S&P 500 top 50% 1M-10Y
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
S&P 500 top 50% 1M-10Y
Currency in USD · Последнее обновление 15 мая 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AAPL Apple Inc | Technology | 2% |
ADP Automatic Data Processing, Inc. | Industrials | 2% |
AJG Arthur J. Gallagher & Co. | Financial Services | 2% |
ALL The Allstate Corporation | Financial Services | 2% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2% |
ANET Arista Networks, Inc. | Technology | 2% |
AVGO Broadcom Inc. | Technology | 2% |
AXON Axon Enterprise, Inc. | Industrials | 2% |
AXP American Express Company | Financial Services | 2% |
AZO AutoZone, Inc. | Consumer Cyclical | 2% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2% |
BLK BlackRock, Inc. | Financial Services | 2% |
BR Broadridge Financial Solutions, Inc. | Technology | 2% |
BSX Boston Scientific Corporation | Healthcare | 2% |
COST Costco Wholesale Corporation | Consumer Defensive | 2% |
CPRT Copart, Inc. | Industrials | 2% |
CRM salesforce.com, inc. | Technology | 2% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 2% |
DFS Discover Financial Services | Financial Services | 2% |
DRI | 2% | |
EQIX | 2% | |
FTNT | 2% | |
GDDY | 2% | |
GOOGL | 2% | |
GRMN | 2% | |
HLT | 2% | |
ISRG | 2% | |
J | 2% | |
JPM | 2% | |
LYV | 2% | |
MA | 2% | |
MAR | 2% | |
META | 2% | |
NDAQ | 2% | |
NFLX | 2% | |
NOW | 2% | |
ORLY | 2% | |
PANW | 2% | |
PKG | 2% | |
PLTR | 2% | |
PWR | 2% | |
RCL | 2% | |
RSG | 2% | |
TJX | 2% | |
TSLA | 2% | |
TYL | 2% | |
V | 2% | |
WMT | 2% | |
WRB | 2% | |
WTW | 2% |
Каждые 3 месяца
Доходность
График доходности
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Самые ранние данные для этого графика доступны с 6 июн. 2014 г., начальной даты ANET
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| S&P 500 top 50% 1M-10Y | 6.02% | 11.83% | 8.05% | 41.86% | N/A | N/A |
| Активы портфеля: | ||||||
TSLA | -13.91% | 37.78% | 5.28% | 95.82% | N/A | N/A |
ANET Arista Networks, Inc. | -11.14% | 33.47% | -0.58% | 25.26% | 49.74% | 37.53% |
AXON Axon Enterprise, Inc. | 22.58% | 26.74% | 21.16% | 145.74% | 58.32% | 36.38% |
AVGO Broadcom Inc. | 0.42% | 30.14% | 34.49% | 70.26% | 59.18% | 37.22% |
NFLX | 29.13% | 23.59% | 38.60% | 87.56% | N/A | N/A |
FTNT | 9.26% | 6.59% | 5.47% | 71.48% | N/A | N/A |
NOW | -3.14% | 28.38% | -1.79% | 42.29% | N/A | N/A |
AMZN Amazon.com, Inc. | -4.17% | 15.45% | -1.80% | 12.39% | 11.83% | 25.80% |
DECK Deckers Outdoor Corporation | -37.29% | 18.86% | -28.59% | -13.40% | 40.44% | 26.67% |
CPRT Copart, Inc. | 8.76% | 4.33% | 7.75% | 14.74% | 25.82% | 30.43% |
PWR | 8.65% | 25.10% | 5.05% | 30.47% | N/A | N/A |
GDDY | -4.70% | 9.58% | -0.34% | 41.61% | N/A | N/A |
PANW | 4.91% | 12.31% | -5.11% | 26.62% | N/A | N/A |
AAPL Apple Inc | -15.01% | 4.98% | -5.45% | 13.81% | 23.31% | 22.15% |
ISRG | 8.43% | 15.47% | 5.45% | 47.31% | N/A | N/A |
PLTR | 72.13% | 40.55% | 114.46% | 507.18% | N/A | N/A |
META | 12.71% | 24.06% | 13.88% | 40.25% | N/A | N/A |
GOOGL | -12.54% | 3.96% | -7.34% | -2.45% | N/A | N/A |
COST Costco Wholesale Corporation | 8.48% | 1.38% | 6.45% | 28.12% | 29.32% | 23.42% |
BSX Boston Scientific Corporation | 15.26% | 9.21% | 15.97% | 40.09% | 24.31% | 19.20% |
ORLY | 11.80% | -6.26% | 7.02% | 31.68% | N/A | N/A |
MA | 9.21% | 11.87% | 10.19% | 26.96% | N/A | N/A |
AJG Arthur J. Gallagher & Co. | 16.35% | -3.87% | 10.93% | 32.57% | 32.15% | 23.63% |
CRM salesforce.com, inc. | -12.90% | 14.22% | -14.69% | 5.65% | 11.36% | 15.04% |
TYL | -2.54% | -1.72% | -8.89% | 15.91% | N/A | N/A |
AZO AutoZone, Inc. | 13.85% | -0.96% | 15.29% | 24.78% | 27.79% | 18.16% |
RSG | 18.96% | -3.05% | 11.48% | 28.48% | N/A | N/A |
LYV | 9.82% | 10.76% | 11.97% | 48.41% | N/A | N/A |
