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Обсуждения

DANA mimic

Последнее обновление 2 мар. 2024 г.

Распределение активов


GOOGL 4.6%AAPL 4.22%MSFT 3.84%AMZN 2.92%ABBV 2.87%DELL 2.53%AXP 2.5%MCK 2.38%PH 2.1%V 2.08%WFC 2.04%ADBE 2.03%ACN 2.02%AVGO 2.02%ORCL 2.02%BAC 2.01%UNH 2%CSCO 1.98%IBKR 1.95%MRK 1.86%MCHP 1.82%CMCSA 1.81%LECO 1.8%CAT 1.76%NVDA 1.75%MAR 1.74%ULTA 1.73%PHM 1.72%PXD 1.68%KMB 1.61%ELV 1.6%IQV 1.6%BK 1.59%CRM 1.58%BKR 1.53%KR 1.52%TPR 1.52%SYY 1.49%WDAY 1.49%IRM 1.47%MDLZ 1.45%MPC 1.39%IPG 1.36%NSC 1.34%JNJ 1.21%GPK 1.2%RTX 1.15%BSX 1.12%ALB 1.09%ES 1.08%META 1.04%COP 1%АкцииАкции
ПозицияКатегория/СекторВес
GOOGL

4.60%

AAPL
Apple Inc.
Technology

4.22%

MSFT

3.84%

AMZN
Amazon.com, Inc.
Consumer Cyclical

2.92%

ABBV
AbbVie Inc.
Healthcare

2.87%

DELL
Dell Technologies Inc.
Technology

2.53%

AXP
American Express Company
Financial Services

2.50%

MCK

2.38%

PH

2.10%

V

2.08%

WFC

2.04%

ADBE
Adobe Inc
Technology

2.03%

ACN
Accenture plc
Technology

2.02%

AVGO
Broadcom Inc.
Technology

2.02%

ORCL

2.02%

BAC
Bank of America Corporation
Financial Services

2.01%

UNH

2%

CSCO
Cisco Systems, Inc.
Technology

1.98%

IBKR

1.95%

MRK

1.86%

MCHP

1.82%

CMCSA
Comcast Corporation
Communication Services

1.81%

LECO

1.80%

CAT
Caterpillar Inc.
Industrials

1.76%

NVDA

1.75%

MAR

1.74%

ULTA

1.73%

PHM

1.72%

PXD

1.68%

KMB

1.61%

ELV
Elevance Health Inc
Healthcare

1.60%

IQV

1.60%

BK
The Bank of New York Mellon Corporation
Financial Services

1.59%

CRM
salesforce.com, inc.
Technology

1.58%

BKR
Baker Hughes Company
Energy

1.53%

KR

1.52%

TPR

1.52%

SYY

1.49%

WDAY

1.49%

IRM

1.47%

MDLZ

1.45%

MPC

1.39%

IPG

1.36%

NSC

1.34%

JNJ

1.21%

GPK

1.20%

RTX

1.15%

BSX
Boston Scientific Corporation
Healthcare

1.12%

ALB
Albemarle Corporation
Basic Materials

1.09%

ES
Eversource Energy
Utilities

1.08%

META

1.04%

COP
ConocoPhillips Company
Energy

1%

GLPI

0.97%

NEE

0.97%

RGA

0.85%

S&P 500

Доходность

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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
320.75%
135.41%
DANA mimic
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 17 авг. 2016 г., начальной даты DELL

