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Анализ доходности
Анализ портфеля
Анализ рисков
Инструменты оптимизации
Факторный анализ
Портфели
Ленивые портфелиПользовательские портфели
Скринеры
Обсуждения
VTI Top 25 1M-10Y
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

VTI Top 25 1M-10Y

Последнее обновление 14 янв. 2025 г.

Распределение активов

QUBT 2.22%TSLA 2.22%ANET 2.22%AVGO 2.22%NFLX 2.22%FTNT 2.22%NOW 2.22%DECK 2.22%BYRN 2.22%TKO 2.22%AGYS 2.22%ESOA 2.22%GDDY 2.22%WLFC 2.22%PLTR 2.22%MRVL 2.22%APO 2.22%CRDO 2.22%APP 2.22%ESQ 2.22%CCB 2.22%GKOS 2.22%NNE 2.22%BRBR 2.22%MTSI 2.22%IONQ 2.22%FWONK 2.22%LQDT 2.22%FWONA 2.22%AAOI 2.22%RDDT 2.22%WMT 2.22%KEQU 2.22%SENEA 2.22%SRRK 2.22%SHAK 2.22%SLM 2.22%SOUN 2.22%KNF 2.22%UTI 2.22%TARS 2.22%RKLB 2.22%OSIS 2.22%UAMY 2.22%CALM 2.22%АкцииАкции
ПозицияКатегория/СекторЦелевая доля
AAOI
Applied Optoelectronics, Inc.		Technology
2.22%
AGYS
Agilysys, Inc.		Technology
2.22%
ANET
Arista Networks, Inc.		Technology
2.22%
APO
Apollo Global Management, Inc.		Financial Services
2.22%
APP
AppLovin Corporation		Technology
2.22%
AVGO
Broadcom Inc.		Technology
2.22%
BRBR
BellRing Brands, Inc.		Consumer Defensive
2.22%
BYRN
Byrna Technologies Inc.		Industrials
2.22%
CALM
Cal-Maine Foods, Inc.		Consumer Defensive
2.22%
CCB
Coastal Financial Corporation		Financial Services
2.22%
CRDO
Credo Technology Group Holding Ltd		Technology
2.22%
DECK
Deckers Outdoor Corporation		Consumer Cyclical
2.22%
ESOA
Energy Services Of America Corp		Industrials
2.22%
ESQ
Esquire Financial Holdings Inc		Financial Services
2.22%
FTNT
Fortinet, Inc.		Technology
2.22%
FWONA
Formula One Group		Communication Services
2.22%
FWONK
Formula One Group		Communication Services
2.22%
GDDY
GoDaddy Inc.		Technology
2.22%
GKOS
Glaukos Corporation		Healthcare
2.22%
IONQ
2.22%
KEQU
2.22%
KNF
2.22%
LQDT
2.22%
MRVL
2.22%
MTSI
2.22%
NFLX
2.22%
NNE
2.22%
NOW
2.22%
OSIS
2.22%
PLTR
2.22%
QUBT
2.22%
RDDT
2.22%
RKLB
2.22%
SENEA
2.22%
SHAK
2.22%
SLM
2.22%
SOUN
2.22%
SRRK
2.22%
TARS
2.22%
TKO
2.22%
TSLA
2.22%
UAMY
2.22%
UTI
2.22%
WLFC
2.22%
WMT
2.22%

Доходность

График доходности

График показывает рост $10,000 инвестированных в VTI Top 25 1M-10Y 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

0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
89.96%
3.64%
VTI Top 25 1M-10Y
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 27 янв. 2022 г., начальной даты CRDO

