PortfoliosLab logo
Инструменты
Анализ доходности
Анализ рисков
Инструменты оптимизации
Факторный анализ
Все инструменты
Анализ портфеля
Портфели
Ленивые портфелиПользовательские портфели
Обсуждения

equal weight qqq

Последнее обновление 27 февр. 2024 г.

equal weight nasdaq 99

Распределение активов


MSFT 1.01%AAPL 1.01%AMZN 1.01%META 1.01%NVDA 1.01%AVGO 1.01%TSLA 1.01%GOOGL 1.01%GOOG 1.01%COST 1.01%ADBE 1.01%AMD 1.01%NFLX 1.01%PEP 1.01%CSCO 1.01%TMUS 1.01%CMCSA 1.01%INTC 1.01%INTU 1.01%AMGN 1.01%QCOM 1.01%TXN 1.01%AMAT 1.01%ISRG 1.01%HON 1.01%BKNG 1.01%LRCX 1.01%VRTX 1.01%PANW 1.01%SBUX 1.01%MDLZ 1.01%ADP 1.01%REGN 1.01%GILD 1.01%MU 1.01%ADI 1.01%MELI 1.01%SNPS 1.01%PDD 1.01%KLAC 1.01%CDNS 1.01%ASML 1.01%CSX 1.01%MAR 1.01%CRWD 1.01%PYPL 1.01%ABNB 1.01%CTAS 1.01%ORLY 1.01%WDAY 1.01%ROP 1.01%MRVL 1.01%MNST 1.01%LULU 1.01%NXPI 1.01%ADSK 1.01%PCAR 1.01%FTNT 1.01%ROST 1.01%CPRT 1.01%CHTR 1.01%DXCM 1.01%KHC 1.01%MCHP 1.01%ODFL 1.01%KDP 1.01%PAYX 1.01%IDXX 1.01%CEG 1.01%AEP 1.01%DASH 1.01%DDOG 1.01%FAST 1.01%CTSH 1.01%AZN 1.01%MRNA 1.01%EA 1.01%ZS 1.01%VRSK 1.01%BIIB 1.01%CSGP 1.01%EXC 1.01%TEAM 1.01%GEHC 1.01%XEL 1.01%CCEP 1.01%TTD 1.01%CDW 1.01%MDB 1.01%ON 1.01%GFS 1.01%DLTR 1.01%BKR 1.01%ANSS 1.01%TTWO 1.01%FANG 1.01%SPLK 1.01%WBD 1.01%ILMN 1.01%АкцииАкции
ПозицияКатегория/СекторВес
MSFT

