Magnum Experiment 99J
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Magnum Experiment 99J
Последнее обновление 13 апр. 2025 г.
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в Magnum Experiment 99J и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
Magnum Experiment 99J
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 19 сент. 2014 г., начальной даты BABA
Доходность по периодам
Magnum Experiment 99J на 13 апр. 2025 г. показал доходность в 2.30% с начала года и доходность в 13.96% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -4.89% | -7.77% | 4.68% | 13.56% | 9.83% |
| Magnum Experiment 99J | 2.30% | -3.39% | -0.84% | 13.56% | 16.13% | 13.99% |
| Активы портфеля: | ||||||
AAPL Apple Inc | -20.79% | -7.19% | -12.73% | 12.76% | 23.34% | 21.60% |
ABBV AbbVie Inc. | -0.56% | -17.34% | -8.27% | 10.77% | 21.06% | 15.49% |
ACN Accenture plc | -18.43% | -10.37% | -20.45% | -8.24% | 11.59% | 13.58% |
AMZN Amazon.com, Inc. | -15.73% | -6.61% | -2.09% | -0.68% | 10.15% | 25.43% |
ASML ASML Holding N.V. | -3.30% | -6.33% | -20.09% | -29.88% | 19.47% | 22.84% |
AVGO Broadcom Inc. | -21.29% | -6.67% | 0.83% | 37.02% | 50.70% | 34.19% |
AXP American Express Company | -14.90% | -5.14% | -8.55% | 16.39% | 24.94% | 13.68% |
AZN AstraZeneca PLC | 2.59% | -14.57% | -13.10% | -1.88% | 8.87% | 9.67% |
BABA Alibaba Group Holding Limited | 27.06% | -23.65% | -2.19% | 52.40% | -11.71% | 2.74% |
BAC Bank of America Corporation | -17.69% | -12.08% | -13.28% | 2.93% | 11.44% | 10.93% |
BRK-A Berkshire Hathaway Inc | 15.14% | 1.65% | 13.38% | 28.93% | 22.11% | 13.89% |
BRK-B Berkshire Hathaway Inc. | 15.63% | 1.85% | 13.88% | 29.97% | 22.20% | 13.98% |
BX The Blackstone Group Inc. | -25.61% | -9.73% | -15.76% | 5.74% | 25.94% | 17.93% |
COST Costco Wholesale Corporation | 5.26% | 6.58% | 8.63% | 32.46% | 27.33% | 22.90% |
CRM salesforce.com, inc. | -23.61% | -8.59% | -11.25% | -12.85% | 10.28% | 14.27% |
CSCO Cisco Systems, Inc. | -1.85% | -4.61% | 7.11% | 21.78% | 9.34% | 10.63% |
CVX Chevron Corporation | -5.32% | -13.62% | -8.51% | -10.99% | 14.93% | 6.59% |
GOOG Alphabet Inc. | -16.20% | -4.90% | -2.89% | 0.61% | 20.41% | 19.72% |
GOOGL Alphabet Inc. | -16.89% | -5.05% | -3.52% | 0.10% | 20.14% | 19.30% |
HD | -8.45% | 0.73% | -13.09% | 5.77% | 14.06% | 14.76% |
IBM | 7.83% | -5.18% | 2.42% | 33.54% | 20.17% | 8.82% |
JNJ | 5.76% | -6.81% | -4.51% | 6.15% | 3.65% | 7.23% |
JPM | -0.35% | 2.24% | 7.46% | 32.22% | 23.32% | 17.21% |
KO | 15.58% | 3.28% | 4.22% | 26.23% | 11.27% | 9.25% |
LLY | -4.96% | -9.97% | -21.15% | -1.93% | 38.95% | 28.29% |
MA | -2.89% | -3.24% | 1.81% | 10.18% | 14.18% | 19.89% |
MCD | 7.52% | 3.36% | 2.79% | 18.72% | 13.63% | 15.39% |
META | -7.08% | -10.54% | -7.71% | 6.57% | 25.20% | 20.90% |
MRK | -19.72% | -15.55% | -26.64% | -35.16% | 3.16% | 6.91% |
MS | -13.43% | -6.26% | -0.69% | 29.61% | 26.19% | 14.35% |
MSFT | -7.66% | -0.03% | -6.32% | -7.23% | 18.56% | 26.80% |
NFLX | 3.03% | 0.03% | 27.05% | 47.44% | 17.36% | 27.68% |
NOW | -25.89% | -6.95% | -16.29% | 2.21% | 21.14% | 25.31% |
NVDA | -17.39% | -8.83% | -17.69% | 25.82% | 73.72% | 70.51% |
NVO | -23.54% | -14.75% | -45.21% | -46.98% | 18.70% | 11.18% |
NVS | 14.47% | -1.41% | -4.16% | 19.11% | 10.09% | 6.32% |
ORCL | -20.09% | -11.02% | -24.24% | 10.52% | 21.50% | 13.57% |
PEP | -4.18% | -2.80% | -15.94% | -11.22% | 3.85% | 7.24% |
PG | 0.17% | -0.63% | -1.27% | 10.11% | 9.35% | 10.25% |
SAP | 5.26% | -1.79% | 13.59% | 45.15% | 18.14% | 15.43% |
TM | -12.94% | -9.24% | -2.67% | -29.26% | 8.99% | 4.95% |
TMO | -15.71% | -16.07% | -26.48% | -22.26% | 6.34% | 13.08% |
TMUS | 17.58% | 1.05% | 22.26% | 63.90% | 24.30% | 23.59% |
TSLA | -37.52% | 0.93% | 15.84% | 47.51% | 39.90% | 33.85% |
TSM | -20.15% | -9.42% | -17.09% | 11.76% | 27.82% | 24.35% |
UNH | 19.01% | 22.68% | 1.05% | 38.67% | 19.05% | 19.16% |
V | 5.67% | 0.48% | 20.43% | 21.72% | 14.67% | 18.53% |
WFC | -10.57% | -11.77% | 3.59% | 13.39% | 18.73% | 4.27% |
WMT | 2.99% | 9.03% | 16.43% | 56.05% | 18.42% | 15.69% |
XOM | -3.26% | -7.83% | -15.12% | -11.42% | 25.34% | 6.19% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Magnum Experiment 99J, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.34% | 4.20% | -1.80% | -4.18% | 2.30% | ||||||||
| 2024 | 4.23% | 4.65% | 2.27% | -3.13% | 2.92% | 1.59% | 2.91% | 5.85% | -0.04% | -2.15% | 2.88% | -3.25% | 19.84% |
| 2023 | 2.40% | -3.88% | 5.33% | 3.63% | -2.01% | 5.49% | 2.64% | -0.49% | -2.63% | -1.56% | 5.53% | 2.15% | 17.21% |
| 2022 | -0.34% | -2.05% | 5.24% | -2.92% | -1.02% | -4.50% | 4.60% | -4.68% | -6.42% | 8.67% | 7.64% | -3.12% | -0.32% |
| 2021 | -1.82% | 0.45% | 4.76% | 3.27% | 3.10% | 1.15% | 2.32% | 1.21% | -3.83% | 4.70% | -3.22% | 7.09% | 20.24% |
| 2020 | 0.57% | -7.16% | -6.51% | 9.14% | 1.90% | -0.35% | 5.53% | 6.98% | -1.41% | -4.37% | 9.08% | 3.54% | 16.30% |
| 2019 | 4.31% | 2.38% | 2.91% | 2.93% | -4.52% | 6.46% | 0.42% | 0.43% | 1.36% | 2.03% | 2.55% | 2.92% | 26.58% |
| 2018 | 5.50% | -5.58% | -1.59% | -0.69% | -0.54% | 1.03% | 5.77% | 2.56% | 1.77% | -2.53% | 4.55% | -7.03% | 2.31% |
| 2017 | 1.82% | 4.33% | 0.38% | 1.73% | 3.69% | 0.42% | 2.01% | 1.63% | 1.30% | 3.21% | 2.69% | 0.98% | 26.95% |
| 2016 | -2.02% | -1.40% | 5.65% | 0.51% | 1.86% | 1.93% | 3.25% | 0.17% | -0.40% | -2.47% | 0.92% | 2.31% | 10.48% |
| 2015 | -1.13% | 4.31% | -1.01% | 0.47% | 1.14% | -3.01% | 3.64% | -6.34% | -0.98% | 6.30% | 0.47% | 0.82% | 4.13% |
| 2014 | -1.35% | 1.23% | 4.22% | -1.93% | 2.07% |
Комиссия
Комиссия Magnum Experiment 99J 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 Magnum Experiment 99J составляет 88, что ставит его в топ 12% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
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.
