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Dividend Sharpe
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Dividend Sharpe

Currency in USD · Последнее обновление 23 мая 2025 г.

Распределение активов

DOV 3.13%IBM 1.56%CAT 1.56%NEE 1.56%ESS 1.56%ALB 1.56%BRO 1.56%CB 1.56%EXPD 1.56%O 1.56%LIN 1.56%WST 1.56%AOS 1.56%ECL 1.56%ROP 1.56%GD 1.56%CVX 1.56%CAH 1.56%TROW 1.56%MKC 1.56%ATO 1.56%CTAS 1.56%AMCR 1.56%XOM 1.56%APD 1.56%AFL 1.56%BEN 1.56%SHW 1.56%CLX 1.56%MDT 1.56%MCD 1.56%PNR 1.56%WBA 1.56%ADP 1.56%LOW 1.56%ED 1.56%WMT 1.56%ADM 1.56%SPGI 1.56%NUE 1.56%VFC 1.56%PEP 1.56%KMB 1.56%ABT 1.56%GWW 1.56%BDX 1.56%ABBV 1.56%ITW 1.56%PPG 1.56%TGT 1.56%SYY 1.56%SWK 1.56%FRT 1.56%HRL 1.56%JNJ 1.56%NDSN 1.56%CL 1.56%KO 1.56%CINF 1.56%MMM 1.56%EMR 1.56%GPC 1.56%PG 1.56%АкцииАкции
ПозицияКатегория/СекторЦелевая доля
ABBV
AbbVie Inc.		Healthcare
1.56%
ABT
Abbott Laboratories		Healthcare
1.56%
ADM
Archer-Daniels-Midland Company		Consumer Defensive
1.56%
ADP
Automatic Data Processing, Inc.		Industrials
1.56%
AFL
Aflac Incorporated		Financial Services
1.56%
ALB
Albemarle Corporation		Basic Materials
1.56%
AMCR
Amcor plc		Consumer Cyclical
1.56%
AOS
A. O. Smith Corporation		Industrials
1.56%
APD
Air Products and Chemicals, Inc.		Basic Materials
1.56%
ATO
Atmos Energy Corporation		Utilities
1.56%
BDX
Becton, Dickinson and Company		Healthcare
1.56%
BEN
Franklin Resources, Inc.		Financial Services
1.56%
BRO
Brown & Brown, Inc.		Financial Services
1.56%
CAH
Cardinal Health, Inc.		Healthcare
1.56%
CAT
Caterpillar Inc.		Industrials
1.56%
CB
Chubb Limited		Financial Services
1.56%
CINF
Cincinnati Financial Corporation		Financial Services
1.56%
CL
Colgate-Palmolive Company		Consumer Defensive
1.56%
CLX
The Clorox Company		Consumer Defensive
1.56%
CTAS
Cintas Corporation		Industrials
1.56%
CVX
Chevron Corporation		Energy
1.56%
DOV
Dover Corporation		Industrials
3.13%
ECL
Ecolab Inc.		Basic Materials
1.56%
ED
Consolidated Edison, Inc.		Utilities
1.56%
EMR
Emerson Electric Co.		Industrials
1.56%
ESS
Essex Property Trust, Inc.		Real Estate
1.56%
EXPD
Expeditors International of Washington, Inc.		Industrials
1.56%
FRT
Federal Realty Investment Trust		Real Estate
1.56%
GD
General Dynamics Corporation
1.56%
GPC
Genuine Parts Company		Consumer Cyclical
1.56%
GWW
W.W. Grainger, Inc.		Industrials
1.56%
HRL
Hormel Foods Corporation		Consumer Defensive
1.56%
IBM
International Business Machines Corporation		Technology
1.56%
ITW
Illinois Tool Works Inc.		Industrials
1.56%
JNJ
Johnson & Johnson		Healthcare
1.56%
KMB
Kimberly-Clark Corporation		Consumer Defensive
1.56%
KO
The Coca-Cola Company		Consumer Defensive
1.56%
LIN
Linde plc		Basic Materials
1.56%
LOW
Lowe's Companies, Inc.		Consumer Cyclical
1.56%
MCD
McDonald's Corporation		Consumer Cyclical
1.56%
MDT
Medtronic plc		Healthcare
1.56%
MKC
McCormick & Company, Incorporated		Consumer Defensive
1.56%
MMM
3M Company		Industrials
1.56%
NDSN
Nordson Corporation		Industrials
1.56%
NEE
NextEra Energy, Inc.		Utilities
1.56%
NUE
Nucor Corporation		Basic Materials
1.56%
O
Realty Income Corporation		Real Estate
1.56%
PEP
PepsiCo, Inc.		Consumer Defensive
1.56%
PG
The Procter & Gamble Company		Consumer Defensive
1.56%
PNR
Pentair plc		Industrials
1.56%
PPG
PPG Industries, Inc.		Basic Materials
1.56%
ROP
Roper Technologies, Inc.		Industrials
1.56%
SHW
The Sherwin-Williams Company		Basic Materials
1.56%
SPGI
S&P Global Inc.		Financial Services
1.56%
SWK
Stanley Black & Decker, Inc.		Industrials
1.56%
SYY
Sysco Corporation		Consumer Defensive
1.56%
TGT
Target Corporation		Consumer Defensive
1.56%
TROW
T. Rowe Price Group, Inc.		Financial Services
1.56%
VFC
V.F. Corporation		Consumer Cyclical
1.56%
WBA
Walgreens Boots Alliance, Inc.		Healthcare
1.56%
WMT
Walmart Inc.		Consumer Defensive
1.56%
WST
West Pharmaceutical Services, Inc.		Healthcare
1.56%
XOM
Exxon Mobil Corporation		Energy
1.56%

S&P 500

Доходность

График доходности

Загрузка...