1.01%

AAPL
Apple Inc.
Technology

1.01%

AMZN
Amazon.com, Inc.
Consumer Cyclical

1.01%

META

1.01%

NVDA

1.01%

AVGO
Broadcom Inc.
Technology

1.01%

TSLA

1.01%

GOOGL

1.01%

GOOG

1.01%

COST

1.01%

ADBE
Adobe Inc
Technology

1.01%

AMD
Advanced Micro Devices, Inc.
Technology

1.01%

NFLX

1.01%

PEP

1.01%

CSCO

1.01%

TMUS

1.01%

CMCSA

1.01%

INTC

1.01%

INTU

1.01%

AMGN
Amgen Inc.
Healthcare

1.01%

QCOM

1.01%

TXN

1.01%

AMAT
Applied Materials, Inc.
Technology

1.01%

ISRG

1.01%

HON

1.01%

BKNG
Booking Holdings Inc.
Consumer Cyclical

1.01%

LRCX

1.01%

VRTX

1.01%

PANW

1.01%

SBUX

1.01%

MDLZ

1.01%

ADP
Automatic Data Processing, Inc.
Industrials

1.01%

REGN

1.01%

GILD

1.01%

MU

1.01%

ADI
Analog Devices, Inc.
Technology

1.01%

MELI

1.01%

SNPS

1.01%

PDD

1.01%

KLAC

1.01%

CDNS
Cadence Design Systems, Inc.
Technology

1.01%

ASML
ASML Holding N.V.
Technology

1.01%

CSX

1.01%

MAR

1.01%

CRWD

1.01%

PYPL

1.01%

ABNB
Airbnb, Inc.
Communication Services

1.01%

CTAS

1.01%

ORLY

1.01%

WDAY

1.01%

ROP

1.01%

MRVL

1.01%

MNST

1.01%

LULU

1.01%

NXPI

1.01%

ADSK
Autodesk, Inc.
Technology

1.01%

PCAR

1.01%

FTNT

1.01%

ROST

1.01%

CPRT

1.01%

CHTR

1.01%

DXCM

1.01%

KHC

1.01%

MCHP

1.01%

ODFL

1.01%

KDP

1.01%

PAYX

1.01%

IDXX

1.01%

CEG

1.01%

AEP
American Electric Power Company, Inc.
Utilities

1.01%

DASH

1.01%

DDOG

1.01%

FAST

1.01%

CTSH

1.01%

AZN
AstraZeneca PLC
Healthcare

1.01%

MRNA

1.01%

EA

1.01%

ZS

1.01%

VRSK

1.01%

BIIB
Biogen Inc.
Healthcare

1.01%

CSGP

1.01%

EXC

1.01%

TEAM

1.01%

GEHC

1.01%

XEL

1.01%

CCEP
Coca-Cola European Partners plc
Consumer Defensive

1.01%

TTD

1.01%

CDW

1.01%

MDB

1.01%

ON

1.01%

GFS

1.01%

DLTR

1.01%

BKR
Baker Hughes Company
Energy

1.01%

ANSS
ANSYS, Inc.
Technology

1.01%

TTWO

1.01%

FANG

1.01%

SPLK

1.01%

WBD

1.01%

ILMN

1.01%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в equal weight qqq 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


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
15.57%
12.72%
equal weight qqq
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 10 дек. 2020 г., начальной даты ABNB

