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
Последнее обновление 21 апр. 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
Доходность
График доходности
График показывает рост $10,000 инвестированных в R U.S. Large Cap Stocks 10Y 700 >200 SMA 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
R U.S. Large Cap Stocks 10Y 700 >200 SMA
Benchmark (^GSPC)
Активы портфеля
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 21 апр. 2025 г. показал доходность в -12.96% с начала года и доходность в 32.75% в годовом выражении за последние 10 лет.
| 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% |
| R U.S. Large Cap Stocks 10Y 700 >200 SMA | -16.48% | -6.46% | -10.79% | 30.68% | 39.99% | 31.59% |
| Активы портфеля: | ||||||
NVDA | -24.42% | -13.77% | -26.44% | 33.23% | 72.52% | 69.24% |
FICO Fair Isaac Corporation | -4.13% | 2.99% | -3.28% | 68.90% | 45.83% | 35.38% |
TSLA | -40.23% | -2.95% | 9.37% | 64.14% | 39.63% | 32.53% |
TPL | 17.55% | 2.00% | 22.94% | 127.22% | 55.72% | 39.73% |
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% |
FIX Comfort Systems USA, Inc. | -17.85% | -1.19% | -16.50% | 20.14% | 65.12% | 33.77% |
MSTR | 9.52% | 4.34% | 46.95% | 170.16% | 92.14% | 33.61% |
AVGO Broadcom Inc. | -26.02% | -10.78% | -4.40% | 43.67% | 51.22% | 33.51% |
HUBS | -22.54% | -10.98% | 0.47% | -14.50% | 32.11% | 29.94% |
NFLX | 9.17% | 1.33% | 27.38% | 75.31% | 17.61% | 28.51% |
FTNT Fortinet, Inc. | 1.75% | -2.55% | 18.58% | 51.62% | 36.74% | 28.75% |
CDNS Cadence Design Systems, Inc. | -13.39% | -0.84% | 0.66% | -7.15% | 28.52% | 29.87% |
NOW | -27.16% | -6.72% | -16.23% | 8.16% | 21.83% | 26.04% |
AMZN Amazon.com, Inc. | -21.32% | -12.03% | -8.67% | -1.16% | 8.23% | 24.45% |
COKE Coca-Cola Consolidated, Inc. | 12.60% | 8.87% | 10.41% | 74.13% | 46.06% | 29.75% |
DECK Deckers Outdoor Corporation | -47.97% | -10.34% | -34.71% | -20.79% | 37.05% | 23.78% |
CPRT Copart, Inc. | 3.99% | 11.28% | 10.76% | 12.86% | 29.39% | 29.12% |
MSCI | -8.57% | -2.79% | -9.53% | 8.50% | 13.06% | 25.73% |
PWR | -15.39% | -0.34% | -14.91% | 10.00% | 53.06% | 25.10% |
UI | -10.16% | -5.98% | 18.81% | 182.11% | 16.21% | 26.14% |
EME EMCOR Group, Inc. | -16.45% | -4.07% | -16.42% | 15.54% | 44.82% | 23.95% |
ARES Ares Management Corporation | -19.59% | -4.38% | -15.79% | 11.93% | 40.96% | 28.17% |
MSFT | -12.57% | -6.00% | -11.70% | -7.15% | 18.10% | 25.77% |
AAPL Apple Inc | -21.25% | -9.75% | -15.99% | 19.95% | 24.89% | 21.21% |
PGR | 13.03% | -2.68% | 7.85% | 26.26% | 29.43% | 28.97% |
PANW | -7.84% | -8.02% | -10.52% | 20.77% | 40.27% | 20.66% |
ISRG | -7.51% | -1.98% | -7.37% | 31.77% | 23.97% | 23.91% |
SAIA | -26.59% | -7.81% | -23.39% | -35.35% | 36.69% | 22.83% |
AAON AAON, Inc. | -29.84% | 3.53% | -24.45% | -3.08% | 23.31% | 18.25% |
FCNCA First Citizens BancShares, Inc. | -18.68% | -7.27% | -18.69% | 9.92% | 39.78% | 21.75% |
TMUS | 19.11% | 2.42% | 18.21% | 63.70% | 25.33% | 22.88% |
VEEV | 2.71% | -8.79% | -2.43% | 8.86% | 4.16% | 23.01% |
