PortfoliosLab logo
PortfoliosLab logo
Инструменты
Портфели
Скринеры
Обсуждения
dividend 2
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

dividend 2

Currency in USD · Последнее обновление 21 мая 2025 г.

Распределение активов

MSFT 5%META 4%LLY 4%RHM.DE 4%MELI 4%MSTR 4%FTNT 4%HWM 4%BABA 4%V 3%CCEP.L 3%AAPL 3%AMZN 3%ICE 3%STRL 3%TSM 3%TKO 2%GOOGL 2%RTX 2%PLTR 2%NVDA 2%BN 2%NOW 2%LRN 1%ISRG 1%CVS 1%LMB 1%MO 1%AVGO 1%LEU 1%DRS 1%TPR 1%PSA 1%RYCEY 1%SMMT 1%NVO 1%SPOT 1%UL 1%ADMA 1%HOOD 1%ACHR 1%HNRG 1%CICHY 1%III.L 1%CRS 1%BYDDY 1%TSLA 1%MP 1%AMD 1%AMAT 1%TDY 1%АкцииАкции
ПозицияКатегория/СекторЦелевая доля
AAPL
Apple Inc		Technology
3%
ACHR
Archer Aviation Inc.		Industrials
1%
ADMA
ADMA Biologics, Inc.		Healthcare
1%
AMAT
Applied Materials, Inc.		Technology
1%
AMD
Advanced Micro Devices, Inc.		Technology
1%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3%
AVGO
Broadcom Inc.		Technology
1%
BABA
Alibaba Group Holding Limited		Consumer Cyclical
4%
BN
Brookfield Corp		Financial Services
2%
BYDDY
BYD Company Limited ADR		Consumer Cyclical
1%
CCEP.L
Coca-Cola Europacific Partners plc		Consumer Defensive
3%
CICHY
China Construction Bank Corp		Financial Services
1%
CRS
Carpenter Technology Corporation		Industrials
1%
CVS
CVS Health Corporation		Healthcare
1%
DRS
Leonardo DRS Inc. Common Stock		Industrials
1%
FTNT
Fortinet, Inc.		Technology
4%
GOOGL
Alphabet Inc Class A		Communication Services
2%
HNRG
Hallador Energy Company		Energy
1%
HOOD
Robinhood Markets, Inc.		Technology
1%
HWM
Howmet Aerospace Inc.		Industrials
4%
ICE
Intercontinental Exchange, Inc.		Financial Services
3%
III.L
3I Group plc		Financial Services
1%
ISRG
Intuitive Surgical, Inc.		Healthcare
1%
LEU
Centrus Energy Corp.		Energy
1%
LLY
Eli Lilly and Company		Healthcare
4%
LMB
Limbach Holdings, Inc.		Industrials
1%
LRN
Stride, Inc.		Consumer Defensive
1%
MELI
MercadoLibre, Inc.		Consumer Cyclical
4%
META
Meta Platforms, Inc.		Communication Services
4%
MO
Altria Group, Inc.		Consumer Defensive
1%
MP
MP Materials Corp.		Basic Materials
1%
MSFT
Microsoft Corporation		Technology
5%
MSTR
MicroStrategy Incorporated		Technology
4%
NOW
ServiceNow, Inc.		Technology
2%
NVDA
NVIDIA Corporation		Technology
2%
NVO
Novo Nordisk A/S		Healthcare
1%
PLTR
Palantir Technologies Inc.		Technology
2%
PSA
Public Storage		Real Estate
1%
RHM.DE
Rheinmetall AG		Industrials
4%
RTX
Raytheon Technologies Corporation		Industrials
2%
RYCEY
Rolls-Royce Holdings plc		Industrials
1%
SMMT
Summit Therapeutics Inc.		Healthcare
1%
SPOT
Spotify Technology S.A.		Communication Services
1%
STRL
Sterling Construction Company, Inc.		Industrials
3%
TDY
Teledyne Technologies Incorporated		Technology
1%
TKO
TKO Group Holdings Inc.		Communication Services
2%
TPR
Tapestry, Inc.		Consumer Cyclical
1%
TSLA
Tesla, Inc.		Consumer Cyclical
1%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
3%
UL
The Unilever Group		Consumer Defensive
1%
V
Visa Inc.		Financial Services
3%

S&P 500

Доходность

График доходности

Загрузка...

