DANA mimic
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
Apple Inc | Technology | 4.22% |
AbbVie Inc. | Healthcare | 2.87% |
Accenture plc | Technology | 2.02% |
Adobe Inc | Technology | 2.03% |
Albemarle Corporation | Basic Materials | 1.09% |
Amazon.com, Inc. | Consumer Cyclical | 2.92% |
Broadcom Inc. | Technology | 2.02% |
American Express Company | Financial Services | 2.50% |
Bank of America Corporation | Financial Services | 2.01% |
The Bank of New York Mellon Corporation | Financial Services | 1.59% |
Baker Hughes Company | Energy | 1.53% |
Boston Scientific Corporation | Healthcare | 1.12% |
Caterpillar Inc. | Industrials | 1.76% |
Comcast Corporation | Communication Services | 1.81% |
ConocoPhillips Company | Energy | 1% |
salesforce.com, inc. | Technology | 1.58% |
Cisco Systems, Inc. | Technology | 1.98% |
Dell Technologies Inc. | Technology | 2.53% |
Elevance Health Inc | Healthcare | 1.60% |
Eversource Energy | Utilities | 1.08% |
0.97% | ||
4.60% | ||
1.20% | ||
1.95% | ||
1.36% | ||
1.60% | ||
1.47% | ||
1.21% | ||
1.61% | ||
1.52% | ||
1.80% | ||
1.74% | ||
1.82% | ||
2.38% | ||
1.45% | ||
1.04% | ||
1.39% | ||
1.86% | ||
3.84% | ||
0.97% | ||
1.34% | ||
1.75% | ||
2.02% | ||
2.10% | ||
1.72% | ||
1.68% | ||
0.85% | ||
1.15% | ||
1.49% | ||
1.52% | ||
1.73% | ||
2% | ||
2.08% | ||
1.49% | ||
2.04% |
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 5 июл. 2017 г., начальной даты BKR
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
S&P 500 | 20.10% | 0.34% | 11.72% | 32.68% | 13.33% | 11.05% |
DANA mimic | 21.97% | 0.43% | 10.25% | 36.34% | 22.24% | N/A |
Активы портфеля: | ||||||
Apple Inc | 16.22% | -1.71% | 21.86% | 26.18% | 29.27% | 24.97% |
AbbVie Inc. | 36.16% | 4.25% | 26.43% | 47.29% | 25.32% | 17.29% |
Accenture plc | 0.09% | -2.59% | 14.78% | 13.99% | 14.62% | 17.56% |
Adobe Inc | -19.07% | -4.55% | -0.70% | -13.59% | 11.71% | 21.16% |
Albemarle Corporation | -31.22% | 4.43% | -22.67% | -20.03% | 10.05% | 6.77% |
Amazon.com, Inc. | 30.27% | 7.13% | 6.29% | 43.35% | 17.21% | 29.38% |
Broadcom Inc. | 52.96% | -1.02% | 33.02% | 96.86% | 45.98% | 38.40% |
American Express Company | 47.30% | 0.92% | 18.83% | 82.93% | 19.68% | 13.23% |
Bank of America Corporation | 26.48% | 6.45% | 13.52% | 55.41% | 8.27% | 11.57% |
The Bank of New York Mellon Corporation | 48.90% | 6.80% | 33.94% | 75.18% | 13.29% | 9.63% |
Baker Hughes Company | 12.97% | 1.69% | 19.30% | 9.35% | 15.02% | N/A |
Boston Scientific Corporation | 44.65% | -1.03% | 14.78% | 59.22% | 15.06% | 20.26% |
Caterpillar Inc. | 30.46% | -3.31% | 13.60% | 61.31% | 24.05% | 17.56% |
Comcast Corporation | 2.32% | 5.47% | 14.36% | 5.57% | 1.98% | 7.08% |
ConocoPhillips Company | -5.15% | -2.28% | -10.57% | -9.32% | 17.67% | 7.95% |
salesforce.com, inc. | 12.50% | 5.45% | 8.03% | 42.25% | 13.15% | 16.67% |
Cisco Systems, Inc. | 13.43% | 5.47% | 19.70% | 8.64% | 6.65% | 11.82% |
Dell Technologies Inc. | 73.72% | 15.75% | 5.35% | 93.58% | 39.12% | N/A |
Elevance Health Inc | -11.39% | -18.04% | -20.96% | -7.17% | 10.21% | 14.12% |
Eversource Energy | 6.82% | -4.51% | 8.52% | 22.76% | -1.93% | 5.95% |
5.95% | -2.60% | 19.05% | 15.57% | 10.00% | N/A | |
22.93% | 3.27% | 2.68% | 34.69% | 22.01% | N/A | |
15.94% | -2.48% | 5.13% | 31.10% | 14.50% | N/A | |
86.40% | 7.82% | 28.53% | 92.57% | 27.61% | N/A | |
-6.79% | -5.12% | -1.99% | 5.69% | 10.41% | N/A | |
-9.60% | -9.75% | -6.36% | 9.82% | 7.36% | N/A | |
76.93% | 1.47% | 63.05% | 110.64% | 36.68% | N/A | |
4.56% | -0.65% | 8.96% | 9.96% | 6.98% | N/A | |
13.45% | -5.35% | 0.31% | 14.99% | 3.82% | N/A | |
24.19% | -0.57% | 2.97% | 25.87% | 24.35% | N/A | |
-10.53% | 0.25% | -12.97% | 8.13% | 18.09% | N/A | |
16.19% | 4.50% | 11.45% | 41.45% | 15.98% | N/A | |
-17.36% | -6.20% | -18.87% | 1.78% | 10.41% | N/A | |
8.51% | 2.42% | -5.12% | 12.39% | 30.60% | N/A | |
-3.66% | -5.26% | -0.76% | 3.27% | 8.11% | N/A | |
60.83% | -0.91% | 25.83% | 83.13% | 24.12% | N/A | |
-0.52% | -12.04% | -19.55% | -4.73% | 20.98% | N/A | |
-4.35% | -8.71% | -18.74% | 2.12% | 8.02% | N/A | |
8.65% | -2.58% | 0.28% | 17.54% | 24.28% | N/A | |
33.38% | -7.23% | 14.46% | 36.33% | 8.62% | N/A | |
7.77% | 1.38% | 6.90% | 32.78% | 7.76% | N/A | |
168.14% | 11.70% | 49.55% | 205.25% | 92.56% | N/A | |
61.14% | 0.30% | 45.68% | 58.97% | 26.99% | N/A | |
38.82% | 1.05% | 18.93% | 58.64% | 28.50% | N/A | |
26.11% | -9.61% | 11.40% | 62.69% | 27.91% | N/A | |
21.21% | 0.00% | 0.00% | 12.40% | 22.06% | N/A | |
32.25% | -3.01% | 5.57% | 44.62% | 7.53% | N/A | |
46.39% | -2.46% | 20.68% | 49.89% | 9.65% | N/A | |
5.29% | -2.49% | 0.86% | 17.29% | 1.05% | N/A | |
32.04% | 3.56% | 22.94% | 79.78% | 15.52% | N/A | |
-24.70% | -1.31% | -7.15% | -2.98% | 9.64% | N/A | |
8.49% | -4.70% | 15.53% | 6.89% | 19.26% | N/A | |
11.97% | 4.64% | 8.37% | 20.10% | 10.68% | N/A | |
-15.29% | -1.39% | -8.57% | 9.83% | 7.19% | N/A | |
34.61% | 17.40% | 9.76% | 63.55% | 7.38% | 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% | 1.93% | -0.76% | 21.97% | ||
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% | 14.13% | 6.47% | 1.95% | 4.26% | 8.36% | -4.38% | -2.25% | 15.60% | 4.58% | 23.66% |
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.