HEI | 2.99% | -6.41% | -6.15% | 24.29% | 26.73% | 23.62% |
MUSA | 1.86% | 15.74% | 6.45% | 22.85% | 36.58% | 22.53% |
MRVL | -53.11% | -26.47% | -35.15% | -16.51% | 15.96% | 14.72% |
APO Apollo Global Management, Inc. | -23.02% | -11.60% | -12.07% | 19.44% | 32.64% | 25.16% |
LPLA | -6.18% | -6.67% | 18.56% | 17.07% | 44.34% | 24.11% |
MSI | -8.69% | -0.42% | -10.98% | 25.16% | 25.56% | 23.43% |
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% | 38.08% | 18.85% |
BX The Blackstone Group Inc. | -23.73% | -12.07% | -23.31% | 13.05% | 27.95% | 18.03% |
XPO | -26.24% | -10.93% | -14.31% | -15.50% | 37.21% | 20.44% |
*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 | -0.74% | -4.74% | -9.49% | -2.41% | -16.48% | ||||||||
| 2024 | 7.16% | 15.35% | 6.02% | -5.53% | 11.97% | 7.66% | -0.18% | 3.86% | 3.85% | 5.93% | 14.00% | -4.65% | 85.02% |
| 2023 | 12.59% | 4.60% | 7.24% | -1.04% | 10.09% | 8.60% | 5.47% | 2.20% | -6.34% | -2.68% | 11.80% | 6.60% | 74.95% |
| 2022 | -12.25% | -0.70% | 4.42% | -16.92% | 0.43% | -8.55% | 16.22% | -5.19% | -9.22% | 10.88% | 7.74% | -9.69% | -25.08% |
| 2021 | 0.58% | 5.06% | 0.85% | 6.71% | 0.04% | 9.00% | 2.77% | 5.98% | -4.68% | 14.10% | 3.78% | -1.54% | 50.09% |
| 2020 | 4.31% | -5.26% | -9.98% | 14.70% | 10.65% | 5.32% | 7.62% | 10.20% | -2.93% | -1.96% | 14.64% | 6.58% | 63.98% |
| 2019 | 12.33% | 8.85% | 4.41% | 7.35% | -7.44% | 7.71% | 1.74% | -2.13% | -2.41% | 3.27% | 8.47% | 1.52% | 50.99% |
| 2018 | 10.59% | 0.77% | -1.10% | 0.53% | 8.52% | 0.69% | 2.26% | 10.72% | 0.38% | -11.94% | -2.70% | -9.08% | 7.20% |
| 2017 | 5.41% | 2.68% | 2.28% | 2.95% | 5.45% | 0.93% | 3.15% | 1.98% | 2.65% | 6.71% | 2.94% | 0.87% | 45.14% |
| 2016 | -8.88% | 2.53% | 7.95% | -0.82% | 4.81% | -1.04% | 7.77% | 3.17% | 2.71% | -0.91% | 7.58% | 1.39% | 28.06% |
| 2015 | -0.29% | 7.38% | -0.04% | 1.26% | 4.14% | 0.67% | 3.42% | -6.53% | -1.91% | 4.59% | 2.95% | -2.47% | 13.14% |
| 2014 | 6.80% | 3.65% | 0.20% | 10.92% |
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 81, что ставит его в топ 19% 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: 0.64
^GSPC: 0.24
Portfolio: 1.07
^GSPC: 0.47
Portfolio: 1.14
^GSPC: 1.07
Portfolio: 0.77
^GSPC: 0.24
Portfolio: 2.61
^GSPC: 1.08
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
NVDA | 0.27 | 0.79 | 1.10 | 0.44 | 1.21 |
FICO Fair Isaac Corporation | 1.93 | 2.47 | 1.33 | 2.21 | 5.12 |
TSLA | 0.73 | 1.55 | 1.18 | 0.82 | 2.47 |
TPL | 2.24 | 2.76 | 1.41 | 3.35 | 7.98 |
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 |
FIX Comfort Systems USA, Inc. | 0.26 | 0.72 | 1.11 | 0.33 | 0.85 |
MSTR | 1.48 | 2.34 | 1.27 | 3.07 | 6.51 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
HUBS | -0.36 | -0.25 | 0.97 | -0.31 | -0.85 |
NFLX | 1.71 | 2.34 | 1.32 | 2.82 | 9.42 |
FTNT Fortinet, Inc. | 1.17 | 2.14 | 1.30 | 1.58 | 6.25 |
CDNS Cadence Design Systems, Inc. | -0.33 | -0.22 | 0.97 | -0.46 | -0.94 |
NOW | 0.09 | 0.41 | 1.06 | 0.10 | 0.29 |
AMZN Amazon.com, Inc. | -0.18 | -0.02 | 1.00 | -0.20 | -0.58 |