Самые ранние данные для этого графика доступны с 12 сент. 2023 г., начальной даты TKO

Доходность по периодам

С начала года1 месяц6 месяцев1 год5 лет10 лет
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
dividend 228.18%18.54%27.39%435.80%N/AN/A
Активы портфеля:
V
Visa Inc.		16.46%11.48%18.03%32.66%14.80%18.91%
MSFT
Microsoft Corporation		9.12%24.81%10.31%8.54%21.12%27.40%
META
Meta Platforms, Inc.		8.91%27.04%13.74%36.38%22.57%23.03%
LLY
Eli Lilly and Company		-2.87%-10.88%2.75%-3.97%39.06%28.25%
RHM.DE
Rheinmetall AG		215.76%21.30%214.79%250.03%94.79%46.28%
CCEP.L
Coca-Cola Europacific Partners plc		15.40%-2.23%17.49%10,206.92%189.17%150.86%
MELI
MercadoLibre, Inc.		51.68%22.86%34.58%44.27%25.92%33.25%
MSTR
MicroStrategy Incorporated		43.95%31.44%-3.16%141.38%103.07%37.29%
AAPL
Apple Inc		-17.20%5.15%-9.16%8.79%21.85%21.43%
FTNT
Fortinet, Inc.		10.91%9.01%15.42%68.09%29.59%29.57%
AMZN
Amazon.com, Inc.		-6.98%18.23%-0.26%11.19%10.78%25.31%
ICE
Intercontinental Exchange, Inc.		18.64%11.13%12.26%30.26%15.16%15.51%
STRL
Sterling Construction Company, Inc.		11.12%33.45%-3.00%42.68%84.52%48.13%
TSM
Taiwan Semiconductor Manufacturing Company Limited		-1.67%27.49%2.71%27.73%33.09%26.37%
TKO
TKO Group Holdings Inc.		14.83%9.06%24.67%51.65%N/AN/A
HWM
Howmet Aerospace Inc.		51.17%34.06%42.53%97.00%68.16%N/A
LRN
Stride, Inc.		51.51%15.90%54.89%124.78%45.62%27.34%
GOOGL
Alphabet Inc Class A		-13.28%8.48%-7.73%-6.87%18.56%19.51%
ISRG
Intuitive Surgical, Inc.		6.74%15.42%3.40%39.28%25.08%26.05%
CVS
CVS Health Corporation		45.28%-4.30%16.94%16.18%3.37%-2.01%
RTX
Raytheon Technologies Corporation		19.14%6.43%15.90%32.69%20.71%8.82%
BABA
Alibaba Group Holding Limited		47.61%14.96%43.68%42.99%-9.63%3.21%
LMB
Limbach Holdings, Inc.		50.11%48.27%29.15%164.74%115.39%29.27%
MO
Altria Group, Inc.		16.62%2.99%11.29%41.12%18.94%8.37%
PLTR
Palantir Technologies Inc.		66.06%33.92%99.41%480.90%N/AN/A
NVDA
NVIDIA Corporation		0.08%32.41%-8.58%41.82%72.71%74.79%
BN
Brookfield Corp		2.85%18.67%4.21%32.52%20.73%13.52%
AVGO
Broadcom Inc.		0.23%35.49%40.92%65.85%57.13%36.59%
NOW
ServiceNow, Inc.		-3.61%32.34%-0.03%31.99%21.64%29.21%
LEU
Centrus Energy Corp.		42.76%41.38%38.82%87.07%61.67%34.30%
DRS
Leonardo DRS Inc. Common Stock		28.94%13.93%18.66%71.09%N/AN/A
TPR
Tapestry, Inc.		26.86%29.67%49.83%99.55%45.34%11.55%
PSA
Public Storage		3.83%3.99%-6.17%11.92%15.79%8.82%
RYCEY
Rolls-Royce Holdings plc		55.85%14.54%64.75%101.96%49.94%6.20%
SMMT
Summit Therapeutics Inc.		36.68%-0.89%21.95%437.22%42.71%8.11%
NVO
Novo Nordisk A/S		-19.44%17.42%-32.48%-47.67%17.96%11.22%
SPOT
Spotify Technology S.A.		47.21%14.69%41.99%113.69%27.86%N/A
UL
The Unilever Group		13.50%-0.03%11.22%20.78%8.22%7.08%
ADMA
ADMA Biologics, Inc.		19.18%-4.08%-0.92%117.22%47.68%9.22%
HOOD
Robinhood Markets, Inc.		74.21%57.63%84.19%211.47%N/AN/A
ACHR
Archer Aviation Inc.		15.79%56.15%120.08%207.63%N/AN/A
HNRG
Hallador Energy Company		64.19%30.83%45.85%210.23%94.00%8.48%
CICHY
China Construction Bank Corp		12.65%5.53%21.50%34.17%10.91%6.04%
III.L
3I Group plc		21.06%-1.11%23.80%45.55%42.67%25.24%
CRS
Carpenter Technology Corporation		38.86%38.32%27.73%115.26%63.84%20.80%
BYDDY
BYD Company Limited ADR		68.31%24.52%67.23%101.92%59.53%23.86%
TSLA
Tesla, Inc.		-14.86%42.45%-0.63%96.52%44.19%35.47%
MP
MP Materials Corp.		32.31%-21.67%14.54%14.54%N/AN/A
AMD
Advanced Micro Devices, Inc.		-6.03%29.73%-18.57%-31.76%15.74%47.81%
AMAT
Applied Materials, Inc.		2.14%20.57%-1.66%-24.02%25.72%24.96%
TDY
Teledyne Technologies Incorporated		6.75%7.19%6.59%21.57%7.87%16.99%
*Среднегодовая