Самые ранние данные для этого графика доступны с 11 июн. 2019 г., начальной даты AMCR

Доходность по периодам

С начала года1 месяц6 месяцев1 год5 лет10 лет
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
Dividend Sharpe -0.35%2.76%-5.33%2.60%12.24%N/A
Активы портфеля:
IBM
International Business Machines Corporation		19.10%7.97%17.73%53.26%23.31%9.21%
CAT
Caterpillar Inc.		-4.02%18.55%-10.63%-1.43%27.73%17.57%
NEE
NextEra Energy, Inc.		-5.86%0.45%-12.17%-9.82%5.25%12.97%
ESS
Essex Property Trust, Inc.		-2.44%-0.94%-8.50%7.76%6.65%5.43%
ALB
Albemarle Corporation		-32.31%5.79%-46.32%-53.37%-2.10%0.75%
BRO
Brown & Brown, Inc.		8.54%-5.94%-0.01%21.80%24.35%22.33%
CB
Chubb Limited		4.23%-1.15%1.35%8.76%21.72%12.37%
EXPD
Expeditors International of Washington, Inc.		2.64%6.14%-5.24%-1.82%10.83%10.70%
O
Realty Income Corporation		5.80%-5.27%-1.08%8.61%7.60%7.11%
LIN
Linde plc		10.00%0.97%1.51%6.90%20.89%16.30%
WST
West Pharmaceutical Services, Inc.		-36.25%-2.99%-34.92%-37.45%-0.04%14.71%
AOS
A. O. Smith Corporation		-0.22%5.87%-6.73%-19.34%11.87%8.49%
ECL
Ecolab Inc.		11.10%9.65%7.23%12.20%6.45%9.70%
ROP
Roper Technologies, Inc.		9.80%3.22%2.98%4.55%9.78%13.04%
GD
General Dynamics Corporation		6.28%0.81%0.04%-5.10%17.59%9.53%
CVX
Chevron Corporation		-4.41%-0.26%-14.34%-10.24%13.29%7.09%
CAH
Cardinal Health, Inc.		29.97%14.06%24.54%61.15%26.79%8.69%
TROW
T. Rowe Price Group, Inc.		-15.30%9.61%-18.11%-15.89%0.09%5.03%
MKC
McCormick & Company, Incorporated		-5.91%-5.85%-7.44%-0.92%-1.84%8.06%
ATO
Atmos Energy Corporation		12.15%-3.01%4.56%35.85%12.26%13.88%
CTAS
Cintas Corporation		21.78%7.88%0.45%27.30%31.10%27.62%
AMCR
Amcor plc		-1.46%-4.21%-11.44%-5.72%3.59%N/A
XOM
Exxon Mobil Corporation		-2.53%-4.05%-14.01%-7.72%23.72%6.32%
APD
Air Products and Chemicals, Inc.		-6.03%1.46%-17.13%4.32%5.29%9.38%
AFL
Aflac Incorporated		0.15%-4.89%-7.28%19.28%27.18%15.27%
BEN
Franklin Resources, Inc.		8.30%19.72%2.76%-3.31%8.91%-4.07%
SHW
The Sherwin-Williams Company		4.28%6.55%-7.52%15.83%13.89%15.04%
CLX
The Clorox Company		-18.08%-7.04%-21.34%0.89%-5.25%4.63%
MDT
Medtronic plc		2.09%-2.95%-2.93%-2.47%-0.28%2.95%
MCD
McDonald's Corporation		9.05%-1.49%10.25%21.15%13.85%15.11%
PNR
Pentair plc		-2.44%13.23%-7.41%17.38%23.46%10.27%
WBA
Walgreens Boots Alliance, Inc.		20.47%2.27%35.42%-28.00%-18.19%-15.33%
ADP
Automatic Data Processing, Inc.		10.46%9.82%6.72%29.35%21.51%16.49%
LOW
Lowe's Companies, Inc.		-8.46%2.68%-14.82%3.09%14.88%14.46%
ED
Consolidated Edison, Inc.		17.94%-7.94%6.62%11.33%12.08%9.30%
WMT
Walmart Inc.		6.73%1.38%9.33%48.53%19.98%16.49%
ADM
Archer-Daniels-Midland Company		-3.02%-0.18%-7.89%-19.42%9.24%2.03%
SPGI
S&P Global Inc.		2.85%9.63%0.35%16.47%11.33%18.19%
NUE
Nucor Corporation		-4.73%0.98%-25.51%-34.24%25.20%11.36%
VFC
V.F. Corporation		-43.07%11.46%-34.70%0.69%-23.68%-13.22%
PEP
PepsiCo, Inc.		-13.67%-9.30%-17.43%-26.16%2.90%6.13%
KMB
Kimberly-Clark Corporation		7.60%1.33%3.81%8.11%3.54%5.77%
ABT
Abbott Laboratories		17.41%-0.17%13.25%27.97%9.45%12.49%
GWW
W.W. Grainger, Inc.		2.71%8.17%-9.36%12.75%31.31%17.85%
BDX
Becton, Dickinson and Company		-23.70%-13.79%-22.86%-25.22%-4.49%3.72%
ABBV
AbbVie Inc.		4.65%5.04%8.29%18.53%19.46%15.51%
ITW
Illinois Tool Works Inc.		-2.90%3.58%-8.22%0.73%10.89%12.30%
PPG
PPG Industries, Inc.		-5.77%9.95%-8.25%-15.50%4.88%1.46%
TGT
Target Corporation		-28.27%2.18%-20.25%-31.30%-1.73%4.81%
SYY
Sysco Corporation		-4.58%-1.79%-2.82%1.74%9.65%9.49%
SWK
Stanley Black & Decker, Inc.		-16.56%13.63%-22.88%-21.06%-8.83%-2.05%
FRT
Federal Realty Investment Trust		-14.55%0.10%-16.38%-3.41%8.08%-0.04%
HRL
Hormel Foods Corporation		-4.29%-4.10%-1.56%-13.79%-6.40%2.67%
JNJ
Johnson & Johnson		6.37%-3.26%-0.28%1.79%3.85%7.03%
NDSN
Nordson Corporation		-5.70%6.98%-23.10%-18.60%3.39%10.09%
CL
Colgate-Palmolive Company		1.12%-5.12%-2.47%-2.01%7.62%5.30%
KO
The Coca-Cola Company		15.11%-3.73%13.25%16.30%13.00%9.01%
CINF
Cincinnati Financial Corporation		1.72%9.29%-5.07%25.35%23.66%14.25%
MMM
3M Company		16.60%9.87%18.22%50.94%8.11%4.55%
EMR
Emerson Electric Co.		-4.49%18.12%-7.72%4.16%18.56%9.57%
GPC
Genuine Parts Company		9.57%10.39%5.12%-12.55%13.55%6.09%
PG
The Procter & Gamble Company		-0.33%-1.70%-3.27%0.77%10.64%10.55%
DOV
Dover Corporation		-3.88%9.96%-10.72%-3.07%16.51%12.35%
*Среднегодовая

Доходность по месяцам

Ниже представлена таблица с месячной доходностью Dividend Sharpe , с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.

янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
20254.18%1.02%-2.52%-3.96%1.14%-0.35%
2024-0.52%3.06%4.76%-4.73%1.33%-1.37%5.84%3.23%2.21%-2.78%4.65%-7.13%7.88%
20233.64%-2.43%0.55%1.98%-6.31%8.40%2.77%-2.09%-5.47%-3.70%7.00%5.42%8.80%
2022-4.39%-2.71%3.86%-3.52%0.35%-7.08%7.23%-2.78%-9.16%10.45%7.07%-4.02%-6.59%
2021-2.05%2.71%7.71%4.63%2.39%-0.79%2.73%2.19%-5.97%6.59%-1.45%7.44%28.31%
2020-1.13%-8.54%-12.60%10.76%6.24%0.90%5.32%3.91%-1.37%-2.01%11.25%1.86%12.46%
20191.54%1.07%-0.54%3.16%0.48%2.94%2.17%11.26%

Комиссия

Комиссия Dividend Sharpe 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 Dividend Sharpe составляет 10, что хуже, чем результаты 90% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.

Ранг риск-скорректированной доходности Dividend Sharpe , с текущим значением в 1010
Общий ранг
Ранг коэф-та Шарпа Dividend Sharpe , с текущим значением в 1414
Ранг коэф-та Шарпа
Ранг коэф-та Сортино Dividend Sharpe , с текущим значением в 88
Ранг коэф-та Сортино
Ранг коэф-та Омега Dividend Sharpe , с текущим значением в 88
Ранг коэф-та Омега
Ранг коэф-та Кальмара Dividend Sharpe , с текущим значением в 99
Ранг коэф-та Кальмара
Ранг коэф-та Мартина Dividend Sharpe , с текущим значением в 99
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 ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
IBM
International Business Machines Corporation		2.032.691.383.249.87
CAT
Caterpillar Inc.		0.000.111.01-0.07-0.18
NEE
NextEra Energy, Inc.		-0.29-0.300.96-0.42-0.84
ESS
Essex Property Trust, Inc.		0.410.571.070.311.14
ALB
Albemarle Corporation		-0.90-1.450.83-0.64-1.59
BRO
Brown & Brown, Inc.		1.161.511.221.784.60
CB
Chubb Limited		0.520.781.100.681.69
EXPD
Expeditors International of Washington, Inc.		-0.050.061.01-0.11-0.23
O
Realty Income Corporation		0.630.561.070.240.63
LIN
Linde plc		0.410.651.090.461.13
WST
West Pharmaceutical Services, Inc.		-0.67-0.650.87-0.64-1.80
AOS
A. O. Smith Corporation		-0.71-0.960.88-0.58-1.03
ECL
Ecolab Inc.		0.600.891.120.722.10
ROP
Roper Technologies, Inc.		0.240.501.070.451.13
GD
General Dynamics Corporation		-0.21-0.150.98-0.21-0.44
CVX
Chevron Corporation		-0.40-0.460.94-0.53-1.29
CAH
Cardinal Health, Inc.		2.823.551.503.4016.45
TROW
T. Rowe Price Group, Inc.		-0.53-0.660.92-0.27-1.15
MKC
McCormick & Company, Incorporated		0.050.071.01-0.04-0.20
ATO
Atmos Energy Corporation		2.352.661.353.469.73
CTAS
Cintas Corporation		1.131.511.231.413.57
AMCR
Amcor plc		-0.17-0.200.98-0.21-0.58
XOM
Exxon Mobil Corporation		-0.26-0.400.95-0.51-1.10
APD
Air Products and Chemicals, Inc.		0.180.451.060.170.43
AFL
Aflac Incorporated		0.921.231.181.543.39
BEN
Franklin Resources, Inc.		-0.020.091.01-0.08-0.30
SHW
The Sherwin-Williams Company		0.711.061.130.691.67
CLX
The Clorox Company		0.140.191.020.020.07
MDT
Medtronic plc		0.130.041.01-0.05-0.27
MCD
McDonald's Corporation		1.251.531.201.234.47
PNR
Pentair plc		0.631.011.130.571.62
WBA
Walgreens Boots Alliance, Inc.		-0.41-0.380.95-0.35-0.85
ADP
Automatic Data Processing, Inc.		1.622.171.312.398.19
LOW
Lowe's Companies, Inc.		0.200.251.030.060.13
ED
Consolidated Edison, Inc.		0.700.911.110.641.52
WMT
Walmart Inc.		2.082.771.382.227.26
ADM
Archer-Daniels-Midland Company		-0.67-0.830.90-0.34-1.02
SPGI
S&P Global Inc.		0.821.171.160.893.04
NUE
Nucor Corporation		-0.88-1.270.85-0.72-1.68
VFC
V.F. Corporation		0.050.531.08-0.00-0.02
PEP
PepsiCo, Inc.		-1.28-1.810.78-0.85-1.96
KMB
Kimberly-Clark Corporation		0.500.671.090.561.22
ABT
Abbott Laboratories		1.372.111.271.197.05
GWW
W.W. Grainger, Inc.		0.601.021.130.551.28
BDX
Becton, Dickinson and Company		-0.85-1.020.82-0.63-2.39
ABBV
AbbVie Inc.		0.700.891.140.781.81
ITW
Illinois Tool Works Inc.		0.170.201.030.030.10
PPG
PPG Industries, Inc.		-0.48-0.660.92-0.32-1.27
TGT
Target Corporation		-0.80-1.130.83-0.58-1.82
SYY
Sysco Corporation		0.070.041.00-0.10-0.25
SWK
Stanley Black & Decker, Inc.		-0.46-0.510.93-0.31-1.01
FRT
Federal Realty Investment Trust		-0.04-0.060.99-0.12-0.39
HRL
Hormel Foods Corporation		-0.51-0.800.90-0.37-1.35
JNJ
Johnson & Johnson		0.230.361.050.190.50
NDSN
Nordson Corporation		-0.60-0.840.89-0.48-1.21
CL
Colgate-Palmolive Company		-0.05-0.021.00-0.12-0.20
KO
The Coca-Cola Company		1.071.481.181.062.33
CINF
Cincinnati Financial Corporation		1.081.451.201.283.22
MMM
3M Company		1.482.491.331.398.76
EMR
Emerson Electric Co.		0.190.451.060.170.45
GPC
Genuine Parts Company		-0.31-0.320.95-0.34-0.94
PG
The Procter & Gamble Company		0.110.161.020.040.08
DOV
Dover Corporation		-0.050.081.01-0.09-0.27