Доходность по периодам

С начала года1 месяц6 месяцев1 год5 лет10 лет
^GSPC
S&P 500		-0.77%-3.55%3.64%22.00%12.20%11.23%
VTI Top 25 1M-10Y-17.29%-8.06%89.96%N/AN/AN/A
Активы портфеля:
QUBT
-60.60%-2.76%832.89%N/AN/AN/A
TSLA
-0.13%-7.55%59.64%N/AN/AN/A
ANET
Arista Networks, Inc.		1.91%0.24%25.01%78.77%53.48%39.66%
AVGO
Broadcom Inc.		-2.83%0.49%32.21%106.13%53.90%39.73%
NFLX
-5.73%-8.55%28.01%N/AN/AN/A
FTNT
Fortinet, Inc.		-0.69%-4.21%56.64%50.27%32.15%31.37%
NOW
-4.19%-9.40%32.28%N/AN/AN/A
DECK
Deckers Outdoor Corporation		0.74%-0.99%36.46%73.71%48.94%30.49%
BYRN
Byrna Technologies Inc.		-7.08%8.51%156.17%353.73%60.98%24.55%
TKO
0.19%0.32%33.64%N/AN/AN/A
AGYS
Agilysys, Inc.		-3.17%-4.06%18.34%68.87%37.31%27.46%
ESOA
Energy Services Of America Corp		-8.87%-28.08%54.87%97.64%80.85%31.72%
GDDY
GoDaddy Inc.		-1.97%-6.43%31.81%84.80%21.90%N/A
WLFC
-1.04%-2.19%189.40%N/AN/AN/A
PLTR
-14.08%-14.58%126.65%N/AN/AN/A
MRVL
4.31%-4.60%56.67%N/AN/AN/A
APO
Apollo Global Management, Inc.		-6.27%-12.26%27.26%64.67%29.94%26.89%
CRDO
Credo Technology Group Holding Ltd		2.72%-9.10%108.64%265.29%N/AN/A
APP
AppLovin Corporation		-2.52%-2.71%259.01%656.84%N/AN/A
ESQ
Esquire Financial Holdings Inc		-0.79%2.20%45.36%69.84%27.18%N/A
CCB
Coastal Financial Corporation		-4.22%-2.04%61.50%93.87%36.61%N/A
GKOS
Glaukos Corporation		1.29%9.31%23.30%71.62%21.33%N/A
NNE
-18.10%-18.24%-15.08%N/AN/AN/A
BRBR
BellRing Brands, Inc.		-5.00%-8.24%39.11%32.68%26.21%N/A
MTSI
0.53%-6.07%14.91%N/AN/AN/A
IONQ
-33.30%-17.65%211.28%N/AN/AN/A
FWONK
Formula One Group		-0.60%-3.14%18.02%44.72%15.25%14.18%
LQDT
2.73%-6.67%63.88%N/AN/AN/A
FWONA
Formula One Group		0.44%-1.56%20.29%46.75%14.48%13.74%
AAOI
Applied Optoelectronics, Inc.		-21.35%-20.42%184.22%66.51%13.25%12.98%
RDDT
0.74%-4.63%125.61%N/AN/AN/A
WMT
1.31%-2.89%32.16%N/AN/AN/A
KEQU
-10.78%3.39%6.15%N/AN/AN/A
SENEA
-8.64%-10.13%21.74%N/AN/AN/A
SRRK
-1.43%1.48%362.54%N/AN/AN/A
SHAK
-6.33%-7.60%41.09%N/AN/AN/A
SLM
-1.20%0.26%20.14%N/AN/AN/A
SOUN
-35.38%-24.19%127.71%N/AN/AN/A
KNF
-6.16%-6.77%21.53%N/AN/AN/A
UTI
-1.75%-1.98%49.03%N/AN/AN/A
TARS
-15.08%-10.44%67.93%N/AN/AN/A
RKLB
-6.12%-2.09%318.01%N/AN/AN/A
OSIS
-7.69%-14.98%5.90%N/AN/AN/A
UAMY
-15.82%-22.40%367.96%N/AN/AN/A
CALM
Cal-Maine Foods, Inc.		3.96%-1.04%74.39%103.19%26.79%14.22%
*Среднегодовая

Доходность по месяцам

Ниже представлена таблица с месячной доходностью VTI Top 25 1M-10Y, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.

янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
20244.61%7.58%1.03%8.04%8.45%12.64%49.27%22.94%175.40%

Комиссия

Комиссия VTI Top 25 1M-10Y 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

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.

