S&P 500 Top 25% 1Y-10Y
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
S&P 500 Top 25% 1Y-10Y
Последнее обновление 21 апр. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AAPL Apple Inc | Technology | 2.63% |
AMP Ameriprise Financial, Inc. | Financial Services | 2.63% |
ANET Arista Networks, Inc. | Technology | 2.63% |
APH Amphenol Corporation | Technology | 2.63% |
AVGO Broadcom Inc. | Technology | 2.63% |
AXON Axon Enterprise, Inc. | Industrials | 2.63% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2.63% |
BRO Brown & Brown, Inc. | Financial Services | 2.63% |
CEG Constellation Energy Corp | Utilities | 2.63% |
CMG Chipotle Mexican Grill, Inc. | Consumer Cyclical | 2.63% |
COST Costco Wholesale Corporation | Consumer Defensive | 2.63% |
CRWD CrowdStrike Holdings, Inc. | Technology | 2.63% |
CTAS Cintas Corporation | Industrials | 2.63% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 2.63% |
DELL Dell Technologies Inc. | Technology | 2.63% |
ETN Eaton Corporation plc | Industrials | 2.63% |
GDDY GoDaddy Inc. | Technology | 2.63% |
GRMN Garmin Ltd. | Technology | 2.63% |
GWW W.W. Grainger, Inc. | Industrials | 2.63% |
HLT | 2.63% | |
HUBB | 2.63% | |
ISRG | 2.63% | |
KKR | 2.63% | |
LLY | 2.63% | |
META | 2.63% | |
MSI | 2.63% | |
NFLX | 2.63% | |
NOW | 2.63% | |
ORLY | 2.63% | |
PGR | 2.63% | |
PH | 2.63% | |
PLTR | 2.63% | |
PWR | 2.63% | |
RJF | 2.63% | |
TDG | 2.63% | |
TMUS | 2.63% | |
TT | 2.63% | |
VST | 2.63% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в S&P 500 Top 25% 1Y-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
S&P 500 Top 25% 1Y-10Y
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 2 февр. 2022 г., начальной даты CEG
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| S&P 500 Top 25% 1Y-10Y | -8.60% | -3.71% | -3.45% | 29.75% | N/A | N/A |
| Активы портфеля: | ||||||
ANET Arista Networks, Inc. | -35.58% | -14.35% | -29.15% | 15.73% | 41.81% | 33.05% |
AXON Axon Enterprise, Inc. | -5.85% | -0.08% | 27.73% | 90.57% | 51.54% | 34.26% |
AVGO Broadcom Inc. | -26.02% | -10.78% | -4.40% | 43.67% | 51.22% | 33.51% |
NFLX | 9.17% | 1.33% | 27.38% | 75.31% | N/A | N/A |
NOW | -27.16% | -6.72% | -16.23% | 8.16% | N/A | N/A |
DECK Deckers Outdoor Corporation | -47.97% | -10.34% | -34.71% | -20.79% | 37.05% | 23.78% |
PWR | -15.39% | -0.34% | -14.91% | 10.00% | N/A | N/A |
LLY | 8.99% | 0.29% | -8.19% | 16.40% | N/A | N/A |
GDDY GoDaddy Inc. | -12.97% | -4.74% | 4.30% | 43.01% | 21.77% | 21.31% |
CTAS Cintas Corporation | 12.84% | 7.63% | -3.50% | 25.42% | 35.45% | 27.31% |
DELL Dell Technologies Inc. | -26.12% | -13.09% | -32.44% | -25.07% | 37.10% | N/A |
PGR | 13.03% | -2.68% | 7.85% | 26.26% | N/A | N/A |
AAPL Apple Inc | -21.25% | -9.75% | -15.99% | 19.95% | 24.89% | 21.21% |
ISRG | -7.51% | -1.98% | -7.37% | 31.77% | N/A | N/A |
VST | -16.14% | -11.61% | -11.71% | 77.25% | N/A | N/A |
TMUS | 19.11% | 2.42% | 18.21% | 63.70% | N/A | N/A |
PLTR | 24.00% | 3.10% | 118.25% | 358.13% | N/A | N/A |
TT | -9.55% | -4.03% | -16.84% | 16.72% | N/A | N/A |
META | -14.28% | -15.89% | -12.86% | 4.62% | N/A | N/A |
MSI | -8.69% | -0.42% | -10.98% | 25.16% | N/A | N/A |
COST Costco Wholesale Corporation | 8.66% | 9.37% | 12.07% | 40.93% | 29.24% | 23.28% |
KKR | -30.03% | -11.27% | -25.88% | 12.25% | N/A | N/A |
TDG | 5.55% | -0.63% | -4.26% | 18.91% | N/A | N/A |
ORLY | 17.30% | 3.87% | 14.86% | 27.50% | N/A | N/A |
BRO Brown & Brown, Inc. | 15.06% | -1.10% | 10.49% | 43.47% | 28.00% | 23.18% |