Коэффициент Шарпа помогает понять, насколько хорошо инвестиция приносит доход с учетом принятого риска. Более высокое значение указывает на лучшую доходность с поправкой на риск, то есть больше прибыли на каждую единицу риска.

Dividend Sharpe имеет следующие коэффициенты Шарпа на 23 мая 2025 г. (данные пересчитываются ежедневно):

  • За 1 год: 0.27
  • За 5 лет: 0.78
  • За всё время: 0.51

Эти значения показывают, насколько эффективно инвестиция обеспечивала доходность относительно своей волатильности за разные периоды. Все значения в годовом выражении и рассчитаны на основе данных о ежедневной доходности с учётом дивидендов.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 0.47 до 0.99, текущий коэффициент Шарпа данного портфеля попадает в нижние 25%. Это указывает на то, что портфель демонстрирует менее эффективную доходность с учетом риска по сравнению со многими другими. Причиной могут быть как низкая доходность, так и высокая волатильность, либо их сочетание. Возможно, портфель требует пересмотра. Вы можете воспользоваться инструментом оптимизации портфеля, чтобы подобрать распределение, максимизирующее коэффициент Шарпа.

Ниже представлен график исторического коэффициента Шарпа в сравнении с выбранным бенчмарком. Для более детального анализа или настройки параметров воспользуйтесь инструментом коэффициента Шарпа.

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Дивиденды

Дивидендный доход

Дивидендная доходность Dividend Sharpe за предыдущие двенадцать месяцев составила 2.58%.

TTM20242023202220212020201920182017201620152014
Портфель2.58%2.53%2.53%2.46%2.16%2.43%2.24%2.61%2.07%2.22%2.33%2.00%
Активы портфеля:
IBM
International Business Machines Corporation		2.59%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
CAT
Caterpillar Inc.		1.63%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
NEE
NextEra Energy, Inc.		3.15%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
ESS
Essex Property Trust, Inc.		3.62%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%
ALB
Albemarle Corporation		2.79%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%
BRO
Brown & Brown, Inc.		0.53%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
CB
Chubb Limited		1.27%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
EXPD
Expeditors International of Washington, Inc.		1.28%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%
O
Realty Income Corporation		5.75%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
LIN
Linde plc		1.24%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
WST
West Pharmaceutical Services, Inc.		0.40%0.25%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%
AOS
A. O. Smith Corporation		1.99%1.91%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%
ECL
Ecolab Inc.		0.94%1.01%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%
ROP
Roper Technologies, Inc.		0.55%0.58%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%
GD
General Dynamics Corporation		2.08%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%
CVX
Chevron Corporation		4.94%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
CAH
Cardinal Health, Inc.		1.33%1.28%1.98%2.57%3.80%3.62%3.80%4.24%3.00%2.41%1.68%1.65%
TROW
T. Rowe Price Group, Inc.		5.28%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%
MKC
McCormick & Company, Incorporated		2.44%2.24%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%
ATO
Atmos Energy Corporation		2.16%2.36%2.61%2.48%2.44%2.46%1.92%2.14%2.14%2.31%2.52%2.69%
CTAS
Cintas Corporation		0.70%0.80%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%
AMCR
Amcor plc		5.63%5.35%5.12%4.06%3.95%3.93%2.17%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation		3.81%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
APD
Air Products and Chemicals, Inc.		2.64%1.83%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.20%0.00%0.00%
AFL
Aflac Incorporated		2.11%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%
BEN
Franklin Resources, Inc.		5.83%7.69%3.02%4.44%3.37%4.36%4.04%13.32%1.92%1.87%1.71%1.82%
SHW
The Sherwin-Williams Company		0.85%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%
CLX
The Clorox Company		3.73%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%
MDT
Medtronic plc		3.46%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
MCD
McDonald's Corporation		2.19%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
PNR
Pentair plc		0.98%0.91%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%
WBA
Walgreens Boots Alliance, Inc.		4.45%10.72%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%
ADP
Automatic Data Processing, Inc.		1.83%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
LOW
Lowe's Companies, Inc.		2.06%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
ED
Consolidated Edison, Inc.		3.25%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
WMT
Walmart Inc.		0.92%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
ADM
Archer-Daniels-Midland Company		4.21%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%
SPGI
S&P Global Inc.		0.72%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
NUE
Nucor Corporation		1.97%1.86%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.53%3.70%3.02%
VFC
V.F. Corporation		2.96%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%1.48%
PEP
PepsiCo, Inc.		4.17%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
KMB
Kimberly-Clark Corporation		3.52%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%
ABT
Abbott Laboratories		1.73%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
GWW
W.W. Grainger, Inc.		0.78%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%
BDX
Becton, Dickinson and Company		2.31%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%
ABBV
AbbVie Inc.		3.50%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
ITW
Illinois Tool Works Inc.		2.41%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%
PPG
PPG Industries, Inc.		2.45%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%
TGT
Target Corporation		4.71%3.28%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%
SYY
Sysco Corporation		2.83%2.64%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%
SWK
Stanley Black & Decker, Inc.		4.93%4.06%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%
FRT
Federal Realty Investment Trust		4.69%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%
HRL
Hormel Foods Corporation		3.89%3.60%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%
JNJ
Johnson & Johnson		2.44%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
NDSN
Nordson Corporation		1.19%1.02%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%
CL
Colgate-Palmolive Company		2.22%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%
KO
The Coca-Cola Company		2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
CINF
Cincinnati Financial Corporation		2.27%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%3.40%
MMM
3M Company		2.38%2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%
EMR
Emerson Electric Co.		1.80%1.70%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%
GPC
Genuine Parts Company		3.18%3.43%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%
PG
The Procter & Gamble Company		2.47%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
DOV
Dover Corporation		1.14%1.09%1.32%1.48%1.10%1.56%1.68%2.02%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