BR Broadridge Financial Solutions, Inc. | 5.45% | 0.41% | 4.50% | 20.73% | 17.53% | 18.35% |
V | 13.17% | 6.53% | 15.57% | 29.52% | N/A | N/A |
NDAQ | 5.20% | 11.38% | 2.13% | 36.03% | N/A | N/A |
HLT | 2.42% | 20.40% | 0.25% | 23.55% | N/A | N/A |
BKNG Booking Holdings Inc. | 5.21% | 14.48% | 4.98% | 39.42% | 30.81% | 16.01% |
EQIX | -8.40% | 9.61% | -4.16% | 11.03% | N/A | N/A |
WRB | 21.51% | 2.42% | 19.18% | 38.47% | N/A | N/A |
GRMN | -2.40% | 4.41% | -5.15% | 19.94% | N/A | N/A |
JPM | 12.08% | 13.17% | 11.40% | 34.88% | N/A | N/A |
J | -5.31% | 7.07% | -15.22% | 10.53% | N/A | N/A |
TJX | 8.97% | 0.50% | 9.02% | 34.30% | N/A | N/A |
MAR | -2.06% | 21.97% | -4.42% | 16.73% | N/A | N/A |
DRI | 12.78% | 4.09% | 24.08% | 44.06% | N/A | N/A |
ADP Automatic Data Processing, Inc. | 6.26% | 2.60% | 1.68% | 28.74% | 20.67% | 15.96% |
WMT | 7.73% | 2.46% | 14.09% | 63.42% | N/A | N/A |
AXP American Express Company | 1.69% | 17.51% | 4.92% | 25.65% | 31.40% | 15.82% |
PKG | -14.20% | 0.66% | -18.51% | 8.30% | N/A | N/A |
RCL | 9.34% | 31.04% | 7.93% | 79.99% | N/A | N/A |
BLK BlackRock, Inc. | -5.15% | 8.66% | -5.22% | 23.22% | 16.38% | 12.92% |
ALL The Allstate Corporation | 4.57% | 2.60% | 2.63% | 21.02% | 19.05% | 14.01% |
WTW | -2.89% | -7.51% | -3.73% | 20.92% | N/A | N/A |
DFS Discover Financial Services | 15.92% | 25.80% | 15.44% | 63.84% | 42.87% | 15.39% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью S&P 500 top 50% 1M-10Y, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.87% | -2.23% | -5.77% | 3.32% | 6.21% | 6.02% | |||||||
| 2024 | 3.02% | 7.74% | 2.49% | -4.64% | 3.63% | 4.25% | 2.83% | 5.48% | 3.02% | 2.70% | 12.93% | -0.92% | 50.48% |
| 2023 | 9.78% | -0.36% | 4.11% | 0.90% | 4.69% | 7.52% | 2.55% | -0.88% | -3.20% | -0.59% | 11.53% | 4.92% | 48.06% |
| 2022 | -7.40% | -1.76% | 4.39% | -8.96% | -2.84% | -8.13% | 10.62% | -2.52% | -7.05% | 9.77% | 6.20% | -6.71% | -15.89% |
| 2021 | -2.15% | 4.92% | 2.47% | 6.88% | 0.23% | 2.67% | 2.94% | 3.50% | -1.97% | 6.54% | -2.86% | 5.39% | 31.80% |
| 2020 | -1.11% | 17.43% | 5.14% | 22.10% |
Комиссия
Комиссия S&P 500 top 50% 1M-10Y составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Портфель не содержит фондов, взимающих комиссии
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг S&P 500 top 50% 1M-10Y составляет 94, что ставит его в топ 6% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
TSLA | 1.39 | 2.17 | 1.26 | 1.75 | 4.22 |
ANET Arista Networks, Inc. | 0.39 | 0.96 | 1.14 | 0.53 | 1.40 |
AXON Axon Enterprise, Inc. | 2.65 | 3.49 | 1.53 | 4.75 | 12.34 |
AVGO Broadcom Inc. | 1.02 | 1.95 | 1.26 | 1.84 | 5.08 |
NFLX | 2.72 | 3.44 | 1.46 | 4.53 | 14.80 |
FTNT | 1.67 | 2.86 | 1.39 | 2.36 | 9.95 |
NOW | 0.81 | 1.53 | 1.21 | 1.06 | 2.92 |
AMZN Amazon.com, Inc. | 0.38 | 0.76 | 1.10 | 0.41 | 1.09 |
DECK Deckers Outdoor Corporation | -0.32 | 0.05 | 1.01 | -0.19 | -0.40 |
CPRT Copart, Inc. | 0.53 | 1.07 | 1.13 | 0.80 | 1.82 |
PWR | 0.64 | 1.15 | 1.17 | 0.87 | 2.16 |
GDDY | 1.21 | 1.69 | 1.28 | 1.67 | 4.48 |
PANW | 0.62 | 1.24 | 1.15 | 0.98 | 2.95 |
AAPL Apple Inc | 0.38 | 0.85 | 1.12 | 0.44 | 1.44 |
ISRG | 1.24 | 2.18 | 1.31 | 1.87 | 5.88 |
PLTR | 7.06 | 5.34 | 1.73 | 11.13 | 38.83 |
META | 1.02 | 1.73 | 1.23 | 1.21 | 3.76 |
GOOGL | -0.12 | 0.14 | 1.02 | -0.06 | -0.13 |
COST Costco Wholesale Corporation | 1.23 | 1.81 | 1.25 | 1.65 | 4.79 |
BSX Boston Scientific Corporation | 1.74 | 2.34 | 1.38 | 2.67 | 10.86 |
ORLY | 1.53 | 2.19 | 1.26 | 1.71 | 9.67 |
MA | 1.24 | 1.74 | 1.25 | 1.55 | 6.48 |
AJG Arthur J. Gallagher & Co. | 1.47 | 1.99 | 1.27 | 2.70 | 7.43 |
CRM salesforce.com, inc. | 0.04 | 0.46 | 1.07 | 0.15 | 0.35 |
TYL | 0.58 | 1.16 | 1.14 | 0.87 | 2.44 |
