DANA mimic
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в DANA mimic 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
Самые ранние данные для этого графика доступны с 17 авг. 2016 г., начальной даты DELL
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
DANA mimic | 17.37% | 5.21% | 5.83% | 26.89% | 22.44% | N/A |
Активы портфеля: | ||||||
AAPL Apple Inc | 15.94% | 7.43% | 31.92% | 22.20% | 34.00% | 26.18% |
ABBV AbbVie Inc. | 27.98% | 3.85% | 8.79% | 37.57% | 28.94% | 18.07% |
ACN Accenture plc | -1.68% | 6.98% | -11.15% | 6.17% | 12.80% | 17.42% |
ADBE Adobe Inc | -4.81% | 10.45% | 2.14% | 1.07% | 14.82% | 22.76% |
ALB Albemarle Corporation | -42.43% | 3.86% | -32.19% | -55.97% | 6.73% | 4.07% |
AMZN Amazon.com, Inc. | 17.08% | 9.86% | 0.61% | 31.42% | 14.20% | 26.44% |
AVGO Broadcom Inc. | 37.92% | 6.18% | 9.42% | 78.28% | 43.70% | 37.26% |
AXP American Express Company | 35.68% | 8.97% | 13.41% | 61.54% | 17.61% | 12.64% |
BAC Bank of America Corporation | 20.79% | 8.72% | 13.34% | 44.39% | 10.26% | 11.62% |
BK The Bank of New York Mellon Corporation | 33.62% | 9.34% | 23.84% | 57.24% | 13.06% | 8.28% |
BKR Baker Hughes Company | 1.81% | -0.29% | 12.05% | -5.98% | 11.04% | -0.73% |
BSX Boston Scientific Corporation | 40.75% | 10.32% | 19.98% | 51.08% | 13.39% | 20.82% |
CAT Caterpillar Inc. | 14.21% | 2.18% | -1.20% | 19.99% | 25.00% | 15.05% |
CMCSA Comcast Corporation | -7.20% | 2.26% | -3.16% | -8.84% | -0.61% | 5.84% |
COP ConocoPhillips Company | -6.17% | 2.10% | -3.57% | -10.61% | 19.10% | 6.45% |
CRM salesforce.com, inc. | -6.20% | 3.23% | -18.38% | 11.37% | 10.33% | 15.16% |
CSCO Cisco Systems, Inc. | -0.35% | 8.79% | 2.16% | -11.29% | 3.29% | 10.44% |
DELL Dell Technologies Inc. | 41.74% | 13.19% | -10.42% | 54.74% | 33.51% | N/A |
ELV Elevance Health Inc | 16.17% | 3.96% | 8.87% | 23.62% | 18.37% | 18.10% |
ES Eversource Energy | 12.95% | 3.91% | 15.88% | 16.78% | -0.59% | 7.34% |
GLPI | 7.92% | 4.55% | 16.85% | 13.63% | 11.55% | N/A |
GOOGL | 12.69% | -0.66% | 17.15% | 17.08% | 21.19% | N/A |
GPK | 18.00% | 2.16% | 8.62% | 34.83% | 17.81% | N/A |
IBKR | 52.80% | 14.29% | 15.88% | 35.87% | 21.60% | N/A |
IPG | -0.53% | 5.96% | -1.26% | 1.23% | 13.15% | N/A |
IQV | 7.24% | 4.59% | -4.04% | 13.40% | 10.02% | N/A |
IRM | 58.32% | 2.47% | 36.74% | 76.55% | 34.54% | N/A |
JNJ | 7.73% | 4.57% | 5.49% | 7.72% | 8.12% | N/A |
KMB | 24.15% | 6.45% | 18.65% | 21.46% | 4.77% | N/A |
KR | 18.85% | -0.80% | -2.70% | 21.09% | 23.55% | N/A |
LECO | -19.24% | -8.53% | -31.17% | -5.03% | 17.58% | N/A |
MAR | 2.35% | 6.72% | -6.72% | 14.32% | 12.83% | N/A |
MCHP | -13.55% | 3.35% | -16.93% | -3.33% | 12.97% | N/A |
MCK | 11.58% | -16.10% | -2.37% | 25.78% | 30.12% | N/A |
MDLZ | 4.95% | 9.66% | 7.06% | 10.39% | 8.24% | N/A |
META | 46.32% | 4.61% | 1.01% | 73.12% | 22.57% | N/A |
MPC | 15.20% | -0.95% | -4.97% | 16.20% | 30.63% | N/A |
MRK | 10.12% | 6.69% | -3.17% | 14.33% | 10.83% | N/A |
MSFT | 9.20% | 2.38% | 0.18% | 23.60% | 25.22% | N/A |
NEE | 35.20% | 5.04% | 44.66% | 26.03% | 10.41% | N/A |
NSC | 8.78% | 3.65% | 0.11% | 30.51% | 9.85% | N/A |
NVDA | 116.52% | 2.84% | 15.70% | 127.86% | 89.20% | N/A |
ORCL | 36.61% | 11.23% | 25.26% | 16.27% | 23.81% | N/A |
PH | 25.93% | 11.35% | 7.23% | 41.37% | 29.12% | N/A |
PHM | 24.70% | 3.74% | 13.11% | 63.15% | 31.51% | N/A |
PXD | 21.21% | 0.00% | 11.70% | 14.48% | 21.89% | N/A |
RGA | 35.61% | 10.08% | 18.92% | 58.66% | 9.29% | N/A |
RTX | 44.76% | 5.14% | 33.63% | 46.93% | 10.00% | N/A |
SYY | 10.21% | 5.04% | 0.24% | 18.66% | 3.54% | N/A |
TPR | 14.12% | 11.54% | -11.15% | 31.67% | 14.56% | N/A |
ULTA | -25.76% | 11.45% | -33.66% | -10.95% | 9.33% | N/A |
UNH | 14.04% | 4.78% | 25.40% | 26.80% | 22.92% | N/A |
V | 7.63% | 8.10% | 0.52% | 14.08% | 9.23% | N/A |
WDAY | -7.34% | 21.08% | -3.38% | 2.97% | 8.24% | N/A |
WFC | 17.90% | 9.42% | 1.09% | 42.73% | 6.71% | N/A |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.87% | 5.73% | 4.15% | -3.69% | 2.82% | 2.41% | 2.86% | 1.65% | 17.37% | ||||
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% | -2.95% | 2.56% | 2.68% | -0.32% | 3.66% | 4.44% | 0.27% | -7.81% | 3.75% | -8.64% | -0.26% |
2017 | 4.57% | 3.67% | 1.46% | 1.73% | 4.03% | -0.45% | 1.92% | 1.33% | 2.24% | 4.78% | 2.98% | 1.41% | 33.87% |
2016 | -0.05% | 0.33% | -1.45% | 5.50% | 1.19% | 5.49% |
Комиссия
Комиссия DANA mimic составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг DANA mimic среди портфелей на нашем сайте составляет 86, что соответствует топ 14% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
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.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
---|---|---|---|---|---|
AAPL Apple Inc | 1.00 | 1.55 | 1.19 | 1.34 | 3.18 |
ABBV AbbVie Inc. | 1.99 | 2.54 | 1.36 | 2.37 | 6.71 |
ACN Accenture plc | 0.27 | 0.52 | 1.07 | 0.21 | 0.47 |
ADBE Adobe Inc | 0.03 | 0.28 | 1.04 | 0.03 | 0.07 |
ALB Albemarle Corporation | -0.99 | -1.54 | 0.83 | -0.72 | -1.53 |
AMZN Amazon.com, Inc. | 1.10 | 1.63 | 1.21 | 0.87 | 4.75 |
AVGO Broadcom Inc. | 1.81 | 2.52 | 1.32 | 3.10 | 10.13 |
AXP American Express Company | 2.72 | 3.41 | 1.49 | 2.28 | 14.21 |
BAC Bank of America Corporation | 1.88 | 2.74 | 1.33 | 0.95 | 8.08 |
BK The Bank of New York Mellon Corporation | 3.19 | 4.26 | 1.55 | 1.79 | 17.75 |
BKR Baker Hughes Company | -0.24 | -0.17 | 0.98 | -0.23 | -0.53 |
BSX Boston Scientific Corporation | 2.68 | 3.43 | 1.50 | 4.62 | 18.42 |
CAT Caterpillar Inc. | 0.77 | 1.16 | 1.15 | 0.94 | 2.42 |
CMCSA Comcast Corporation | -0.39 | -0.39 | 0.95 | -0.25 | -0.78 |
COP ConocoPhillips Company | -0.49 | -0.58 | 0.93 | -0.50 | -0.98 |
CRM salesforce.com, inc. | 0.33 | 0.64 | 1.11 | 0.31 | 0.90 |
CSCO Cisco Systems, Inc. | -0.56 | -0.63 | 0.91 | -0.47 | -0.93 |
DELL Dell Technologies Inc. | 0.97 | 1.78 | 1.23 | 1.08 | 3.11 |
ELV Elevance Health Inc | 1.25 | 1.75 | 1.24 | 1.20 | 8.44 |
