R U.S. Large Cap Stocks 10Y 700 >200 SMA
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
R U.S. Large Cap Stocks 10Y 700 >200 SMA
Currency in USD · Последнее обновление 16 мая 2025 г.
U.S. large cap stocks that have increased price by at least 700% in the past 10 years and where the price is now above the 200 SMA.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
Загрузка...
Самые ранние данные для этого графика доступны с 6 июн. 2014 г., начальной даты ANET
Доходность по периодам
R U.S. Large Cap Stocks 10Y 700 >200 SMA на 16 мая 2025 г. показал доходность в 1.78% с начала года и доходность в 34.50% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| R U.S. Large Cap Stocks 10Y 700 >200 SMA | 1.78% | 14.76% | 0.68% | 39.39% | 43.22% | 34.50% |
| Активы портфеля: | ||||||
NVDA | 0.41% | 20.17% | -8.11% | 42.52% | 74.20% | 74.78% |
FICO Fair Isaac Corporation | 9.52% | 13.33% | -6.14% | 59.37% | 44.11% | 37.84% |
TSLA | -15.11% | 34.91% | 10.17% | 97.03% | 45.24% | 35.46% |
TPL | 28.28% | 12.09% | 4.33% | 140.14% | 54.47% | 40.70% |
ANET Arista Networks, Inc. | -13.08% | 31.24% | -0.43% | 17.87% | 48.98% | 36.73% |
AXON Axon Enterprise, Inc. | 22.56% | 25.93% | 20.48% | 147.79% | 58.20% | 36.59% |
FIX Comfort Systems USA, Inc. | 9.40% | 30.08% | 5.58% | 36.87% | 73.30% | 36.49% |
MSTR | 37.09% | 27.78% | 21.17% | 164.08% | 103.20% | 36.41% |
AVGO Broadcom Inc. | 0.65% | 30.00% | 37.32% | 63.97% | 59.13% | 36.98% |
HUBS | -4.70% | 21.36% | -4.63% | 8.12% | 29.40% | 29.76% |
NFLX | 32.16% | 20.66% | 40.69% | 92.00% | 21.05% | 29.65% |
FTNT Fortinet, Inc. | 8.55% | 3.39% | 8.58% | 68.88% | 29.10% | 29.27% |
CDNS Cadence Design Systems, Inc. | 6.09% | 20.60% | 5.19% | 8.76% | 31.26% | 32.32% |
NOW | -2.35% | 26.78% | -0.44% | 36.11% | 22.88% | 29.70% |
AMZN Amazon.com, Inc. | -6.48% | 14.24% | -2.98% | 10.31% | 11.26% | 25.50% |
COKE Coca-Cola Consolidated, Inc. | -7.40% | -16.96% | -3.98% | 22.92% | 39.92% | 27.17% |
DECK Deckers Outdoor Corporation | -37.50% | 21.85% | -28.23% | -15.72% | 40.27% | 26.54% |
CPRT Copart, Inc. | 9.72% | 4.17% | 9.82% | 13.85% | 25.99% | 30.38% |
MSCI | -3.80% | 3.39% | -4.52% | 18.82% | 12.07% | 26.04% |
PWR | 7.77% | 24.66% | 5.17% | 25.87% | 61.67% | 27.79% |
UI | 26.99% | 33.12% | 23.07% | 203.57% | 20.70% | 31.16% |
EME EMCOR Group, Inc. | 2.41% | 19.10% | -6.68% | 20.69% | 52.87% | 26.59% |
ARES Ares Management Corporation | -3.96% | 19.37% | 1.10% | 15.59% | 42.63% | 29.73% |
MSFT | 7.92% | 17.69% | 6.77% | 7.92% | 21.01% | 27.11% |
AAPL Apple Inc | -15.36% | 4.74% | -7.12% | 11.97% | 23.17% | 21.96% |
PGR | 19.72% | 1.83% | 11.40% | 37.20% | 32.56% | 29.47% |
PANW | 6.01% | 11.15% | -2.18% | 23.53% | 39.14% | 22.10% |
ISRG | 7.34% | 14.75% | 4.18% | 40.28% | 26.50% | 25.99% |
SAIA | -38.63% | -15.43% | -48.43% | -31.76% | 23.81% | 20.88% |
AAON AAON, Inc. | -11.42% | 26.82% | -21.69% | 37.84% | 27.53% | 21.64% |
FCNCA First Citizens BancShares, Inc. | -6.84% | 15.82% | -8.45% | 14.62% | 43.41% | 23.49% |
TMUS | 9.17% | -9.95% | 1.72% | 49.71% | 20.44% | 21.64% |
VEEV | 14.91% | 8.48% | 5.18% | 14.30% | 3.82% | 24.12% |
HEI | 15.89% | 9.74% | -0.55% | 30.07% | 27.28% | 25.47% |
MUSA | -9.93% | -11.74% | -14.49% | 3.27% | 32.93% | 22.73% |
MRVL | -40.87% | 22.28% | -28.00% | -6.75% | 20.46% | 17.52% |
APO Apollo Global Management, Inc. | -12.57% | 12.63% | -11.87% | 26.61% | 32.07% | 26.56% |
LPLA | 16.93% | 21.54% | 21.38% | 43.09% | 44.52% | 26.22% |
MSI | -7.69% | -1.17% | -13.37% | 17.74% | 28.71% | 23.69% |
COST Costco Wholesale Corporation | 10.55% | 3.57% | 9.63% | 29.05% | 29.76% | 23.62% |
KKR | -14.82% | 20.73% | -16.29% | 17.35% | 39.88% | 21.16% |
BX The Blackstone Group Inc. | -13.56% | 10.67% | -17.75% | 14.75% | 27.95% | 18.66% |
XPO | -4.17% | 31.22% | -15.61% | 10.19% | 41.52% | 21.98% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью R U.S. Large Cap Stocks 10Y 700 >200 SMA , 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 | 3.85% | -6.89% | -7.92% | 4.53% | 9.35% | 1.78% | |||||||