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
equal weight qqq4.23%2.22%15.57%35.87%N/AN/A
MSFT
8.58%1.08%24.58%64.25%N/AN/A
AAPL
Apple Inc.
-5.79%-5.73%-1.35%23.13%33.99%27.11%
AMZN
Amazon.com, Inc.
15.00%9.81%29.52%86.36%16.36%25.51%
META
36.24%22.36%61.83%184.45%N/AN/A
NVDA
59.71%29.59%62.15%236.70%N/AN/A
AVGO
Broadcom Inc.
17.28%8.65%48.59%128.70%41.71%39.46%
TSLA
-19.75%8.81%-22.47%-3.96%N/AN/A
GOOGL
-1.52%-9.60%2.23%53.08%N/AN/A
GOOG
-1.55%-9.78%2.41%54.00%N/AN/A
COST
13.08%8.67%40.91%57.66%N/AN/A
ADBE
Adobe Inc
-6.05%-8.71%3.68%73.89%16.39%23.43%
AMD
Advanced Micro Devices, Inc.
19.40%-0.70%66.17%123.45%49.76%47.24%
NFLX
20.70%3.02%36.67%81.92%N/AN/A
PEP
-0.93%0.24%-5.63%-1.60%N/AN/A
CSCO
-3.45%-7.17%-13.14%2.35%N/AN/A
TMUS
2.23%1.08%20.39%14.22%N/AN/A
CMCSA
-3.15%-8.80%-8.62%16.15%N/AN/A
INTC
-14.20%-1.22%26.08%75.06%N/AN/A
INTU
6.37%3.51%24.14%61.97%N/AN/A
AMGN
Amgen Inc.
0.20%-7.43%12.03%26.25%11.79%11.81%
QCOM
8.57%4.19%39.87%30.64%N/AN/A
TXN
-2.85%0.92%-2.09%-0.68%N/AN/A
AMAT
Applied Materials, Inc.
25.81%22.17%36.24%83.19%40.94%28.59%
ISRG
15.09%3.60%25.09%67.55%N/AN/A
HON
-5.02%-1.29%5.72%5.23%N/AN/A
BKNG
Booking Holdings Inc.
-1.34%-0.56%12.50%38.82%12.96%10.03%
LRCX
19.85%11.89%37.90%96.85%N/AN/A
VRTX
6.53%0.77%23.41%50.83%N/AN/A
PANW
2.68%-11.58%29.44%60.62%N/AN/A
SBUX
-1.21%2.21%-3.81%-5.94%N/AN/A
MDLZ
1.19%-2.46%3.77%14.22%N/AN/A
ADP
Automatic Data Processing, Inc.
8.83%7.39%0.79%17.02%13.00%16.59%
REGN
12.64%5.24%19.16%30.55%N/AN/A
GILD
-9.95%-8.26%-4.95%-6.33%N/AN/A
MU
4.83%1.60%34.57%55.58%N/AN/A
ADI
Analog Devices, Inc.
-4.81%-2.54%4.52%4.67%14.47%16.53%
MELI
2.46%-10.34%23.41%36.11%N/AN/A
SNPS
11.81%9.01%27.49%58.44%N/AN/A
PDD
-13.55%-10.79%35.68%47.07%N/AN/A
KLAC
17.90%14.34%38.03%82.39%N/AN/A
CDNS
Cadence Design Systems, Inc.
11.50%4.46%27.71%57.21%39.63%34.90%
ASML
ASML Holding N.V.
25.38%9.36%42.48%51.13%40.17%28.28%
CSX
10.12%7.88%25.04%25.40%N/AN/A
MAR
10.51%3.15%21.20%48.14%N/AN/A
CRWD
25.74%10.58%118.83%166.08%N/AN/A
PYPL
-3.39%-3.97%-5.07%-19.57%N/AN/A
ABNB
Airbnb, Inc.
9.64%-0.23%12.87%20.84%N/AN/A
CTAS