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 | |
---|---|---|---|---|---|
Apple Inc | 1.27 | 1.92 | 1.24 | 1.73 | 4.11 |
AbbVie Inc. | 2.50 | 3.29 | 1.45 | 3.03 | 9.79 |
Accenture plc | 0.73 | 1.10 | 1.16 | 0.57 | 1.28 |
Adobe Inc | -0.33 | -0.25 | 0.96 | -0.31 | -0.68 |
Albemarle Corporation | -0.32 | -0.09 | 0.99 | -0.25 | -0.67 |
Amazon.com, Inc. | 1.67 | 2.31 | 1.30 | 1.71 | 7.57 |
Broadcom Inc. | 2.21 | 2.80 | 1.36 | 4.00 | 12.29 |
American Express Company | 3.88 | 4.68 | 1.66 | 4.01 | 30.45 |
Bank of America Corporation | 2.71 | 3.89 | 1.47 | 1.50 | 11.45 |
The Bank of New York Mellon Corporation | 4.56 | 5.82 | 1.79 | 3.04 | 46.80 |
Baker Hughes Company | 0.45 | 0.80 | 1.10 | 0.50 | 1.33 |
Boston Scientific Corporation | 3.69 | 4.98 | 1.68 | 8.64 | 37.40 |
Caterpillar Inc. | 2.66 | 3.33 | 1.45 | 3.60 | 9.78 |
Comcast Corporation | 0.34 | 0.63 | 1.08 | 0.20 | 0.62 |
ConocoPhillips Company | -0.23 | -0.18 | 0.98 | -0.23 | -0.42 |
salesforce.com, inc. | 1.32 | 1.69 | 1.30 | 1.37 | 3.41 |
Cisco Systems, Inc. | 0.48 | 0.76 | 1.12 | 0.41 | 1.31 |
Dell Technologies Inc. | 1.61 | 2.41 | 1.32 | 1.84 | 4.28 |
Elevance Health Inc | -0.27 | -0.21 | 0.97 | -0.22 | -0.93 |
Eversource Energy | 1.04 | 1.58 | 1.20 | 0.62 | 3.77 |
1.05 | 1.49 | 1.19 | 1.04 | 2.75 | |
1.37 | 1.90 | 1.26 | 1.62 | 4.12 | |
1.29 | 1.89 | 1.24 | 1.65 | 6.87 | |
4.05 | 4.49 | 1.61 | 5.07 | 26.91 | |
0.40 | 0.70 | 1.09 | 0.29 | 1.53 | |
0.54 | 1.04 | 1.13 | 0.50 | 1.70 | |
4.56 | 5.34 | 1.71 | 13.62 | 39.15 | |
0.74 | 1.17 | 1.14 | 0.62 | 2.21 | |
0.92 | 1.30 | 1.20 | 0.97 | 5.77 | |
1.20 | 2.00 | 1.24 | 1.77 | 4.80 | |
0.41 | 0.73 | 1.10 | 0.33 | 0.61 | |
1.87 | 2.43 | 1.33 | 2.17 | 5.96 | |
0.15 | 0.46 | 1.06 | 0.20 | 0.44 | |
0.40 | 0.60 | 1.11 | 0.40 | 1.03 | |
0.31 | 0.56 | 1.06 | 0.33 | 0.67 | |
2.30 | 3.21 | 1.45 | 4.42 | 13.97 | |
-0.15 | -0.01 | 1.00 | -0.13 | -0.27 | |
0.10 | 0.28 | 1.04 | 0.09 | 0.26 | |
0.93 | 1.30 | 1.17 | 1.18 | 3.01 | |
1.53 | 2.03 | 1.27 | 1.02 | 7.27 | |
1.35 | 2.25 | 1.26 | 1.07 | 4.40 | |
4.14 | 4.04 | 1.53 | 7.90 | 24.93 | |
1.84 | 2.70 | 1.40 | 2.95 | 10.89 | |
2.84 | 4.10 | 1.58 | 6.47 | 18.60 | |
2.21 | 2.95 | 1.37 | 4.69 | 12.66 | |
1.23 | 1.91 | 1.31 | 1.14 | 4.22 | |
2.06 | 2.54 | 1.38 | 3.06 | 11.91 | |
3.01 | 4.88 | 1.60 | 2.15 | 20.89 | |
0.93 | 1.45 | 1.19 | 0.72 | 2.60 | |
2.58 | 3.65 | 1.41 | 2.04 | 8.32 | |
-0.05 | 0.16 | 1.02 | -0.04 | -0.07 | |
0.33 | 0.61 | 1.09 | 0.39 | 1.03 | |
1.41 | 1.86 | 1.27 | 1.80 | 4.58 | |
0.33 | 0.69 | 1.10 | 0.32 | 0.58 | |
2.66 | 3.41 | 1.46 | 2.45 | 11.79 |
Дивиденды
Дивидендный доход
Дивидендная доходность DANA mimic за предыдущие двенадцать месяцев составила 1.50%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DANA mimic | 1.50% | 1.68% | 2.04% | 1.40% | 1.68% | 1.70% | 1.85% | 2.33% | 1.67% | 1.77% | 1.89% | 1.41% |
Активы портфеля: | ||||||||||||
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% |
AbbVie Inc. | 3.05% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Accenture plc | 1.55% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
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% |
Albemarle Corporation | 1.63% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
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% |
Broadcom Inc. | 1.25% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
American Express Company | 0.99% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
Bank of America Corporation | 2.35% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
The Bank of New York Mellon Corporation | 2.36% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% | 1.66% |
Baker Hughes Company | 2.19% | 2.28% | 2.47% | 2.99% | 3.45% | 2.81% | 3.35% | 56.42% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Caterpillar Inc. | 1.43% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
Comcast Corporation | 2.80% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
ConocoPhillips Company | 2.71% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
salesforce.com, inc. | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Cisco Systems, Inc. | 2.86% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
Dell Technologies Inc. | 1.30% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Elevance Health Inc | 1.54% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% | 1.62% |
Eversource Energy | 4.43% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% | 3.47% |
6.04% | 6.38% | 5.37% | 5.90% | 3.63% | 6.30% | 7.88% | 6.69% | 7.50% | 7.77% | 48.78% | 0.00% | |
0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.41% | 1.62% | 1.46% | 1.54% | 1.77% | 1.80% | 2.82% | 2.43% | 1.80% | 1.56% | 0.00% | 0.00% | |
0.46% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% | |
4.41% | 3.80% | 3.48% | 2.88% | 4.34% | 4.07% | 4.07% | 3.57% | 2.56% | 2.06% | 1.83% | 1.69% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.20% | 3.63% | 4.96% | 4.73% | 8.39% | 7.69% | 7.32% | 5.93% | 6.17% | 7.07% | 6.00% | 4.39% | |
3.04% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | |
3.61% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% | 0.00% | |
2.13% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% | 1.56% | |
1.47% | 1.21% | 1.61% | 1.50% | 1.70% | 1.96% | 2.08% | 1.57% | 1.71% | 2.29% | 1.42% | 1.16% | |
0.88% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% | |
2.45% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% | |
0.51% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% | |
2.55% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% | |
0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
2.27% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% | |
3.01% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% | |
0.74% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | |
2.54% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% | |
2.16% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% | |
0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% | |
0.95% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% | |
0.98% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% | |
0.62% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% | |
2.14% | 6.21% | 11.14% | 3.76% | 1.93% | 0.79% | 0.24% | 0.04% | 0.04% | 0.05% | 0.05% | 0.04% | |
1.63% | 2.04% | 2.15% | 2.61% | 2.42% | 1.59% | 1.57% | 1.17% | 1.24% | 1.64% | 1.44% | 1.40% | |
2.02% | 2.76% | 2.14% | 2.33% | 2.64% | 2.09% | 2.84% | 2.27% | 2.55% | 2.84% | 2.19% | 2.06% | |
2.70% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% | |
2.95% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% | 2.34% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.41% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% | |
0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
1.69% | 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 2.18%.