Доходность по месяцам

Ниже представлена таблица с месячной доходностью dividend 2, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.

янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
20258.02%3.24%-2.71%7.67%9.74%28.18%
20241.98%13.50%6.75%-3.73%11.05%1.50%3.72%5.46%7.08%249.09%4.76%-3.50%454.31%
2023-4.22%0.37%8.90%7.75%12.80%

Комиссия

Комиссия dividend 2 составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.

Портфель не содержит фондов, взимающих комиссии

Риск-скорректированная доходность

Ранг риск-скорректированной доходности

Текущий рейтинг dividend 2 составляет 99, что ставит его в топ 1% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.

Ранг риск-скорректированной доходности dividend 2, с текущим значением в 9999
Общий ранг
Ранг коэф-та Шарпа dividend 2, с текущим значением в 9494
Ранг коэф-та Шарпа
Ранг коэф-та Сортино dividend 2, с текущим значением в 100100
Ранг коэф-та Сортино
Ранг коэф-та Омега dividend 2, с текущим значением в 100100
Ранг коэф-та Омега
Ранг коэф-та Кальмара dividend 2, с текущим значением в 100100
Ранг коэф-та Кальмара
Ранг коэф-та Мартина dividend 2, с текущим значением в 100100
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.

Показатели риск-скорректированной доходности

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

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
V
Visa Inc.		1.472.211.342.428.54
MSFT
Microsoft Corporation		0.330.601.080.310.68
META
Meta Platforms, Inc.		0.971.471.190.972.99
LLY
Eli Lilly and Company		-0.100.001.00-0.27-0.52
RHM.DE
Rheinmetall AG		5.155.441.7514.3033.78
CCEP.L
Coca-Cola Europacific Partners plc		1.15496.5863.011,188.043,300.85
MELI
MercadoLibre, Inc.		1.091.811.252.305.80
MSTR
MicroStrategy Incorporated		1.412.361.282.996.16
AAPL
Apple Inc		0.260.641.090.280.91
FTNT
Fortinet, Inc.		1.582.981.422.9310.64
AMZN
Amazon.com, Inc.		0.320.731.090.391.02
ICE
Intercontinental Exchange, Inc.		1.612.341.372.366.74
STRL
Sterling Construction Company, Inc.		0.681.441.201.122.66
TSM
Taiwan Semiconductor Manufacturing Company Limited		0.590.991.130.631.66
TKO
TKO Group Holdings Inc.		1.642.161.312.386.60
HWM
Howmet Aerospace Inc.		2.463.141.454.8518.14
LRN
Stride, Inc.		2.424.471.614.9219.59
GOOGL
Alphabet Inc Class A		-0.22-0.090.99-0.22-0.47
ISRG
Intuitive Surgical, Inc.		1.141.851.261.504.68
CVS
CVS Health Corporation		0.411.211.150.551.89
RTX
Raytheon Technologies Corporation		1.231.701.281.996.68
BABA
Alibaba Group Holding Limited		0.921.861.241.733.60
LMB
Limbach Holdings, Inc.		2.602.591.313.469.40
MO
Altria Group, Inc.		2.093.101.414.129.47
PLTR
Palantir Technologies Inc.		6.435.231.7212.2336.79
NVDA
NVIDIA Corporation		0.690.821.110.491.20
BN
Brookfield Corp		0.921.541.211.314.36
AVGO
Broadcom Inc.		1.031.801.241.604.42
NOW
ServiceNow, Inc.		0.721.521.221.052.91
LEU
Centrus Energy Corp.		0.861.861.231.603.25
DRS
Leonardo DRS Inc. Common Stock		1.682.341.333.289.27
TPR
Tapestry, Inc.		2.353.381.443.299.81
PSA
Public Storage		0.501.231.150.711.52
RYCEY
Rolls-Royce Holdings plc		2.492.911.434.0317.79
SMMT
Summit Therapeutics Inc.		1.416.261.8319.2228.47
NVO
Novo Nordisk A/S		-1.11-1.660.79-0.81-1.44
SPOT
Spotify Technology S.A.		2.573.321.444.5716.70
UL
The Unilever Group		1.091.591.221.312.70
ADMA
ADMA Biologics, Inc.		1.712.581.333.627.32
HOOD
Robinhood Markets, Inc.		2.742.971.414.5612.11
ACHR
Archer Aviation Inc.		2.003.051.374.379.29
HNRG
Hallador Energy Company		2.432.451.352.378.98
CICHY
China Construction Bank Corp		1.321.871.272.9810.21
III.L
3I Group plc		1.572.291.312.6610.64
CRS
Carpenter Technology Corporation		2.312.821.383.8413.32
BYDDY
BYD Company Limited ADR		2.183.061.404.6910.45
TSLA
Tesla, Inc.		1.312.091.251.763.86
MP
MP Materials Corp.		0.211.051.130.441.64
AMD
Advanced Micro Devices, Inc.		-0.60-0.760.91-0.54-1.11
AMAT
Applied Materials, Inc.		-0.49-0.470.94-0.49-0.84
TDY
Teledyne Technologies Incorporated		0.901.681.231.585.61

