1
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
1
Последнее обновление 30 окт. 2024 г.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в 1 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
1
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 27 июн. 2013 г., начальной даты CDW
Доходность по периодам
1 на 30 окт. 2024 г. показал доходность в 21.13% с начала года и доходность в 29.61% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 1 | 21.13% | 1.63% | 14.25% | 53.66% | 33.28% | 29.61% |
| Активы портфеля: | ||||||
CRM salesforce.com, inc. | 14.09% | 8.04% | 11.48% | 50.66% | 13.95% | 16.75% |
AVGO Broadcom Inc. | 62.30% | 3.79% | 38.74% | 116.35% | 48.15% | 39.08% |
IDCC | 39.85% | 6.41% | 52.53% | 102.31% | 25.43% | 13.89% |
SMCI | 72.80% | 17.02% | -42.80% | 107.59% | 88.71% | 31.49% |
NSIT | 18.71% | -1.28% | 15.21% | 48.88% | 28.01% | 24.96% |
CDW CDW Corporation | -2.50% | -2.94% | -8.59% | 12.80% | 12.75% | 23.09% |
FORM | 8.30% | -2.44% | 1.30% | 37.46% | 15.69% | 18.98% |
AMAT Applied Materials, Inc. | 17.95% | -7.22% | -3.94% | 46.20% | 29.82% | 25.69% |
ACLS Axcelis Technologies, Inc. | -28.99% | -14.23% | -11.04% | -27.07% | 36.98% | 26.64% |
AZPN Aspen Technology, Inc. | 9.45% | 1.28% | 22.03% | 34.73% | 15.96% | 20.67% |
NVDA | 185.29% | 16.35% | 63.51% | 243.27% | 95.38% | 77.24% |
MSFT | 15.50% | 0.92% | 11.35% | 29.02% | 25.90% | 26.88% |
PANW | 23.91% | 8.83% | 25.61% | 53.17% | 37.07% | 26.41% |
NOW | 34.90% | 8.08% | 37.46% | 67.64% | 31.06% | 30.30% |
QLYS | -36.63% | -4.32% | -24.11% | -17.65% | 7.85% | 14.54% |
MSTR | 308.85% | 46.54% | 142.47% | 514.54% | 76.16% | 32.07% |
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.25% | 25.63% |
IT | 14.88% | 1.83% | 25.61% | 57.20% | 27.53% | 20.48% |
RMBS | -25.27% | 21.08% | -6.97% | 2.78% | 29.88% | 16.15% |
KLAC | 20.50% | -11.01% | 1.40% | 52.85% | 34.57% | 29.75% |
SNPS | 2.78% | 3.10% | -0.26% | 14.81% | 31.36% | 29.22% |
AMD Advanced Micro Devices, Inc. | 12.78% | 1.16% | 4.97% | 72.85% | 37.52% | 50.56% |
LRCX | 0.69% | -5.32% | -12.01% | 35.53% | 25.28% | 27.87% |
MANH | 28.77% | -1.07% | 34.55% | 46.50% | 29.99% | 21.38% |
CDNS Cadence Design Systems, Inc. | 4.44% | 3.76% | 3.20% | 21.71% | 34.29% | 31.90% |
MSI | 47.49% | 2.66% | 35.77% | 67.68% | 24.23% | 23.80% |
SPSC | -10.85% | -10.12% | -0.62% | 9.67% | 26.85% | 19.52% |
AGYS Agilysys, Inc. | 20.86% | -5.06% | 23.43% | 24.09% | 32.49% | 24.73% |
ADBE Adobe Inc | -18.64% | -5.84% | 4.87% | -7.89% | 11.83% | 21.39% |
FTNT | 35.61% | 2.48% | 25.63% | 40.93% | 37.33% | 31.38% |
INTU | 0.38% | 0.92% | 0.00% | 28.70% | 20.14% | 22.67% |
EPAM | -34.80% | -2.80% | -17.59% | -8.87% | 1.96% | 15.08% |
OLED | 12.51% | 3.86% | 35.88% | 55.28% | 2.02% | 21.71% |
APH Amphenol Corporation | 39.84% | 5.94% | 14.55% | 73.70% | 23.66% | 19.66% |
FICO | 73.70% | 5.32% | 78.40% | 137.51% | 46.20% | 41.75% |
ENTG Entegris, Inc. | -9.06% | -5.35% | -18.15% | 24.48% | 18.25% | 23.63% |
ADSK Autodesk, Inc. | 18.97% | 6.53% | 36.09% | 46.45% | 14.51% | 17.58% |
BMI Badger Meter, Inc. | 32.77% | -5.67% | 11.86% | 49.22% | 29.83% | 23.06% |
MPWR | 48.66% | 1.03% | 39.83% | 132.47% | 45.34% | 37.00% |
TDY | 3.88% | 6.39% | 21.53% | 24.50% | 7.08% | 16.20% |
ONTO | 39.76% | -0.78% | 15.20% | 90.76% | 46.14% | 31.84% |
JBL | -1.81% | 2.04% | 6.53% | 3.95% | 28.46% | 20.73% |
CALX Calix, Inc. | -13.62% | -1.87% | 36.10% | 14.50% | 37.71% | 13.35% |
PTC | 8.22% | 3.94% | 6.71% | 35.83% | 23.19% | 17.41% |
MRVL | 41.22% | 19.65% | 28.98% | 81.88% | 29.06% | 21.57% |
PLUS | 22.67% | -0.89% | 27.39% | 58.45% | 20.23% | 20.47% |
ADI Analog Devices, Inc. | 20.00% | 1.37% | 18.22% | 53.58% | 19.37% | 19.38% |
TER | 4.66% | -15.89% | -2.47% | 36.25% | 13.61% | 20.83% |
MTSI | 28.65% | 7.23% | 17.29% | 70.24% | 39.48% | 18.49% |
TXN | 26.69% | 1.06% | 21.45% | 53.70% | 15.42% | 18.71% |
MCHP | -10.96% | -1.91% | -13.18% | 14.22% | 12.72% | 16.14% |
ZBRA | 40.74% | 4.36% | 22.29% | 83.38% | 10.12% | 18.00% |
AMKR Amkor Technology, Inc. | -15.28% | -9.42% | -13.07% | 38.28% | 18.57% | 15.70% |
SWKS | -11.02% | -0.83% | -6.75% | 16.56% | 3.53% | 7.17% |
AEIS Advanced Energy Industries, Inc. | 2.20% | 6.03% | 16.04% | 28.73% | 13.83% | 19.05% |
ON | -10.57% | 0.42% | 6.47% | 14.33% | 29.72% | 24.64% |
KLIC | -12.15% | 5.96% | 3.45% | 12.91% | 16.72% | 13.94% |
NOVT | 5.23% | 0.43% | 13.24% | 35.22% | 14.79% | 30.07% |
ENPH Enphase Energy, Inc. | -37.13% | -27.77% | -23.62% | 5.61% | 33.81% | 18.69% |
LSCC | -19.58% | 3.66% | -19.13% | -17.55% | 23.21% | 23.57% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью 1, 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 | 0.01% | 8.76% | 3.57% | -5.89% | 5.21% | 5.34% | 0.60% | -0.20% | 0.83% | 21.13% | |||
| 2023 | 12.95% | 3.50% | 6.55% | -6.94% | 12.73% | 7.83% | 3.76% | -1.06% | -5.86% | -6.00% | 14.64% | 9.62% | 60.86% |
| 2022 | -12.55% | -1.26% | 3.46% | -12.38% | 4.11% | -10.35% | 17.94% | -4.98% | -9.32% | 7.79% | 11.08% | -7.94% | -18.14% |
| 2021 | 1.77% | 9.31% | 0.68% | 2.06% | 0.95% | 6.39% | 2.70% | 5.48% | -4.77% | 9.12% | 2.82% | 4.05% | 47.86% |
| 2020 | 1.92% | -6.40% | -14.65% | 19.17% | 9.31% | 4.73% | 7.86% | 3.82% | -2.79% | 1.85% | 20.64% | 7.72% | 60.03% |
| 2019 | 13.26% | 9.88% | 1.44% | 7.10% | -9.94% | 10.24% | 5.86% | -2.58% | 1.57% | 5.14% | 6.06% | 4.72% | 64.21% |
| 2018 | 6.21% | -0.82% | 0.36% | -1.99% | 11.25% | -0.18% | 3.28% | 7.38% | -2.73% | -11.81% | 4.29% | -7.75% | 5.30% |
| 2017 | 4.97% | 5.08% | 2.60% | 1.55% | 5.32% | -3.47% | 4.40% | 1.02% | 5.03% | 5.96% | 1.54% | -2.28% | 36.08% |
| 2016 | -7.65% | 0.62% | 8.39% | -0.95% | 5.59% | -1.45% | 6.50% | 5.05% | 2.77% | -2.39% | 8.42% | 1.81% | 28.62% |
| 2015 | -2.30% | 10.90% | -1.13% | -1.32% | 5.03% | -2.95% | -3.26% | -5.32% | -1.33% | 8.28% | 5.16% | -1.91% | 8.77% |
| 2014 | 0.22% | 7.06% | -0.58% | -2.37% | 5.51% | 7.09% | -5.66% | 6.87% | -2.15% | 3.99% | 4.05% | 2.98% | 29.36% |
| 2013 | -0.14% | 6.74% | -1.58% | 5.27% | 3.09% | 4.07% | 3.14% | 22.19% |
Комиссия
Комиссия 1 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 ранг 1 среди портфелей на нашем сайте составляет 26, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
CRM salesforce.com, inc. | 1.48 | 1.84 | 1.33 | 1.44 | 3.83 |
AVGO Broadcom Inc. | 2.55 | 3.09 | 1.40 | 4.61 | 14.22 |
IDCC | 3.78 | 5.27 | 1.80 | 4.42 | 14.95 |
SMCI | 1.10 | 2.01 | 1.27 | 1.59 | 3.08 |
NSIT | 1.61 | 2.04 | 1.32 | 2.43 | 8.59 |
CDW CDW Corporation | 0.55 | 0.82 | 1.12 | 0.65 | 1.30 |
FORM | 0.73 | 1.29 | 1.17 | 1.06 | 2.54 |
AMAT Applied Materials, Inc. | 1.11 | 1.61 | 1.22 | 1.47 | 3.49 |
ACLS Axcelis Technologies, Inc. | -0.55 | -0.57 | 0.93 | -0.49 | -1.23 |
AZPN Aspen Technology, Inc. | 1.00 | 1.73 | 1.21 | 0.96 | 4.03 |
NVDA | 4.73 | 4.38 | 1.58 | 8.99 | 28.47 |
MSFT | 1.55 | 2.08 | 1.27 | 1.87 | 4.86 |
PANW | 1.21 | 1.53 | 1.27 | 1.74 | 3.66 |