Portfolio: 1.00
^GSPC: 0.21
Portfolio: 1.41
^GSPC: 0.42
Portfolio: 1.21
^GSPC: 1.06
Portfolio: 1.15
^GSPC: 0.21
Portfolio: 5.54
^GSPC: 0.99
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.58 | 1.03 | 1.15 | 0.56 | 2.38 |
ABBV AbbVie Inc. | 0.28 | 0.52 | 1.08 | 0.37 | 0.97 |
ACN Accenture plc | -0.41 | -0.41 | 0.95 | -0.36 | -1.19 |
AMZN Amazon.com, Inc. | -0.02 | 0.21 | 1.03 | -0.02 | -0.06 |
ASML ASML Holding N.V. | -0.63 | -0.68 | 0.91 | -0.68 | -1.12 |
AVGO Broadcom Inc. | 0.62 | 1.33 | 1.17 | 0.95 | 2.93 |
AXP American Express Company | 0.53 | 0.95 | 1.13 | 0.58 | 2.25 |
AZN AstraZeneca PLC | -0.03 | 0.11 | 1.01 | -0.03 | -0.05 |
BABA Alibaba Group Holding Limited | 1.00 | 1.61 | 1.20 | 0.59 | 2.95 |
BAC Bank of America Corporation | 0.02 | 0.22 | 1.03 | 0.02 | 0.07 |
BRK-A Berkshire Hathaway Inc | 1.43 | 2.04 | 1.28 | 3.09 | 7.87 |
BRK-B Berkshire Hathaway Inc. | 1.52 | 2.15 | 1.30 | 3.19 | 8.26 |
BX The Blackstone Group Inc. | 0.10 | 0.40 | 1.05 | 0.09 | 0.29 |
COST Costco Wholesale Corporation | 1.58 | 2.14 | 1.29 | 1.97 | 6.23 |
CRM salesforce.com, inc. | -0.37 | -0.27 | 0.96 | -0.42 | -1.01 |
CSCO Cisco Systems, Inc. | 0.89 | 1.38 | 1.20 | 0.84 | 4.56 |
CVX Chevron Corporation | -0.53 | -0.55 | 0.92 | -0.61 | -1.80 |
GOOG Alphabet Inc. | 0.05 | 0.30 | 1.04 | 0.05 | 0.14 |
GOOGL Alphabet Inc. | 0.04 | 0.28 | 1.03 | 0.04 | 0.09 |
HD | 0.15 | 0.38 | 1.04 | 0.16 | 0.49 |
IBM | 1.11 | 1.70 | 1.25 | 1.83 | 5.14 |
JNJ | 0.22 | 0.43 | 1.06 | 0.24 | 0.70 |
JPM | 0.81 | 1.26 | 1.19 | 0.97 | 3.68 |
KO | 1.52 | 2.17 | 1.28 | 1.60 | 3.55 |
LLY | -0.10 | 0.09 | 1.01 | -0.13 | -0.28 |
MA | 0.45 | 0.74 | 1.11 | 0.56 | 2.34 |
MCD | 0.92 | 1.37 | 1.18 | 1.06 | 3.33 |
META | 0.13 | 0.44 | 1.06 | 0.16 | 0.53 |
MRK | -1.41 | -1.90 | 0.74 | -0.89 | -1.78 |
MS | 0.65 | 1.09 | 1.16 | 0.75 | 2.84 |
MSFT | -0.31 | -0.28 | 0.96 | -0.32 | -0.75 |
NFLX | 1.45 | 2.05 | 1.28 | 2.38 | 7.84 |
NOW | 0.05 | 0.36 | 1.05 | 0.06 | 0.17 |
NVDA | 0.45 | 1.02 | 1.13 | 0.75 | 2.11 |
NVO | -1.16 | -1.70 | 0.78 | -0.82 | -1.70 |
NVS | 0.93 | 1.34 | 1.19 | 0.90 | 1.97 |
ORCL | 0.24 | 0.65 | 1.09 | 0.28 | 0.93 |
PEP | -0.61 | -0.75 | 0.91 | -0.49 | -1.09 |
PG | 0.49 | 0.74 | 1.10 | 0.75 | 1.94 |
SAP | 1.51 | 2.18 | 1.28 | 2.22 | 10.08 |
TM | -0.99 | -1.44 | 0.83 | -0.82 | -1.26 |
TMO | -0.93 | -1.31 | 0.84 | -0.64 | -2.09 |
TMUS | 2.77 | 3.34 | 1.52 | 4.40 | 13.77 |
TSLA | 0.64 | 1.45 | 1.17 | 0.72 | 2.24 |
TSM | 0.19 | 0.59 | 1.07 | 0.24 | 0.76 |
UNH | 1.19 | 1.66 | 1.24 | 1.36 | 3.28 |
V | 1.05 | 1.49 | 1.22 | 1.49 | 5.45 |
WFC | 0.37 | 0.75 | 1.10 | 0.50 | 1.54 |
WMT | 2.24 | 3.09 | 1.43 | 2.50 | 8.98 |
XOM | -0.54 | -0.61 | 0.92 | -0.67 | -1.63 |
Magnum Experiment 99J
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Magnum Experiment 99J за предыдущие двенадцать месяцев составила 1.92%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.92% | 1.98% | 1.97% | 1.90% | 1.86% | 2.10% | 1.98% | 2.23% | 2.10% | 2.28% | 2.27% | 2.00% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
ABBV AbbVie Inc. | 2.71% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
ACN Accenture plc | 2.02% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% |
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% |
ASML ASML Holding N.V. | 1.01% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
AVGO Broadcom Inc. | 1.23% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
AXP American Express Company | 1.16% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
AZN AstraZeneca PLC | 2.31% | 2.27% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% |
BABA Alibaba Group Holding Limited | 0.61% | 0.78% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAC Bank of America Corporation | 2.84% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
BRK-A Berkshire Hathaway 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% |
BRK-B Berkshire Hathaway 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% |
BX The Blackstone Group Inc. | 3.11% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
COST Costco Wholesale Corporation | 0.48% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
CRM salesforce.com, inc. | 0.63% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 2.81% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
CVX Chevron Corporation | 4.87% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
GOOG Alphabet Inc. | 0.50% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. | 0.51% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD | 2.56% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
IBM | 2.84% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
JNJ | 3.27% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
JPM | 2.14% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
KO | 2.75% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LLY | 0.74% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% |
MA | 0.56% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
MCD | 2.22% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
META | 0.37% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK | 3.99% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
MS | 3.35% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
MSFT | 0.81% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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% |
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% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
NVO | 2.49% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
NVS | 3.60% | 3.88% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% |
ORCL | 1.28% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
PEP | 3.77% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
PG | 2.41% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
SAP | 0.92% | 0.97% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.39% |
TM | 1.54% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% |
TMO | 0.37% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
TMUS | 1.18% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
TSM | 1.57% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
UNH | 1.40% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
V | 0.67% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
WFC | 2.48% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% |
WMT | 0.93% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
XOM | 3.76% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Magnum Experiment 99J
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Magnum Experiment 99J показал максимальную просадку в 25.99%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 95 торговых сессий.
