JVV Current IRA since 19 Aug 2024
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
JVV Current IRA since 19 Aug 2024
Последнее обновление 20 февр. 2025 г.
This is JVV's current IRA after 5 August selloff. Still a work in progress. First round of optimization done August 19-21, 2024. Updated 29 August 24- that day traded some XLK for NVDA and NTAP which went down. Then on August 30 sold SBSW and increase positions in NTAP and NVDA. Current on 6 February 2025, bringing it close to S1.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
ADM Archer-Daniels-Midland Company | Consumer Defensive | 1.61% |
AJG Arthur J. Gallagher & Co. | Financial Services | 3.14% |
BAESY BAE Systems PLC | Industrials | 0.70% |
BRO Brown & Brown, Inc. | Financial Services | 3.04% |
CBOE Cboe Global Markets, Inc. | Financial Services | 3.02% |
CNI Canadian National Railway Company | Industrials | 0.68% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.44% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 1.94% |
EME EMCOR Group, Inc. | Industrials | 3.34% |
FANG Diamondback Energy, Inc. | Energy | 3.06% |
GIS General Mills, Inc. | Consumer Defensive | 2.90% |
GLD SPDR Gold Trust | Precious Metals, Gold | 2.25% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 1.95% |
ITOCY Itochu Corp ADR | Industrials | 2.73% |
LLY Eli Lilly and Company | Healthcare | 2.29% |
LMT Lockheed Martin Corporation | Industrials | 4.11% |
LNG Cheniere Energy, Inc. | Energy | 2.73% |
MCK McKesson Corporation | Healthcare | 1.94% |
MSFT Microsoft Corporation | Technology | 0.55% |
NVDA | 1.85% | |
NVO | 1.21% | |
PHM | 2.96% | |
SCHD | 8.33% | |
SYF | 3.05% | |
TDG | 2.97% | |
UHS | 3.24% | |
USD=X | 0.01% | |
VOO | 12.80% | |
XLK | 18.16% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в JVV Current IRA since 19 Aug 2024 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
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 12 дек. 2013 г., начальной даты HLT
Доходность по периодам
JVV Current IRA since 19 Aug 2024 на 20 февр. 2025 г. показал доходность в 2.43% с начала года и доходность в 18.41% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 4.46% | 2.46% | 9.31% | 23.49% | 13.03% | 11.31% |
| JVV Current IRA since 19 Aug 2024 | 2.43% | -1.02% | 4.44% | 23.41% | 21.52% | 18.42% |
| Активы портфеля: | ||||||
ADM Archer-Daniels-Midland Company | -7.85% | -9.11% | -20.69% | -11.35% | 3.64% | 2.37% |
AJG Arthur J. Gallagher & Co. | 15.32% | 10.30% | 12.62% | 37.54% | 25.41% | 22.70% |
BAESY BAE Systems PLC | 18.38% | 10.88% | -0.35% | 11.39% | 18.54% | 11.50% |
BRO Brown & Brown, Inc. | 10.24% | 6.41% | 8.64% | 36.35% | 18.48% | 21.58% |
CNI Canadian National Railway Company | 0.86% | -1.25% | -9.75% | -19.01% | 3.82% | 5.84% |
COST Costco Wholesale Corporation | 16.09% | 12.24% | 21.37% | 47.76% | 28.00% | 23.01% |
GIS General Mills, Inc. | -8.12% | -3.45% | -16.40% | -8.31% | 4.67% | 4.15% |
LMT Lockheed Martin Corporation | -10.90% | -14.49% | -21.35% | 3.91% | 2.86% | 10.27% |
LNG Cheniere Energy, Inc. | 1.83% | -12.35% | 20.58% | 34.01% | 32.05% | 11.43% |