5.43%6.28%26.80%46.67%N/AN/A
ORLY
11.79%3.87%12.20%25.55%N/AN/A
WDAY
11.28%6.44%27.12%66.12%N/AN/A
ROP
0.65%-0.32%10.30%28.47%N/AN/A
MRVL
13.90%0.85%22.54%55.59%N/AN/A
MNST
-3.28%0.51%-4.74%8.91%N/AN/A
LULU
-8.42%-2.05%24.96%50.90%N/AN/A
NXPI
6.14%13.33%19.98%40.04%N/AN/A
ADSK
Autodesk, Inc.
5.70%1.69%17.30%30.85%9.42%17.28%
PCAR
15.25%10.59%40.82%62.85%N/AN/A
FTNT
16.86%3.45%12.82%14.73%N/AN/A
ROST
6.83%4.29%22.81%34.86%N/AN/A
CPRT
7.14%9.24%17.98%50.09%N/AN/A
CHTR
-24.71%-22.39%-35.13%-21.97%N/AN/A
DXCM
-6.38%-4.75%15.50%5.06%N/AN/A
KHC
-2.76%-3.36%9.04%-5.22%N/AN/A
MCHP
-7.57%-4.11%2.21%4.98%N/AN/A
ODFL
10.01%13.55%4.43%30.80%N/AN/A
KDP
-10.88%-7.75%-11.80%-14.43%N/AN/A
PAYX
4.33%2.75%2.68%14.61%N/AN/A
IDXX
2.67%8.55%11.41%21.72%N/AN/A
CEG
13.97%9.85%26.52%71.45%N/AN/A
AEP
American Electric Power Company, Inc.
0.59%4.96%3.77%-6.47%3.62%8.70%
DASH
21.24%10.76%46.28%121.24%N/AN/A
DDOG
6.57%4.36%37.89%66.69%N/AN/A
FAST
13.35%7.33%29.17%45.93%N/AN/A
CTSH
5.68%3.28%12.26%27.34%N/AN/A
AZN
AstraZeneca PLC
-0.60%-0.23%-3.18%0.87%12.55%10.51%
MRNA
-5.46%-7.65%-18.94%-32.00%N/AN/A
EA
4.22%2.27%18.04%29.14%N/AN/A
ZS
9.09%2.06%67.39%83.33%N/AN/A
VRSK
1.78%-0.43%1.94%42.23%N/AN/A
BIIB
Biogen Inc.
-13.55%-8.62%-16.53%-16.90%-7.43%-3.34%
CSGP
-3.90%-1.30%1.95%18.47%N/AN/A
EXC
-0.75%1.77%-10.39%-10.86%N/AN/A
TEAM
-13.96%-17.41%2.90%24.32%N/AN/A
GEHC
17.25%23.88%28.69%19.36%N/AN/A
XEL
-6.23%-2.26%1.93%-8.20%N/AN/A
CCEP
Coca-Cola European Partners plc
7.42%4.14%14.05%32.40%12.13%12.29%
TTD
14.22%20.85%4.30%49.22%N/AN/A
CDW
8.59%7.47%19.28%23.02%N/AN/A
MDB
10.26%14.04%22.71%117.91%N/AN/A
ON
-7.14%8.17%-20.53%-0.21%N/AN/A
GFS
-10.03%-3.50%-0.02%-15.98%N/AN/A
DLTR
2.62%9.82%18.42%1.36%N/AN/A
BKR
Baker Hughes Company
-12.06%-1.39%-16.27%-1.40%5.49%-1.54%
ANSS
ANSYS, Inc.
-7.32%1.23%7.04%13.74%13.76%14.98%
TTWO
-6.98%-10.56%5.88%36.00%N/AN/A
FANG
14.21%13.36%19.68%29.48%N/AN/A
SPLK
2.10%1.43%31.35%52.83%N/AN/A
WBD
-24.87%-19.49%-33.98%-46.36%N/AN/A
ILMN
-1.63%-2.60%-15.41%-30.44%N/AN/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20240.89%
20234.89%-2.12%-3.74%-3.49%11.04%6.67%