AZO AutoZone, Inc. | 1.15 | 1.63 | 1.20 | 1.56 | 7.30 |
RSG | 1.62 | 2.07 | 1.30 | 3.26 | 9.39 |
LYV | 1.57 | 2.16 | 1.31 | 1.62 | 5.25 |
BR Broadridge Financial Solutions, Inc. | 0.91 | 1.49 | 1.21 | 1.87 | 6.83 |
V | 1.28 | 1.81 | 1.27 | 1.92 | 6.41 |
NDAQ | 1.43 | 2.04 | 1.29 | 1.74 | 6.26 |
HLT | 0.95 | 1.40 | 1.18 | 0.88 | 2.73 |
BKNG Booking Holdings Inc. | 1.33 | 1.92 | 1.27 | 1.90 | 5.17 |
EQIX | 0.35 | 0.87 | 1.11 | 0.53 | 1.62 |
WRB | 1.65 | 2.14 | 1.31 | 3.26 | 8.58 |
GRMN | 0.48 | 1.08 | 1.17 | 0.73 | 2.27 |
JPM | 1.21 | 1.84 | 1.27 | 1.51 | 5.03 |
J | 0.44 | 0.71 | 1.10 | 0.40 | 1.00 |
TJX | 1.84 | 2.71 | 1.34 | 3.14 | 10.09 |
MAR | 0.59 | 0.97 | 1.13 | 0.52 | 1.45 |
DRI | 1.38 | 2.59 | 1.30 | 2.19 | 10.33 |
ADP Automatic Data Processing, Inc. | 1.50 | 2.00 | 1.28 | 2.17 | 7.44 |
WMT | 2.57 | 3.35 | 1.46 | 2.82 | 9.35 |
AXP American Express Company | 0.80 | 1.34 | 1.19 | 0.94 | 3.00 |
PKG | 0.33 | 0.65 | 1.09 | 0.30 | 0.74 |
RCL | 1.82 | 2.37 | 1.34 | 2.28 | 6.73 |
BLK BlackRock, Inc. | 0.83 | 1.45 | 1.21 | 1.06 | 3.35 |
ALL The Allstate Corporation | 0.90 | 1.19 | 1.16 | 1.45 | 3.97 |
WTW | 1.00 | 1.47 | 1.21 | 1.83 | 5.32 |
DFS Discover Financial Services | 1.36 | 2.25 | 1.29 | 2.34 | 7.38 |
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Дивиденды
Дивидендный доход
Дивидендная доходность S&P 500 top 50% 1M-10Y за предыдущие двенадцать месяцев составила 0.74%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 0.74% | 0.72% | 0.88% | 0.90% | 0.72% | 0.79% | 0.94% | 1.12% | 0.98% | 1.02% | 1.16% | 0.92% |
| Активы портфеля: | ||||||||||||
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% |
ANET Arista Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXON Axon Enterprise, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.96% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTNT | 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% |
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% |
PWR | 0.11% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
GDDY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
AAPL Apple Inc | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
PLTR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.31% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL | 0.48% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.48% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
BSX Boston Scientific 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% |
ORLY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MA | 0.50% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
AJG Arthur J. Gallagher & Co. | 0.74% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
CRM salesforce.com, inc. | 0.56% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TYL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AZO AutoZone, 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% |
RSG | 0.96% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% |
LYV | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BR Broadridge Financial Solutions, Inc. | 1.45% | 1.49% | 1.48% | 2.04% | 1.33% | 1.46% | 1.66% | 1.77% | 1.53% | 1.90% | 2.12% | 2.08% |
V | 0.79% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
NDAQ | 1.18% | 1.22% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% |
HLT | 0.24% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% |
BKNG Booking Holdings Inc. | 0.69% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQIX | 2.03% | 1.81% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% |
WRB | 1.98% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% | 2.79% |
GRMN | 1.50% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
JPM | 1.90% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