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 |
---|---|---|---|---|---|---|
-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 2.80%, 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 | MRK | NEE | JNJ | MCK | ABBV | PXD | BKR | UNH | COP | ELV | ULTA | MDLZ | IRM | WDAY | PHM | IBKR | META | GLPI | MPC | AMZN | ALB | NVDA | SYY | GPK | DELL | TPR | RGA | CMCSA | CRM | ADBE | ORCL | AVGO | BSX | WFC | AAPL | IPG | RTX | MAR | GOOGL | NSC | MSFT | MCHP | BK | IQV | BAC | CAT | V | CSCO | LECO | ACN | AXP | PH | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
KR | 1.00 | 0.28 | 0.19 | 0.20 | 0.16 | 0.22 | 0.26 | 0.16 | 0.12 | 0.10 | 0.17 | 0.12 | 0.18 | 0.13 | 0.29 | 0.21 | 0.03 | 0.12 | 0.10 | 0.08 | 0.11 | 0.14 | 0.08 | 0.12 | 0.07 | 0.24 | 0.22 | 0.11 | 0.11 | 0.16 | 0.17 | 0.06 | 0.10 | 0.16 | 0.09 | 0.11 | 0.14 | 0.09 | 0.14 | 0.18 | 0.07 | 0.08 | 0.19 | 0.12 | 0.09 | 0.18 | 0.11 | 0.17 | 0.17 | 0.10 | 0.23 | 0.18 | 0.13 | 0.11 | 0.15 |
KMB | 0.28 | 1.00 | 0.45 | 0.33 | 0.38 | 0.40 | 0.25 | 0.29 | 0.03 | 0.06 | 0.25 | 0.04 | 0.24 | 0.12 | 0.55 | 0.29 | 0.09 | 0.22 | 0.06 | 0.09 | 0.25 | 0.06 | 0.07 | 0.06 | 0.05 | 0.28 | 0.25 | 0.09 | 0.09 | 0.17 | 0.24 | 0.10 | 0.14 | 0.24 | 0.10 | 0.27 | 0.13 | 0.15 | 0.19 | 0.19 | 0.11 | 0.11 | 0.24 | 0.19 | 0.09 | 0.15 | 0.18 | 0.13 | 0.14 | 0.22 | 0.25 | 0.20 | 0.26 | 0.18 | 0.18 |
ES | 0.19 | 0.45 | 1.00 | 0.27 | 0.71 | 0.39 | 0.20 | 0.22 | 0.03 | 0.08 | 0.24 | 0.07 | 0.24 | 0.12 | 0.47 | 0.38 | 0.11 | 0.20 | 0.06 | 0.09 | 0.34 | 0.10 | 0.10 | 0.14 | 0.04 | 0.27 | 0.25 | 0.08 | 0.09 | 0.18 | 0.26 | 0.11 | 0.14 | 0.17 | 0.09 | 0.25 | 0.13 | 0.18 | 0.17 | 0.22 | 0.08 | 0.15 | 0.27 | 0.19 | 0.10 | 0.14 | 0.27 | 0.12 | 0.13 | 0.22 | 0.26 | 0.17 | 0.27 | 0.18 | 0.14 |
MRK | 0.20 | 0.33 | 0.27 | 1.00 | 0.24 | 0.51 | 0.37 | 0.43 | 0.15 | 0.16 | 0.36 | 0.19 | 0.36 | 0.14 | 0.37 | 0.20 | 0.14 | 0.14 | 0.18 | 0.14 | 0.24 | 0.19 | 0.12 | 0.10 | 0.08 | 0.23 | 0.25 | 0.17 | 0.13 | 0.24 | 0.25 | 0.17 | 0.18 | 0.25 | 0.12 | 0.35 | 0.19 | 0.19 | 0.19 | 0.26 | 0.14 | 0.20 | 0.24 | 0.24 | 0.11 | 0.24 | 0.30 | 0.21 | 0.23 | 0.30 | 0.29 | 0.24 | 0.28 | 0.23 | 0.22 |
NEE | 0.16 | 0.38 | 0.71 | 0.24 | 1.00 | 0.33 | 0.18 | 0.20 | 0.06 | 0.12 | 0.26 | 0.10 | 0.20 | 0.15 | 0.41 | 0.37 | 0.21 | 0.27 | 0.13 | 0.18 | 0.36 | 0.13 | 0.21 | 0.20 | 0.15 | 0.26 | 0.26 | 0.15 | 0.13 | 0.18 | 0.26 | 0.22 | 0.24 | 0.20 | 0.18 | 0.29 | 0.15 | 0.26 | 0.20 | 0.25 | 0.11 | 0.24 | 0.26 | 0.29 | 0.19 | 0.19 | 0.31 | 0.14 | 0.15 | 0.28 | 0.28 | 0.19 | 0.34 | 0.22 | 0.19 |
JNJ | 0.22 | 0.40 | 0.39 | 0.51 | 0.33 | 1.00 | 0.35 | 0.44 | 0.13 | 0.14 | 0.41 | 0.16 | 0.37 | 0.18 | 0.44 | 0.26 | 0.16 | 0.17 | 0.19 | 0.15 | 0.25 | 0.16 | 0.15 | 0.14 | 0.10 | 0.25 | 0.26 | 0.15 | 0.14 | 0.24 | 0.32 | 0.18 | 0.21 | 0.28 | 0.16 | 0.37 | 0.24 | 0.23 | 0.25 | 0.29 | 0.16 | 0.24 | 0.31 | 0.27 | 0.20 | 0.28 | 0.31 | 0.25 | 0.27 | 0.34 | 0.39 | 0.27 | 0.37 | 0.27 | 0.25 |
MCK | 0.26 | 0.25 | 0.20 | 0.37 | 0.18 | 0.35 | 1.00 | 0.36 | 0.24 | 0.21 | 0.41 | 0.27 | 0.43 | 0.21 | 0.34 | 0.23 | 0.14 | 0.21 | 0.22 | 0.17 | 0.23 | 0.29 | 0.15 | 0.20 | 0.15 | 0.29 | 0.27 | 0.25 | 0.19 | 0.32 | 0.27 | 0.17 | 0.18 | 0.27 | 0.20 | 0.35 | 0.26 | 0.22 | 0.26 | 0.33 | 0.22 | 0.22 | 0.30 | 0.24 | 0.18 | 0.30 | 0.27 | 0.29 | 0.28 | 0.29 | 0.32 | 0.29 | 0.30 | 0.29 | 0.32 |
ABBV | 0.16 | 0.29 | 0.22 | 0.43 | 0.20 | 0.44 | 0.36 | 1.00 | 0.23 | 0.20 | 0.38 | 0.23 | 0.37 | 0.18 | 0.33 | 0.22 | 0.20 | 0.17 | 0.21 | 0.19 | 0.24 | 0.27 | 0.18 | 0.15 | 0.18 | 0.25 | 0.24 | 0.20 | 0.19 | 0.26 | 0.28 | 0.24 | 0.24 | 0.25 | 0.21 | 0.37 | 0.27 | 0.24 | 0.26 | 0.30 | 0.21 | 0.27 | 0.29 | 0.27 | 0.23 | 0.28 | 0.35 | 0.26 | 0.29 | 0.33 | 0.35 | 0.26 | 0.32 | 0.26 | 0.30 |