| 2024 | 2.88% | 12.13% | 4.74% | -5.41% | 6.44% | 4.73% | 3.26% | 4.54% | 4.18% | 5.15% | 17.57% | -5.31% | 67.71% |
| 2023 | 12.75% | 2.44% | 5.11% | 0.84% | 4.96% | 8.82% | 4.88% | 1.10% | -4.30% | -1.19% | 11.22% | 7.08% | 66.99% |
| 2022 | -10.16% | -0.59% | 3.01% | -13.23% | 1.55% | -7.22% | 17.20% | -3.68% | -8.14% | 12.01% | 6.93% | -8.91% | -14.90% |
| 2021 | 1.14% | 6.26% | 3.68% | 6.00% | 0.49% | 6.09% | 3.36% | 4.87% | -3.84% | 11.61% | 1.05% | 2.21% | 51.28% |
| 2020 | 4.64% | -6.74% | -11.59% | 15.10% | 10.01% | 4.62% | 6.97% | 8.46% | -3.46% | 0.53% | 17.47% | 8.21% | 63.57% |
| 2019 | 11.15% | 8.68% | 3.27% | 7.65% | -7.16% | 7.96% | 2.64% | -1.86% | -0.59% | 4.35% | 7.48% | 1.67% | 53.68% |
| 2018 | 8.66% | 0.79% | -1.17% | 0.50% | 7.68% | 1.43% | 2.43% | 9.48% | 0.17% | -9.20% | 0.42% | -8.48% | 11.38% |
| 2017 | 6.12% | 3.41% | 1.76% | 3.46% | 3.34% | 1.63% | 2.01% | 2.11% | 2.71% | 5.12% | 3.83% | 1.71% | 44.13% |
| 2016 | -8.72% | 3.71% | 8.41% | -0.35% | 4.26% | -1.92% | 8.80% | 3.75% | 2.45% | -0.48% | 7.64% | 0.71% | 30.48% |
| 2015 | -0.11% | 7.78% | -0.46% | 1.50% | 3.96% | 0.70% | 3.23% | -6.46% | -2.42% | 3.89% | 3.42% | -2.46% | 12.44% |
| 2014 | 6.80% | 3.65% | 0.24% | 10.96% |
Комиссия
Комиссия R U.S. Large Cap Stocks 10Y 700 >200 SMA 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 R U.S. Large Cap Stocks 10Y 700 >200 SMA составляет 87, что ставит его в топ 13% 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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
NVDA | 0.72 | 1.39 | 1.18 | 1.29 | 3.18 |
FICO Fair Isaac Corporation | 1.68 | 2.41 | 1.32 | 2.05 | 4.52 |
TSLA | 1.34 | 2.07 | 1.25 | 1.59 | 3.83 |
TPL | 2.48 | 2.89 | 1.43 | 3.67 | 8.13 |
ANET Arista Networks, Inc. | 0.38 | 0.87 | 1.13 | 0.45 | 1.17 |
AXON Axon Enterprise, Inc. | 2.70 | 3.54 | 1.54 | 4.85 | 12.63 |
FIX Comfort Systems USA, Inc. | 0.77 | 1.16 | 1.17 | 0.85 | 2.07 |
MSTR | 1.79 | 2.74 | 1.32 | 4.14 | 8.58 |
AVGO Broadcom Inc. | 1.07 | 1.87 | 1.25 | 1.72 | 4.74 |
HUBS | 0.20 | 0.71 | 1.09 | 0.27 | 0.68 |
NFLX | 2.88 | 3.58 | 1.48 | 4.80 | 15.70 |
FTNT Fortinet, Inc. | 1.61 | 2.79 | 1.38 | 2.27 | 9.54 |
CDNS Cadence Design Systems, Inc. | 0.25 | 0.72 | 1.09 | 0.43 | 0.86 |
NOW | 0.84 | 1.60 | 1.22 | 1.13 | 3.12 |
AMZN Amazon.com, Inc. | 0.34 | 0.64 | 1.08 | 0.31 | 0.83 |
COKE Coca-Cola Consolidated, Inc. | 0.78 | 1.08 | 1.15 | 1.04 | 3.12 |
DECK Deckers Outdoor Corporation | -0.29 | -0.07 | 0.99 | -0.25 | -0.53 |
CPRT Copart, Inc. | 0.64 | 1.16 | 1.14 | 0.87 | 2.00 |
MSCI | 0.67 | 1.19 | 1.16 | 0.70 | 2.66 |
PWR | 0.69 | 1.15 | 1.17 | 0.87 | 2.16 |
UI | 3.82 | 4.01 | 1.57 | 3.34 | 15.61 |
EME EMCOR Group, Inc. | 0.56 | 0.95 | 1.14 | 0.67 | 1.66 |
ARES Ares Management Corporation | 0.45 | 0.87 | 1.13 | 0.49 | 1.57 |
MSFT | 0.33 | 0.73 | 1.10 | 0.41 | 0.92 |
AAPL Apple Inc | 0.36 | 0.80 | 1.11 | 0.40 | 1.32 |
PGR | 1.59 | 1.89 | 1.27 | 2.79 | 7.12 |
PANW | 0.61 | 1.29 | 1.16 | 1.04 | 3.13 |
ISRG | 1.23 | 2.09 | 1.29 | 1.76 | 5.54 |
SAIA | -0.50 | -0.32 | 0.95 | -0.51 | -1.30 |
AAON AAON, Inc. | 0.77 | 1.25 | 1.20 | 0.80 | 1.88 |
FCNCA First Citizens BancShares, Inc. | 0.31 | 0.78 | 1.11 | 0.40 | 1.04 |
TMUS | 1.85 | 2.23 | 1.37 | 3.40 | 9.17 |
VEEV | 0.47 | 1.05 | 1.13 | 0.37 | 1.99 |
HEI | 1.00 | 1.69 | 1.23 | 1.47 | 3.71 |
MUSA | 0.11 | 0.48 | 1.06 | 0.28 | 0.63 |
MRVL | -0.15 | 0.43 | 1.06 | -0.06 | -0.15 |
APO Apollo Global Management, Inc. | 0.66 | 1.23 | 1.18 | 0.81 | 2.38 |
LPLA | 1.10 | 1.60 | 1.24 | 1.29 | 2.97 |
MSI | 0.78 | 1.21 | 1.19 | 0.89 | 2.20 |
COST Costco Wholesale Corporation | 1.29 | 1.92 | 1.26 | 1.77 | 5.12 |
KKR | 0.46 | 0.98 | 1.14 | 0.53 | 1.45 |
BX The Blackstone Group Inc. | 0.47 | 0.96 | 1.12 | 0.50 | 1.26 |
XPO | 0.25 | 0.73 | 1.09 | 0.28 | 0.68 |
Загрузка...