J | 0.87% | 0.76% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% | 0.00% | 0.00% | 0.00% |
TJX | 1.47% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% |
MAR | 0.92% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% |
DRI | 2.70% | 2.90% | 3.07% | 3.34% | 2.29% | 0.99% | 2.99% | 2.76% | 2.48% | 2.92% | 3.09% | 3.75% |
ADP Automatic Data Processing, Inc. | 1.90% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
WMT | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
AXP American Express Company | 0.97% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
PKG | 2.61% | 2.22% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% |
RCL | 0.68% | 0.41% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% |
BLK BlackRock, Inc. | 2.12% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
ALL The Allstate Corporation | 1.87% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% |
WTW | 1.17% | 1.12% | 1.39% | 1.34% | 1.27% | 1.31% | 1.29% | 1.58% | 1.41% | 1.57% | 0.00% | 0.00% |
DFS Discover Financial Services | 1.40% | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Загрузка...
Максимальные просадки
S&P 500 top 50% 1M-10Y показал максимальную просадку в 26.06%, зарегистрированную 16 июн. 2022 г.. Полное восстановление заняло 231 торговую сессию.
Текущая просадка S&P 500 top 50% 1M-10Y составляет 1.00%.
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 |
|---|---|---|---|---|---|---|
| -26.06% | 30 дек. 2021 г. | 117 | 16 июн. 2022 г. | 231 | 18 мая 2023 г. | 348 |
| -18.59% | 7 февр. 2025 г. | 42 | 8 апр. 2025 г. | — | — | — |
| -7.65% | 8 нояб. 2021 г. | 17 | 1 дек. 2021 г. | 17 | 27 дек. 2021 г. | 34 |
| -7.32% | 19 июл. 2023 г. | 72 | 27 окт. 2023 г. | 10 | 10 нояб. 2023 г. | 82 |
| -7.01% | 13 окт. 2020 г. | 14 | 30 окт. 2020 г. | 4 | 5 нояб. 2020 г. | 18 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
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Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 50, при этом эффективное количество активов равно 50.00, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ^GSPC | AZO | ALL | WMT | WRB | ORLY | RSG | PKG | TSLA | EQIX | PLTR | DRI | AXON | NFLX | BSX | WTW | RCL | AJG | PANW | DECK | DFS | COST | JPM | LYV | META | GDDY | J | PWR | BKNG | TJX | GOOGL | ANET | AAPL | FTNT | AMZN | AVGO | ADP | CRM | BR | MAR | TYL | NDAQ | NOW | HLT | V | AXP | MA | ISRG | CPRT | GRMN | BLK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.35 | 0.35 | 0.40 | 0.37 | 0.38 | 0.43 | 0.49 | 0.56 | 0.52 | 0.54 | 0.47 | 0.51 | 0.56 | 0.52 | 0.49 | 0.54 | 0.48 | 0.55 | 0.55 | 0.58 | 0.60 | 0.59 | 0.57 | 0.66 | 0.59 | 0.59 | 0.61 | 0.60 | 0.56 | 0.71 | 0.66 | 0.72 | 0.62 | 0.70 | 0.72 | 0.61 | 0.65 | 0.62 | 0.61 | 0.63 | 0.63 | 0.65 | 0.61 | 0.63 | 0.66 | 0.65 | 0.71 | 0.67 | 0.70 | 0.74 | 0.93 |
| AZO | 0.35 | 1.00 | 0.29 | 0.29 | 0.34 | 0.76 | 0.41 | 0.26 | 0.09 | 0.20 | 0.07 | 0.29 | 0.16 | 0.15 | 0.24 | 0.35 | 0.10 | 0.39 | 0.15 | 0.27 | 0.23 | 0.35 | 0.29 | 0.21 | 0.15 | 0.20 | 0.33 | 0.26 | 0.17 | 0.40 | 0.17 | 0.18 | 0.22 | 0.23 | 0.14 | 0.20 | 0.39 | 0.15 | 0.38 | 0.23 | 0.25 | 0.31 | 0.16 | 0.26 | 0.32 | 0.25 | 0.31 | 0.22 | 0.36 | 0.31 | 0.30 | 0.36 |
| ALL | 0.35 | 0.29 | 1.00 | 0.26 | 0.60 | 0.27 | 0.36 | 0.43 | 0.09 | 0.21 | 0.10 | 0.30 | 0.14 | 0.11 | 0.29 | 0.42 | 0.27 | 0.47 | 0.12 | 0.15 | 0.38 | 0.23 | 0.48 | 0.23 | 0.11 | 0.17 | 0.39 | 0.32 | 0.22 | 0.34 | 0.13 | 0.14 | 0.16 | 0.16 | 0.10 | 0.13 | 0.41 | 0.12 | 0.32 | 0.30 | 0.19 | 0.30 | 0.09 | 0.31 | 0.32 | 0.41 | 0.32 | 0.19 | 0.25 | 0.33 | 0.36 | 0.37 |
| WMT | 0.40 | 0.29 | 0.26 | 1.00 | 0.26 | 0.35 | 0.36 | 0.29 | 0.18 | 0.32 | 0.18 | 0.21 | 0.18 | 0.23 | 0.28 | 0.34 | 0.16 | 0.36 | 0.22 | 0.22 | 0.20 | 0.59 | 0.25 | 0.14 | 0.25 | 0.22 | 0.28 | 0.22 | 0.18 | 0.35 | 0.25 | 0.21 | 0.28 | 0.24 | 0.27 | 0.21 | 0.33 | 0.21 | 0.36 | 0.20 | 0.26 | 0.34 | 0.19 | 0.19 | 0.30 | 0.24 | 0.30 | 0.31 | 0.30 | 0.30 | 0.33 | 0.39 |