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
DANA mimic10.38%4.85%18.18%36.53%21.84%N/A
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.85%
ABBV
AbbVie Inc.
16.55%6.07%23.10%19.28%23.42%18.03%
ACN
Accenture plc
8.97%2.16%17.16%43.71%20.22%18.45%
ADBE
Adobe Inc
-4.30%-10.06%1.37%65.95%17.32%23.64%
ALB
Albemarle Corporation
-1.16%24.99%-28.33%-44.46%11.55%9.57%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.10%25.68%
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%43.03%39.98%
AXP
American Express Company
17.63%6.42%38.63%24.44%16.75%10.65%
BAC
Bank of America Corporation
2.74%3.35%20.32%3.74%5.99%9.62%
BK
The Bank of New York Mellon Corporation
7.43%-0.25%24.37%12.06%4.20%8.15%
BKR
Baker Hughes Company
-11.71%4.10%-17.55%-4.80%5.23%-1.60%
BSX
Boston Scientific Corporation
16.12%4.29%25.20%40.38%10.83%17.67%
CAT
Caterpillar Inc.
14.40%6.86%18.78%34.56%22.65%16.44%
CMCSA
Comcast Corporation
-1.74%-5.08%-5.17%18.21%4.44%7.45%
COP
ConocoPhillips Company
-1.58%3.26%-5.52%8.53%14.57%9.01%
CRM
salesforce.com, inc.
20.42%10.93%43.04%69.97%15.12%17.55%
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%1.20%1.89%11.75%
DELL
Dell Technologies Inc.
63.59%44.34%84.56%221.25%36.54%N/A
ELV
Elevance Health Inc
5.84%0.81%13.55%7.51%12.19%20.27%
ES
Eversource Energy
-5.36%5.82%-5.37%-20.19%-0.33%6.05%
GLPI
-8.00%-0.24%-1.27%-11.94%10.79%N/A
GOOGL
-1.83%-3.68%1.09%46.44%18.64%N/A
GPK
3.37%0.43%14.27%5.41%17.65%N/A
IBKR
33.39%15.03%19.67%24.39%16.31%N/A
IPG
-3.41%-4.69%-2.30%-9.21%10.74%N/A
IQV
9.11%19.79%12.54%14.32%12.31%N/A
IRM
15.79%17.23%29.96%54.82%25.65%N/A
JNJ
3.43%3.52%1.83%7.68%5.86%N/A
KMB
1.14%0.52%-1.72%0.86%4.50%N/A
KR
8.24%7.23%8.31%9.54%13.68%N/A
LECO
16.89%12.23%31.78%48.61%26.21%N/A
MAR
10.86%1.99%21.77%45.63%15.60%N/A
MCHP
-3.00%3.77%6.85%7.53%16.66%N/A
MCK
13.72%4.37%27.86%52.96%36.25%N/A
MDLZ
-0.08%-5.85%5.10%12.67%11.52%N/A
META
42.06%5.86%69.66%171.43%24.10%N/A
MPC
17.32%4.64%19.90%32.66%27.87%N/A
MRK
16.46%0.44%17.22%22.11%13.71%N/A
MSFT
10.70%1.23%26.91%64.09%31.42%N/A
NEE
-8.27%-4.19%-16.00%-22.90%5.66%N/A
NSC
9.56%2.55%26.38%15.65%9.88%N/A
NVDA
66.15%24.36%69.64%244.56%84.41%N/A
ORCL
8.34%-1.74%-5.20%29.45%18.77%N/A
PH
17.07%5.68%28.13%51.67%27.42%N/A
PHM
7.74%4.94%35.13%103.33%34.55%N/A
PXD
5.51%4.31%0.29%17.41%16.27%N/A
RGA
9.69%6.23%28.40%23.13%6.52%N/A
RTX
7.43%-1.73%5.54%-6.83%5.12%N/A
SYY
10.07%-1.87%15.41%7.77%6.46%N/A
TPR
28.28%18.02%43.18%10.03%9.52%N/A
ULTA
12.24%8.84%32.20%5.35%12.02%N/A
UNH
-7.02%-4.06%3.54%3.83%16.96%N/A
V
8.96%2.35%14.58%27.53%14.68%N/A
WDAY
5.75%-0.96%17.48%52.40%9.94%N/A
WFC
12.65%12.00%34.31%21.28%4.99%N/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20242.87%5.70%
2023-1.12%-4.19%-1.65%9.02%5.17%

Коэффициент Шарпа

DANA mimic на текущий момент имеет коэффициент Шарпа равный 3.23. Коэффициент Шарпа 3,0 или выше считается отличным.

0.002.004.003.23

Коэффициент Шарпа DANA mimic находится в верхней четверти, что указывает на превосходную риск-корректированную доходность. Это означает, что при принятом уровне риска портфель генерирует впечатляющую доходность по сравнению с большинством других портфелей.


Скользящий 12-месячный коэффициент Шарпа0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.23
2.44
DANA mimic
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность DANA mimic за предыдущие двенадцать месяцев составила 1.57%.


