.27 | 0.29 | 0.24 | 0.26 | 0.39 | 0.29 | 0.26 | 0.27 | 0.31 | 0.31 | 0.31 | 0.36 | 0.35 | 0.28 | 0.33 | 0.31 | 0.28 | 0.36 | 0.31 | 0.36 | 0.28 | 0.30 | 0.34 | 0.35 | 1.00 | 0.35 | 0.32 | 0.36 | 0.35 | 0.32 | 0.39 | 0.35 | 0.36 | 0.49 | 0.37 | 0.38 | 0.40 | 0.36 | 0.38 | 0.38 | 0.39 | 0.41 | 0.39 | 0.41 | 0.46 | 0.39 | 0.43 | 0.44 | 0.39 | 0.54 |
| CRM | 0.65 | 0.05 | 0.09 | 0.10 | 0.15 | 0.20 | 0.16 | 0.17 | 0.23 | 0.15 | 0.22 | 0.23 | 0.20 | 0.19 | 0.19 | 0.27 | 0.26 | 0.68 | 0.33 | 0.31 | 0.36 | 0.53 | 0.25 | 0.32 | 0.22 | 0.60 | 0.21 | 0.56 | 0.42 | 0.31 | 0.24 | 0.35 | 1.00 | 0.49 | 0.42 | 0.70 | 0.48 | 0.27 | 0.27 | 0.51 | 0.26 | 0.56 | 0.36 | 0.31 | 0.64 | 0.48 | 0.48 | 0.31 | 0.29 | 0.30 | 0.52 | 0.47 | 0.35 | 0.56 | 0.40 | 0.39 | 0.62 |
| AVGO | 0.68 | 0.07 | 0.08 | 0.08 | 0.10 | 0.16 | 0.13 | 0.17 | 0.20 | 0.24 | 0.21 | 0.20 | 0.18 | 0.26 | 0.24 | 0.29 | 0.32 | 0.44 | 0.32 | 0.29 | 0.33 | 0.51 | 0.27 | 0.37 | 0.20 | 0.52 | 0.27 | 0.65 | 0.49 | 0.36 | 0.27 | 0.32 | 0.49 | 1.00 | 0.36 | 0.54 | 0.47 | 0.31 | 0.30 | 0.54 | 0.32 | 0.51 | 0.42 | 0.37 | 0.58 | 0.67 | 0.44 | 0.36 | 0.35 | 0.42 | 0.42 | 0.50 | 0.43 | 0.49 | 0.42 | 0.48 | 0.66 |
| BSX | 0.57 | 0.10 | 0.25 | 0.24 | 0.33 | 0.28 | 0.35 | 0.34 | 0.36 | 0.21 | 0.38 | 0.35 | 0.37 | 0.24 | 0.23 | 0.30 | 0.33 | 0.37 | 0.30 | 0.36 | 0.36 | 0.37 | 0.28 | 0.27 | 0.35 | 0.35 | 0.32 | 0.34 | 0.34 | 0.33 | 0.35 | 0.36 | 0.42 | 0.36 | 1.00 | 0.41 | 0.41 | 0.33 | 0.40 | 0.36 | 0.34 | 0.41 | 0.41 | 0.38 | 0.45 | 0.37 | 0.48 | 0.37 | 0.35 | 0.38 | 0.50 | 0.43 | 0.39 | 0.49 | 0.46 | 0.43 | 0.58 |
| ADBE | 0.68 | 0.09 | 0.13 | 0.14 | 0.16 | 0.23 | 0.20 | 0.18 | 0.24 | 0.16 | 0.26 | 0.26 | 0.23 | 0.16 | 0.18 | 0.27 | 0.26 | 0.65 | 0.32 | 0.31 | 0.33 | 0.58 | 0.20 | 0.32 | 0.21 | 0.63 | 0.21 | 0.61 | 0.42 | 0.27 | 0.20 | 0.35 | 0.70 | 0.54 | 0.41 | 1.00 | 0.51 | 0.21 | 0.27 | 0.57 | 0.27 | 0.63 | 0.36 | 0.34 | 0.73 | 0.51 | 0.50 | 0.29 | 0.26 | 0.30 | 0.57 | 0.50 | 0.33 | 0.60 | 0.37 | 0.37 | 0.65 |
