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BMO

Последнее обновление 24 февр. 2024 г.

Распределение активов


AAPL 7.5%MSFT 6.5%AMZN 4%NVDA 3.5%ORCL 3.5%GOOGL 3%BRK-B 3%T 2.5%COST 2.5%LLY 2.5%UNH 2.5%DIS 2%NFLX 2%MAR 2%TJX 2%BAC 2%ABT 2%LMT 2%AMD 2%QCOM 2%SHOP 2%HD 1.5%LULU 1.5%CVX 1.5%XOM 1.5%BX 1.5%C 1.5%GS 1.5%V 1.5%GILD 1.5%JNJ 1.5%TMO 1.5%DAL 1.5%PH 1.5%UBER 1.5%CRM 1.5%PANW 1.5%FCX 1.5%PLD 1.5%NEE 1.5%NI 1.5%STZ 1%WMT 1%BLK 1%MS 1%RF 1%REGN 1%UNP 1%WM 1%SPG 1%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc.
Technology

7.50%

MSFT

6.50%

AMZN
Amazon.com, Inc.
Consumer Cyclical

4%

NVDA

3.50%

ORCL

3.50%

GOOGL
Alphabet Inc.
Communication Services

3%

BRK-B
Berkshire Hathaway Inc.
Financial Services

3%

T

2.50%

COST
Costco Wholesale Corporation
Consumer Defensive

2.50%

LLY

2.50%

UNH

2.50%

DIS
The Walt Disney Company
Communication Services

2%

NFLX

2%

MAR

2%

TJX

2%

BAC
Bank of America Corporation
Financial Services

2%

ABT
Abbott Laboratories
Healthcare

2%

LMT

2%

AMD
Advanced Micro Devices, Inc.
Technology

2%

QCOM

2%

SHOP

2%

HD
The Home Depot, Inc.
Consumer Cyclical

1.50%

LULU

1.50%

CVX
Chevron Corporation
Energy

1.50%

XOM

1.50%

BX
The Blackstone Group Inc.
Financial Services

1.50%

C
Citigroup Inc.
Financial Services

1.50%

GS
The Goldman Sachs Group, Inc.
Financial Services

1.50%

V

1.50%

GILD
Gilead Sciences, Inc.
Healthcare

1.50%

JNJ
Johnson & Johnson
Healthcare

1.50%

TMO

1.50%

DAL
Delta Air Lines, Inc.
Industrials

1.50%

PH

1.50%

UBER

1.50%

CRM
salesforce.com, inc.
Technology

1.50%

PANW

1.50%

FCX
Freeport-McMoRan Inc.
Basic Materials

1.50%

PLD

1.50%

NEE

1.50%

NI

1.50%

STZ

1%

WMT

1%

BLK
BlackRock, Inc.
Financial Services

1%

MS

1%

RF

1%

REGN

1%

UNP

1%

WM

1%

SPG

1%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в BMO 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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
21.24%
15.51%
BMO
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 22 июн. 2007 г., начальной даты BX

