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Портфели
Ленивые портфелиПользовательские портфели
Обсуждения

G

Последнее обновление 21 февр. 2024 г.

Распределение активов


PLD 3.45%AMT 3.45%EQIX 3.45%WELL 3.45%CCI 3.45%DLR 3.45%PSA 3.45%SPG 3.45%O 3.45%CSGP 3.45%NVDA 3.45%TSM 3.45%AVGO 3.45%ASML 3.45%AMD 3.45%INTC 3.45%QCOM 3.45%AMAT 3.45%LRCX 3.45%ADI 3.45%AAPL 3.45%MSFT 3.45%ADBE 3.45%CSCO 3.45%CRM 3.45%ACN 3.45%ORCL 3.45%INTU 3.45%IBM 3.45%АкцииАкции
ПозицияКатегория/СекторВес
PLD

3.45%

AMT
American Tower Corporation
Real Estate

3.45%

EQIX
Equinix, Inc.
Real Estate

3.45%

WELL

3.45%

CCI
Crown Castle International Corp.
Real Estate

3.45%

DLR
Digital Realty Trust, Inc.
Real Estate

3.45%

PSA

3.45%

SPG

3.45%

O

3.45%

CSGP
CoStar Group, Inc.
Real Estate

3.45%

NVDA

3.45%

TSM

3.45%

AVGO
Broadcom Inc.
Technology

3.45%

ASML
ASML Holding N.V.
Technology

3.45%

AMD
Advanced Micro Devices, Inc.
Technology

3.45%

INTC
Intel Corporation
Technology

3.45%

QCOM

3.45%

AMAT
Applied Materials, Inc.
Technology

3.45%

LRCX
Lam Research Corporation
Technology

3.45%

ADI
Analog Devices, Inc.
Technology

3.45%

AAPL
Apple Inc.
Technology

3.45%

MSFT
Microsoft Corporation
Technology

3.45%

ADBE
Adobe Inc
Technology

3.45%

CSCO
Cisco Systems, Inc.
Technology

3.45%

CRM
salesforce.com, inc.
Technology

3.45%

ACN
Accenture plc
Technology

3.45%

ORCL

3.45%

INTU
Intuit Inc.
Technology

3.45%

IBM
International Business Machines Corporation
Technology

3.45%

Доходность

График показывает рост $10,000 инвестированных в G 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%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
21.87%
13.40%
G
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 6 авг. 2009 г., начальной даты AVGO

Доходность по периодам

G на 21 февр. 2024 г. показал доходность в 4.08% с начала года и доходность в 22.66% в годовом выражении за последние 10 лет.


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
N/AN/AN/AN/AN/AN/A
G4.08%1.67%21.87%38.99%23.19%22.66%
PLD
N/AN/AN/AN/AN/AN/A
AMT
American Tower Corporation
-12.73%-7.59%9.17%-7.33%3.69%10.76%
EQIX
Equinix, Inc.
6.13%6.48%14.17%21.63%17.04%19.30%
WELL
N/AN/AN/AN/AN/AN/A
CCI
Crown Castle International Corp.
-5.44%0.88%13.67%-18.17%1.94%7.76%
DLR
Digital Realty Trust, Inc.
0.36%-1.66%11.21%27.14%6.83%14.28%
PSA
N/AN/AN/AN/AN/AN/A
SPG
N/AN/AN/AN/AN/AN/A
O
N/AN/AN/AN/AN/AN/A
CSGP
CoStar Group, Inc.
-7.04%-1.32%2.73%4.74%15.01%15.20%
NVDA
N/AN/AN/AN/AN/AN/A
TSM
N/AN/AN/AN/AN/AN/A
AVGO
Broadcom Inc.
9.88%1.27%44.77%110.63%38.91%39.26%
ASML
ASML Holding N.V.
20.35%20.20%36.76%40.64%39.26%27.34%
AMD
Advanced Micro Devices, Inc.
12.40%-4.90%56.81%111.07%47.40%46.40%
INTC
Intel Corporation
-11.14%-7.27%36.20%63.50%-0.21%9.18%
QCOM
N/AN/AN/AN/AN/AN/A
AMAT
Applied Materials, Inc.
16.70%12.62%28.48%65.36%38.76%27.51%
LRCX
Lam Research Corporation
14.96%8.97%35.81%83.88%40.31%34.93%
ADI
Analog Devices, Inc.
-4.61%-2.76%8.23%0.15%14.66%16.57%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
ADBE
Adobe Inc
-9.17%-11.39%4.32%51.86%16.06%23.08%
CSCO
Cisco Systems, Inc.
-3.69%-5.83%-11.64%-2.01%2.61%11.57%
CRM
salesforce.com, inc.
8.84%1.96%38.51%73.39%12.43%16.28%
ACN
Accenture plc
3.81%-0.26%18.42%33.03%19.67%17.91%
ORCL
N/AN/AN/AN/AN/AN/A
INTU
Intuit Inc.
3.50%3.81%32.82%60.81%23.25%24.77%
IBM
International Business Machines Corporation
13.18%7.95%32.31%42.16%12.15%4.84%