CRWD CrowdStrike Holdings, Inc. | 9.78% | 3.69% | 21.11% | 32.90% | 41.76% | N/A |
CEG Constellation Energy Corp | -7.44% | -7.10% | -23.23% | 15.03% | N/A | N/A |
APH Amphenol Corporation | -6.08% | -2.31% | -3.10% | 19.17% | 28.97% | 17.65% |
PH | -11.59% | -9.82% | -11.99% | 6.03% | N/A | N/A |
ETN Eaton Corporation plc | -18.85% | -9.18% | -22.44% | -10.31% | 31.10% | 17.75% |
CMG Chipotle Mexican Grill, Inc. | -20.12% | -0.74% | -18.89% | -16.05% | 25.19% | 14.30% |
HLT | -14.81% | -8.23% | -11.77% | 8.50% | N/A | N/A |
BKNG Booking Holdings Inc. | -7.76% | -0.95% | 5.50% | 35.04% | 28.19% | 14.29% |
GWW W.W. Grainger, Inc. | -4.68% | 3.04% | -10.70% | 7.22% | 31.76% | 17.17% |
RJF | -13.49% | -5.05% | -2.99% | 9.52% | N/A | N/A |
HUBB | -18.79% | 0.18% | -25.32% | -11.53% | N/A | N/A |
AMP Ameriprise Financial, Inc. | -12.51% | -5.70% | -10.70% | 12.85% | 37.61% | 16.41% |
GRMN Garmin Ltd. | -7.26% | -9.32% | 14.55% | 38.81% | 22.41% | 18.61% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью S&P 500 Top 25% 1Y-10Y, 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 | 6.14% | -5.86% | -7.61% | -0.99% | -8.60% | ||||||||
| 2024 | 4.47% | 13.27% | 5.59% | -2.56% | 8.27% | 1.66% | -1.72% | 7.16% | 6.66% | 2.36% | 13.13% | -3.91% | 67.49% |
| 2023 | 6.42% | 0.35% | 4.15% | 1.67% | 3.32% | 8.70% | 1.77% | 2.35% | -2.42% | -0.09% | 13.16% | 5.14% | 53.47% |
| 2022 | -4.11% | 5.12% | -8.81% | -1.11% | -6.64% | 12.24% | -1.46% | -6.01% | 11.47% | 5.52% | -6.06% | -2.52% |
Комиссия
Комиссия S&P 500 Top 25% 1Y-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
Ранг риск-скорректированной доходности
Текущий рейтинг S&P 500 Top 25% 1Y-10Y составляет 85, что ставит его в топ 15% 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: 0.94
^GSPC: 0.24
Portfolio: 1.37
^GSPC: 0.47
Portfolio: 1.19
^GSPC: 1.07
Portfolio: 1.05
^GSPC: 0.24
Portfolio: 3.89
^GSPC: 1.08
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
ANET Arista Networks, Inc. | 0.16 | 0.55 | 1.08 | 0.17 | 0.51 |
AXON Axon Enterprise, Inc. | 1.58 | 2.56 | 1.38 | 2.87 | 7.22 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
NFLX | 1.71 | 2.34 | 1.32 | 3.01 | 9.42 |
NOW | 0.09 | 0.41 | 1.06 | 0.10 | 0.29 |
DECK Deckers Outdoor Corporation | -0.45 | -0.36 | 0.95 | -0.40 | -1.01 |
PWR | 0.19 | 0.52 | 1.08 | 0.22 | 0.59 |
LLY | 0.37 | 0.79 | 1.10 | 0.54 | 1.11 |
GDDY GoDaddy Inc. | 1.33 | 1.75 | 1.28 | 1.62 | 4.84 |
CTAS Cintas Corporation | 0.98 | 1.37 | 1.22 | 1.25 | 3.25 |
DELL Dell Technologies Inc. | -0.49 | -0.37 | 0.95 | -0.49 | -0.86 |
PGR | 1.24 | 1.72 | 1.24 | 2.44 | 6.38 |
AAPL Apple Inc | 0.52 | 0.95 | 1.14 | 0.50 | 2.03 |
ISRG | 0.82 | 1.43 | 1.20 | 1.06 | 3.81 |
VST | 0.97 | 1.57 | 1.22 | 1.48 | 3.57 |
TMUS | 2.86 | 3.40 | 1.53 | 4.59 | 14.28 |
PLTR | 4.59 | 4.22 | 1.58 | 8.09 | 23.79 |
TT | 0.50 | 0.84 | 1.11 | 0.57 | 1.56 |
META | 0.02 | 0.29 | 1.04 | 0.02 | 0.07 |
MSI | 1.16 | 1.66 | 1.25 | 1.17 | 3.40 |
COST Costco Wholesale Corporation | 1.83 | 2.43 | 1.33 | 2.29 | 7.12 |
KKR | 0.17 | 0.56 | 1.08 | 0.18 | 0.59 |
TDG | 0.57 | 0.91 | 1.12 | 1.21 | 2.51 |
ORLY | 1.35 | 1.97 | 1.24 | 1.53 | 5.96 |
BRO Brown & Brown, Inc. | 2.34 | 2.92 | 1.43 | 4.02 | 11.50 |
CRWD CrowdStrike Holdings, Inc. | 0.49 | 1.01 | 1.13 | 0.58 | 1.31 |
CEG Constellation Energy Corp | 0.17 | 0.74 | 1.10 | 0.23 | 0.60 |
APH Amphenol Corporation | 0.46 | 0.81 | 1.12 | 0.68 | 1.78 |
PH | 0.12 | 0.43 | 1.06 | 0.16 | 0.56 |
ETN Eaton Corporation plc | -0.36 | -0.26 | 0.96 | -0.40 | -1.07 |
CMG Chipotle Mexican Grill, Inc. | -0.54 | -0.59 | 0.93 | -0.55 | -1.06 |