ES Eversource Energy | 0.64 | 1.02 | 1.13 | 0.40 | 1.96 |
GLPI | 0.73 | 1.11 | 1.14 | 0.80 | 1.95 |
GOOGL | 0.61 | 0.97 | 1.13 | 0.92 | 2.49 |
GPK | 1.36 | 2.03 | 1.24 | 1.42 | 6.03 |
IBKR | 1.51 | 2.03 | 1.25 | 1.88 | 4.54 |
IPG | 0.06 | 0.24 | 1.03 | 0.04 | 0.19 |
IQV | 0.45 | 0.94 | 1.11 | 0.36 | 1.39 |
IRM | 3.17 | 4.02 | 1.51 | 7.41 | 20.13 |
JNJ | 0.51 | 0.83 | 1.10 | 0.42 | 1.31 |
KMB | 1.19 | 1.64 | 1.24 | 1.15 | 5.69 |
KR | 1.02 | 1.66 | 1.20 | 1.44 | 3.63 |
LECO | -0.19 | -0.08 | 0.99 | -0.16 | -0.35 |
MAR | 0.67 | 1.03 | 1.13 | 0.79 | 2.13 |
MCHP | -0.09 | 0.12 | 1.01 | -0.12 | -0.36 |
MCK | 1.13 | 1.35 | 1.25 | 1.41 | 6.07 |
MDLZ | 0.57 | 0.91 | 1.11 | 0.49 | 1.30 |
META | 1.99 | 2.86 | 1.38 | 2.98 | 12.04 |
MPC | 0.58 | 0.95 | 1.12 | 0.63 | 1.27 |
MRK | 0.72 | 1.05 | 1.16 | 0.87 | 2.56 |
MSFT | 1.19 | 1.64 | 1.21 | 1.52 | 4.73 |
NEE | 0.85 | 1.25 | 1.18 | 0.58 | 2.10 |
NSC | 1.16 | 1.93 | 1.23 | 0.86 | 3.78 |
NVDA | 2.51 | 2.97 | 1.38 | 4.73 | 15.61 |
ORCL | 0.48 | 0.85 | 1.14 | 0.79 | 1.58 |
PH | 1.51 | 2.30 | 1.31 | 3.06 | 9.04 |
PHM | 2.02 | 2.79 | 1.34 | 3.35 | 10.08 |
PXD | 0.76 | 1.39 | 1.20 | 0.91 | 2.49 |
RGA | 2.68 | 3.22 | 1.47 | 3.99 | 16.76 |
RTX | 2.27 | 3.36 | 1.50 | 1.43 | 8.74 |
SYY | 0.99 | 1.55 | 1.20 | 0.68 | 2.76 |
TPR | 1.05 | 1.68 | 1.18 | 0.73 | 2.90 |
ULTA | -0.34 | -0.27 | 0.96 | -0.25 | -0.51 |
UNH | 1.21 | 1.80 | 1.24 | 1.34 | 3.65 |
V | 0.93 | 1.29 | 1.17 | 1.13 | 2.77 |
WDAY | 0.09 | 0.36 | 1.05 | 0.09 | 0.17 |
WFC | 1.76 | 2.41 | 1.31 | 1.34 | 7.81 |
Дивиденды
Дивидендный доход
Дивидендная доходность DANA mimic за предыдущие двенадцать месяцев составила 1.55%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DANA mimic | 1.55% | 1.68% | 2.04% | 1.40% | 1.68% | 1.70% | 1.87% | 2.36% | 1.71% | 1.81% | 1.93% | 1.47% |
Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ABBV AbbVie Inc. | 3.18% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
ACN Accenture plc | 1.51% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
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 | 1.94% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
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. | 1.33% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
AXP American Express Company | 1.03% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
BAC Bank of America Corporation | 2.44% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
BK The Bank of New York Mellon Corporation | 2.54% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% | 1.66% |
BKR Baker Hughes Company | 2.43% | 2.28% | 2.47% | 2.99% | 3.45% | 2.81% | 3.35% | 57.49% | 1.05% | 1.47% | 1.14% | 1.09% |
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. | 1.59% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
CMCSA Comcast Corporation | 3.02% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
COP ConocoPhillips Company | 2.55% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
CRM salesforce.com, inc. | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 3.22% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
DELL Dell Technologies Inc. | 1.52% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ELV Elevance Health Inc | 1.14% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% | 1.62% |
ES Eversource Energy | 4.09% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% | 3.47% |
GLPI | 5.79% | 6.38% | 5.37% | 5.90% | 3.63% | 6.30% | 7.88% | 6.69% | 7.50% | 7.77% | 48.78% | 0.00% |
GOOGL | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GPK | 1.39% | 1.62% | 1.46% | 1.54% | 1.77% | 1.80% | 2.82% | 2.43% | 1.80% | 1.56% | 0.00% | 0.00% |
IBKR | 0.56% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
IPG | 4.13% | 3.80% | 3.48% | 2.88% | 4.34% | 4.07% | 4.07% | 3.57% | 2.56% | 2.06% | 1.83% | 1.69% |
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 | 2.38% | 3.63% | 4.96% | 4.73% | 8.39% | 7.69% | 7.32% | 5.93% | 6.17% | 7.07% | 6.00% | 4.39% |
JNJ | 2.95% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
KMB | 4.07% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.99% | 0.39% |
KR | 2.23% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% | 1.56% |
LECO | 1.59% | 1.21% | 1.61% | 1.50% | 1.70% | 1.96% | 2.08% | 1.57% | 1.71% | 2.29% | 1.42% | 1.16% |
MAR | 1.00% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
MCHP | 2.34% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% |
MCK | 0.50% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
MDLZ | 2.26% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
META | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MPC | 1.96% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
MRK | 2.56% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
MSFT | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NEE | 2.51% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
NSC | 2.14% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
ORCL | 1.12% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
PH | 1.08% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
PHM | 0.59% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% |
PXD | 2.14% | 6.21% | 11.14% | 3.76% | 1.93% | 0.79% | 0.24% | 0.04% | 0.04% | 0.05% | 0.05% | 0.04% |
RGA | 1.59% | 2.04% | 2.15% | 2.61% | 2.42% | 1.59% | 1.57% | 1.17% | 1.24% | 1.64% | 1.44% | 1.40% |
RTX | 2.04% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
SYY | 2.54% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
TPR | 4.23% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% | 2.34% |
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 | 1.30% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
V | 0.75% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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 | 2.55% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% | 2.53% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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 2.28%.