| ORCL | 0.63 | 0.14 | 0.22 | 0.16 | 0.23 | 0.20 | 0.25 | 0.26 | 0.24 | 0.20 | 0.27 | 0.27 | 0.29 | 0.25 | 0.23 | 0.27 | 0.33 | 0.43 | 0.31 | 0.30 | 0.36 | 0.43 | 0.27 | 0.31 | 0.28 | 0.45 | 0.32 | 0.46 | 0.43 | 0.34 | 0.31 | 0.32 | 0.48 | 0.47 | 0.41 | 0.51 | 1.00 | 0.33 | 0.35 | 0.45 | 0.35 | 0.47 | 0.39 | 0.38 | 0.56 | 0.42 | 0.43 | 0.38 | 0.36 | 0.39 | 0.46 | 0.50 | 0.42 | 0.53 | 0.43 | 0.44 | 0.63 |
| WFC | 0.54 | 0.13 | 0.11 | 0.12 | 0.17 | 0.14 | 0.23 | 0.25 | 0.27 | 0.37 | 0.26 | 0.23 | 0.29 | 0.39 | 0.41 | 0.31 | 0.32 | 0.21 | 0.29 | 0.31 | 0.47 | 0.25 | 0.45 | 0.37 | 0.40 | 0.24 | 0.40 | 0.26 | 0.36 | 0.48 | 0.57 | 0.39 | 0.27 | 0.31 | 0.33 | 0.21 | 0.33 | 1.00 | 0.47 | 0.28 | 0.50 | 0.31 | 0.47 | 0.44 | 0.28 | 0.39 | 0.36 | 0.68 | 0.80 | 0.50 | 0.38 | 0.38 | 0.49 | 0.38 | 0.65 | 0.54 | 0.59 |
| RTX | 0.53 | 0.16 | 0.19 | 0.22 | 0.25 | 0.24 | 0.28 | 0.32 | 0.30 | 0.40 | 0.31 | 0.32 | 0.34 | 0.39 | 0.43 | 0.33 | 0.35 | 0.24 | 0.32 | 0.36 | 0.35 | 0.22 | 0.44 | 0.34 | 0.44 | 0.22 | 0.42 | 0.23 | 0.34 | 0.41 | 0.47 | 0.35 | 0.27 | 0.30 | 0.40 | 0.27 | 0.35 | 0.47 | 1.00 | 0.29 | 0.44 | 0.31 | 0.45 | 0.47 | 0.29 | 0.34 | 0.34 | 0.49 | 0.48 | 0.53 | 0.42 | 0.40 | 0.49 | 0.40 | 0.54 | 0.54 | 0.57 |
| AAPL | 0.71 | 0.08 | 0.15 | 0.18 | 0.19 | 0.25 | 0.22 | 0.21 | 0.24 | 0.22 | 0.28 | 0.29 | 0.23 | 0.21 | 0.21 | 0.28 | 0.29 | 0.48 | 0.34 | 0.31 | 0.32 | 0.52 | 0.24 | 0.37 | 0.27 | 0.60 | 0.26 | 0.55 | 0.39 | 0.32 | 0.24 | 0.36 | 0.51 | 0.54 | 0.36 | 0.57 | 0.45 | 0.28 | 0.29 | 1.00 | 0.31 | 0.61 | 0.37 | 0.37 | 0.66 | 0.53 | 0.44 | 0.30 | 0.32 | 0.34 | 0.50 | 0.51 | 0.38 | 0.50 | 0.39 | 0.42 | 0.66 |
| IPG | 0.53 | 0.14 | 0.19 | 0.19 | 0.20 | 0.21 | 0.26 | 0.26 | 0.27 | 0.33 | 0.28 | 0.28 | 0.31 | 0.35 | 0.35 | 0.39 | 0.37 | 0.26 | 0.39 | 0.38 | 0.36 | 0.27 | 0.39 | 0.39 | 0.44 | 0.24 | 0.44 | 0.25 | 0.34 | 0.48 | 0.45 | 0.49 | 0.26 | 0.32 | 0.34 | 0.27 | 0.35 | 0.50 | 0.44 | 0.31 | 1.00 | 0.33 | 0.48 | 0.46 | 0.29 | 0.43 | 0.40 | 0.52 | 0.53 | 0.49 | 0.39 | 0.44 | 0.50 | 0.43 | 0.55 | 0.51 | 0.59 |
| GOOGL | 0.72 | 0.06 | 0.09 | 0.13 | 0.17 | 0.22 | 0.21 | 0.20 | 0.25 | 0.22 | 0.28 | 0.26 | 0.23 | 0.24 | 0.23 | 0.30 | 0.26 | 0.51 | 0.32 | 0.29 | 0.36 | 0.67 | 0.27 | 0.35 | 0.25 | 0.68 | 0.25 | 0.57 | 0.40 | 0.31 | 0.25 | 0.37 | 0.56 | 0.51 | 0.41 | 0.63 | 0.47 | 0.31 | 0.31 | 0.61 | 0.33 | 1.00 | 0.40 | 0.33 | 0.72 | 0.50 | 0.46 | 0.34 | 0.35 | 0.36 | 0.53 | 0.50 | 0.37 | 0.55 | 0.44 | 0.41 | 0.69 |