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
BMO7.73%3.58%21.24%41.74%N/AN/A
GOOGL
Alphabet Inc.
3.06%-5.21%10.84%61.52%20.88%16.80%
DIS
The Walt Disney Company
19.33%13.58%29.67%7.77%-1.04%3.89%
NFLX
19.86%3.84%40.27%84.00%N/AN/A
T
1.75%-2.21%23.31%-6.66%N/AN/A
AMZN
Amazon.com, Inc.
15.17%10.93%31.31%87.16%16.50%25.64%
HD
The Home Depot, Inc.
7.33%5.98%16.72%28.87%16.95%19.22%
LULU
-10.44%-3.46%25.25%48.62%N/AN/A
MAR
11.52%3.69%26.19%48.85%N/AN/A
TJX
6.30%4.41%12.68%30.71%N/AN/A
COST
Costco Wholesale Corporation
11.96%8.69%41.80%55.59%30.09%23.04%
STZ
2.63%-0.84%-4.02%11.95%N/AN/A
WMT
11.36%7.81%11.65%25.11%N/AN/A
CVX
Chevron Corporation
4.82%5.24%-0.71%-0.83%10.08%7.46%
XOM
4.83%2.62%-2.30%-2.88%N/AN/A
BAC
Bank of America Corporation
0.74%1.59%20.97%2.24%5.67%9.66%
BLK
BlackRock, Inc.
0.22%2.93%22.04%22.48%16.28%13.35%
BRK-B
Berkshire Hathaway Inc.
16.98%9.55%17.22%37.23%15.64%13.88%
BX
The Blackstone Group Inc.
-3.71%2.08%27.60%45.25%35.00%20.80%
C
Citigroup Inc.
9.77%5.09%38.69%16.57%0.96%3.94%
GS
The Goldman Sachs Group, Inc.
1.37%2.18%24.18%10.88%17.59%11.19%
MS
-6.28%-0.71%6.30%-7.82%N/AN/A
RF
-5.68%-4.44%1.31%-17.22%N/AN/A
V
9.13%4.23%17.38%30.19%N/AN/A
ABT
Abbott Laboratories
9.06%6.23%15.83%21.33%11.29%13.97%
GILD
Gilead Sciences, Inc.
-9.21%-8.33%-2.49%-5.29%6.49%1.66%
JNJ
Johnson & Johnson
3.25%1.43%-1.87%6.15%6.29%8.77%
LLY
32.25%22.83%39.49%141.26%N/AN/A
REGN
11.72%3.41%18.17%29.62%N/AN/A
TMO
6.39%4.92%4.41%4.32%N/AN/A
UNH
0.15%6.86%8.58%10.49%N/AN/A
DAL
Delta Air Lines, Inc.
3.70%3.83%0.33%12.22%-3.39%3.50%
LMT
-4.88%0.02%-3.10%-7.82%N/AN/A
PH
15.61%12.89%32.57%54.86%N/AN/A
UBER
27.01%18.48%77.89%134.13%N/AN/A
UNP
4.60%6.35%15.92%35.75%N/AN/A
WM
16.16%12.40%32.54%39.95%N/AN/A
AAPL
Apple Inc.
-5.08%-5.88%2.45%25.07%34.43%27.28%
AMD
Advanced Micro Devices, Inc.
19.75%-2.11%72.64%126.05%48.65%47.31%
CRM
salesforce.com, inc.
11.27%4.93%39.78%80.52%12.67%16.51%
MSFT
9.32%1.54%27.54%66.00%N/AN/A
NVDA
59.16%27.91%71.30%238.62%N/AN/A
ORCL
6.60%-2.65%-2.81%28.22%N/AN/A
PANW
-4.34%-17.08%22.24%51.15%N/AN/A
QCOM
7.11%0.28%42.31%27.92%N/AN/A
SHOP
-2.13%-5.28%37.27%87.09%N/AN/A
FCX
Freeport-McMoRan Inc.
-8.15%-1.22%2.43%-0.86%25.63%3.07%
PLD
-0.07%5.55%10.06%12.84%N/AN/A
SPG
5.41%5.27%40.07%31.37%N/AN/A
NEE
-6.52%-2.07%-15.19%-19.94%N/AN/A
NI
-0.62%3.23%0.26%-2.48%N/AN/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20243.08%
20233.42%-1.31%-5.09%-1.58%11.41%5.07%

Коэффициент Шарпа

BMO на текущий момент имеет коэффициент Шарпа равный 3.10. Коэффициент Шарпа 3,0 или выше считается отличным.

0.002.004.003.10

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


Скользящий 12-месячный коэффициент Шарпа0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
3.10
2.23
BMO
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность BMO за предыдущие двенадцать месяцев составила 1.47%.