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 |
-10.52% | 29 янв. 2018 г. | 9 | 8 февр. 2018 г. | 85 | 12 июн. 2018 г. | 94 |
-9.63% | 3 сент. 2020 г. | 14 | 23 сент. 2020 г. | 33 | 9 нояб. 2020 г. | 47 |
Волатильность
График волатильности
Текущая волатильность DANA mimic составляет 3.68%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
KR | KMB | ES | NEE | MRK | JNJ | MCK | ABBV | PXD | BKR | UNH | ULTA | COP | ELV | MDLZ | IRM | PHM | WDAY | GLPI | IBKR | META | AMZN | MPC | NVDA | GPK | SYY | ALB | TPR | DELL | RGA | CMCSA | CRM | WFC | AVGO | ORCL | BSX | ADBE | AAPL | IPG | RTX | MAR | GOOGL | NSC | IQV | BK | BAC | MCHP | MSFT | CAT | V | CSCO | LECO | ACN | AXP | PH | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
KR | 1.00 | 0.26 | 0.17 | 0.14 | 0.19 | 0.19 | 0.24 | 0.15 | 0.12 | 0.09 | 0.16 | 0.14 | 0.12 | 0.17 | 0.28 | 0.18 | 0.11 | 0.03 | 0.10 | 0.10 | 0.07 | 0.07 | 0.14 | 0.06 | 0.21 | 0.24 | 0.11 | 0.11 | 0.11 | 0.16 | 0.16 | 0.06 | 0.15 | 0.08 | 0.15 | 0.11 | 0.09 | 0.09 | 0.14 | 0.17 | 0.07 | 0.08 | 0.18 | 0.10 | 0.18 | 0.17 | 0.09 | 0.11 | 0.17 | 0.09 | 0.22 | 0.19 | 0.13 | 0.11 | 0.16 |
KMB | 0.26 | 1.00 | 0.45 | 0.38 | 0.31 | 0.39 | 0.23 | 0.28 | 0.04 | 0.07 | 0.25 | 0.13 | 0.06 | 0.23 | 0.54 | 0.29 | 0.21 | 0.10 | 0.24 | 0.06 | 0.10 | 0.09 | 0.07 | 0.06 | 0.25 | 0.28 | 0.07 | 0.08 | 0.09 | 0.17 | 0.23 | 0.11 | 0.12 | 0.11 | 0.24 | 0.26 | 0.15 | 0.15 | 0.19 | 0.20 | 0.12 | 0.13 | 0.23 | 0.16 | 0.15 | 0.12 | 0.09 | 0.19 | 0.14 | 0.22 | 0.26 | 0.20 | 0.25 | 0.17 | 0.18 |
ES | 0.17 | 0.45 | 1.00 | 0.72 | 0.26 | 0.38 | 0.18 | 0.21 | 0.03 | 0.08 | 0.24 | 0.13 | 0.07 | 0.23 | 0.46 | 0.38 | 0.18 | 0.11 | 0.34 | 0.05 | 0.09 | 0.11 | 0.11 | 0.05 | 0.23 | 0.28 | 0.15 | 0.08 | 0.09 | 0.16 | 0.25 | 0.11 | 0.10 | 0.10 | 0.17 | 0.24 | 0.15 | 0.18 | 0.17 | 0.22 | 0.08 | 0.15 | 0.24 | 0.25 | 0.12 | 0.08 | 0.10 | 0.19 | 0.11 | 0.22 | 0.25 | 0.16 | 0.27 | 0.16 | 0.14 |
NEE | 0.14 | 0.38 | 0.72 | 1.00 | 0.23 | 0.33 | 0.16 | 0.19 | 0.06 | 0.11 | 0.26 | 0.16 | 0.09 | 0.20 | 0.41 | 0.37 | 0.26 | 0.21 | 0.37 | 0.11 | 0.18 | 0.20 | 0.12 | 0.15 | 0.24 | 0.27 | 0.20 | 0.12 | 0.15 | 0.17 | 0.26 | 0.22 | 0.12 | 0.17 | 0.21 | 0.28 | 0.24 | 0.25 | 0.20 | 0.24 | 0.13 | 0.24 | 0.24 | 0.30 | 0.16 | 0.10 | 0.18 | 0.29 | 0.14 | 0.27 | 0.28 | 0.17 | 0.33 | 0.20 | 0.18 |
MRK | 0.19 | 0.31 | 0.26 | 0.23 | 1.00 | 0.50 | 0.37 | 0.43 | 0.16 | 0.16 | 0.36 | 0.14 | 0.20 | 0.35 | 0.35 | 0.19 | 0.13 | 0.15 | 0.23 | 0.19 | 0.14 | 0.12 | 0.19 | 0.08 | 0.24 | 0.23 | 0.11 | 0.13 | 0.17 | 0.23 | 0.25 | 0.17 | 0.18 | 0.13 | 0.25 | 0.35 | 0.18 | 0.19 | 0.20 | 0.26 | 0.15 | 0.20 | 0.23 | 0.31 | 0.23 | 0.20 | 0.12 | 0.24 | 0.22 | 0.28 | 0.29 | 0.23 | 0.28 | 0.22 | 0.22 |
JNJ | 0.19 | 0.39 | 0.38 | 0.33 | 0.50 | 1.00 | 0.35 | 0.44 | 0.13 | 0.14 | 0.40 | 0.17 | 0.16 | 0.36 | 0.42 | 0.24 | 0.16 | 0.17 | 0.23 | 0.19 | 0.15 | 0.15 | 0.16 | 0.11 | 0.24 | 0.24 | 0.14 | 0.14 | 0.15 | 0.23 | 0.30 | 0.19 | 0.22 | 0.16 | 0.29 | 0.37 | 0.22 | 0.23 | 0.24 | 0.29 | 0.17 | 0.24 | 0.29 | 0.31 | 0.27 | 0.23 | 0.19 | 0.27 | 0.26 | 0.33 | 0.38 | 0.26 | 0.35 | 0.26 | 0.25 |
MCK | 0.24 | 0.23 | 0.18 | 0.16 | 0.37 | 0.35 | 1.00 | 0.37 | 0.23 | 0.20 | 0.40 | 0.21 | 0.25 | 0.42 | 0.32 | 0.21 | 0.21 | 0.15 | 0.22 | 0.22 | 0.17 | 0.15 | 0.29 | 0.14 | 0.27 | 0.28 | 0.20 | 0.20 | 0.25 | 0.30 | 0.26 | 0.17 | 0.26 | 0.20 | 0.26 | 0.34 | 0.18 | 0.21 | 0.26 | 0.32 | 0.22 | 0.22 | 0.29 | 0.27 | 0.29 | 0.29 | 0.18 | 0.23 | 0.27 | 0.28 | 0.31 | 0.28 | 0.30 | 0.29 | 0.31 |
ABBV | 0.15 | 0.28 | 0.21 | 0.19 | 0.43 | 0.44 | 0.37 | 1.00 | 0.22 | 0.19 | 0.37 | 0.18 | 0.21 | 0.37 | 0.31 | 0.20 | 0.17 | 0.21 | 0.22 | 0.22 | 0.19 | 0.18 | 0.25 | 0.18 | 0.24 | 0.24 | 0.15 | 0.19 | 0.20 | 0.26 | 0.27 | 0.23 | 0.27 | 0.21 | 0.25 | 0.37 | 0.24 | 0.23 | 0.24 | 0.30 | 0.21 | 0.27 | 0.27 | 0.35 | 0.28 | 0.26 | 0.22 | 0.26 | 0.28 | 0.32 | 0.34 | 0.25 | 0.32 | 0.26 | 0.28 |