Текущая просадка Magnum Experiment 99J составляет 5.90%.
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 |
|---|---|---|---|---|---|---|
| -25.99% | 13 февр. 2020 г. | 27 | 23 мар. 2020 г. | 95 | 6 авг. 2020 г. | 122 |
| -15.87% | 11 апр. 2022 г. | 120 | 30 сент. 2022 г. | 128 | 5 апр. 2023 г. | 248 |
| -12.4% | 4 дек. 2018 г. | 14 | 24 дек. 2018 г. | 53 | 13 мар. 2019 г. | 67 |
| -11.63% | 29 янв. 2018 г. | 39 | 23 мар. 2018 г. | 125 | 20 сент. 2018 г. | 164 |
| -11.15% | 21 июл. 2015 г. | 26 | 25 авг. 2015 г. | 79 | 16 дек. 2015 г. | 105 |
Волатильность
График волатильности
Текущая волатильность Magnum Experiment 99J составляет 8.86%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Magnum Experiment 99J
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| TSLA | NVO | AZN | WMT | MRK | LLY | BABA | XOM | ABBV | PG | CVX | TMUS | UNH | JNJ | PEP | KO | NFLX | NVS | MCD | TM | COST | TSM | WFC | NVDA | META | NOW | BAC | BX | HD | AMZN | IBM | AVGO | CRM | TMO | SAP | ORCL | AAPL | JPM | ASML | MS | AXP | GOOGL | GOOG | BRK-A | CSCO | BRK-B | V | ACN | MSFT | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.17 | 0.15 | 0.18 | 0.07 | 0.13 | 0.31 | 0.13 | 0.14 | 0.10 | 0.15 | 0.21 | 0.15 | 0.09 | 0.14 | 0.13 | 0.39 | 0.16 | 0.17 | 0.25 | 0.28 | 0.37 | 0.24 | 0.42 | 0.36 | 0.37 | 0.26 | 0.33 | 0.26 | 0.42 | 0.23 | 0.40 | 0.40 | 0.28 | 0.32 | 0.29 | 0.41 | 0.25 | 0.37 | 0.28 | 0.31 | 0.38 | 0.38 | 0.22 | 0.28 | 0.23 | 0.30 | 0.31 | 0.40 | 0.32 |
| NVO | 0.17 | 1.00 | 0.46 | 0.21 | 0.35 | 0.43 | 0.20 | 0.11 | 0.31 | 0.24 | 0.13 | 0.24 | 0.25 | 0.30 | 0.24 | 0.21 | 0.23 | 0.44 | 0.23 | 0.27 | 0.25 | 0.24 | 0.17 | 0.26 | 0.29 | 0.31 | 0.16 | 0.26 | 0.24 | 0.26 | 0.20 | 0.27 | 0.29 | 0.38 | 0.36 | 0.30 | 0.25 | 0.19 | 0.33 | 0.21 | 0.24 | 0.30 | 0.30 | 0.21 | 0.26 | 0.23 | 0.31 | 0.31 | 0.34 | 0.30 |
| AZN | 0.15 | 0.46 | 1.00 | 0.20 | 0.41 | 0.38 | 0.22 | 0.16 | 0.37 | 0.30 | 0.19 | 0.25 | 0.26 | 0.37 | 0.29 | 0.28 | 0.21 | 0.55 | 0.28 | 0.27 | 0.21 | 0.22 | 0.19 | 0.20 | 0.25 | 0.24 | 0.19 | 0.23 | 0.23 | 0.21 | 0.23 | 0.20 | 0.24 | 0.37 | 0.35 | 0.24 | 0.25 | 0.21 | 0.29 | 0.22 | 0.23 | 0.26 | 0.25 | 0.26 | 0.29 | 0.27 | 0.30 | 0.28 | 0.29 | 0.29 |
| WMT | 0.18 | 0.21 | 0.20 | 1.00 | 0.27 | 0.26 | 0.13 | 0.19 | 0.24 | 0.43 | 0.19 | 0.27 | 0.28 | 0.33 | 0.43 | 0.37 | 0.21 | 0.26 | 0.34 | 0.22 | 0.57 | 0.19 | 0.21 | 0.21 | 0.22 | 0.18 | 0.22 | 0.21 | 0.41 | 0.27 | 0.31 | 0.22 | 0.21 | 0.29 | 0.26 | 0.31 | 0.27 | 0.25 | 0.23 | 0.23 | 0.26 | 0.26 | 0.27 | 0.36 | 0.33 | 0.37 | 0.29 | 0.33 | 0.31 | 0.29 |
| MRK | 0.07 | 0.35 | 0.41 | 0.27 | 1.00 | 0.47 | 0.12 | 0.27 | 0.45 | 0.39 | 0.27 | 0.26 | 0.37 | 0.53 | 0.39 | 0.37 | 0.14 | 0.48 | 0.33 | 0.23 | 0.25 | 0.11 | 0.22 | 0.10 | 0.18 | 0.19 | 0.24 | 0.21 | 0.25 | 0.15 | 0.33 | 0.16 | 0.19 | 0.41 | 0.24 | 0.28 | 0.22 | 0.28 | 0.18 | 0.25 | 0.25 | 0.22 | 0.22 | 0.36 | 0.31 | 0.38 | 0.32 | 0.30 | 0.27 | 0.31 |
| LLY | 0.13 | 0.43 | 0.38 | 0.26 | 0.47 | 1.00 | 0.13 | 0.19 | 0.42 | 0.31 | 0.19 | 0.26 | 0.34 | 0.44 | 0.29 | 0.27 | 0.22 | 0.40 | 0.23 | 0.24 | 0.30 | 0.19 | 0.19 | 0.23 | 0.27 | 0.25 | 0.18 | 0.22 | 0.27 | 0.25 | 0.29 | 0.25 | 0.26 | 0.35 | 0.29 | 0.33 | 0.26 | 0.24 | 0.24 | 0.21 | 0.24 | 0.28 | 0.27 | 0.30 | 0.31 | 0.30 | 0.29 | 0.30 | 0.33 | 0.29 |