HLT | 0.17 | 0.41 | 1.05 | 0.16 | 0.57 |
BKNG Booking Holdings Inc. | 1.14 | 1.65 | 1.23 | 1.55 | 4.33 |
GWW W.W. Grainger, Inc. | 0.25 | 0.53 | 1.07 | 0.23 | 0.58 |
RJF | 0.37 | 0.74 | 1.10 | 0.39 | 1.18 |
HUBB | -0.39 | -0.33 | 0.96 | -0.41 | -1.05 |
AMP Ameriprise Financial, Inc. | 0.50 | 0.89 | 1.13 | 0.55 | 2.02 |
GRMN Garmin Ltd. | 0.88 | 1.70 | 1.27 | 1.29 | 5.06 |
S&P 500 Top 25% 1Y-10Y
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность S&P 500 Top 25% 1Y-10Y за предыдущие двенадцать месяцев составила 0.81%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.81% | 0.69% | 0.82% | 0.94% | 0.77% | 0.90% | 1.27% | 1.06% | 1.19% | 1.69% | 1.27% | 1.42% |
| Активы портфеля: | ||||||||||||
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% |
AXON Axon Enterprise, 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. | 1.31% | 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% |
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% |
PWR | 0.14% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY | 0.64% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
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% |
CTAS Cintas Corporation | 0.73% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
DELL Dell Technologies Inc. | 2.10% | 1.48% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGR | 1.85% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
ISRG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VST | 0.77% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% |
TMUS | 1.17% | 1.28% | 0.41% | 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% |
TT | 1.04% | 0.91% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% |
META | 0.40% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSI | 0.98% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
KKR | 0.68% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
TDG | 5.61% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
ORLY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRO Brown & Brown, Inc. | 0.48% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
CRWD CrowdStrike Holdings, 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% |
CEG Constellation Energy Corp | 0.70% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
APH Amphenol Corporation | 0.93% | 0.79% | 0.86% | 1.06% | 0.73% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% | 0.84% |
PH | 1.16% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% |
ETN Eaton Corporation plc | 1.44% | 1.13% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% |
CMG Chipotle Mexican Grill, 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% |
HLT | 0.29% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% |
BKNG Booking Holdings Inc. | 0.78% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GWW W.W. Grainger, Inc. | 0.82% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% |
RJF | 1.42% | 0.87% | 1.53% | 1.67% | 1.04% | 1.16% | 1.93% | 1.48% | 0.74% | 1.18% | 1.28% | 1.15% |
HUBB | 1.50% | 1.19% | 1.39% | 1.82% | 1.92% | 2.37% | 2.32% | 3.17% | 2.12% | 2.22% | 0.00% | 0.00% |
AMP Ameriprise Financial, Inc. | 1.27% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% |
GRMN Garmin Ltd. | 1.57% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
S&P 500 Top 25% 1Y-10Y
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
S&P 500 Top 25% 1Y-10Y показал максимальную просадку в 25.08%, зарегистрированную 4 апр. 2025 г.. Портфель еще не восстановился от этой просадки.
Текущая просадка S&P 500 Top 25% 1Y-10Y составляет 14.85%.