| MAR | 0.60 | 0.07 | 0.11 | 0.09 | 0.13 | 0.12 | 0.15 | 0.22 | 0.21 | 0.33 | 0.24 | 0.23 | 0.27 | 0.35 | 0.35 | 0.40 | 0.33 | 0.36 | 0.37 | 0.37 | 0.42 | 0.35 | 0.40 | 0.40 | 0.44 | 0.36 | 0.37 | 0.36 | 0.42 | 0.49 | 0.44 | 0.38 | 0.36 | 0.42 | 0.41 | 0.36 | 0.39 | 0.47 | 0.45 | 0.37 | 0.48 | 0.40 | 1.00 | 0.44 | 0.39 | 0.48 | 0.41 | 0.47 | 0.50 | 0.52 | 0.47 | 0.42 | 0.51 | 0.44 | 0.58 | 0.55 | 0.65 |
| NSC | 0.58 | 0.19 | 0.25 | 0.28 | 0.24 | 0.27 | 0.33 | 0.30 | 0.30 | 0.34 | 0.33 | 0.34 | 0.33 | 0.35 | 0.40 | 0.37 | 0.36 | 0.29 | 0.37 | 0.39 | 0.35 | 0.26 | 0.41 | 0.40 | 0.41 | 0.26 | 0.46 | 0.28 | 0.35 | 0.43 | 0.41 | 0.40 | 0.31 | 0.37 | 0.38 | 0.34 | 0.38 | 0.44 | 0.47 | 0.37 | 0.46 | 0.33 | 0.44 | 1.00 | 0.35 | 0.43 | 0.45 | 0.49 | 0.51 | 0.57 | 0.45 | 0.47 | 0.57 | 0.49 | 0.51 | 0.59 | 0.62 |
| MSFT | 0.77 | 0.10 | 0.16 | 0.18 | 0.22 | 0.27 | 0.24 | 0.22 | 0.26 | 0.17 | 0.30 | 0.30 | 0.26 | 0.18 | 0.19 | 0.28 | 0.29 | 0.59 | 0.32 | 0.31 | 0.35 | 0.61 | 0.22 | 0.32 | 0.24 | 0.70 | 0.24 | 0.64 | 0.45 | 0.29 | 0.23 | 0.36 | 0.64 | 0.58 | 0.45 | 0.73 | 0.56 | 0.28 | 0.29 | 0.66 | 0.29 | 0.72 | 0.39 | 0.35 | 1.00 | 0.53 | 0.51 | 0.31 | 0.31 | 0.33 | 0.57 | 0.54 | 0.37 | 0.62 | 0.42 | 0.42 | 0.71 |
| MCHP | 0.69 | 0.08 | 0.09 | 0.10 | 0.12 | 0.18 | 0.20 | 0.17 | 0.23 | 0.26 | 0.21 | 0.23 | 0.20 | 0.32 | 0.28 | 0.36 | 0.31 | 0.46 | 0.40 | 0.34 | 0.37 | 0.45 | 0.34 | 0.49 | 0.31 | 0.47 | 0.35 | 0.61 | 0.49 | 0.44 | 0.32 | 0.38 | 0.48 | 0.67 | 0.37 | 0.51 | 0.42 | 0.39 | 0.34 | 0.53 | 0.43 | 0.50 | 0.48 | 0.43 | 0.53 | 1.00 | 0.49 | 0.43 | 0.43 | 0.48 | 0.45 | 0.50 | 0.51 | 0.53 | 0.48 | 0.55 | 0.70 |
| IQV | 0.66 | 0.10 | 0.17 | 0.27 | 0.30 | 0.30 | 0.31 | 0.26 | 0.35 | 0.24 | 0.36 | 0.31 | 0.37 | 0.28 | 0.27 | 0.36 | 0.36 | 0.47 | 0.38 | 0.39 | 0.34 | 0.39 | 0.31 | 0.39 | 0.33 | 0.41 | 0.36 | 0.42 | 0.39 | 0.36 | 0.34 | 0.38 | 0.48 | 0.44 | 0.48 | 0.50 | 0.43 | 0.36 | 0.34 | 0.44 | 0.40 | 0.46 | 0.41 | 0.45 | 0.51 | 0.49 | 1.00 | 0.39 | 0.39 | 0.42 | 0.52 | 0.47 | 0.50 | 0.58 | 0.48 | 0.48 | 0.66 |