PXD | 0.12 | 0.04 | 0.03 | 0.06 | 0.16 | 0.13 | 0.23 | 0.22 | 1.00 | 0.58 | 0.20 | 0.23 | 0.74 | 0.25 | 0.13 | 0.23 | 0.20 | 0.13 | 0.22 | 0.30 | 0.18 | 0.17 | 0.59 | 0.19 | 0.27 | 0.27 | 0.35 | 0.34 | 0.27 | 0.36 | 0.24 | 0.16 | 0.38 | 0.24 | 0.21 | 0.22 | 0.16 | 0.23 | 0.33 | 0.40 | 0.33 | 0.22 | 0.35 | 0.24 | 0.38 | 0.42 | 0.26 | 0.18 | 0.47 | 0.25 | 0.30 | 0.36 | 0.23 | 0.38 | 0.41 |
BKR | 0.09 | 0.07 | 0.08 | 0.11 | 0.16 | 0.14 | 0.20 | 0.19 | 0.58 | 1.00 | 0.19 | 0.26 | 0.62 | 0.22 | 0.14 | 0.26 | 0.22 | 0.16 | 0.25 | 0.30 | 0.16 | 0.15 | 0.55 | 0.19 | 0.29 | 0.30 | 0.35 | 0.33 | 0.30 | 0.38 | 0.24 | 0.17 | 0.38 | 0.23 | 0.23 | 0.23 | 0.14 | 0.21 | 0.34 | 0.38 | 0.34 | 0.21 | 0.35 | 0.27 | 0.39 | 0.42 | 0.32 | 0.18 | 0.48 | 0.22 | 0.30 | 0.39 | 0.26 | 0.38 | 0.44 |
UNH | 0.16 | 0.25 | 0.24 | 0.26 | 0.36 | 0.40 | 0.40 | 0.37 | 0.20 | 0.19 | 1.00 | 0.24 | 0.23 | 0.73 | 0.33 | 0.22 | 0.20 | 0.20 | 0.25 | 0.26 | 0.20 | 0.21 | 0.24 | 0.20 | 0.29 | 0.29 | 0.18 | 0.20 | 0.21 | 0.28 | 0.28 | 0.22 | 0.29 | 0.22 | 0.29 | 0.38 | 0.26 | 0.30 | 0.28 | 0.32 | 0.26 | 0.30 | 0.34 | 0.36 | 0.33 | 0.31 | 0.23 | 0.33 | 0.29 | 0.35 | 0.35 | 0.33 | 0.35 | 0.34 | 0.33 |
ULTA | 0.14 | 0.13 | 0.13 | 0.16 | 0.14 | 0.17 | 0.21 | 0.18 | 0.23 | 0.26 | 0.24 | 1.00 | 0.22 | 0.25 | 0.21 | 0.25 | 0.35 | 0.28 | 0.31 | 0.28 | 0.25 | 0.26 | 0.30 | 0.27 | 0.32 | 0.38 | 0.34 | 0.45 | 0.30 | 0.30 | 0.31 | 0.26 | 0.31 | 0.29 | 0.26 | 0.30 | 0.26 | 0.27 | 0.39 | 0.34 | 0.39 | 0.29 | 0.35 | 0.34 | 0.33 | 0.34 | 0.35 | 0.28 | 0.32 | 0.32 | 0.31 | 0.36 | 0.34 | 0.39 | 0.39 |
COP | 0.12 | 0.06 | 0.07 | 0.09 | 0.20 | 0.16 | 0.25 | 0.21 | 0.74 | 0.62 | 0.23 | 0.22 | 1.00 | 0.27 | 0.16 | 0.23 | 0.21 | 0.14 | 0.22 | 0.29 | 0.17 | 0.16 | 0.63 | 0.18 | 0.30 | 0.31 | 0.34 | 0.32 | 0.29 | 0.37 | 0.26 | 0.19 | 0.42 | 0.24 | 0.22 | 0.22 | 0.18 | 0.21 | 0.34 | 0.42 | 0.35 | 0.23 | 0.39 | 0.26 | 0.41 | 0.45 | 0.28 | 0.19 | 0.52 | 0.27 | 0.32 | 0.38 | 0.26 | 0.41 | 0.45 |
ELV | 0.17 | 0.23 | 0.23 | 0.20 | 0.35 | 0.36 | 0.42 | 0.37 | 0.25 | 0.22 | 0.73 | 0.25 | 0.27 | 1.00 | 0.31 | 0.24 | 0.21 | 0.17 | 0.26 | 0.27 | 0.19 | 0.18 | 0.30 | 0.16 | 0.31 | 0.32 | 0.21 | 0.22 | 0.23 | 0.34 | 0.31 | 0.21 | 0.32 | 0.20 | 0.30 | 0.38 | 0.24 | 0.25 | 0.31 | 0.35 | 0.29 | 0.25 | 0.34 | 0.36 | 0.35 | 0.34 | 0.21 | 0.27 | 0.33 | 0.33 | 0.33 | 0.34 | 0.32 | 0.36 | 0.33 |
MDLZ | 0.28 | 0.54 | 0.46 | 0.41 | 0.35 | 0.42 | 0.32 | 0.31 | 0.13 | 0.14 | 0.33 | 0.21 | 0.16 | 0.31 | 1.00 | 0.35 | 0.28 | 0.23 | 0.33 | 0.15 | 0.23 | 0.23 | 0.17 | 0.17 | 0.31 | 0.41 | 0.20 | 0.18 | 0.20 | 0.26 | 0.38 | 0.27 | 0.24 | 0.24 | 0.30 | 0.36 | 0.28 | 0.31 | 0.29 | 0.34 | 0.24 | 0.30 | 0.32 | 0.30 | 0.27 | 0.24 | 0.25 | 0.34 | 0.25 | 0.38 | 0.38 | 0.29 | 0.39 | 0.29 | 0.30 |
IRM | 0.18 | 0.29 | 0.38 | 0.37 | 0.19 | 0.24 | 0.21 | 0.20 | 0.23 | 0.26 | 0.22 | 0.25 | 0.23 | 0.24 | 0.35 | 1.00 | 0.38 | 0.23 | 0.50 | 0.20 | 0.26 | 0.23 | 0.27 | 0.23 | 0.33 | 0.34 | 0.34 | 0.32 | 0.27 | 0.29 | 0.32 | 0.25 | 0.29 | 0.31 | 0.31 | 0.32 | 0.26 | 0.29 | 0.38 | 0.34 | 0.32 | 0.26 | 0.35 | 0.34 | 0.30 | 0.29 | 0.31 | 0.29 | 0.35 | 0.30 | 0.33 | 0.39 | 0.40 | 0.37 | 0.38 |
PHM | 0.11 | 0.21 | 0.18 | 0.26 | 0.13 | 0.16 | 0.21 | 0.17 | 0.20 | 0.22 | 0.20 | 0.35 | 0.21 | 0.21 | 0.28 | 0.38 | 1.00 | 0.31 | 0.36 | 0.26 | 0.32 | 0.30 | 0.28 | 0.31 | 0.37 | 0.35 | 0.33 | 0.42 | 0.34 | 0.31 | 0.36 | 0.33 | 0.29 | 0.34 | 0.32 | 0.31 | 0.32 | 0.32 | 0.38 | 0.34 | 0.37 | 0.32 | 0.35 | 0.37 | 0.34 | 0.30 | 0.39 | 0.33 | 0.36 | 0.32 | 0.32 | 0.43 | 0.40 | 0.38 | 0.42 |