Дивиденды
Дивидендный доход
Дивидендная доходность R U.S. Large Cap Stocks 10Y 700 >200 SMA за предыдущие двенадцать месяцев составила 0.47%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.47% | 0.42% | 0.52% | 0.66% | 0.59% | 0.79% | 0.76% | 1.11% | 0.99% | 1.03% | 1.51% | 1.30% |
| Активы портфеля: | ||||||||||||
NVDA | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
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% |
TPL | 1.10% | 1.58% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.22% | 0.23% |
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% |
FIX Comfort Systems USA, Inc. | 0.32% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% | 1.31% |
MSTR | 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% |
HUBS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
CDNS Cadence Design Systems, 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% |
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% |
COKE Coca-Cola Consolidated, Inc. | 0.69% | 1.59% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% | 1.14% |
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% |
CPRT Copart, 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% |
MSCI | 1.46% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
PWR | 0.11% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
UI | 0.57% | 0.72% | 1.72% | 0.88% | 0.65% | 0.50% | 0.58% | 0.50% | 0.00% | 0.00% | 0.00% | 0.57% |
EME EMCOR Group, Inc. | 0.22% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
ARES Ares Management Corporation | 2.32% | 2.10% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% |
MSFT | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AAPL Apple Inc | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
PGR | 1.74% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
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% |
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% |
SAIA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAON AAON, Inc. | 0.33% | 0.27% | 0.43% | 0.57% | 0.48% | 0.57% | 0.65% | 0.91% | 0.71% | 0.73% | 0.95% | 0.79% |
FCNCA First Citizens BancShares, Inc. | 0.37% | 0.33% | 0.27% | 0.28% | 0.23% | 0.29% | 0.30% | 0.38% | 0.31% | 0.34% | 0.46% | 0.47% |
TMUS | 1.27% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEEV | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HEI | 0.08% | 0.09% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% | 1.02% |
MUSA | 0.52% | 0.36% | 0.43% | 0.45% | 0.52% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRVL | 0.37% | 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. | 1.64% | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% |
LPLA | 0.31% | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% |
MSI | 0.97% | 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 | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
BX The Blackstone Group Inc. | 2.76% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
XPO | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
R U.S. Large Cap Stocks 10Y 700 >200 SMA показал максимальную просадку в 34.69%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 50 торговых сессий.