Коэффициент Шарпа

equal weight qqq на текущий момент имеет коэффициент Шарпа равный 2.42. Коэффициент Шарпа выше 2,0 считается очень хорошим.

-1.000.001.002.003.004.005.002.42

Коэффициент Шарпа equal weight qqq находится между 25-м и 75-м процентилями. Это указывает на то, что риск-корректированная доходность портфеля находится в соответствии с большинством портфелей. Это указывает на сбалансированный подход к риску и доходности, который может подойти для широкого круга инвесторов.


Скользящий 12-месячный коэффициент Шарпа1.401.601.802.002.202.402.60Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
2.42
2.13
equal weight qqq
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность equal weight qqq за предыдущие двенадцать месяцев составила 0.96%.


TTM20232022202120202019201820172016201520142013
equal weight qqq0.96%0.99%1.02%0.74%0.84%0.86%5.12%1.39%1.32%0.92%1.01%0.92%
MSFT
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
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%
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%
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%
AVGO
Broadcom Inc.
1.46%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
TSLA
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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
2.56%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
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%
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%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEP
2.94%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
CSCO
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
TMUS
0.40%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
CMCSA
2.75%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
INTC
1.16%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
INTU
0.51%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
AMGN
Amgen Inc.
3.02%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
QCOM
2.01%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
TXN
3.09%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
AMAT
Applied Materials, Inc.
0.63%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
ISRG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HON
1.58%1.99%1.85%1.81%1.71%1.90%1.32%0.70%0.78%0.73%0.65%0.64%
BKNG
Booking 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%
LRCX
0.79%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
VRTX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
SBUX
2.33%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%
MDLZ
2.21%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
ADP
Automatic Data Processing, Inc.
2.03%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
REGN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GILD
4.11%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
MU
0.51%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADI
Analog Devices, Inc.
1.37%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
MELI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%
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%
PDD
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
0.80%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
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%
ASML
ASML Holding N.V.
0.59%0.72%1.03%0.42%0.50%1.01%0.92%0.64%0.92%0.73%0.67%0.63%
CSX
0.86%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
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%
CRWD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PYPL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABNB
Airbnb, 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%
CTAS
0.82%0.83%0.93%0.77%0.20%0.95%1.22%1.04%1.15%1.15%2.17%1.28%
ORLY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
ROP
0.51%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%0.36%
MRVL
0.35%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
MNST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LULU
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXPI
1.66%1.77%2.14%0.99%0.94%0.98%0.68%0.00%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%
PCAR
3.77%4.31%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%2.87%
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%
ROST
0.91%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.87%0.85%0.91%
CPRT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXCM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KHC
4.45%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%3.09%3.43%3.80%
MCHP
2.03%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
ODFL
0.36%0.39%0.42%0.22%0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KDP
2.81%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%3.12%
PAYX
2.89%2.90%2.62%1.90%2.66%2.85%3.35%2.82%2.89%3.03%3.16%1.54%
IDXX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CEG
0.64%0.97%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AEP
American Electric Power Company, Inc.
4.23%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%
DASH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DDOG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAST
2.48%2.73%2.60%1.74%2.83%2.32%2.90%2.31%2.52%2.70%2.07%1.66%
CTSH
1.47%1.54%1.89%1.08%1.07%1.29%1.26%0.63%0.00%0.00%0.00%0.00%
AZN
AstraZeneca PLC
2.20%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%4.72%
MRNA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EA
0.67%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRSK
0.56%0.57%0.70%0.51%0.52%0.67%0.00%0.00%0.00%0.00%0.00%0.00%
BIIB
Biogen 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%
CSGP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXC
4.04%5.01%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TEAM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GEHC
0.13%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XEL
3.58%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%3.34%3.97%
CCEP
Coca-Cola European Partners plc
2.74%2.94%3.07%2.90%2.01%2.71%2.73%2.38%49.27%2.27%2.26%1.81%
TTD
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
0.98%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.55%0.18%
MDB
0.00%0.00%0.00%0.00%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%
GFS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DLTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKR
Baker Hughes Company
2.68%2.28%2.47%2.99%3.45%2.81%3.35%57.49%1.05%1.47%1.14%1.09%
ANSS
ANSYS, 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%
TTWO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FANG
4.51%5.15%6.55%1.62%3.10%0.73%0.38%0.00%0.00%0.00%0.00%0.00%
SPLK
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WBD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILMN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Комиссия

Комиссия equal weight qqq 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
2.13
equal weight qqq
2.42
MSFT
2.86
AAPL
Apple Inc.
1.26
AMZN
Amazon.com, Inc.
2.85
META
4.90
NVDA
5.17
AVGO
Broadcom Inc.
4.00
TSLA
0.03
GOOGL
1.97
GOOG
1.99
COST
3.40
ADBE
Adobe Inc
2.40
AMD
Advanced Micro Devices, Inc.
2.70
NFLX
2.30
PEP
-0.11
CSCO
0.15
TMUS
0.81
CMCSA
0.73
INTC
1.91
INTU
2.21
AMGN
Amgen Inc.
1.23
QCOM
1.00
TXN
0.01
AMAT
Applied Materials, Inc.
2.48
ISRG
2.37
HON
0.32
BKNG
Booking Holdings Inc.
1.59
LRCX
2.82
VRTX
2.11
PANW
1.32
SBUX
-0.24
MDLZ
0.83
ADP
Automatic Data Processing, Inc.
0.89
REGN
1.40
GILD
-0.27
MU
1.57
ADI
Analog Devices, Inc.
0.19
MELI
1.01
SNPS
2.05
PDD
0.95
KLAC
2.43
CDNS
Cadence Design Systems, Inc.
2.07
ASML
ASML Holding N.V.
1.75
CSX
1.40
MAR
2.01
CRWD
4.25
PYPL
-0.50
ABNB
Airbnb, Inc.
0.57
CTAS
2.56
ORLY
1.41
WDAY
2.26
ROP
1.86
MRVL
1.08
MNST
0.49
LULU
1.69
NXPI
1.32
ADSK
Autodesk, Inc.
1.26
PCAR
2.93
FTNT
0.41
ROST
1.69
CPRT
2.39
CHTR
-0.61
DXCM
0.14
KHC
-0.29
MCHP
0.19
ODFL
1.06
KDP
-0.83
PAYX
0.71
IDXX
0.73
CEG
2.67
AEP
American Electric Power Company, Inc.
-0.33
DASH
2.97
DDOG
1.26
FAST
2.36
CTSH
1.21
AZN
AstraZeneca PLC
0.07
MRNA
-0.66
EA
1.69
ZS
1.67
VRSK
2.20
BIIB
Biogen Inc.
-0.77
CSGP
0.71
EXC
-0.49
TEAM
0.51
GEHC
0.73
XEL
-0.45
CCEP
Coca-Cola European Partners plc
1.85
TTD
1.07
CDW
0.97
MDB
2.12
ON
0.04
GFS
-0.43
DLTR
0.04
BKR
Baker Hughes Company
0.03
ANSS
ANSYS, Inc.
0.50
TTWO
1.36
FANG
1.10
SPLK
1.53
WBD
-0.87
ILMN
-0.68