Коэффициент Шарпа
Нет данных
Нет данных
Нет данных
Нет данных
Нет данных
VTI Top 25 1M-10Y
^GSPC
Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
QUBT
—————
TSLA
—————
ANET
Arista Networks, Inc.		1.992.531.334.0611.77
AVGO
Broadcom Inc.		2.072.921.374.4112.69
NFLX
—————
FTNT
Fortinet, Inc.		1.372.501.321.715.04
NOW
—————
DECK
Deckers Outdoor Corporation		1.962.891.363.317.28
BYRN
Byrna Technologies Inc.		4.424.351.504.6820.34
TKO
—————
AGYS
Agilysys, Inc.		1.582.161.283.148.08
ESOA
Energy Services Of America Corp		1.182.021.272.596.74
GDDY
GoDaddy Inc.		3.664.641.618.0027.07
WLFC
—————
PLTR
—————
MRVL
—————
APO
Apollo Global Management, Inc.		1.932.501.352.9911.35
CRDO
Credo Technology Group Holding Ltd		3.023.791.477.4719.71
APP
AppLovin Corporation		8.606.851.9010.5287.78
ESQ
Esquire Financial Holdings Inc		2.192.921.363.928.10
CCB
Coastal Financial Corporation		2.613.411.412.7514.64
GKOS
Glaukos Corporation		2.333.251.375.4217.37
NNE
—————
BRBR
BellRing Brands, Inc.		1.301.821.231.644.68
MTSI
—————
IONQ
—————
FWONK
Formula One Group		2.032.831.352.4811.39
LQDT
—————
FWONA
Formula One Group		2.062.801.352.709.94
AAOI
Applied Optoelectronics, Inc.		0.291.371.160.370.83
RDDT
—————
WMT
—————
KEQU
—————
SENEA
—————
SRRK
—————
SHAK
—————
SLM
—————
SOUN
—————
KNF
—————
UTI
—————
TARS
—————
RKLB
—————
OSIS
—————
UAMY
—————
CALM
Cal-Maine Foods, Inc.		4.075.101.679.8227.73

Недостаточно данных для расчета коэффициента Шарпа для VTI Top 25 1M-10Y. Для расчета этой метрики необходимы данные за последние 12 месяцев торговли. Пожалуйста, вернитесь позже для обновленной информации.

Chart placeholderНедостаточно данных для анализа

Дивиденды

Дивидендный доход

Дивидендная доходность VTI Top 25 1M-10Y за предыдущие двенадцать месяцев составила 0.22%.

TTM20242023202220212020201920182017201620152014
Портфель0.22%0.22%0.60%0.32%0.18%0.24%0.52%0.40%0.41%0.49%0.71%0.62%
Активы портфеля:
QUBT
0.00%0.00%0.00%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%
ANET
Arista Networks, 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%
AVGO
Broadcom Inc.		0.96%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
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%
FTNT
Fortinet, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
DECK
Deckers Outdoor Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BYRN
Byrna 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%
TKO
0.00%0.00%4.73%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%
ESOA
Energy Services Of America Corp		0.26%0.24%1.84%0.00%0.00%0.00%6.49%0.00%5.88%3.65%0.00%0.00%
GDDY
GoDaddy 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%
WLFC
1.10%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PLTR
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
0.21%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%
APO
Apollo Global Management, Inc.		1.17%1.10%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%13.19%
CRDO
Credo Technology Group Holding Ltd		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
APP
AppLovin Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESQ
Esquire Financial Holdings Inc		0.76%0.75%0.95%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCB
Coastal Financial Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GKOS
Glaukos Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NNE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRBR
BellRing Brands, 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%
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%
IONQ
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FWONK
Formula One Group		0.00%0.00%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LQDT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FWONA
Formula One Group		0.00%0.00%2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAOI
Applied Optoelectronics, 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%
RDDT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMT
0.91%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
KEQU
0.00%0.00%0.00%0.00%0.00%0.00%4.24%2.17%2.21%2.29%2.81%2.58%
SENEA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SRRK
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHAK
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLM
1.69%1.67%2.30%2.65%1.02%0.97%1.35%0.00%0.00%0.00%0.00%0.53%
SOUN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KNF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.69%5.15%4.07%
TARS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RKLB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OSIS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UAMY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CALM
Cal-Maine Foods, Inc.		2.71%2.82%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%2.26%

Просадки

График просадок

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-24.29%
-4.17%
VTI Top 25 1M-10Y
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

VTI Top 25 1M-10Y показал максимальную просадку в 24.29%, зарегистрированную 13 янв. 2025 г.. Портфель еще не восстановился от этой просадки.

Текущая просадка VTI Top 25 1M-10Y составляет 24.29%.

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

-24.29%27 дек. 2024 г.1013 янв. 2025 г.———
-15.28%17 июл. 2024 г.145 авг. 2024 г.1221 авг. 2024 г.26
-10.03%19 дек. 2024 г.119 дек. 2024 г.426 дек. 2024 г.5
-6.64%22 авг. 2024 г.116 сент. 2024 г.412 сент. 2024 г.15
-6.53%9 дек. 2024 г.210 дек. 2024 г.416 дек. 2024 г.6

Волатильность

График волатильности

Текущая волатильность VTI Top 25 1M-10Y составляет 24.46%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.