Dividend Sharpe показал максимальную просадку в 35.00%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 99 торговых сессий.

Текущая просадка Dividend Sharpe составляет 7.46%.

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

-35%18 февр. 2020 г.2523 мар. 2020 г.9912 авг. 2020 г.124
-18%5 янв. 2022 г.18630 сент. 2022 г.20020 июл. 2023 г.386
-15.92%2 дек. 2024 г.878 апр. 2025 г.———
-12.54%27 июл. 2023 г.6627 окт. 2023 г.4026 дек. 2023 г.106
-7.15%13 окт. 2020 г.1228 окт. 2020 г.89 нояб. 2020 г.20

Волатильность

График волатильности

Ниже представлен график, показывающий скользящую волатильность за один месяц.

Загрузка...

Диверсификация

Показатели диверсификации

Эффективное количество активов

Количество позиций в портфеле равно 63, при этом эффективное количество активов равно 62.06, 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.
^GSPCCLXHRLWMTABBVXOMWSTALBEDCVXKMBCAHMKCBDXNEEJNJWBACLTGTATOABTVFCPGNUEOMCDADMESSSYYEXPDCBPEPIBMFRTCATSPGIMDTKOLOWGDCINFROPAOSSHWGWWMMMBROAPDAMCRBENAFLLINCTASSWKGPCEMRADPTROWPNRNDSNPPGECLDOVITWPortfolio
^GSPC1.000.190.180.400.360.390.510.530.240.420.250.390.310.400.410.320.410.310.490.330.500.530.360.530.410.470.430.510.470.560.430.410.570.510.600.670.540.430.610.510.510.630.570.600.590.550.580.590.540.650.540.640.700.640.550.680.650.750.660.670.620.660.690.650.80
CLX0.191.000.430.320.230.010.210.030.320.030.590.190.440.270.290.290.150.510.210.280.290.150.520.080.250.280.110.190.200.200.170.470.180.160.060.200.200.370.230.160.180.250.180.310.190.220.260.250.260.160.160.220.200.160.180.100.240.150.180.190.200.270.160.210.33
HRL0.180.431.000.300.230.140.150.090.460.140.500.250.570.310.330.360.280.470.230.420.280.170.460.110.290.320.310.270.280.200.260.530.230.230.160.220.250.450.210.280.260.240.210.270.230.270.260.270.300.200.250.230.210.220.270.140.270.210.170.220.230.260.190.280.39
WMT0.400.320.301.000.250.150.240.160.300.170.350.260.370.250.290.320.280.390.400.320.310.230.440.230.210.340.210.270.290.300.270.440.290.240.210.320.290.370.350.280.270.330.260.350.320.280.360.320.320.240.280.330.370.240.290.260.330.290.280.290.260.360.300.330.44
ABBV0.360.230.230.251.000.270.300.140.250.280.320.380.310.370.230.450.300.340.260.270.400.190.360.240.270.300.280.270.270.250.330.380.330.270.290.270.400.380.290.320.310.330.270.290.260.300.320.300.310.250.340.330.300.270.320.300.350.280.270.300.300.300.290.350.45
XOM0.390.010.140.150.271.000.100.360.160.870.090.310.140.180.170.200.340.120.260.250.130.320.120.460.230.220.520.240.370.320.380.190.390.370.570.200.280.260.270.450.380.220.310.150.350.360.240.320.350.430.490.330.280.350.420.520.310.360.340.330.330.250.420.410.50
WST0.510.210.150.240.300.101.000.310.180.130.210.240.270.420.300.280.210.240.320.210.470.260.280.260.230.300.210.280.180.350.190.300.210.220.250.470.400.230.370.240.260.430.350.410.320.280.390.340.340.310.240.390.410.370.290.320.390.420.420.470.360.430.400.360.49
ALB0.530.030.090.160.140.360.311.000.090.360.040.240.130.190.230.130.380.060.350.190.180.400.100.460.240.200.400.290.300.390.250.140.320.360.500.330.300.200.380.320.340.290.430.340.390.390.290.400.410.500.350.400.360.500.410.500.330.490.490.480.470.410.490.460.55
ED0.240.320.460.300.250.160.180.091.000.180.510.270.460.360.610.430.270.510.210.730.340.170.520.150.510.390.310.440.320.230.350.530.290.390.140.280.360.530.240.360.360.280.240.290.270.270.380.310.340.230.340.300.320.190.280.170.370.210.220.210.270.330.260.300.46
CVX0.420.030.140.170.280.870.130.360.181.000.100.340.160.210.190.230.350.130.280.260.160.340.130.480.250.240.540.280.370.310.390.190.400.370.580.230.300.270.290.470.380.250.320.170.360.380.260.350.360.450.490.350.300.360.430.530.330.390.350.360.350.270.460.430.52
KMB0.250.590.500.350.320.090.210.040.510.101.000.270.510.340.400.440.260.680.240.450.400.190.710.110.370.410.260.300.280.250.320.600.280.270.120.270.340.550.280.290.300.360.260.360.280.320.390.350.360.210.290.320.320.220.270.180.370.230.250.250.310.380.260.320.46
CAH0.390.190.250.260.380.310.240.240.270.340.271.000.270.370.190.380.390.310.260.330.320.270.320.350.270.320.340.270.350.260.400.310.420.300.370.290.370.340.270.430.390.310.310.290.390.360.380.330.340.340.450.370.330.300.400.390.360.320.320.340.370.360.360.380.50
MKC0.310.440.570.370.310.140.270.130.460.160.510.271.000.340.420.410.300.530.290.430.400.220.530.150.380.370.270.320.330.250.310.590.260.310.180.350.350.500.320.300.330.330.270.370.270.320.370.340.350.240.300.320.320.280.300.200.380.280.260.300.300.370.260.340.48
