G
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
G
Последнее обновление 25 июл. 2024 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AAPL Apple Inc | Technology | 3.45% |
ACN Accenture plc | Technology | 3.45% |
ADBE Adobe Inc | Technology | 3.45% |
ADI Analog Devices, Inc. | Technology | 3.45% |
AMAT Applied Materials, Inc. | Technology | 3.45% |
AMD Advanced Micro Devices, Inc. | Technology | 3.45% |
AMT American Tower Corporation | Real Estate | 3.45% |
ASML ASML Holding N.V. | Technology | 3.45% |
AVGO Broadcom Inc. | Technology | 3.45% |
CCI Crown Castle International Corp. | Real Estate | 3.45% |
CRM salesforce.com, inc. | Technology | 3.45% |
CSCO Cisco Systems, Inc. | Technology | 3.45% |
CSGP CoStar Group, Inc. | Real Estate | 3.45% |
DLR Digital Realty Trust, Inc. | Real Estate | 3.45% |
EQIX Equinix, Inc. | Real Estate | 3.45% |
IBM International Business Machines Corporation | Technology | 3.45% |
INTC Intel Corporation | Technology | 3.45% |
INTU Intuit Inc. | Technology | 3.45% |
LRCX Lam Research Corporation | Technology | 3.45% |
MSFT Microsoft Corporation | Technology | 3.45% |
NVDA | 3.45% | |
O | 3.45% | |
ORCL | 3.45% | |
PLD | 3.45% | |
PSA | 3.45% | |
QCOM | 3.45% | |
SPG | 3.45% | |
TSM | 3.45% | |
WELL | 3.45% |
Раз в квартал
Доходность
График доходности
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
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 25 июл. 2024 г. показал доходность в 12.29% с начала года и доходность в 22.62% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| G | 11.53% | -0.56% | 7.67% | 25.33% | 20.94% | 22.55% |
| Активы портфеля: | ||||||
PLD | -8.20% | 9.08% | -3.55% | -0.74% | 10.77% | 14.48% |
AMT American Tower Corporation | -1.07% | 8.95% | 8.25% | 12.54% | 3.05% | 11.02% |
EQIX Equinix, Inc. | -3.50% | 3.70% | -4.16% | -1.37% | 11.46% | 16.68% |
WELL | 21.85% | 6.54% | 25.73% | 37.25% | 9.20% | 9.95% |
CCI Crown Castle International Corp. | -5.58% | 10.01% | 0.14% | 1.76% | -0.26% | 7.71% |
DLR Digital Realty Trust, Inc. | 11.35% | 0.33% | 4.64% | 32.57% | 9.61% | 13.09% |
PSA | -1.22% | 2.36% | 3.93% | 6.79% | 8.79% | 9.54% |
SPG | 7.43% | 1.17% | 7.95% | 28.52% | 4.73% | 3.60% |
O | 2.84% | 9.43% | 7.43% | -2.29% | 1.44% | 7.67% |
CSGP CoStar Group, Inc. | -10.93% | 6.85% | -8.52% | -2.89% | 4.19% | 18.06% |
NVDA | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
TSM | 55.23% | -6.85% | 37.67% | 64.13% | 32.65% | 26.00% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.20% | 40.18% |
ASML ASML Holding N.V. | 14.40% | -15.15% | -0.21% | 22.87% | 31.43% | 27.61% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.42% |
INTC Intel Corporation | -37.68% | 1.83% | -28.25% | -8.73% | -7.24% | 1.79% |