COKE Coca-Cola Consolidated, Inc. | 2.14 | 2.99 | 1.40 | 4.43 | 12.85 |
DECK Deckers Outdoor Corporation | -0.45 | -0.36 | 0.95 | -0.40 | -1.01 |
CPRT Copart, Inc. | 0.40 | 0.80 | 1.10 | 0.54 | 1.22 |
MSCI | 0.27 | 0.53 | 1.08 | 0.24 | 1.18 |
PWR | 0.19 | 0.52 | 1.08 | 0.22 | 0.59 |
UI | 3.65 | 3.78 | 1.53 | 2.51 | 15.03 |
EME EMCOR Group, Inc. | 0.24 | 0.57 | 1.09 | 0.28 | 0.74 |
ARES Ares Management Corporation | 0.27 | 0.62 | 1.09 | 0.27 | 0.97 |
MSFT | -0.43 | -0.46 | 0.94 | -0.45 | -1.04 |
AAPL Apple Inc | 0.52 | 0.95 | 1.14 | 0.50 | 2.03 |
PGR | 1.24 | 1.72 | 1.24 | 2.44 | 6.38 |
PANW | 0.61 | 1.09 | 1.13 | 0.82 | 2.67 |
ISRG | 0.82 | 1.43 | 1.20 | 1.06 | 3.81 |
SAIA | -0.69 | -0.77 | 0.90 | -0.84 | -1.75 |
AAON AAON, Inc. | -0.11 | 0.21 | 1.03 | -0.12 | -0.30 |
FCNCA First Citizens BancShares, Inc. | 0.31 | 0.76 | 1.11 | 0.37 | 1.08 |
TMUS | 2.86 | 3.40 | 1.53 | 4.59 | 14.28 |
VEEV | 0.24 | 0.60 | 1.08 | 0.16 | 0.86 |
HEI | 0.83 | 1.36 | 1.18 | 1.11 | 2.91 |
MUSA | 0.88 | 1.39 | 1.16 | 1.05 | 2.56 |
MRVL | -0.34 | -0.05 | 0.99 | -0.40 | -1.17 |
APO Apollo Global Management, Inc. | 0.45 | 0.89 | 1.13 | 0.49 | 1.68 |
LPLA | 0.47 | 0.89 | 1.13 | 0.55 | 1.31 |
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 |
BX The Blackstone Group Inc. | 0.27 | 0.63 | 1.08 | 0.25 | 0.76 |
XPO | -0.45 | -0.38 | 0.95 | -0.50 | -1.32 |
R U.S. Large Cap Stocks 10Y 700 >200 SMA
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность R U.S. Large Cap Stocks 10Y 700 >200 SMA за предыдущие двенадцать месяцев составила 0.50%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.50% | 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 | 0.04% | 0.03% | 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 | 1.20% | 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. | 0.39% | 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. | 1.31% | 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. | 0.42% | 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 | 1.21% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
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% |
UI | 0.81% | 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. | 0.26% | 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 | 2.77% | 2.10% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% |
MSFT | 0.86% | 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 | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
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. | 0.41% | 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. | 0.42% | 0.33% | 0.27% | 0.28% | 0.23% | 0.29% | 0.30% | 0.38% | 0.31% | 0.34% | 0.46% | 0.47% |
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% |
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 | 0.09% | 0.09% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% | 1.02% |
MUSA | 0.36% | 0.36% | 0.43% | 0.45% | 0.52% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRVL | 0.46% | 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. | 1.46% | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% |