0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
24.46%
4.67%
VTI Top 25 1M-10Y
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
WMTCALMBRBRKEQUSENEATARSQUBTNNETKOSRRKFTNTESQBYRNLQDTUAMYESOAFWONKFWONAWLFCSLMRDDTSOUNGKOSSHAKTSLANFLXAAOICCBUTIGDDYIONQAGYSAPPPLTRNOWAVGOOSISDECKRKLBMRVLMTSIAPOANETKNFCRDO
WMT1.000.090.17-0.090.040.020.020.21-0.020.000.100.040.14-0.010.130.170.020.030.110.110.050.080.100.190.200.210.05-0.000.050.130.130.060.130.170.170.050.130.140.180.040.130.130.110.130.12
CALM0.091.000.130.020.280.05-0.090.070.200.210.040.260.090.19-0.040.160.120.120.100.250.070.03-0.020.090.150.050.020.210.120.06-0.000.180.070.110.060.020.220.060.010.050.050.230.030.180.10
BRBR0.170.131.00-0.010.180.050.050.140.20-0.050.150.000.270.15-0.010.120.050.040.090.080.100.190.040.190.180.220.060.090.160.260.070.220.240.160.290.010.190.180.150.150.120.230.160.140.05
KEQU-0.090.02-0.011.00-0.050.130.18-0.100.220.120.170.130.200.100.120.020.190.150.100.140.180.160.220.170.170.200.130.240.200.160.270.210.130.060.150.100.160.200.180.160.190.080.130.130.21
SENEA0.040.280.18-0.051.000.070.030.140.090.09-0.050.330.110.39-0.060.090.170.180.210.290.010.120.070.120.240.090.150.320.320.100.050.190.110.260.020.120.180.160.150.230.190.260.140.180.12
TARS0.020.050.050.130.071.000.130.220.060.230.090.040.100.160.140.140.100.070.230.100.150.250.260.240.110.080.300.150.130.120.160.140.170.190.210.310.150.060.190.320.240.220.240.210.28
QUBT0.02-0.090.050.180.030.131.000.160.050.280.080.200.150.100.170.160.210.200.100.090.170.430.200.180.090.080.280.240.140.100.450.070.210.150.120.130.150.190.250.150.120.190.190.340.30
NNE0.210.070.14-0.100.140.220.161.00-0.030.030.14-0.090.180.120.210.170.030.020.100.090.120.200.180.130.080.270.13-0.050.210.140.270.140.310.310.230.240.080.170.340.300.240.280.280.230.40
TKO-0.020.200.200.220.090.060.05-0.031.000.120.120.120.180.090.230.090.360.340.150.250.230.150.190.200.120.230.100.200.250.280.230.340.140.120.130.110.230.220.170.130.140.230.210.250.20
SRRK0.000.21-0.050.120.090.230.280.030.121.000.090.240.150.140.240.120.220.200.130.220.150.370.120.200.210.050.170.250.160.100.360.200.130.220.180.190.180.240.370.230.160.250.120.270.21
FTNT0.100.040.150.17-0.050.090.080.140.120.091.000.040.070.180.340.170.310.310.140.120.120.210.160.230.210.380.200.130.100.370.310.400.250.320.500.230.150.220.240.300.270.270.290.150.33
ESQ0.040.260.000.130.330.040.20-0.090.120.240.041.000.110.390.010.220.260.320.280.460.080.290.200.200.25-0.010.220.630.390.200.170.300.050.170.190.070.380.170.220.190.130.370.140.410.16
BYRN0.140.090.270.200.110.100.150.180.180.150.070.111.000.220.250.170.030.050.150.200.370.200.250.170.260.350.260.090.320.220.270.230.330.210.280.200.200.370.370.230.270.230.240.270.22
LQDT-0.010.190.150.100.390.160.100.120.090.140.180.390.221.000.090.180.170.210.170.270.180.150.150.140.270.150.220.370.320.240.110.270.100.260.270.190.350.370.240.300.260.260.220.330.29
UAMY0.13-0.04-0.010.12-0.060.140.170.210.230.240.340.010.250.091.000.220.190.200.190.200.170.320.260.200.200.260.280.130.180.250.340.230.290.230.250.260.240.240.360.280.260.290.290.230.41
ESOA0.170.160.120.020.090.140.160.170.090.120.170.220.170.180.221.000.260.260.210.170.240.150.240.190.260.220.300.260.250.260.250.240.240.330.270.300.200.230.260.260.190.440.320.350.38