Коэффициент Шарпа помогает понять, насколько хорошо инвестиция приносит доход с учетом принятого риска. Более высокое значение указывает на лучшую доходность с поправкой на риск, то есть больше прибыли на каждую единицу риска.

dividend 2 имеет следующие коэффициенты Шарпа на 21 мая 2025 г. (данные пересчитываются ежедневно):

  • За 1 год: 1.81
  • За всё время: 1.33

Эти значения показывают, насколько эффективно инвестиция обеспечивала доходность относительно своей волатильности за разные периоды. Все значения в годовом выражении и рассчитаны на основе данных о ежедневной доходности с учётом дивидендов.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 0.54 до 1.03, текущий коэффициент Шарпа этого портфеля входит в верхние 25%. Это свидетельствует о высокой эффективности с учетом риска: при заданном уровне риска портфель показывает впечатляющую доходность по сравнению с большинством других.

Ниже представлен график исторического коэффициента Шарпа в сравнении с выбранным бенчмарком. Для более детального анализа или настройки параметров воспользуйтесь инструментом коэффициента Шарпа.

Загрузка...

Дивиденды

Дивидендный доход

Дивидендная доходность dividend 2 за предыдущие двенадцать месяцев составила 0.68%.

TTM20242023202220212020201920182017201620152014
Портфель0.68%0.69%0.98%0.96%0.78%2.27%1.04%1.14%0.94%1.02%0.93%0.91%
Активы портфеля:
V
Visa Inc.		0.62%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
MSFT
Microsoft Corporation		0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company		0.75%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
RHM.DE
Rheinmetall AG		0.46%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
CCEP.L
Coca-Cola Europacific Partners plc		0.03%0.03%2.98%3.14%2.85%2.01%2.64%3.00%2.91%1.31%0.00%0.00%
MELI
MercadoLibre, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.49%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
FTNT
Fortinet, 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%
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%
ICE
Intercontinental Exchange, Inc.		1.04%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%
STRL
Sterling Construction Company, 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%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.27%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
TKO
TKO Group Holdings Inc.		0.23%0.00%4.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HWM
Howmet Aerospace Inc.		0.22%0.24%0.31%0.25%0.13%0.05%0.30%1.09%0.68%0.37%0.00%0.00%
LRN
Stride, 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%
GOOGL
Alphabet Inc Class A		0.49%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
Intuitive Surgical, 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%
CVS
CVS Health Corporation		4.17%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%
RTX
Raytheon Technologies Corporation		1.38%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%
BABA
Alibaba Group Holding Limited		0.53%0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMB
Limbach Holdings, 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%
MO
Altria Group, Inc.		6.74%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
PLTR
Palantir Technologies 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%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
BN
Brookfield Corp		0.56%0.56%0.87%1.89%0.86%1.16%1.45%1.57%1.69%1.58%1.98%1.76%
AVGO
Broadcom Inc.		0.96%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
NOW
ServiceNow, 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%
LEU
Centrus Energy Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRS
Leonardo DRS Inc. Common Stock		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPR
Tapestry, Inc.		1.70%2.14%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%
PSA
Public Storage		3.90%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%
RYCEY
Rolls-Royce Holdings plc		0.69%0.00%0.00%0.00%0.00%128.87%1.68%1.50%1.29%1.96%4.08%2.74%
SMMT
Summit Therapeutics 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%
NVO
Novo Nordisk A/S		2.37%1.68%0.99%1.18%1.34%1.86%2.12%2.46%2.13%3.94%1.31%1.96%
SPOT
Spotify Technology S.A.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UL
The Unilever Group		3.06%3.29%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%
ADMA
ADMA Biologics, 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%
HOOD
Robinhood Markets, 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%
ACHR
Archer Aviation 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%
HNRG
Hallador Energy Company		0.00%0.00%0.00%0.00%0.00%2.72%5.39%3.16%2.63%1.76%3.51%1.45%
CICHY
China Construction Bank Corp		12.65%6.61%9.10%8.62%7.36%5.94%5.24%5.61%4.38%5.49%7.22%5.94%
III.L
3I Group plc		1.61%1.82%2.32%3.76%2.78%3.02%3.42%2.97%2.03%1.90%1.68%1.80%
CRS
Carpenter Technology Corporation		0.34%0.47%1.13%2.17%2.74%2.75%1.61%2.13%1.41%1.99%2.38%1.46%
BYDDY
BYD Company Limited ADR		0.75%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%
TSLA
Tesla, 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%
MP
MP Materials Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMD
Advanced Micro Devices, 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%
AMAT
Applied Materials, Inc.		0.97%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
TDY
Teledyne Technologies Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Просадки