LPLA | 0.39% | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% |
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% |
BX The Blackstone Group Inc. | 3.03% | 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.
R U.S. Large Cap Stocks 10Y 700 >200 SMA
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
R U.S. Large Cap Stocks 10Y 700 >200 SMA показал максимальную просадку в 36.21%, зарегистрированную 16 июн. 2022 г.. Полное восстановление заняло 238 торговых сессий.
Текущая просадка R U.S. Large Cap Stocks 10Y 700 >200 SMA составляет 19.41%.
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 |
|---|---|---|---|---|---|---|
| -36.21% | 22 нояб. 2021 г. | 143 | 16 июн. 2022 г. | 238 | 30 мая 2023 г. | 381 |
| -33.43% | 20 февр. 2020 г. | 20 | 18 мар. 2020 г. | 51 | 1 июн. 2020 г. | 71 |
| -29.7% | 24 янв. 2025 г. | 50 | 4 апр. 2025 г. | — | — | — |
| -28.8% | 17 сент. 2018 г. | 69 | 24 дек. 2018 г. | 66 | 1 апр. 2019 г. | 135 |
| -19.78% | 20 июл. 2015 г. | 141 | 8 февр. 2016 г. | 77 | 27 мая 2016 г. | 218 |
Волатильность
График волатильности
Текущая волатильность R U.S. Large Cap Stocks 10Y 700 >200 SMA составляет 19.19%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
R U.S. Large Cap Stocks 10Y 700 >200 SMA
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| TPL | COKE | MUSA | PGR | TMUS | TSLA | COST | FCNCA | DECK | AXON | NFLX | MSTR | LPLA | UI | HEI | ARES | SAIA | AAON | FIX | PANW | MSI | HUBS | XPO | VEEV | PWR | EME | AAPL | APO | AMZN | ANET | MRVL | FICO | FTNT | BX | MSCI | AVGO | NVDA | ISRG | NOW | KKR | CPRT | MSFT | CDNS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TPL | 1.00 | 0.14 | 0.19 | 0.18 | 0.15 | 0.16 | 0.14 | 0.31 | 0.21 | 0.22 | 0.15 | 0.21 | 0.29 | 0.23 | 0.27 | 0.25 | 0.24 | 0.21 | 0.28 | 0.16 | 0.21 | 0.18 | 0.26 | 0.18 | 0.32 | 0.31 | 0.21 | 0.30 | 0.17 | 0.21 | 0.24 | 0.21 | 0.19 | 0.28 | 0.19 | 0.22 | 0.21 | 0.21 | 0.18 | 0.32 | 0.21 | 0.18 | 0.22 |
| COKE | 0.14 | 1.00 | 0.23 | 0.25 | 0.23 | 0.19 | 0.29 | 0.28 | 0.20 | 0.18 | 0.15 | 0.21 | 0.21 | 0.24 | 0.26 | 0.19 | 0.20 | 0.30 | 0.29 | 0.18 | 0.28 | 0.17 | 0.21 | 0.18 | 0.24 | 0.31 | 0.23 | 0.20 | 0.21 | 0.20 | 0.19 | 0.25 | 0.20 | 0.22 | 0.23 | 0.22 | 0.19 | 0.24 | 0.21 | 0.22 | 0.28 | 0.23 | 0.24 |
| MUSA | 0.19 | 0.23 | 1.00 | 0.27 | 0.22 | 0.14 | 0.30 | 0.24 | 0.28 | 0.20 | 0.19 | 0.18 | 0.24 | 0.23 | 0.24 | 0.19 | 0.22 | 0.28 | 0.31 | 0.20 | 0.28 | 0.16 | 0.26 | 0.19 | 0.29 | 0.33 | 0.21 | 0.22 | 0.19 | 0.22 | 0.20 | 0.27 | 0.21 | 0.24 | 0.23 | 0.24 | 0.21 | 0.22 | 0.17 | 0.24 | 0.28 | 0.24 | 0.24 |
| PGR | 0.18 | 0.25 | 0.27 | 1.00 | 0.30 | 0.11 | 0.32 | 0.33 | 0.23 | 0.18 | 0.18 | 0.18 | 0.33 | 0.18 | 0.34 | 0.22 | 0.25 | 0.27 | 0.28 | 0.20 | 0.38 | 0.18 | 0.25 | 0.22 | 0.31 | 0.31 | 0.26 | 0.26 | 0.20 | 0.23 | 0.18 | 0.30 | 0.25 | 0.27 | 0.34 | 0.23 | 0.19 | 0.30 | 0.23 | 0.28 | 0.32 | 0.30 | 0.25 |