QCOM | 22.38% | -11.12% | 17.44% | 42.54% | 21.29% | 12.07% |
AMAT Applied Materials, Inc. | 25.27% | -12.86% | 21.65% | 39.53% | 33.29% | 27.05% |
LRCX Lam Research Corporation | 13.33% | -16.26% | 5.80% | 27.19% | 35.05% | 31.05% |
ADI Analog Devices, Inc. | 12.23% | -3.04% | 14.91% | 15.10% | 14.80% | 18.46% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
ADBE Adobe Inc | -10.80% | 0.66% | -13.32% | 3.54% | 11.35% | 22.16% |
CSCO Cisco Systems, Inc. | -4.18% | 1.67% | -7.88% | -8.00% | -0.48% | 9.68% |
CRM salesforce.com, inc. | -2.24% | 5.66% | -8.10% | 14.26% | 9.99% | 16.76% |
ACN Accenture plc | -4.80% | 8.85% | -10.30% | 5.22% | 12.56% | 17.22% |
ORCL | 32.02% | -0.02% | 20.95% | 20.02% | 20.65% | 14.81% |
INTU Intuit Inc. | 0.64% | -1.61% | -2.07% | 26.90% | 17.93% | 23.52% |
IBM International Business Machines Corporation | 19.63% | 11.70% | 4.39% | 39.99% | 11.03% | 4.71% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью G, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.04% | 6.04% | 1.84% | -7.91% | 5.41% | 6.22% | 11.53% | ||||||
| 2023 | 11.54% | -2.82% | 8.30% | -1.65% | 6.42% | 5.95% | 3.45% | -1.56% | -6.73% | -1.23% | 14.29% | 6.77% | 49.03% |
| 2022 | -9.19% | -5.39% | 3.79% | -9.34% | -0.03% | -9.22% | 11.32% | -7.58% | -13.84% | 7.49% | 11.01% | -7.13% | -27.93% |
| 2021 | 0.84% | 2.60% | 4.24% | 5.34% | 1.65% | 5.30% | 3.32% | 3.43% | -5.79% | 7.51% | 4.75% | 4.00% | 43.39% |
| 2020 | 1.68% | -4.92% | -10.01% | 11.66% | 5.09% | 5.86% | 7.04% | 6.39% | -2.44% | -3.63% | 12.20% | 4.09% | 35.16% |
| 2019 | 10.11% | 4.79% | 5.01% | 5.33% | -6.71% | 7.31% | 3.40% | 0.80% | 1.73% | 2.73% | 3.07% | 4.14% | 49.36% |
| 2018 | 6.23% | -2.25% | -0.51% | -1.52% | 6.08% | 0.97% | 3.65% | 5.30% | 0.62% | -8.26% | 3.39% | -7.15% | 5.41% |
| 2017 | 3.12% | 5.29% | 2.08% | 1.31% | 4.50% | -1.12% | 3.65% | 3.01% | 0.80% | 5.56% | 1.61% | -1.08% | 32.50% |
| 2016 | -4.97% | 1.11% | 10.91% | -2.08% | 7.67% | 3.41% | 5.76% | 1.04% | 1.24% | -2.11% | 1.73% | 3.79% | 29.92% |
| 2015 | -1.19% | 6.59% | -2.62% | 0.48% | 2.77% | -4.16% | 0.61% | -5.41% | 0.88% | 9.95% | 1.44% | 1.36% | 10.17% |
| 2014 | -1.22% | 6.44% | 1.34% | -0.02% | 3.40% | 2.92% | -0.62% | 4.49% | -2.24% | 3.16% | 4.95% | -0.10% | 24.48% |
| 2013 | 4.69% | 0.83% | 1.73% | 4.27% | 1.60% | -2.45% | 3.08% | -2.38% | 5.49% | 2.18% | -0.30% | 3.33% | 24.02% |
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
Ранг риск-скорректированной доходности
Текущий ранг G среди портфелей на нашем сайте составляет 51, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
G
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
PLD | -0.09 | 0.04 | 1.01 | -0.06 | -0.19 |