TDG | 5.93% | -1.15% | 8.66% | 21.73% | 18.43% | 23.66% |
XLK | 4.15% | 2.59% | 10.26% | 22.38% | 19.81% | 19.56% |
PHM | -3.71% | -9.46% | -18.58% | 1.89% | 18.28% | 17.45% |
FANG Diamondback Energy, Inc. | -2.18% | -9.43% | -16.00% | -6.87% | 20.37% | 10.10% |
SYF | 1.27% | -5.24% | 40.10% | 68.60% | 16.87% | 9.19% |
CBOE Cboe Global Markets, Inc. | 7.60% | 6.63% | 0.82% | 12.04% | 12.59% | 13.84% |
HLT Hilton Worldwide Holdings Inc. | 9.04% | 8.89% | 25.03% | 35.78% | 19.27% | 16.73% |
ITOCY Itochu Corp ADR | -17.15% | -12.01% | -15.68% | -7.82% | 11.56% | 16.45% |
MCK McKesson Corporation | 5.76% | 2.84% | 7.72% | 19.34% | 28.46% | 10.59% |
UHS | 2.23% | -2.84% | -19.86% | 12.79% | 5.45% | 5.63% |
EME EMCOR Group, Inc. | -4.15% | -17.51% | 16.78% | 72.90% | 36.20% | 25.30% |
NVO | -3.05% | 2.92% | -39.07% | -30.28% | 22.26% | 15.10% |
NVDA | 3.68% | -1.14% | 12.54% | 106.40% | 76.68% | 71.18% |
USD=X | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DECK Deckers Outdoor Corporation | -24.89% | -28.75% | -4.15% | 6.23% | 34.88% | 27.24% |
GLD SPDR Gold Trust | 11.86% | 7.00% | 18.08% | 44.47% | 11.43% | 8.58% |
LLY Eli Lilly and Company | 12.51% | 17.00% | -8.82% | 17.00% | 43.53% | 29.61% |
SCHD | 3.15% | -0.14% | 4.56% | 13.46% | 11.20% | 10.76% |
VOO | 4.61% | 1.66% | 10.98% | 24.97% | 14.20% | 12.79% |
MSFT Microsoft Corporation | -1.60% | -3.20% | 0.01% | 3.71% | 18.64% | 25.90% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью JVV Current IRA since 19 Aug 2024, 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 | 1.32% | 2.43% | |||||||||||
| 2024 | 2.99% | 6.59% | 4.51% | -3.04% | 5.77% | 2.32% | 3.09% | 3.32% | 0.66% | -1.12% | 5.77% | -4.87% | 28.42% |
| 2023 | 5.84% | -1.04% | 3.98% | 3.21% | 0.41% | 7.60% | 2.81% | 0.02% | -4.13% | 0.52% | 8.63% | 3.89% | 35.84% |
| 2022 | -3.46% | 1.17% | 2.46% | -6.30% | 0.66% | -7.28% | 9.54% | -2.90% | -7.81% | 11.36% | 6.46% | -4.63% | -2.98% |
| 2021 | -1.42% | 4.46% | 4.91% | 5.74% | 2.28% | 2.39% | 1.73% | 2.33% | -3.13% | 6.07% | 0.98% | 4.98% | 35.64% |
| 2020 | 2.08% | -7.84% | -14.35% | 13.49% | 6.04% | 1.66% | 5.35% | 7.05% | -3.32% | -3.23% | 12.96% | 5.05% | 23.44% |
| 2019 | 7.87% | 4.91% | 2.31% | 4.40% | -4.62% | 7.26% | 1.67% | 0.54% | 1.23% | 1.77% | 3.46% | 2.91% | 38.66% |
| 2018 | 5.59% | -3.94% | -1.55% | 0.61% | 2.37% | -0.12% | 2.81% | 3.13% | 0.50% | -5.82% | 1.10% | -8.26% | -4.39% |
| 2017 | 2.41% | 3.14% | 0.45% | 0.25% | 3.23% | -0.07% | 2.12% | 0.99% | 2.89% | 3.74% | 3.98% | 2.19% | 28.34% |
| 2016 | -4.11% | 0.98% | 6.66% | 0.61% | 2.37% | 1.64% | 4.83% | 0.14% | -0.06% | -2.47% | 5.21% | 1.45% | 18.08% |
| 2015 | -2.17% | 6.07% | -0.38% | 0.32% | 1.91% | -1.75% | 1.82% | -4.10% | -2.81% | 6.57% | 0.86% | -2.96% | 2.80% |
| 2014 | 5.21% | -1.77% | 2.10% | 2.56% | -0.14% | 8.07% |
Комиссия
Комиссия JVV Current IRA since 19 Aug 2024 составляет 0.04%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг JVV Current IRA since 19 Aug 2024 составляет 55, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена 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.