TTM20232022202120202019201820172016201520142013
BMO1.47%1.49%1.51%1.35%1.61%1.55%1.90%1.64%1.68%1.96%1.58%1.60%
GOOGL
Alphabet 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%
DIS
The Walt Disney Company
0.28%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
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%
T
6.61%6.62%7.35%11.20%9.58%6.91%9.28%6.68%5.98%7.23%7.25%6.78%
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%
HD
The Home Depot, Inc.
2.25%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
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%
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%
TJX
1.34%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
COST
Costco Wholesale Corporation
2.59%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
STZ
1.44%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%0.00%0.00%
WMT
1.30%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
CVX
Chevron Corporation
3.98%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
XOM
3.58%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
BAC
Bank of America Corporation
2.71%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
BLK
BlackRock, Inc.
2.46%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
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.
2.68%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%
C
Citigroup Inc.
3.75%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%0.08%
GS
The Goldman Sachs Group, Inc.
2.69%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
MS
3.84%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
RF
4.81%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%
V
0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
ABT
Abbott Laboratories
1.74%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
GILD
Gilead Sciences, Inc.
4.08%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
JNJ
Johnson & Johnson
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
LLY
0.61%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
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%
TMO
0.25%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
UNH
1.38%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
DAL
Delta Air Lines, Inc.
0.72%0.50%0.00%0.00%1.00%2.57%2.63%1.81%1.37%0.89%0.61%0.44%
LMT
2.82%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
PH
1.11%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
UBER
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNP
2.02%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
WM
1.35%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%
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%
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%
CRM
salesforce.com, inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
ORCL
1.43%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
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%
QCOM
2.03%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCX
Freeport-McMoRan Inc.
1.54%1.40%1.56%0.53%0.19%1.50%1.43%0.00%0.00%8.28%5.22%6.75%
PLD
2.61%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%
SPG
4.96%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
NEE
3.29%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
NI
3.89%3.77%3.43%3.19%3.66%2.87%3.08%2.73%2.89%2.68%2.51%3.11%

Комиссия

Комиссия BMO 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
2.23
BMO
3.10
GOOGL
Alphabet Inc.
2.09
DIS
The Walt Disney Company
0.23
NFLX
1.99
T
-0.27
AMZN
Amazon.com, Inc.
2.71
HD
The Home Depot, Inc.
1.50
LULU
1.45
MAR
2.07
TJX
1.96
COST
Costco Wholesale Corporation
3.14
STZ
0.72
WMT
1.56
CVX
Chevron Corporation
0.02
XOM
-0.08
BAC
Bank of America Corporation
0.07
BLK
BlackRock, Inc.
1.05
BRK-B
Berkshire Hathaway Inc.
2.84
BX
The Blackstone Group Inc.
1.27
C
Citigroup Inc.
0.65
GS
The Goldman Sachs Group, Inc.
0.51
MS
-0.29
RF
-0.46
V
1.98
ABT
Abbott Laboratories
0.95
GILD
Gilead Sciences, Inc.
-0.38
JNJ
Johnson & Johnson
0.31
LLY
4.66
REGN
1.42
TMO
0.15
UNH
0.46
DAL
Delta Air Lines, Inc.
0.42
LMT
-0.43
PH
2.07
UBER
3.38
UNP
1.68
WM
2.43
AAPL
Apple Inc.
1.21
AMD
Advanced Micro Devices, Inc.
2.79
CRM
salesforce.com, inc.
2.83
MSFT
2.83
NVDA
5.78
ORCL
1.04
PANW
1.08
QCOM
0.95
SHOP
1.46
FCX
Freeport-McMoRan Inc.
-0.15
PLD
0.45
SPG
1.31
NEE
-0.76
NI
-0.08