PXD | 0.12 | 0.03 | 0.03 | 0.15 | 0.06 | 0.13 | 0.24 | 0.23 | 1.00 | 0.58 | 0.21 | 0.75 | 0.25 | 0.24 | 0.12 | 0.23 | 0.12 | 0.20 | 0.31 | 0.19 | 0.23 | 0.60 | 0.17 | 0.34 | 0.21 | 0.28 | 0.28 | 0.28 | 0.35 | 0.36 | 0.25 | 0.16 | 0.17 | 0.22 | 0.25 | 0.22 | 0.39 | 0.23 | 0.34 | 0.42 | 0.35 | 0.23 | 0.36 | 0.18 | 0.27 | 0.39 | 0.25 | 0.44 | 0.47 | 0.25 | 0.30 | 0.36 | 0.24 | 0.39 | 0.41 |
BKR | 0.10 | 0.06 | 0.08 | 0.16 | 0.12 | 0.14 | 0.21 | 0.20 | 0.58 | 1.00 | 0.20 | 0.63 | 0.22 | 0.27 | 0.14 | 0.25 | 0.15 | 0.23 | 0.31 | 0.17 | 0.25 | 0.56 | 0.16 | 0.36 | 0.19 | 0.30 | 0.30 | 0.30 | 0.35 | 0.38 | 0.26 | 0.18 | 0.15 | 0.24 | 0.25 | 0.22 | 0.39 | 0.22 | 0.35 | 0.40 | 0.35 | 0.23 | 0.36 | 0.18 | 0.32 | 0.40 | 0.28 | 0.44 | 0.48 | 0.24 | 0.31 | 0.39 | 0.27 | 0.40 | 0.44 |
UNH | 0.17 | 0.25 | 0.24 | 0.36 | 0.26 | 0.41 | 0.41 | 0.38 | 0.21 | 0.20 | 1.00 | 0.24 | 0.74 | 0.24 | 0.33 | 0.22 | 0.20 | 0.20 | 0.25 | 0.19 | 0.25 | 0.24 | 0.20 | 0.16 | 0.20 | 0.29 | 0.28 | 0.21 | 0.20 | 0.28 | 0.27 | 0.23 | 0.27 | 0.29 | 0.23 | 0.40 | 0.28 | 0.31 | 0.28 | 0.32 | 0.25 | 0.29 | 0.34 | 0.33 | 0.23 | 0.32 | 0.37 | 0.30 | 0.29 | 0.36 | 0.37 | 0.32 | 0.36 | 0.33 | 0.32 |
COP | 0.12 | 0.04 | 0.07 | 0.19 | 0.10 | 0.16 | 0.27 | 0.23 | 0.75 | 0.63 | 0.24 | 1.00 | 0.27 | 0.23 | 0.14 | 0.24 | 0.14 | 0.21 | 0.30 | 0.17 | 0.22 | 0.65 | 0.15 | 0.35 | 0.19 | 0.31 | 0.30 | 0.30 | 0.32 | 0.37 | 0.27 | 0.19 | 0.18 | 0.23 | 0.25 | 0.23 | 0.42 | 0.21 | 0.35 | 0.43 | 0.36 | 0.24 | 0.40 | 0.19 | 0.29 | 0.41 | 0.27 | 0.47 | 0.53 | 0.28 | 0.32 | 0.38 | 0.26 | 0.42 | 0.45 |
ELV | 0.18 | 0.24 | 0.24 | 0.36 | 0.20 | 0.37 | 0.43 | 0.37 | 0.25 | 0.22 | 0.74 | 0.27 | 1.00 | 0.26 | 0.32 | 0.24 | 0.17 | 0.21 | 0.26 | 0.18 | 0.26 | 0.29 | 0.18 | 0.21 | 0.17 | 0.32 | 0.31 | 0.24 | 0.23 | 0.34 | 0.30 | 0.21 | 0.24 | 0.31 | 0.20 | 0.39 | 0.31 | 0.25 | 0.31 | 0.36 | 0.28 | 0.25 | 0.34 | 0.28 | 0.21 | 0.35 | 0.37 | 0.34 | 0.32 | 0.33 | 0.35 | 0.33 | 0.32 | 0.36 | 0.33 |
ULTA | 0.13 | 0.12 | 0.12 | 0.14 | 0.15 | 0.18 | 0.21 | 0.18 | 0.24 | 0.27 | 0.24 | 0.23 | 0.26 | 1.00 | 0.21 | 0.25 | 0.28 | 0.35 | 0.29 | 0.25 | 0.31 | 0.29 | 0.27 | 0.35 | 0.28 | 0.39 | 0.34 | 0.32 | 0.47 | 0.31 | 0.31 | 0.27 | 0.26 | 0.26 | 0.29 | 0.31 | 0.32 | 0.27 | 0.40 | 0.35 | 0.41 | 0.29 | 0.36 | 0.28 | 0.36 | 0.34 | 0.36 | 0.37 | 0.34 | 0.33 | 0.32 | 0.37 | 0.35 | 0.40 | 0.41 |
MDLZ | 0.29 | 0.55 | 0.47 | 0.37 | 0.41 | 0.44 | 0.34 | 0.33 | 0.12 | 0.14 | 0.33 | 0.14 | 0.32 | 0.21 | 1.00 | 0.36 | 0.22 | 0.29 | 0.15 | 0.22 | 0.34 | 0.16 | 0.22 | 0.20 | 0.16 | 0.40 | 0.32 | 0.19 | 0.19 | 0.27 | 0.40 | 0.26 | 0.27 | 0.30 | 0.23 | 0.37 | 0.25 | 0.31 | 0.28 | 0.34 | 0.24 | 0.29 | 0.34 | 0.33 | 0.24 | 0.28 | 0.33 | 0.26 | 0.25 | 0.38 | 0.38 | 0.30 | 0.39 | 0.31 | 0.30 |
IRM | 0.21 | 0.29 | 0.38 | 0.20 | 0.37 | 0.26 | 0.23 | 0.22 | 0.23 | 0.25 | 0.22 | 0.24 | 0.24 | 0.25 | 0.36 | 1.00 | 0.22 | 0.38 | 0.20 | 0.26 | 0.49 | 0.26 | 0.23 | 0.32 | 0.23 | 0.33 | 0.33 | 0.28 | 0.33 | 0.30 | 0.32 | 0.25 | 0.25 | 0.32 | 0.31 | 0.32 | 0.30 | 0.30 | 0.38 | 0.35 | 0.32 | 0.26 | 0.36 | 0.29 | 0.31 | 0.33 | 0.36 | 0.32 | 0.36 | 0.30 | 0.34 | 0.40 | 0.42 | 0.38 | 0.38 |
WDAY | 0.03 | 0.09 | 0.11 | 0.14 | 0.21 | 0.16 | 0.14 | 0.20 | 0.12 | 0.15 | 0.20 | 0.14 | 0.17 | 0.28 | 0.22 | 0.22 | 1.00 | 0.31 | 0.30 | 0.49 | 0.30 | 0.19 | 0.53 | 0.28 | 0.50 | 0.23 | 0.20 | 0.34 | 0.27 | 0.18 | 0.31 | 0.68 | 0.66 | 0.41 | 0.44 | 0.37 | 0.19 | 0.48 | 0.25 | 0.25 | 0.34 | 0.51 | 0.29 | 0.59 | 0.47 | 0.24 | 0.47 | 0.23 | 0.24 | 0.48 | 0.43 | 0.30 | 0.52 | 0.33 | 0.31 |