AMT American Tower Corporation | 0.65 | 1.15 | 1.14 | 0.36 | 1.57 |
EQIX Equinix, Inc. | -0.15 | -0.04 | 1.00 | -0.16 | -0.36 |
WELL | 1.77 | 2.59 | 1.31 | 2.23 | 13.21 |
CCI Crown Castle International Corp. | 0.06 | 0.27 | 1.03 | 0.02 | 0.12 |
DLR Digital Realty Trust, Inc. | 1.00 | 1.50 | 1.19 | 0.87 | 5.24 |
PSA | 0.21 | 0.46 | 1.06 | 0.13 | 0.52 |
SPG | 1.24 | 1.85 | 1.23 | 0.83 | 4.25 |
O | -0.18 | -0.12 | 0.99 | -0.11 | -0.27 |
CSGP CoStar Group, Inc. | -0.52 | -0.59 | 0.93 | -0.52 | -1.39 |
NVDA | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
TSM | 1.86 | 2.59 | 1.32 | 1.65 | 9.23 |
AVGO Broadcom Inc. | 1.66 | 2.38 | 1.29 | 3.61 | 10.14 |
ASML ASML Holding N.V. | 0.73 | 1.17 | 1.15 | 0.77 | 2.74 |
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
INTC Intel Corporation | -0.20 | -0.02 | 1.00 | -0.14 | -0.35 |
QCOM | 1.30 | 1.76 | 1.24 | 1.03 | 4.68 |
AMAT Applied Materials, Inc. | 1.27 | 1.81 | 1.23 | 2.19 | 7.24 |
LRCX Lam Research Corporation | 1.03 | 1.56 | 1.20 | 1.73 | 4.90 |
ADI Analog Devices, Inc. | 0.55 | 0.99 | 1.11 | 0.70 | 1.91 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
ADBE Adobe Inc | 0.04 | 0.29 | 1.04 | 0.04 | 0.09 |
CSCO Cisco Systems, Inc. | -0.49 | -0.51 | 0.92 | -0.39 | -0.72 |
CRM salesforce.com, inc. | 0.41 | 0.72 | 1.12 | 0.38 | 1.26 |
ACN Accenture plc | 0.25 | 0.49 | 1.07 | 0.19 | 0.47 |
ORCL | 0.54 | 0.93 | 1.15 | 0.90 | 1.83 |
INTU Intuit Inc. | 1.05 | 1.47 | 1.20 | 0.90 | 4.80 |
IBM International Business Machines Corporation | 2.04 | 2.93 | 1.42 | 2.53 | 6.18 |
G
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность G за предыдущие двенадцать месяцев составила 1.93%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| G | 1.93% | 1.96% | 2.46% | 1.54% | 1.99% | 2.12% | 2.53% | 2.10% | 2.21% | 2.45% | 2.06% | 2.08% |
| Активы портфеля: | ||||||||||||
PLD | 3.04% | 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 | 3.13% | 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. | 2.10% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% | 0.00% |
WELL | 2.25% | 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. | 5.93% | 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. | 3.31% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
PSA | 4.07% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% | 3.42% |
SPG | 5.19% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
O | 5.38% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
TSM | 1.28% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
ASML ASML Holding N.V. | 0.76% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
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 | 1.61% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