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 |
|---|---|---|---|---|---|---|
| -25.08% | 11 февр. 2025 г. | 38 | 4 апр. 2025 г. | — | — | — |
| -21.37% | 30 мар. 2022 г. | 55 | 16 июн. 2022 г. | 112 | 25 нояб. 2022 г. | 167 |
| -10.51% | 20 июн. 2024 г. | 32 | 5 авг. 2024 г. | 10 | 19 авг. 2024 г. | 42 |
| -9.94% | 10 февр. 2022 г. | 18 | 8 мар. 2022 г. | 13 | 25 мар. 2022 г. | 31 |
| -7.4% | 24 янв. 2025 г. | 2 | 27 янв. 2025 г. | 10 | 10 февр. 2025 г. | 12 |
Волатильность
График волатильности
Текущая волатильность S&P 500 Top 25% 1Y-10Y составляет 16.21%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
S&P 500 Top 25% 1Y-10Y
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| PGR | LLY | TMUS | ORLY | VST | CEG | BRO | DELL | CMG | NFLX | DECK | COST | GWW | AAPL | META | BKNG | PLTR | AXON | CRWD | RJF | GDDY | MSI | HLT | PWR | AVGO | HUBB | ANET | GRMN | NOW | ISRG | TDG | CTAS | AMP | TT | PH | KKR | ETN | APH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PGR | 1.00 | 0.24 | 0.32 | 0.30 | 0.18 | 0.19 | 0.50 | 0.17 | 0.17 | 0.14 | 0.16 | 0.29 | 0.33 | 0.16 | 0.12 | 0.16 | 0.07 | 0.16 | 0.10 | 0.32 | 0.21 | 0.38 | 0.20 | 0.22 | 0.12 | 0.24 | 0.14 | 0.24 | 0.12 | 0.20 | 0.34 | 0.37 | 0.36 | 0.33 | 0.30 | 0.20 | 0.23 | 0.21 |
| LLY | 0.24 | 1.00 | 0.25 | 0.24 | 0.21 | 0.25 | 0.36 | 0.23 | 0.23 | 0.22 | 0.22 | 0.33 | 0.26 | 0.26 | 0.29 | 0.18 | 0.17 | 0.23 | 0.22 | 0.18 | 0.23 | 0.33 | 0.20 | 0.28 | 0.26 | 0.26 | 0.25 | 0.22 | 0.22 | 0.33 | 0.27 | 0.38 | 0.23 | 0.34 | 0.21 | 0.22 | 0.32 | 0.27 |
| TMUS | 0.32 | 0.25 | 1.00 | 0.35 | 0.18 | 0.19 | 0.38 | 0.19 | 0.27 | 0.24 | 0.21 | 0.36 | 0.31 | 0.31 | 0.21 | 0.27 | 0.22 | 0.25 | 0.23 | 0.33 | 0.30 | 0.45 | 0.31 | 0.25 | 0.19 | 0.24 | 0.22 | 0.30 | 0.27 | 0.31 | 0.36 | 0.43 | 0.35 | 0.31 | 0.28 | 0.30 | 0.24 | 0.24 |
| ORLY | 0.30 | 0.24 | 0.35 | 1.00 | 0.13 | 0.18 | 0.43 | 0.23 | 0.31 | 0.23 | 0.27 | 0.40 | 0.42 | 0.28 | 0.22 | 0.24 | 0.19 | 0.23 | 0.18 | 0.29 | 0.25 | 0.44 | 0.32 | 0.26 | 0.19 | 0.34 | 0.22 | 0.33 | 0.24 | 0.30 | 0.35 | 0.47 | 0.33 | 0.35 | 0.35 | 0.26 | 0.30 | 0.26 |
| VST | 0.18 | 0.21 | 0.18 | 0.13 | 1.00 | 0.62 | 0.25 | 0.37 | 0.30 | 0.31 | 0.35 | 0.32 | 0.33 | 0.23 | 0.32 | 0.30 | 0.32 | 0.35 | 0.34 | 0.37 | 0.36 | 0.33 | 0.36 | 0.48 | 0.37 | 0.43 | 0.41 | 0.32 | 0.32 | 0.36 | 0.41 | 0.34 | 0.41 | 0.44 | 0.40 | 0.46 | 0.49 | 0.44 |