TTM20232022202120202019201820172016201520142013
DANA mimic1.57%1.68%1.80%1.40%1.68%1.70%1.85%2.34%1.69%1.80%1.92%1.44%
AAPL
Apple Inc.
0.53%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.
3.35%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
1.27%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
1.12%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.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
AXP
American Express Company
1.09%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
2.74%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
2.94%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
2.67%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.
1.51%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
2.71%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
3.13%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.
0.00%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.
1.19%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
1.19%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
3.47%4.37%3.04%2.65%2.62%2.52%3.11%3.01%3.22%3.27%2.93%3.47%
GLPI
6.94%6.38%5.37%5.90%3.63%6.30%7.88%6.69%7.50%7.77%48.78%0.00%
GOOGL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPK
1.57%1.62%1.46%1.54%1.77%1.80%2.82%2.43%1.80%1.56%0.00%0.00%
IBKR
0.36%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%
IPG
4.04%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
3.13%3.63%4.96%4.73%8.39%7.69%7.32%5.93%6.17%7.07%6.00%4.39%
JNJ
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
KMB
3.84%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%1.25%0.77%
KR
2.30%2.41%2.11%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%
LECO
1.03%1.21%1.61%1.50%1.70%1.96%2.08%1.57%1.71%2.29%1.42%1.16%
MAR
0.83%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
MCHP
1.93%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
MCK
0.46%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
MDLZ
2.24%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
META
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MPC
1.82%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%
MRK
2.33%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
MSFT
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NEE
3.47%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
NSC
2.10%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%0.29%0.45%1.20%1.70%1.94%
ORCL
1.41%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
PH
1.10%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
PHM
0.61%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
PXD
4.61%6.21%11.14%3.76%1.93%0.79%0.24%0.04%0.04%0.05%0.05%0.04%
RGA
1.90%2.04%2.15%2.61%2.42%1.59%1.57%1.17%1.24%1.64%1.44%1.40%
RTX
2.63%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%
SYY
2.49%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
TPR
2.75%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
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
V
0.69%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
2.45%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%

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

В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.


Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
^GSPC
S&P 500
2.44
DANA mimic
3.23
AAPL
Apple Inc.
1.27
ABBV
AbbVie Inc.
1.04
ACN
Accenture plc
2.25
ADBE
Adobe Inc
2.45
ALB
Albemarle Corporation
-0.90
AMZN
Amazon.com, Inc.
3.07
AVGO
Broadcom Inc.
4.19
AXP
American Express Company
1.12
BAC
Bank of America Corporation
0.16
BK
The Bank of New York Mellon Corporation
0.57
BKR
Baker Hughes Company
-0.04
BSX
Boston Scientific Corporation
2.21
CAT
Caterpillar Inc.
1.35
CMCSA
Comcast Corporation
0.86
COP
ConocoPhillips Company
0.42
CRM
salesforce.com, inc.
3.17
CSCO
Cisco Systems, Inc.
0.16
DELL
Dell Technologies Inc.
4.47
ELV
Elevance Health Inc
0.35
ES
Eversource Energy
-0.68
GLPI
-0.57
GOOGL
1.87
GPK
0.26
IBKR
0.95
IPG
-0.32
IQV
0.70
IRM
2.66
JNJ
0.55
KMB
0.15
KR
0.84
LECO
2.14
MAR
2.06
MCHP
0.31
MCK
2.50
MDLZ
0.89
META
5.10
MPC
1.28
MRK
1.24
MSFT
3.10
NEE
-0.68
NSC
0.75
NVDA
5.65
ORCL
1.12
PH
2.01
PHM
3.74
PXD
0.88
RGA
0.98
RTX
-0.25
SYY
0.51
TPR
0.38
ULTA
0.23
UNH
0.22
V
2.03
WDAY
1.93
WFC
0.76