PHM | 0.12 | 0.22 | 0.20 | 0.14 | 0.27 | 0.17 | 0.21 | 0.17 | 0.20 | 0.23 | 0.20 | 0.21 | 0.21 | 0.35 | 0.29 | 0.38 | 0.31 | 1.00 | 0.25 | 0.32 | 0.37 | 0.28 | 0.31 | 0.33 | 0.32 | 0.35 | 0.39 | 0.33 | 0.43 | 0.31 | 0.37 | 0.33 | 0.32 | 0.32 | 0.33 | 0.31 | 0.29 | 0.33 | 0.39 | 0.34 | 0.38 | 0.32 | 0.36 | 0.33 | 0.40 | 0.35 | 0.38 | 0.31 | 0.36 | 0.33 | 0.32 | 0.43 | 0.40 | 0.39 | 0.43 |
IBKR | 0.10 | 0.06 | 0.06 | 0.18 | 0.13 | 0.19 | 0.22 | 0.21 | 0.31 | 0.31 | 0.25 | 0.30 | 0.26 | 0.29 | 0.15 | 0.20 | 0.30 | 0.25 | 1.00 | 0.32 | 0.26 | 0.35 | 0.31 | 0.35 | 0.34 | 0.30 | 0.32 | 0.36 | 0.38 | 0.42 | 0.29 | 0.34 | 0.32 | 0.34 | 0.31 | 0.34 | 0.46 | 0.33 | 0.38 | 0.36 | 0.42 | 0.35 | 0.34 | 0.34 | 0.39 | 0.49 | 0.35 | 0.49 | 0.42 | 0.39 | 0.37 | 0.42 | 0.39 | 0.48 | 0.45 |
META | 0.08 | 0.09 | 0.09 | 0.14 | 0.18 | 0.15 | 0.17 | 0.19 | 0.19 | 0.17 | 0.19 | 0.17 | 0.18 | 0.25 | 0.22 | 0.26 | 0.49 | 0.32 | 0.32 | 1.00 | 0.29 | 0.21 | 0.61 | 0.32 | 0.55 | 0.20 | 0.20 | 0.37 | 0.28 | 0.22 | 0.35 | 0.53 | 0.60 | 0.42 | 0.50 | 0.36 | 0.24 | 0.54 | 0.28 | 0.23 | 0.35 | 0.67 | 0.27 | 0.61 | 0.46 | 0.30 | 0.40 | 0.30 | 0.29 | 0.47 | 0.40 | 0.33 | 0.45 | 0.36 | 0.35 |
GLPI | 0.11 | 0.25 | 0.34 | 0.24 | 0.36 | 0.25 | 0.23 | 0.24 | 0.23 | 0.25 | 0.25 | 0.22 | 0.26 | 0.31 | 0.34 | 0.49 | 0.30 | 0.37 | 0.26 | 0.29 | 1.00 | 0.28 | 0.25 | 0.33 | 0.25 | 0.41 | 0.36 | 0.30 | 0.34 | 0.33 | 0.35 | 0.32 | 0.32 | 0.31 | 0.30 | 0.36 | 0.31 | 0.32 | 0.38 | 0.37 | 0.37 | 0.30 | 0.38 | 0.32 | 0.34 | 0.33 | 0.39 | 0.32 | 0.34 | 0.39 | 0.38 | 0.38 | 0.40 | 0.41 | 0.39 |
MPC | 0.14 | 0.06 | 0.10 | 0.19 | 0.13 | 0.16 | 0.29 | 0.27 | 0.60 | 0.56 | 0.24 | 0.65 | 0.29 | 0.29 | 0.16 | 0.26 | 0.19 | 0.28 | 0.35 | 0.21 | 0.28 | 1.00 | 0.20 | 0.38 | 0.26 | 0.35 | 0.36 | 0.36 | 0.38 | 0.42 | 0.30 | 0.25 | 0.20 | 0.27 | 0.27 | 0.27 | 0.46 | 0.24 | 0.39 | 0.45 | 0.40 | 0.27 | 0.40 | 0.22 | 0.34 | 0.46 | 0.32 | 0.49 | 0.53 | 0.31 | 0.34 | 0.42 | 0.29 | 0.45 | 0.49 |
AMZN | 0.08 | 0.07 | 0.10 | 0.12 | 0.21 | 0.15 | 0.15 | 0.18 | 0.17 | 0.16 | 0.20 | 0.15 | 0.18 | 0.27 | 0.22 | 0.23 | 0.53 | 0.31 | 0.31 | 0.61 | 0.25 | 0.20 | 1.00 | 0.33 | 0.59 | 0.21 | 0.20 | 0.40 | 0.27 | 0.17 | 0.32 | 0.60 | 0.64 | 0.44 | 0.50 | 0.34 | 0.22 | 0.61 | 0.25 | 0.23 | 0.35 | 0.68 | 0.26 | 0.69 | 0.48 | 0.27 | 0.42 | 0.27 | 0.29 | 0.47 | 0.44 | 0.31 | 0.48 | 0.36 | 0.34 |
ALB | 0.12 | 0.06 | 0.14 | 0.10 | 0.20 | 0.14 | 0.20 | 0.15 | 0.34 | 0.36 | 0.16 | 0.35 | 0.21 | 0.35 | 0.20 | 0.32 | 0.28 | 0.33 | 0.35 | 0.32 | 0.33 | 0.38 | 0.33 | 1.00 | 0.39 | 0.30 | 0.38 | 0.35 | 0.44 | 0.35 | 0.29 | 0.32 | 0.32 | 0.31 | 0.39 | 0.28 | 0.38 | 0.37 | 0.39 | 0.37 | 0.41 | 0.34 | 0.40 | 0.32 | 0.49 | 0.41 | 0.40 | 0.43 | 0.50 | 0.33 | 0.36 | 0.50 | 0.39 | 0.45 | 0.52 |
NVDA | 0.07 | 0.05 | 0.04 | 0.08 | 0.15 | 0.10 | 0.15 | 0.18 | 0.21 | 0.19 | 0.20 | 0.19 | 0.17 | 0.28 | 0.16 | 0.23 | 0.50 | 0.32 | 0.34 | 0.55 | 0.25 | 0.26 | 0.59 | 0.39 | 1.00 | 0.18 | 0.21 | 0.47 | 0.33 | 0.21 | 0.28 | 0.56 | 0.62 | 0.44 | 0.65 | 0.33 | 0.26 | 0.57 | 0.26 | 0.24 | 0.36 | 0.57 | 0.29 | 0.63 | 0.63 | 0.32 | 0.42 | 0.30 | 0.35 | 0.45 | 0.44 | 0.37 | 0.49 | 0.37 | 0.41 |
SYY | 0.24 | 0.28 | 0.27 | 0.23 | 0.26 | 0.25 | 0.29 | 0.25 | 0.28 | 0.30 | 0.29 | 0.31 | 0.32 | 0.39 | 0.40 | 0.33 | 0.23 | 0.35 | 0.30 | 0.20 | 0.41 | 0.35 | 0.21 | 0.30 | 0.18 | 1.00 | 0.39 | 0.30 | 0.39 | 0.42 | 0.36 | 0.23 | 0.21 | 0.30 | 0.22 | 0.37 | 0.42 | 0.27 | 0.44 | 0.46 | 0.45 | 0.27 | 0.40 | 0.26 | 0.32 | 0.41 | 0.33 | 0.43 | 0.39 | 0.40 | 0.34 | 0.41 | 0.37 | 0.49 | 0.44 |
GPK | 0.22 | 0.25 | 0.25 | 0.25 | 0.26 | 0.26 | 0.27 | 0.24 | 0.28 | 0.30 | 0.28 | 0.30 | 0.31 | 0.34 | 0.32 | 0.33 | 0.20 | 0.39 | 0.32 | 0.20 | 0.36 | 0.36 | 0.20 | 0.38 | 0.21 | 0.39 | 1.00 | 0.29 | 0.41 | 0.44 | 0.36 | 0.22 | 0.21 | 0.32 | 0.28 | 0.34 | 0.42 | 0.26 | 0.44 | 0.44 | 0.37 | 0.25 | 0.46 | 0.24 | 0.35 | 0.46 | 0.36 | 0.46 | 0.48 | 0.33 | 0.37 | 0.52 | 0.36 | 0.43 | 0.50 |