| TMUS | 0.15 | 0.23 | 0.22 | 0.30 | 1.00 | 0.21 | 0.32 | 0.25 | 0.21 | 0.23 | 0.28 | 0.25 | 0.24 | 0.24 | 0.26 | 0.24 | 0.22 | 0.23 | 0.23 | 0.28 | 0.36 | 0.27 | 0.26 | 0.30 | 0.27 | 0.28 | 0.32 | 0.29 | 0.34 | 0.28 | 0.27 | 0.33 | 0.33 | 0.30 | 0.35 | 0.30 | 0.31 | 0.33 | 0.35 | 0.31 | 0.35 | 0.37 | 0.34 |
| TSLA | 0.16 | 0.19 | 0.14 | 0.11 | 0.21 | 1.00 | 0.28 | 0.22 | 0.28 | 0.31 | 0.39 | 0.37 | 0.26 | 0.29 | 0.24 | 0.28 | 0.26 | 0.23 | 0.24 | 0.39 | 0.25 | 0.36 | 0.29 | 0.33 | 0.27 | 0.22 | 0.41 | 0.32 | 0.42 | 0.35 | 0.37 | 0.29 | 0.37 | 0.33 | 0.34 | 0.40 | 0.42 | 0.36 | 0.37 | 0.33 | 0.33 | 0.40 | 0.40 |
| COST | 0.14 | 0.29 | 0.30 | 0.32 | 0.32 | 0.28 | 1.00 | 0.23 | 0.32 | 0.26 | 0.33 | 0.28 | 0.22 | 0.28 | 0.29 | 0.27 | 0.31 | 0.31 | 0.31 | 0.31 | 0.40 | 0.27 | 0.31 | 0.31 | 0.31 | 0.32 | 0.44 | 0.29 | 0.41 | 0.33 | 0.34 | 0.39 | 0.36 | 0.35 | 0.42 | 0.37 | 0.37 | 0.43 | 0.34 | 0.34 | 0.42 | 0.47 | 0.43 |
| FCNCA | 0.31 | 0.28 | 0.24 | 0.33 | 0.25 | 0.22 | 0.23 | 1.00 | 0.35 | 0.31 | 0.24 | 0.33 | 0.52 | 0.31 | 0.39 | 0.36 | 0.40 | 0.41 | 0.47 | 0.26 | 0.35 | 0.26 | 0.43 | 0.25 | 0.46 | 0.51 | 0.29 | 0.40 | 0.27 | 0.28 | 0.31 | 0.35 | 0.28 | 0.41 | 0.33 | 0.31 | 0.28 | 0.30 | 0.27 | 0.44 | 0.38 | 0.30 | 0.30 |
| DECK | 0.21 | 0.20 | 0.28 | 0.23 | 0.21 | 0.28 | 0.32 | 0.35 | 1.00 | 0.34 | 0.26 | 0.34 | 0.35 | 0.30 | 0.33 | 0.32 | 0.37 | 0.38 | 0.40 | 0.32 | 0.32 | 0.35 | 0.40 | 0.31 | 0.42 | 0.42 | 0.30 | 0.36 | 0.34 | 0.34 | 0.36 | 0.36 | 0.34 | 0.37 | 0.34 | 0.35 | 0.33 | 0.33 | 0.34 | 0.40 | 0.44 | 0.34 | 0.39 |
| AXON | 0.22 | 0.18 | 0.20 | 0.18 | 0.23 | 0.31 | 0.26 | 0.31 | 0.34 | 1.00 | 0.33 | 0.33 | 0.31 | 0.37 | 0.35 | 0.31 | 0.31 | 0.32 | 0.31 | 0.37 | 0.32 | 0.41 | 0.36 | 0.42 | 0.34 | 0.34 | 0.32 | 0.35 | 0.36 | 0.37 | 0.40 | 0.40 | 0.41 | 0.38 | 0.36 | 0.38 | 0.40 | 0.37 | 0.41 | 0.40 | 0.41 | 0.37 | 0.40 |
| NFLX | 0.15 | 0.15 | 0.19 | 0.18 | 0.28 | 0.39 | 0.33 | 0.24 | 0.26 | 0.33 | 1.00 | 0.33 | 0.24 | 0.32 | 0.26 | 0.30 | 0.26 | 0.26 | 0.26 | 0.39 | 0.31 | 0.41 | 0.28 | 0.42 | 0.27 | 0.27 | 0.44 | 0.33 | 0.54 | 0.38 | 0.39 | 0.40 | 0.44 | 0.34 | 0.40 | 0.40 | 0.47 | 0.41 | 0.50 | 0.37 | 0.38 | 0.50 | 0.47 |
| MSTR | 0.21 | 0.21 | 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 | 0.35 | 0.30 | 0.40 | 0.33 | 0.38 | 0.35 | 0.35 | 0.35 | 0.35 | 0.38 | 0.36 | 0.40 | 0.38 | 0.39 | 0.39 | 0.36 | 0.36 | 0.40 | 0.37 | 0.41 | 0.39 | 0.39 | 0.40 | 0.40 |
| LPLA | 0.29 | 0.21 | 0.24 | 0.33 | 0.24 | 0.26 | 0.22 | 0.52 | 0.35 | 0.31 | 0.24 | 0.33 | 1.00 | 0.30 | 0.39 | 0.36 | 0.39 | 0.37 | 0.42 | 0.30 | 0.35 | 0.29 | 0.43 | 0.26 | 0.46 | 0.47 | 0.30 | 0.45 | 0.26 | 0.34 | 0.35 | 0.33 | 0.32 | 0.41 | 0.37 | 0.34 | 0.32 | 0.32 | 0.30 | 0.48 | 0.38 | 0.33 | 0.32 |
| UI | 0.23 | 0.24 | 0.23 | 0.18 | 0.24 | 0.29 | 0.28 | 0.31 | 0.30 | 0.37 | 0.32 | 0.33 | 0.30 | 1.00 | 0.32 | 0.31 | 0.31 | 0.34 | 0.34 | 0.36 | 0.40 | 0.35 | 0.34 | 0.39 | 0.35 | 0.34 | 0.38 | 0.34 | 0.35 | 0.43 | 0.41 | 0.37 | 0.42 | 0.38 | 0.39 | 0.41 | 0.38 | 0.39 | 0.41 | 0.38 | 0.35 | 0.39 | 0.43 |