Таблица корреляции активов

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

LLYREGNLMTGILDNIWMTJNJNEEUNHXOMNFLXSHOPTUBERPANWCVXWMSTZAMDDALABTTMOCOSTSPGFCXLULUAMZNPLDMARORCLCRMNVDATJXRFQCOMUNPHDDISAAPLGOOGLBACCBXMSFTVGSPHMSBRK-BBLK
LLY1.000.360.220.330.290.280.480.290.390.180.210.150.220.120.180.190.370.210.210.100.370.300.290.160.140.220.230.310.100.310.260.220.210.110.190.220.260.170.290.280.140.150.220.340.300.190.210.170.300.24
REGN0.361.000.170.450.180.240.330.230.290.120.270.250.170.180.270.140.230.200.260.090.390.370.290.140.190.270.290.280.110.260.290.320.190.140.290.240.290.170.320.310.170.170.270.360.310.160.220.190.260.29
LMT0.220.171.000.260.410.270.340.310.310.360.050.060.340.110.150.380.460.310.080.240.240.200.280.260.250.170.090.300.250.270.150.090.300.310.170.350.300.270.220.180.310.300.220.210.330.300.350.300.470.32
GILD0.330.450.261.000.260.290.430.260.290.200.210.130.330.130.130.200.310.300.160.160.410.340.280.210.200.210.210.280.150.280.210.170.270.230.250.250.310.200.280.250.270.240.260.270.260.270.250.290.330.32
NI0.290.180.410.261.000.310.370.610.330.240.060.070.420.110.130.250.480.390.050.230.310.270.280.360.180.160.130.490.220.260.150.070.300.300.130.400.350.300.200.210.280.280.290.200.300.290.290.280.400.33
WMT0.280.240.270.290.311.000.360.340.310.180.240.200.270.110.210.190.360.320.230.140.330.310.600.210.190.280.300.320.160.320.240.250.320.170.220.280.420.250.310.300.220.200.220.340.300.240.260.220.390.34
JNJ0.480.330.340.430.370.361.000.370.440.190.170.080.350.100.110.230.430.290.130.110.490.370.340.220.200.170.170.350.170.310.180.140.260.210.200.360.320.230.270.270.250.220.240.290.340.270.260.260.430.34
NEE0.290.230.310.260.610.340.371.000.300.150.210.250.310.200.260.190.480.370.190.170.420.390.380.290.180.270.270.540.160.260.290.210.270.200.220.350.380.290.320.300.210.220.340.360.340.240.250.250.360.38
UNH0.390.290.310.290.330.310.440.301.000.260.200.110.300.140.200.290.440.320.190.190.400.340.340.220.250.230.210.320.260.300.210.220.350.280.250.370.340.260.310.300.320.290.290.350.370.320.330.330.430.36
XOM0.180.120.360.200.240.180.190.150.261.000.090.040.380.210.140.890.240.310.150.360.140.120.150.420.540.190.130.190.420.250.160.170.360.550.300.430.240.360.220.240.560.560.310.160.320.520.510.540.520.39
NFLX0.210.270.050.210.060.240.170.210.200.091.000.530.150.390.420.110.150.180.490.230.310.360.390.190.260.470.590.290.250.380.530.530.290.170.450.210.340.400.520.500.210.220.390.550.390.260.270.270.250.41
SHOP0.150.250.060.130.070.200.080.250.110.040.531.000.120.490.530.080.140.190.560.240.360.390.340.230.270.490.590.340.250.320.600.570.260.200.470.190.360.370.490.500.220.240.470.540.400.280.280.300.200.42
T0.220.170.340.330.420.270.350.310.300.380.150.121.000.200.150.380.350.360.120.380.310.250.240.410.340.180.170.330.330.320.200.120.340.450.240.380.340.430.250.250.490.490.330.200.350.460.390.450.510.39
UBER0.120.180.110.130.110.110.100.200.140.210.390.490.201.000.410.230.130.260.410.460.270.280.230.340.360.400.440.260.430.300.470.450.370.350.390.300.320.470.370.430.350.390.410.390.410.400.370.390.320.40
PANW0.180.270.150.130.130.210.110.260.200.140.420.530.150.411.000.160.180.240.470.220.330.370.380.220.270.480.510.310.300.390.560.530.280.220.450.260.340.400.490.480.230.250.450.530.400.290.310.300.260.40
CVX0.190.140.380.200.250.190.230.190.290.890.110.080.380.230.161.000.280.310.200.360.180.170.180.440.550.220.140.230.420.270.190.210.370.550.310.460.270.370.250.270.560.560.340.200.340.520.510.540.520.41
WM0.370.230.460.310.480.360.430.480.440.240.150.140.350.130.180.281.000.390.160.230.440.390.410.310.230.270.200.480.270.360.270.170.380.290.230.440.430.310.320.280.300.280.320.350.430.320.380.330.480.40