Таблица корреляции активов

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

KRKMBESNEEMRKJNJABBVMCKBKRPXDCOPULTAELVUNHMDLZIRMPHMWDAYGLPIIBKRAMZNMETAMPCGPKALBSYYTPRNVDARGACRMCMCSADELLWFCORCLBSXADBEAVGOIPGMARAAPLRTXIQVGOOGLNSCBKBACMCHPMSFTCATVCSCOLECOAXPACNPH
KR1.000.260.170.150.190.190.150.250.100.120.130.150.170.160.280.180.120.030.100.110.070.070.140.210.110.230.110.070.160.060.160.120.140.160.110.090.090.140.070.100.170.090.090.180.180.170.090.110.160.090.220.190.110.130.16
KMB0.261.000.450.390.320.390.280.240.070.040.070.130.220.250.540.300.220.100.240.070.100.110.070.250.070.280.080.070.170.120.240.110.120.270.270.160.120.190.120.170.210.160.150.240.140.110.100.210.150.230.260.210.180.260.19
ES0.170.451.000.740.270.370.200.190.090.030.080.130.230.240.460.390.190.120.340.060.130.110.110.230.150.280.080.070.170.130.250.130.100.200.260.170.130.170.090.190.220.250.170.250.120.080.120.220.130.220.260.170.170.280.14
NEE0.150.390.741.000.240.340.200.180.100.050.080.160.200.260.420.380.250.230.380.120.210.190.120.240.190.270.110.160.170.230.260.160.130.240.290.260.190.200.130.260.240.300.240.250.150.100.180.310.140.280.290.180.200.350.18
MRK0.190.320.270.241.000.520.450.380.160.170.200.150.360.370.360.200.130.150.240.190.120.150.200.260.110.230.130.090.240.180.260.190.190.270.350.190.150.210.160.200.280.320.200.240.240.210.130.250.230.290.300.240.230.290.23
JNJ0.190.390.370.340.521.000.440.360.140.130.170.170.360.400.430.250.160.170.230.200.170.170.170.240.140.240.130.140.230.190.300.190.220.320.400.230.200.250.180.250.300.310.270.290.270.220.210.300.280.340.390.270.270.370.26
ABBV0.150.280.200.200.450.441.000.380.180.220.220.190.370.380.310.200.170.210.220.230.200.210.260.250.160.240.190.200.260.230.280.230.260.270.380.250.240.250.220.250.310.360.290.270.280.260.240.280.280.320.340.260.270.330.29
MCK0.250.240.190.180.380.360.381.000.210.240.270.230.430.420.330.220.220.160.230.230.160.180.310.290.210.290.210.160.320.180.290.260.270.280.350.190.210.270.230.220.340.280.230.310.310.300.190.240.290.280.340.300.300.310.32
BKR0.100.070.090.100.160.140.180.211.000.600.630.260.220.190.150.250.200.160.240.300.160.170.550.280.350.300.330.200.380.170.240.310.390.240.230.150.240.340.340.220.390.270.220.360.390.420.320.180.480.230.300.390.380.270.43
PXD0.120.040.030.050.170.130.220.240.601.000.760.240.260.220.140.230.210.130.230.300.170.190.610.280.360.280.350.200.370.160.250.290.400.220.230.170.260.340.340.240.410.250.230.360.390.440.280.180.490.260.310.380.390.240.43
COP0.130.070.080.080.200.170.220.270.630.761.000.230.280.240.170.240.210.140.230.300.160.170.640.300.350.310.330.190.380.190.260.310.430.230.230.180.250.340.350.220.430.270.240.410.410.460.290.200.520.280.320.390.420.270.45
ULTA0.150.130.130.160.150.170.190.230.260.240.231.000.250.250.210.260.350.280.320.300.270.260.310.320.340.400.450.290.310.270.310.320.310.270.320.270.300.390.400.270.360.340.300.360.340.350.350.290.340.330.320.360.400.360.40
ELV0.170.220.230.200.360.360.370.430.220.260.280.251.000.740.310.250.210.170.260.280.190.200.300.310.210.310.220.180.340.210.320.260.320.320.390.240.220.310.290.260.360.370.270.340.350.340.210.290.330.330.340.340.360.330.34
UNH0.160.250.240.260.370.400.380.420.190.220.240.250.741.000.330.220.210.200.250.280.230.230.250.290.180.290.210.230.290.240.280.230.290.310.400.280.250.290.270.320.330.380.320.340.340.310.240.350.300.360.360.330.360.360.34