NOW | 2.05 | 2.56 | 1.38 | 3.24 | 10.94 |
QLYS | -0.55 | -0.57 | 0.92 | -0.42 | -0.66 |
MSTR | 5.18 | 4.04 | 1.49 | 7.71 | 24.53 |
AAPL Apple Inc | 1.69 | 2.43 | 1.31 | 2.28 | 5.42 |
IT | 2.18 | 3.15 | 1.44 | 3.92 | 11.18 |
RMBS | 0.05 | 0.47 | 1.06 | 0.06 | 0.11 |
KLAC | 1.23 | 1.67 | 1.24 | 2.08 | 5.70 |
SNPS | 0.44 | 0.83 | 1.10 | 0.58 | 1.38 |
AMD Advanced Micro Devices, Inc. | 1.52 | 2.10 | 1.27 | 1.86 | 3.56 |
LRCX | 0.85 | 1.32 | 1.18 | 1.01 | 2.23 |
MANH | 1.52 | 2.12 | 1.30 | 2.06 | 5.15 |
CDNS Cadence Design Systems, Inc. | 0.65 | 1.18 | 1.14 | 0.89 | 1.94 |
MSI | 4.08 | 5.58 | 1.80 | 10.83 | 34.06 |
SPSC | 0.27 | 0.65 | 1.08 | 0.41 | 0.91 |
AGYS Agilysys, Inc. | 0.63 | 1.11 | 1.14 | 1.32 | 2.80 |
ADBE Adobe Inc | -0.23 | -0.10 | 0.99 | -0.22 | -0.48 |
FTNT | 1.05 | 1.83 | 1.26 | 1.07 | 3.76 |
INTU | 1.11 | 1.50 | 1.21 | 1.00 | 4.94 |
EPAM | -0.21 | 0.00 | 1.00 | -0.12 | -0.32 |
OLED | 1.40 | 1.77 | 1.27 | 1.20 | 4.58 |
APH Amphenol Corporation | 2.95 | 3.21 | 1.53 | 4.32 | 14.43 |
FICO | 4.67 | 4.63 | 1.68 | 8.19 | 27.57 |
ENTG Entegris, Inc. | 0.60 | 1.07 | 1.13 | 0.55 | 1.72 |
ADSK Autodesk, Inc. | 1.74 | 2.28 | 1.31 | 1.10 | 5.04 |
BMI Badger Meter, Inc. | 1.67 | 2.57 | 1.33 | 2.71 | 11.03 |
MPWR | 2.73 | 3.27 | 1.41 | 5.34 | 18.82 |
TDY | 1.12 | 1.48 | 1.24 | 0.95 | 3.34 |
ONTO | 1.72 | 2.20 | 1.30 | 2.71 | 8.79 |
JBL | 0.10 | 0.40 | 1.07 | 0.11 | 0.20 |
CALX Calix, Inc. | 0.33 | 0.70 | 1.12 | 0.22 | 0.74 |
PTC | 1.71 | 2.26 | 1.29 | 2.67 | 6.56 |
MRVL | 1.65 | 2.18 | 1.28 | 1.71 | 5.56 |
PLUS | 1.70 | 2.15 | 1.32 | 3.64 | 9.58 |
ADI Analog Devices, Inc. | 1.72 | 2.37 | 1.30 | 2.58 | 10.08 |
TER | 0.82 | 1.30 | 1.18 | 0.72 | 2.90 |
MTSI | 1.94 | 2.46 | 1.32 | 3.70 | 8.88 |
TXN | 2.03 | 2.71 | 1.33 | 2.17 | 12.99 |
MCHP | 0.40 | 0.78 | 1.10 | 0.51 | 1.16 |
ZBRA | 2.45 | 3.37 | 1.42 | 1.23 | 16.70 |
AMKR Amkor Technology, Inc. | 0.80 | 1.27 | 1.18 | 1.03 | 2.16 |
SWKS | 0.47 | 0.84 | 1.11 | 0.30 | 1.40 |
AEIS Advanced Energy Industries, Inc. | 0.80 | 1.33 | 1.16 | 0.88 | 2.83 |
ON | 0.31 | 0.79 | 1.09 | 0.33 | 0.97 |
KLIC | 0.34 | 0.72 | 1.09 | 0.28 | 0.84 |
NOVT | 0.95 | 1.46 | 1.20 | 1.01 | 4.90 |
ENPH Enphase Energy, Inc. | 0.09 | 0.62 | 1.07 | 0.07 | 0.32 |
LSCC | -0.32 | -0.10 | 0.99 | -0.31 | -0.70 |
1
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность 1 за предыдущие двенадцать месяцев составила 0.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0.41% | 0.42% | 0.54% | 0.36% | 0.43% | 0.52% | 0.67% | 0.46% | 0.53% | 0.62% | 0.93% | 0.51% |
| Активы портфеля: | ||||||||||||
CRM salesforce.com, inc. | 0.40% | 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. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
IDCC | 1.10% | 1.34% | 2.83% | 1.95% | 2.31% | 2.57% | 2.11% | 1.64% | 0.99% | 1.63% | 1.13% | 1.02% |
SMCI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NSIT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDW CDW Corporation | 1.13% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% | 0.55% | 0.18% |
FORM | 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. | 0.76% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
ACLS Axcelis 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% |
AZPN Aspen Technology, Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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% |
PANW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QLYS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTR | 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 | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
IT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RMBS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KLAC | 0.83% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
SNPS | 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% |
LRCX | 1.06% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
MANH | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDNS Cadence Design Systems, 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% |
MSI | 0.86% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
SPSC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGYS Agilysys, 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% |
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% |
FTNT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTU | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
EPAM | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OLED | 0.72% | 0.73% | 1.11% | 0.48% | 0.26% | 0.19% | 0.26% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
APH Amphenol Corporation | 0.72% | 0.86% | 1.06% | 0.73% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% | 0.84% | 0.68% |
FICO | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
ENTG Entegris, Inc. | 0.46% | 0.33% | 0.61% | 0.23% | 0.33% | 0.60% | 1.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
ADSK Autodesk, 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% |
BMI Badger Meter, Inc. | 0.56% | 0.64% | 0.78% | 0.71% | 0.74% | 0.99% | 1.14% | 1.03% | 1.16% | 1.33% | 1.25% | 1.28% |
MPWR | 0.51% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% | 0.00% |
TDY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ONTO | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JBL | 0.26% | 0.25% | 0.47% | 0.45% | 0.75% | 0.77% | 1.29% | 1.22% | 1.35% | 1.37% | 1.47% | 1.83% |
CALX Calix, 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% |
PTC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRVL | 0.28% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% |
PLUS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADI Analog Devices, Inc. | 1.54% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
TER | 0.42% | 0.41% | 0.50% | 0.24% | 0.33% | 0.53% | 1.15% | 0.67% | 0.94% | 1.16% | 0.91% | 0.00% |
MTSI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TXN | 1.85% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
MCHP | 2.27% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% |
ZBRA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMKR Amkor Technology, Inc. | 1.13% | 0.91% | 0.94% | 0.69% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWKS | 2.80% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
AEIS Advanced Energy Industries, Inc. | 0.36% | 0.37% | 0.47% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ON | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KLIC | 1.69% | 1.41% | 1.58% | 0.97% | 1.57% | 1.76% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NOVT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENPH Enphase Energy, 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% |
LSCC | 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.
1
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
1 показал максимальную просадку в 37.72%, зарегистрированную 18 мар. 2020 г.. Полное восстановление заняло 53 торговые сессии.
Текущая просадка 1 составляет 3.08%.