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20242.10%
20233.45%-1.56%-6.73%-1.23%14.29%6.77%

Коэффициент Шарпа

G на текущий момент имеет коэффициент Шарпа равный 2.23. Коэффициент Шарпа выше 2,0 считается очень хорошим.

-1.000.001.002.003.004.002.23

Коэффициент Шарпа G 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 Шарпа0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.23
1.75
G
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность G за предыдущие двенадцать месяцев составила 1.94%.


TTM20232022202120202019201820172016201520142013
G1.94%1.94%2.44%1.53%1.98%2.08%2.45%2.07%2.17%2.41%2.02%2.01%
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%
AMT
American Tower Corporation
3.42%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
EQIX
Equinix, Inc.
1.70%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%
WELL
2.63%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%5.71%
CCI
Crown Castle International Corp.
5.75%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%0.00%
DLR
Digital Realty Trust, Inc.
3.61%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%
PSA
4.22%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%
SPG
5.00%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
O
5.85%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
CSGP
CoStar Group, 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%
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%
TSM
1.16%1.39%1.93%1.24%1.24%2.76%2.81%2.32%2.61%2.54%1.79%2.30%
AVGO
Broadcom Inc.
1.55%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
ASML
ASML Holding N.V.
0.61%0.72%1.03%0.42%0.50%1.01%0.92%0.64%0.92%0.73%0.67%0.63%
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%
INTC
Intel Corporation
1.12%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
QCOM
2.07%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
AMAT
Applied Materials, Inc.
0.81%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
LRCX
Lam Research Corporation
0.83%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
ADI
Analog Devices, Inc.
1.82%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
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%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
CSCO
Cisco Systems, Inc.
3.23%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
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%
ACN
Accenture plc
1.33%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
ORCL
1.48%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
INTU
Intuit Inc.
0.52%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
IBM
International Business Machines Corporation
3.62%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%

Комиссия

Комиссия G 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
PLD
N/A
AMT
American Tower Corporation
-0.31
EQIX
Equinix, Inc.
0.85
WELL
N/A
CCI
Crown Castle International Corp.
-0.65
DLR
Digital Realty Trust, Inc.
0.77
PSA
N/A
SPG
N/A
O
N/A
CSGP
CoStar Group, Inc.
0.15
NVDA
N/A
TSM
N/A
AVGO
Broadcom Inc.
3.35
ASML
ASML Holding N.V.
1.28
AMD
Advanced Micro Devices, Inc.
2.35
INTC
Intel Corporation
1.54
QCOM
N/A
AMAT
Applied Materials, Inc.
1.93
LRCX
Lam Research Corporation
2.34
ADI
Analog Devices, Inc.
-0.02
AAPL
Apple Inc.
0.97
MSFT
Microsoft Corporation
2.40
ADBE
Adobe Inc
1.50
CSCO
Cisco Systems, Inc.
-0.13
CRM
salesforce.com, inc.
2.52
ACN
Accenture plc
1.49
ORCL
N/A
INTU
Intuit Inc.
2.20
IBM
International Business Machines Corporation
2.31