QCOM | 1.85% | 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. | 0.67% | 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 | 0.90% | 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. | 1.61% | 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 | 0.45% | 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 | 0.70% | 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. | 3.34% | 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. | 0.31% | 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 | 1.56% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
ORCL | 1.16% | 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. | 0.57% | 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 | 3.46% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
G
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
G показал максимальную просадку в 38.06%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 284 торговые сессии.
Текущая просадка G составляет 5.85%.
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 |
|---|---|---|---|---|---|---|
| -38.06% | 28 дек. 2021 г. | 202 | 14 окт. 2022 г. | 284 | 1 дек. 2023 г. | 486 |
| -31.6% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 72 | 6 июл. 2020 г. | 95 |
| -19% | 11 мая 2011 г. | 62 | 8 авг. 2011 г. | 113 | 19 янв. 2012 г. | 175 |
| -17.77% | 17 сент. 2018 г. | 69 | 24 дек. 2018 г. | 36 | 15 февр. 2019 г. | 105 |
| -14.37% | 28 мая 2015 г. | 63 | 25 авг. 2015 г. | 41 | 22 окт. 2015 г. | 104 |
Волатильность
График волатильности
Текущая волатильность G составляет 5.36%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
G
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| WELL | O | PSA | CCI | DLR | AMT | SPG | AMD | IBM | EQIX | CSGP | AAPL | TSM | ORCL | AVGO | CRM | NVDA | CSCO | PLD | QCOM | INTC | ACN | ASML | MSFT | ADBE | LRCX | AMAT | INTU | ADI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WELL | 1.00 | 0.66 | 0.58 | 0.43 | 0.50 | 0.46 | 0.61 | 0.20 | 0.32 | 0.36 | 0.28 | 0.22 | 0.23 | 0.28 | 0.20 | 0.23 | 0.19 | 0.29 | 0.61 | 0.24 | 0.25 | 0.33 | 0.25 | 0.27 | 0.27 | 0.23 | 0.23 | 0.31 | 0.25 |
| O | 0.66 | 1.00 | 0.61 | 0.48 | 0.53 | 0.49 | 0.63 | 0.19 | 0.31 | 0.42 | 0.30 | 0.23 | 0.22 | 0.28 | 0.20 | 0.24 | 0.20 | 0.30 | 0.64 | 0.23 | 0.25 | 0.34 | 0.26 | 0.28 | 0.28 | 0.24 | 0.23 | 0.32 | 0.26 |
| PSA | 0.58 | 0.61 | 1.00 | 0.49 | 0.54 | 0.51 | 0.55 | 0.22 | 0.30 | 0.45 | 0.32 | 0.26 | 0.22 | 0.31 | 0.21 | 0.27 | 0.22 | 0.32 | 0.65 | 0.24 | 0.26 | 0.36 | 0.27 | 0.31 | 0.31 | 0.24 | 0.24 | 0.34 | 0.29 |
| CCI | 0.43 | 0.48 | 0.49 | 1.00 | 0.50 | 0.74 | 0.40 | 0.24 | 0.32 | 0.53 | 0.36 | 0.30 | 0.25 | 0.31 | 0.26 | 0.33 | 0.26 | 0.34 | 0.53 | 0.28 | 0.30 | 0.38 | 0.30 | 0.33 | 0.33 | 0.28 | 0.26 | 0.37 | 0.30 |