JVV Current IRA since 19 Aug 2024
^GSPC
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | -0.47 | -0.51 | 0.94 | -0.21 | -0.79 |
AJG Arthur J. Gallagher & Co. | 1.93 | 2.55 | 1.33 | 2.79 | 7.20 |
BAESY BAE Systems PLC | 0.28 | 0.57 | 1.07 | 0.34 | 0.76 |
BRO Brown & Brown, Inc. | 1.99 | 2.75 | 1.36 | 3.02 | 7.96 |
CNI Canadian National Railway Company | -1.03 | -1.36 | 0.84 | -0.79 | -1.40 |
COST Costco Wholesale Corporation | 2.11 | 2.73 | 1.39 | 3.95 | 9.05 |
GIS General Mills, Inc. | -0.36 | -0.36 | 0.96 | -0.21 | -0.67 |
LMT Lockheed Martin Corporation | 0.11 | 0.27 | 1.04 | 0.07 | 0.18 |
LNG Cheniere Energy, Inc. | 1.92 | 2.55 | 1.35 | 2.50 | 9.34 |
TDG | 0.93 | 1.35 | 1.17 | 1.81 | 3.75 |
XLK | 0.84 | 1.21 | 1.17 | 1.10 | 3.67 |
PHM | -0.14 | 0.01 | 1.00 | -0.15 | -0.33 |
FANG Diamondback Energy, Inc. | -0.32 | -0.27 | 0.97 | -0.33 | -0.69 |
SYF | 1.82 | 2.77 | 1.35 | 3.34 | 12.40 |
CBOE Cboe Global Markets, Inc. | 0.55 | 0.92 | 1.11 | 0.80 | 2.04 |
HLT Hilton Worldwide Holdings Inc. | 1.71 | 2.40 | 1.30 | 2.81 | 7.75 |
ITOCY Itochu Corp ADR | -0.27 | -0.21 | 0.97 | -0.28 | -0.82 |
MCK McKesson Corporation | 0.56 | 0.88 | 1.15 | 0.60 | 1.48 |
UHS | 0.17 | 0.44 | 1.06 | 0.18 | 0.37 |
EME EMCOR Group, Inc. | 0.94 | 1.27 | 1.22 | 1.67 | 4.53 |
NVO | -0.87 | -1.12 | 0.84 | -0.69 | -1.45 |
NVDA | 1.15 | 1.69 | 1.22 | 2.29 | 6.28 |
USD=X | — | — | — | — | — |
DECK Deckers Outdoor Corporation | 0.02 | 0.32 | 1.05 | 0.03 | 0.07 |
GLD SPDR Gold Trust | 2.47 | 3.19 | 1.43 | 4.60 | 12.09 |
LLY Eli Lilly and Company | 0.40 | 0.77 | 1.10 | 0.50 | 1.13 |
SCHD | 1.08 | 1.62 | 1.19 | 1.54 | 3.79 |
VOO | 1.82 | 2.44 | 1.34 | 2.67 | 11.05 |
MSFT Microsoft Corporation | 0.17 | 0.36 | 1.05 | 0.23 | 0.46 |
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность JVV Current IRA since 19 Aug 2024 за предыдущие двенадцать месяцев составила 1.48%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.48% | 1.49% | 1.54% | 1.58% | 1.23% | 1.57% | 1.83% | 1.78% | 1.82% | 1.96% | 1.78% | 1.95% |
| Активы портфеля: | ||||||||||||
ADM Archer-Daniels-Midland Company | 4.37% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
AJG Arthur J. Gallagher & Co. | 0.73% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