Таблица корреляции активов

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

WELLOPSADLRCCIAMTSPGAMDIBMEQIXCSGPAAPLTSMORCLAVGOCRMQCOMNVDAPLDCSCOINTCACNASMLMSFTLRCXADBEAMATINTUADI
WELL1.000.670.580.500.430.460.610.200.330.360.290.220.230.290.210.230.240.200.620.290.260.330.250.270.230.280.240.310.25
O0.671.000.610.530.480.490.640.190.310.420.300.230.230.280.210.250.240.200.640.300.250.350.270.290.250.280.240.320.26
PSA0.580.611.000.550.490.510.550.220.300.450.320.260.220.320.220.270.240.230.650.320.260.360.270.320.240.320.250.340.28
DLR0.500.530.551.000.500.520.470.250.290.590.340.280.270.320.260.330.270.270.590.320.280.360.300.340.290.340.260.370.29
CCI0.430.480.490.501.000.740.400.240.320.530.360.300.270.320.280.330.290.270.540.340.310.390.320.340.300.340.280.380.31
AMT0.460.490.510.520.741.000.410.250.320.540.360.310.270.330.280.350.300.290.550.350.310.420.320.370.300.360.280.400.32
SPG0.610.640.550.470.400.411.000.260.420.360.330.300.310.360.280.310.320.280.630.370.360.390.340.320.330.330.340.360.37
AMD0.200.190.220.250.240.250.261.000.320.320.390.420.470.380.470.440.480.610.330.410.480.390.500.460.530.480.530.440.55
IBM0.330.310.300.290.320.320.420.321.000.320.370.390.390.530.390.370.420.350.400.540.480.560.420.450.420.410.440.430.47
EQIX0.360.420.450.590.530.540.360.320.321.000.430.350.310.380.360.430.340.360.520.370.330.430.360.420.360.440.340.450.36
CSGP0.290.300.320.340.360.360.330.390.370.431.000.420.380.430.410.510.410.430.420.440.400.490.440.470.430.530.440.540.46
AAPL0.220.230.260.280.300.310.300.420.390.350.421.000.460.430.500.460.510.490.340.480.470.450.490.550.480.500.490.480.50
TSM0.230.230.220.270.270.270.310.470.390.310.380.461.000.430.520.430.540.540.340.430.520.430.590.470.590.480.600.470.59
ORCL0.290.280.320.320.320.330.360.380.530.380.430.430.431.000.420.480.450.440.410.530.470.550.470.560.450.540.460.530.48
AVGO0.210.210.220.260.280.280.280.470.390.360.410.500.520.421.000.460.560.550.340.490.540.470.570.480.610.490.620.480.66
CRM0.230.250.270.330.330.350.310.440.370.430.510.460.430.480.461.000.470.520.380.470.430.510.480.560.480.640.480.610.49
QCOM0.240.240.240.270.290.300.320.480.420.340.410.510.540.450.560.471.000.550.360.490.560.470.560.530.580.510.610.510.62
NVDA0.200.200.230.270.270.290.280.610.350.360.430.490.540.440.550.520.551.000.350.470.540.460.580.540.610.560.620.520.62
PLD0.620.640.650.590.540.550.630.330.400.520.420.340.340.410.340.380.360.351.000.420.370.460.400.420.370.420.370.440.40
CSCO0.290.300.320.320.340.350.370.410.540.370.440.480.430.530.490.470.490.470.421.000.540.550.500.540.500.510.510.510.54
INTC0.260.250.260.280.310.310.360.480.480.330.400.470.520.470.540.430.560.540.370.541.000.490.560.540.590.490.610.510.64
ACN0.330.350.360.360.390.420.390.390.560.430.490.450.430.550.470.510.470.460.460.550.491.000.520.580.490.570.500.600.53
ASML0.250.270.270.300.320.320.340.500.420.360.440.490.590.470.570.480.560.580.400.500.560.521.000.530.700.540.700.520.65
MSFT0.270.290.320.340.340.370.320.460.450.420.470.550.470.560.480.560.530.540.420.540.540.580.531.000.520.650.530.620.53
LRCX0.230.250.240.290.300.300.330.530.420.360.430.480.590.450.610.480.580.610.370.500.590.490.700.521.000.540.830.520.71
ADBE0.280.280.320.340.340.360.330.480.410.440.530.500.480.540.490.640.510.560.420.510.490.570.540.650.541.000.540.670.55
AMAT0.240.240.250.260.280.280.340.530.440.340.440.490.600.460.620.480.610.620.370.510.610.500.700.530.830.541.000.530.72
INTU0.310.320.340.370.380.400.360.440.430.450.540.480.470.530.480.610.510.520.440.510.510.600.520.620.520.670.531.000.55
ADI0.250.260.280.290.310.320.370.550.470.360.460.500.590.480.660.490.620.620.400.540.640.530.650.530.710.550.720.551.00

График просадок

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.30%
-1.08%
G
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

G показал максимальную просадку в 38.07%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 284 торговые сессии.

Текущая просадка G составляет 2.30%.

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

-38.07%28 дек. 2021 г.20214 окт. 2022 г.2841 дек. 2023 г.486
-31.6%20 февр. 2020 г.2323 мар. 2020 г.726 июл. 2020 г.95
-19%11 мая 2011 г.628 авг. 2011 г.11319 янв. 2012 г.175
-17.77%17 сент. 2018 г.6924 дек. 2018 г.3615 февр. 2019 г.105
-14.37%28 мая 2015 г.6325 авг. 2015 г.4122 окт. 2015 г.104

График волатильности

Текущая волатильность G составляет 4.60%, 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%6.00%7.00%SeptemberOctoberNovemberDecember2024February
4.60%
3.37%
G
Benchmark (^GSPC)
Активы портфеля
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