| WRB | 0.37 | 0.34 | 0.60 | 0.26 | 1.00 | 0.35 | 0.43 | 0.43 | 0.04 | 0.16 | 0.04 | 0.36 | 0.12 | 0.05 | 0.32 | 0.46 | 0.26 | 0.56 | 0.10 | 0.20 | 0.36 | 0.24 | 0.51 | 0.26 | 0.08 | 0.17 | 0.42 | 0.32 | 0.30 | 0.37 | 0.11 | 0.14 | 0.19 | 0.16 | 0.07 | 0.14 | 0.44 | 0.13 | 0.39 | 0.36 | 0.18 | 0.32 | 0.08 | 0.36 | 0.39 | 0.43 | 0.37 | 0.21 | 0.27 | 0.34 | 0.35 | 0.38 |
| ORLY | 0.38 | 0.76 | 0.27 | 0.35 | 0.35 | 1.00 | 0.44 | 0.25 | 0.09 | 0.22 | 0.10 | 0.32 | 0.16 | 0.19 | 0.29 | 0.39 | 0.14 | 0.42 | 0.20 | 0.28 | 0.21 | 0.39 | 0.29 | 0.23 | 0.20 | 0.22 | 0.32 | 0.27 | 0.23 | 0.43 | 0.20 | 0.21 | 0.25 | 0.28 | 0.20 | 0.20 | 0.41 | 0.21 | 0.40 | 0.26 | 0.29 | 0.33 | 0.20 | 0.29 | 0.35 | 0.25 | 0.34 | 0.27 | 0.41 | 0.34 | 0.33 | 0.40 |
| RSG | 0.43 | 0.41 | 0.36 | 0.36 | 0.43 | 0.44 | 1.00 | 0.34 | 0.11 | 0.36 | 0.06 | 0.26 | 0.16 | 0.16 | 0.39 | 0.44 | 0.13 | 0.54 | 0.22 | 0.16 | 0.19 | 0.41 | 0.30 | 0.21 | 0.17 | 0.24 | 0.43 | 0.33 | 0.21 | 0.37 | 0.20 | 0.22 | 0.30 | 0.26 | 0.17 | 0.21 | 0.53 | 0.21 | 0.51 | 0.24 | 0.32 | 0.44 | 0.20 | 0.27 | 0.39 | 0.30 | 0.38 | 0.36 | 0.37 | 0.39 | 0.36 | 0.41 |
| PKG | 0.49 | 0.26 | 0.43 | 0.29 | 0.43 | 0.25 | 0.34 | 1.00 | 0.20 | 0.28 | 0.18 | 0.38 | 0.20 | 0.15 | 0.33 | 0.40 | 0.34 | 0.36 | 0.19 | 0.32 | 0.45 | 0.28 | 0.47 | 0.32 | 0.21 | 0.26 | 0.50 | 0.42 | 0.34 | 0.39 | 0.25 | 0.25 | 0.25 | 0.20 | 0.22 | 0.26 | 0.42 | 0.22 | 0.43 | 0.44 | 0.27 | 0.36 | 0.20 | 0.43 | 0.31 | 0.44 | 0.35 | 0.29 | 0.34 | 0.47 | 0.46 | 0.48 |
| TSLA | 0.56 | 0.09 | 0.09 | 0.18 | 0.04 | 0.09 | 0.11 | 0.20 | 1.00 | 0.30 | 0.50 | 0.27 | 0.40 | 0.45 | 0.21 | 0.16 | 0.40 | 0.14 | 0.44 | 0.38 | 0.31 | 0.37 | 0.28 | 0.39 | 0.40 | 0.37 | 0.28 | 0.33 | 0.36 | 0.30 | 0.44 | 0.41 | 0.49 | 0.40 | 0.48 | 0.47 | 0.26 | 0.44 | 0.28 | 0.35 | 0.39 | 0.36 | 0.44 | 0.36 | 0.30 | 0.36 | 0.33 | 0.40 | 0.40 | 0.38 | 0.39 | 0.59 |
| EQIX | 0.52 | 0.20 | 0.21 | 0.32 | 0.16 | 0.22 | 0.36 | 0.28 | 0.30 | 1.00 | 0.35 | 0.22 | 0.32 | 0.38 | 0.35 | 0.32 | 0.21 | 0.34 | 0.35 | 0.29 | 0.23 | 0.42 | 0.24 | 0.26 | 0.35 | 0.36 | 0.32 | 0.33 | 0.24 | 0.27 | 0.34 | 0.37 | 0.38 | 0.40 | 0.40 | 0.36 | 0.38 | 0.39 | 0.45 | 0.22 | 0.46 | 0.47 | 0.45 | 0.22 | 0.34 | 0.30 | 0.36 | 0.50 | 0.43 | 0.43 | 0.42 | 0.52 |
| PLTR | 0.54 | 0.07 | 0.10 | 0.18 | 0.04 | 0.10 | 0.06 | 0.18 | 0.50 | 0.35 | 1.00 | 0.27 | 0.53 | 0.45 | 0.20 | 0.21 | 0.40 | 0.17 | 0.48 | 0.39 | 0.32 | 0.31 | 0.28 | 0.37 | 0.45 | 0.42 | 0.29 | 0.37 | 0.37 | 0.27 | 0.41 | 0.47 | 0.40 | 0.46 | 0.50 | 0.46 | 0.25 | 0.51 | 0.27 | 0.34 | 0.48 | 0.34 | 0.53 | 0.35 | 0.30 | 0.35 | 0.31 | 0.43 | 0.44 | 0.40 | 0.39 | 0.63 |
| DRI | 0.47 | 0.29 | 0.30 | 0.21 | 0.36 | 0.32 | 0.26 | 0.38 | 0.27 | 0.22 | 0.27 | 1.00 | 0.31 | 0.24 | 0.29 | 0.35 | 0.46 | 0.34 | 0.22 | 0.39 | 0.47 | 0.23 | 0.45 | 0.44 | 0.25 | 0.29 | 0.37 | 0.37 | 0.44 | 0.47 | 0.28 | 0.29 | 0.28 | 0.28 | 0.29 | 0.28 | 0.37 | 0.31 | 0.36 | 0.53 | 0.30 | 0.35 | 0.27 | 0.52 | 0.39 | 0.49 | 0.41 | 0.31 | 0.39 | 0.43 | 0.42 | 0.53 |
| AXON | 0.51 | 0.16 | 0.14 | 0.18 | 0.12 | 0.16 | 0.16 | 0.20 | 0.40 | 0.32 | 0.53 | 0.31 | 1.00 | 0.40 | 0.29 | 0.27 | 0.36 | 0.25 | 0.44 | 0.43 | 0.28 | 0.32 | 0.25 | 0.35 | 0.42 | 0.42 | 0.32 | 0.41 | 0.36 | 0.29 | 0.38 | 0.45 | 0.36 | 0.47 | 0.43 | 0.46 | 0.28 | 0.47 | 0.32 | 0.38 | 0.47 | 0.37 | 0.51 | 0.39 | 0.29 | 0.32 | 0.32 | 0.45 | 0.46 | 0.43 | 0.39 | 0.60 |
| NFLX | 0.56 | 0.15 | 0.11 | 0.23 | 0.05 | 0.19 | 0.16 | 0.15 | 0.45 | 0.38 | 0.45 | 0.24 | 0.40 | 1.00 | 0.30 | 0.24 | 0.31 | 0.23 | 0.43 | 0.33 | 0.25 | 0.40 | 0.23 | 0.36 | 0.56 | 0.47 | 0.23 | 0.29 | 0.35 | 0.30 | 0.47 | 0.43 | 0.48 | 0.48 | 0.56 | 0.48 | 0.28 | 0.53 | 0.31 | 0.29 | 0.47 | 0.37 | 0.58 | 0.30 | 0.38 | 0.31 | 0.39 | 0.51 | 0.46 | 0.40 | 0.40 | 0.58 |