WDAY | 0.03 | 0.10 | 0.11 | 0.21 | 0.15 | 0.17 | 0.15 | 0.21 | 0.13 | 0.16 | 0.20 | 0.28 | 0.14 | 0.17 | 0.23 | 0.23 | 0.31 | 1.00 | 0.30 | 0.30 | 0.49 | 0.53 | 0.20 | 0.50 | 0.20 | 0.23 | 0.29 | 0.27 | 0.34 | 0.18 | 0.31 | 0.67 | 0.19 | 0.44 | 0.41 | 0.37 | 0.65 | 0.47 | 0.25 | 0.25 | 0.35 | 0.51 | 0.29 | 0.45 | 0.25 | 0.23 | 0.47 | 0.58 | 0.25 | 0.49 | 0.42 | 0.31 | 0.50 | 0.33 | 0.31 |
GLPI | 0.10 | 0.24 | 0.34 | 0.37 | 0.23 | 0.23 | 0.22 | 0.22 | 0.22 | 0.25 | 0.25 | 0.31 | 0.22 | 0.26 | 0.33 | 0.50 | 0.36 | 0.30 | 1.00 | 0.24 | 0.28 | 0.26 | 0.28 | 0.24 | 0.33 | 0.40 | 0.33 | 0.33 | 0.29 | 0.31 | 0.34 | 0.31 | 0.28 | 0.29 | 0.31 | 0.35 | 0.32 | 0.31 | 0.36 | 0.36 | 0.36 | 0.30 | 0.35 | 0.38 | 0.29 | 0.28 | 0.33 | 0.32 | 0.33 | 0.37 | 0.36 | 0.36 | 0.38 | 0.39 | 0.37 |
IBKR | 0.10 | 0.06 | 0.05 | 0.11 | 0.19 | 0.19 | 0.22 | 0.22 | 0.30 | 0.30 | 0.26 | 0.28 | 0.29 | 0.27 | 0.15 | 0.20 | 0.26 | 0.30 | 0.24 | 1.00 | 0.31 | 0.29 | 0.35 | 0.32 | 0.32 | 0.30 | 0.34 | 0.38 | 0.35 | 0.42 | 0.30 | 0.34 | 0.47 | 0.30 | 0.34 | 0.34 | 0.32 | 0.32 | 0.37 | 0.36 | 0.41 | 0.34 | 0.35 | 0.34 | 0.50 | 0.50 | 0.38 | 0.33 | 0.42 | 0.39 | 0.36 | 0.42 | 0.38 | 0.48 | 0.45 |
META | 0.07 | 0.10 | 0.09 | 0.18 | 0.14 | 0.15 | 0.17 | 0.19 | 0.18 | 0.16 | 0.20 | 0.25 | 0.17 | 0.19 | 0.23 | 0.26 | 0.32 | 0.49 | 0.28 | 0.31 | 1.00 | 0.61 | 0.21 | 0.54 | 0.21 | 0.20 | 0.32 | 0.27 | 0.36 | 0.21 | 0.34 | 0.52 | 0.22 | 0.49 | 0.41 | 0.36 | 0.60 | 0.53 | 0.29 | 0.22 | 0.34 | 0.67 | 0.27 | 0.40 | 0.28 | 0.28 | 0.46 | 0.61 | 0.29 | 0.48 | 0.39 | 0.32 | 0.44 | 0.36 | 0.34 |
AMZN | 0.07 | 0.09 | 0.11 | 0.20 | 0.12 | 0.15 | 0.15 | 0.18 | 0.17 | 0.15 | 0.21 | 0.26 | 0.16 | 0.18 | 0.23 | 0.23 | 0.30 | 0.53 | 0.26 | 0.29 | 0.61 | 1.00 | 0.21 | 0.58 | 0.20 | 0.21 | 0.33 | 0.26 | 0.38 | 0.17 | 0.32 | 0.59 | 0.21 | 0.50 | 0.43 | 0.34 | 0.64 | 0.60 | 0.25 | 0.23 | 0.34 | 0.68 | 0.26 | 0.41 | 0.25 | 0.26 | 0.47 | 0.68 | 0.28 | 0.48 | 0.43 | 0.30 | 0.48 | 0.35 | 0.33 |
MPC | 0.14 | 0.07 | 0.11 | 0.12 | 0.19 | 0.16 | 0.29 | 0.25 | 0.59 | 0.55 | 0.24 | 0.30 | 0.63 | 0.30 | 0.17 | 0.27 | 0.28 | 0.20 | 0.28 | 0.35 | 0.21 | 0.21 | 1.00 | 0.25 | 0.36 | 0.33 | 0.38 | 0.38 | 0.35 | 0.42 | 0.29 | 0.25 | 0.45 | 0.27 | 0.27 | 0.27 | 0.20 | 0.24 | 0.39 | 0.44 | 0.39 | 0.27 | 0.39 | 0.31 | 0.47 | 0.49 | 0.34 | 0.23 | 0.52 | 0.31 | 0.35 | 0.43 | 0.29 | 0.45 | 0.49 |
NVDA | 0.06 | 0.06 | 0.05 | 0.15 | 0.08 | 0.11 | 0.14 | 0.18 | 0.19 | 0.19 | 0.20 | 0.27 | 0.18 | 0.16 | 0.17 | 0.23 | 0.31 | 0.50 | 0.24 | 0.32 | 0.54 | 0.58 | 0.25 | 1.00 | 0.21 | 0.18 | 0.38 | 0.31 | 0.45 | 0.21 | 0.29 | 0.54 | 0.24 | 0.63 | 0.43 | 0.33 | 0.60 | 0.56 | 0.26 | 0.23 | 0.35 | 0.56 | 0.29 | 0.40 | 0.30 | 0.29 | 0.62 | 0.61 | 0.33 | 0.44 | 0.43 | 0.36 | 0.47 | 0.36 | 0.39 |
GPK | 0.21 | 0.25 | 0.23 | 0.24 | 0.24 | 0.24 | 0.27 | 0.24 | 0.27 | 0.29 | 0.29 | 0.32 | 0.30 | 0.31 | 0.31 | 0.33 | 0.37 | 0.20 | 0.33 | 0.32 | 0.21 | 0.20 | 0.36 | 0.21 | 1.00 | 0.37 | 0.37 | 0.40 | 0.28 | 0.43 | 0.35 | 0.22 | 0.40 | 0.28 | 0.31 | 0.33 | 0.21 | 0.25 | 0.42 | 0.42 | 0.37 | 0.26 | 0.44 | 0.34 | 0.45 | 0.45 | 0.34 | 0.24 | 0.45 | 0.32 | 0.36 | 0.50 | 0.35 | 0.42 | 0.48 |
SYY | 0.24 | 0.28 | 0.28 | 0.27 | 0.23 | 0.24 | 0.28 | 0.24 | 0.27 | 0.30 | 0.29 | 0.38 | 0.31 | 0.32 | 0.41 | 0.34 | 0.35 | 0.23 | 0.40 | 0.30 | 0.20 | 0.21 | 0.33 | 0.18 | 0.37 | 1.00 | 0.30 | 0.37 | 0.30 | 0.41 | 0.36 | 0.23 | 0.40 | 0.22 | 0.30 | 0.36 | 0.22 | 0.27 | 0.44 | 0.45 | 0.45 | 0.27 | 0.39 | 0.31 | 0.39 | 0.41 | 0.32 | 0.27 | 0.38 | 0.39 | 0.34 | 0.40 | 0.37 | 0.47 | 0.44 |
ALB | 0.11 | 0.07 | 0.15 | 0.20 | 0.11 | 0.14 | 0.20 | 0.15 | 0.35 | 0.35 | 0.18 | 0.34 | 0.34 | 0.21 | 0.20 | 0.34 | 0.33 | 0.29 | 0.33 | 0.34 | 0.32 | 0.33 | 0.38 | 0.38 | 0.37 | 0.30 | 1.00 | 0.43 | 0.35 | 0.35 | 0.29 | 0.32 | 0.36 | 0.39 | 0.32 | 0.29 | 0.33 | 0.36 | 0.39 | 0.37 | 0.40 | 0.35 | 0.39 | 0.39 | 0.40 | 0.41 | 0.48 | 0.33 | 0.48 | 0.34 | 0.35 | 0.48 | 0.39 | 0.44 | 0.51 |