BAESY BAE Systems PLC | 2.34% | 2.77% | 2.45% | 3.16% | 4.45% | 7.23% | 3.75% | 5.11% | 3.49% | 3.94% | 4.36% | 4.62% |
BRO Brown & Brown, Inc. | 0.50% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
CNI Canadian National Railway Company | 2.42% | 2.44% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% |
COST Costco Wholesale Corporation | 0.44% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
GIS General Mills, Inc. | 4.12% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
LMT Lockheed Martin Corporation | 2.94% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
LNG Cheniere Energy, Inc. | 0.63% | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG | 5.59% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
XLK | 0.63% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
PHM | 0.78% | 0.75% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% |
FANG Diamondback Energy, Inc. | 5.17% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
SYF | 1.52% | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% |
CBOE Cboe Global Markets, Inc. | 1.12% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% |
HLT Hilton Worldwide Holdings Inc. | 0.22% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% |
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% |
MCK McKesson Corporation | 0.44% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
UHS | 0.44% | 0.45% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% |
EME EMCOR Group, Inc. | 0.23% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
NVO | 1.73% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
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% |
USD=X | 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% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.62% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
SCHD | 3.53% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VOO | 1.19% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
MSFT Microsoft Corporation | 0.76% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
JVV Current IRA since 19 Aug 2024 показал максимальную просадку в 34.99%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 99 торговых сессий.
Текущая просадка JVV Current IRA since 19 Aug 2024 составляет 2.97%.
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 |