| HEI | 0.27 | 0.26 | 0.24 | 0.34 | 0.26 | 0.24 | 0.29 | 0.39 | 0.33 | 0.35 | 0.26 | 0.31 | 0.39 | 0.32 | 1.00 | 0.31 | 0.35 | 0.41 | 0.41 | 0.31 | 0.42 | 0.33 | 0.38 | 0.33 | 0.44 | 0.47 | 0.32 | 0.38 | 0.30 | 0.34 | 0.34 | 0.43 | 0.32 | 0.36 | 0.38 | 0.32 | 0.32 | 0.37 | 0.34 | 0.38 | 0.44 | 0.36 | 0.38 |
| ARES | 0.25 | 0.19 | 0.19 | 0.22 | 0.24 | 0.28 | 0.27 | 0.36 | 0.32 | 0.31 | 0.30 | 0.31 | 0.36 | 0.31 | 0.31 | 1.00 | 0.37 | 0.33 | 0.37 | 0.33 | 0.34 | 0.33 | 0.39 | 0.33 | 0.39 | 0.37 | 0.33 | 0.50 | 0.36 | 0.38 | 0.37 | 0.34 | 0.35 | 0.52 | 0.38 | 0.36 | 0.37 | 0.37 | 0.38 | 0.54 | 0.37 | 0.39 | 0.39 |
| SAIA | 0.24 | 0.20 | 0.22 | 0.25 | 0.22 | 0.26 | 0.31 | 0.40 | 0.37 | 0.31 | 0.26 | 0.33 | 0.39 | 0.31 | 0.35 | 0.37 | 1.00 | 0.40 | 0.43 | 0.30 | 0.32 | 0.32 | 0.62 | 0.31 | 0.43 | 0.45 | 0.31 | 0.41 | 0.29 | 0.35 | 0.36 | 0.34 | 0.34 | 0.44 | 0.34 | 0.36 | 0.34 | 0.34 | 0.33 | 0.46 | 0.43 | 0.33 | 0.39 |
| AAON | 0.21 | 0.30 | 0.28 | 0.27 | 0.23 | 0.23 | 0.31 | 0.41 | 0.38 | 0.32 | 0.26 | 0.35 | 0.37 | 0.34 | 0.41 | 0.33 | 0.40 | 1.00 | 0.52 | 0.29 | 0.35 | 0.30 | 0.39 | 0.31 | 0.48 | 0.56 | 0.32 | 0.37 | 0.30 | 0.33 | 0.33 | 0.39 | 0.32 | 0.39 | 0.34 | 0.36 | 0.33 | 0.35 | 0.32 | 0.40 | 0.42 | 0.34 | 0.38 |
| FIX | 0.28 | 0.29 | 0.31 | 0.28 | 0.23 | 0.24 | 0.31 | 0.47 | 0.40 | 0.31 | 0.26 | 0.37 | 0.42 | 0.34 | 0.41 | 0.37 | 0.43 | 0.52 | 1.00 | 0.30 | 0.37 | 0.29 | 0.43 | 0.27 | 0.58 | 0.68 | 0.30 | 0.41 | 0.29 | 0.38 | 0.36 | 0.38 | 0.33 | 0.42 | 0.31 | 0.38 | 0.34 | 0.36 | 0.30 | 0.42 | 0.43 | 0.34 | 0.37 |
| PANW | 0.16 | 0.18 | 0.20 | 0.20 | 0.28 | 0.39 | 0.31 | 0.26 | 0.32 | 0.37 | 0.39 | 0.35 | 0.30 | 0.36 | 0.31 | 0.33 | 0.30 | 0.29 | 0.30 | 1.00 | 0.36 | 0.50 | 0.33 | 0.47 | 0.30 | 0.29 | 0.42 | 0.37 | 0.45 | 0.49 | 0.41 | 0.44 | 0.62 | 0.38 | 0.42 | 0.44 | 0.46 | 0.45 | 0.58 | 0.38 | 0.43 | 0.46 | 0.51 |
| MSI | 0.21 | 0.28 | 0.28 | 0.38 | 0.36 | 0.25 | 0.40 | 0.35 | 0.32 | 0.32 | 0.31 | 0.30 | 0.35 | 0.40 | 0.42 | 0.34 | 0.32 | 0.35 | 0.37 | 0.36 | 1.00 | 0.36 | 0.36 | 0.37 | 0.40 | 0.40 | 0.40 | 0.38 | 0.37 | 0.43 | 0.37 | 0.43 | 0.42 | 0.41 | 0.48 | 0.41 | 0.36 | 0.45 | 0.40 | 0.40 | 0.46 | 0.46 | 0.45 |
| HUBS | 0.18 | 0.17 | 0.16 | 0.18 | 0.27 | 0.36 | 0.27 | 0.26 | 0.35 | 0.41 | 0.41 | 0.40 | 0.29 | 0.35 | 0.33 | 0.33 | 0.32 | 0.30 | 0.29 | 0.50 | 0.36 | 1.00 | 0.34 | 0.54 | 0.31 | 0.30 | 0.38 | 0.37 | 0.49 | 0.45 | 0.40 | 0.48 | 0.52 | 0.40 | 0.47 | 0.39 | 0.46 | 0.46 | 0.62 | 0.40 | 0.46 | 0.48 | 0.53 |
| XPO | 0.26 | 0.21 | 0.26 | 0.25 | 0.26 | 0.29 | 0.31 | 0.43 | 0.40 | 0.36 | 0.28 | 0.33 | 0.43 | 0.34 | 0.38 | 0.39 | 0.62 | 0.39 | 0.43 | 0.33 | 0.36 | 0.34 | 1.00 | 0.36 | 0.46 | 0.47 | 0.36 | 0.46 | 0.35 | 0.39 | 0.42 | 0.40 | 0.36 | 0.47 | 0.40 | 0.43 | 0.41 | 0.40 | 0.37 | 0.50 | 0.46 | 0.39 | 0.41 |
| VEEV | 0.18 | 0.18 | 0.19 | 0.22 | 0.30 | 0.33 | 0.31 | 0.25 | 0.31 | 0.42 | 0.42 | 0.38 | 0.26 | 0.39 | 0.33 | 0.33 | 0.31 | 0.31 | 0.27 | 0.47 | 0.37 | 0.54 | 0.36 | 1.00 | 0.30 | 0.29 | 0.44 | 0.36 | 0.47 | 0.45 | 0.45 | 0.48 | 0.52 | 0.40 | 0.51 | 0.41 | 0.47 | 0.50 | 0.58 | 0.41 | 0.47 | 0.48 | 0.54 |