Текущая просадка R U.S. Large Cap Stocks 10Y 700 >200 SMA составляет 5.76%.
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 |
|---|---|---|---|---|---|---|
| -34.69% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 50 | 3 июн. 2020 г. | 73 |
| -29.32% | 28 дек. 2021 г. | 119 | 16 июн. 2022 г. | 198 | 31 мар. 2023 г. | 317 |
| -25.87% | 24 янв. 2025 г. | 52 | 8 апр. 2025 г. | — | — | — |
| -23.62% | 17 сент. 2018 г. | 69 | 24 дек. 2018 г. | 41 | 25 февр. 2019 г. | 110 |
| -19.01% | 20 июл. 2015 г. | 144 | 11 февр. 2016 г. | 52 | 27 апр. 2016 г. | 196 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
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Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 43, при этом эффективное количество активов равно 43.00, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ^GSPC | TPL | COKE | MUSA | PGR | TMUS | TSLA | COST | FCNCA | DECK | NFLX | AXON | MSTR | LPLA | UI | HEI | ARES | SAIA | AAON | FIX | MSI | PANW | HUBS | XPO | VEEV | PWR | EME | APO | AAPL | ANET | AMZN | MRVL | FTNT | FICO | MSCI | BX | AVGO | NVDA | ISRG | NOW | CPRT | KKR | MSFT | CDNS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.34 | 0.35 | 0.35 | 0.44 | 0.46 | 0.47 | 0.56 | 0.53 | 0.50 | 0.51 | 0.46 | 0.50 | 0.53 | 0.50 | 0.53 | 0.51 | 0.51 | 0.52 | 0.55 | 0.59 | 0.51 | 0.51 | 0.58 | 0.54 | 0.61 | 0.60 | 0.60 | 0.69 | 0.56 | 0.64 | 0.61 | 0.58 | 0.60 | 0.64 | 0.64 | 0.66 | 0.63 | 0.67 | 0.60 | 0.64 | 0.65 | 0.75 | 0.69 | 0.89 |
| TPL | 0.34 | 1.00 | 0.14 | 0.19 | 0.18 | 0.15 | 0.16 | 0.14 | 0.31 | 0.21 | 0.15 | 0.22 | 0.21 | 0.29 | 0.23 | 0.27 | 0.25 | 0.23 | 0.21 | 0.28 | 0.21 | 0.16 | 0.18 | 0.26 | 0.18 | 0.32 | 0.31 | 0.30 | 0.21 | 0.21 | 0.18 | 0.24 | 0.20 | 0.21 | 0.19 | 0.28 | 0.23 | 0.21 | 0.22 | 0.19 | 0.21 | 0.32 | 0.18 | 0.22 | 0.37 |
| COKE | 0.35 | 0.14 | 1.00 | 0.22 | 0.26 | 0.23 | 0.19 | 0.29 | 0.28 | 0.20 | 0.15 | 0.17 | 0.20 | 0.21 | 0.23 | 0.26 | 0.19 | 0.20 | 0.29 | 0.28 | 0.28 | 0.18 | 0.18 | 0.21 | 0.19 | 0.23 | 0.30 | 0.20 | 0.23 | 0.19 | 0.21 | 0.18 | 0.20 | 0.25 | 0.23 | 0.22 | 0.21 | 0.18 | 0.24 | 0.21 | 0.28 | 0.22 | 0.23 | 0.23 | 0.36 |
| MUSA | 0.35 | 0.19 | 0.22 | 1.00 | 0.27 | 0.22 | 0.13 | 0.30 | 0.24 | 0.27 | 0.19 | 0.20 | 0.18 | 0.24 | 0.22 | 0.24 | 0.18 | 0.21 | 0.28 | 0.31 | 0.28 | 0.20 | 0.15 | 0.26 | 0.19 | 0.29 | 0.33 | 0.22 | 0.20 | 0.21 | 0.19 | 0.20 | 0.21 | 0.26 | 0.24 | 0.24 | 0.23 | 0.20 | 0.21 | 0.17 | 0.28 | 0.24 | 0.24 | 0.23 | 0.36 |
| PGR | 0.44 | 0.18 | 0.26 | 0.27 | 1.00 | 0.30 | 0.10 | 0.32 | 0.33 | 0.23 | 0.19 | 0.18 | 0.18 | 0.33 | 0.19 | 0.34 | 0.22 | 0.24 | 0.27 | 0.28 | 0.37 | 0.20 | 0.18 | 0.25 | 0.22 | 0.30 | 0.31 | 0.26 | 0.25 | 0.23 | 0.20 | 0.18 | 0.25 | 0.30 | 0.34 | 0.26 | 0.23 | 0.19 | 0.30 | 0.23 | 0.32 | 0.28 | 0.30 | 0.24 | 0.38 |
| TMUS | 0.46 | 0.15 | 0.23 | 0.22 | 0.30 | 1.00 | 0.20 | 0.32 | 0.25 | 0.21 | 0.28 | 0.23 | 0.25 | 0.24 | 0.24 | 0.27 | 0.24 | 0.22 | 0.23 | 0.22 | 0.36 | 0.28 | 0.26 | 0.26 | 0.30 | 0.26 | 0.28 | 0.29 | 0.32 | 0.28 | 0.33 | 0.27 | 0.33 | 0.33 | 0.35 | 0.30 | 0.29 | 0.30 | 0.33 | 0.34 | 0.35 | 0.31 | 0.36 | 0.33 | 0.43 |