|---|---|---|---|---|---|---|
| -34.99% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 99 | 7 авг. 2020 г. | 122 |
| -18.03% | 2 окт. 2018 г. | 60 | 24 дек. 2018 г. | 60 | 18 мар. 2019 г. | 120 |
| -16.98% | 30 мар. 2022 г. | 57 | 16 июн. 2022 г. | 160 | 26 янв. 2023 г. | 217 |
| -13.27% | 18 авг. 2015 г. | 129 | 11 февр. 2016 г. | 44 | 13 апр. 2016 г. | 173 |
| -9.92% | 29 янв. 2018 г. | 9 | 8 февр. 2018 г. | 138 | 21 авг. 2018 г. | 147 |
Волатильность
График волатильности
Текущая волатильность JVV Current IRA since 19 Aug 2024 составляет 3.01%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| USD=X | GLD | BAESY | GIS | CBOE | NVO | LLY | LNG | FANG | ITOCY | MCK | LMT | DECK | NVDA | COST | PHM | UHS | ADM | SYF | HLT | CNI | MSFT | TDG | AJG | EME | BRO | XLK | SCHD | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| GLD | 0.00 | 1.00 | 0.06 | 0.05 | -0.04 | 0.06 | -0.00 | 0.03 | 0.04 | 0.06 | -0.03 | 0.00 | -0.01 | 0.01 | 0.03 | 0.08 | 0.00 | 0.01 | -0.06 | -0.03 | 0.05 | 0.00 | 0.02 | -0.01 | -0.01 | -0.02 | 0.01 | 0.01 | 0.01 |
| BAESY | 0.00 | 0.06 | 1.00 | 0.08 | 0.08 | 0.16 | 0.10 | 0.15 | 0.16 | 0.20 | 0.16 | 0.23 | 0.12 | 0.10 | 0.11 | 0.17 | 0.19 | 0.19 | 0.18 | 0.20 | 0.23 | 0.12 | 0.23 | 0.18 | 0.21 | 0.18 | 0.17 | 0.25 | 0.23 |
| GIS | 0.00 | 0.05 | 0.08 | 1.00 | 0.16 | 0.14 | 0.20 | 0.09 | 0.06 | 0.11 | 0.27 | 0.31 | 0.07 | 0.02 | 0.29 | 0.17 | 0.19 | 0.31 | 0.13 | 0.10 | 0.20 | 0.15 | 0.14 | 0.27 | 0.13 | 0.27 | 0.14 | 0.38 | 0.25 |
| CBOE | 0.00 | -0.04 | 0.08 | 0.16 | 1.00 | 0.13 | 0.17 | 0.08 | 0.10 | 0.12 | 0.20 | 0.21 | 0.13 | 0.12 | 0.20 | 0.16 | 0.17 | 0.16 | 0.20 | 0.16 | 0.19 | 0.21 | 0.19 | 0.33 | 0.20 | 0.30 | 0.21 | 0.28 | 0.27 |
| NVO | 0.00 | 0.06 | 0.16 | 0.14 | 0.13 | 1.00 | 0.42 | 0.11 | 0.10 | 0.18 | 0.28 | 0.18 | 0.19 | 0.25 | 0.25 | 0.19 | 0.22 | 0.17 | 0.14 | 0.18 | 0.22 | 0.33 | 0.22 | 0.25 | 0.19 | 0.26 | 0.35 | 0.29 | 0.38 |
| LLY | 0.00 | -0.00 | 0.10 | 0.20 | 0.17 | 0.42 | 1.00 | 0.13 | 0.11 | 0.18 | 0.34 | 0.23 | 0.17 | 0.22 | 0.29 | 0.17 | 0.27 | 0.19 | 0.14 | 0.17 | 0.23 | 0.32 | 0.20 | 0.33 | 0.22 | 0.32 | 0.34 | 0.35 | 0.40 |
| LNG | 0.00 | 0.03 | 0.15 | 0.09 | 0.08 | 0.11 | 0.13 | 1.00 | 0.49 | 0.20 | 0.21 | 0.22 | 0.22 | 0.22 | 0.12 | 0.21 | 0.25 | 0.35 | 0.29 | 0.32 | 0.32 | 0.21 | 0.30 | 0.25 | 0.29 | 0.26 | 0.29 | 0.40 | 0.39 |