MDLZ0.280.540.460.420.360.430.310.330.150.140.170.210.310.331.000.360.300.240.330.170.250.250.180.320.200.410.190.190.270.280.390.230.250.330.390.300.270.300.240.320.350.310.320.320.290.250.260.360.260.390.380.310.300.410.31
IRM0.180.300.390.380.200.250.200.220.250.230.240.260.250.220.361.000.370.230.500.200.240.260.280.330.340.340.320.240.290.250.330.290.290.310.310.260.310.380.310.300.350.330.260.350.300.290.300.290.350.300.340.390.360.410.37
PHM0.120.220.190.250.130.160.170.220.200.210.210.350.210.210.300.371.000.320.350.270.310.320.280.370.320.350.420.310.310.340.370.340.290.330.310.330.340.380.360.330.350.370.330.350.340.300.380.330.340.340.320.420.390.410.41
WDAY0.030.100.120.230.150.170.210.160.160.130.140.280.170.200.240.230.321.000.300.310.540.510.200.200.300.230.270.530.180.670.310.360.200.410.380.660.460.250.350.480.260.460.520.280.250.230.480.590.240.500.420.310.340.510.31
GLPI0.100.240.340.380.240.230.220.230.240.230.230.320.260.250.330.500.350.301.000.250.270.310.280.330.340.400.330.260.310.310.340.320.280.310.360.330.310.360.360.320.360.380.320.350.290.270.330.330.320.380.360.360.390.390.37
IBKR0.110.070.060.120.190.200.230.230.300.300.300.300.280.280.170.200.270.310.251.000.290.310.360.340.350.310.390.320.430.350.310.360.480.350.340.320.300.390.410.330.370.350.350.370.510.510.380.340.420.400.380.440.490.400.46
AMZN0.070.100.130.210.120.170.200.160.160.170.160.270.190.230.250.240.310.540.270.291.000.620.210.210.330.210.270.590.170.600.340.390.220.430.340.650.500.250.350.620.240.420.680.270.260.270.480.680.280.500.450.300.350.490.33
META0.070.110.110.190.150.170.210.180.170.190.170.260.200.230.250.260.320.510.310.310.621.000.230.220.330.220.280.550.220.530.370.360.240.410.370.610.500.300.340.560.240.410.690.280.300.300.470.610.290.490.410.330.370.460.34
MPC0.140.070.110.120.200.170.260.310.550.610.640.310.300.250.180.280.280.200.280.360.210.231.000.360.380.340.390.260.430.250.300.360.470.280.290.210.280.400.400.250.450.320.280.400.470.500.350.240.530.320.360.450.460.300.50
GPK0.210.250.230.240.260.240.250.290.280.280.300.320.310.290.320.330.370.200.330.340.210.220.361.000.370.370.400.220.430.240.350.300.400.320.340.220.290.410.370.260.430.340.270.450.460.450.340.250.460.330.370.520.430.360.49
ALB0.110.070.150.190.110.140.160.210.350.360.350.340.210.180.200.340.320.300.340.350.330.330.380.371.000.310.430.400.370.320.290.360.370.320.300.340.400.380.400.370.380.390.350.400.410.430.470.340.480.360.360.490.440.400.51
SYY0.230.280.280.270.230.240.240.290.300.280.310.400.310.290.410.340.350.230.400.310.210.220.340.370.311.000.380.200.420.230.360.330.410.310.370.230.250.440.460.280.460.320.280.390.400.410.330.280.380.400.340.410.480.380.45
TPR0.110.080.080.110.130.130.190.210.330.350.330.450.220.210.190.320.420.270.330.390.270.280.390.400.430.381.000.320.400.290.340.370.470.330.320.280.350.490.480.310.430.360.310.430.470.500.430.280.460.350.360.480.490.380.51
NVDA0.070.070.070.160.090.140.200.160.200.200.190.290.180.230.190.240.310.530.260.320.590.550.260.220.400.200.321.000.210.560.310.440.260.420.340.620.620.270.360.580.260.420.580.300.320.310.630.630.340.470.450.370.380.490.39
RGA0.160.170.170.170.240.230.260.320.380.370.380.310.340.290.270.290.310.180.310.430.170.220.430.430.370.420.400.211.000.220.360.340.570.300.340.190.280.460.440.240.470.320.250.410.580.590.330.230.480.360.350.480.540.360.49