| PWR | 0.32 | 0.24 | 0.29 | 0.31 | 0.27 | 0.27 | 0.31 | 0.46 | 0.42 | 0.34 | 0.27 | 0.35 | 0.46 | 0.35 | 0.44 | 0.39 | 0.43 | 0.48 | 0.58 | 0.30 | 0.40 | 0.31 | 0.46 | 0.30 | 1.00 | 0.63 | 0.35 | 0.44 | 0.29 | 0.38 | 0.41 | 0.38 | 0.34 | 0.45 | 0.36 | 0.42 | 0.37 | 0.39 | 0.33 | 0.48 | 0.47 | 0.37 | 0.41 |
| EME | 0.31 | 0.31 | 0.33 | 0.31 | 0.28 | 0.22 | 0.32 | 0.51 | 0.42 | 0.34 | 0.27 | 0.35 | 0.47 | 0.34 | 0.47 | 0.37 | 0.45 | 0.56 | 0.68 | 0.29 | 0.40 | 0.30 | 0.47 | 0.29 | 0.63 | 1.00 | 0.30 | 0.43 | 0.31 | 0.38 | 0.39 | 0.41 | 0.33 | 0.43 | 0.35 | 0.40 | 0.35 | 0.38 | 0.32 | 0.46 | 0.45 | 0.36 | 0.40 |
| AAPL | 0.21 | 0.23 | 0.21 | 0.26 | 0.32 | 0.41 | 0.44 | 0.29 | 0.30 | 0.32 | 0.44 | 0.35 | 0.30 | 0.38 | 0.32 | 0.33 | 0.31 | 0.32 | 0.30 | 0.42 | 0.40 | 0.38 | 0.36 | 0.44 | 0.35 | 0.30 | 1.00 | 0.39 | 0.56 | 0.44 | 0.47 | 0.43 | 0.46 | 0.41 | 0.49 | 0.55 | 0.52 | 0.50 | 0.48 | 0.42 | 0.46 | 0.63 | 0.53 |
| APO | 0.30 | 0.20 | 0.22 | 0.26 | 0.29 | 0.32 | 0.29 | 0.40 | 0.36 | 0.35 | 0.33 | 0.35 | 0.45 | 0.34 | 0.38 | 0.50 | 0.41 | 0.37 | 0.41 | 0.37 | 0.38 | 0.37 | 0.46 | 0.36 | 0.44 | 0.43 | 0.39 | 1.00 | 0.40 | 0.40 | 0.43 | 0.41 | 0.38 | 0.63 | 0.43 | 0.42 | 0.42 | 0.42 | 0.42 | 0.68 | 0.43 | 0.43 | 0.42 |
| AMZN | 0.17 | 0.21 | 0.19 | 0.20 | 0.34 | 0.42 | 0.41 | 0.27 | 0.34 | 0.36 | 0.54 | 0.38 | 0.26 | 0.35 | 0.30 | 0.36 | 0.29 | 0.30 | 0.29 | 0.45 | 0.37 | 0.49 | 0.35 | 0.47 | 0.29 | 0.31 | 0.56 | 0.40 | 1.00 | 0.47 | 0.46 | 0.46 | 0.48 | 0.41 | 0.47 | 0.48 | 0.54 | 0.51 | 0.57 | 0.42 | 0.45 | 0.66 | 0.56 |
| ANET | 0.21 | 0.20 | 0.22 | 0.23 | 0.28 | 0.35 | 0.33 | 0.28 | 0.34 | 0.37 | 0.38 | 0.36 | 0.34 | 0.43 | 0.34 | 0.38 | 0.35 | 0.33 | 0.38 | 0.49 | 0.43 | 0.45 | 0.39 | 0.45 | 0.38 | 0.38 | 0.44 | 0.40 | 0.47 | 1.00 | 0.49 | 0.44 | 0.51 | 0.39 | 0.43 | 0.52 | 0.52 | 0.46 | 0.53 | 0.43 | 0.44 | 0.52 | 0.55 |
| MRVL | 0.24 | 0.19 | 0.20 | 0.18 | 0.27 | 0.37 | 0.34 | 0.31 | 0.36 | 0.40 | 0.39 | 0.40 | 0.35 | 0.41 | 0.34 | 0.37 | 0.36 | 0.33 | 0.36 | 0.41 | 0.37 | 0.40 | 0.42 | 0.45 | 0.41 | 0.39 | 0.47 | 0.43 | 0.46 | 0.49 | 1.00 | 0.42 | 0.47 | 0.45 | 0.41 | 0.61 | 0.64 | 0.46 | 0.47 | 0.47 | 0.44 | 0.51 | 0.55 |
| FICO | 0.21 | 0.25 | 0.27 | 0.30 | 0.33 | 0.29 | 0.39 | 0.35 | 0.36 | 0.40 | 0.40 | 0.38 | 0.33 | 0.37 | 0.43 | 0.34 | 0.34 | 0.39 | 0.38 | 0.44 | 0.43 | 0.48 | 0.40 | 0.48 | 0.38 | 0.41 | 0.43 | 0.41 | 0.46 | 0.44 | 0.42 | 1.00 | 0.48 | 0.42 | 0.52 | 0.43 | 0.46 | 0.50 | 0.55 | 0.44 | 0.52 | 0.53 | 0.56 |
| FTNT | 0.19 | 0.20 | 0.21 | 0.25 | 0.33 | 0.37 | 0.36 | 0.28 | 0.34 | 0.41 | 0.44 | 0.39 | 0.32 | 0.42 | 0.32 | 0.35 | 0.34 | 0.32 | 0.33 | 0.62 | 0.42 | 0.52 | 0.36 | 0.52 | 0.34 | 0.33 | 0.46 | 0.38 | 0.48 | 0.51 | 0.47 | 0.48 | 1.00 | 0.41 | 0.52 | 0.48 | 0.51 | 0.50 | 0.61 | 0.41 | 0.48 | 0.55 | 0.57 |