STZ0.210.200.310.300.390.320.290.370.320.310.180.190.360.260.240.310.391.000.230.390.310.300.330.440.320.290.280.420.370.340.270.280.440.410.310.410.380.380.330.310.410.390.380.330.410.420.430.420.480.43
AMD0.210.260.080.160.050.230.130.190.190.150.490.560.120.410.470.200.160.231.000.270.320.390.410.240.340.480.590.320.340.400.530.770.300.280.640.270.370.370.560.560.290.310.450.620.450.360.370.370.310.44
DAL0.100.090.240.160.230.140.110.170.190.360.230.240.380.460.220.360.230.390.271.000.220.180.210.600.450.310.280.290.660.290.300.290.520.590.350.430.340.550.310.310.580.600.440.270.410.550.550.570.500.49
ABT0.370.390.240.410.310.330.490.420.400.140.310.360.310.270.330.180.440.310.320.221.000.650.420.240.250.370.360.490.250.370.440.370.300.250.390.370.430.320.430.430.300.280.410.480.460.330.340.350.410.47
TMO0.300.370.200.340.270.310.370.390.340.120.360.390.250.280.370.170.390.300.390.180.651.000.450.190.320.450.400.480.230.400.450.440.270.240.430.380.450.340.480.460.290.290.430.520.450.320.360.350.380.50
COST0.290.290.280.280.280.600.340.380.340.150.390.340.240.230.380.180.410.330.410.210.420.451.000.250.230.460.480.450.270.410.430.460.410.200.430.360.530.310.510.480.250.230.430.550.450.300.340.300.400.45
SPG0.160.140.260.210.360.210.220.290.220.420.190.230.410.340.220.440.310.440.240.600.240.190.251.000.420.310.250.480.540.320.290.260.530.590.350.450.420.480.320.310.550.570.470.270.380.550.530.540.500.47
FCX0.140.190.250.200.180.190.200.180.250.540.260.270.340.360.270.550.230.320.340.450.250.320.230.421.000.340.320.280.500.320.320.380.420.540.440.490.350.450.370.400.550.560.420.340.410.560.580.570.510.51
LULU0.220.270.170.210.160.280.170.270.230.190.470.490.180.400.480.220.270.290.480.310.370.450.460.310.341.000.530.380.360.410.540.540.450.290.470.340.500.440.510.480.300.300.490.540.480.360.410.380.340.47
AMZN0.230.290.090.210.130.300.170.270.210.130.590.590.170.440.510.140.200.280.590.280.360.400.480.250.320.531.000.360.340.440.620.630.340.230.550.270.430.440.650.690.270.290.490.700.470.340.340.340.330.47
PLD0.310.280.300.280.490.320.350.540.320.190.290.340.330.260.310.230.480.420.320.290.490.480.450.480.280.380.361.000.300.390.390.350.370.340.350.440.500.370.430.400.340.330.480.440.460.380.410.390.420.49
MAR0.100.110.250.150.220.160.170.160.260.420.250.250.330.430.300.420.270.370.340.660.250.230.270.540.500.360.340.301.000.380.320.360.550.570.430.470.390.570.370.400.550.580.460.360.490.560.570.570.540.50
ORCL0.310.260.270.280.260.320.310.260.300.250.380.320.320.300.390.270.360.340.400.290.370.400.410.320.320.410.440.390.381.000.460.450.400.350.430.390.420.400.500.480.380.380.430.560.480.430.420.430.490.49
CRM0.260.290.150.210.150.240.180.290.210.160.530.600.200.470.560.190.270.270.530.300.440.450.430.290.320.540.620.390.320.461.000.600.340.270.520.320.400.440.570.580.290.310.500.670.530.350.370.360.340.51
NVDA0.220.320.090.170.070.250.140.210.220.170.530.570.120.450.530.210.170.280.770.290.370.440.460.260.380.540.630.350.360.450.601.000.350.300.670.330.430.410.640.620.320.350.500.690.480.400.430.430.370.53
TJX0.210.190.300.270.300.320.260.270.350.360.290.260.340.370.280.370.380.440.300.520.300.270.410.530.420.450.340.370.550.400.340.351.000.510.390.460.540.510.370.400.500.480.450.380.490.520.550.520.520.52
RF0.110.140.310.230.300.170.210.200.280.550.170.200.450.350.220.550.290.410.280.590.250.240.200.590.540.290.230.340.570.350.270.300.511.000.420.560.410.500.300.310.850.790.490.270.400.740.660.750.660.58
QCOM0.190.290.170.250.130.220.200.220.250.300.450.470.240.390.450.310.230.310.640.350.390.430.430.350.440.470.550.350.430.430.520.670.390.421.000.390.460.460.630.570.400.430.500.610.490.460.490.480.410.54
UNP0.220.240.350.250.400.280.360.350.370.430.210.190.380.300.260.460.440.410.270.430.370.380.360.450.490.340.270.440.470.390.320.330.460.560.391.000.480.440.400.390.560.540.470.400.480.550.630.590.610.60