DELL | 0.11 | 0.09 | 0.08 | 0.17 | 0.15 | 0.15 | 0.25 | 0.20 | 0.28 | 0.30 | 0.21 | 0.30 | 0.24 | 0.32 | 0.19 | 0.28 | 0.34 | 0.33 | 0.36 | 0.37 | 0.30 | 0.36 | 0.40 | 0.35 | 0.47 | 0.30 | 0.29 | 1.00 | 0.37 | 0.34 | 0.31 | 0.41 | 0.42 | 0.42 | 0.48 | 0.33 | 0.35 | 0.40 | 0.36 | 0.36 | 0.41 | 0.40 | 0.34 | 0.45 | 0.49 | 0.38 | 0.39 | 0.38 | 0.41 | 0.40 | 0.47 | 0.42 | 0.44 | 0.44 | 0.48 |
TPR | 0.11 | 0.09 | 0.09 | 0.13 | 0.13 | 0.14 | 0.19 | 0.19 | 0.35 | 0.35 | 0.20 | 0.32 | 0.23 | 0.47 | 0.19 | 0.33 | 0.27 | 0.43 | 0.38 | 0.28 | 0.34 | 0.38 | 0.27 | 0.44 | 0.33 | 0.39 | 0.41 | 0.37 | 1.00 | 0.39 | 0.35 | 0.30 | 0.27 | 0.33 | 0.35 | 0.32 | 0.47 | 0.31 | 0.50 | 0.42 | 0.49 | 0.31 | 0.44 | 0.28 | 0.44 | 0.47 | 0.36 | 0.50 | 0.48 | 0.35 | 0.37 | 0.49 | 0.37 | 0.49 | 0.53 |
RGA | 0.16 | 0.17 | 0.18 | 0.24 | 0.18 | 0.24 | 0.32 | 0.26 | 0.36 | 0.38 | 0.28 | 0.37 | 0.34 | 0.31 | 0.27 | 0.30 | 0.18 | 0.31 | 0.42 | 0.22 | 0.33 | 0.42 | 0.17 | 0.35 | 0.21 | 0.42 | 0.44 | 0.34 | 0.39 | 1.00 | 0.35 | 0.23 | 0.19 | 0.30 | 0.28 | 0.35 | 0.57 | 0.24 | 0.46 | 0.47 | 0.44 | 0.25 | 0.40 | 0.23 | 0.33 | 0.57 | 0.34 | 0.58 | 0.48 | 0.36 | 0.35 | 0.48 | 0.35 | 0.54 | 0.48 |
CMCSA | 0.17 | 0.24 | 0.26 | 0.25 | 0.26 | 0.32 | 0.27 | 0.28 | 0.25 | 0.26 | 0.27 | 0.27 | 0.30 | 0.31 | 0.40 | 0.32 | 0.31 | 0.37 | 0.29 | 0.35 | 0.35 | 0.30 | 0.32 | 0.29 | 0.28 | 0.36 | 0.36 | 0.31 | 0.35 | 0.35 | 1.00 | 0.35 | 0.35 | 0.33 | 0.33 | 0.36 | 0.39 | 0.36 | 0.50 | 0.36 | 0.38 | 0.38 | 0.39 | 0.37 | 0.38 | 0.39 | 0.38 | 0.41 | 0.39 | 0.40 | 0.46 | 0.39 | 0.43 | 0.44 | 0.39 |
CRM | 0.06 | 0.10 | 0.11 | 0.17 | 0.22 | 0.18 | 0.17 | 0.24 | 0.16 | 0.18 | 0.23 | 0.19 | 0.21 | 0.27 | 0.26 | 0.25 | 0.68 | 0.33 | 0.34 | 0.53 | 0.32 | 0.25 | 0.60 | 0.32 | 0.56 | 0.23 | 0.22 | 0.41 | 0.30 | 0.23 | 0.35 | 1.00 | 0.71 | 0.47 | 0.49 | 0.41 | 0.25 | 0.52 | 0.27 | 0.26 | 0.34 | 0.57 | 0.31 | 0.65 | 0.49 | 0.30 | 0.49 | 0.28 | 0.29 | 0.53 | 0.47 | 0.34 | 0.56 | 0.39 | 0.37 |
ADBE | 0.10 | 0.14 | 0.14 | 0.18 | 0.24 | 0.21 | 0.18 | 0.24 | 0.17 | 0.15 | 0.27 | 0.18 | 0.24 | 0.26 | 0.27 | 0.25 | 0.66 | 0.32 | 0.32 | 0.60 | 0.32 | 0.20 | 0.64 | 0.32 | 0.62 | 0.21 | 0.21 | 0.42 | 0.27 | 0.19 | 0.35 | 0.71 | 1.00 | 0.51 | 0.55 | 0.41 | 0.20 | 0.59 | 0.26 | 0.27 | 0.34 | 0.64 | 0.33 | 0.74 | 0.53 | 0.28 | 0.51 | 0.25 | 0.28 | 0.58 | 0.51 | 0.32 | 0.61 | 0.37 | 0.36 |
ORCL | 0.16 | 0.24 | 0.17 | 0.25 | 0.20 | 0.28 | 0.27 | 0.25 | 0.22 | 0.24 | 0.29 | 0.23 | 0.31 | 0.26 | 0.30 | 0.32 | 0.41 | 0.32 | 0.34 | 0.42 | 0.31 | 0.27 | 0.44 | 0.31 | 0.44 | 0.30 | 0.32 | 0.42 | 0.33 | 0.30 | 0.33 | 0.47 | 0.51 | 1.00 | 0.46 | 0.40 | 0.32 | 0.46 | 0.36 | 0.34 | 0.37 | 0.47 | 0.39 | 0.56 | 0.42 | 0.38 | 0.43 | 0.36 | 0.38 | 0.47 | 0.49 | 0.41 | 0.52 | 0.41 | 0.42 |
AVGO | 0.09 | 0.10 | 0.09 | 0.12 | 0.18 | 0.16 | 0.20 | 0.21 | 0.25 | 0.25 | 0.23 | 0.25 | 0.20 | 0.29 | 0.23 | 0.31 | 0.44 | 0.33 | 0.31 | 0.50 | 0.30 | 0.27 | 0.50 | 0.39 | 0.65 | 0.22 | 0.28 | 0.48 | 0.35 | 0.28 | 0.33 | 0.49 | 0.55 | 0.46 | 1.00 | 0.36 | 0.30 | 0.57 | 0.33 | 0.31 | 0.42 | 0.50 | 0.38 | 0.58 | 0.69 | 0.36 | 0.44 | 0.35 | 0.42 | 0.44 | 0.50 | 0.43 | 0.51 | 0.42 | 0.47 |
BSX | 0.11 | 0.27 | 0.25 | 0.35 | 0.29 | 0.37 | 0.35 | 0.37 | 0.22 | 0.22 | 0.40 | 0.23 | 0.39 | 0.31 | 0.37 | 0.32 | 0.37 | 0.31 | 0.34 | 0.36 | 0.36 | 0.27 | 0.34 | 0.28 | 0.33 | 0.37 | 0.34 | 0.33 | 0.32 | 0.35 | 0.36 | 0.41 | 0.41 | 0.40 | 0.36 | 1.00 | 0.31 | 0.38 | 0.35 | 0.39 | 0.40 | 0.42 | 0.39 | 0.45 | 0.38 | 0.37 | 0.49 | 0.34 | 0.38 | 0.50 | 0.42 | 0.39 | 0.50 | 0.46 | 0.42 |