BDX0.400.270.310.250.370.180.420.190.360.210.340.370.341.000.330.440.270.380.270.350.540.220.390.260.290.340.270.310.240.300.280.420.300.250.280.360.490.390.310.310.310.390.300.350.300.330.380.380.370.300.300.380.340.330.320.310.380.320.340.370.350.400.350.390.51
NEE0.410.290.330.290.230.170.300.230.610.190.400.190.420.331.000.360.230.420.290.540.390.250.470.150.470.370.290.450.290.290.320.460.250.350.180.400.380.460.360.330.310.330.260.380.260.280.410.380.350.290.290.360.400.280.260.240.400.320.280.300.310.420.320.330.49
JNJ0.320.290.360.320.450.200.280.130.430.230.440.380.410.440.361.000.330.460.270.410.500.190.490.220.340.360.320.310.270.280.350.500.340.280.240.310.460.470.290.340.320.350.250.320.280.340.360.330.370.280.340.380.320.260.340.250.380.300.250.300.310.360.300.380.49
WBA0.410.150.280.280.300.340.210.380.270.350.260.390.300.270.230.331.000.240.400.320.290.400.250.390.330.270.380.340.370.330.290.270.390.420.430.260.350.300.370.410.380.280.360.290.350.450.280.350.410.470.390.330.300.430.440.420.350.430.420.400.420.340.440.450.56
CL0.310.510.470.390.340.120.240.060.510.130.680.310.530.380.420.460.241.000.270.460.450.180.750.140.380.440.260.360.340.270.390.650.310.290.170.340.370.620.310.320.340.400.260.380.300.310.410.390.350.220.320.360.380.250.310.210.400.240.250.260.310.430.270.350.49
TGT0.490.210.230.400.260.260.320.350.210.280.240.260.290.270.290.270.400.271.000.260.310.460.280.360.280.290.320.310.350.420.280.310.320.360.350.370.320.300.510.310.350.370.430.410.400.400.350.380.410.430.330.360.370.470.450.410.370.460.460.440.410.400.430.460.57
ATO0.330.280.420.320.270.250.210.190.730.260.450.330.430.350.540.410.320.460.261.000.330.230.460.230.510.370.350.490.360.270.400.480.370.470.250.340.390.520.300.430.420.350.300.340.350.340.430.360.380.330.430.350.370.280.370.280.430.310.330.310.330.400.350.380.54
ABT0.500.290.280.310.400.130.470.180.340.160.400.320.400.540.390.500.290.450.310.331.000.270.450.200.350.400.250.360.290.370.320.450.330.290.230.480.570.440.380.300.320.450.300.430.320.340.460.410.360.340.320.440.440.360.300.310.490.410.370.400.370.450.380.400.54
VFC0.530.150.170.230.190.320.260.400.170.340.190.270.220.220.250.190.400.180.460.230.271.000.220.430.340.300.370.380.430.380.330.240.390.490.470.360.370.320.460.360.420.330.440.380.370.470.310.400.440.550.410.350.370.570.500.470.380.530.510.460.510.420.540.500.61
PG0.360.520.460.440.360.120.280.100.520.130.710.320.530.390.470.490.250.750.280.460.450.221.000.180.380.450.290.350.340.290.400.670.340.300.170.370.400.630.320.340.360.400.260.400.300.330.420.400.360.240.320.410.400.240.330.240.430.260.270.310.350.450.300.380.52
NUE0.530.080.110.230.240.460.260.460.150.480.110.350.150.260.150.220.390.140.360.230.200.430.181.000.250.250.480.290.370.410.370.190.410.410.600.320.310.260.390.440.420.360.470.380.470.450.350.450.440.520.480.470.390.500.530.590.390.470.510.510.550.420.560.560.61
O0.410.250.290.210.270.230.230.240.510.250.370.270.380.290.470.340.330.380.280.510.350.340.380.251.000.400.340.640.410.290.370.430.350.670.260.420.460.500.360.370.400.370.340.420.310.350.430.390.410.360.410.350.450.360.400.290.440.380.350.360.390.460.400.390.57
MCD0.470.280.320.340.300.220.300.200.390.240.410.320.370.340.370.360.270.440.290.370.400.300.450.250.401.000.310.340.460.330.430.490.370.370.290.430.420.540.390.390.390.420.330.390.360.340.460.390.390.340.410.400.480.340.410.340.460.370.340.400.390.450.390.410.55
ADM0.430.110.310.210.280.520.210.400.310.540.260.340.270.270.290.320.380.260.320.350.250.370.290.480.340.311.000.330.420.360.470.340.400.390.540.280.370.390.330.480.450.330.390.280.420.420.340.400.450.440.520.390.380.440.480.500.380.410.410.440.430.340.470.500.60
ESS0.510.190.270.270.270.240.280.290.440.280.300.270.320.310.450.310.340.360.310.490.360.380.350.290.640.340.331.000.420.320.360.400.360.660.320.440.440.430.400.400.440.400.350.430.380.360.450.420.410.400.430.370.470.410.410.370.470.440.440.420.420.510.450.430.60
SYY0.470.200.280.290.270.370.180.300.320.370.280.350.330.240.290.270.370.340.350.360.290.430.340.370.410.460.420.421.000.320.450.410.410.490.410.320.420.470.390.450.480.350.390.350.410.390.420.390.450.460.520.410.450.440.500.450.450.430.410.420.460.450.440.470.61
EXPD0.560.200.200.300.250.320.350.390.230.310.250.260.250.300.290.280.330.270.420.270.370.380.290.410.290.330.360.320.321.000.300.320.380.350.430.440.350.320.490.380.330.480.510.480.500.470.390.460.460.490.370.470.450.540.490.500.450.530.540.550.500.470.550.570.62
CB0.430.170.260.270.330.380.190.250.350.390.320.400.310.280.320.350.290.390.280.400.320.330.400.370.370.430.470.360.450.301.000.420.390.420.400.360.410.490.330.540.690.390.390.360.400.410.560.430.430.400.660.450.430.360.470.430.480.400.390.380.430.430.440.470.61