TPR | 0.11 | 0.08 | 0.08 | 0.12 | 0.13 | 0.14 | 0.20 | 0.19 | 0.34 | 0.33 | 0.20 | 0.45 | 0.32 | 0.22 | 0.18 | 0.32 | 0.42 | 0.27 | 0.33 | 0.38 | 0.27 | 0.26 | 0.38 | 0.31 | 0.40 | 0.37 | 0.43 | 1.00 | 0.36 | 0.38 | 0.34 | 0.29 | 0.46 | 0.34 | 0.33 | 0.31 | 0.27 | 0.30 | 0.49 | 0.41 | 0.47 | 0.30 | 0.42 | 0.36 | 0.47 | 0.49 | 0.42 | 0.28 | 0.46 | 0.34 | 0.36 | 0.47 | 0.36 | 0.48 | 0.51 |
DELL | 0.11 | 0.09 | 0.09 | 0.15 | 0.17 | 0.15 | 0.25 | 0.20 | 0.27 | 0.30 | 0.21 | 0.30 | 0.29 | 0.23 | 0.20 | 0.27 | 0.34 | 0.34 | 0.29 | 0.35 | 0.36 | 0.38 | 0.35 | 0.45 | 0.28 | 0.30 | 0.35 | 0.36 | 1.00 | 0.33 | 0.31 | 0.40 | 0.33 | 0.47 | 0.41 | 0.34 | 0.42 | 0.40 | 0.35 | 0.36 | 0.41 | 0.39 | 0.35 | 0.39 | 0.37 | 0.37 | 0.49 | 0.45 | 0.40 | 0.40 | 0.46 | 0.40 | 0.43 | 0.42 | 0.46 |
RGA | 0.16 | 0.17 | 0.16 | 0.17 | 0.23 | 0.23 | 0.30 | 0.26 | 0.36 | 0.38 | 0.28 | 0.30 | 0.37 | 0.34 | 0.26 | 0.29 | 0.31 | 0.18 | 0.31 | 0.42 | 0.21 | 0.17 | 0.42 | 0.21 | 0.43 | 0.41 | 0.35 | 0.38 | 0.33 | 1.00 | 0.34 | 0.22 | 0.57 | 0.27 | 0.29 | 0.34 | 0.19 | 0.23 | 0.45 | 0.46 | 0.43 | 0.24 | 0.40 | 0.32 | 0.57 | 0.58 | 0.32 | 0.23 | 0.47 | 0.35 | 0.34 | 0.47 | 0.34 | 0.54 | 0.48 |
CMCSA | 0.16 | 0.23 | 0.25 | 0.26 | 0.25 | 0.30 | 0.26 | 0.27 | 0.24 | 0.24 | 0.28 | 0.31 | 0.26 | 0.31 | 0.38 | 0.32 | 0.36 | 0.31 | 0.34 | 0.30 | 0.34 | 0.32 | 0.29 | 0.29 | 0.35 | 0.36 | 0.29 | 0.34 | 0.31 | 0.34 | 1.00 | 0.34 | 0.38 | 0.33 | 0.33 | 0.35 | 0.35 | 0.36 | 0.48 | 0.36 | 0.38 | 0.37 | 0.38 | 0.37 | 0.38 | 0.39 | 0.38 | 0.38 | 0.38 | 0.40 | 0.45 | 0.38 | 0.42 | 0.43 | 0.39 |
CRM | 0.06 | 0.11 | 0.11 | 0.22 | 0.17 | 0.19 | 0.17 | 0.23 | 0.16 | 0.17 | 0.22 | 0.26 | 0.19 | 0.21 | 0.27 | 0.25 | 0.33 | 0.67 | 0.31 | 0.34 | 0.52 | 0.59 | 0.25 | 0.54 | 0.22 | 0.23 | 0.32 | 0.29 | 0.40 | 0.22 | 0.34 | 1.00 | 0.24 | 0.47 | 0.46 | 0.40 | 0.70 | 0.52 | 0.27 | 0.26 | 0.33 | 0.56 | 0.30 | 0.46 | 0.30 | 0.27 | 0.48 | 0.64 | 0.28 | 0.53 | 0.46 | 0.32 | 0.54 | 0.38 | 0.36 |
WFC | 0.15 | 0.12 | 0.10 | 0.12 | 0.18 | 0.22 | 0.26 | 0.27 | 0.38 | 0.38 | 0.29 | 0.31 | 0.42 | 0.32 | 0.24 | 0.29 | 0.29 | 0.19 | 0.28 | 0.47 | 0.22 | 0.21 | 0.45 | 0.24 | 0.40 | 0.40 | 0.36 | 0.46 | 0.33 | 0.57 | 0.38 | 0.24 | 1.00 | 0.29 | 0.31 | 0.30 | 0.20 | 0.26 | 0.49 | 0.46 | 0.45 | 0.29 | 0.43 | 0.34 | 0.68 | 0.80 | 0.37 | 0.27 | 0.49 | 0.36 | 0.37 | 0.50 | 0.36 | 0.64 | 0.53 |
AVGO | 0.08 | 0.11 | 0.10 | 0.17 | 0.13 | 0.16 | 0.20 | 0.21 | 0.24 | 0.23 | 0.22 | 0.29 | 0.24 | 0.20 | 0.24 | 0.31 | 0.34 | 0.44 | 0.29 | 0.30 | 0.49 | 0.50 | 0.27 | 0.63 | 0.28 | 0.22 | 0.39 | 0.34 | 0.47 | 0.27 | 0.33 | 0.47 | 0.29 | 1.00 | 0.44 | 0.36 | 0.55 | 0.56 | 0.34 | 0.31 | 0.41 | 0.50 | 0.38 | 0.44 | 0.34 | 0.34 | 0.69 | 0.57 | 0.41 | 0.44 | 0.49 | 0.41 | 0.49 | 0.40 | 0.46 |
ORCL | 0.15 | 0.24 | 0.17 | 0.21 | 0.25 | 0.29 | 0.26 | 0.25 | 0.21 | 0.23 | 0.29 | 0.26 | 0.22 | 0.30 | 0.30 | 0.31 | 0.32 | 0.41 | 0.31 | 0.34 | 0.41 | 0.43 | 0.27 | 0.43 | 0.31 | 0.30 | 0.32 | 0.33 | 0.41 | 0.29 | 0.33 | 0.46 | 0.31 | 0.44 | 1.00 | 0.39 | 0.51 | 0.45 | 0.36 | 0.35 | 0.36 | 0.47 | 0.38 | 0.42 | 0.37 | 0.35 | 0.42 | 0.56 | 0.37 | 0.47 | 0.49 | 0.39 | 0.52 | 0.41 | 0.41 |
BSX | 0.11 | 0.26 | 0.24 | 0.28 | 0.35 | 0.37 | 0.34 | 0.37 | 0.22 | 0.23 | 0.38 | 0.30 | 0.22 | 0.38 | 0.36 | 0.32 | 0.31 | 0.37 | 0.35 | 0.34 | 0.36 | 0.34 | 0.27 | 0.33 | 0.33 | 0.36 | 0.29 | 0.31 | 0.34 | 0.34 | 0.35 | 0.40 | 0.30 | 0.36 | 0.39 | 1.00 | 0.42 | 0.37 | 0.35 | 0.39 | 0.40 | 0.42 | 0.37 | 0.49 | 0.35 | 0.32 | 0.37 | 0.45 | 0.37 | 0.50 | 0.42 | 0.38 | 0.49 | 0.44 | 0.41 |