| TSLA | 0.47 | 0.16 | 0.19 | 0.13 | 0.10 | 0.20 | 1.00 | 0.28 | 0.22 | 0.28 | 0.38 | 0.32 | 0.37 | 0.27 | 0.29 | 0.24 | 0.29 | 0.26 | 0.23 | 0.25 | 0.25 | 0.39 | 0.36 | 0.29 | 0.33 | 0.27 | 0.23 | 0.32 | 0.42 | 0.36 | 0.42 | 0.38 | 0.37 | 0.29 | 0.34 | 0.34 | 0.41 | 0.42 | 0.36 | 0.37 | 0.33 | 0.34 | 0.40 | 0.40 | 0.53 |
| COST | 0.56 | 0.14 | 0.29 | 0.30 | 0.32 | 0.32 | 0.28 | 1.00 | 0.23 | 0.32 | 0.33 | 0.25 | 0.28 | 0.22 | 0.28 | 0.29 | 0.27 | 0.31 | 0.31 | 0.31 | 0.40 | 0.31 | 0.27 | 0.31 | 0.31 | 0.31 | 0.32 | 0.29 | 0.43 | 0.33 | 0.41 | 0.34 | 0.36 | 0.39 | 0.42 | 0.35 | 0.37 | 0.36 | 0.43 | 0.34 | 0.42 | 0.34 | 0.47 | 0.43 | 0.50 |
| FCNCA | 0.53 | 0.31 | 0.28 | 0.24 | 0.33 | 0.25 | 0.22 | 0.23 | 1.00 | 0.36 | 0.24 | 0.31 | 0.33 | 0.53 | 0.31 | 0.39 | 0.36 | 0.40 | 0.42 | 0.47 | 0.34 | 0.26 | 0.27 | 0.43 | 0.25 | 0.46 | 0.51 | 0.41 | 0.29 | 0.28 | 0.28 | 0.31 | 0.28 | 0.35 | 0.33 | 0.41 | 0.32 | 0.28 | 0.30 | 0.27 | 0.38 | 0.45 | 0.30 | 0.30 | 0.53 |
| DECK | 0.50 | 0.21 | 0.20 | 0.27 | 0.23 | 0.21 | 0.28 | 0.32 | 0.36 | 1.00 | 0.26 | 0.34 | 0.34 | 0.36 | 0.30 | 0.33 | 0.32 | 0.37 | 0.38 | 0.40 | 0.32 | 0.33 | 0.35 | 0.40 | 0.32 | 0.42 | 0.42 | 0.36 | 0.30 | 0.34 | 0.34 | 0.36 | 0.34 | 0.36 | 0.34 | 0.37 | 0.35 | 0.34 | 0.33 | 0.34 | 0.44 | 0.40 | 0.34 | 0.39 | 0.55 |
| NFLX | 0.51 | 0.15 | 0.15 | 0.19 | 0.19 | 0.28 | 0.38 | 0.33 | 0.24 | 0.26 | 1.00 | 0.33 | 0.33 | 0.24 | 0.32 | 0.26 | 0.29 | 0.26 | 0.26 | 0.26 | 0.31 | 0.39 | 0.41 | 0.28 | 0.41 | 0.27 | 0.26 | 0.33 | 0.44 | 0.38 | 0.54 | 0.38 | 0.44 | 0.39 | 0.40 | 0.34 | 0.40 | 0.47 | 0.41 | 0.50 | 0.38 | 0.37 | 0.50 | 0.46 | 0.55 |
| AXON | 0.46 | 0.22 | 0.17 | 0.20 | 0.18 | 0.23 | 0.32 | 0.25 | 0.31 | 0.34 | 0.33 | 1.00 | 0.33 | 0.31 | 0.37 | 0.35 | 0.31 | 0.31 | 0.33 | 0.32 | 0.32 | 0.37 | 0.41 | 0.37 | 0.42 | 0.35 | 0.34 | 0.35 | 0.33 | 0.37 | 0.36 | 0.40 | 0.41 | 0.40 | 0.36 | 0.39 | 0.38 | 0.40 | 0.37 | 0.41 | 0.41 | 0.40 | 0.37 | 0.41 | 0.57 |
| MSTR | 0.50 | 0.21 | 0.20 | 0.18 | 0.18 | 0.25 | 0.37 | 0.28 | 0.33 | 0.34 | 0.33 | 0.33 | 1.00 | 0.33 | 0.33 | 0.31 | 0.31 | 0.33 | 0.35 | 0.37 | 0.30 | 0.35 | 0.41 | 0.33 | 0.38 | 0.35 | 0.36 | 0.35 | 0.35 | 0.36 | 0.39 | 0.40 | 0.39 | 0.38 | 0.35 | 0.39 | 0.37 | 0.40 | 0.37 | 0.41 | 0.39 | 0.39 | 0.40 | 0.40 | 0.59 |
| LPLA | 0.53 | 0.29 | 0.21 | 0.24 | 0.33 | 0.24 | 0.27 | 0.22 | 0.53 | 0.36 | 0.24 | 0.31 | 0.33 | 1.00 | 0.31 | 0.39 | 0.36 | 0.39 | 0.38 | 0.42 | 0.35 | 0.31 | 0.30 | 0.43 | 0.27 | 0.46 | 0.47 | 0.46 | 0.30 | 0.34 | 0.27 | 0.35 | 0.32 | 0.33 | 0.37 | 0.42 | 0.35 | 0.32 | 0.32 | 0.30 | 0.38 | 0.48 | 0.33 | 0.32 | 0.56 |
| UI | 0.50 | 0.23 | 0.23 | 0.22 | 0.19 | 0.24 | 0.29 | 0.28 | 0.31 | 0.30 | 0.32 | 0.37 | 0.33 | 0.31 | 1.00 | 0.32 | 0.31 | 0.31 | 0.34 | 0.34 | 0.40 | 0.36 | 0.35 | 0.34 | 0.39 | 0.35 | 0.34 | 0.34 | 0.38 | 0.43 | 0.35 | 0.41 | 0.42 | 0.37 | 0.39 | 0.38 | 0.41 | 0.38 | 0.40 | 0.41 | 0.35 | 0.38 | 0.39 | 0.43 | 0.57 |
| HEI | 0.53 | 0.27 | 0.26 | 0.24 | 0.34 | 0.27 | 0.24 | 0.29 | 0.39 | 0.33 | 0.26 | 0.35 | 0.31 | 0.39 | 0.32 | 1.00 | 0.32 | 0.35 | 0.41 | 0.41 | 0.42 | 0.31 | 0.33 | 0.39 | 0.33 | 0.44 | 0.47 | 0.38 | 0.32 | 0.34 | 0.30 | 0.34 | 0.32 | 0.43 | 0.38 | 0.37 | 0.32 | 0.32 | 0.37 | 0.34 | 0.44 | 0.38 | 0.36 | 0.38 | 0.55 |