| CEG | 0.19 | 0.25 | 0.19 | 0.18 | 0.62 | 1.00 | 0.26 | 0.40 | 0.30 | 0.30 | 0.32 | 0.33 | 0.39 | 0.26 | 0.36 | 0.31 | 0.36 | 0.34 | 0.35 | 0.34 | 0.35 | 0.32 | 0.31 | 0.49 | 0.41 | 0.45 | 0.42 | 0.31 | 0.31 | 0.37 | 0.36 | 0.36 | 0.40 | 0.44 | 0.41 | 0.43 | 0.51 | 0.44 |
| BRO | 0.50 | 0.36 | 0.38 | 0.43 | 0.25 | 0.26 | 1.00 | 0.27 | 0.37 | 0.30 | 0.30 | 0.45 | 0.49 | 0.38 | 0.29 | 0.34 | 0.31 | 0.37 | 0.31 | 0.43 | 0.39 | 0.61 | 0.41 | 0.39 | 0.30 | 0.41 | 0.31 | 0.48 | 0.36 | 0.46 | 0.50 | 0.62 | 0.50 | 0.50 | 0.44 | 0.41 | 0.40 | 0.43 |
| DELL | 0.17 | 0.23 | 0.19 | 0.23 | 0.37 | 0.40 | 0.27 | 1.00 | 0.34 | 0.39 | 0.42 | 0.33 | 0.34 | 0.37 | 0.41 | 0.45 | 0.39 | 0.35 | 0.44 | 0.43 | 0.38 | 0.38 | 0.43 | 0.47 | 0.58 | 0.48 | 0.55 | 0.43 | 0.45 | 0.43 | 0.43 | 0.36 | 0.50 | 0.44 | 0.51 | 0.51 | 0.57 | 0.58 |
| CMG | 0.17 | 0.23 | 0.27 | 0.31 | 0.30 | 0.30 | 0.37 | 0.34 | 1.00 | 0.48 | 0.46 | 0.47 | 0.34 | 0.45 | 0.46 | 0.49 | 0.46 | 0.43 | 0.48 | 0.35 | 0.50 | 0.39 | 0.50 | 0.41 | 0.40 | 0.36 | 0.47 | 0.44 | 0.52 | 0.49 | 0.44 | 0.46 | 0.40 | 0.43 | 0.40 | 0.45 | 0.41 | 0.44 |
| NFLX | 0.14 | 0.22 | 0.24 | 0.23 | 0.31 | 0.30 | 0.30 | 0.39 | 0.48 | 1.00 | 0.38 | 0.42 | 0.25 | 0.51 | 0.60 | 0.43 | 0.56 | 0.45 | 0.52 | 0.34 | 0.51 | 0.37 | 0.41 | 0.34 | 0.50 | 0.32 | 0.50 | 0.46 | 0.59 | 0.54 | 0.42 | 0.39 | 0.41 | 0.41 | 0.41 | 0.51 | 0.40 | 0.49 |
| DECK | 0.16 | 0.22 | 0.21 | 0.27 | 0.35 | 0.32 | 0.30 | 0.42 | 0.46 | 0.38 | 1.00 | 0.41 | 0.37 | 0.38 | 0.44 | 0.46 | 0.44 | 0.48 | 0.44 | 0.42 | 0.43 | 0.38 | 0.46 | 0.49 | 0.47 | 0.43 | 0.50 | 0.50 | 0.49 | 0.43 | 0.47 | 0.39 | 0.46 | 0.46 | 0.48 | 0.51 | 0.47 | 0.51 |
| COST | 0.29 | 0.33 | 0.36 | 0.40 | 0.32 | 0.33 | 0.45 | 0.33 | 0.47 | 0.42 | 0.41 | 1.00 | 0.42 | 0.48 | 0.44 | 0.37 | 0.40 | 0.37 | 0.41 | 0.32 | 0.42 | 0.48 | 0.38 | 0.38 | 0.45 | 0.36 | 0.44 | 0.45 | 0.44 | 0.55 | 0.43 | 0.59 | 0.40 | 0.50 | 0.41 | 0.44 | 0.41 | 0.48 |
| GWW | 0.33 | 0.26 | 0.31 | 0.42 | 0.33 | 0.39 | 0.49 | 0.34 | 0.34 | 0.25 | 0.37 | 0.42 | 1.00 | 0.39 | 0.26 | 0.36 | 0.30 | 0.36 | 0.31 | 0.46 | 0.35 | 0.49 | 0.43 | 0.49 | 0.37 | 0.61 | 0.37 | 0.45 | 0.38 | 0.38 | 0.50 | 0.58 | 0.52 | 0.59 | 0.62 | 0.44 | 0.59 | 0.50 |