| BK | 0.59 | 0.17 | 0.15 | 0.15 | 0.23 | 0.19 | 0.27 | 0.28 | 0.28 | 0.38 | 0.30 | 0.27 | 0.33 | 0.40 | 0.41 | 0.34 | 0.33 | 0.25 | 0.34 | 0.33 | 0.49 | 0.30 | 0.46 | 0.40 | 0.41 | 0.27 | 0.45 | 0.32 | 0.38 | 0.48 | 0.57 | 0.39 | 0.31 | 0.36 | 0.37 | 0.29 | 0.38 | 0.68 | 0.49 | 0.30 | 0.52 | 0.34 | 0.47 | 0.49 | 0.31 | 0.43 | 0.39 | 1.00 | 0.76 | 0.57 | 0.42 | 0.44 | 0.55 | 0.43 | 0.63 | 0.59 | 0.64 |
| BAC | 0.60 | 0.16 | 0.12 | 0.12 | 0.20 | 0.14 | 0.24 | 0.28 | 0.26 | 0.42 | 0.29 | 0.24 | 0.31 | 0.44 | 0.46 | 0.36 | 0.33 | 0.24 | 0.31 | 0.32 | 0.49 | 0.30 | 0.49 | 0.42 | 0.42 | 0.28 | 0.45 | 0.31 | 0.38 | 0.50 | 0.58 | 0.41 | 0.29 | 0.35 | 0.35 | 0.26 | 0.36 | 0.80 | 0.48 | 0.32 | 0.53 | 0.35 | 0.50 | 0.51 | 0.31 | 0.43 | 0.39 | 0.76 | 1.00 | 0.58 | 0.43 | 0.44 | 0.55 | 0.41 | 0.69 | 0.60 | 0.65 |
| CAT | 0.61 | 0.16 | 0.13 | 0.14 | 0.21 | 0.15 | 0.26 | 0.27 | 0.29 | 0.45 | 0.28 | 0.24 | 0.31 | 0.48 | 0.52 | 0.35 | 0.37 | 0.25 | 0.37 | 0.34 | 0.42 | 0.29 | 0.52 | 0.50 | 0.39 | 0.30 | 0.48 | 0.35 | 0.42 | 0.48 | 0.48 | 0.39 | 0.30 | 0.42 | 0.38 | 0.30 | 0.39 | 0.50 | 0.53 | 0.34 | 0.49 | 0.36 | 0.52 | 0.57 | 0.33 | 0.48 | 0.42 | 0.57 | 0.58 | 1.00 | 0.43 | 0.47 | 0.68 | 0.43 | 0.58 | 0.72 | 0.68 |
| V | 0.68 | 0.10 | 0.22 | 0.23 | 0.28 | 0.28 | 0.33 | 0.29 | 0.33 | 0.24 | 0.34 | 0.37 | 0.33 | 0.25 | 0.28 | 0.33 | 0.31 | 0.47 | 0.34 | 0.38 | 0.40 | 0.46 | 0.32 | 0.33 | 0.40 | 0.46 | 0.33 | 0.43 | 0.39 | 0.35 | 0.38 | 0.41 | 0.52 | 0.42 | 0.50 | 0.57 | 0.46 | 0.38 | 0.42 | 0.50 | 0.39 | 0.53 | 0.47 | 0.45 | 0.57 | 0.45 | 0.52 | 0.42 | 0.43 | 0.43 | 1.00 | 0.51 | 0.44 | 0.60 | 0.57 | 0.48 | 0.68 |
| CSCO | 0.69 | 0.22 | 0.24 | 0.25 | 0.28 | 0.27 | 0.37 | 0.31 | 0.34 | 0.29 | 0.35 | 0.36 | 0.34 | 0.32 | 0.32 | 0.32 | 0.35 | 0.43 | 0.32 | 0.38 | 0.38 | 0.40 | 0.35 | 0.35 | 0.33 | 0.45 | 0.36 | 0.44 | 0.46 | 0.38 | 0.36 | 0.46 | 0.47 | 0.50 | 0.43 | 0.50 | 0.50 | 0.38 | 0.40 | 0.51 | 0.44 | 0.50 | 0.42 | 0.47 | 0.54 | 0.50 | 0.47 | 0.44 | 0.44 | 0.47 | 0.51 | 1.00 | 0.48 | 0.58 | 0.47 | 0.50 | 0.69 |