Таблица корреляции активов

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

AZNKHCFANGORLYKDPTMUSPEPGILDXELAMGNAEPEXCBKRREGNVRTXMDLZCCEPDLTRPDDDXCMMRNAGEHCBIIBSPLKMNSTCEGWBDCHTRILMNPANWVRSKTSLAROSTCSXPCAREAMUNFLXINTCSBUXCMCSAGOOGLTTWOMELIMARGOOGPYPLTEAMODFLPAYXBKNGMDBADPFTNTCOSTLULUDDOGHONFASTDASHAMDNVDAABNBCRWDMETACSCOCTSHZSCSGPCDWAMZNMSFTQCOMTTDROPWDAYISRGAAPLONADBEIDXXGFSAMATCPRTAVGOMRVLLRCXSNPSCTASCDNSKLACMCHPNXPIASMLINTUADIANSSTXNADSK
AZN1.000.250.150.200.190.260.300.330.310.340.240.290.170.300.270.260.250.150.070.110.290.270.28-0.030.290.190.090.090.200.070.220.080.210.170.080.220.020.120.090.200.140.050.120.050.160.050.110.080.130.150.13-0.010.190.160.070.160.020.220.130.10-0.06-0.010.040.070.090.120.140.110.240.090.090.020.060.080.220.100.230.100.050.060.280.070.010.120.040.03-0.010.000.260.050.040.090.050.170.170.090.150.160.15
KHC0.251.000.080.150.440.340.570.420.490.370.510.440.120.240.190.620.380.240.030.120.120.180.320.020.360.140.160.220.15-0.010.210.060.170.230.150.17-0.010.050.040.230.22-0.010.110.020.04-0.010.130.030.000.190.10-0.150.24-0.050.230.12-0.030.300.140.06-0.12-0.130.09-0.040.040.100.18-0.020.170.070.030.050.00-0.030.230.060.200.08-0.060.010.16-0.04-0.100.050.02-0.08-0.11-0.030.25-0.03-0.080.01-0.03-0.010.020.040.090.130.07
FANG0.150.081.000.070.040.060.010.150.130.140.170.220.680.180.120.010.010.170.180.070.200.180.180.11-0.030.320.320.300.170.080.090.140.160.290.300.150.190.070.160.190.290.040.140.160.280.050.180.170.220.260.240.020.240.160.020.210.080.360.180.130.070.080.230.090.070.280.340.050.150.240.010.020.260.140.110.080.100.110.240.160.130.240.140.170.170.260.180.070.180.080.190.250.250.160.200.210.090.260.22
ORLY0.200.150.071.000.180.270.320.240.190.170.190.190.170.210.200.270.250.160.040.060.060.130.210.030.320.210.070.100.120.190.340.010.360.290.330.210.110.160.040.320.190.060.190.160.230.070.060.030.260.210.230.100.280.230.320.310.130.290.340.060.130.140.070.190.130.210.180.160.270.230.120.170.050.070.380.170.240.160.130.160.190.090.200.360.260.120.200.290.420.330.240.110.160.160.150.150.200.170.15
KDP0.190.440.040.181.000.270.580.340.490.250.460.430.160.160.090.500.410.250.030.210.170.140.230.040.470.180.200.240.240.080.260.090.270.290.250.190.050.040.130.280.250.100.170.130.230.100.200.070.170.220.12-0.030.300.080.280.190.080.320.190.160.02-0.030.170.040.070.250.180.080.250.250.110.090.120.090.300.150.240.140.110.110.250.160.090.150.110.110.070.050.300.100.100.190.160.130.160.230.220.230.13
TMUS0.260.340.060.270.271.000.400.390.430.310.430.390.140.250.210.350.310.190.100.170.190.130.300.050.350.200.200.230.130.130.260.110.250.210.190.290.100.190.140.260.280.140.150.220.140.150.250.110.130.180.160.070.250.230.270.190.130.310.200.130.110.100.130.120.160.200.150.070.310.130.180.200.160.100.300.140.250.180.120.190.220.140.120.210.140.100.110.150.360.160.130.160.140.190.170.180.170.250.14