| FANG | 0.00 | 0.04 | 0.16 | 0.06 | 0.10 | 0.10 | 0.11 | 0.49 | 1.00 | 0.19 | 0.21 | 0.22 | 0.23 | 0.20 | 0.11 | 0.22 | 0.25 | 0.37 | 0.37 | 0.30 | 0.33 | 0.19 | 0.32 | 0.22 | 0.37 | 0.22 | 0.26 | 0.44 | 0.39 |
| ITOCY | 0.00 | 0.06 | 0.20 | 0.11 | 0.12 | 0.18 | 0.18 | 0.20 | 0.19 | 1.00 | 0.21 | 0.20 | 0.22 | 0.26 | 0.23 | 0.26 | 0.25 | 0.25 | 0.28 | 0.29 | 0.32 | 0.31 | 0.30 | 0.25 | 0.29 | 0.25 | 0.36 | 0.39 | 0.42 |
| MCK | 0.00 | -0.03 | 0.16 | 0.27 | 0.20 | 0.28 | 0.34 | 0.21 | 0.21 | 0.21 | 1.00 | 0.31 | 0.21 | 0.17 | 0.29 | 0.24 | 0.39 | 0.32 | 0.26 | 0.26 | 0.28 | 0.25 | 0.30 | 0.34 | 0.31 | 0.34 | 0.30 | 0.43 | 0.42 |
| LMT | 0.00 | 0.00 | 0.23 | 0.31 | 0.21 | 0.18 | 0.23 | 0.22 | 0.22 | 0.20 | 0.31 | 1.00 | 0.16 | 0.16 | 0.28 | 0.24 | 0.29 | 0.35 | 0.28 | 0.27 | 0.31 | 0.25 | 0.41 | 0.39 | 0.32 | 0.38 | 0.28 | 0.50 | 0.40 |
| DECK | 0.00 | -0.01 | 0.12 | 0.07 | 0.13 | 0.19 | 0.17 | 0.22 | 0.23 | 0.22 | 0.21 | 0.16 | 1.00 | 0.33 | 0.31 | 0.39 | 0.31 | 0.27 | 0.37 | 0.40 | 0.30 | 0.33 | 0.35 | 0.29 | 0.41 | 0.33 | 0.42 | 0.42 | 0.48 |
| NVDA | 0.00 | 0.01 | 0.10 | 0.02 | 0.12 | 0.25 | 0.22 | 0.22 | 0.20 | 0.26 | 0.17 | 0.16 | 0.33 | 1.00 | 0.37 | 0.30 | 0.21 | 0.19 | 0.29 | 0.36 | 0.32 | 0.58 | 0.37 | 0.27 | 0.34 | 0.31 | 0.73 | 0.41 | 0.62 |
| COST | 0.00 | 0.03 | 0.11 | 0.29 | 0.20 | 0.25 | 0.29 | 0.12 | 0.11 | 0.23 | 0.29 | 0.28 | 0.31 | 0.37 | 1.00 | 0.30 | 0.27 | 0.26 | 0.25 | 0.29 | 0.32 | 0.47 | 0.31 | 0.38 | 0.32 | 0.40 | 0.51 | 0.48 | 0.56 |
| PHM | 0.00 | 0.08 | 0.17 | 0.17 | 0.16 | 0.19 | 0.17 | 0.21 | 0.22 | 0.26 | 0.24 | 0.24 | 0.39 | 0.30 | 0.30 | 1.00 | 0.36 | 0.30 | 0.40 | 0.37 | 0.35 | 0.32 | 0.38 | 0.34 | 0.44 | 0.38 | 0.41 | 0.49 | 0.50 |
| UHS | 0.00 | 0.00 | 0.19 | 0.19 | 0.17 | 0.22 | 0.27 | 0.25 | 0.25 | 0.25 | 0.39 | 0.29 | 0.31 | 0.21 | 0.27 | 0.36 | 1.00 | 0.35 | 0.38 | 0.35 | 0.34 | 0.27 | 0.38 | 0.34 | 0.42 | 0.38 | 0.34 | 0.50 | 0.47 |
| ADM | 0.00 | 0.01 | 0.19 | 0.31 | 0.16 | 0.17 | 0.19 | 0.35 | 0.37 | 0.25 | 0.32 | 0.35 | 0.27 | 0.19 | 0.26 | 0.30 | 0.35 | 1.00 | 0.41 | 0.34 | 0.40 | 0.25 | 0.32 | 0.35 | 0.40 | 0.35 | 0.32 | 0.59 | 0.48 |
| SYF | 0.00 | -0.06 | 0.18 | 0.13 | 0.20 | 0.14 | 0.14 | 0.29 | 0.37 | 0.28 | 0.26 | 0.28 | 0.37 | 0.29 | 0.25 | 0.40 | 0.38 | 0.41 | 1.00 | 0.48 | 0.38 | 0.31 | 0.42 | 0.36 | 0.48 | 0.37 | 0.41 | 0.60 | 0.55 |