| BABA | 0.31 | 0.20 | 0.22 | 0.13 | 0.12 | 0.13 | 1.00 | 0.22 | 0.19 | 0.11 | 0.23 | 0.24 | 0.17 | 0.15 | 0.13 | 0.14 | 0.37 | 0.21 | 0.18 | 0.30 | 0.20 | 0.39 | 0.23 | 0.39 | 0.40 | 0.35 | 0.28 | 0.31 | 0.24 | 0.41 | 0.25 | 0.35 | 0.37 | 0.33 | 0.35 | 0.31 | 0.37 | 0.27 | 0.40 | 0.32 | 0.27 | 0.40 | 0.41 | 0.27 | 0.31 | 0.28 | 0.36 | 0.32 | 0.38 | 0.38 |
| XOM | 0.13 | 0.11 | 0.16 | 0.19 | 0.27 | 0.19 | 0.22 | 1.00 | 0.28 | 0.20 | 0.83 | 0.20 | 0.26 | 0.26 | 0.22 | 0.28 | 0.13 | 0.24 | 0.24 | 0.33 | 0.19 | 0.25 | 0.44 | 0.18 | 0.17 | 0.15 | 0.48 | 0.31 | 0.28 | 0.17 | 0.41 | 0.25 | 0.21 | 0.22 | 0.23 | 0.28 | 0.25 | 0.48 | 0.25 | 0.47 | 0.42 | 0.24 | 0.25 | 0.48 | 0.37 | 0.50 | 0.33 | 0.30 | 0.21 | 0.34 |
| ABBV | 0.14 | 0.31 | 0.37 | 0.24 | 0.45 | 0.42 | 0.19 | 0.28 | 1.00 | 0.33 | 0.27 | 0.27 | 0.37 | 0.46 | 0.32 | 0.32 | 0.18 | 0.42 | 0.29 | 0.22 | 0.24 | 0.17 | 0.28 | 0.20 | 0.21 | 0.25 | 0.27 | 0.25 | 0.31 | 0.21 | 0.34 | 0.23 | 0.25 | 0.40 | 0.28 | 0.27 | 0.24 | 0.32 | 0.25 | 0.28 | 0.28 | 0.28 | 0.27 | 0.36 | 0.34 | 0.37 | 0.34 | 0.32 | 0.28 | 0.34 |
| PG | 0.10 | 0.24 | 0.30 | 0.43 | 0.39 | 0.31 | 0.11 | 0.20 | 0.33 | 1.00 | 0.20 | 0.28 | 0.34 | 0.48 | 0.65 | 0.61 | 0.16 | 0.36 | 0.42 | 0.23 | 0.39 | 0.14 | 0.21 | 0.14 | 0.19 | 0.16 | 0.20 | 0.21 | 0.36 | 0.20 | 0.36 | 0.18 | 0.21 | 0.34 | 0.29 | 0.31 | 0.27 | 0.25 | 0.23 | 0.21 | 0.26 | 0.25 | 0.24 | 0.38 | 0.36 | 0.40 | 0.36 | 0.37 | 0.32 | 0.36 |
| CVX | 0.15 | 0.13 | 0.19 | 0.19 | 0.27 | 0.19 | 0.23 | 0.83 | 0.27 | 0.20 | 1.00 | 0.22 | 0.28 | 0.26 | 0.21 | 0.28 | 0.14 | 0.25 | 0.25 | 0.33 | 0.21 | 0.27 | 0.44 | 0.21 | 0.18 | 0.16 | 0.48 | 0.34 | 0.29 | 0.18 | 0.42 | 0.27 | 0.21 | 0.24 | 0.26 | 0.29 | 0.25 | 0.49 | 0.28 | 0.47 | 0.43 | 0.26 | 0.26 | 0.47 | 0.38 | 0.49 | 0.34 | 0.33 | 0.26 | 0.34 |
| TMUS | 0.21 | 0.24 | 0.25 | 0.27 | 0.26 | 0.26 | 0.24 | 0.20 | 0.27 | 0.28 | 0.22 | 1.00 | 0.30 | 0.28 | 0.35 | 0.31 | 0.29 | 0.30 | 0.31 | 0.26 | 0.32 | 0.23 | 0.26 | 0.31 | 0.30 | 0.35 | 0.28 | 0.31 | 0.34 | 0.34 | 0.29 | 0.30 | 0.35 | 0.32 | 0.31 | 0.31 | 0.32 | 0.29 | 0.30 | 0.28 | 0.31 | 0.34 | 0.34 | 0.34 | 0.37 | 0.36 | 0.39 | 0.34 | 0.37 | 0.38 |
| UNH | 0.15 | 0.25 | 0.26 | 0.28 | 0.37 | 0.34 | 0.17 | 0.26 | 0.37 | 0.34 | 0.28 | 0.30 | 1.00 | 0.42 | 0.35 | 0.34 | 0.22 | 0.35 | 0.33 | 0.27 | 0.31 | 0.20 | 0.30 | 0.22 | 0.22 | 0.25 | 0.33 | 0.28 | 0.35 | 0.23 | 0.32 | 0.25 | 0.25 | 0.39 | 0.25 | 0.30 | 0.30 | 0.36 | 0.25 | 0.34 | 0.35 | 0.31 | 0.31 | 0.41 | 0.36 | 0.43 | 0.37 | 0.37 | 0.32 | 0.36 |
| JNJ | 0.09 | 0.30 | 0.37 | 0.33 | 0.53 | 0.44 | 0.15 | 0.26 | 0.46 | 0.48 | 0.26 | 0.28 | 0.42 | 1.00 | 0.48 | 0.46 | 0.16 | 0.46 | 0.38 | 0.25 | 0.31 | 0.16 | 0.27 | 0.12 | 0.17 | 0.16 | 0.26 | 0.22 | 0.33 | 0.18 | 0.38 | 0.18 | 0.20 | 0.43 | 0.28 | 0.30 | 0.25 | 0.31 | 0.23 | 0.28 | 0.29 | 0.26 | 0.26 | 0.44 | 0.39 | 0.46 | 0.37 | 0.38 | 0.28 | 0.36 |
| PEP | 0.14 | 0.24 | 0.29 | 0.43 | 0.39 | 0.29 | 0.13 | 0.22 | 0.32 | 0.65 | 0.21 | 0.35 | 0.35 | 0.48 | 1.00 | 0.71 | 0.16 | 0.38 | 0.46 | 0.25 | 0.41 | 0.17 | 0.21 | 0.16 | 0.21 | 0.20 | 0.19 | 0.23 | 0.38 | 0.22 | 0.34 | 0.22 | 0.25 | 0.36 | 0.31 | 0.32 | 0.31 | 0.24 | 0.25 | 0.22 | 0.26 | 0.28 | 0.28 | 0.39 | 0.38 | 0.41 | 0.38 | 0.40 | 0.35 | 0.37 |