| DLR | 0.50 | 0.53 | 0.54 | 0.50 | 1.00 | 0.51 | 0.47 | 0.25 | 0.29 | 0.59 | 0.33 | 0.28 | 0.27 | 0.32 | 0.26 | 0.32 | 0.27 | 0.32 | 0.59 | 0.27 | 0.28 | 0.36 | 0.30 | 0.34 | 0.34 | 0.29 | 0.27 | 0.37 | 0.29 |
| AMT | 0.46 | 0.49 | 0.51 | 0.74 | 0.51 | 1.00 | 0.41 | 0.25 | 0.32 | 0.54 | 0.36 | 0.31 | 0.25 | 0.32 | 0.27 | 0.35 | 0.28 | 0.35 | 0.55 | 0.28 | 0.30 | 0.41 | 0.31 | 0.35 | 0.36 | 0.29 | 0.27 | 0.39 | 0.31 |
| SPG | 0.61 | 0.63 | 0.55 | 0.40 | 0.47 | 0.41 | 1.00 | 0.26 | 0.41 | 0.36 | 0.34 | 0.30 | 0.31 | 0.35 | 0.28 | 0.30 | 0.27 | 0.37 | 0.63 | 0.32 | 0.36 | 0.38 | 0.34 | 0.31 | 0.32 | 0.33 | 0.34 | 0.36 | 0.37 |
| AMD | 0.20 | 0.19 | 0.22 | 0.24 | 0.25 | 0.25 | 0.26 | 1.00 | 0.32 | 0.32 | 0.38 | 0.41 | 0.48 | 0.39 | 0.47 | 0.43 | 0.61 | 0.40 | 0.33 | 0.48 | 0.48 | 0.39 | 0.50 | 0.46 | 0.47 | 0.53 | 0.54 | 0.43 | 0.55 |
| IBM | 0.32 | 0.31 | 0.30 | 0.32 | 0.29 | 0.32 | 0.41 | 0.32 | 1.00 | 0.32 | 0.37 | 0.38 | 0.39 | 0.53 | 0.38 | 0.37 | 0.34 | 0.54 | 0.40 | 0.42 | 0.47 | 0.56 | 0.42 | 0.45 | 0.41 | 0.42 | 0.43 | 0.43 | 0.47 |
| EQIX | 0.36 | 0.42 | 0.45 | 0.53 | 0.59 | 0.54 | 0.36 | 0.32 | 0.32 | 1.00 | 0.43 | 0.35 | 0.31 | 0.38 | 0.35 | 0.42 | 0.35 | 0.37 | 0.52 | 0.34 | 0.32 | 0.42 | 0.35 | 0.41 | 0.44 | 0.35 | 0.34 | 0.44 | 0.36 |
| CSGP | 0.28 | 0.30 | 0.32 | 0.36 | 0.33 | 0.36 | 0.34 | 0.38 | 0.37 | 0.43 | 1.00 | 0.41 | 0.37 | 0.42 | 0.40 | 0.50 | 0.41 | 0.44 | 0.42 | 0.40 | 0.39 | 0.48 | 0.43 | 0.46 | 0.52 | 0.42 | 0.43 | 0.53 | 0.45 |
| AAPL | 0.22 | 0.23 | 0.26 | 0.30 | 0.28 | 0.31 | 0.30 | 0.41 | 0.38 | 0.35 | 0.41 | 1.00 | 0.45 | 0.42 | 0.49 | 0.45 | 0.48 | 0.47 | 0.34 | 0.50 | 0.46 | 0.43 | 0.48 | 0.55 | 0.49 | 0.48 | 0.49 | 0.48 | 0.49 |
| TSM | 0.23 | 0.22 | 0.22 | 0.25 | 0.27 | 0.25 | 0.31 | 0.48 | 0.39 | 0.31 | 0.37 | 0.45 | 1.00 | 0.43 | 0.53 | 0.42 | 0.55 | 0.42 | 0.33 | 0.55 | 0.52 | 0.42 | 0.59 | 0.47 | 0.47 | 0.59 | 0.60 | 0.47 | 0.59 |
| ORCL | 0.28 | 0.28 | 0.31 | 0.31 | 0.32 | 0.32 | 0.35 | 0.39 | 0.53 | 0.38 | 0.42 | 0.42 | 0.43 | 1.00 | 0.42 | 0.48 | 0.44 | 0.52 | 0.41 | 0.45 | 0.46 | 0.54 | 0.47 | 0.56 | 0.54 | 0.45 | 0.46 | 0.52 | 0.47 |
| AVGO | 0.20 | 0.20 | 0.21 | 0.26 | 0.26 | 0.27 | 0.28 | 0.47 | 0.38 | 0.35 | 0.40 | 0.49 | 0.53 | 0.42 | 1.00 | 0.45 | 0.55 | 0.47 | 0.33 | 0.57 | 0.53 | 0.46 | 0.57 | 0.49 | 0.49 | 0.62 | 0.63 | 0.47 | 0.65 |
| CRM | 0.23 | 0.24 | 0.27 | 0.33 | 0.32 | 0.35 | 0.30 | 0.43 | 0.37 | 0.42 | 0.50 | 0.45 | 0.42 | 0.48 | 0.45 | 1.00 | 0.51 | 0.46 | 0.38 | 0.46 | 0.42 | 0.51 | 0.47 | 0.56 | 0.64 | 0.47 | 0.47 | 0.60 | 0.49 |
| NVDA | 0.19 | 0.20 | 0.22 | 0.26 | 0.27 | 0.28 | 0.27 | 0.61 | 0.34 | 0.35 | 0.41 | 0.48 | 0.55 | 0.44 | 0.55 | 0.51 | 1.00 | 0.45 | 0.33 | 0.55 | 0.54 | 0.45 | 0.58 | 0.54 | 0.55 | 0.61 | 0.63 | 0.51 | 0.61 |