| ARES | 0.51 | 0.25 | 0.19 | 0.18 | 0.22 | 0.24 | 0.29 | 0.27 | 0.36 | 0.32 | 0.29 | 0.31 | 0.31 | 0.36 | 0.31 | 0.32 | 1.00 | 0.37 | 0.33 | 0.38 | 0.34 | 0.33 | 0.34 | 0.39 | 0.33 | 0.39 | 0.37 | 0.50 | 0.33 | 0.38 | 0.36 | 0.37 | 0.35 | 0.34 | 0.38 | 0.52 | 0.36 | 0.38 | 0.37 | 0.38 | 0.38 | 0.54 | 0.39 | 0.40 | 0.57 |
| SAIA | 0.51 | 0.23 | 0.20 | 0.21 | 0.24 | 0.22 | 0.26 | 0.31 | 0.40 | 0.37 | 0.26 | 0.31 | 0.33 | 0.39 | 0.31 | 0.35 | 0.37 | 1.00 | 0.40 | 0.43 | 0.32 | 0.30 | 0.32 | 0.63 | 0.32 | 0.43 | 0.45 | 0.40 | 0.31 | 0.35 | 0.29 | 0.36 | 0.34 | 0.34 | 0.34 | 0.44 | 0.36 | 0.34 | 0.35 | 0.33 | 0.43 | 0.46 | 0.33 | 0.39 | 0.58 |
| AAON | 0.52 | 0.21 | 0.29 | 0.28 | 0.27 | 0.23 | 0.23 | 0.31 | 0.42 | 0.38 | 0.26 | 0.33 | 0.35 | 0.38 | 0.34 | 0.41 | 0.33 | 0.40 | 1.00 | 0.52 | 0.35 | 0.30 | 0.31 | 0.39 | 0.31 | 0.48 | 0.57 | 0.37 | 0.32 | 0.34 | 0.30 | 0.33 | 0.33 | 0.40 | 0.34 | 0.39 | 0.36 | 0.33 | 0.36 | 0.32 | 0.42 | 0.40 | 0.34 | 0.38 | 0.57 |
| FIX | 0.55 | 0.28 | 0.28 | 0.31 | 0.28 | 0.22 | 0.25 | 0.31 | 0.47 | 0.40 | 0.26 | 0.32 | 0.37 | 0.42 | 0.34 | 0.41 | 0.38 | 0.43 | 0.52 | 1.00 | 0.37 | 0.31 | 0.29 | 0.43 | 0.27 | 0.58 | 0.68 | 0.42 | 0.31 | 0.39 | 0.29 | 0.36 | 0.34 | 0.38 | 0.31 | 0.42 | 0.38 | 0.34 | 0.37 | 0.30 | 0.43 | 0.43 | 0.35 | 0.37 | 0.60 |
| MSI | 0.59 | 0.21 | 0.28 | 0.28 | 0.37 | 0.36 | 0.25 | 0.40 | 0.34 | 0.32 | 0.31 | 0.32 | 0.30 | 0.35 | 0.40 | 0.42 | 0.34 | 0.32 | 0.35 | 0.37 | 1.00 | 0.37 | 0.35 | 0.36 | 0.37 | 0.40 | 0.40 | 0.38 | 0.40 | 0.43 | 0.37 | 0.36 | 0.42 | 0.43 | 0.47 | 0.40 | 0.41 | 0.36 | 0.45 | 0.40 | 0.46 | 0.39 | 0.46 | 0.45 | 0.58 |
| PANW | 0.51 | 0.16 | 0.18 | 0.20 | 0.20 | 0.28 | 0.39 | 0.31 | 0.26 | 0.33 | 0.39 | 0.37 | 0.35 | 0.31 | 0.36 | 0.31 | 0.33 | 0.30 | 0.30 | 0.31 | 0.37 | 1.00 | 0.50 | 0.33 | 0.48 | 0.31 | 0.30 | 0.37 | 0.42 | 0.49 | 0.45 | 0.41 | 0.62 | 0.44 | 0.42 | 0.38 | 0.44 | 0.46 | 0.45 | 0.58 | 0.43 | 0.38 | 0.46 | 0.51 | 0.62 |
| HUBS | 0.51 | 0.18 | 0.18 | 0.15 | 0.18 | 0.26 | 0.36 | 0.27 | 0.27 | 0.35 | 0.41 | 0.41 | 0.41 | 0.30 | 0.35 | 0.33 | 0.34 | 0.32 | 0.31 | 0.29 | 0.35 | 0.50 | 1.00 | 0.35 | 0.54 | 0.32 | 0.31 | 0.37 | 0.38 | 0.45 | 0.49 | 0.40 | 0.52 | 0.48 | 0.47 | 0.40 | 0.40 | 0.47 | 0.47 | 0.62 | 0.46 | 0.40 | 0.48 | 0.53 | 0.64 |
| XPO | 0.58 | 0.26 | 0.21 | 0.26 | 0.25 | 0.26 | 0.29 | 0.31 | 0.43 | 0.40 | 0.28 | 0.37 | 0.33 | 0.43 | 0.34 | 0.39 | 0.39 | 0.63 | 0.39 | 0.43 | 0.36 | 0.33 | 0.35 | 1.00 | 0.36 | 0.46 | 0.46 | 0.46 | 0.36 | 0.39 | 0.35 | 0.42 | 0.36 | 0.40 | 0.40 | 0.47 | 0.43 | 0.41 | 0.40 | 0.37 | 0.46 | 0.50 | 0.40 | 0.41 | 0.63 |
| VEEV | 0.54 | 0.18 | 0.19 | 0.19 | 0.22 | 0.30 | 0.33 | 0.31 | 0.25 | 0.32 | 0.41 | 0.42 | 0.38 | 0.27 | 0.39 | 0.33 | 0.33 | 0.32 | 0.31 | 0.27 | 0.37 | 0.48 | 0.54 | 0.36 | 1.00 | 0.30 | 0.29 | 0.36 | 0.43 | 0.45 | 0.47 | 0.45 | 0.52 | 0.48 | 0.51 | 0.40 | 0.41 | 0.47 | 0.50 | 0.59 | 0.47 | 0.41 | 0.49 | 0.55 | 0.63 |
| PWR | 0.61 | 0.32 | 0.23 | 0.29 | 0.30 | 0.26 | 0.27 | 0.31 | 0.46 | 0.42 | 0.27 | 0.35 | 0.35 | 0.46 | 0.35 | 0.44 | 0.39 | 0.43 | 0.48 | 0.58 | 0.40 | 0.31 | 0.32 | 0.46 | 0.30 | 1.00 | 0.63 | 0.45 | 0.35 | 0.38 | 0.29 | 0.41 | 0.35 | 0.38 | 0.35 | 0.45 | 0.42 | 0.38 | 0.40 | 0.33 | 0.46 | 0.48 | 0.37 | 0.42 | 0.62 |