| BSX | 0.52 | 0.24 | 0.29 | 0.28 | 0.32 | 0.29 | 0.39 | 0.33 | 0.21 | 0.35 | 0.20 | 0.29 | 0.29 | 0.30 | 1.00 | 0.40 | 0.34 | 0.42 | 0.30 | 0.27 | 0.34 | 0.34 | 0.38 | 0.35 | 0.33 | 0.35 | 0.39 | 0.36 | 0.41 | 0.37 | 0.35 | 0.33 | 0.31 | 0.33 | 0.30 | 0.31 | 0.41 | 0.36 | 0.43 | 0.41 | 0.36 | 0.39 | 0.35 | 0.40 | 0.46 | 0.44 | 0.46 | 0.57 | 0.36 | 0.40 | 0.38 | 0.53 |
| WTW | 0.49 | 0.35 | 0.42 | 0.34 | 0.46 | 0.39 | 0.44 | 0.40 | 0.16 | 0.32 | 0.21 | 0.35 | 0.27 | 0.24 | 0.40 | 1.00 | 0.26 | 0.64 | 0.28 | 0.27 | 0.34 | 0.36 | 0.41 | 0.30 | 0.28 | 0.33 | 0.42 | 0.34 | 0.31 | 0.38 | 0.30 | 0.28 | 0.34 | 0.35 | 0.26 | 0.26 | 0.48 | 0.31 | 0.47 | 0.36 | 0.40 | 0.44 | 0.31 | 0.34 | 0.44 | 0.42 | 0.44 | 0.38 | 0.40 | 0.45 | 0.46 | 0.53 |
| RCL | 0.54 | 0.10 | 0.27 | 0.16 | 0.26 | 0.14 | 0.13 | 0.34 | 0.40 | 0.21 | 0.40 | 0.46 | 0.36 | 0.31 | 0.34 | 0.26 | 1.00 | 0.25 | 0.29 | 0.42 | 0.48 | 0.26 | 0.49 | 0.56 | 0.35 | 0.35 | 0.36 | 0.42 | 0.60 | 0.43 | 0.37 | 0.36 | 0.32 | 0.30 | 0.37 | 0.39 | 0.30 | 0.37 | 0.26 | 0.61 | 0.32 | 0.31 | 0.34 | 0.61 | 0.34 | 0.54 | 0.40 | 0.37 | 0.38 | 0.42 | 0.46 | 0.59 |
| AJG | 0.48 | 0.39 | 0.47 | 0.36 | 0.56 | 0.42 | 0.54 | 0.36 | 0.14 | 0.34 | 0.17 | 0.34 | 0.25 | 0.23 | 0.42 | 0.64 | 0.25 | 1.00 | 0.29 | 0.25 | 0.31 | 0.40 | 0.40 | 0.31 | 0.26 | 0.30 | 0.42 | 0.36 | 0.29 | 0.40 | 0.28 | 0.31 | 0.32 | 0.34 | 0.22 | 0.27 | 0.56 | 0.29 | 0.52 | 0.35 | 0.40 | 0.46 | 0.29 | 0.34 | 0.47 | 0.39 | 0.47 | 0.40 | 0.42 | 0.42 | 0.42 | 0.52 |
| PANW | 0.55 | 0.15 | 0.12 | 0.22 | 0.10 | 0.20 | 0.22 | 0.19 | 0.44 | 0.35 | 0.48 | 0.22 | 0.44 | 0.43 | 0.30 | 0.28 | 0.29 | 0.29 | 1.00 | 0.38 | 0.28 | 0.39 | 0.22 | 0.37 | 0.41 | 0.50 | 0.30 | 0.36 | 0.36 | 0.28 | 0.45 | 0.54 | 0.44 | 0.63 | 0.50 | 0.48 | 0.34 | 0.54 | 0.37 | 0.34 | 0.51 | 0.38 | 0.62 | 0.34 | 0.35 | 0.34 | 0.36 | 0.47 | 0.49 | 0.40 | 0.36 | 0.63 |
| DECK | 0.55 | 0.27 | 0.15 | 0.22 | 0.20 | 0.28 | 0.16 | 0.32 | 0.38 | 0.29 | 0.39 | 0.39 | 0.43 | 0.33 | 0.27 | 0.27 | 0.42 | 0.25 | 0.38 | 1.00 | 0.39 | 0.36 | 0.36 | 0.39 | 0.41 | 0.39 | 0.37 | 0.48 | 0.42 | 0.47 | 0.37 | 0.44 | 0.34 | 0.39 | 0.45 | 0.44 | 0.29 | 0.41 | 0.31 | 0.42 | 0.39 | 0.36 | 0.44 | 0.44 | 0.37 | 0.41 | 0.39 | 0.39 | 0.51 | 0.47 | 0.45 | 0.62 |
| DFS | 0.58 | 0.23 | 0.38 | 0.20 | 0.36 | 0.21 | 0.19 | 0.45 | 0.31 | 0.23 | 0.32 | 0.47 | 0.28 | 0.25 | 0.34 | 0.34 | 0.48 | 0.31 | 0.28 | 0.39 | 1.00 | 0.24 | 0.67 | 0.46 | 0.32 | 0.30 | 0.48 | 0.44 | 0.44 | 0.45 | 0.36 | 0.32 | 0.31 | 0.31 | 0.33 | 0.36 | 0.35 | 0.33 | 0.35 | 0.54 | 0.27 | 0.39 | 0.31 | 0.54 | 0.43 | 0.75 | 0.45 | 0.32 | 0.38 | 0.49 | 0.56 | 0.59 |
| COST | 0.60 | 0.35 | 0.23 | 0.59 | 0.24 | 0.39 | 0.41 | 0.28 | 0.37 | 0.42 | 0.31 | 0.23 | 0.32 | 0.40 | 0.34 | 0.36 | 0.26 | 0.40 | 0.39 | 0.36 | 0.24 | 1.00 | 0.25 | 0.28 | 0.43 | 0.39 | 0.34 | 0.34 | 0.28 | 0.42 | 0.42 | 0.42 | 0.48 | 0.40 | 0.46 | 0.45 | 0.46 | 0.40 | 0.44 | 0.30 | 0.44 | 0.44 | 0.42 | 0.30 | 0.41 | 0.32 | 0.42 | 0.51 | 0.50 | 0.42 | 0.44 | 0.58 |
| JPM | 0.59 | 0.29 | 0.48 | 0.25 | 0.51 | 0.29 | 0.30 | 0.47 | 0.28 | 0.24 | 0.28 | 0.45 | 0.25 | 0.23 | 0.38 | 0.41 | 0.49 | 0.40 | 0.22 | 0.36 | 0.67 | 0.25 | 1.00 | 0.46 | 0.29 | 0.28 | 0.49 | 0.44 | 0.46 | 0.45 | 0.32 | 0.31 | 0.30 | 0.29 | 0.29 | 0.34 | 0.41 | 0.29 | 0.38 | 0.53 | 0.25 | 0.41 | 0.22 | 0.54 | 0.45 | 0.69 | 0.46 | 0.33 | 0.37 | 0.48 | 0.61 | 0.58 |
| LYV | 0.57 | 0.21 | 0.23 | 0.14 | 0.26 | 0.23 | 0.21 | 0.32 | 0.39 | 0.26 | 0.37 | 0.44 | 0.35 | 0.36 | 0.35 | 0.30 | 0.56 | 0.31 | 0.37 | 0.39 | 0.46 | 0.28 | 0.46 | 1.00 | 0.39 | 0.39 | 0.38 | 0.40 | 0.54 | 0.45 | 0.39 | 0.38 | 0.37 | 0.39 | 0.40 | 0.40 | 0.38 | 0.40 | 0.35 | 0.54 | 0.40 | 0.36 | 0.41 | 0.55 | 0.38 | 0.53 | 0.42 | 0.42 | 0.43 | 0.45 | 0.46 | 0.62 |