| KO | 0.13 | 0.21 | 0.28 | 0.37 | 0.37 | 0.27 | 0.14 | 0.28 | 0.32 | 0.61 | 0.28 | 0.31 | 0.34 | 0.46 | 0.71 | 1.00 | 0.11 | 0.37 | 0.48 | 0.28 | 0.37 | 0.15 | 0.29 | 0.12 | 0.18 | 0.17 | 0.27 | 0.26 | 0.34 | 0.18 | 0.38 | 0.20 | 0.22 | 0.33 | 0.31 | 0.30 | 0.27 | 0.32 | 0.22 | 0.27 | 0.34 | 0.27 | 0.27 | 0.45 | 0.37 | 0.47 | 0.40 | 0.40 | 0.31 | 0.40 |
| NFLX | 0.39 | 0.23 | 0.21 | 0.21 | 0.14 | 0.22 | 0.37 | 0.13 | 0.18 | 0.16 | 0.14 | 0.29 | 0.22 | 0.16 | 0.16 | 0.11 | 1.00 | 0.20 | 0.19 | 0.26 | 0.33 | 0.38 | 0.20 | 0.47 | 0.51 | 0.50 | 0.25 | 0.34 | 0.31 | 0.55 | 0.24 | 0.41 | 0.48 | 0.34 | 0.38 | 0.37 | 0.44 | 0.26 | 0.43 | 0.29 | 0.30 | 0.48 | 0.48 | 0.25 | 0.35 | 0.26 | 0.39 | 0.39 | 0.50 | 0.40 |
| NVS | 0.16 | 0.44 | 0.55 | 0.26 | 0.48 | 0.40 | 0.21 | 0.24 | 0.42 | 0.36 | 0.25 | 0.30 | 0.35 | 0.46 | 0.38 | 0.37 | 0.20 | 1.00 | 0.34 | 0.33 | 0.28 | 0.24 | 0.24 | 0.21 | 0.25 | 0.26 | 0.24 | 0.27 | 0.30 | 0.23 | 0.32 | 0.25 | 0.26 | 0.41 | 0.42 | 0.31 | 0.29 | 0.29 | 0.32 | 0.29 | 0.31 | 0.27 | 0.27 | 0.35 | 0.37 | 0.36 | 0.37 | 0.34 | 0.32 | 0.37 |
| MCD | 0.17 | 0.23 | 0.28 | 0.34 | 0.33 | 0.23 | 0.18 | 0.24 | 0.29 | 0.42 | 0.25 | 0.31 | 0.33 | 0.38 | 0.46 | 0.48 | 0.19 | 0.34 | 1.00 | 0.31 | 0.36 | 0.23 | 0.30 | 0.22 | 0.28 | 0.24 | 0.30 | 0.28 | 0.41 | 0.28 | 0.35 | 0.29 | 0.29 | 0.36 | 0.33 | 0.34 | 0.32 | 0.35 | 0.29 | 0.32 | 0.35 | 0.32 | 0.32 | 0.42 | 0.39 | 0.44 | 0.43 | 0.40 | 0.36 | 0.43 |
| TM | 0.25 | 0.27 | 0.27 | 0.22 | 0.23 | 0.24 | 0.30 | 0.33 | 0.22 | 0.23 | 0.33 | 0.26 | 0.27 | 0.25 | 0.25 | 0.28 | 0.26 | 0.33 | 0.31 | 1.00 | 0.29 | 0.40 | 0.39 | 0.34 | 0.33 | 0.31 | 0.43 | 0.39 | 0.36 | 0.33 | 0.40 | 0.39 | 0.34 | 0.34 | 0.41 | 0.38 | 0.36 | 0.43 | 0.43 | 0.44 | 0.43 | 0.38 | 0.39 | 0.41 | 0.40 | 0.43 | 0.42 | 0.42 | 0.38 | 0.42 |
| COST | 0.28 | 0.25 | 0.21 | 0.57 | 0.25 | 0.30 | 0.20 | 0.19 | 0.24 | 0.39 | 0.21 | 0.32 | 0.31 | 0.31 | 0.41 | 0.37 | 0.33 | 0.28 | 0.36 | 0.29 | 1.00 | 0.33 | 0.26 | 0.37 | 0.36 | 0.35 | 0.26 | 0.35 | 0.50 | 0.41 | 0.35 | 0.37 | 0.36 | 0.39 | 0.36 | 0.38 | 0.43 | 0.29 | 0.37 | 0.30 | 0.33 | 0.41 | 0.41 | 0.38 | 0.42 | 0.40 | 0.41 | 0.45 | 0.48 | 0.41 |
| TSM | 0.37 | 0.24 | 0.22 | 0.19 | 0.11 | 0.19 | 0.39 | 0.25 | 0.17 | 0.14 | 0.27 | 0.23 | 0.20 | 0.16 | 0.17 | 0.15 | 0.38 | 0.24 | 0.23 | 0.40 | 0.33 | 1.00 | 0.32 | 0.60 | 0.43 | 0.43 | 0.35 | 0.39 | 0.34 | 0.45 | 0.37 | 0.60 | 0.44 | 0.39 | 0.47 | 0.42 | 0.49 | 0.35 | 0.65 | 0.42 | 0.39 | 0.47 | 0.47 | 0.32 | 0.41 | 0.33 | 0.40 | 0.42 | 0.51 | 0.42 |
| WFC | 0.24 | 0.17 | 0.19 | 0.21 | 0.22 | 0.19 | 0.23 | 0.44 | 0.28 | 0.21 | 0.44 | 0.26 | 0.30 | 0.27 | 0.21 | 0.29 | 0.20 | 0.24 | 0.30 | 0.39 | 0.26 | 0.32 | 1.00 | 0.27 | 0.26 | 0.23 | 0.80 | 0.46 | 0.38 | 0.25 | 0.43 | 0.33 | 0.30 | 0.31 | 0.31 | 0.36 | 0.30 | 0.79 | 0.33 | 0.72 | 0.64 | 0.32 | 0.32 | 0.61 | 0.41 | 0.64 | 0.41 | 0.39 | 0.32 | 0.42 |
| NVDA | 0.42 | 0.26 | 0.20 | 0.21 | 0.10 | 0.23 | 0.39 | 0.18 | 0.20 | 0.14 | 0.21 | 0.31 | 0.22 | 0.12 | 0.16 | 0.12 | 0.47 | 0.21 | 0.22 | 0.34 | 0.37 | 0.60 | 0.27 | 1.00 | 0.51 | 0.55 | 0.31 | 0.42 | 0.36 | 0.54 | 0.31 | 0.62 | 0.53 | 0.39 | 0.45 | 0.45 | 0.52 | 0.33 | 0.63 | 0.39 | 0.37 | 0.53 | 0.53 | 0.30 | 0.44 | 0.31 | 0.42 | 0.46 | 0.60 | 0.45 |