| AAPL | 0.16 | 0.26 | 0.31 | 0.28 | 0.23 | 0.26 | 0.38 | 0.37 | 0.45 | 0.51 | 0.38 | 0.48 | 0.39 | 1.00 | 0.51 | 0.45 | 0.47 | 0.38 | 0.46 | 0.36 | 0.48 | 0.44 | 0.44 | 0.36 | 0.51 | 0.37 | 0.48 | 0.51 | 0.52 | 0.51 | 0.43 | 0.51 | 0.47 | 0.42 | 0.46 | 0.48 | 0.43 | 0.52 |
| META | 0.12 | 0.29 | 0.21 | 0.22 | 0.32 | 0.36 | 0.29 | 0.41 | 0.46 | 0.60 | 0.44 | 0.44 | 0.26 | 0.51 | 1.00 | 0.45 | 0.52 | 0.46 | 0.51 | 0.34 | 0.47 | 0.34 | 0.44 | 0.37 | 0.56 | 0.37 | 0.53 | 0.46 | 0.57 | 0.56 | 0.42 | 0.43 | 0.41 | 0.48 | 0.44 | 0.56 | 0.47 | 0.52 |
| BKNG | 0.16 | 0.18 | 0.27 | 0.24 | 0.30 | 0.31 | 0.34 | 0.45 | 0.49 | 0.43 | 0.46 | 0.37 | 0.36 | 0.45 | 0.45 | 1.00 | 0.47 | 0.45 | 0.45 | 0.43 | 0.45 | 0.40 | 0.66 | 0.42 | 0.47 | 0.43 | 0.45 | 0.44 | 0.47 | 0.48 | 0.53 | 0.41 | 0.50 | 0.47 | 0.54 | 0.55 | 0.49 | 0.50 |
| PLTR | 0.07 | 0.17 | 0.22 | 0.19 | 0.32 | 0.36 | 0.31 | 0.39 | 0.46 | 0.56 | 0.44 | 0.40 | 0.30 | 0.47 | 0.52 | 0.47 | 1.00 | 0.57 | 0.64 | 0.42 | 0.48 | 0.35 | 0.46 | 0.43 | 0.52 | 0.38 | 0.54 | 0.49 | 0.63 | 0.51 | 0.41 | 0.37 | 0.44 | 0.44 | 0.48 | 0.55 | 0.47 | 0.51 |
| AXON | 0.16 | 0.23 | 0.25 | 0.23 | 0.35 | 0.34 | 0.37 | 0.35 | 0.43 | 0.45 | 0.48 | 0.37 | 0.36 | 0.38 | 0.46 | 0.45 | 0.57 | 1.00 | 0.53 | 0.41 | 0.47 | 0.44 | 0.49 | 0.48 | 0.47 | 0.43 | 0.50 | 0.49 | 0.54 | 0.50 | 0.46 | 0.41 | 0.45 | 0.52 | 0.50 | 0.52 | 0.51 | 0.54 |
| CRWD | 0.10 | 0.22 | 0.23 | 0.18 | 0.34 | 0.35 | 0.31 | 0.44 | 0.48 | 0.52 | 0.44 | 0.41 | 0.31 | 0.46 | 0.51 | 0.45 | 0.64 | 0.53 | 1.00 | 0.40 | 0.56 | 0.37 | 0.45 | 0.44 | 0.54 | 0.38 | 0.63 | 0.42 | 0.70 | 0.52 | 0.41 | 0.39 | 0.43 | 0.44 | 0.42 | 0.55 | 0.46 | 0.53 |
| RJF | 0.32 | 0.18 | 0.33 | 0.29 | 0.37 | 0.34 | 0.43 | 0.43 | 0.35 | 0.34 | 0.42 | 0.32 | 0.46 | 0.36 | 0.34 | 0.43 | 0.42 | 0.41 | 0.40 | 1.00 | 0.42 | 0.45 | 0.52 | 0.49 | 0.39 | 0.51 | 0.42 | 0.50 | 0.45 | 0.40 | 0.51 | 0.44 | 0.81 | 0.51 | 0.61 | 0.63 | 0.54 | 0.54 |
| GDDY | 0.21 | 0.23 | 0.30 | 0.25 | 0.36 | 0.35 | 0.39 | 0.38 | 0.50 | 0.51 | 0.43 | 0.42 | 0.35 | 0.48 | 0.47 | 0.45 | 0.48 | 0.47 | 0.56 | 0.42 | 1.00 | 0.47 | 0.50 | 0.41 | 0.46 | 0.39 | 0.48 | 0.48 | 0.61 | 0.47 | 0.46 | 0.49 | 0.49 | 0.46 | 0.48 | 0.55 | 0.46 | 0.53 |