| LECO | 0.64 | 0.17 | 0.19 | 0.18 | 0.22 | 0.18 | 0.27 | 0.28 | 0.26 | 0.34 | 0.31 | 0.29 | 0.32 | 0.39 | 0.37 | 0.37 | 0.40 | 0.31 | 0.44 | 0.38 | 0.42 | 0.33 | 0.42 | 0.49 | 0.40 | 0.32 | 0.53 | 0.37 | 0.43 | 0.49 | 0.48 | 0.39 | 0.35 | 0.43 | 0.39 | 0.33 | 0.42 | 0.49 | 0.49 | 0.38 | 0.50 | 0.37 | 0.51 | 0.57 | 0.37 | 0.51 | 0.50 | 0.55 | 0.55 | 0.68 | 0.44 | 0.48 | 1.00 | 0.50 | 0.57 | 0.73 | 0.69 |
| ACN | 0.73 | 0.12 | 0.24 | 0.27 | 0.27 | 0.32 | 0.35 | 0.30 | 0.31 | 0.23 | 0.35 | 0.37 | 0.31 | 0.27 | 0.25 | 0.35 | 0.40 | 0.52 | 0.39 | 0.39 | 0.38 | 0.45 | 0.29 | 0.38 | 0.35 | 0.48 | 0.35 | 0.48 | 0.42 | 0.37 | 0.35 | 0.43 | 0.56 | 0.49 | 0.49 | 0.60 | 0.53 | 0.38 | 0.40 | 0.50 | 0.43 | 0.55 | 0.44 | 0.49 | 0.62 | 0.53 | 0.58 | 0.43 | 0.41 | 0.43 | 0.60 | 0.58 | 0.50 | 1.00 | 0.50 | 0.52 | 0.72 |
| AXP | 0.68 | 0.10 | 0.16 | 0.18 | 0.20 | 0.21 | 0.25 | 0.27 | 0.26 | 0.37 | 0.31 | 0.28 | 0.33 | 0.40 | 0.41 | 0.40 | 0.39 | 0.34 | 0.38 | 0.40 | 0.49 | 0.37 | 0.44 | 0.44 | 0.47 | 0.37 | 0.42 | 0.38 | 0.45 | 0.50 | 0.55 | 0.44 | 0.40 | 0.42 | 0.46 | 0.37 | 0.43 | 0.65 | 0.54 | 0.39 | 0.55 | 0.44 | 0.58 | 0.51 | 0.42 | 0.48 | 0.48 | 0.63 | 0.69 | 0.58 | 0.57 | 0.47 | 0.57 | 0.50 | 1.00 | 0.61 | 0.73 |
| PH | 0.69 | 0.13 | 0.16 | 0.14 | 0.20 | 0.19 | 0.23 | 0.31 | 0.29 | 0.39 | 0.31 | 0.28 | 0.31 | 0.45 | 0.44 | 0.40 | 0.40 | 0.32 | 0.43 | 0.38 | 0.47 | 0.36 | 0.49 | 0.51 | 0.43 | 0.36 | 0.49 | 0.41 | 0.48 | 0.53 | 0.49 | 0.39 | 0.39 | 0.48 | 0.43 | 0.37 | 0.44 | 0.54 | 0.54 | 0.42 | 0.51 | 0.41 | 0.55 | 0.59 | 0.42 | 0.55 | 0.48 | 0.59 | 0.60 | 0.72 | 0.48 | 0.50 | 0.73 | 0.52 | 0.61 | 1.00 | 0.74 |
| Portfolio | 0.96 | 0.20 | 0.23 | 0.25 | 0.30 | 0.32 | 0.35 | 0.40 | 0.42 | 0.45 | 0.43 | 0.40 | 0.43 | 0.47 | 0.48 | 0.49 | 0.49 | 0.56 | 0.53 | 0.50 | 0.55 | 0.58 | 0.53 | 0.56 | 0.51 | 0.62 | 0.52 | 0.63 | 0.62 | 0.59 | 0.53 | 0.54 | 0.62 | 0.66 | 0.58 | 0.65 | 0.63 | 0.59 | 0.57 | 0.66 | 0.59 | 0.69 | 0.65 | 0.62 | 0.71 | 0.70 | 0.66 | 0.64 | 0.65 | 0.68 | 0.68 | 0.69 | 0.69 | 0.72 | 0.73 | 0.74 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 6 июл. 2017 г.