WFC | 0.14 | 0.13 | 0.13 | 0.19 | 0.15 | 0.24 | 0.26 | 0.27 | 0.39 | 0.39 | 0.28 | 0.42 | 0.31 | 0.32 | 0.25 | 0.30 | 0.19 | 0.29 | 0.46 | 0.24 | 0.31 | 0.46 | 0.22 | 0.38 | 0.26 | 0.42 | 0.42 | 0.35 | 0.47 | 0.57 | 0.39 | 0.25 | 0.20 | 0.32 | 0.30 | 0.31 | 1.00 | 0.28 | 0.51 | 0.47 | 0.47 | 0.30 | 0.44 | 0.28 | 0.39 | 0.68 | 0.36 | 0.80 | 0.50 | 0.37 | 0.37 | 0.49 | 0.38 | 0.65 | 0.53 |
AAPL | 0.09 | 0.15 | 0.18 | 0.19 | 0.26 | 0.23 | 0.22 | 0.24 | 0.23 | 0.22 | 0.31 | 0.21 | 0.25 | 0.27 | 0.31 | 0.30 | 0.48 | 0.33 | 0.33 | 0.54 | 0.32 | 0.24 | 0.61 | 0.37 | 0.57 | 0.27 | 0.26 | 0.40 | 0.31 | 0.24 | 0.36 | 0.52 | 0.59 | 0.46 | 0.57 | 0.38 | 0.28 | 1.00 | 0.30 | 0.31 | 0.37 | 0.63 | 0.37 | 0.67 | 0.53 | 0.29 | 0.46 | 0.32 | 0.34 | 0.51 | 0.51 | 0.38 | 0.52 | 0.40 | 0.42 |
IPG | 0.14 | 0.19 | 0.17 | 0.19 | 0.20 | 0.25 | 0.26 | 0.26 | 0.34 | 0.35 | 0.28 | 0.35 | 0.31 | 0.40 | 0.28 | 0.38 | 0.25 | 0.39 | 0.38 | 0.28 | 0.38 | 0.39 | 0.25 | 0.39 | 0.26 | 0.44 | 0.44 | 0.36 | 0.50 | 0.46 | 0.50 | 0.27 | 0.26 | 0.36 | 0.33 | 0.35 | 0.51 | 0.30 | 1.00 | 0.46 | 0.49 | 0.33 | 0.45 | 0.29 | 0.43 | 0.52 | 0.40 | 0.54 | 0.49 | 0.39 | 0.44 | 0.51 | 0.44 | 0.56 | 0.52 |
RTX | 0.18 | 0.19 | 0.22 | 0.26 | 0.25 | 0.29 | 0.33 | 0.30 | 0.42 | 0.40 | 0.32 | 0.43 | 0.36 | 0.35 | 0.34 | 0.35 | 0.25 | 0.34 | 0.36 | 0.23 | 0.37 | 0.45 | 0.23 | 0.37 | 0.24 | 0.46 | 0.44 | 0.36 | 0.42 | 0.47 | 0.36 | 0.26 | 0.27 | 0.34 | 0.31 | 0.39 | 0.47 | 0.31 | 0.46 | 1.00 | 0.44 | 0.32 | 0.48 | 0.30 | 0.36 | 0.49 | 0.34 | 0.49 | 0.55 | 0.42 | 0.40 | 0.50 | 0.41 | 0.54 | 0.54 |
MAR | 0.07 | 0.11 | 0.08 | 0.14 | 0.11 | 0.16 | 0.22 | 0.21 | 0.35 | 0.35 | 0.25 | 0.36 | 0.28 | 0.41 | 0.24 | 0.32 | 0.34 | 0.38 | 0.42 | 0.35 | 0.37 | 0.40 | 0.35 | 0.41 | 0.36 | 0.45 | 0.37 | 0.41 | 0.49 | 0.44 | 0.38 | 0.34 | 0.34 | 0.37 | 0.42 | 0.40 | 0.47 | 0.37 | 0.49 | 0.44 | 1.00 | 0.40 | 0.43 | 0.38 | 0.49 | 0.46 | 0.41 | 0.50 | 0.52 | 0.46 | 0.41 | 0.50 | 0.43 | 0.57 | 0.55 |
GOOGL | 0.08 | 0.11 | 0.15 | 0.20 | 0.24 | 0.24 | 0.22 | 0.27 | 0.23 | 0.23 | 0.29 | 0.24 | 0.25 | 0.29 | 0.29 | 0.26 | 0.51 | 0.32 | 0.35 | 0.67 | 0.30 | 0.27 | 0.68 | 0.34 | 0.57 | 0.27 | 0.25 | 0.40 | 0.31 | 0.25 | 0.38 | 0.57 | 0.64 | 0.47 | 0.50 | 0.42 | 0.30 | 0.63 | 0.33 | 0.32 | 0.40 | 1.00 | 0.34 | 0.73 | 0.51 | 0.34 | 0.47 | 0.35 | 0.35 | 0.55 | 0.50 | 0.37 | 0.55 | 0.43 | 0.40 |
NSC | 0.19 | 0.24 | 0.27 | 0.24 | 0.26 | 0.31 | 0.30 | 0.29 | 0.36 | 0.36 | 0.34 | 0.40 | 0.34 | 0.36 | 0.34 | 0.36 | 0.29 | 0.36 | 0.34 | 0.27 | 0.38 | 0.40 | 0.26 | 0.40 | 0.29 | 0.40 | 0.46 | 0.34 | 0.44 | 0.40 | 0.39 | 0.31 | 0.33 | 0.39 | 0.38 | 0.39 | 0.44 | 0.37 | 0.45 | 0.48 | 0.43 | 0.34 | 1.00 | 0.36 | 0.43 | 0.49 | 0.44 | 0.51 | 0.57 | 0.44 | 0.46 | 0.56 | 0.50 | 0.51 | 0.60 |
MSFT | 0.12 | 0.19 | 0.19 | 0.24 | 0.29 | 0.27 | 0.24 | 0.27 | 0.18 | 0.18 | 0.33 | 0.19 | 0.28 | 0.28 | 0.33 | 0.29 | 0.59 | 0.33 | 0.34 | 0.61 | 0.32 | 0.22 | 0.69 | 0.32 | 0.63 | 0.26 | 0.24 | 0.45 | 0.28 | 0.23 | 0.37 | 0.65 | 0.74 | 0.56 | 0.58 | 0.45 | 0.28 | 0.67 | 0.29 | 0.30 | 0.38 | 0.73 | 0.36 | 1.00 | 0.54 | 0.31 | 0.52 | 0.31 | 0.32 | 0.59 | 0.54 | 0.37 | 0.63 | 0.42 | 0.42 |
MCHP | 0.09 | 0.09 | 0.10 | 0.11 | 0.19 | 0.20 | 0.18 | 0.23 | 0.27 | 0.32 | 0.23 | 0.29 | 0.21 | 0.36 | 0.24 | 0.31 | 0.47 | 0.40 | 0.39 | 0.46 | 0.34 | 0.34 | 0.48 | 0.49 | 0.63 | 0.32 | 0.35 | 0.49 | 0.44 | 0.33 | 0.38 | 0.49 | 0.53 | 0.42 | 0.69 | 0.38 | 0.39 | 0.53 | 0.43 | 0.36 | 0.49 | 0.51 | 0.43 | 0.54 | 1.00 | 0.43 | 0.50 | 0.44 | 0.48 | 0.47 | 0.51 | 0.51 | 0.54 | 0.48 | 0.55 |
BK | 0.18 | 0.15 | 0.14 | 0.24 | 0.19 | 0.28 | 0.30 | 0.28 | 0.39 | 0.40 | 0.32 | 0.41 | 0.35 | 0.34 | 0.28 | 0.33 | 0.24 | 0.35 | 0.49 | 0.30 | 0.33 | 0.46 | 0.27 | 0.41 | 0.32 | 0.41 | 0.46 | 0.38 | 0.47 | 0.57 | 0.39 | 0.30 | 0.28 | 0.38 | 0.36 | 0.37 | 0.68 | 0.29 | 0.52 | 0.49 | 0.46 | 0.34 | 0.49 | 0.31 | 0.43 | 1.00 | 0.39 | 0.76 | 0.57 | 0.41 | 0.43 | 0.55 | 0.44 | 0.63 | 0.58 |