| MSI | 0.38 | 0.33 | 0.45 | 0.44 | 0.33 | 0.32 | 0.61 | 0.38 | 0.39 | 0.37 | 0.38 | 0.48 | 0.49 | 0.44 | 0.34 | 0.40 | 0.35 | 0.44 | 0.37 | 0.45 | 0.47 | 1.00 | 0.44 | 0.45 | 0.44 | 0.46 | 0.45 | 0.51 | 0.42 | 0.51 | 0.55 | 0.62 | 0.51 | 0.54 | 0.51 | 0.46 | 0.50 | 0.56 |
| HLT | 0.20 | 0.20 | 0.31 | 0.32 | 0.36 | 0.31 | 0.41 | 0.43 | 0.50 | 0.41 | 0.46 | 0.38 | 0.43 | 0.44 | 0.44 | 0.66 | 0.46 | 0.49 | 0.45 | 0.52 | 0.50 | 0.44 | 1.00 | 0.49 | 0.46 | 0.49 | 0.45 | 0.52 | 0.49 | 0.46 | 0.59 | 0.48 | 0.58 | 0.48 | 0.58 | 0.58 | 0.52 | 0.53 |
| PWR | 0.22 | 0.28 | 0.25 | 0.26 | 0.48 | 0.49 | 0.39 | 0.47 | 0.41 | 0.34 | 0.49 | 0.38 | 0.49 | 0.36 | 0.37 | 0.42 | 0.43 | 0.48 | 0.44 | 0.49 | 0.41 | 0.45 | 0.49 | 1.00 | 0.50 | 0.61 | 0.53 | 0.49 | 0.43 | 0.46 | 0.55 | 0.52 | 0.52 | 0.57 | 0.61 | 0.56 | 0.66 | 0.62 |
| AVGO | 0.12 | 0.26 | 0.19 | 0.19 | 0.37 | 0.41 | 0.30 | 0.58 | 0.40 | 0.50 | 0.47 | 0.45 | 0.37 | 0.51 | 0.56 | 0.47 | 0.52 | 0.47 | 0.54 | 0.39 | 0.46 | 0.44 | 0.46 | 0.50 | 1.00 | 0.50 | 0.69 | 0.46 | 0.58 | 0.53 | 0.48 | 0.48 | 0.48 | 0.49 | 0.52 | 0.57 | 0.58 | 0.65 |
| HUBB | 0.24 | 0.26 | 0.24 | 0.34 | 0.43 | 0.45 | 0.41 | 0.48 | 0.36 | 0.32 | 0.43 | 0.36 | 0.61 | 0.37 | 0.37 | 0.43 | 0.38 | 0.43 | 0.38 | 0.51 | 0.39 | 0.46 | 0.49 | 0.61 | 0.50 | 1.00 | 0.52 | 0.47 | 0.42 | 0.44 | 0.53 | 0.54 | 0.55 | 0.67 | 0.67 | 0.56 | 0.77 | 0.62 |
| ANET | 0.14 | 0.25 | 0.22 | 0.22 | 0.41 | 0.42 | 0.31 | 0.55 | 0.47 | 0.50 | 0.50 | 0.44 | 0.37 | 0.48 | 0.53 | 0.45 | 0.54 | 0.50 | 0.63 | 0.42 | 0.48 | 0.45 | 0.45 | 0.53 | 0.69 | 0.52 | 1.00 | 0.46 | 0.64 | 0.53 | 0.47 | 0.45 | 0.48 | 0.48 | 0.50 | 0.57 | 0.59 | 0.64 |
| GRMN | 0.24 | 0.22 | 0.30 | 0.33 | 0.32 | 0.31 | 0.48 | 0.43 | 0.44 | 0.46 | 0.50 | 0.45 | 0.45 | 0.51 | 0.46 | 0.44 | 0.49 | 0.49 | 0.42 | 0.50 | 0.48 | 0.51 | 0.52 | 0.49 | 0.46 | 0.47 | 0.46 | 1.00 | 0.53 | 0.55 | 0.51 | 0.58 | 0.57 | 0.57 | 0.60 | 0.59 | 0.54 | 0.61 |
| NOW | 0.12 | 0.22 | 0.27 | 0.24 | 0.32 | 0.31 | 0.36 | 0.45 | 0.52 | 0.59 | 0.49 | 0.44 | 0.38 | 0.52 | 0.57 | 0.47 | 0.63 | 0.54 | 0.70 | 0.45 | 0.61 | 0.42 | 0.49 | 0.43 | 0.58 | 0.42 | 0.64 | 0.53 | 1.00 | 0.59 | 0.48 | 0.48 | 0.49 | 0.50 | 0.50 | 0.60 | 0.51 | 0.58 |
| ISRG | 0.20 | 0.33 | 0.31 | 0.30 | 0.36 | 0.37 | 0.46 | 0.43 | 0.49 | 0.54 | 0.43 | 0.55 | 0.38 | 0.51 | 0.56 | 0.48 | 0.51 | 0.50 | 0.52 | 0.40 | 0.47 | 0.51 | 0.46 | 0.46 | 0.53 | 0.44 | 0.53 | 0.55 | 0.59 | 1.00 | 0.49 | 0.58 | 0.48 | 0.57 | 0.50 | 0.59 | 0.53 | 0.58 |