| META | 0.36 | 0.29 | 0.25 | 0.22 | 0.18 | 0.27 | 0.40 | 0.17 | 0.21 | 0.19 | 0.18 | 0.30 | 0.22 | 0.17 | 0.21 | 0.18 | 0.51 | 0.25 | 0.28 | 0.33 | 0.36 | 0.43 | 0.26 | 0.51 | 1.00 | 0.52 | 0.31 | 0.40 | 0.35 | 0.61 | 0.29 | 0.48 | 0.52 | 0.36 | 0.46 | 0.42 | 0.51 | 0.31 | 0.48 | 0.34 | 0.37 | 0.65 | 0.65 | 0.30 | 0.39 | 0.31 | 0.47 | 0.44 | 0.59 | 0.47 |
| NOW | 0.37 | 0.31 | 0.24 | 0.18 | 0.19 | 0.25 | 0.35 | 0.15 | 0.25 | 0.16 | 0.16 | 0.35 | 0.25 | 0.16 | 0.20 | 0.17 | 0.50 | 0.26 | 0.24 | 0.31 | 0.35 | 0.43 | 0.23 | 0.55 | 0.52 | 1.00 | 0.26 | 0.45 | 0.38 | 0.57 | 0.30 | 0.49 | 0.69 | 0.46 | 0.49 | 0.47 | 0.48 | 0.27 | 0.50 | 0.34 | 0.37 | 0.52 | 0.52 | 0.27 | 0.44 | 0.28 | 0.50 | 0.52 | 0.61 | 0.52 |
| BAC | 0.26 | 0.16 | 0.19 | 0.22 | 0.24 | 0.18 | 0.28 | 0.48 | 0.27 | 0.20 | 0.48 | 0.28 | 0.33 | 0.26 | 0.19 | 0.27 | 0.25 | 0.24 | 0.30 | 0.43 | 0.26 | 0.35 | 0.80 | 0.31 | 0.31 | 0.26 | 1.00 | 0.48 | 0.40 | 0.29 | 0.47 | 0.36 | 0.31 | 0.33 | 0.33 | 0.38 | 0.33 | 0.86 | 0.35 | 0.80 | 0.67 | 0.35 | 0.35 | 0.65 | 0.44 | 0.68 | 0.44 | 0.41 | 0.33 | 0.45 |
| BX | 0.33 | 0.26 | 0.23 | 0.21 | 0.21 | 0.22 | 0.31 | 0.31 | 0.25 | 0.21 | 0.34 | 0.31 | 0.28 | 0.22 | 0.23 | 0.26 | 0.34 | 0.27 | 0.28 | 0.39 | 0.35 | 0.39 | 0.46 | 0.42 | 0.40 | 0.45 | 0.48 | 1.00 | 0.43 | 0.41 | 0.37 | 0.44 | 0.44 | 0.40 | 0.42 | 0.42 | 0.41 | 0.48 | 0.47 | 0.55 | 0.52 | 0.43 | 0.44 | 0.45 | 0.44 | 0.46 | 0.46 | 0.47 | 0.46 | 0.47 |
| HD | 0.26 | 0.24 | 0.23 | 0.41 | 0.25 | 0.27 | 0.24 | 0.28 | 0.31 | 0.36 | 0.29 | 0.34 | 0.35 | 0.33 | 0.38 | 0.34 | 0.31 | 0.30 | 0.41 | 0.36 | 0.50 | 0.34 | 0.38 | 0.36 | 0.35 | 0.38 | 0.40 | 0.43 | 1.00 | 0.39 | 0.41 | 0.38 | 0.39 | 0.44 | 0.40 | 0.41 | 0.39 | 0.42 | 0.42 | 0.44 | 0.44 | 0.39 | 0.39 | 0.46 | 0.46 | 0.48 | 0.47 | 0.51 | 0.45 | 0.47 |
| AMZN | 0.42 | 0.26 | 0.21 | 0.27 | 0.15 | 0.25 | 0.41 | 0.17 | 0.21 | 0.20 | 0.18 | 0.34 | 0.23 | 0.18 | 0.22 | 0.18 | 0.55 | 0.23 | 0.28 | 0.33 | 0.41 | 0.45 | 0.25 | 0.54 | 0.61 | 0.57 | 0.29 | 0.41 | 0.39 | 1.00 | 0.30 | 0.48 | 0.58 | 0.40 | 0.48 | 0.43 | 0.56 | 0.31 | 0.49 | 0.35 | 0.36 | 0.68 | 0.68 | 0.31 | 0.43 | 0.32 | 0.48 | 0.48 | 0.66 | 0.49 |
| IBM | 0.23 | 0.20 | 0.23 | 0.31 | 0.33 | 0.29 | 0.25 | 0.41 | 0.34 | 0.36 | 0.42 | 0.29 | 0.32 | 0.38 | 0.34 | 0.38 | 0.24 | 0.32 | 0.35 | 0.40 | 0.35 | 0.37 | 0.43 | 0.31 | 0.29 | 0.30 | 0.47 | 0.37 | 0.41 | 0.30 | 1.00 | 0.39 | 0.33 | 0.36 | 0.42 | 0.50 | 0.37 | 0.50 | 0.39 | 0.49 | 0.50 | 0.38 | 0.38 | 0.50 | 0.54 | 0.53 | 0.47 | 0.55 | 0.41 | 0.47 |
| AVGO | 0.40 | 0.27 | 0.20 | 0.22 | 0.16 | 0.25 | 0.35 | 0.25 | 0.23 | 0.18 | 0.27 | 0.30 | 0.25 | 0.18 | 0.22 | 0.20 | 0.41 | 0.25 | 0.29 | 0.39 | 0.37 | 0.60 | 0.33 | 0.62 | 0.48 | 0.49 | 0.36 | 0.44 | 0.38 | 0.48 | 0.39 | 1.00 | 0.48 | 0.40 | 0.46 | 0.45 | 0.55 | 0.38 | 0.64 | 0.43 | 0.41 | 0.49 | 0.49 | 0.35 | 0.49 | 0.37 | 0.43 | 0.49 | 0.55 | 0.45 |