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 |
|---|---|---|---|---|---|---|
| -37.72% | 20 февр. 2020 г. | 20 | 18 мар. 2020 г. | 53 | 3 июн. 2020 г. | 73 |
| -30.43% | 28 дек. 2021 г. | 119 | 16 июн. 2022 г. | 198 | 31 мар. 2023 г. | 317 |
| -24.16% | 5 сент. 2018 г. | 77 | 24 дек. 2018 г. | 36 | 15 февр. 2019 г. | 113 |
| -20.27% | 23 июн. 2015 г. | 162 | 11 февр. 2016 г. | 73 | 26 мая 2016 г. | 235 |
| -15.47% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | — | — | — |
Волатильность
График волатильности
Текущая волатильность 1 составляет 4.97%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
1
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ENPH | AGYS | SMCI | CALX | PLUS | MSTR | MSI | PANW | QLYS | EPAM | IDCC | SPSC | BMI | AZPN | NSIT | AMD | TDY | IT | AAPL | FICO | FTNT | CDW | CRM | NOW | MANH | NOVT | OLED | MSFT | LSCC | ZBRA | RMBS | MTSI | KLIC | ACLS | JBL | MRVL | ADBE | FORM | AMKR | NVDA | PTC | INTU | ONTO | AVGO | ADSK | AEIS | CDNS | APH | SWKS | ON | SNPS | ENTG | LRCX | AMAT | KLAC | TXN | ADI | MCHP | TER | MPWR | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ENPH | 1.00 | 0.28 | 0.25 | 0.32 | 0.25 | 0.31 | 0.26 | 0.30 | 0.28 | 0.30 | 0.26 | 0.29 | 0.30 | 0.31 | 0.26 | 0.30 | 0.30 | 0.25 | 0.28 | 0.30 | 0.31 | 0.29 | 0.30 | 0.31 | 0.32 | 0.34 | 0.36 | 0.28 | 0.35 | 0.34 | 0.31 | 0.33 | 0.32 | 0.34 | 0.33 | 0.32 | 0.31 | 0.32 | 0.33 | 0.29 | 0.34 | 0.30 | 0.32 | 0.30 | 0.35 | 0.35 | 0.31 | 0.31 | 0.33 | 0.35 | 0.31 | 0.35 | 0.32 | 0.32 | 0.32 | 0.33 | 0.32 | 0.34 | 0.36 | 0.36 |
| AGYS | 0.28 | 1.00 | 0.27 | 0.34 | 0.33 | 0.34 | 0.30 | 0.30 | 0.31 | 0.31 | 0.33 | 0.37 | 0.37 | 0.34 | 0.39 | 0.27 | 0.36 | 0.35 | 0.28 | 0.34 | 0.32 | 0.35 | 0.32 | 0.32 | 0.39 | 0.38 | 0.32 | 0.30 | 0.31 | 0.35 | 0.33 | 0.34 | 0.35 | 0.35 | 0.34 | 0.29 | 0.32 | 0.33 | 0.34 | 0.27 | 0.39 | 0.35 | 0.34 | 0.30 | 0.36 | 0.35 | 0.34 | 0.36 | 0.31 | 0.33 | 0.36 | 0.34 | 0.32 | 0.33 | 0.33 | 0.35 | 0.35 | 0.36 | 0.35 | 0.36 |
| SMCI | 0.25 | 0.27 | 1.00 | 0.32 | 0.32 | 0.32 | 0.29 | 0.28 | 0.29 | 0.30 | 0.35 | 0.33 | 0.33 | 0.31 | 0.38 | 0.35 | 0.34 | 0.32 | 0.31 | 0.33 | 0.32 | 0.36 | 0.31 | 0.31 | 0.37 | 0.34 | 0.36 | 0.33 | 0.37 | 0.36 | 0.41 | 0.37 | 0.36 | 0.38 | 0.42 | 0.39 | 0.32 | 0.38 | 0.38 | 0.39 | 0.34 | 0.32 | 0.40 | 0.39 | 0.34 | 0.40 | 0.33 | 0.40 | 0.40 | 0.40 | 0.36 | 0.40 | 0.42 | 0.39 | 0.40 | 0.40 | 0.39 | 0.40 | 0.41 | 0.42 |
| CALX | 0.32 | 0.34 | 0.32 | 1.00 | 0.33 | 0.34 | 0.34 | 0.30 | 0.31 | 0.35 | 0.38 | 0.39 | 0.39 | 0.34 | 0.39 | 0.32 | 0.36 | 0.35 | 0.32 | 0.35 | 0.37 | 0.34 | 0.35 | 0.34 | 0.38 | 0.41 | 0.37 | 0.33 | 0.38 | 0.40 | 0.38 | 0.38 | 0.37 | 0.39 | 0.41 | 0.37 | 0.33 | 0.39 | 0.37 | 0.32 | 0.38 | 0.36 | 0.38 | 0.34 | 0.39 | 0.41 | 0.38 | 0.40 | 0.37 | 0.39 | 0.39 | 0.41 | 0.36 | 0.35 | 0.37 | 0.37 | 0.38 | 0.39 | 0.40 | 0.42 |
| PLUS | 0.25 | 0.33 | 0.32 | 0.33 | 1.00 | 0.35 | 0.34 | 0.30 | 0.33 | 0.37 | 0.43 | 0.36 | 0.45 | 0.38 | 0.51 | 0.28 | 0.43 | 0.40 | 0.31 | 0.37 | 0.33 | 0.47 | 0.32 | 0.33 | 0.41 | 0.44 | 0.38 | 0.33 | 0.33 | 0.40 | 0.36 | 0.37 | 0.40 | 0.39 | 0.45 | 0.34 | 0.35 | 0.40 | 0.39 | 0.32 | 0.38 | 0.37 | 0.41 | 0.36 | 0.39 | 0.45 | 0.37 | 0.46 | 0.37 | 0.40 | 0.37 | 0.41 | 0.37 | 0.38 | 0.38 | 0.40 | 0.38 | 0.41 | 0.40 | 0.40 |
| MSTR | 0.31 | 0.34 | 0.32 | 0.34 | 0.35 | 1.00 | 0.31 | 0.36 | 0.37 | 0.37 | 0.36 | 0.39 | 0.39 | 0.40 | 0.37 | 0.34 | 0.37 | 0.38 | 0.35 | 0.39 | 0.41 | 0.36 | 0.43 | 0.42 | 0.44 | 0.41 | 0.39 | 0.39 | 0.38 | 0.40 | 0.37 | 0.37 | 0.36 | 0.37 | 0.40 | 0.38 | 0.42 | 0.37 | 0.37 | 0.39 | 0.45 | 0.43 | 0.40 | 0.37 | 0.45 | 0.40 | 0.40 | 0.41 | 0.40 | 0.40 | 0.44 | 0.40 | 0.39 | 0.39 | 0.38 | 0.40 | 0.40 | 0.41 | 0.42 | 0.44 |
| MSI | 0.26 | 0.30 | 0.29 | 0.34 | 0.34 | 0.31 | 1.00 | 0.36 | 0.37 | 0.36 | 0.39 | 0.37 | 0.42 | 0.37 | 0.40 | 0.33 | 0.47 | 0.47 | 0.39 | 0.42 | 0.42 | 0.44 | 0.42 | 0.38 | 0.44 | 0.41 | 0.37 | 0.45 | 0.34 | 0.44 | 0.35 | 0.35 | 0.34 | 0.31 | 0.42 | 0.35 | 0.43 | 0.34 | 0.35 | 0.36 | 0.46 | 0.48 | 0.34 | 0.41 | 0.47 | 0.38 | 0.44 | 0.50 | 0.40 | 0.36 | 0.46 | 0.40 | 0.39 | 0.38 | 0.40 | 0.45 | 0.43 | 0.42 | 0.42 | 0.41 |
| PANW | 0.30 | 0.30 | 0.28 | 0.30 | 0.30 | 0.36 | 0.36 | 1.00 | 0.50 | 0.41 | 0.34 | 0.44 | 0.31 | 0.40 | 0.32 | 0.35 | 0.35 | 0.38 | 0.40 | 0.42 | 0.60 | 0.36 | 0.52 | 0.57 | 0.47 | 0.37 | 0.39 | 0.43 | 0.35 | 0.37 | 0.37 | 0.39 | 0.33 | 0.38 | 0.36 | 0.38 | 0.50 | 0.37 | 0.36 | 0.44 | 0.46 | 0.48 | 0.37 | 0.42 | 0.50 | 0.37 | 0.48 | 0.40 | 0.41 | 0.40 | 0.49 | 0.40 | 0.40 | 0.39 | 0.40 | 0.38 | 0.40 | 0.41 | 0.41 | 0.45 |