PEP0.300.570.010.320.580.401.000.410.550.360.540.440.130.220.250.730.520.250.050.180.150.150.350.020.630.170.100.240.180.120.400.110.310.350.170.230.010.110.040.360.240.110.140.070.170.120.190.050.150.230.17-0.040.320.130.360.210.030.380.200.15-0.05-0.030.130.010.110.240.160.100.230.170.130.180.030.050.370.120.310.160.040.120.200.03-0.010.240.13-0.00-0.010.090.450.160.020.050.040.060.180.110.180.140.14
GILD0.330.420.150.240.340.390.411.000.380.490.380.310.160.410.410.430.330.270.110.190.240.280.430.010.370.170.260.190.260.050.290.100.340.220.200.280.120.200.150.300.230.090.160.100.170.090.240.110.150.210.200.010.270.150.260.220.020.330.200.09-0.00-0.030.140.020.140.230.230.040.280.100.160.120.150.080.320.150.290.200.070.180.280.070.020.200.170.040.020.060.310.090.070.150.150.140.120.170.170.260.14
XEL0.310.490.130.190.490.430.550.381.000.390.850.720.180.230.170.520.320.250.040.080.280.220.330.010.380.340.220.350.280.020.300.070.170.360.170.270.010.080.160.320.320.140.150.040.090.140.250.170.120.280.01-0.030.340.100.300.140.030.410.250.13-0.02-0.070.090.060.090.240.240.030.300.140.130.180.080.090.410.100.260.150.060.120.170.040.020.150.08-0.030.020.050.390.080.040.120.070.130.150.130.190.220.16
AMGN0.340.370.140.170.250.310.360.490.391.000.360.340.130.440.330.360.220.230.080.100.280.180.40-0.020.240.260.200.310.260.050.270.100.270.290.220.250.110.210.230.270.330.180.090.100.150.180.250.160.150.270.160.080.320.130.300.240.090.310.140.080.030.050.100.060.190.320.240.130.220.150.130.140.130.060.300.150.240.170.100.160.220.100.120.120.160.090.120.130.280.120.130.170.140.160.210.160.190.240.19
AEP0.240.510.170.190.460.430.540.380.850.361.000.760.180.240.160.500.290.270.050.110.260.200.280.020.380.340.280.300.330.030.310.120.190.370.210.26-0.010.060.180.330.300.120.160.070.100.120.270.140.170.310.060.010.360.140.260.130.060.430.260.15-0.01-0.040.120.050.060.230.250.070.350.150.130.140.070.120.400.140.240.160.060.100.180.060.000.180.10-0.030.010.030.390.040.030.120.080.110.170.140.160.230.19
EXC0.290.440.220.190.430.390.440.310.720.340.761.000.240.180.120.400.260.250.110.100.340.210.270.030.340.370.230.340.320.060.280.150.160.300.210.290.030.070.190.320.320.120.210.070.110.130.290.200.210.310.110.030.340.170.210.130.060.390.300.200.01-0.010.220.080.040.300.250.070.340.210.140.140.090.190.330.140.220.160.090.140.220.100.060.180.100.050.040.030.380.070.050.170.140.150.190.210.230.260.22
BKR0.170.120.680.170.160.140.130.160.180.130.180.241.000.150.100.110.080.250.190.130.180.240.230.160.100.350.330.320.130.110.180.110.240.310.370.170.140.140.200.230.260.080.160.230.310.090.270.200.310.330.250.080.340.210.140.240.160.410.230.180.070.100.320.080.120.290.350.110.330.290.140.110.310.220.230.140.190.210.290.160.280.240.170.250.200.270.190.100.280.140.200.300.290.170.230.280.230.300.28