| EME | 0.60 | 0.31 | 0.30 | 0.33 | 0.31 | 0.28 | 0.23 | 0.32 | 0.51 | 0.42 | 0.26 | 0.34 | 0.36 | 0.47 | 0.34 | 0.47 | 0.37 | 0.45 | 0.57 | 0.68 | 0.40 | 0.30 | 0.31 | 0.46 | 0.29 | 0.63 | 1.00 | 0.43 | 0.30 | 0.39 | 0.31 | 0.39 | 0.33 | 0.41 | 0.35 | 0.43 | 0.40 | 0.36 | 0.38 | 0.32 | 0.45 | 0.46 | 0.37 | 0.41 | 0.62 |
| APO | 0.60 | 0.30 | 0.20 | 0.22 | 0.26 | 0.29 | 0.32 | 0.29 | 0.41 | 0.36 | 0.33 | 0.35 | 0.35 | 0.46 | 0.34 | 0.38 | 0.50 | 0.40 | 0.37 | 0.42 | 0.38 | 0.37 | 0.37 | 0.46 | 0.36 | 0.45 | 0.43 | 1.00 | 0.40 | 0.40 | 0.40 | 0.43 | 0.38 | 0.41 | 0.43 | 0.63 | 0.42 | 0.42 | 0.42 | 0.42 | 0.43 | 0.68 | 0.43 | 0.42 | 0.64 |
| AAPL | 0.69 | 0.21 | 0.23 | 0.20 | 0.25 | 0.32 | 0.42 | 0.43 | 0.29 | 0.30 | 0.44 | 0.33 | 0.35 | 0.30 | 0.38 | 0.32 | 0.33 | 0.31 | 0.32 | 0.31 | 0.40 | 0.42 | 0.38 | 0.36 | 0.43 | 0.35 | 0.30 | 0.40 | 1.00 | 0.44 | 0.56 | 0.47 | 0.46 | 0.43 | 0.49 | 0.41 | 0.55 | 0.52 | 0.50 | 0.48 | 0.46 | 0.42 | 0.63 | 0.53 | 0.62 |
| ANET | 0.56 | 0.21 | 0.19 | 0.21 | 0.23 | 0.28 | 0.36 | 0.33 | 0.28 | 0.34 | 0.38 | 0.37 | 0.36 | 0.34 | 0.43 | 0.34 | 0.38 | 0.35 | 0.34 | 0.39 | 0.43 | 0.49 | 0.45 | 0.39 | 0.45 | 0.38 | 0.39 | 0.40 | 0.44 | 1.00 | 0.47 | 0.50 | 0.51 | 0.44 | 0.42 | 0.39 | 0.52 | 0.52 | 0.46 | 0.53 | 0.44 | 0.43 | 0.52 | 0.55 | 0.66 |
| AMZN | 0.64 | 0.18 | 0.21 | 0.19 | 0.20 | 0.33 | 0.42 | 0.41 | 0.28 | 0.34 | 0.54 | 0.36 | 0.39 | 0.27 | 0.35 | 0.30 | 0.36 | 0.29 | 0.30 | 0.29 | 0.37 | 0.45 | 0.49 | 0.35 | 0.47 | 0.29 | 0.31 | 0.40 | 0.56 | 0.47 | 1.00 | 0.46 | 0.48 | 0.46 | 0.46 | 0.41 | 0.48 | 0.55 | 0.51 | 0.57 | 0.45 | 0.42 | 0.66 | 0.56 | 0.63 |
| MRVL | 0.61 | 0.24 | 0.18 | 0.20 | 0.18 | 0.27 | 0.38 | 0.34 | 0.31 | 0.36 | 0.38 | 0.40 | 0.40 | 0.35 | 0.41 | 0.34 | 0.37 | 0.36 | 0.33 | 0.36 | 0.36 | 0.41 | 0.40 | 0.42 | 0.45 | 0.41 | 0.39 | 0.43 | 0.47 | 0.50 | 0.46 | 1.00 | 0.47 | 0.42 | 0.41 | 0.45 | 0.62 | 0.64 | 0.46 | 0.47 | 0.43 | 0.47 | 0.51 | 0.55 | 0.67 |
| FTNT | 0.58 | 0.20 | 0.20 | 0.21 | 0.25 | 0.33 | 0.37 | 0.36 | 0.28 | 0.34 | 0.44 | 0.41 | 0.39 | 0.32 | 0.42 | 0.32 | 0.35 | 0.34 | 0.33 | 0.34 | 0.42 | 0.62 | 0.52 | 0.36 | 0.52 | 0.35 | 0.33 | 0.38 | 0.46 | 0.51 | 0.48 | 0.47 | 1.00 | 0.48 | 0.52 | 0.41 | 0.48 | 0.51 | 0.50 | 0.61 | 0.48 | 0.41 | 0.54 | 0.58 | 0.67 |
| FICO | 0.60 | 0.21 | 0.25 | 0.26 | 0.30 | 0.33 | 0.29 | 0.39 | 0.35 | 0.36 | 0.39 | 0.40 | 0.38 | 0.33 | 0.37 | 0.43 | 0.34 | 0.34 | 0.40 | 0.38 | 0.43 | 0.44 | 0.48 | 0.40 | 0.48 | 0.38 | 0.41 | 0.41 | 0.43 | 0.44 | 0.46 | 0.42 | 0.48 | 1.00 | 0.52 | 0.42 | 0.44 | 0.46 | 0.50 | 0.55 | 0.52 | 0.44 | 0.53 | 0.56 | 0.66 |
| MSCI | 0.64 | 0.19 | 0.23 | 0.24 | 0.34 | 0.35 | 0.34 | 0.42 | 0.33 | 0.34 | 0.40 | 0.36 | 0.35 | 0.37 | 0.39 | 0.38 | 0.38 | 0.34 | 0.34 | 0.31 | 0.47 | 0.42 | 0.47 | 0.40 | 0.51 | 0.35 | 0.35 | 0.43 | 0.49 | 0.42 | 0.46 | 0.41 | 0.52 | 0.52 | 1.00 | 0.49 | 0.45 | 0.46 | 0.52 | 0.53 | 0.52 | 0.47 | 0.55 | 0.56 | 0.65 |