| CSCO | 0.29 | 0.30 | 0.32 | 0.34 | 0.32 | 0.35 | 0.37 | 0.40 | 0.54 | 0.37 | 0.44 | 0.47 | 0.42 | 0.52 | 0.47 | 0.46 | 0.45 | 1.00 | 0.41 | 0.48 | 0.53 | 0.55 | 0.48 | 0.53 | 0.51 | 0.49 | 0.50 | 0.50 | 0.53 |
| PLD | 0.61 | 0.64 | 0.65 | 0.53 | 0.59 | 0.55 | 0.63 | 0.33 | 0.40 | 0.52 | 0.42 | 0.34 | 0.33 | 0.41 | 0.33 | 0.38 | 0.33 | 0.41 | 1.00 | 0.35 | 0.36 | 0.46 | 0.39 | 0.41 | 0.42 | 0.37 | 0.37 | 0.44 | 0.39 |
| QCOM | 0.24 | 0.23 | 0.24 | 0.28 | 0.27 | 0.28 | 0.32 | 0.48 | 0.42 | 0.34 | 0.40 | 0.50 | 0.55 | 0.45 | 0.57 | 0.46 | 0.55 | 0.48 | 0.35 | 1.00 | 0.56 | 0.46 | 0.56 | 0.53 | 0.51 | 0.58 | 0.61 | 0.50 | 0.63 |
| INTC | 0.25 | 0.25 | 0.26 | 0.30 | 0.28 | 0.30 | 0.36 | 0.48 | 0.47 | 0.32 | 0.39 | 0.46 | 0.52 | 0.46 | 0.53 | 0.42 | 0.54 | 0.53 | 0.36 | 0.56 | 1.00 | 0.48 | 0.56 | 0.54 | 0.48 | 0.59 | 0.60 | 0.50 | 0.63 |
| ACN | 0.33 | 0.34 | 0.36 | 0.38 | 0.36 | 0.41 | 0.38 | 0.39 | 0.56 | 0.42 | 0.48 | 0.43 | 0.42 | 0.54 | 0.46 | 0.51 | 0.45 | 0.55 | 0.46 | 0.46 | 0.48 | 1.00 | 0.51 | 0.57 | 0.57 | 0.48 | 0.49 | 0.59 | 0.52 |
| ASML | 0.25 | 0.26 | 0.27 | 0.30 | 0.30 | 0.31 | 0.34 | 0.50 | 0.42 | 0.35 | 0.43 | 0.48 | 0.59 | 0.47 | 0.57 | 0.47 | 0.58 | 0.48 | 0.39 | 0.56 | 0.56 | 0.51 | 1.00 | 0.54 | 0.54 | 0.70 | 0.70 | 0.52 | 0.65 |
| MSFT | 0.27 | 0.28 | 0.31 | 0.33 | 0.34 | 0.35 | 0.31 | 0.46 | 0.45 | 0.41 | 0.46 | 0.55 | 0.47 | 0.56 | 0.49 | 0.56 | 0.54 | 0.53 | 0.41 | 0.53 | 0.54 | 0.57 | 0.54 | 1.00 | 0.65 | 0.52 | 0.53 | 0.62 | 0.53 |
| ADBE | 0.27 | 0.28 | 0.31 | 0.33 | 0.34 | 0.36 | 0.32 | 0.47 | 0.41 | 0.44 | 0.52 | 0.49 | 0.47 | 0.54 | 0.49 | 0.64 | 0.55 | 0.51 | 0.42 | 0.51 | 0.48 | 0.57 | 0.54 | 0.65 | 1.00 | 0.53 | 0.54 | 0.67 | 0.54 |
| LRCX | 0.23 | 0.24 | 0.24 | 0.28 | 0.29 | 0.29 | 0.33 | 0.53 | 0.42 | 0.35 | 0.42 | 0.48 | 0.59 | 0.45 | 0.62 | 0.47 | 0.61 | 0.49 | 0.37 | 0.58 | 0.59 | 0.48 | 0.70 | 0.52 | 0.53 | 1.00 | 0.83 | 0.52 | 0.71 |
| AMAT | 0.23 | 0.23 | 0.24 | 0.26 | 0.27 | 0.27 | 0.34 | 0.54 | 0.43 | 0.34 | 0.43 | 0.49 | 0.60 | 0.46 | 0.63 | 0.47 | 0.63 | 0.50 | 0.37 | 0.61 | 0.60 | 0.49 | 0.70 | 0.53 | 0.54 | 0.83 | 1.00 | 0.53 | 0.72 |
| INTU | 0.31 | 0.32 | 0.34 | 0.37 | 0.37 | 0.39 | 0.36 | 0.43 | 0.43 | 0.44 | 0.53 | 0.48 | 0.47 | 0.52 | 0.47 | 0.60 | 0.51 | 0.50 | 0.44 | 0.50 | 0.50 | 0.59 | 0.52 | 0.62 | 0.67 | 0.52 | 0.53 | 1.00 | 0.55 |
| ADI | 0.25 | 0.26 | 0.29 | 0.30 | 0.29 | 0.31 | 0.37 | 0.55 | 0.47 | 0.36 | 0.45 | 0.49 | 0.59 | 0.47 | 0.65 | 0.49 | 0.61 | 0.53 | 0.39 | 0.63 | 0.63 | 0.52 | 0.65 | 0.53 | 0.54 | 0.71 | 0.72 | 0.55 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 7 авг. 2009 г.