| META | 0.66 | 0.15 | 0.11 | 0.25 | 0.08 | 0.20 | 0.17 | 0.21 | 0.40 | 0.35 | 0.45 | 0.25 | 0.42 | 0.56 | 0.33 | 0.28 | 0.35 | 0.26 | 0.41 | 0.41 | 0.32 | 0.43 | 0.29 | 0.39 | 1.00 | 0.45 | 0.29 | 0.34 | 0.41 | 0.34 | 0.64 | 0.49 | 0.52 | 0.45 | 0.63 | 0.55 | 0.31 | 0.54 | 0.35 | 0.37 | 0.46 | 0.39 | 0.54 | 0.38 | 0.41 | 0.38 | 0.42 | 0.52 | 0.46 | 0.45 | 0.45 | 0.63 |
| GDDY | 0.59 | 0.20 | 0.17 | 0.22 | 0.17 | 0.22 | 0.24 | 0.26 | 0.37 | 0.36 | 0.42 | 0.29 | 0.42 | 0.47 | 0.35 | 0.33 | 0.35 | 0.30 | 0.50 | 0.39 | 0.30 | 0.39 | 0.28 | 0.39 | 0.45 | 1.00 | 0.33 | 0.37 | 0.39 | 0.34 | 0.48 | 0.47 | 0.48 | 0.48 | 0.50 | 0.47 | 0.38 | 0.52 | 0.39 | 0.38 | 0.51 | 0.43 | 0.59 | 0.39 | 0.42 | 0.40 | 0.43 | 0.45 | 0.46 | 0.43 | 0.43 | 0.63 |
| J | 0.59 | 0.33 | 0.39 | 0.28 | 0.42 | 0.32 | 0.43 | 0.50 | 0.28 | 0.32 | 0.29 | 0.37 | 0.32 | 0.23 | 0.39 | 0.42 | 0.36 | 0.42 | 0.30 | 0.37 | 0.48 | 0.34 | 0.49 | 0.38 | 0.29 | 0.33 | 1.00 | 0.57 | 0.40 | 0.48 | 0.31 | 0.34 | 0.32 | 0.31 | 0.28 | 0.36 | 0.50 | 0.33 | 0.48 | 0.46 | 0.35 | 0.46 | 0.30 | 0.46 | 0.43 | 0.52 | 0.46 | 0.39 | 0.44 | 0.52 | 0.52 | 0.60 |
| PWR | 0.61 | 0.26 | 0.32 | 0.22 | 0.32 | 0.27 | 0.33 | 0.42 | 0.33 | 0.33 | 0.37 | 0.37 | 0.41 | 0.29 | 0.36 | 0.34 | 0.42 | 0.36 | 0.36 | 0.48 | 0.44 | 0.34 | 0.44 | 0.40 | 0.34 | 0.37 | 0.57 | 1.00 | 0.42 | 0.44 | 0.33 | 0.47 | 0.34 | 0.39 | 0.33 | 0.47 | 0.40 | 0.36 | 0.41 | 0.49 | 0.38 | 0.42 | 0.38 | 0.48 | 0.36 | 0.48 | 0.37 | 0.43 | 0.47 | 0.51 | 0.50 | 0.65 |
| BKNG | 0.60 | 0.17 | 0.22 | 0.18 | 0.30 | 0.23 | 0.21 | 0.34 | 0.36 | 0.24 | 0.37 | 0.44 | 0.36 | 0.35 | 0.41 | 0.31 | 0.60 | 0.29 | 0.36 | 0.42 | 0.44 | 0.28 | 0.46 | 0.54 | 0.41 | 0.39 | 0.40 | 0.42 | 1.00 | 0.44 | 0.43 | 0.40 | 0.38 | 0.37 | 0.44 | 0.44 | 0.36 | 0.43 | 0.35 | 0.65 | 0.37 | 0.36 | 0.39 | 0.65 | 0.47 | 0.53 | 0.51 | 0.44 | 0.45 | 0.40 | 0.47 | 0.64 |
| TJX | 0.56 | 0.40 | 0.34 | 0.35 | 0.37 | 0.43 | 0.37 | 0.39 | 0.30 | 0.27 | 0.27 | 0.47 | 0.29 | 0.30 | 0.37 | 0.38 | 0.43 | 0.40 | 0.28 | 0.47 | 0.45 | 0.42 | 0.45 | 0.45 | 0.34 | 0.34 | 0.48 | 0.44 | 0.44 | 1.00 | 0.34 | 0.34 | 0.36 | 0.31 | 0.35 | 0.35 | 0.45 | 0.34 | 0.43 | 0.49 | 0.37 | 0.41 | 0.33 | 0.51 | 0.47 | 0.46 | 0.49 | 0.41 | 0.46 | 0.48 | 0.47 | 0.59 |
| GOOGL | 0.71 | 0.17 | 0.13 | 0.25 | 0.11 | 0.20 | 0.20 | 0.25 | 0.44 | 0.34 | 0.41 | 0.28 | 0.38 | 0.47 | 0.35 | 0.30 | 0.37 | 0.28 | 0.45 | 0.37 | 0.36 | 0.42 | 0.32 | 0.39 | 0.64 | 0.48 | 0.31 | 0.33 | 0.43 | 0.34 | 1.00 | 0.51 | 0.60 | 0.48 | 0.67 | 0.53 | 0.38 | 0.53 | 0.36 | 0.39 | 0.46 | 0.45 | 0.53 | 0.39 | 0.45 | 0.42 | 0.46 | 0.52 | 0.50 | 0.48 | 0.49 | 0.65 |
| ANET | 0.66 | 0.18 | 0.14 | 0.21 | 0.14 | 0.21 | 0.22 | 0.25 | 0.41 | 0.37 | 0.47 | 0.29 | 0.45 | 0.43 | 0.33 | 0.28 | 0.36 | 0.31 | 0.54 | 0.44 | 0.32 | 0.42 | 0.31 | 0.38 | 0.49 | 0.47 | 0.34 | 0.47 | 0.40 | 0.34 | 0.51 | 1.00 | 0.49 | 0.54 | 0.55 | 0.67 | 0.35 | 0.55 | 0.38 | 0.41 | 0.48 | 0.39 | 0.60 | 0.40 | 0.39 | 0.41 | 0.40 | 0.51 | 0.52 | 0.45 | 0.45 | 0.68 |
| AAPL | 0.72 | 0.22 | 0.16 | 0.28 | 0.19 | 0.25 | 0.30 | 0.25 | 0.49 | 0.38 | 0.40 | 0.28 | 0.36 | 0.48 | 0.31 | 0.34 | 0.32 | 0.32 | 0.44 | 0.34 | 0.31 | 0.48 | 0.30 | 0.37 | 0.52 | 0.48 | 0.32 | 0.34 | 0.38 | 0.36 | 0.60 | 0.49 | 1.00 | 0.49 | 0.60 | 0.53 | 0.41 | 0.50 | 0.43 | 0.37 | 0.51 | 0.44 | 0.52 | 0.36 | 0.45 | 0.37 | 0.45 | 0.52 | 0.50 | 0.48 | 0.49 | 0.64 |
| FTNT | 0.62 | 0.23 | 0.16 | 0.24 | 0.16 | 0.28 | 0.26 | 0.20 | 0.40 | 0.40 | 0.46 | 0.28 | 0.47 | 0.48 | 0.33 | 0.35 | 0.30 | 0.34 | 0.63 | 0.39 | 0.31 | 0.40 | 0.29 | 0.39 | 0.45 | 0.48 | 0.31 | 0.39 | 0.37 | 0.31 | 0.48 | 0.54 | 0.49 | 1.00 | 0.50 | 0.52 | 0.41 | 0.56 | 0.41 | 0.35 | 0.56 | 0.47 | 0.64 | 0.36 | 0.39 | 0.38 | 0.42 | 0.56 | 0.54 | 0.49 | 0.48 | 0.67 |