| HLT | 0.00 | -0.03 | 0.20 | 0.10 | 0.16 | 0.18 | 0.17 | 0.32 | 0.30 | 0.29 | 0.26 | 0.27 | 0.40 | 0.36 | 0.29 | 0.37 | 0.35 | 0.34 | 0.48 | 1.00 | 0.37 | 0.37 | 0.51 | 0.37 | 0.45 | 0.38 | 0.48 | 0.52 | 0.58 |
| CNI | 0.00 | 0.05 | 0.23 | 0.20 | 0.19 | 0.22 | 0.23 | 0.32 | 0.33 | 0.32 | 0.28 | 0.31 | 0.30 | 0.32 | 0.32 | 0.35 | 0.34 | 0.40 | 0.38 | 0.37 | 1.00 | 0.40 | 0.38 | 0.39 | 0.41 | 0.42 | 0.48 | 0.58 | 0.58 |
| MSFT | 0.00 | 0.00 | 0.12 | 0.15 | 0.21 | 0.33 | 0.32 | 0.21 | 0.19 | 0.31 | 0.25 | 0.25 | 0.33 | 0.58 | 0.47 | 0.32 | 0.27 | 0.25 | 0.31 | 0.37 | 0.40 | 1.00 | 0.39 | 0.41 | 0.35 | 0.41 | 0.84 | 0.52 | 0.74 |
| TDG | 0.00 | 0.02 | 0.23 | 0.14 | 0.19 | 0.22 | 0.20 | 0.30 | 0.32 | 0.30 | 0.30 | 0.41 | 0.35 | 0.37 | 0.31 | 0.38 | 0.38 | 0.32 | 0.42 | 0.51 | 0.38 | 0.39 | 1.00 | 0.42 | 0.47 | 0.43 | 0.49 | 0.54 | 0.58 |
| AJG | 0.00 | -0.01 | 0.18 | 0.27 | 0.33 | 0.25 | 0.33 | 0.25 | 0.22 | 0.25 | 0.34 | 0.39 | 0.29 | 0.27 | 0.38 | 0.34 | 0.34 | 0.35 | 0.36 | 0.37 | 0.39 | 0.41 | 0.42 | 1.00 | 0.40 | 0.75 | 0.46 | 0.55 | 0.56 |
| EME | 0.00 | -0.01 | 0.21 | 0.13 | 0.20 | 0.19 | 0.22 | 0.29 | 0.37 | 0.29 | 0.31 | 0.32 | 0.41 | 0.34 | 0.32 | 0.44 | 0.42 | 0.40 | 0.48 | 0.45 | 0.41 | 0.35 | 0.47 | 0.40 | 1.00 | 0.44 | 0.46 | 0.58 | 0.59 |
| BRO | 0.00 | -0.02 | 0.18 | 0.27 | 0.30 | 0.26 | 0.32 | 0.26 | 0.22 | 0.25 | 0.34 | 0.38 | 0.33 | 0.31 | 0.40 | 0.38 | 0.38 | 0.35 | 0.37 | 0.38 | 0.42 | 0.41 | 0.43 | 0.75 | 0.44 | 1.00 | 0.48 | 0.58 | 0.59 |
| XLK | 0.00 | 0.01 | 0.17 | 0.14 | 0.21 | 0.35 | 0.34 | 0.29 | 0.26 | 0.36 | 0.30 | 0.28 | 0.42 | 0.73 | 0.51 | 0.41 | 0.34 | 0.32 | 0.41 | 0.48 | 0.48 | 0.84 | 0.49 | 0.46 | 0.46 | 0.48 | 1.00 | 0.65 | 0.89 |
| SCHD | 0.00 | 0.01 | 0.25 | 0.38 | 0.28 | 0.29 | 0.35 | 0.40 | 0.44 | 0.39 | 0.43 | 0.50 | 0.42 | 0.41 | 0.48 | 0.49 | 0.50 | 0.59 | 0.60 | 0.52 | 0.58 | 0.52 | 0.54 | 0.55 | 0.58 | 0.58 | 0.65 | 1.00 | 0.83 |
| VOO | 0.00 | 0.01 | 0.23 | 0.25 | 0.27 | 0.38 | 0.40 | 0.39 | 0.39 | 0.42 | 0.42 | 0.40 | 0.48 | 0.62 | 0.56 | 0.50 | 0.47 | 0.48 | 0.55 | 0.58 | 0.58 | 0.74 | 0.58 | 0.56 | 0.59 | 0.59 | 0.89 | 0.83 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 1 авг. 2014 г.