CRM0.060.120.130.230.180.190.230.180.170.160.190.270.210.240.280.250.340.670.310.350.600.530.250.240.320.230.290.560.221.000.350.420.250.470.410.710.490.270.340.540.260.470.570.300.300.280.490.650.270.540.460.320.380.560.36
CMCSA0.160.240.250.260.260.300.280.290.240.250.260.310.320.280.390.330.370.310.340.310.340.370.300.350.290.360.340.310.360.351.000.350.390.350.380.360.360.490.390.380.370.380.390.380.380.400.390.400.390.410.450.380.440.430.40
DELL0.120.110.130.160.190.190.230.260.310.290.310.320.260.230.230.290.340.360.320.360.390.360.360.300.360.330.370.440.340.420.351.000.350.410.360.440.450.370.430.410.390.410.410.380.390.390.490.450.420.430.490.420.440.460.47
WFC0.140.120.100.130.190.220.260.270.390.400.430.310.320.290.250.290.290.200.280.480.220.240.470.400.370.410.470.260.570.250.390.351.000.330.310.210.300.490.460.280.470.340.300.440.690.800.390.280.490.370.370.500.640.380.53
ORCL0.160.270.200.240.270.320.270.280.240.220.230.270.320.310.330.310.330.410.310.350.430.410.280.320.320.310.330.420.300.470.350.410.331.000.400.510.430.370.370.460.370.430.480.390.380.360.420.560.370.490.510.400.420.540.41
BSX0.110.270.260.290.350.400.380.350.230.230.230.320.390.400.390.310.310.380.360.340.340.370.290.340.300.370.320.340.340.410.380.360.310.401.000.420.370.360.400.380.400.500.420.380.360.320.380.450.380.510.430.400.450.500.42
ADBE0.090.160.170.260.190.230.250.190.150.170.180.270.240.280.300.260.330.660.330.320.650.610.210.220.340.230.280.620.190.710.360.440.210.510.421.000.560.270.360.600.300.510.660.330.280.250.540.750.280.610.520.330.370.610.36
AVGO0.090.120.130.190.150.200.240.210.240.260.250.300.220.250.270.310.340.460.310.300.500.500.280.290.400.250.350.620.280.490.360.450.300.430.370.561.000.350.420.580.330.450.520.400.350.360.700.570.410.470.520.420.410.520.46
IPG0.140.190.170.200.210.250.250.270.340.340.340.390.310.290.300.380.380.250.360.390.250.300.400.410.380.440.490.270.460.270.490.370.490.370.360.270.351.000.490.310.460.370.350.440.510.530.420.310.470.400.430.490.550.440.51
MAR0.070.120.090.130.160.180.220.230.340.340.350.400.290.270.240.310.360.350.360.410.350.340.400.370.400.460.480.360.440.340.390.430.460.370.400.360.420.491.000.370.460.400.390.430.460.490.490.380.510.470.410.490.560.440.54
AAPL0.100.170.190.260.200.250.250.220.220.240.220.270.260.320.320.300.330.480.320.330.620.560.250.260.370.280.310.580.240.540.380.410.280.460.380.600.580.310.371.000.320.450.640.370.290.310.540.680.340.530.530.380.390.530.42
RTX0.170.210.220.240.280.300.310.340.390.410.430.360.360.330.350.350.350.260.360.370.240.240.450.430.380.460.430.260.470.260.370.390.470.370.400.300.330.460.460.321.000.350.340.480.490.480.380.330.550.430.420.510.540.420.56
IQV0.090.160.250.300.320.310.360.280.270.250.270.340.370.380.310.330.370.460.380.350.420.410.320.340.390.320.360.420.320.470.380.410.340.430.500.510.450.370.400.450.351.000.470.430.370.370.480.510.390.520.470.460.450.570.46
GOOGL0.090.150.170.240.200.270.290.230.220.230.240.300.270.320.320.260.330.520.320.350.680.690.280.270.350.280.310.580.250.570.390.410.300.480.420.660.520.350.390.640.340.471.000.350.350.350.520.730.350.580.520.370.430.570.41
NSC0.180.240.250.250.240.290.270.310.360.360.410.360.340.340.320.350.350.280.350.370.270.280.400.450.400.390.430.300.410.300.380.380.440.390.380.330.400.440.430.370.480.430.351.000.490.510.430.370.570.440.460.570.510.490.60