| BX | 0.28 | 0.22 | 0.24 | 0.27 | 0.30 | 0.33 | 0.35 | 0.41 | 0.37 | 0.38 | 0.34 | 0.39 | 0.41 | 0.38 | 0.36 | 0.52 | 0.44 | 0.39 | 0.42 | 0.38 | 0.41 | 0.40 | 0.47 | 0.40 | 0.45 | 0.43 | 0.41 | 0.63 | 0.41 | 0.39 | 0.45 | 0.42 | 0.41 | 1.00 | 0.49 | 0.43 | 0.42 | 0.43 | 0.44 | 0.72 | 0.47 | 0.46 | 0.46 |
| MSCI | 0.19 | 0.23 | 0.23 | 0.34 | 0.35 | 0.34 | 0.42 | 0.33 | 0.34 | 0.36 | 0.40 | 0.36 | 0.37 | 0.39 | 0.38 | 0.38 | 0.34 | 0.34 | 0.31 | 0.42 | 0.48 | 0.47 | 0.40 | 0.51 | 0.36 | 0.35 | 0.49 | 0.43 | 0.47 | 0.43 | 0.41 | 0.52 | 0.52 | 0.49 | 1.00 | 0.45 | 0.46 | 0.52 | 0.54 | 0.47 | 0.52 | 0.56 | 0.56 |
| AVGO | 0.22 | 0.22 | 0.24 | 0.23 | 0.30 | 0.40 | 0.37 | 0.31 | 0.35 | 0.38 | 0.40 | 0.36 | 0.34 | 0.41 | 0.32 | 0.36 | 0.36 | 0.36 | 0.38 | 0.44 | 0.41 | 0.39 | 0.43 | 0.41 | 0.42 | 0.40 | 0.55 | 0.42 | 0.48 | 0.52 | 0.61 | 0.43 | 0.48 | 0.43 | 0.45 | 1.00 | 0.62 | 0.49 | 0.48 | 0.46 | 0.45 | 0.55 | 0.58 |
| NVDA | 0.21 | 0.19 | 0.21 | 0.19 | 0.31 | 0.42 | 0.37 | 0.28 | 0.33 | 0.40 | 0.47 | 0.40 | 0.32 | 0.38 | 0.32 | 0.37 | 0.34 | 0.33 | 0.34 | 0.46 | 0.36 | 0.46 | 0.41 | 0.47 | 0.37 | 0.35 | 0.52 | 0.42 | 0.54 | 0.52 | 0.64 | 0.46 | 0.51 | 0.42 | 0.46 | 0.62 | 1.00 | 0.50 | 0.55 | 0.45 | 0.44 | 0.60 | 0.61 |
| ISRG | 0.21 | 0.24 | 0.22 | 0.30 | 0.33 | 0.36 | 0.43 | 0.30 | 0.33 | 0.37 | 0.41 | 0.37 | 0.32 | 0.39 | 0.37 | 0.37 | 0.34 | 0.35 | 0.36 | 0.45 | 0.45 | 0.46 | 0.40 | 0.50 | 0.39 | 0.38 | 0.50 | 0.42 | 0.51 | 0.46 | 0.46 | 0.50 | 0.50 | 0.43 | 0.52 | 0.49 | 0.50 | 1.00 | 0.53 | 0.46 | 0.50 | 0.59 | 0.58 |
| NOW | 0.18 | 0.21 | 0.17 | 0.23 | 0.35 | 0.37 | 0.34 | 0.27 | 0.34 | 0.41 | 0.50 | 0.41 | 0.30 | 0.41 | 0.34 | 0.38 | 0.33 | 0.32 | 0.30 | 0.58 | 0.40 | 0.62 | 0.37 | 0.58 | 0.33 | 0.32 | 0.48 | 0.42 | 0.57 | 0.53 | 0.47 | 0.55 | 0.61 | 0.44 | 0.54 | 0.48 | 0.55 | 0.53 | 1.00 | 0.46 | 0.49 | 0.61 | 0.63 |
| KKR | 0.32 | 0.22 | 0.24 | 0.28 | 0.31 | 0.33 | 0.34 | 0.44 | 0.40 | 0.40 | 0.37 | 0.39 | 0.48 | 0.38 | 0.38 | 0.54 | 0.46 | 0.40 | 0.42 | 0.38 | 0.40 | 0.40 | 0.50 | 0.41 | 0.48 | 0.46 | 0.42 | 0.68 | 0.42 | 0.43 | 0.47 | 0.44 | 0.41 | 0.72 | 0.47 | 0.46 | 0.45 | 0.46 | 0.46 | 1.00 | 0.47 | 0.47 | 0.48 |
| CPRT | 0.21 | 0.28 | 0.28 | 0.32 | 0.35 | 0.33 | 0.42 | 0.38 | 0.44 | 0.41 | 0.38 | 0.39 | 0.38 | 0.35 | 0.44 | 0.37 | 0.43 | 0.42 | 0.43 | 0.43 | 0.46 | 0.46 | 0.46 | 0.47 | 0.47 | 0.45 | 0.46 | 0.43 | 0.45 | 0.44 | 0.44 | 0.52 | 0.48 | 0.47 | 0.52 | 0.45 | 0.44 | 0.50 | 0.49 | 0.47 | 1.00 | 0.50 | 0.56 |
| MSFT | 0.18 | 0.23 | 0.24 | 0.30 | 0.37 | 0.40 | 0.47 | 0.30 | 0.34 | 0.37 | 0.50 | 0.40 | 0.33 | 0.39 | 0.36 | 0.39 | 0.33 | 0.34 | 0.34 | 0.46 | 0.46 | 0.48 | 0.39 | 0.48 | 0.37 | 0.36 | 0.63 | 0.43 | 0.66 | 0.52 | 0.51 | 0.53 | 0.55 | 0.46 | 0.56 | 0.55 | 0.60 | 0.59 | 0.61 | 0.47 | 0.50 | 1.00 | 0.65 |
| CDNS | 0.22 | 0.24 | 0.24 | 0.25 | 0.34 | 0.40 | 0.43 | 0.30 | 0.39 | 0.40 | 0.47 | 0.40 | 0.32 | 0.43 | 0.38 | 0.39 | 0.39 | 0.38 | 0.37 | 0.51 | 0.45 | 0.53 | 0.41 | 0.54 | 0.41 | 0.40 | 0.53 | 0.42 | 0.56 | 0.55 | 0.55 | 0.56 | 0.57 | 0.46 | 0.56 | 0.58 | 0.61 | 0.58 | 0.63 | 0.48 | 0.56 | 0.65 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 10 окт. 2014 г.