| QLYS | 0.28 | 0.31 | 0.29 | 0.31 | 0.33 | 0.37 | 0.37 | 0.50 | 1.00 | 0.43 | 0.36 | 0.47 | 0.36 | 0.43 | 0.35 | 0.36 | 0.37 | 0.40 | 0.37 | 0.43 | 0.52 | 0.37 | 0.51 | 0.51 | 0.49 | 0.42 | 0.40 | 0.44 | 0.35 | 0.41 | 0.36 | 0.40 | 0.35 | 0.36 | 0.35 | 0.38 | 0.51 | 0.38 | 0.35 | 0.40 | 0.48 | 0.48 | 0.37 | 0.39 | 0.51 | 0.38 | 0.47 | 0.40 | 0.41 | 0.39 | 0.48 | 0.42 | 0.37 | 0.37 | 0.38 | 0.41 | 0.41 | 0.41 | 0.41 | 0.45 |
| EPAM | 0.30 | 0.31 | 0.30 | 0.35 | 0.37 | 0.37 | 0.36 | 0.41 | 0.43 | 1.00 | 0.33 | 0.43 | 0.36 | 0.43 | 0.35 | 0.39 | 0.39 | 0.45 | 0.40 | 0.45 | 0.47 | 0.40 | 0.48 | 0.50 | 0.47 | 0.42 | 0.41 | 0.46 | 0.40 | 0.43 | 0.38 | 0.37 | 0.38 | 0.39 | 0.38 | 0.40 | 0.51 | 0.40 | 0.38 | 0.44 | 0.47 | 0.53 | 0.38 | 0.41 | 0.49 | 0.43 | 0.48 | 0.44 | 0.43 | 0.41 | 0.50 | 0.44 | 0.42 | 0.43 | 0.44 | 0.44 | 0.44 | 0.45 | 0.45 | 0.50 |
| IDCC | 0.26 | 0.33 | 0.35 | 0.38 | 0.43 | 0.36 | 0.39 | 0.34 | 0.36 | 0.33 | 1.00 | 0.41 | 0.45 | 0.39 | 0.47 | 0.35 | 0.45 | 0.38 | 0.40 | 0.38 | 0.37 | 0.44 | 0.37 | 0.35 | 0.43 | 0.46 | 0.44 | 0.38 | 0.40 | 0.45 | 0.45 | 0.43 | 0.44 | 0.44 | 0.50 | 0.39 | 0.37 | 0.44 | 0.45 | 0.40 | 0.42 | 0.40 | 0.46 | 0.45 | 0.43 | 0.48 | 0.42 | 0.49 | 0.47 | 0.48 | 0.43 | 0.46 | 0.46 | 0.45 | 0.45 | 0.48 | 0.50 | 0.49 | 0.49 | 0.49 |
| SPSC | 0.29 | 0.37 | 0.33 | 0.39 | 0.36 | 0.39 | 0.37 | 0.44 | 0.47 | 0.43 | 0.41 | 1.00 | 0.43 | 0.43 | 0.41 | 0.34 | 0.41 | 0.45 | 0.38 | 0.45 | 0.47 | 0.40 | 0.47 | 0.49 | 0.54 | 0.45 | 0.39 | 0.43 | 0.41 | 0.43 | 0.40 | 0.43 | 0.38 | 0.42 | 0.42 | 0.39 | 0.47 | 0.43 | 0.39 | 0.40 | 0.47 | 0.47 | 0.42 | 0.39 | 0.48 | 0.45 | 0.47 | 0.44 | 0.40 | 0.42 | 0.49 | 0.43 | 0.40 | 0.39 | 0.40 | 0.42 | 0.42 | 0.43 | 0.43 | 0.46 |
| BMI | 0.30 | 0.37 | 0.33 | 0.39 | 0.45 | 0.39 | 0.42 | 0.31 | 0.36 | 0.36 | 0.45 | 0.43 | 1.00 | 0.42 | 0.48 | 0.32 | 0.52 | 0.46 | 0.36 | 0.44 | 0.37 | 0.46 | 0.37 | 0.35 | 0.48 | 0.52 | 0.42 | 0.38 | 0.41 | 0.46 | 0.43 | 0.41 | 0.44 | 0.42 | 0.48 | 0.37 | 0.39 | 0.44 | 0.41 | 0.34 | 0.44 | 0.42 | 0.44 | 0.41 | 0.42 | 0.49 | 0.42 | 0.54 | 0.43 | 0.42 | 0.44 | 0.47 | 0.43 | 0.42 | 0.44 | 0.48 | 0.47 | 0.47 | 0.47 | 0.46 |
| AZPN | 0.31 | 0.34 | 0.31 | 0.34 | 0.38 | 0.40 | 0.37 | 0.40 | 0.43 | 0.43 | 0.39 | 0.43 | 0.42 | 1.00 | 0.42 | 0.36 | 0.45 | 0.43 | 0.37 | 0.47 | 0.45 | 0.42 | 0.48 | 0.47 | 0.50 | 0.46 | 0.43 | 0.42 | 0.39 | 0.45 | 0.39 | 0.40 | 0.40 | 0.38 | 0.41 | 0.38 | 0.48 | 0.42 | 0.39 | 0.38 | 0.54 | 0.49 | 0.41 | 0.39 | 0.53 | 0.46 | 0.48 | 0.48 | 0.39 | 0.42 | 0.51 | 0.45 | 0.42 | 0.41 | 0.42 | 0.44 | 0.43 | 0.45 | 0.46 | 0.46 |
| NSIT | 0.26 | 0.39 | 0.38 | 0.39 | 0.51 | 0.37 | 0.40 | 0.32 | 0.35 | 0.35 | 0.47 | 0.41 | 0.48 | 0.42 | 1.00 | 0.33 | 0.48 | 0.46 | 0.37 | 0.40 | 0.35 | 0.53 | 0.36 | 0.35 | 0.45 | 0.46 | 0.43 | 0.37 | 0.39 | 0.44 | 0.42 | 0.42 | 0.43 | 0.43 | 0.52 | 0.39 | 0.38 | 0.45 | 0.46 | 0.38 | 0.45 | 0.40 | 0.45 | 0.42 | 0.44 | 0.48 | 0.42 | 0.52 | 0.44 | 0.47 | 0.42 | 0.46 | 0.43 | 0.44 | 0.43 | 0.49 | 0.47 | 0.48 | 0.46 | 0.47 |
| AMD | 0.30 | 0.27 | 0.35 | 0.32 | 0.28 | 0.34 | 0.33 | 0.35 | 0.36 | 0.39 | 0.35 | 0.34 | 0.32 | 0.36 | 0.33 | 1.00 | 0.34 | 0.34 | 0.41 | 0.39 | 0.40 | 0.37 | 0.43 | 0.42 | 0.39 | 0.39 | 0.44 | 0.46 | 0.48 | 0.43 | 0.48 | 0.45 | 0.44 | 0.44 | 0.40 | 0.52 | 0.47 | 0.45 | 0.48 | 0.63 | 0.43 | 0.43 | 0.45 | 0.48 | 0.45 | 0.45 | 0.49 | 0.41 | 0.46 | 0.50 | 0.50 | 0.51 | 0.52 | 0.52 | 0.52 | 0.52 | 0.53 | 0.53 | 0.53 | 0.56 |
| TDY | 0.30 | 0.36 | 0.34 | 0.36 | 0.43 | 0.37 | 0.47 | 0.35 | 0.37 | 0.39 | 0.45 | 0.41 | 0.52 | 0.45 | 0.48 | 0.34 | 1.00 | 0.49 | 0.38 | 0.48 | 0.41 | 0.50 | 0.39 | 0.39 | 0.47 | 0.48 | 0.42 | 0.41 | 0.38 | 0.49 | 0.41 | 0.40 | 0.42 | 0.40 | 0.48 | 0.38 | 0.42 | 0.43 | 0.42 | 0.37 | 0.48 | 0.46 | 0.43 | 0.42 | 0.47 | 0.48 | 0.44 | 0.57 | 0.43 | 0.45 | 0.46 | 0.47 | 0.44 | 0.44 | 0.44 | 0.49 | 0.47 | 0.47 | 0.48 | 0.46 |
| IT | 0.25 | 0.35 | 0.32 | 0.35 | 0.40 | 0.38 | 0.47 | 0.38 | 0.40 | 0.45 | 0.38 | 0.45 | 0.46 | 0.43 | 0.46 | 0.34 | 0.49 | 1.00 | 0.41 | 0.50 | 0.43 | 0.52 | 0.47 | 0.47 | 0.51 | 0.44 | 0.41 | 0.48 | 0.36 | 0.46 | 0.38 | 0.40 | 0.39 | 0.39 | 0.48 | 0.37 | 0.50 | 0.38 | 0.39 | 0.40 | 0.51 | 0.52 | 0.40 | 0.44 | 0.53 | 0.42 | 0.50 | 0.55 | 0.43 | 0.43 | 0.53 | 0.44 | 0.43 | 0.42 | 0.46 | 0.47 | 0.47 | 0.47 | 0.46 | 0.47 |