BK0.180.140.120.150.240.270.280.310.390.390.410.340.350.340.290.300.340.250.290.510.260.300.470.460.410.400.470.320.580.300.380.390.690.380.360.280.350.510.460.290.490.370.350.491.000.770.430.310.560.410.420.560.640.440.58
BAC0.170.110.080.100.210.220.260.300.420.440.460.350.340.310.250.290.300.230.270.510.270.300.500.450.430.410.500.310.590.280.400.390.800.360.320.250.360.530.490.310.480.370.350.510.771.000.440.300.580.420.430.570.690.410.60
MCHP0.090.100.120.180.130.210.240.190.320.280.290.350.210.240.260.300.380.480.330.380.480.470.350.340.470.330.430.630.330.490.390.490.390.420.380.540.700.420.490.540.380.480.520.430.430.441.000.540.470.490.520.500.480.540.54
MSFT0.110.210.220.310.250.300.280.240.180.180.200.290.290.350.360.290.330.590.330.340.680.610.240.250.340.280.280.630.230.650.400.450.280.560.450.750.570.310.380.680.330.510.730.370.310.300.541.000.320.620.560.370.410.640.41
CAT0.160.150.130.140.230.280.280.290.480.490.520.340.330.300.260.350.340.240.320.420.280.290.530.460.480.380.460.340.480.270.390.420.490.370.380.280.410.470.510.340.550.390.350.570.560.580.470.321.000.430.460.680.570.430.72
V0.090.230.220.280.290.340.320.280.230.260.280.330.330.360.390.300.340.500.380.400.500.490.320.330.360.400.350.470.360.540.410.430.370.490.510.610.470.400.470.530.430.520.580.440.410.420.490.620.431.000.520.440.570.620.48
CSCO0.220.260.260.290.300.390.340.340.300.310.320.320.340.360.380.340.320.420.360.380.450.410.360.370.360.340.360.450.350.460.450.490.370.510.430.520.520.430.410.530.420.470.520.460.420.430.520.560.460.521.000.470.460.580.50
LECO0.190.210.170.180.240.270.260.300.390.380.390.360.340.330.310.390.420.310.360.440.300.330.450.520.490.410.480.370.480.320.380.420.500.400.400.330.420.490.490.380.510.460.370.570.560.570.500.370.680.440.471.000.570.500.74
AXP0.110.180.170.200.230.270.270.300.380.390.420.400.360.360.300.360.390.340.390.490.350.370.460.430.440.480.490.380.540.380.440.440.640.420.450.370.410.550.560.390.540.450.430.510.640.690.480.410.570.570.460.571.000.500.60
ACN0.130.260.280.350.290.370.330.310.270.240.270.360.330.360.410.410.410.510.390.400.490.460.300.360.400.380.380.490.360.560.430.460.380.540.500.610.520.440.440.530.420.570.570.490.440.410.540.640.430.620.580.500.501.000.53
PH0.160.190.140.180.230.260.290.320.430.430.450.400.340.340.310.370.410.310.370.460.330.340.500.490.510.450.510.390.490.360.400.470.530.410.420.360.460.510.540.420.560.460.410.600.580.600.540.410.720.480.500.740.600.531.00

График просадок

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
DANA mimic
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

DANA mimic показал максимальную просадку в 36.56%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 107 торговых сессий.

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.2323 мар. 2020 г.10724 авг. 2020 г.130
-20.13%30 мар. 2022 г.12830 сент. 2022 г.13313 апр. 2023 г.261
-18.72%21 сент. 2018 г.6524 дек. 2018 г.661 апр. 2019 г.131
-10.52%29 янв. 2018 г.98 февр. 2018 г.8512 июн. 2018 г.94
-9.63%3 сент. 2020 г.1423 сент. 2020 г.339 нояб. 2020 г.47

График волатильности

Текущая волатильность DANA mimic составляет 3.54%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.54%
3.47%
DANA mimic
Benchmark (^GSPC)
Активы портфеля
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