График просадок

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

Загрузка...

Максимальные просадки

dividend 2 показал максимальную просадку в 15.73%, зарегистрированную 8 апр. 2025 г.. Полное восстановление заняло 14 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

-15.73%19 февр. 2025 г.358 апр. 2025 г.1429 апр. 2025 г.49
-8.89%17 июл. 2024 г.145 авг. 2024 г.815 авг. 2024 г.22
-7.05%15 сент. 2023 г.133 окт. 2023 г.246 нояб. 2023 г.37
-6.99%28 мар. 2024 г.1619 апр. 2024 г.116 мая 2024 г.27
-5.74%29 нояб. 2024 г.1519 дек. 2024 г.1917 янв. 2025 г.34

Волатильность

График волатильности

Ниже представлен график, показывающий скользящую волатильность за один месяц.

Загрузка...

Диверсификация

Показатели диверсификации

Эффективное количество активов

Количество позиций в портфеле равно 51, при этом эффективное количество активов равно 36.76, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
^GSPCCCEP.LCICHYMOCVSRHM.DEULBYDDYRTXPSANVOHNRGSMMTTKOIII.LBABALRNLLYMPLEUAAPLVMSTRICESPOTADMARYCEYTPRMELIFTNTLMBTSLAGOOGLACHRDRSTDYCRSMSFTMETAHWMHOODNVDAAMDNOWSTRLAMZNPLTRTSMAMATAVGOISRGBNPortfolio
^GSPC1.000.000.110.110.190.150.160.200.270.350.320.270.320.350.310.320.310.410.360.350.560.480.400.460.420.410.450.470.500.500.480.560.620.480.510.540.510.710.620.590.520.660.640.620.560.690.610.630.690.680.670.700.77
CCEP.L0.001.000.010.170.110.130.210.040.040.14-0.040.100.07-0.010.200.070.04-0.070.07-0.09-0.030.060.030.12-0.07-0.02-0.010.130.06-0.040.03-0.01-0.090.060.020.07-0.01-0.08-0.15-0.010.04-0.09-0.08-0.060.03-0.12-0.00-0.02-0.05-0.04-0.080.090.19
CICHY0.110.011.000.010.010.070.040.27-0.020.130.060.060.070.110.120.37-0.040.040.100.050.060.060.050.020.040.040.010.090.05-0.010.060.070.080.110.010.100.040.040.09-0.01-0.000.070.150.010.050.040.060.150.140.070.040.150.12
MO0.110.170.011.000.220.070.350.040.180.390.030.030.030.02-0.000.090.080.050.14-0.010.080.280.070.29-0.070.090.010.120.070.020.02-0.01-0.040.120.090.150.03-0.03-0.130.020.05-0.19-0.12-0.07-0.06-0.030.04-0.17-0.08-0.14-0.020.100.05
CVS0.190.110.010.221.000.060.150.110.190.210.060.100.120.060.100.150.040.080.230.100.120.200.110.180.010.080.080.210.02-0.020.100.100.040.130.120.170.170.00-0.030.160.17-0.020.060.000.09-0.000.04-0.02-0.010.020.030.150.17
RHM.DE0.150.130.070.070.061.000.030.090.170.000.080.100.070.070.260.070.240.110.070.05-0.040.150.100.180.110.050.330.100.050.040.110.09-0.020.070.200.130.150.060.070.210.120.110.050.150.160.010.130.060.090.110.080.190.21
UL0.160.210.040.350.150.031.000.060.160.350.160.080.130.020.190.090.130.110.160.100.070.230.050.33-0.030.130.170.200.07-0.050.070.03-0.050.140.150.230.07-0.02-0.040.090.04-0.08-0.02-0.060.06-0.07-0.040.010.01-0.040.130.220.06
BYDDY0.200.040.270.040.110.090.061.000.050.100.050.170.220.090.040.590.040.090.250.170.170.110.140.080.090.100.050.180.150.100.100.190.200.240.180.120.160.100.110.120.220.170.190.110.200.140.210.170.250.150.120.220.27
RTX0.270.04-0.020.180.190.170.160.051.000.220.140.190.070.160.070.060.160.170.140.150.060.270.060.250.090.140.220.150.140.140.180.120.080.150.390.360.290.060.000.400.110.010.070.130.180.080.100.070.080.080.200.300.23