ADBE | 0.09 | 0.15 | 0.15 | 0.24 | 0.18 | 0.22 | 0.18 | 0.24 | 0.16 | 0.14 | 0.26 | 0.26 | 0.18 | 0.24 | 0.28 | 0.26 | 0.32 | 0.65 | 0.32 | 0.32 | 0.60 | 0.64 | 0.20 | 0.60 | 0.21 | 0.22 | 0.33 | 0.27 | 0.42 | 0.19 | 0.35 | 0.70 | 0.20 | 0.55 | 0.51 | 0.42 | 1.00 | 0.58 | 0.27 | 0.28 | 0.35 | 0.65 | 0.33 | 0.50 | 0.27 | 0.24 | 0.53 | 0.74 | 0.28 | 0.60 | 0.51 | 0.32 | 0.60 | 0.36 | 0.35 |
AAPL | 0.09 | 0.15 | 0.18 | 0.25 | 0.19 | 0.23 | 0.21 | 0.23 | 0.23 | 0.21 | 0.30 | 0.27 | 0.21 | 0.25 | 0.31 | 0.29 | 0.32 | 0.47 | 0.31 | 0.32 | 0.53 | 0.60 | 0.24 | 0.56 | 0.25 | 0.27 | 0.36 | 0.30 | 0.40 | 0.23 | 0.36 | 0.52 | 0.26 | 0.56 | 0.45 | 0.37 | 0.58 | 1.00 | 0.30 | 0.31 | 0.37 | 0.62 | 0.35 | 0.43 | 0.28 | 0.30 | 0.52 | 0.66 | 0.33 | 0.51 | 0.50 | 0.36 | 0.50 | 0.38 | 0.41 |
IPG | 0.14 | 0.19 | 0.17 | 0.20 | 0.20 | 0.24 | 0.26 | 0.24 | 0.33 | 0.34 | 0.28 | 0.39 | 0.34 | 0.31 | 0.29 | 0.38 | 0.38 | 0.25 | 0.36 | 0.37 | 0.29 | 0.25 | 0.39 | 0.26 | 0.42 | 0.44 | 0.39 | 0.49 | 0.35 | 0.45 | 0.48 | 0.27 | 0.49 | 0.34 | 0.36 | 0.35 | 0.27 | 0.30 | 1.00 | 0.45 | 0.48 | 0.34 | 0.44 | 0.37 | 0.51 | 0.52 | 0.42 | 0.30 | 0.47 | 0.39 | 0.43 | 0.49 | 0.43 | 0.54 | 0.51 |
RTX | 0.17 | 0.20 | 0.22 | 0.24 | 0.26 | 0.29 | 0.32 | 0.30 | 0.40 | 0.38 | 0.32 | 0.34 | 0.42 | 0.35 | 0.34 | 0.34 | 0.34 | 0.25 | 0.36 | 0.36 | 0.22 | 0.23 | 0.44 | 0.23 | 0.42 | 0.45 | 0.37 | 0.41 | 0.36 | 0.46 | 0.36 | 0.26 | 0.46 | 0.31 | 0.35 | 0.39 | 0.28 | 0.31 | 0.45 | 1.00 | 0.44 | 0.32 | 0.47 | 0.33 | 0.48 | 0.47 | 0.36 | 0.31 | 0.54 | 0.41 | 0.41 | 0.50 | 0.40 | 0.53 | 0.54 |
MAR | 0.07 | 0.12 | 0.08 | 0.13 | 0.15 | 0.17 | 0.22 | 0.21 | 0.33 | 0.34 | 0.26 | 0.39 | 0.35 | 0.29 | 0.24 | 0.32 | 0.37 | 0.35 | 0.36 | 0.41 | 0.34 | 0.34 | 0.39 | 0.35 | 0.37 | 0.45 | 0.40 | 0.47 | 0.41 | 0.43 | 0.38 | 0.33 | 0.45 | 0.41 | 0.36 | 0.40 | 0.35 | 0.37 | 0.48 | 0.44 | 1.00 | 0.39 | 0.43 | 0.40 | 0.45 | 0.48 | 0.49 | 0.38 | 0.51 | 0.46 | 0.40 | 0.49 | 0.42 | 0.56 | 0.54 |
GOOGL | 0.08 | 0.13 | 0.15 | 0.24 | 0.20 | 0.24 | 0.22 | 0.27 | 0.22 | 0.21 | 0.30 | 0.29 | 0.23 | 0.25 | 0.30 | 0.26 | 0.32 | 0.51 | 0.30 | 0.34 | 0.67 | 0.68 | 0.27 | 0.56 | 0.26 | 0.27 | 0.35 | 0.30 | 0.39 | 0.24 | 0.37 | 0.56 | 0.29 | 0.50 | 0.47 | 0.42 | 0.65 | 0.62 | 0.34 | 0.32 | 0.39 | 1.00 | 0.33 | 0.46 | 0.33 | 0.34 | 0.51 | 0.72 | 0.34 | 0.56 | 0.50 | 0.35 | 0.55 | 0.42 | 0.39 |
NSC | 0.18 | 0.23 | 0.24 | 0.24 | 0.23 | 0.29 | 0.29 | 0.27 | 0.35 | 0.35 | 0.34 | 0.35 | 0.39 | 0.34 | 0.32 | 0.35 | 0.35 | 0.29 | 0.35 | 0.35 | 0.27 | 0.26 | 0.39 | 0.29 | 0.44 | 0.39 | 0.39 | 0.42 | 0.35 | 0.40 | 0.38 | 0.30 | 0.43 | 0.38 | 0.38 | 0.37 | 0.33 | 0.35 | 0.44 | 0.47 | 0.43 | 0.33 | 1.00 | 0.42 | 0.48 | 0.50 | 0.43 | 0.36 | 0.56 | 0.43 | 0.45 | 0.56 | 0.49 | 0.50 | 0.59 |
IQV | 0.10 | 0.16 | 0.25 | 0.30 | 0.31 | 0.31 | 0.27 | 0.35 | 0.24 | 0.27 | 0.36 | 0.34 | 0.26 | 0.36 | 0.30 | 0.34 | 0.37 | 0.45 | 0.38 | 0.34 | 0.40 | 0.41 | 0.31 | 0.40 | 0.34 | 0.31 | 0.39 | 0.36 | 0.39 | 0.32 | 0.37 | 0.46 | 0.34 | 0.44 | 0.42 | 0.49 | 0.50 | 0.43 | 0.37 | 0.33 | 0.40 | 0.46 | 0.42 | 1.00 | 0.37 | 0.37 | 0.48 | 0.51 | 0.39 | 0.51 | 0.46 | 0.46 | 0.56 | 0.45 | 0.46 |
BK | 0.18 | 0.15 | 0.12 | 0.16 | 0.23 | 0.27 | 0.29 | 0.28 | 0.38 | 0.39 | 0.33 | 0.33 | 0.41 | 0.35 | 0.27 | 0.30 | 0.34 | 0.25 | 0.29 | 0.50 | 0.28 | 0.25 | 0.47 | 0.30 | 0.45 | 0.39 | 0.40 | 0.47 | 0.37 | 0.57 | 0.38 | 0.30 | 0.68 | 0.34 | 0.37 | 0.35 | 0.27 | 0.28 | 0.51 | 0.48 | 0.45 | 0.33 | 0.48 | 0.37 | 1.00 | 0.76 | 0.41 | 0.30 | 0.56 | 0.40 | 0.42 | 0.55 | 0.42 | 0.63 | 0.58 |
BAC | 0.17 | 0.12 | 0.08 | 0.10 | 0.20 | 0.23 | 0.29 | 0.26 | 0.42 | 0.42 | 0.31 | 0.34 | 0.45 | 0.34 | 0.24 | 0.29 | 0.30 | 0.23 | 0.28 | 0.50 | 0.28 | 0.26 | 0.49 | 0.29 | 0.45 | 0.41 | 0.41 | 0.49 | 0.37 | 0.58 | 0.39 | 0.27 | 0.80 | 0.34 | 0.35 | 0.32 | 0.24 | 0.30 | 0.52 | 0.47 | 0.48 | 0.34 | 0.50 | 0.37 | 0.76 | 1.00 | 0.43 | 0.30 | 0.57 | 0.41 | 0.42 | 0.55 | 0.39 | 0.68 | 0.59 |