| AAPL | 0.28 | 0.28 | 0.31 | 0.32 | 0.31 | 0.35 | 0.39 | 0.40 | 0.37 | 0.40 | 0.40 | 0.38 | 0.36 | 0.37 | 0.37 | 0.41 | 0.38 | 0.41 | 1.00 | 0.41 | 0.44 | 0.43 | 0.47 | 0.46 | 0.40 | 0.42 | 0.44 | 0.58 | 0.41 | 0.43 | 0.42 | 0.42 | 0.41 | 0.42 | 0.46 | 0.45 | 0.52 | 0.42 | 0.43 | 0.50 | 0.45 | 0.50 | 0.41 | 0.53 | 0.48 | 0.44 | 0.51 | 0.50 | 0.56 | 0.46 | 0.52 | 0.47 | 0.50 | 0.49 | 0.50 | 0.53 | 0.51 | 0.49 | 0.49 | 0.50 |
| FICO | 0.30 | 0.34 | 0.33 | 0.35 | 0.37 | 0.39 | 0.42 | 0.42 | 0.43 | 0.45 | 0.38 | 0.45 | 0.44 | 0.47 | 0.40 | 0.39 | 0.48 | 0.50 | 0.41 | 1.00 | 0.47 | 0.45 | 0.50 | 0.52 | 0.53 | 0.47 | 0.45 | 0.51 | 0.40 | 0.44 | 0.41 | 0.42 | 0.40 | 0.40 | 0.41 | 0.40 | 0.55 | 0.41 | 0.39 | 0.44 | 0.53 | 0.54 | 0.42 | 0.43 | 0.52 | 0.44 | 0.54 | 0.49 | 0.41 | 0.40 | 0.57 | 0.46 | 0.45 | 0.44 | 0.45 | 0.45 | 0.43 | 0.44 | 0.46 | 0.48 |
| FTNT | 0.31 | 0.32 | 0.32 | 0.37 | 0.33 | 0.41 | 0.42 | 0.60 | 0.52 | 0.47 | 0.37 | 0.47 | 0.37 | 0.45 | 0.35 | 0.40 | 0.41 | 0.43 | 0.44 | 0.47 | 1.00 | 0.42 | 0.55 | 0.60 | 0.50 | 0.44 | 0.43 | 0.52 | 0.42 | 0.45 | 0.39 | 0.43 | 0.39 | 0.42 | 0.41 | 0.44 | 0.57 | 0.42 | 0.39 | 0.49 | 0.54 | 0.54 | 0.41 | 0.47 | 0.55 | 0.43 | 0.56 | 0.47 | 0.47 | 0.45 | 0.57 | 0.46 | 0.44 | 0.45 | 0.47 | 0.46 | 0.46 | 0.47 | 0.48 | 0.51 |
| CDW | 0.29 | 0.35 | 0.36 | 0.34 | 0.47 | 0.36 | 0.44 | 0.36 | 0.37 | 0.40 | 0.44 | 0.40 | 0.46 | 0.42 | 0.53 | 0.37 | 0.50 | 0.52 | 0.43 | 0.45 | 0.42 | 1.00 | 0.43 | 0.43 | 0.45 | 0.47 | 0.43 | 0.46 | 0.42 | 0.50 | 0.44 | 0.44 | 0.43 | 0.44 | 0.53 | 0.44 | 0.45 | 0.45 | 0.46 | 0.42 | 0.49 | 0.49 | 0.44 | 0.46 | 0.50 | 0.49 | 0.48 | 0.59 | 0.49 | 0.50 | 0.49 | 0.50 | 0.48 | 0.49 | 0.49 | 0.51 | 0.51 | 0.53 | 0.50 | 0.52 |
| CRM | 0.30 | 0.32 | 0.31 | 0.35 | 0.32 | 0.43 | 0.42 | 0.52 | 0.51 | 0.48 | 0.37 | 0.47 | 0.37 | 0.48 | 0.36 | 0.43 | 0.39 | 0.47 | 0.47 | 0.50 | 0.55 | 0.43 | 1.00 | 0.68 | 0.52 | 0.44 | 0.43 | 0.58 | 0.41 | 0.45 | 0.39 | 0.42 | 0.40 | 0.42 | 0.40 | 0.45 | 0.67 | 0.41 | 0.39 | 0.51 | 0.57 | 0.61 | 0.41 | 0.47 | 0.62 | 0.42 | 0.56 | 0.46 | 0.46 | 0.43 | 0.60 | 0.47 | 0.46 | 0.46 | 0.47 | 0.47 | 0.47 | 0.47 | 0.47 | 0.50 |
| NOW | 0.31 | 0.32 | 0.31 | 0.34 | 0.33 | 0.42 | 0.38 | 0.57 | 0.51 | 0.50 | 0.35 | 0.49 | 0.35 | 0.47 | 0.35 | 0.42 | 0.39 | 0.47 | 0.46 | 0.52 | 0.60 | 0.43 | 0.68 | 1.00 | 0.53 | 0.42 | 0.44 | 0.57 | 0.43 | 0.44 | 0.42 | 0.43 | 0.39 | 0.42 | 0.40 | 0.44 | 0.65 | 0.43 | 0.38 | 0.52 | 0.56 | 0.59 | 0.42 | 0.47 | 0.61 | 0.41 | 0.59 | 0.45 | 0.46 | 0.45 | 0.61 | 0.48 | 0.47 | 0.46 | 0.48 | 0.47 | 0.46 | 0.46 | 0.47 | 0.53 |
| MANH | 0.32 | 0.39 | 0.37 | 0.38 | 0.41 | 0.44 | 0.44 | 0.47 | 0.49 | 0.47 | 0.43 | 0.54 | 0.48 | 0.50 | 0.45 | 0.39 | 0.47 | 0.51 | 0.40 | 0.53 | 0.50 | 0.45 | 0.52 | 0.53 | 1.00 | 0.49 | 0.44 | 0.49 | 0.42 | 0.46 | 0.44 | 0.45 | 0.41 | 0.42 | 0.44 | 0.41 | 0.52 | 0.44 | 0.41 | 0.42 | 0.56 | 0.54 | 0.43 | 0.44 | 0.54 | 0.47 | 0.54 | 0.50 | 0.44 | 0.45 | 0.57 | 0.47 | 0.44 | 0.42 | 0.44 | 0.47 | 0.47 | 0.48 | 0.48 | 0.51 |
| NOVT | 0.34 | 0.38 | 0.34 | 0.41 | 0.44 | 0.41 | 0.41 | 0.37 | 0.42 | 0.42 | 0.46 | 0.45 | 0.52 | 0.46 | 0.46 | 0.39 | 0.48 | 0.44 | 0.42 | 0.47 | 0.44 | 0.47 | 0.44 | 0.42 | 0.49 | 1.00 | 0.50 | 0.43 | 0.47 | 0.52 | 0.46 | 0.48 | 0.48 | 0.48 | 0.50 | 0.44 | 0.46 | 0.50 | 0.47 | 0.42 | 0.50 | 0.48 | 0.50 | 0.45 | 0.50 | 0.54 | 0.49 | 0.54 | 0.49 | 0.49 | 0.50 | 0.55 | 0.50 | 0.50 | 0.51 | 0.53 | 0.52 | 0.54 | 0.54 | 0.55 |
| OLED | 0.36 | 0.32 | 0.36 | 0.37 | 0.38 | 0.39 | 0.37 | 0.39 | 0.40 | 0.41 | 0.44 | 0.39 | 0.42 | 0.43 | 0.43 | 0.44 | 0.42 | 0.41 | 0.44 | 0.45 | 0.43 | 0.43 | 0.43 | 0.44 | 0.44 | 0.50 | 1.00 | 0.43 | 0.50 | 0.49 | 0.49 | 0.50 | 0.52 | 0.50 | 0.50 | 0.51 | 0.46 | 0.52 | 0.51 | 0.48 | 0.48 | 0.48 | 0.51 | 0.52 | 0.49 | 0.53 | 0.49 | 0.52 | 0.56 | 0.55 | 0.51 | 0.57 | 0.53 | 0.55 | 0.54 | 0.56 | 0.56 | 0.56 | 0.58 | 0.58 |
| MSFT | 0.28 | 0.30 | 0.33 | 0.33 | 0.33 | 0.39 | 0.45 | 0.43 | 0.44 | 0.46 | 0.38 | 0.43 | 0.38 | 0.42 | 0.37 | 0.46 | 0.41 | 0.48 | 0.58 | 0.51 | 0.52 | 0.46 | 0.58 | 0.57 | 0.49 | 0.43 | 0.43 | 1.00 | 0.42 | 0.45 | 0.42 | 0.41 | 0.40 | 0.43 | 0.42 | 0.47 | 0.68 | 0.42 | 0.41 | 0.57 | 0.53 | 0.64 | 0.44 | 0.52 | 0.58 | 0.45 | 0.62 | 0.53 | 0.49 | 0.45 | 0.64 | 0.50 | 0.53 | 0.53 | 0.55 | 0.56 | 0.52 | 0.50 | 0.53 | 0.53 |
| LSCC | 0.35 | 0.31 | 0.37 | 0.38 | 0.33 | 0.38 | 0.34 | 0.35 | 0.35 | 0.40 | 0.40 | 0.41 | 0.41 | 0.39 | 0.39 | 0.48 | 0.38 | 0.36 | 0.41 | 0.40 | 0.42 | 0.42 | 0.41 | 0.43 | 0.42 | 0.47 | 0.50 | 0.42 | 1.00 | 0.46 | 0.54 | 0.55 | 0.52 | 0.53 | 0.50 | 0.57 | 0.43 | 0.52 | 0.54 | 0.54 | 0.45 | 0.45 | 0.53 | 0.54 | 0.47 | 0.54 | 0.49 | 0.50 | 0.59 | 0.61 | 0.52 | 0.59 | 0.57 | 0.58 | 0.57 | 0.60 | 0.60 | 0.62 | 0.61 | 0.64 |