FWONK0.020.120.050.190.170.100.210.030.360.220.310.260.030.170.190.261.000.950.200.240.140.090.190.250.160.250.190.340.290.270.230.300.130.260.170.210.250.230.220.270.220.360.210.290.29
FWONA0.030.120.040.150.180.070.200.020.340.200.310.320.050.210.200.260.951.000.210.270.130.080.200.240.180.230.200.380.310.260.210.340.130.260.190.200.270.260.220.270.210.390.210.320.28
WLFC0.110.100.090.100.210.230.100.100.150.130.140.280.150.170.190.210.200.211.000.320.200.220.360.370.190.210.290.390.290.290.140.280.200.180.270.230.390.340.330.300.310.350.350.350.30
SLM0.110.250.080.140.290.100.090.090.250.220.120.460.200.270.200.170.240.270.321.000.080.150.250.260.240.050.210.560.310.290.240.340.140.190.160.140.420.260.340.230.230.450.200.450.22
RDDT0.050.070.100.180.010.150.170.120.230.150.120.080.370.180.170.240.140.130.200.081.000.280.210.150.340.380.360.180.270.270.360.150.430.270.320.410.250.310.260.380.450.280.470.310.33
SOUN0.080.030.190.160.120.250.430.200.150.370.210.290.200.150.320.150.090.080.220.150.281.000.210.250.190.170.370.270.220.250.440.200.240.290.320.270.250.290.350.360.270.270.310.300.34
GKOS0.10-0.020.040.220.070.260.200.180.190.120.160.200.250.150.260.240.190.200.360.250.210.211.000.360.220.230.280.330.330.290.250.250.250.230.280.270.290.380.360.220.370.360.310.390.35
SHAK0.190.090.190.170.120.240.180.130.200.200.230.200.170.140.200.190.250.240.370.260.150.250.361.000.200.210.220.250.270.270.240.240.270.280.290.320.310.380.320.320.390.350.390.460.37
TSLA0.200.150.180.170.240.110.090.080.120.210.210.250.260.270.200.260.160.180.190.240.340.190.220.201.000.430.280.270.330.240.320.340.310.390.250.460.310.340.400.350.400.350.380.340.27
NFLX0.210.050.220.200.090.080.080.270.230.050.38-0.010.350.150.260.220.250.230.210.050.380.170.230.210.431.000.350.090.210.470.260.300.550.370.500.420.320.300.320.380.440.330.480.240.37
AAOI0.050.020.060.130.150.300.280.130.100.170.200.220.260.220.280.300.190.200.290.210.360.370.280.220.280.351.000.270.250.250.350.360.350.310.260.400.370.340.300.440.450.260.410.340.40
CCB-0.000.210.090.240.320.150.24-0.050.200.250.130.630.090.370.130.260.340.380.390.560.180.270.330.250.270.090.271.000.380.250.280.330.160.220.180.240.470.260.300.290.250.440.250.460.28
UTI0.050.120.160.200.320.130.140.210.250.160.100.390.320.320.180.250.290.310.290.310.270.220.330.270.330.210.250.381.000.310.270.310.260.300.270.270.450.350.280.370.380.380.320.330.25
GDDY0.130.060.260.160.100.120.100.140.280.100.370.200.220.240.250.260.270.260.290.290.270.250.290.270.240.470.250.250.311.000.170.460.410.250.520.310.360.360.260.360.340.440.470.360.32
IONQ0.13-0.000.070.270.050.160.450.270.230.360.310.170.270.110.340.250.230.210.140.240.360.440.250.240.320.260.350.280.270.171.000.260.400.440.240.300.270.370.520.320.340.330.380.390.51
AGYS0.060.180.220.210.190.140.070.140.340.200.400.300.230.270.230.240.300.340.280.340.150.200.250.240.340.300.360.330.310.460.261.000.230.290.410.240.410.350.320.350.350.390.370.390.31
APP0.130.070.240.130.110.170.210.310.140.130.250.050.330.100.290.240.130.130.200.140.430.240.250.270.310.550.350.160.260.410.400.231.000.470.410.450.260.350.320.430.420.370.560.480.48
PLTR0.170.110.160.060.260.190.150.310.120.220.320.170.210.260.230.330.260.260.180.190.270.290.230.280.390.370.310.220.300.250.440.290.471.000.430.430.260.330.430.320.420.400.440.310.46
NOW0.170.060.290.150.020.210.120.230.130.180.500.190.280.270.250.270.170.190.270.160.320.320.280.290.250.500.260.180.270.520.240.410.410.431.000.390.330.260.300.410.410.410.510.360.39