REGN0.300.240.180.210.160.250.220.410.230.440.240.180.151.000.510.210.210.210.070.110.250.260.390.110.250.230.140.250.250.170.280.190.300.270.290.240.130.140.240.230.260.140.160.160.170.130.220.150.180.260.180.110.290.250.230.230.090.360.230.110.070.120.090.180.200.330.220.200.220.160.150.160.200.140.310.220.260.250.170.220.230.190.200.270.210.150.170.180.310.220.210.250.250.230.250.250.210.290.25
VRTX0.270.190.120.200.090.210.250.410.170.330.160.120.100.511.000.260.280.190.060.190.220.290.370.120.300.200.080.200.220.280.290.190.230.190.200.280.130.180.100.260.240.170.190.190.180.170.140.180.180.230.270.210.230.280.300.270.160.320.250.130.070.170.150.220.220.210.170.240.180.220.190.240.240.130.310.190.360.280.160.240.350.160.180.320.240.170.190.300.330.320.230.210.180.240.260.200.230.250.26
MDLZ0.260.620.010.270.500.350.730.430.520.360.500.400.110.210.261.000.530.380.060.220.190.220.350.020.560.180.190.270.210.060.390.140.330.340.210.250.070.200.120.400.310.130.240.130.220.130.230.060.140.270.200.010.320.120.420.250.070.360.290.180.080.030.180.060.180.240.220.100.240.170.190.230.110.140.420.140.340.200.060.160.270.100.090.240.170.080.090.130.430.180.100.120.090.170.170.210.250.230.17
CCEP0.250.380.010.250.410.310.520.330.320.220.290.260.080.210.280.531.000.270.190.210.120.200.320.090.500.140.170.280.220.150.260.220.240.290.240.190.120.220.130.330.330.120.130.220.270.130.170.170.150.210.270.060.200.200.320.270.150.270.240.220.130.150.230.130.190.170.230.150.220.280.240.230.170.160.330.200.350.210.170.160.280.210.200.270.230.160.210.180.320.250.220.250.210.300.190.260.240.240.25
DLTR0.150.240.170.160.250.190.250.270.250.230.270.250.250.210.190.380.271.000.110.170.220.210.280.130.260.180.360.260.330.150.230.200.410.330.290.200.200.160.200.270.320.090.230.200.300.090.220.180.290.260.250.190.260.170.330.320.250.300.310.220.130.080.250.140.150.200.280.210.350.250.200.100.250.260.250.220.230.130.260.130.310.220.220.260.220.210.220.160.240.150.230.290.280.270.220.310.270.320.26
PDD0.070.030.180.040.030.100.050.110.040.080.050.110.190.070.060.060.190.111.000.170.240.140.120.320.150.230.240.200.240.220.120.240.190.140.170.240.340.260.370.230.240.260.240.320.220.270.260.250.200.220.310.240.180.220.150.250.280.200.170.270.330.300.340.250.330.250.330.300.200.210.290.300.380.330.200.380.280.270.370.290.200.330.370.160.340.410.370.240.220.250.350.390.360.370.300.380.340.360.36
DXCM0.110.120.070.060.210.170.180.190.080.100.110.100.130.110.190.220.210.170.171.000.240.300.140.230.290.120.180.150.370.270.190.230.190.170.170.180.140.270.260.280.260.220.300.270.270.230.280.330.200.210.260.310.210.310.280.260.340.200.200.330.280.190.350.310.280.160.270.320.320.220.280.280.230.300.180.320.540.250.260.220.420.250.200.320.230.260.200.260.280.250.200.270.260.300.300.310.350.300.35
MRNA0.290.120.200.060.170.190.150.240.280.280.260.340.180.250.220.190.120.220.240.241.000.230.320.140.180.25