PEP0.410.470.530.440.380.190.300.140.530.190.600.310.590.420.460.500.270.650.310.480.450.240.670.190.430.490.340.400.410.320.421.000.330.330.190.420.440.710.370.380.360.430.300.440.340.340.460.420.420.280.360.440.460.300.380.260.490.340.290.330.360.440.310.390.56
IBM0.570.180.230.290.330.390.210.320.290.400.280.420.260.300.250.340.390.310.320.370.330.390.340.410.350.370.400.360.410.380.390.331.000.430.500.390.410.400.380.460.440.420.440.380.470.510.400.420.430.500.490.450.430.460.480.540.490.480.480.470.450.460.530.530.63
FRT0.510.160.230.240.270.370.220.360.390.370.270.300.310.250.350.280.420.290.360.470.290.490.300.410.670.370.390.660.490.350.420.330.431.000.440.400.440.410.430.460.490.350.450.410.400.440.420.400.450.510.520.370.450.490.500.460.460.490.500.450.480.490.520.500.65
CAT0.600.060.160.210.290.570.250.500.140.580.120.370.180.280.180.240.430.170.350.250.230.470.170.600.260.290.540.320.410.430.400.190.500.441.000.350.380.290.430.510.470.370.540.370.540.560.350.490.470.590.550.470.410.600.570.740.400.560.580.560.560.420.650.640.67
SPGI0.670.200.220.320.270.200.470.330.280.230.270.290.350.360.400.310.260.340.370.340.480.360.370.320.420.430.280.440.320.440.360.420.390.400.351.000.470.410.500.390.380.600.420.570.450.410.530.490.410.440.400.510.610.470.390.450.570.550.510.530.480.570.520.500.63
MDT0.540.200.250.290.400.280.400.300.360.300.340.370.350.490.380.460.350.370.320.390.570.370.400.310.460.420.370.440.420.350.410.440.410.440.380.471.000.490.390.400.430.440.370.430.370.450.490.460.450.420.440.480.460.460.400.440.510.460.430.460.470.510.490.490.63
KO0.430.370.450.370.380.260.230.200.530.270.550.340.500.390.460.470.300.620.300.520.440.320.630.260.500.540.390.430.470.320.490.710.400.410.290.410.491.000.340.430.450.410.340.410.350.390.470.460.470.350.470.480.470.340.410.350.510.350.340.360.420.490.380.450.62
LOW0.610.230.210.350.290.270.370.380.240.290.280.270.320.310.360.290.370.310.510.300.380.460.320.390.360.390.330.400.390.490.330.370.380.430.430.500.390.341.000.380.370.470.550.610.520.480.430.440.460.480.390.470.500.610.540.500.470.540.590.570.530.510.550.560.67
GD0.510.160.280.280.320.450.240.320.360.470.290.430.300.310.330.340.410.320.310.430.300.360.340.440.370.390.480.400.450.380.540.380.460.460.510.390.400.430.381.000.540.450.450.400.540.470.510.430.430.450.580.450.490.430.500.540.510.470.460.490.450.460.540.540.66
CINF0.510.180.260.270.310.380.260.340.360.380.300.390.330.310.310.320.380.340.350.420.320.420.360.420.400.390.450.440.480.330.690.360.440.490.470.380.430.450.370.541.000.400.440.400.470.460.550.430.450.520.680.450.450.470.510.490.520.490.490.440.490.480.530.520.67
ROP0.630.250.240.330.330.220.430.290.280.250.360.310.330.390.330.350.280.400.370.350.450.330.400.360.370.420.330.400.350.480.390.430.420.350.370.600.440.410.470.450.401.000.460.560.510.460.570.480.440.430.420.530.590.480.450.500.570.500.520.560.490.560.560.560.65
AOS0.570.180.210.260.270.310.350.430.240.320.260.310.270.300.260.250.360.260.430.300.300.440.260.470.340.330.390.350.390.510.390.300.440.450.540.420.370.340.550.450.440.461.000.510.590.530.440.470.510.550.470.500.480.630.570.590.440.550.650.610.580.520.620.660.69
SHW0.600.310.270.350.290.150.410.340.290.170.360.290.370.350.380.320.290.380.410.340.430.380.400.380.420.390.280.430.350.480.360.440.380.410.370.570.430.410.610.400.400.560.511.000.520.460.510.530.510.430.380.530.530.540.480.440.520.510.570.550.620.630.530.550.67
GWW0.590.190.230.320.260.350.320.390.270.360.280.390.270.300.260.280.350.300.400.350.320.370.300.470.310.360.420.380.410.500.400.340.470.400.540.450.370.350.520.540.470.510.590.521.000.490.510.470.450.480.480.490.540.540.570.610.500.510.600.610.530.510.620.670.68
MMM0.550.220.270.280.300.360.280.390.270.380.320.360.320.330.280.340.450.310.400.340.340.470.330.450.350.340.420.360.390.470.410.340.510.440.560.410.450.390.480.470.460.460.530.460.491.000.390.480.540.550.480.480.430.610.520.590.460.540.590.530.560.510.610.630.69
BRO0.580.260.260.360.320.240.390.290.380.260.390.380.370.380.410.360.280.410.350.430.460.310.420.350.430.460.340.450.420.390.560.460.400.420.350.530.490.470.430.510.550.570.440.510.510.391.000.480.420.410.560.530.590.430.460.430.600.490.470.490.450.550.490.520.66
APD0.590.250.270.320.300.320.340.400.310.350.350.330.340.380.380.330.350.390.380.360.410.400.400.450.390.390.400.420.390.460.430.420.420.400.490.490.460.460.440.430.430.480.470.530.470.480.481.000.520.470.460.680.510.490.480.510.500.500.490.530.570.600.560.570.69