| ZBRA | 0.34 | 0.35 | 0.36 | 0.40 | 0.40 | 0.40 | 0.44 | 0.37 | 0.41 | 0.43 | 0.45 | 0.43 | 0.46 | 0.45 | 0.44 | 0.43 | 0.49 | 0.46 | 0.43 | 0.44 | 0.45 | 0.50 | 0.45 | 0.44 | 0.46 | 0.52 | 0.49 | 0.45 | 0.46 | 1.00 | 0.45 | 0.48 | 0.48 | 0.44 | 0.52 | 0.49 | 0.46 | 0.48 | 0.52 | 0.46 | 0.52 | 0.50 | 0.48 | 0.49 | 0.53 | 0.52 | 0.50 | 0.58 | 0.54 | 0.53 | 0.51 | 0.53 | 0.52 | 0.52 | 0.53 | 0.56 | 0.55 | 0.57 | 0.55 | 0.55 |
| RMBS | 0.31 | 0.33 | 0.41 | 0.38 | 0.36 | 0.37 | 0.35 | 0.37 | 0.36 | 0.38 | 0.45 | 0.40 | 0.43 | 0.39 | 0.42 | 0.48 | 0.41 | 0.38 | 0.42 | 0.41 | 0.39 | 0.44 | 0.39 | 0.42 | 0.44 | 0.46 | 0.49 | 0.42 | 0.54 | 0.45 | 1.00 | 0.54 | 0.54 | 0.56 | 0.51 | 0.54 | 0.41 | 0.56 | 0.55 | 0.53 | 0.44 | 0.42 | 0.56 | 0.54 | 0.45 | 0.58 | 0.50 | 0.50 | 0.57 | 0.61 | 0.51 | 0.59 | 0.59 | 0.59 | 0.60 | 0.58 | 0.61 | 0.61 | 0.61 | 0.62 |
| MTSI | 0.33 | 0.34 | 0.37 | 0.38 | 0.37 | 0.37 | 0.35 | 0.39 | 0.40 | 0.37 | 0.43 | 0.43 | 0.41 | 0.40 | 0.42 | 0.45 | 0.40 | 0.40 | 0.42 | 0.42 | 0.43 | 0.44 | 0.42 | 0.43 | 0.45 | 0.48 | 0.50 | 0.41 | 0.55 | 0.48 | 0.54 | 1.00 | 0.51 | 0.51 | 0.52 | 0.53 | 0.43 | 0.54 | 0.54 | 0.51 | 0.47 | 0.44 | 0.53 | 0.54 | 0.47 | 0.56 | 0.50 | 0.51 | 0.58 | 0.60 | 0.51 | 0.58 | 0.57 | 0.57 | 0.57 | 0.58 | 0.61 | 0.61 | 0.60 | 0.63 |
| KLIC | 0.32 | 0.35 | 0.36 | 0.37 | 0.40 | 0.36 | 0.34 | 0.33 | 0.35 | 0.38 | 0.44 | 0.38 | 0.44 | 0.40 | 0.43 | 0.44 | 0.42 | 0.39 | 0.41 | 0.40 | 0.39 | 0.43 | 0.40 | 0.39 | 0.41 | 0.48 | 0.52 | 0.40 | 0.52 | 0.48 | 0.54 | 0.51 | 1.00 | 0.57 | 0.53 | 0.54 | 0.42 | 0.59 | 0.62 | 0.50 | 0.46 | 0.44 | 0.60 | 0.53 | 0.47 | 0.61 | 0.47 | 0.52 | 0.58 | 0.62 | 0.49 | 0.62 | 0.63 | 0.65 | 0.63 | 0.60 | 0.62 | 0.64 | 0.66 | 0.60 |
| ACLS | 0.34 | 0.35 | 0.38 | 0.39 | 0.39 | 0.37 | 0.31 | 0.38 | 0.36 | 0.39 | 0.44 | 0.42 | 0.42 | 0.38 | 0.43 | 0.44 | 0.40 | 0.39 | 0.42 | 0.40 | 0.42 | 0.44 | 0.42 | 0.42 | 0.42 | 0.48 | 0.50 | 0.43 | 0.53 | 0.44 | 0.56 | 0.51 | 0.57 | 1.00 | 0.51 | 0.52 | 0.45 | 0.62 | 0.57 | 0.52 | 0.46 | 0.43 | 0.61 | 0.51 | 0.46 | 0.63 | 0.49 | 0.51 | 0.55 | 0.60 | 0.51 | 0.63 | 0.66 | 0.66 | 0.64 | 0.55 | 0.57 | 0.60 | 0.63 | 0.60 |
| JBL | 0.33 | 0.34 | 0.42 | 0.41 | 0.45 | 0.40 | 0.42 | 0.36 | 0.35 | 0.38 | 0.50 | 0.42 | 0.48 | 0.41 | 0.52 | 0.40 | 0.48 | 0.48 | 0.46 | 0.41 | 0.41 | 0.53 | 0.40 | 0.40 | 0.44 | 0.50 | 0.50 | 0.42 | 0.50 | 0.52 | 0.51 | 0.52 | 0.53 | 0.51 | 1.00 | 0.52 | 0.41 | 0.52 | 0.56 | 0.49 | 0.48 | 0.43 | 0.54 | 0.55 | 0.46 | 0.58 | 0.49 | 0.62 | 0.57 | 0.59 | 0.49 | 0.57 | 0.57 | 0.57 | 0.56 | 0.57 | 0.57 | 0.59 | 0.58 | 0.58 |
| MRVL | 0.32 | 0.29 | 0.39 | 0.37 | 0.34 | 0.38 | 0.35 | 0.38 | 0.38 | 0.40 | 0.39 | 0.39 | 0.37 | 0.38 | 0.39 | 0.52 | 0.38 | 0.37 | 0.45 | 0.40 | 0.44 | 0.44 | 0.45 | 0.44 | 0.41 | 0.44 | 0.51 | 0.47 | 0.57 | 0.49 | 0.54 | 0.53 | 0.54 | 0.52 | 0.52 | 1.00 | 0.48 | 0.52 | 0.56 | 0.62 | 0.46 | 0.47 | 0.53 | 0.59 | 0.51 | 0.54 | 0.52 | 0.52 | 0.61 | 0.62 | 0.54 | 0.59 | 0.61 | 0.62 | 0.62 | 0.63 | 0.64 | 0.65 | 0.64 | 0.64 |
| ADBE | 0.31 | 0.32 | 0.32 | 0.33 | 0.35 | 0.42 | 0.43 | 0.50 | 0.51 | 0.51 | 0.37 | 0.47 | 0.39 | 0.48 | 0.38 | 0.47 | 0.42 | 0.50 | 0.52 | 0.55 | 0.57 | 0.45 | 0.67 | 0.65 | 0.52 | 0.46 | 0.46 | 0.68 | 0.43 | 0.46 | 0.41 | 0.43 | 0.42 | 0.45 | 0.41 | 0.48 | 1.00 | 0.44 | 0.42 | 0.56 | 0.61 | 0.68 | 0.43 | 0.52 | 0.65 | 0.45 | 0.65 | 0.51 | 0.49 | 0.47 | 0.68 | 0.50 | 0.53 | 0.52 | 0.54 | 0.54 | 0.53 | 0.51 | 0.53 | 0.55 |
| FORM | 0.32 | 0.33 | 0.38 | 0.39 | 0.40 | 0.37 | 0.34 | 0.37 | 0.38 | 0.40 | 0.44 | 0.43 | 0.44 | 0.42 | 0.45 | 0.45 | 0.43 | 0.38 | 0.42 | 0.41 | 0.42 | 0.45 | 0.41 | 0.43 | 0.44 | 0.50 | 0.52 | 0.42 | 0.52 | 0.48 | 0.56 | 0.54 | 0.59 | 0.62 | 0.52 | 0.52 | 0.44 | 1.00 | 0.59 | 0.51 | 0.47 | 0.45 | 0.64 | 0.52 | 0.47 | 0.61 | 0.51 | 0.52 | 0.56 | 0.59 | 0.52 | 0.65 | 0.65 | 0.65 | 0.64 | 0.57 | 0.59 | 0.60 | 0.66 | 0.61 |
| AMKR | 0.33 | 0.34 | 0.38 | 0.37 | 0.39 | 0.37 | 0.35 | 0.36 | 0.35 | 0.38 | 0.45 | 0.39 | 0.41 | 0.39 | 0.46 | 0.48 | 0.42 | 0.39 | 0.43 | 0.39 | 0.39 | 0.46 | 0.39 | 0.38 | 0.41 | 0.47 | 0.51 | 0.41 | 0.54 | 0.52 | 0.55 | 0.54 | 0.62 | 0.57 | 0.56 | 0.56 | 0.42 | 0.59 | 1.00 | 0.53 | 0.46 | 0.43 | 0.61 | 0.57 | 0.48 | 0.61 | 0.49 | 0.55 | 0.60 | 0.64 | 0.50 | 0.63 | 0.65 | 0.66 | 0.64 | 0.62 | 0.63 | 0.65 | 0.66 | 0.62 |