| TDG | 0.34 | 0.27 | 0.36 | 0.35 | 0.41 | 0.36 | 0.50 | 0.43 | 0.44 | 0.42 | 0.47 | 0.43 | 0.50 | 0.43 | 0.42 | 0.53 | 0.41 | 0.46 | 0.41 | 0.51 | 0.46 | 0.55 | 0.59 | 0.55 | 0.48 | 0.53 | 0.47 | 0.51 | 0.48 | 0.49 | 1.00 | 0.57 | 0.60 | 0.61 | 0.65 | 0.57 | 0.59 | 0.58 |
| CTAS | 0.37 | 0.38 | 0.43 | 0.47 | 0.34 | 0.36 | 0.62 | 0.36 | 0.46 | 0.39 | 0.39 | 0.59 | 0.58 | 0.51 | 0.43 | 0.41 | 0.37 | 0.41 | 0.39 | 0.44 | 0.49 | 0.62 | 0.48 | 0.52 | 0.48 | 0.54 | 0.45 | 0.58 | 0.48 | 0.58 | 0.57 | 1.00 | 0.53 | 0.60 | 0.55 | 0.52 | 0.54 | 0.59 |
| AMP | 0.36 | 0.23 | 0.35 | 0.33 | 0.41 | 0.40 | 0.50 | 0.50 | 0.40 | 0.41 | 0.46 | 0.40 | 0.52 | 0.47 | 0.41 | 0.50 | 0.44 | 0.45 | 0.43 | 0.81 | 0.49 | 0.51 | 0.58 | 0.52 | 0.48 | 0.55 | 0.48 | 0.57 | 0.49 | 0.48 | 0.60 | 0.53 | 1.00 | 0.60 | 0.70 | 0.70 | 0.62 | 0.62 |
| TT | 0.33 | 0.34 | 0.31 | 0.35 | 0.44 | 0.44 | 0.50 | 0.44 | 0.43 | 0.41 | 0.46 | 0.50 | 0.59 | 0.42 | 0.48 | 0.47 | 0.44 | 0.52 | 0.44 | 0.51 | 0.46 | 0.54 | 0.48 | 0.57 | 0.49 | 0.67 | 0.48 | 0.57 | 0.50 | 0.57 | 0.61 | 0.60 | 0.60 | 1.00 | 0.69 | 0.59 | 0.74 | 0.68 |
| PH | 0.30 | 0.21 | 0.28 | 0.35 | 0.40 | 0.41 | 0.44 | 0.51 | 0.40 | 0.41 | 0.48 | 0.41 | 0.62 | 0.46 | 0.44 | 0.54 | 0.48 | 0.50 | 0.42 | 0.61 | 0.48 | 0.51 | 0.58 | 0.61 | 0.52 | 0.67 | 0.50 | 0.60 | 0.50 | 0.50 | 0.65 | 0.55 | 0.70 | 0.69 | 1.00 | 0.68 | 0.76 | 0.67 |
| KKR | 0.20 | 0.22 | 0.30 | 0.26 | 0.46 | 0.43 | 0.41 | 0.51 | 0.45 | 0.51 | 0.51 | 0.44 | 0.44 | 0.48 | 0.56 | 0.55 | 0.55 | 0.52 | 0.55 | 0.63 | 0.55 | 0.46 | 0.58 | 0.56 | 0.57 | 0.56 | 0.57 | 0.59 | 0.60 | 0.59 | 0.57 | 0.52 | 0.70 | 0.59 | 0.68 | 1.00 | 0.63 | 0.65 |
| ETN | 0.23 | 0.32 | 0.24 | 0.30 | 0.49 | 0.51 | 0.40 | 0.57 | 0.41 | 0.40 | 0.47 | 0.41 | 0.59 | 0.43 | 0.47 | 0.49 | 0.47 | 0.51 | 0.46 | 0.54 | 0.46 | 0.50 | 0.52 | 0.66 | 0.58 | 0.77 | 0.59 | 0.54 | 0.51 | 0.53 | 0.59 | 0.54 | 0.62 | 0.74 | 0.76 | 0.63 | 1.00 | 0.73 |
| APH | 0.21 | 0.27 | 0.24 | 0.26 | 0.44 | 0.44 | 0.43 | 0.58 | 0.44 | 0.49 | 0.51 | 0.48 | 0.50 | 0.52 | 0.52 | 0.50 | 0.51 | 0.54 | 0.53 | 0.54 | 0.53 | 0.56 | 0.53 | 0.62 | 0.65 | 0.62 | 0.64 | 0.61 | 0.58 | 0.58 | 0.58 | 0.59 | 0.62 | 0.68 | 0.67 | 0.65 | 0.73 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 3 февр. 2022 г.