IQV | 0.11 | 0.18 | 0.27 | 0.30 | 0.31 | 0.31 | 0.27 | 0.35 | 0.25 | 0.28 | 0.37 | 0.27 | 0.37 | 0.36 | 0.33 | 0.36 | 0.47 | 0.38 | 0.35 | 0.40 | 0.39 | 0.32 | 0.42 | 0.40 | 0.42 | 0.33 | 0.36 | 0.39 | 0.36 | 0.34 | 0.38 | 0.49 | 0.51 | 0.43 | 0.44 | 0.49 | 0.36 | 0.46 | 0.40 | 0.34 | 0.41 | 0.47 | 0.44 | 0.52 | 0.50 | 0.39 | 1.00 | 0.40 | 0.41 | 0.53 | 0.48 | 0.50 | 0.59 | 0.48 | 0.48 |
BAC | 0.17 | 0.13 | 0.12 | 0.21 | 0.14 | 0.25 | 0.29 | 0.26 | 0.44 | 0.44 | 0.30 | 0.47 | 0.34 | 0.37 | 0.26 | 0.32 | 0.23 | 0.31 | 0.49 | 0.30 | 0.32 | 0.49 | 0.27 | 0.43 | 0.30 | 0.43 | 0.46 | 0.38 | 0.50 | 0.58 | 0.41 | 0.28 | 0.25 | 0.36 | 0.35 | 0.34 | 0.80 | 0.32 | 0.54 | 0.49 | 0.50 | 0.35 | 0.51 | 0.31 | 0.44 | 0.76 | 0.40 | 1.00 | 0.58 | 0.42 | 0.44 | 0.55 | 0.41 | 0.69 | 0.60 |
CAT | 0.17 | 0.14 | 0.13 | 0.23 | 0.15 | 0.27 | 0.28 | 0.29 | 0.47 | 0.48 | 0.29 | 0.53 | 0.32 | 0.34 | 0.25 | 0.36 | 0.24 | 0.36 | 0.42 | 0.29 | 0.34 | 0.53 | 0.29 | 0.50 | 0.35 | 0.39 | 0.48 | 0.41 | 0.48 | 0.48 | 0.39 | 0.29 | 0.28 | 0.38 | 0.42 | 0.38 | 0.50 | 0.34 | 0.49 | 0.55 | 0.52 | 0.35 | 0.57 | 0.32 | 0.48 | 0.57 | 0.41 | 0.58 | 1.00 | 0.43 | 0.46 | 0.68 | 0.44 | 0.58 | 0.72 |
V | 0.10 | 0.22 | 0.22 | 0.30 | 0.28 | 0.34 | 0.29 | 0.33 | 0.25 | 0.24 | 0.36 | 0.28 | 0.33 | 0.33 | 0.38 | 0.30 | 0.48 | 0.33 | 0.39 | 0.47 | 0.39 | 0.31 | 0.47 | 0.33 | 0.45 | 0.40 | 0.33 | 0.40 | 0.35 | 0.36 | 0.40 | 0.53 | 0.58 | 0.47 | 0.44 | 0.50 | 0.37 | 0.51 | 0.39 | 0.42 | 0.46 | 0.55 | 0.44 | 0.59 | 0.47 | 0.41 | 0.53 | 0.42 | 0.43 | 1.00 | 0.51 | 0.44 | 0.61 | 0.57 | 0.48 |
CSCO | 0.23 | 0.25 | 0.26 | 0.29 | 0.28 | 0.39 | 0.32 | 0.35 | 0.30 | 0.31 | 0.37 | 0.32 | 0.35 | 0.32 | 0.38 | 0.34 | 0.43 | 0.32 | 0.37 | 0.40 | 0.38 | 0.34 | 0.44 | 0.36 | 0.44 | 0.34 | 0.37 | 0.47 | 0.37 | 0.35 | 0.46 | 0.47 | 0.51 | 0.49 | 0.50 | 0.42 | 0.37 | 0.51 | 0.44 | 0.40 | 0.41 | 0.50 | 0.46 | 0.54 | 0.51 | 0.43 | 0.48 | 0.44 | 0.46 | 0.51 | 1.00 | 0.48 | 0.58 | 0.46 | 0.49 |
LECO | 0.18 | 0.20 | 0.17 | 0.24 | 0.19 | 0.27 | 0.29 | 0.26 | 0.36 | 0.39 | 0.32 | 0.38 | 0.33 | 0.37 | 0.30 | 0.40 | 0.30 | 0.43 | 0.42 | 0.33 | 0.38 | 0.42 | 0.31 | 0.50 | 0.37 | 0.41 | 0.52 | 0.42 | 0.49 | 0.48 | 0.39 | 0.34 | 0.32 | 0.41 | 0.43 | 0.39 | 0.49 | 0.38 | 0.51 | 0.50 | 0.50 | 0.37 | 0.56 | 0.37 | 0.51 | 0.55 | 0.50 | 0.55 | 0.68 | 0.44 | 0.48 | 1.00 | 0.50 | 0.57 | 0.73 |
ACN | 0.13 | 0.26 | 0.27 | 0.28 | 0.34 | 0.37 | 0.30 | 0.32 | 0.24 | 0.27 | 0.36 | 0.26 | 0.32 | 0.35 | 0.39 | 0.42 | 0.52 | 0.40 | 0.39 | 0.45 | 0.40 | 0.29 | 0.48 | 0.39 | 0.49 | 0.37 | 0.36 | 0.44 | 0.37 | 0.35 | 0.43 | 0.56 | 0.61 | 0.52 | 0.51 | 0.50 | 0.38 | 0.52 | 0.44 | 0.41 | 0.43 | 0.55 | 0.50 | 0.63 | 0.54 | 0.44 | 0.59 | 0.41 | 0.44 | 0.61 | 0.58 | 0.50 | 1.00 | 0.50 | 0.52 |
AXP | 0.11 | 0.18 | 0.18 | 0.23 | 0.22 | 0.27 | 0.29 | 0.26 | 0.39 | 0.40 | 0.33 | 0.42 | 0.36 | 0.40 | 0.31 | 0.38 | 0.33 | 0.39 | 0.48 | 0.36 | 0.41 | 0.45 | 0.36 | 0.45 | 0.37 | 0.49 | 0.43 | 0.44 | 0.49 | 0.54 | 0.44 | 0.39 | 0.37 | 0.41 | 0.42 | 0.46 | 0.65 | 0.40 | 0.56 | 0.54 | 0.57 | 0.43 | 0.51 | 0.42 | 0.48 | 0.63 | 0.48 | 0.69 | 0.58 | 0.57 | 0.46 | 0.57 | 0.50 | 1.00 | 0.60 |
PH | 0.15 | 0.18 | 0.14 | 0.22 | 0.19 | 0.25 | 0.32 | 0.30 | 0.41 | 0.44 | 0.32 | 0.45 | 0.33 | 0.41 | 0.30 | 0.38 | 0.31 | 0.43 | 0.45 | 0.35 | 0.39 | 0.49 | 0.34 | 0.52 | 0.41 | 0.44 | 0.50 | 0.48 | 0.53 | 0.48 | 0.39 | 0.37 | 0.36 | 0.42 | 0.47 | 0.42 | 0.53 | 0.42 | 0.52 | 0.54 | 0.55 | 0.40 | 0.60 | 0.42 | 0.55 | 0.58 | 0.48 | 0.60 | 0.72 | 0.48 | 0.49 | 0.73 | 0.52 | 0.60 | 1.00 |