HD0.260.290.300.310.350.420.320.380.340.240.340.360.340.320.340.270.430.380.370.340.430.450.530.420.350.500.430.500.390.420.400.430.540.410.460.481.000.450.470.440.410.400.510.500.480.460.510.460.480.55
DIS0.170.170.270.200.300.250.230.290.260.360.400.370.430.470.400.370.310.380.370.550.320.340.310.480.450.440.440.370.570.400.440.410.510.500.460.440.451.000.430.480.520.550.530.450.530.560.530.550.530.54
AAPL0.290.320.220.280.200.310.270.320.310.220.520.490.250.370.490.250.320.330.560.310.430.480.510.320.370.510.650.430.370.500.570.640.370.300.630.400.470.431.000.660.330.340.490.720.530.410.440.430.450.53
GOOGL0.280.310.180.250.210.300.270.300.300.240.500.500.250.430.480.270.280.310.560.310.430.460.480.310.400.480.690.400.400.480.580.620.400.310.570.390.440.480.661.000.360.370.520.760.570.430.440.430.450.56
BAC0.140.170.310.270.280.220.250.210.320.560.210.220.490.350.230.560.300.410.290.580.300.290.250.550.550.300.270.340.550.380.290.320.500.850.400.560.410.520.330.361.000.860.490.300.450.800.650.810.710.63
C0.150.170.300.240.280.200.220.220.290.560.220.240.490.390.250.560.280.390.310.600.280.290.230.570.560.300.290.330.580.380.310.350.480.790.430.540.400.550.340.370.861.000.500.320.450.800.660.800.680.61
BX0.220.270.220.260.290.220.240.340.290.310.390.470.330.410.450.340.320.380.450.440.410.430.430.470.420.490.490.480.460.430.500.500.450.490.500.470.510.530.490.520.490.501.000.530.510.540.530.570.480.65
MSFT0.340.360.210.270.200.340.290.360.350.160.550.540.200.390.530.200.350.330.620.270.480.520.550.270.340.540.700.440.360.560.670.690.380.270.610.400.500.450.720.760.300.320.531.000.600.370.410.390.420.56
V0.300.310.330.260.300.300.340.340.370.320.390.400.350.410.400.340.430.410.450.410.460.450.450.380.410.480.470.460.490.480.530.480.490.400.490.480.480.530.530.570.450.450.510.601.000.480.500.490.550.57
GS0.190.160.300.270.290.240.270.240.320.520.260.280.460.400.290.520.320.420.360.550.330.320.300.550.560.360.340.380.560.430.350.400.520.740.460.550.460.560.410.430.800.800.540.370.481.000.650.860.670.65
PH0.210.220.350.250.290.260.260.250.330.510.270.280.390.370.310.510.380.430.370.550.340.360.340.530.580.410.340.410.570.420.370.430.550.660.490.630.510.530.440.440.650.660.530.410.500.651.000.670.630.63
MS0.170.190.300.290.280.220.260.250.330.540.270.300.450.390.300.540.330.420.370.570.350.350.300.540.570.380.340.390.570.430.360.430.520.750.480.590.460.550.430.430.810.800.570.390.490.860.671.000.670.70
BRK-B0.300.260.470.330.400.390.430.360.430.520.250.200.510.320.260.520.480.480.310.500.410.380.400.500.510.340.330.420.540.490.340.370.520.660.410.610.480.530.450.450.710.680.480.420.550.670.630.671.000.65
BLK0.240.290.320.320.330.340.340.380.360.390.410.420.390.400.400.410.400.430.440.490.470.500.450.470.510.470.470.490.500.490.510.530.520.580.540.600.550.540.530.560.630.610.650.560.570.650.630.700.651.00

График просадок

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
BMO
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

BMO показал максимальную просадку в 31.71%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 53 торговые сессии.

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

-31.71%20 февр. 2020 г.2323 мар. 2020 г.538 июн. 2020 г.76
-24.93%28 дек. 2021 г.20012 окт. 2022 г.1602 июн. 2023 г.360
-10.39%3 сент. 2020 г.1423 сент. 2020 г.3511 нояб. 2020 г.49
-9.85%1 авг. 2023 г.6327 окт. 2023 г.1214 нояб. 2023 г.75
-6.93%29 июл. 2019 г.65 авг. 2019 г.5724 окт. 2019 г.63

График волатильности

Текущая волатильность BMO составляет 4.02%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
4.02%
3.90%
BMO
Benchmark (^GSPC)
Активы портфеля
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