| CRM | 0.40 | 0.29 | 0.24 | 0.21 | 0.19 | 0.26 | 0.37 | 0.21 | 0.25 | 0.21 | 0.21 | 0.35 | 0.25 | 0.20 | 0.25 | 0.22 | 0.48 | 0.26 | 0.29 | 0.34 | 0.36 | 0.44 | 0.30 | 0.53 | 0.52 | 0.69 | 0.31 | 0.44 | 0.39 | 0.58 | 0.33 | 0.48 | 1.00 | 0.44 | 0.50 | 0.48 | 0.49 | 0.33 | 0.49 | 0.38 | 0.40 | 0.54 | 0.54 | 0.34 | 0.47 | 0.35 | 0.52 | 0.53 | 0.62 | 0.54 |
| TMO | 0.28 | 0.38 | 0.37 | 0.29 | 0.41 | 0.35 | 0.33 | 0.22 | 0.40 | 0.34 | 0.24 | 0.32 | 0.39 | 0.43 | 0.36 | 0.33 | 0.34 | 0.41 | 0.36 | 0.34 | 0.39 | 0.39 | 0.31 | 0.39 | 0.36 | 0.46 | 0.33 | 0.40 | 0.44 | 0.40 | 0.36 | 0.40 | 0.44 | 1.00 | 0.42 | 0.42 | 0.43 | 0.36 | 0.47 | 0.39 | 0.39 | 0.43 | 0.43 | 0.41 | 0.47 | 0.43 | 0.47 | 0.53 | 0.49 | 0.48 |
| SAP | 0.32 | 0.36 | 0.35 | 0.26 | 0.24 | 0.29 | 0.35 | 0.23 | 0.28 | 0.29 | 0.26 | 0.31 | 0.25 | 0.28 | 0.31 | 0.31 | 0.38 | 0.42 | 0.33 | 0.41 | 0.36 | 0.47 | 0.31 | 0.45 | 0.46 | 0.49 | 0.33 | 0.42 | 0.40 | 0.48 | 0.42 | 0.46 | 0.50 | 0.42 | 1.00 | 0.49 | 0.47 | 0.35 | 0.60 | 0.40 | 0.42 | 0.49 | 0.49 | 0.38 | 0.46 | 0.39 | 0.49 | 0.53 | 0.55 | 0.51 |
| ORCL | 0.29 | 0.30 | 0.24 | 0.31 | 0.28 | 0.33 | 0.31 | 0.28 | 0.27 | 0.31 | 0.29 | 0.31 | 0.30 | 0.30 | 0.32 | 0.30 | 0.37 | 0.31 | 0.34 | 0.38 | 0.38 | 0.42 | 0.36 | 0.45 | 0.42 | 0.47 | 0.38 | 0.42 | 0.41 | 0.43 | 0.50 | 0.45 | 0.48 | 0.42 | 0.49 | 1.00 | 0.45 | 0.42 | 0.45 | 0.43 | 0.44 | 0.47 | 0.47 | 0.45 | 0.52 | 0.47 | 0.48 | 0.54 | 0.57 | 0.50 |
| AAPL | 0.41 | 0.25 | 0.25 | 0.27 | 0.22 | 0.26 | 0.37 | 0.25 | 0.24 | 0.27 | 0.25 | 0.32 | 0.30 | 0.25 | 0.31 | 0.27 | 0.44 | 0.29 | 0.32 | 0.36 | 0.43 | 0.49 | 0.30 | 0.52 | 0.51 | 0.48 | 0.33 | 0.41 | 0.39 | 0.56 | 0.37 | 0.55 | 0.49 | 0.43 | 0.47 | 0.45 | 1.00 | 0.36 | 0.52 | 0.39 | 0.38 | 0.58 | 0.58 | 0.39 | 0.50 | 0.41 | 0.48 | 0.48 | 0.63 | 0.50 |
| JPM | 0.25 | 0.19 | 0.21 | 0.25 | 0.28 | 0.24 | 0.27 | 0.48 | 0.32 | 0.25 | 0.49 | 0.29 | 0.36 | 0.31 | 0.24 | 0.32 | 0.26 | 0.29 | 0.35 | 0.43 | 0.29 | 0.35 | 0.79 | 0.33 | 0.31 | 0.27 | 0.86 | 0.48 | 0.42 | 0.31 | 0.50 | 0.38 | 0.33 | 0.36 | 0.35 | 0.42 | 0.36 | 1.00 | 0.37 | 0.79 | 0.70 | 0.36 | 0.37 | 0.69 | 0.48 | 0.72 | 0.48 | 0.45 | 0.37 | 0.49 |
| ASML | 0.37 | 0.33 | 0.29 | 0.23 | 0.18 | 0.24 | 0.40 | 0.25 | 0.25 | 0.23 | 0.28 | 0.30 | 0.25 | 0.23 | 0.25 | 0.22 | 0.43 | 0.32 | 0.29 | 0.43 | 0.37 | 0.65 | 0.33 | 0.63 | 0.48 | 0.50 | 0.35 | 0.47 | 0.42 | 0.49 | 0.39 | 0.64 | 0.49 | 0.47 | 0.60 | 0.45 | 0.52 | 0.37 | 1.00 | 0.44 | 0.43 | 0.52 | 0.52 | 0.37 | 0.48 | 0.39 | 0.48 | 0.52 | 0.58 | 0.50 |
| MS | 0.28 | 0.21 | 0.22 | 0.23 | 0.25 | 0.21 | 0.32 | 0.47 | 0.28 | 0.21 | 0.47 | 0.28 | 0.34 | 0.28 | 0.22 | 0.27 | 0.29 | 0.29 | 0.32 | 0.44 | 0.30 | 0.42 | 0.72 | 0.39 | 0.34 | 0.34 | 0.80 | 0.55 | 0.44 | 0.35 | 0.49 | 0.43 | 0.38 | 0.39 | 0.40 | 0.43 | 0.39 | 0.79 | 0.44 | 1.00 | 0.67 | 0.40 | 0.41 | 0.64 | 0.47 | 0.66 | 0.48 | 0.48 | 0.41 | 0.50 |
| AXP | 0.31 | 0.24 | 0.23 | 0.26 | 0.25 | 0.24 | 0.27 | 0.42 | 0.28 | 0.26 | 0.43 | 0.31 | 0.35 | 0.29 | 0.26 | 0.34 | 0.30 | 0.31 | 0.35 | 0.43 | 0.33 | 0.39 | 0.64 | 0.37 | 0.37 | 0.37 | 0.67 | 0.52 | 0.44 | 0.36 | 0.50 | 0.41 | 0.40 | 0.39 | 0.42 | 0.44 | 0.38 | 0.70 | 0.43 | 0.67 | 1.00 | 0.42 | 0.42 | 0.62 | 0.47 | 0.64 | 0.56 | 0.48 | 0.42 | 0.57 |