PSA0.350.140.130.390.210.000.350.100.221.000.140.110.160.100.140.210.150.200.250.050.190.310.080.440.030.170.200.270.170.110.160.160.070.260.270.350.160.110.060.130.12-0.030.110.100.150.040.190.120.130.090.190.400.25
NVO0.32-0.040.060.030.060.080.160.050.140.141.000.120.190.020.120.090.100.570.130.050.120.200.120.180.200.230.240.130.180.180.150.100.200.070.210.190.180.270.250.230.130.240.160.250.180.240.130.280.260.230.340.250.27
HNRG0.270.100.060.030.100.100.080.170.190.110.121.000.250.080.180.130.140.140.240.280.070.110.250.240.200.230.190.220.130.180.300.150.120.200.280.190.280.120.170.250.210.180.220.180.240.140.240.170.210.180.190.300.35
SMMT0.320.070.070.030.120.070.130.220.070.160.190.251.000.060.120.180.130.220.170.160.140.180.110.210.150.310.150.240.180.170.250.220.220.240.200.220.230.230.140.190.300.200.200.200.250.270.200.170.220.220.240.310.36
TKO0.35-0.010.110.020.060.070.020.090.160.100.020.080.061.000.090.200.180.100.150.220.200.240.140.190.240.250.120.240.230.280.220.220.230.250.210.300.290.210.290.370.320.230.240.270.230.270.280.230.170.220.280.310.34
III.L0.310.200.12-0.000.100.260.190.040.070.140.120.180.120.091.000.140.250.100.290.180.090.190.240.260.170.160.430.240.240.180.200.180.110.290.230.160.220.140.180.170.310.200.210.210.290.130.220.290.270.250.230.390.38
BABA0.320.070.370.090.150.070.090.590.060.210.090.130.180.200.141.000.050.090.310.260.260.170.200.150.130.130.100.260.220.180.130.240.250.300.160.220.190.170.220.160.240.210.280.110.190.230.210.220.300.220.180.310.38
LRN0.310.04-0.040.080.040.240.130.040.160.150.100.140.130.180.250.051.000.160.090.200.110.210.200.210.220.310.240.210.190.240.270.220.180.220.290.320.330.220.230.320.270.200.190.310.340.230.260.280.220.240.250.340.35
LLY0.41-0.070.040.050.080.110.110.090.170.200.570.140.220.100.100.090.161.000.090.060.220.200.130.230.310.260.270.160.250.280.200.140.190.100.190.250.200.280.350.250.220.330.210.290.250.290.260.310.270.290.360.240.36
MP0.360.070.100.140.230.070.160.250.140.250.130.240.170.150.290.310.090.091.000.320.090.150.280.230.130.280.210.340.200.200.230.310.190.420.220.310.280.130.230.170.320.120.250.140.220.220.300.230.300.210.190.420.38
LEU0.35-0.090.05-0.010.100.050.100.170.150.050.050.280.160.220.180.260.200.060.321.000.100.170.300.170.230.250.290.240.250.240.310.240.210.370.250.280.330.180.240.310.360.260.300.200.320.270.230.290.260.300.280.300.39
AAPL0.56-0.030.060.080.12-0.040.070.170.060.190.120.070.140.200.090.260.110.220.090.101.000.260.170.200.220.160.150.210.290.270.160.410.460.230.140.220.220.470.350.250.260.310.340.310.180.440.340.300.350.360.360.310.38
V0.480.060.060.280.200.150.230.110.270.310.200.110.180.240.190.170.210.200.150.170.261.000.110.450.190.180.260.220.280.270.200.250.250.250.270.330.200.280.240.300.290.150.260.300.280.260.320.150.260.220.350.410.36
MSTR0.400.030.050.070.110.100.050.140.060.080.120.250.110.140.240.200.200.130.280.300.170.111.000.180.260.320.250.270.230.230.310.340.290.420.310.180.300.270.290.280.550.320.360.300.360.300.360.310.290.260.330.330.58
ICE0.460.120.020.290.180.180.330.080.250.440.180.240.210.190.260.150.210.230.230.170.200.450.181.000.200.280.290.270.280.230.330.190.200.290.350.410.240.280.250.310.230.140.230.310.300.200.290.180.240.180.300.440.39