| BX | 0.64 | 0.28 | 0.22 | 0.24 | 0.26 | 0.30 | 0.34 | 0.35 | 0.41 | 0.37 | 0.34 | 0.39 | 0.39 | 0.42 | 0.38 | 0.37 | 0.52 | 0.44 | 0.39 | 0.42 | 0.40 | 0.38 | 0.40 | 0.47 | 0.40 | 0.45 | 0.43 | 0.63 | 0.41 | 0.39 | 0.41 | 0.45 | 0.41 | 0.42 | 0.49 | 1.00 | 0.44 | 0.42 | 0.43 | 0.44 | 0.47 | 0.72 | 0.46 | 0.46 | 0.67 |
| AVGO | 0.66 | 0.23 | 0.21 | 0.23 | 0.23 | 0.29 | 0.41 | 0.37 | 0.32 | 0.35 | 0.40 | 0.38 | 0.37 | 0.35 | 0.41 | 0.32 | 0.36 | 0.36 | 0.36 | 0.38 | 0.41 | 0.44 | 0.40 | 0.43 | 0.41 | 0.42 | 0.40 | 0.42 | 0.55 | 0.52 | 0.48 | 0.62 | 0.48 | 0.44 | 0.45 | 0.44 | 1.00 | 0.62 | 0.49 | 0.49 | 0.45 | 0.46 | 0.56 | 0.58 | 0.68 |
| NVDA | 0.63 | 0.21 | 0.18 | 0.20 | 0.19 | 0.30 | 0.42 | 0.36 | 0.28 | 0.34 | 0.47 | 0.40 | 0.40 | 0.32 | 0.38 | 0.32 | 0.38 | 0.34 | 0.33 | 0.34 | 0.36 | 0.46 | 0.47 | 0.41 | 0.47 | 0.38 | 0.36 | 0.42 | 0.52 | 0.52 | 0.55 | 0.64 | 0.51 | 0.46 | 0.46 | 0.42 | 0.62 | 1.00 | 0.50 | 0.55 | 0.44 | 0.45 | 0.60 | 0.61 | 0.68 |
| ISRG | 0.67 | 0.22 | 0.24 | 0.21 | 0.30 | 0.33 | 0.36 | 0.43 | 0.30 | 0.33 | 0.41 | 0.37 | 0.37 | 0.32 | 0.40 | 0.37 | 0.37 | 0.35 | 0.36 | 0.37 | 0.45 | 0.45 | 0.47 | 0.40 | 0.50 | 0.40 | 0.38 | 0.42 | 0.50 | 0.46 | 0.51 | 0.46 | 0.50 | 0.50 | 0.52 | 0.43 | 0.49 | 0.50 | 1.00 | 0.53 | 0.50 | 0.46 | 0.59 | 0.58 | 0.66 |
| NOW | 0.60 | 0.19 | 0.21 | 0.17 | 0.23 | 0.34 | 0.37 | 0.34 | 0.27 | 0.34 | 0.50 | 0.41 | 0.41 | 0.30 | 0.41 | 0.34 | 0.38 | 0.33 | 0.32 | 0.30 | 0.40 | 0.58 | 0.62 | 0.37 | 0.59 | 0.33 | 0.32 | 0.42 | 0.48 | 0.53 | 0.57 | 0.47 | 0.61 | 0.55 | 0.53 | 0.44 | 0.49 | 0.55 | 0.53 | 1.00 | 0.49 | 0.46 | 0.61 | 0.63 | 0.69 |
| CPRT | 0.64 | 0.21 | 0.28 | 0.28 | 0.32 | 0.35 | 0.33 | 0.42 | 0.38 | 0.44 | 0.38 | 0.41 | 0.39 | 0.38 | 0.35 | 0.44 | 0.38 | 0.43 | 0.42 | 0.43 | 0.46 | 0.43 | 0.46 | 0.46 | 0.47 | 0.46 | 0.45 | 0.43 | 0.46 | 0.44 | 0.45 | 0.43 | 0.48 | 0.52 | 0.52 | 0.47 | 0.45 | 0.44 | 0.50 | 0.49 | 1.00 | 0.47 | 0.50 | 0.56 | 0.67 |
| KKR | 0.65 | 0.32 | 0.22 | 0.24 | 0.28 | 0.31 | 0.34 | 0.34 | 0.45 | 0.40 | 0.37 | 0.40 | 0.39 | 0.48 | 0.38 | 0.38 | 0.54 | 0.46 | 0.40 | 0.43 | 0.39 | 0.38 | 0.40 | 0.50 | 0.41 | 0.48 | 0.46 | 0.68 | 0.42 | 0.43 | 0.42 | 0.47 | 0.41 | 0.44 | 0.47 | 0.72 | 0.46 | 0.45 | 0.46 | 0.46 | 0.47 | 1.00 | 0.48 | 0.48 | 0.70 |
| MSFT | 0.75 | 0.18 | 0.23 | 0.24 | 0.30 | 0.36 | 0.40 | 0.47 | 0.30 | 0.34 | 0.50 | 0.37 | 0.40 | 0.33 | 0.39 | 0.36 | 0.39 | 0.33 | 0.34 | 0.35 | 0.46 | 0.46 | 0.48 | 0.40 | 0.49 | 0.37 | 0.37 | 0.43 | 0.63 | 0.52 | 0.66 | 0.51 | 0.54 | 0.53 | 0.55 | 0.46 | 0.56 | 0.60 | 0.59 | 0.61 | 0.50 | 0.48 | 1.00 | 0.65 | 0.70 |
| CDNS | 0.69 | 0.22 | 0.23 | 0.23 | 0.24 | 0.33 | 0.40 | 0.43 | 0.30 | 0.39 | 0.46 | 0.41 | 0.40 | 0.32 | 0.43 | 0.38 | 0.40 | 0.39 | 0.38 | 0.37 | 0.45 | 0.51 | 0.53 | 0.41 | 0.55 | 0.42 | 0.41 | 0.42 | 0.53 | 0.55 | 0.56 | 0.55 | 0.58 | 0.56 | 0.56 | 0.46 | 0.58 | 0.61 | 0.58 | 0.63 | 0.56 | 0.48 | 0.65 | 1.00 | 0.74 |
| Portfolio | 0.89 | 0.37 | 0.36 | 0.36 | 0.38 | 0.43 | 0.53 | 0.50 | 0.53 | 0.55 | 0.55 | 0.57 | 0.59 | 0.56 | 0.57 | 0.55 | 0.57 | 0.58 | 0.57 | 0.60 | 0.58 | 0.62 | 0.64 | 0.63 | 0.63 | 0.62 | 0.62 | 0.64 | 0.62 | 0.66 | 0.63 | 0.67 | 0.67 | 0.66 | 0.65 | 0.67 | 0.68 | 0.68 | 0.66 | 0.69 | 0.67 | 0.70 | 0.70 | 0.74 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 10 окт. 2014 г.