AMCR0.540.260.300.320.310.350.340.410.340.360.360.340.350.370.350.370.410.350.410.380.360.440.360.440.410.390.450.410.450.460.430.420.430.450.470.410.450.470.460.430.450.440.510.510.450.540.420.521.000.540.480.530.460.550.520.510.480.520.510.560.590.560.560.560.69
BEN0.650.160.200.240.250.430.310.500.230.450.210.340.240.300.290.280.470.220.430.330.340.550.240.520.360.340.440.400.460.490.400.280.500.510.590.440.420.350.480.450.520.430.550.430.480.550.410.470.541.000.550.490.450.630.560.620.470.740.640.580.580.500.640.610.73
AFL0.540.160.250.280.340.490.240.350.340.490.290.450.300.300.290.340.390.320.330.430.320.410.320.480.410.410.520.430.520.370.660.360.490.520.550.400.440.470.390.580.680.420.470.380.480.480.560.460.480.551.000.510.500.500.540.560.510.530.500.480.520.490.560.560.70
LIN0.640.220.230.330.330.330.390.400.300.350.320.370.320.380.360.380.330.360.360.350.440.350.410.470.350.400.390.370.410.470.450.440.450.370.470.510.480.480.470.450.450.530.500.530.490.480.530.680.530.490.511.000.570.500.490.540.550.510.520.550.600.620.560.600.70
CTAS0.700.200.210.370.300.280.410.360.320.300.320.330.320.340.400.320.300.380.370.370.440.370.400.390.450.480.380.470.450.450.430.460.430.450.410.610.460.470.500.490.450.590.480.530.540.430.590.510.460.450.500.571.000.480.500.520.620.560.530.570.510.600.570.560.69
SWK0.640.160.220.240.270.350.370.500.190.360.220.300.280.330.280.260.430.250.470.280.360.570.240.500.360.340.440.410.440.540.360.300.460.490.600.470.460.340.610.430.470.480.630.540.540.610.430.490.550.630.500.500.481.000.580.620.470.630.690.640.650.540.670.690.74
GPC0.550.180.270.290.320.420.290.410.280.430.270.400.300.320.260.340.440.310.450.370.300.500.330.530.400.410.480.410.500.490.470.380.480.500.570.390.400.410.540.500.510.450.570.480.570.520.460.480.520.560.540.490.500.581.000.590.490.540.580.580.580.500.610.660.72
EMR0.680.100.140.260.300.520.320.500.170.530.180.390.200.310.240.250.420.210.410.280.310.470.240.590.290.340.500.370.450.500.430.260.540.460.740.450.440.350.500.540.490.500.590.440.610.590.430.510.510.620.560.540.520.620.591.000.490.620.660.640.600.530.730.690.74
ADP0.650.240.270.330.350.310.390.330.370.330.370.360.380.380.400.380.350.400.370.430.490.380.430.390.440.460.380.470.450.450.480.490.490.460.400.570.510.510.470.510.520.570.440.520.500.460.600.500.480.470.510.550.620.470.490.491.000.550.520.520.500.570.550.550.71
TROW0.750.150.210.290.280.360.420.490.210.390.230.320.280.320.320.300.430.240.460.310.410.530.260.470.380.370.410.440.430.530.400.340.480.490.560.550.460.350.540.470.490.500.550.510.510.540.490.500.520.740.530.510.560.630.540.620.551.000.640.600.570.550.650.610.74
PNR0.660.180.170.280.270.340.420.490.220.350.250.320.260.340.280.250.420.250.460.330.370.510.270.510.350.340.410.440.410.540.390.290.480.500.580.510.430.340.590.460.490.520.650.570.600.590.470.490.510.640.500.520.530.690.580.660.520.641.000.670.620.580.730.710.75
NDSN0.670.190.220.290.300.330.470.480.210.360.250.340.300.370.300.300.400.260.440.310.400.460.310.510.360.400.440.420.420.550.380.330.470.450.560.530.460.360.570.490.440.560.610.550.610.530.490.530.560.580.480.550.570.640.580.640.520.600.671.000.620.570.690.690.74
PPG0.620.200.230.260.300.330.360.470.270.350.310.370.300.350.310.310.420.310.410.330.370.510.350.550.390.390.430.420.460.500.430.360.450.480.560.480.470.420.530.450.490.490.580.620.530.560.450.570.590.580.520.600.510.650.580.600.500.570.620.621.000.640.670.670.75
ECL0.660.270.260.360.300.250.430.410.330.270.380.360.370.400.420.360.340.430.400.400.450.420.450.420.460.450.340.510.450.470.430.440.460.490.420.570.510.490.510.460.480.560.520.630.510.510.550.600.560.500.490.620.600.540.500.530.570.550.580.570.641.000.590.600.74
DOV0.690.160.190.300.290.420.400.490.260.460.260.360.260.350.320.300.440.270.430.350.380.540.300.560.400.390.470.450.440.550.440.310.530.520.650.520.490.380.550.540.530.560.620.530.620.610.490.560.560.640.560.560.570.670.610.730.550.650.730.690.670.591.000.750.80
ITW0.650.210.280.330.350.410.360.460.300.430.320.380.340.390.330.380.450.350.460.380.400.500.380.560.390.410.500.430.470.570.470.390.530.500.640.500.490.450.560.540.520.560.660.550.670.630.520.570.560.610.560.600.560.690.660.690.550.610.710.690.670.600.751.000.81
Portfolio0.800.330.390.440.450.500.490.550.460.520.460.500.480.510.490.490.560.490.570.540.540.610.520.610.570.550.600.600.610.620.610.560.630.650.670.630.630.620.670.660.670.650.690.670.680.690.660.690.690.730.700.700.690.740.720.740.710.740.750.740.750.740.800.811.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 12 июн. 2019 г.