SPOT0.42-0.070.04-0.070.010.11-0.030.090.090.030.200.200.150.240.170.130.220.310.130.230.220.190.260.201.000.250.250.170.310.360.260.230.360.190.250.280.290.410.440.370.370.430.360.450.300.470.370.320.330.390.430.280.43
ADMA0.41-0.020.040.090.080.050.130.100.140.170.230.230.310.250.160.130.310.260.280.250.160.180.320.280.251.000.230.230.240.270.340.250.250.300.400.310.360.270.320.280.390.300.310.340.360.320.360.240.290.260.360.320.43
RYCEY0.45-0.010.010.010.080.330.170.050.220.200.240.190.150.120.430.100.240.270.210.290.150.260.250.290.250.231.000.240.270.240.250.200.220.250.330.310.370.290.320.420.330.320.290.310.380.270.320.380.310.370.370.430.46
TPR0.470.130.090.120.210.100.200.180.150.270.130.220.240.240.240.260.210.160.340.240.210.220.270.270.170.230.241.000.210.230.300.330.190.430.280.360.300.230.240.350.420.240.300.260.270.260.340.340.360.310.280.550.44
MELI0.500.060.050.070.020.050.070.150.140.170.180.130.180.230.240.220.190.250.200.250.290.280.230.280.310.240.270.211.000.310.250.300.340.270.300.270.310.350.330.320.370.370.420.410.340.390.350.350.350.310.400.390.52
FTNT0.50-0.04-0.010.02-0.020.04-0.050.100.140.110.180.180.170.280.180.180.240.280.200.240.270.270.230.230.360.270.240.230.311.000.300.300.330.310.280.350.300.370.360.330.390.380.350.530.390.410.420.340.350.390.440.360.47
LMB0.480.030.060.020.100.110.070.100.180.160.150.300.250.220.200.130.270.200.230.310.160.200.310.330.260.340.250.300.250.301.000.260.220.320.360.400.430.290.310.410.370.360.350.330.590.320.350.410.360.390.360.410.50
TSLA0.56-0.010.07-0.010.100.090.030.190.120.160.100.150.220.220.180.240.220.140.310.240.410.250.340.190.230.250.200.330.300.300.261.000.410.380.280.280.390.410.360.350.420.350.400.340.330.440.480.380.400.440.360.410.48
GOOGL0.62-0.090.08-0.040.04-0.02-0.050.200.080.070.200.120.220.230.110.250.180.190.190.210.460.250.290.200.360.250.220.190.340.330.220.411.000.280.210.190.270.640.560.280.370.440.480.440.290.630.360.380.390.430.420.380.44
ACHR0.480.060.110.120.130.070.140.240.150.260.070.200.240.250.290.300.220.100.420.370.230.250.420.290.190.300.250.430.270.310.320.380.281.000.340.340.350.250.230.290.490.250.320.310.320.300.450.370.290.290.330.510.52
DRS0.510.020.010.090.120.200.150.180.390.270.210.280.200.210.230.160.290.190.220.250.140.270.310.350.250.400.330.280.300.280.360.280.210.341.000.450.450.270.210.510.360.300.260.370.500.270.360.320.370.370.440.450.50
TDY0.540.070.100.150.170.130.230.120.360.350.190.190.220.300.160.220.320.250.310.280.220.330.180.410.280.310.310.360.270.350.400.280.190.340.451.000.400.280.220.440.310.240.340.360.410.280.350.300.330.310.440.530.49
CRS0.51-0.010.040.030.170.150.070.160.290.160.180.280.230.290.220.190.330.200.280.330.220.200.300.240.290.360.370.300.310.300.430.390.270.350.450.401.000.300.320.570.430.320.300.360.460.380.410.340.310.350.390.480.53
MSFT0.71-0.080.04-0.030.000.06-0.020.100.060.110.270.120.230.210.140.170.220.280.130.180.470.280.270.280.410.270.290.230.350.370.290.410.640.250.270.280.301.000.620.360.320.560.490.590.360.710.440.490.520.570.520.360.53
META0.62-0.150.09-0.13-0.030.07-0.040.110.000.060.250.170.140.290.180.220.230.350.230.240.350.240.290.250.440.320.320.240.330.360.310.360.560.230.210.220.320.621.000.390.350.530.490.500.400.650.480.520.440.550.540.400.52