| NVDA | 0.29 | 0.27 | 0.39 | 0.32 | 0.32 | 0.39 | 0.36 | 0.44 | 0.40 | 0.44 | 0.40 | 0.40 | 0.34 | 0.38 | 0.38 | 0.63 | 0.37 | 0.40 | 0.50 | 0.44 | 0.49 | 0.42 | 0.51 | 0.52 | 0.42 | 0.42 | 0.48 | 0.57 | 0.54 | 0.46 | 0.53 | 0.51 | 0.50 | 0.52 | 0.49 | 0.62 | 0.56 | 0.51 | 0.53 | 1.00 | 0.47 | 0.53 | 0.53 | 0.60 | 0.53 | 0.52 | 0.59 | 0.51 | 0.57 | 0.57 | 0.60 | 0.59 | 0.62 | 0.63 | 0.63 | 0.61 | 0.60 | 0.61 | 0.61 | 0.66 |
| PTC | 0.34 | 0.39 | 0.34 | 0.38 | 0.38 | 0.45 | 0.46 | 0.46 | 0.48 | 0.47 | 0.42 | 0.47 | 0.44 | 0.54 | 0.45 | 0.43 | 0.48 | 0.51 | 0.45 | 0.53 | 0.54 | 0.49 | 0.57 | 0.56 | 0.56 | 0.50 | 0.48 | 0.53 | 0.45 | 0.52 | 0.44 | 0.47 | 0.46 | 0.46 | 0.48 | 0.46 | 0.61 | 0.47 | 0.46 | 0.47 | 1.00 | 0.59 | 0.49 | 0.48 | 0.67 | 0.51 | 0.58 | 0.55 | 0.49 | 0.50 | 0.61 | 0.51 | 0.50 | 0.50 | 0.52 | 0.51 | 0.53 | 0.53 | 0.54 | 0.55 |
| INTU | 0.30 | 0.35 | 0.32 | 0.36 | 0.37 | 0.43 | 0.48 | 0.48 | 0.48 | 0.53 | 0.40 | 0.47 | 0.42 | 0.49 | 0.40 | 0.43 | 0.46 | 0.52 | 0.50 | 0.54 | 0.54 | 0.49 | 0.61 | 0.59 | 0.54 | 0.48 | 0.48 | 0.64 | 0.45 | 0.50 | 0.42 | 0.44 | 0.44 | 0.43 | 0.43 | 0.47 | 0.68 | 0.45 | 0.43 | 0.53 | 0.59 | 1.00 | 0.46 | 0.50 | 0.62 | 0.46 | 0.64 | 0.54 | 0.49 | 0.47 | 0.68 | 0.51 | 0.51 | 0.51 | 0.55 | 0.55 | 0.55 | 0.52 | 0.54 | 0.56 |
| ONTO | 0.32 | 0.34 | 0.40 | 0.38 | 0.41 | 0.40 | 0.34 | 0.37 | 0.37 | 0.38 | 0.46 | 0.42 | 0.44 | 0.41 | 0.45 | 0.45 | 0.43 | 0.40 | 0.41 | 0.42 | 0.41 | 0.44 | 0.41 | 0.42 | 0.43 | 0.50 | 0.51 | 0.44 | 0.53 | 0.48 | 0.56 | 0.53 | 0.60 | 0.61 | 0.54 | 0.53 | 0.43 | 0.64 | 0.61 | 0.53 | 0.49 | 0.46 | 1.00 | 0.55 | 0.47 | 0.64 | 0.51 | 0.55 | 0.55 | 0.59 | 0.53 | 0.66 | 0.68 | 0.67 | 0.67 | 0.59 | 0.60 | 0.62 | 0.67 | 0.62 |
| AVGO | 0.30 | 0.30 | 0.39 | 0.34 | 0.36 | 0.37 | 0.41 | 0.42 | 0.39 | 0.41 | 0.45 | 0.39 | 0.41 | 0.39 | 0.42 | 0.48 | 0.42 | 0.44 | 0.53 | 0.43 | 0.47 | 0.46 | 0.47 | 0.47 | 0.44 | 0.45 | 0.52 | 0.52 | 0.54 | 0.49 | 0.54 | 0.54 | 0.53 | 0.51 | 0.55 | 0.59 | 0.52 | 0.52 | 0.57 | 0.60 | 0.48 | 0.50 | 0.55 | 1.00 | 0.51 | 0.57 | 0.56 | 0.59 | 0.69 | 0.63 | 0.58 | 0.59 | 0.65 | 0.65 | 0.65 | 0.67 | 0.68 | 0.67 | 0.64 | 0.66 |
| ADSK | 0.35 | 0.36 | 0.34 | 0.39 | 0.39 | 0.45 | 0.47 | 0.50 | 0.51 | 0.49 | 0.43 | 0.48 | 0.42 | 0.53 | 0.44 | 0.45 | 0.47 | 0.53 | 0.48 | 0.52 | 0.55 | 0.50 | 0.62 | 0.61 | 0.54 | 0.50 | 0.49 | 0.58 | 0.47 | 0.53 | 0.45 | 0.47 | 0.47 | 0.46 | 0.46 | 0.51 | 0.65 | 0.47 | 0.48 | 0.53 | 0.67 | 0.62 | 0.47 | 0.51 | 1.00 | 0.51 | 0.62 | 0.55 | 0.52 | 0.52 | 0.65 | 0.54 | 0.53 | 0.55 | 0.54 | 0.55 | 0.56 | 0.56 | 0.57 | 0.57 |
| AEIS | 0.35 | 0.35 | 0.40 | 0.41 | 0.45 | 0.40 | 0.38 | 0.37 | 0.38 | 0.43 | 0.48 | 0.45 | 0.49 | 0.46 | 0.48 | 0.45 | 0.48 | 0.42 | 0.44 | 0.44 | 0.43 | 0.49 | 0.42 | 0.41 | 0.47 | 0.54 | 0.53 | 0.45 | 0.54 | 0.52 | 0.58 | 0.56 | 0.61 | 0.63 | 0.58 | 0.54 | 0.45 | 0.61 | 0.61 | 0.52 | 0.51 | 0.46 | 0.64 | 0.57 | 0.51 | 1.00 | 0.50 | 0.58 | 0.61 | 0.62 | 0.52 | 0.67 | 0.69 | 0.68 | 0.66 | 0.63 | 0.63 | 0.67 | 0.68 | 0.62 |
| CDNS | 0.31 | 0.34 | 0.33 | 0.38 | 0.37 | 0.40 | 0.44 | 0.48 | 0.47 | 0.48 | 0.42 | 0.47 | 0.42 | 0.48 | 0.42 | 0.49 | 0.44 | 0.50 | 0.51 | 0.54 | 0.56 | 0.48 | 0.56 | 0.59 | 0.54 | 0.49 | 0.49 | 0.62 | 0.49 | 0.50 | 0.50 | 0.50 | 0.47 | 0.49 | 0.49 | 0.52 | 0.65 | 0.51 | 0.49 | 0.59 | 0.58 | 0.64 | 0.51 | 0.56 | 0.62 | 0.50 | 1.00 | 0.57 | 0.54 | 0.55 | 0.82 | 0.59 | 0.59 | 0.59 | 0.61 | 0.59 | 0.59 | 0.57 | 0.60 | 0.63 |
| APH | 0.31 | 0.36 | 0.40 | 0.40 | 0.46 | 0.41 | 0.50 | 0.40 | 0.40 | 0.44 | 0.49 | 0.44 | 0.54 | 0.48 | 0.52 | 0.41 | 0.57 | 0.55 | 0.50 | 0.49 | 0.47 | 0.59 | 0.46 | 0.45 | 0.50 | 0.54 | 0.52 | 0.53 | 0.50 | 0.58 | 0.50 | 0.51 | 0.52 | 0.51 | 0.62 | 0.52 | 0.51 | 0.52 | 0.55 | 0.51 | 0.55 | 0.54 | 0.55 | 0.59 | 0.55 | 0.58 | 0.57 | 1.00 | 0.59 | 0.59 | 0.60 | 0.58 | 0.60 | 0.60 | 0.60 | 0.64 | 0.62 | 0.64 | 0.62 | 0.60 |
| SWKS | 0.33 | 0.31 | 0.40 | 0.37 | 0.37 | 0.40 | 0.40 | 0.41 | 0.41 | 0.43 | 0.47 | 0.40 | 0.43 | 0.39 | 0.44 | 0.46 | 0.43 | 0.43 | 0.56 | 0.41 | 0.47 | 0.49 | 0.46 | 0.46 | 0.44 | 0.49 | 0.56 | 0.49 | 0.59 | 0.54 | 0.57 | 0.58 | 0.58 | 0.55 | 0.57 | 0.61 | 0.49 | 0.56 | 0.60 | 0.57 | 0.49 | 0.49 | 0.55 | 0.69 | 0.52 | 0.61 | 0.54 | 0.59 | 1.00 | 0.68 | 0.55 | 0.64 | 0.66 | 0.66 | 0.65 | 0.72 | 0.72 | 0.72 | 0.69 | 0.70 |
| ON | 0.35 | 0.33 | 0.40 | 0.39 | 0.40 | 0.40 | 0.36 | 0.40 | 0.39 | 0.41 | 0.48 | 0.42 | 0.42 | 0.42 | 0.47 | 0.50 | 0.45 | 0.43 | 0.46 | 0.40 | 0.45 | 0.50 | 0.43 | 0.45 | 0.45 | 0.49 | 0.55 | 0.45 | 0.61 | 0.53 | 0.61 | 0.60 | 0.62 | 0.60 | 0.59 | 0.62 | 0.47 | 0.59 | 0.64 | 0.57 | 0.50 | 0.47 | 0.59 | 0.63 | 0.52 | 0.62 | 0.55 | 0.59 | 0.68 | 1.00 | 0.55 | 0.66 | 0.67 | 0.68 | 0.67 | 0.72 | 0.75 | 0.79 | 0.71 | 0.70 |