MCHP | 0.09 | 0.09 | 0.10 | 0.18 | 0.12 | 0.19 | 0.18 | 0.22 | 0.26 | 0.32 | 0.23 | 0.35 | 0.28 | 0.21 | 0.25 | 0.31 | 0.39 | 0.47 | 0.33 | 0.38 | 0.46 | 0.47 | 0.34 | 0.62 | 0.34 | 0.32 | 0.48 | 0.42 | 0.49 | 0.32 | 0.38 | 0.48 | 0.37 | 0.69 | 0.42 | 0.37 | 0.53 | 0.52 | 0.42 | 0.36 | 0.49 | 0.51 | 0.43 | 0.48 | 0.41 | 0.43 | 1.00 | 0.54 | 0.47 | 0.47 | 0.50 | 0.49 | 0.53 | 0.47 | 0.54 |
MSFT | 0.11 | 0.19 | 0.19 | 0.29 | 0.24 | 0.27 | 0.23 | 0.26 | 0.18 | 0.18 | 0.33 | 0.28 | 0.19 | 0.27 | 0.34 | 0.29 | 0.33 | 0.58 | 0.32 | 0.33 | 0.61 | 0.68 | 0.23 | 0.61 | 0.24 | 0.27 | 0.33 | 0.28 | 0.45 | 0.23 | 0.38 | 0.64 | 0.27 | 0.57 | 0.56 | 0.45 | 0.74 | 0.66 | 0.30 | 0.31 | 0.38 | 0.72 | 0.36 | 0.51 | 0.30 | 0.30 | 0.54 | 1.00 | 0.32 | 0.60 | 0.54 | 0.36 | 0.62 | 0.40 | 0.41 |
CAT | 0.17 | 0.14 | 0.11 | 0.14 | 0.22 | 0.26 | 0.27 | 0.28 | 0.47 | 0.48 | 0.29 | 0.32 | 0.52 | 0.33 | 0.25 | 0.35 | 0.36 | 0.25 | 0.33 | 0.42 | 0.29 | 0.28 | 0.52 | 0.33 | 0.45 | 0.38 | 0.48 | 0.46 | 0.40 | 0.47 | 0.38 | 0.28 | 0.49 | 0.41 | 0.37 | 0.37 | 0.28 | 0.33 | 0.47 | 0.54 | 0.51 | 0.34 | 0.56 | 0.39 | 0.56 | 0.57 | 0.47 | 0.32 | 1.00 | 0.42 | 0.45 | 0.68 | 0.43 | 0.57 | 0.72 |
V | 0.09 | 0.22 | 0.22 | 0.27 | 0.28 | 0.33 | 0.28 | 0.32 | 0.25 | 0.22 | 0.35 | 0.32 | 0.27 | 0.33 | 0.38 | 0.30 | 0.32 | 0.49 | 0.37 | 0.39 | 0.48 | 0.48 | 0.31 | 0.44 | 0.32 | 0.39 | 0.34 | 0.34 | 0.40 | 0.35 | 0.40 | 0.53 | 0.36 | 0.44 | 0.47 | 0.50 | 0.60 | 0.51 | 0.39 | 0.41 | 0.46 | 0.56 | 0.43 | 0.51 | 0.40 | 0.41 | 0.47 | 0.60 | 0.42 | 1.00 | 0.51 | 0.43 | 0.60 | 0.56 | 0.47 |
CSCO | 0.22 | 0.26 | 0.25 | 0.28 | 0.29 | 0.38 | 0.31 | 0.34 | 0.30 | 0.30 | 0.35 | 0.31 | 0.32 | 0.33 | 0.38 | 0.33 | 0.32 | 0.42 | 0.36 | 0.36 | 0.39 | 0.43 | 0.35 | 0.43 | 0.36 | 0.34 | 0.35 | 0.36 | 0.46 | 0.34 | 0.45 | 0.46 | 0.37 | 0.49 | 0.49 | 0.42 | 0.51 | 0.50 | 0.43 | 0.41 | 0.40 | 0.50 | 0.45 | 0.46 | 0.42 | 0.42 | 0.50 | 0.54 | 0.45 | 0.51 | 1.00 | 0.46 | 0.57 | 0.45 | 0.48 |
LECO | 0.19 | 0.20 | 0.16 | 0.17 | 0.23 | 0.26 | 0.28 | 0.25 | 0.36 | 0.39 | 0.33 | 0.36 | 0.38 | 0.34 | 0.29 | 0.39 | 0.43 | 0.31 | 0.36 | 0.42 | 0.32 | 0.30 | 0.43 | 0.36 | 0.50 | 0.40 | 0.48 | 0.47 | 0.40 | 0.47 | 0.38 | 0.32 | 0.50 | 0.41 | 0.39 | 0.38 | 0.32 | 0.36 | 0.49 | 0.50 | 0.49 | 0.35 | 0.56 | 0.46 | 0.55 | 0.55 | 0.49 | 0.36 | 0.68 | 0.43 | 0.46 | 1.00 | 0.49 | 0.56 | 0.74 |
ACN | 0.13 | 0.25 | 0.27 | 0.33 | 0.28 | 0.35 | 0.30 | 0.32 | 0.23 | 0.26 | 0.35 | 0.34 | 0.26 | 0.32 | 0.39 | 0.40 | 0.40 | 0.50 | 0.38 | 0.38 | 0.44 | 0.48 | 0.29 | 0.47 | 0.35 | 0.37 | 0.39 | 0.36 | 0.43 | 0.34 | 0.42 | 0.54 | 0.36 | 0.49 | 0.52 | 0.49 | 0.60 | 0.50 | 0.43 | 0.40 | 0.42 | 0.55 | 0.49 | 0.56 | 0.42 | 0.39 | 0.53 | 0.62 | 0.43 | 0.60 | 0.57 | 0.49 | 1.00 | 0.48 | 0.51 |
AXP | 0.11 | 0.17 | 0.16 | 0.20 | 0.22 | 0.26 | 0.29 | 0.26 | 0.38 | 0.38 | 0.34 | 0.39 | 0.41 | 0.36 | 0.29 | 0.37 | 0.38 | 0.33 | 0.39 | 0.48 | 0.36 | 0.35 | 0.45 | 0.36 | 0.42 | 0.47 | 0.44 | 0.48 | 0.42 | 0.54 | 0.43 | 0.38 | 0.64 | 0.40 | 0.41 | 0.44 | 0.36 | 0.38 | 0.54 | 0.53 | 0.56 | 0.42 | 0.50 | 0.45 | 0.63 | 0.68 | 0.47 | 0.40 | 0.57 | 0.56 | 0.45 | 0.56 | 0.48 | 1.00 | 0.59 |
PH | 0.16 | 0.18 | 0.14 | 0.18 | 0.22 | 0.25 | 0.31 | 0.28 | 0.41 | 0.44 | 0.33 | 0.39 | 0.45 | 0.33 | 0.30 | 0.38 | 0.42 | 0.31 | 0.37 | 0.45 | 0.34 | 0.33 | 0.49 | 0.39 | 0.48 | 0.44 | 0.51 | 0.51 | 0.46 | 0.48 | 0.39 | 0.36 | 0.53 | 0.46 | 0.41 | 0.41 | 0.35 | 0.41 | 0.51 | 0.54 | 0.54 | 0.39 | 0.59 | 0.46 | 0.58 | 0.59 | 0.54 | 0.41 | 0.72 | 0.47 | 0.48 | 0.74 | 0.51 | 0.59 | 1.00 |