HWM0.59-0.01-0.010.020.160.210.090.120.400.130.230.250.190.370.170.160.320.250.170.310.250.300.280.310.370.280.420.350.320.330.410.350.280.290.510.440.570.360.391.000.370.420.360.430.490.400.380.410.360.400.470.480.58
HOOD0.520.04-0.000.050.170.120.040.220.110.120.130.210.300.320.310.240.270.220.320.360.260.290.550.230.370.390.330.420.370.390.370.420.370.490.360.310.430.320.350.371.000.380.350.360.440.430.490.360.380.370.430.470.62
NVDA0.66-0.090.07-0.19-0.020.11-0.080.170.01-0.030.240.180.200.230.200.210.200.330.120.260.310.150.320.140.430.300.320.240.370.380.360.350.440.250.300.240.320.560.530.420.381.000.590.510.480.540.460.680.630.680.480.370.58
AMD0.64-0.080.15-0.120.060.05-0.020.190.070.110.160.220.200.240.210.280.190.210.250.300.340.260.360.230.360.310.290.300.420.350.350.400.480.320.260.340.300.490.490.360.350.591.000.430.390.490.450.590.630.570.500.400.57
NOW0.62-0.060.01-0.070.000.15-0.060.110.130.100.250.180.200.270.210.110.310.290.140.200.310.300.300.310.450.340.310.260.410.530.330.340.440.310.370.360.360.590.500.430.360.510.431.000.460.600.510.480.490.520.530.420.53
STRL0.560.030.05-0.060.090.160.060.200.180.150.180.240.250.230.290.190.340.250.220.320.180.280.360.300.300.360.380.270.340.390.590.330.290.320.500.410.460.360.400.490.440.480.390.461.000.390.420.470.480.500.470.480.61
AMZN0.69-0.120.04-0.03-0.000.01-0.070.140.080.040.240.140.270.270.130.230.230.290.220.270.440.260.300.200.470.320.270.260.390.410.320.440.630.300.270.280.380.710.650.400.430.540.490.600.391.000.480.480.460.560.520.380.55
PLTR0.61-0.000.060.040.040.13-0.040.210.100.190.130.240.200.280.220.210.260.260.300.230.340.320.360.290.370.360.320.340.350.420.350.480.360.450.360.350.410.440.480.380.490.460.450.510.420.481.000.470.450.520.420.470.63
TSM0.63-0.020.15-0.17-0.020.060.010.170.070.120.280.170.170.230.290.220.280.310.230.290.300.150.310.180.320.240.380.340.350.340.410.380.380.370.320.300.340.490.520.410.360.680.590.480.470.480.471.000.670.690.470.440.63
AMAT0.69-0.050.14-0.08-0.010.090.010.250.080.130.260.210.220.170.270.300.220.270.300.260.350.260.290.240.330.290.310.360.350.350.360.400.390.290.370.330.310.520.440.360.380.630.630.490.480.460.450.671.000.700.520.470.57
AVGO0.68-0.040.07-0.140.020.11-0.040.150.080.090.230.180.220.220.250.220.240.290.210.300.360.220.260.180.390.260.370.310.310.390.390.440.430.290.370.310.350.570.550.400.370.680.570.520.500.560.520.690.701.000.460.420.57
ISRG0.67-0.080.04-0.020.030.080.130.120.200.190.340.190.240.280.230.180.250.360.190.280.360.350.330.300.430.360.370.280.400.440.360.360.420.330.440.440.390.520.540.470.430.480.500.530.470.520.420.470.520.461.000.460.57
BN0.700.090.150.100.150.190.220.220.300.400.250.300.310.310.390.310.340.240.420.300.310.410.330.440.280.320.430.550.390.360.410.410.380.510.450.530.480.360.400.480.470.370.400.420.480.380.470.440.470.420.461.000.64
Portfolio0.770.190.120.050.170.210.060.270.230.250.270.350.360.340.380.380.350.360.380.390.380.360.580.390.430.430.460.440.520.470.500.480.440.520.500.490.530.530.520.580.620.580.570.530.610.550.630.630.570.570.570.641.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 13 сент. 2023 г.