| SNPS | 0.31 | 0.36 | 0.36 | 0.39 | 0.37 | 0.44 | 0.46 | 0.49 | 0.48 | 0.50 | 0.43 | 0.49 | 0.44 | 0.51 | 0.42 | 0.50 | 0.46 | 0.53 | 0.52 | 0.57 | 0.57 | 0.49 | 0.60 | 0.61 | 0.57 | 0.50 | 0.51 | 0.64 | 0.52 | 0.51 | 0.51 | 0.51 | 0.49 | 0.51 | 0.49 | 0.54 | 0.68 | 0.52 | 0.50 | 0.60 | 0.61 | 0.68 | 0.53 | 0.58 | 0.65 | 0.52 | 0.82 | 0.60 | 0.55 | 0.55 | 1.00 | 0.60 | 0.61 | 0.60 | 0.63 | 0.60 | 0.59 | 0.58 | 0.62 | 0.63 |
| ENTG | 0.35 | 0.34 | 0.40 | 0.41 | 0.41 | 0.40 | 0.40 | 0.40 | 0.42 | 0.44 | 0.46 | 0.43 | 0.47 | 0.45 | 0.46 | 0.51 | 0.47 | 0.44 | 0.47 | 0.46 | 0.46 | 0.50 | 0.47 | 0.48 | 0.47 | 0.55 | 0.57 | 0.50 | 0.59 | 0.53 | 0.59 | 0.58 | 0.62 | 0.63 | 0.57 | 0.59 | 0.50 | 0.65 | 0.63 | 0.59 | 0.51 | 0.51 | 0.66 | 0.59 | 0.54 | 0.67 | 0.59 | 0.58 | 0.64 | 0.66 | 0.60 | 1.00 | 0.71 | 0.72 | 0.72 | 0.67 | 0.68 | 0.69 | 0.73 | 0.68 |
| LRCX | 0.32 | 0.32 | 0.42 | 0.36 | 0.37 | 0.39 | 0.39 | 0.40 | 0.37 | 0.42 | 0.46 | 0.40 | 0.43 | 0.42 | 0.43 | 0.52 | 0.44 | 0.43 | 0.50 | 0.45 | 0.44 | 0.48 | 0.46 | 0.47 | 0.44 | 0.50 | 0.53 | 0.53 | 0.57 | 0.52 | 0.59 | 0.57 | 0.63 | 0.66 | 0.57 | 0.61 | 0.53 | 0.65 | 0.65 | 0.62 | 0.50 | 0.51 | 0.68 | 0.65 | 0.53 | 0.69 | 0.59 | 0.60 | 0.66 | 0.67 | 0.61 | 0.71 | 1.00 | 0.87 | 0.85 | 0.70 | 0.71 | 0.72 | 0.77 | 0.69 |
| AMAT | 0.32 | 0.33 | 0.39 | 0.35 | 0.38 | 0.39 | 0.38 | 0.39 | 0.37 | 0.43 | 0.45 | 0.39 | 0.42 | 0.41 | 0.44 | 0.52 | 0.44 | 0.42 | 0.49 | 0.44 | 0.45 | 0.49 | 0.46 | 0.46 | 0.42 | 0.50 | 0.55 | 0.53 | 0.58 | 0.52 | 0.59 | 0.57 | 0.65 | 0.66 | 0.57 | 0.62 | 0.52 | 0.65 | 0.66 | 0.63 | 0.50 | 0.51 | 0.67 | 0.65 | 0.55 | 0.68 | 0.59 | 0.60 | 0.66 | 0.68 | 0.60 | 0.72 | 0.87 | 1.00 | 0.83 | 0.72 | 0.72 | 0.74 | 0.77 | 0.68 |
| KLAC | 0.32 | 0.33 | 0.40 | 0.37 | 0.38 | 0.38 | 0.40 | 0.40 | 0.38 | 0.44 | 0.45 | 0.40 | 0.44 | 0.42 | 0.43 | 0.52 | 0.44 | 0.46 | 0.50 | 0.45 | 0.47 | 0.49 | 0.47 | 0.48 | 0.44 | 0.51 | 0.54 | 0.55 | 0.57 | 0.53 | 0.60 | 0.57 | 0.63 | 0.64 | 0.56 | 0.62 | 0.54 | 0.64 | 0.64 | 0.63 | 0.52 | 0.55 | 0.67 | 0.65 | 0.54 | 0.66 | 0.61 | 0.60 | 0.65 | 0.67 | 0.63 | 0.72 | 0.85 | 0.83 | 1.00 | 0.73 | 0.72 | 0.73 | 0.77 | 0.71 |
| TXN | 0.33 | 0.35 | 0.40 | 0.37 | 0.40 | 0.40 | 0.45 | 0.38 | 0.41 | 0.44 | 0.48 | 0.42 | 0.48 | 0.44 | 0.49 | 0.52 | 0.49 | 0.47 | 0.53 | 0.45 | 0.46 | 0.51 | 0.47 | 0.47 | 0.47 | 0.53 | 0.56 | 0.56 | 0.60 | 0.56 | 0.58 | 0.58 | 0.60 | 0.55 | 0.57 | 0.63 | 0.54 | 0.57 | 0.62 | 0.61 | 0.51 | 0.55 | 0.59 | 0.67 | 0.55 | 0.63 | 0.59 | 0.64 | 0.72 | 0.72 | 0.60 | 0.67 | 0.70 | 0.72 | 0.73 | 1.00 | 0.82 | 0.80 | 0.73 | 0.72 |
| ADI | 0.32 | 0.35 | 0.39 | 0.38 | 0.38 | 0.40 | 0.43 | 0.40 | 0.41 | 0.44 | 0.50 | 0.42 | 0.47 | 0.43 | 0.47 | 0.53 | 0.47 | 0.47 | 0.51 | 0.43 | 0.46 | 0.51 | 0.47 | 0.46 | 0.47 | 0.52 | 0.56 | 0.52 | 0.60 | 0.55 | 0.61 | 0.61 | 0.62 | 0.57 | 0.57 | 0.64 | 0.53 | 0.59 | 0.63 | 0.60 | 0.53 | 0.55 | 0.60 | 0.68 | 0.56 | 0.63 | 0.59 | 0.62 | 0.72 | 0.75 | 0.59 | 0.68 | 0.71 | 0.72 | 0.72 | 0.82 | 1.00 | 0.82 | 0.73 | 0.73 |
| MCHP | 0.34 | 0.36 | 0.40 | 0.39 | 0.41 | 0.41 | 0.42 | 0.41 | 0.41 | 0.45 | 0.49 | 0.43 | 0.47 | 0.45 | 0.48 | 0.53 | 0.47 | 0.47 | 0.49 | 0.44 | 0.47 | 0.53 | 0.47 | 0.46 | 0.48 | 0.54 | 0.56 | 0.50 | 0.62 | 0.57 | 0.61 | 0.61 | 0.64 | 0.60 | 0.59 | 0.65 | 0.51 | 0.60 | 0.65 | 0.61 | 0.53 | 0.52 | 0.62 | 0.67 | 0.56 | 0.67 | 0.57 | 0.64 | 0.72 | 0.79 | 0.58 | 0.69 | 0.72 | 0.74 | 0.73 | 0.80 | 0.82 | 1.00 | 0.75 | 0.75 |
| TER | 0.36 | 0.35 | 0.41 | 0.40 | 0.40 | 0.42 | 0.42 | 0.41 | 0.41 | 0.45 | 0.49 | 0.43 | 0.47 | 0.46 | 0.46 | 0.53 | 0.48 | 0.46 | 0.49 | 0.46 | 0.48 | 0.50 | 0.47 | 0.47 | 0.48 | 0.54 | 0.58 | 0.53 | 0.61 | 0.55 | 0.61 | 0.60 | 0.66 | 0.63 | 0.58 | 0.64 | 0.53 | 0.66 | 0.66 | 0.61 | 0.54 | 0.54 | 0.67 | 0.64 | 0.57 | 0.68 | 0.60 | 0.62 | 0.69 | 0.71 | 0.62 | 0.73 | 0.77 | 0.77 | 0.77 | 0.73 | 0.73 | 0.75 | 1.00 | 0.71 |
| MPWR | 0.36 | 0.36 | 0.42 | 0.42 | 0.40 | 0.44 | 0.41 | 0.45 | 0.45 | 0.50 | 0.49 | 0.46 | 0.46 | 0.46 | 0.47 | 0.56 | 0.46 | 0.47 | 0.50 | 0.48 | 0.51 | 0.52 | 0.50 | 0.53 | 0.51 | 0.55 | 0.58 | 0.53 | 0.64 | 0.55 | 0.62 | 0.63 | 0.60 | 0.60 | 0.58 | 0.64 | 0.55 | 0.61 | 0.62 | 0.66 | 0.55 | 0.56 | 0.62 | 0.66 | 0.57 | 0.62 | 0.63 | 0.60 | 0.70 | 0.70 | 0.63 | 0.68 | 0.69 | 0.68 | 0.71 | 0.72 | 0.73 | 0.75 | 0.71 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 28 июн. 2013 г.