AVGO0.050.020.010.100.120.310.130.240.110.190.230.070.200.190.260.300.210.200.230.140.410.270.270.320.460.420.400.240.270.310.300.240.450.430.391.000.290.420.300.630.580.400.720.420.58
OSIS0.130.220.190.160.180.150.150.080.230.180.150.380.200.350.240.200.250.270.390.420.250.250.290.310.310.320.370.470.450.360.270.410.260.260.330.291.000.410.360.300.410.450.370.510.36
DECK0.140.060.180.200.160.060.190.170.220.240.220.170.370.370.240.230.230.260.340.260.310.290.380.380.340.300.340.260.350.360.370.350.350.330.260.420.411.000.430.450.550.380.410.410.44
RKLB0.180.010.150.180.150.190.250.340.170.370.240.220.370.240.360.260.220.220.330.340.260.350.360.320.400.320.300.300.280.260.520.320.320.430.300.300.360.431.000.390.380.410.380.380.48
MRVL0.040.050.150.160.230.320.150.300.130.230.300.190.230.300.280.260.270.270.300.230.380.360.220.320.350.380.440.290.370.360.320.350.430.320.410.630.300.450.391.000.610.380.600.410.59
MTSI0.130.050.120.190.190.240.120.240.140.160.270.130.270.260.260.190.220.210.310.230.450.270.370.390.400.440.450.250.380.340.340.350.420.420.410.580.410.550.380.611.000.360.630.450.57
APO0.130.230.230.080.260.220.190.280.230.250.270.370.230.260.290.440.360.390.350.450.280.270.360.350.350.330.260.440.380.440.330.390.370.400.410.400.450.380.410.380.361.000.420.590.48
ANET0.110.030.160.130.140.240.190.280.210.120.290.140.240.220.290.320.210.210.350.200.470.310.310.390.380.480.410.250.320.470.380.370.560.440.510.720.370.410.380.600.630.421.000.500.61
KNF0.130.180.140.130.180.210.340.230.250.270.150.410.270.330.230.350.290.320.350.450.310.300.390.460.340.240.340.460.330.360.390.390.480.310.360.420.510.410.380.410.450.590.501.000.50
CRDO0.120.100.050.210.120.280.300.400.200.210.330.160.220.290.410.380.290.280.300.220.330.340.350.370.270.370.400.280.250.320.510.310.480.460.390.580.360.440.480.590.570.480.610.501.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 9 мая 2024 г.
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Анализ доходности
Анализ портфеляДоходность портфеляСравнение акцийКоэффициент ШарпаКоэффициент МартинаКоэффициент ТрейнораКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Саммерса
Анализ рисков
ПросадкиОжидаемые потериИндекс язвыСтоимость под рискомВолатильность закрытие-закрытиеВолатильность ПаркинсонаВолатильность Гармана-КлассаВолатильность Роджерса-СатчеллаВолатильность Янг-Жанга
Инструменты оптимизации
Корреляция активовОптимизация портфеляОптимизация портфеля с паритетом рискаОптимизация по иерархическому паритету рисков
Факторный анализ
АльфаБета
Портфели
Ленивые портфелиПользовательские портфели
Скринеры
Скринер ETFСкринер фондовСкринер акций
Сообщество
Обсуждения

Анализ портфеляДоходность портфеляСравнение акцийКоэффициент ШарпаКоэффициент МартинаКоэффициент ТрейнораКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Саммерса

ПросадкиОжидаемые потериИндекс язвыСтоимость под рискомВолатильность закрытие-закрытиеВолатильность ПаркинсонаВолатильность Гармана-КлассаВолатильность Роджерса-СатчеллаВолатильность Янг-Жанга

Корреляция активовОптимизация портфеляОптимизация портфеля с паритетом рискаОптимизация по иерархическому паритету рисков

АльфаБета

Ленивые портфелиПользовательские портфели

Скринер ETFСкринер фондовСкринер акций

Обсуждения
Дисклеймер

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