| GOOGL | 0.38 | 0.30 | 0.26 | 0.26 | 0.22 | 0.28 | 0.40 | 0.24 | 0.28 | 0.25 | 0.26 | 0.34 | 0.31 | 0.26 | 0.28 | 0.27 | 0.48 | 0.27 | 0.32 | 0.38 | 0.41 | 0.47 | 0.32 | 0.53 | 0.65 | 0.52 | 0.35 | 0.43 | 0.39 | 0.68 | 0.38 | 0.49 | 0.54 | 0.43 | 0.49 | 0.47 | 0.58 | 0.36 | 0.52 | 0.40 | 0.42 | 1.00 | 0.99 | 0.39 | 0.48 | 0.40 | 0.53 | 0.53 | 0.69 | 0.54 |
| GOOG | 0.38 | 0.30 | 0.25 | 0.27 | 0.22 | 0.27 | 0.41 | 0.25 | 0.27 | 0.24 | 0.26 | 0.34 | 0.31 | 0.26 | 0.28 | 0.27 | 0.48 | 0.27 | 0.32 | 0.39 | 0.41 | 0.47 | 0.32 | 0.53 | 0.65 | 0.52 | 0.35 | 0.44 | 0.39 | 0.68 | 0.38 | 0.49 | 0.54 | 0.43 | 0.49 | 0.47 | 0.58 | 0.37 | 0.52 | 0.41 | 0.42 | 0.99 | 1.00 | 0.39 | 0.48 | 0.41 | 0.53 | 0.53 | 0.69 | 0.54 |
| BRK-A | 0.22 | 0.21 | 0.26 | 0.36 | 0.36 | 0.30 | 0.27 | 0.48 | 0.36 | 0.38 | 0.47 | 0.34 | 0.41 | 0.44 | 0.39 | 0.45 | 0.25 | 0.35 | 0.42 | 0.41 | 0.38 | 0.32 | 0.61 | 0.30 | 0.30 | 0.27 | 0.65 | 0.45 | 0.46 | 0.31 | 0.50 | 0.35 | 0.34 | 0.41 | 0.38 | 0.45 | 0.39 | 0.69 | 0.37 | 0.64 | 0.62 | 0.39 | 0.39 | 1.00 | 0.50 | 0.97 | 0.51 | 0.51 | 0.41 | 0.53 |
| CSCO | 0.28 | 0.26 | 0.29 | 0.33 | 0.31 | 0.31 | 0.31 | 0.37 | 0.34 | 0.36 | 0.38 | 0.37 | 0.36 | 0.39 | 0.38 | 0.37 | 0.35 | 0.37 | 0.39 | 0.40 | 0.42 | 0.41 | 0.41 | 0.44 | 0.39 | 0.44 | 0.44 | 0.44 | 0.46 | 0.43 | 0.54 | 0.49 | 0.47 | 0.47 | 0.46 | 0.52 | 0.50 | 0.48 | 0.48 | 0.47 | 0.47 | 0.48 | 0.48 | 0.50 | 1.00 | 0.53 | 0.52 | 0.58 | 0.55 | 0.52 |
| BRK-B | 0.23 | 0.23 | 0.27 | 0.37 | 0.38 | 0.30 | 0.28 | 0.50 | 0.37 | 0.40 | 0.49 | 0.36 | 0.43 | 0.46 | 0.41 | 0.47 | 0.26 | 0.36 | 0.44 | 0.43 | 0.40 | 0.33 | 0.64 | 0.31 | 0.31 | 0.28 | 0.68 | 0.46 | 0.48 | 0.32 | 0.53 | 0.37 | 0.35 | 0.43 | 0.39 | 0.47 | 0.41 | 0.72 | 0.39 | 0.66 | 0.64 | 0.40 | 0.41 | 0.97 | 0.53 | 1.00 | 0.53 | 0.52 | 0.43 | 0.55 |
| V | 0.30 | 0.31 | 0.30 | 0.29 | 0.32 | 0.29 | 0.36 | 0.33 | 0.34 | 0.36 | 0.34 | 0.39 | 0.37 | 0.37 | 0.38 | 0.40 | 0.39 | 0.37 | 0.43 | 0.42 | 0.41 | 0.40 | 0.41 | 0.42 | 0.47 | 0.50 | 0.44 | 0.46 | 0.47 | 0.48 | 0.47 | 0.43 | 0.52 | 0.47 | 0.49 | 0.48 | 0.48 | 0.48 | 0.48 | 0.48 | 0.56 | 0.53 | 0.53 | 0.51 | 0.52 | 0.53 | 1.00 | 0.59 | 0.57 | 0.86 |
| ACN | 0.31 | 0.31 | 0.28 | 0.33 | 0.30 | 0.30 | 0.32 | 0.30 | 0.32 | 0.37 | 0.33 | 0.34 | 0.37 | 0.38 | 0.40 | 0.40 | 0.39 | 0.34 | 0.40 | 0.42 | 0.45 | 0.42 | 0.39 | 0.46 | 0.44 | 0.52 | 0.41 | 0.47 | 0.51 | 0.48 | 0.55 | 0.49 | 0.53 | 0.53 | 0.53 | 0.54 | 0.48 | 0.45 | 0.52 | 0.48 | 0.48 | 0.53 | 0.53 | 0.51 | 0.58 | 0.52 | 0.59 | 1.00 | 0.61 | 0.61 |
| MSFT | 0.40 | 0.34 | 0.29 | 0.31 | 0.27 | 0.33 | 0.38 | 0.21 | 0.28 | 0.32 | 0.26 | 0.37 | 0.32 | 0.28 | 0.35 | 0.31 | 0.50 | 0.32 | 0.36 | 0.38 | 0.48 | 0.51 | 0.32 | 0.60 | 0.59 | 0.61 | 0.33 | 0.46 | 0.45 | 0.66 | 0.41 | 0.55 | 0.62 | 0.49 | 0.55 | 0.57 | 0.63 | 0.37 | 0.58 | 0.41 | 0.42 | 0.69 | 0.69 | 0.41 | 0.55 | 0.43 | 0.57 | 0.61 | 1.00 | 0.59 |
| MA | 0.32 | 0.30 | 0.29 | 0.29 | 0.31 | 0.29 | 0.38 | 0.34 | 0.34 | 0.36 | 0.34 | 0.38 | 0.36 | 0.36 | 0.37 | 0.40 | 0.40 | 0.37 | 0.43 | 0.42 | 0.41 | 0.42 | 0.42 | 0.45 | 0.47 | 0.52 | 0.45 | 0.47 | 0.47 | 0.49 | 0.47 | 0.45 | 0.54 | 0.48 | 0.51 | 0.50 | 0.50 | 0.49 | 0.50 | 0.50 | 0.57 | 0.54 | 0.54 | 0.53 | 0.52 | 0.55 | 0.86 | 0.61 | 0.59 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 22 сент. 2014 г.