| AMZN | 0.70 | 0.14 | 0.10 | 0.27 | 0.07 | 0.20 | 0.17 | 0.22 | 0.48 | 0.40 | 0.50 | 0.29 | 0.43 | 0.56 | 0.30 | 0.26 | 0.37 | 0.22 | 0.50 | 0.45 | 0.33 | 0.46 | 0.29 | 0.40 | 0.63 | 0.50 | 0.28 | 0.33 | 0.44 | 0.35 | 0.67 | 0.55 | 0.60 | 0.50 | 1.00 | 0.56 | 0.31 | 0.60 | 0.37 | 0.39 | 0.51 | 0.41 | 0.64 | 0.40 | 0.40 | 0.39 | 0.42 | 0.54 | 0.52 | 0.46 | 0.47 | 0.67 |
| AVGO | 0.72 | 0.20 | 0.13 | 0.21 | 0.14 | 0.20 | 0.21 | 0.26 | 0.47 | 0.36 | 0.46 | 0.28 | 0.46 | 0.48 | 0.31 | 0.26 | 0.39 | 0.27 | 0.48 | 0.44 | 0.36 | 0.45 | 0.34 | 0.40 | 0.55 | 0.47 | 0.36 | 0.47 | 0.44 | 0.35 | 0.53 | 0.67 | 0.53 | 0.52 | 0.56 | 1.00 | 0.37 | 0.54 | 0.36 | 0.42 | 0.47 | 0.39 | 0.57 | 0.43 | 0.39 | 0.41 | 0.42 | 0.53 | 0.51 | 0.47 | 0.49 | 0.68 |
| ADP | 0.61 | 0.39 | 0.41 | 0.33 | 0.44 | 0.41 | 0.53 | 0.42 | 0.26 | 0.38 | 0.25 | 0.37 | 0.28 | 0.28 | 0.41 | 0.48 | 0.30 | 0.56 | 0.34 | 0.29 | 0.35 | 0.46 | 0.41 | 0.38 | 0.31 | 0.38 | 0.50 | 0.40 | 0.36 | 0.45 | 0.38 | 0.35 | 0.41 | 0.41 | 0.31 | 0.37 | 1.00 | 0.38 | 0.64 | 0.41 | 0.49 | 0.53 | 0.37 | 0.41 | 0.52 | 0.44 | 0.54 | 0.45 | 0.48 | 0.49 | 0.51 | 0.61 |
| CRM | 0.65 | 0.15 | 0.12 | 0.21 | 0.13 | 0.21 | 0.21 | 0.22 | 0.44 | 0.39 | 0.51 | 0.31 | 0.47 | 0.53 | 0.36 | 0.31 | 0.37 | 0.29 | 0.54 | 0.41 | 0.33 | 0.40 | 0.29 | 0.40 | 0.54 | 0.52 | 0.33 | 0.36 | 0.43 | 0.34 | 0.53 | 0.55 | 0.50 | 0.56 | 0.60 | 0.54 | 0.38 | 1.00 | 0.42 | 0.37 | 0.59 | 0.48 | 0.72 | 0.38 | 0.44 | 0.41 | 0.46 | 0.53 | 0.51 | 0.46 | 0.49 | 0.69 |
| BR | 0.62 | 0.38 | 0.32 | 0.36 | 0.39 | 0.40 | 0.51 | 0.43 | 0.28 | 0.45 | 0.27 | 0.36 | 0.32 | 0.31 | 0.43 | 0.47 | 0.26 | 0.52 | 0.37 | 0.31 | 0.35 | 0.44 | 0.38 | 0.35 | 0.35 | 0.39 | 0.48 | 0.41 | 0.35 | 0.43 | 0.36 | 0.38 | 0.43 | 0.41 | 0.37 | 0.36 | 0.64 | 0.42 | 1.00 | 0.38 | 0.54 | 0.55 | 0.43 | 0.38 | 0.51 | 0.44 | 0.52 | 0.48 | 0.51 | 0.53 | 0.54 | 0.61 |
| MAR | 0.61 | 0.23 | 0.30 | 0.20 | 0.36 | 0.26 | 0.24 | 0.44 | 0.35 | 0.22 | 0.34 | 0.53 | 0.38 | 0.29 | 0.41 | 0.36 | 0.61 | 0.35 | 0.34 | 0.42 | 0.54 | 0.30 | 0.53 | 0.54 | 0.37 | 0.38 | 0.46 | 0.49 | 0.65 | 0.49 | 0.39 | 0.41 | 0.37 | 0.35 | 0.39 | 0.42 | 0.41 | 0.37 | 0.38 | 1.00 | 0.37 | 0.37 | 0.37 | 0.89 | 0.47 | 0.61 | 0.50 | 0.40 | 0.45 | 0.46 | 0.50 | 0.67 |
| TYL | 0.63 | 0.25 | 0.19 | 0.26 | 0.18 | 0.29 | 0.32 | 0.27 | 0.39 | 0.46 | 0.48 | 0.30 | 0.47 | 0.47 | 0.36 | 0.40 | 0.32 | 0.40 | 0.51 | 0.39 | 0.27 | 0.44 | 0.25 | 0.40 | 0.46 | 0.51 | 0.35 | 0.38 | 0.37 | 0.37 | 0.46 | 0.48 | 0.51 | 0.56 | 0.51 | 0.47 | 0.49 | 0.59 | 0.54 | 0.37 | 1.00 | 0.50 | 0.63 | 0.38 | 0.43 | 0.36 | 0.44 | 0.54 | 0.56 | 0.53 | 0.48 | 0.68 |
| NDAQ | 0.63 | 0.31 | 0.30 | 0.34 | 0.32 | 0.33 | 0.44 | 0.36 | 0.36 | 0.47 | 0.34 | 0.35 | 0.37 | 0.37 | 0.39 | 0.44 | 0.31 | 0.46 | 0.38 | 0.36 | 0.39 | 0.44 | 0.41 | 0.36 | 0.39 | 0.43 | 0.46 | 0.42 | 0.36 | 0.41 | 0.45 | 0.39 | 0.44 | 0.47 | 0.41 | 0.39 | 0.53 | 0.48 | 0.55 | 0.37 | 0.50 | 1.00 | 0.48 | 0.39 | 0.45 | 0.44 | 0.48 | 0.50 | 0.50 | 0.51 | 0.60 | 0.65 |
| NOW | 0.65 | 0.16 | 0.09 | 0.19 | 0.08 | 0.20 | 0.20 | 0.20 | 0.44 | 0.45 | 0.53 | 0.27 | 0.51 | 0.58 | 0.35 | 0.31 | 0.34 | 0.29 | 0.62 | 0.44 | 0.31 | 0.42 | 0.22 | 0.41 | 0.54 | 0.59 | 0.30 | 0.38 | 0.39 | 0.33 | 0.53 | 0.60 | 0.52 | 0.64 | 0.64 | 0.57 | 0.37 | 0.72 | 0.43 | 0.37 | 0.63 | 0.48 | 1.00 | 0.38 | 0.41 | 0.37 | 0.45 | 0.58 | 0.55 | 0.49 | 0.46 | 0.70 |
| HLT | 0.61 | 0.26 | 0.31 | 0.19 | 0.36 | 0.29 | 0.27 | 0.43 | 0.36 | 0.22 | 0.35 | 0.52 | 0.39 | 0.30 | 0.40 | 0.34 | 0.61 | 0.34 | 0.34 | 0.44 | 0.54 | 0.30 | 0.54 | 0.55 | 0.38 | 0.39 | 0.46 | 0.48 | 0.65 | 0.51 | 0.39 | 0.40 | 0.36 | 0.36 | 0.40 | 0.43 | 0.41 | 0.38 | 0.38 | 0.89 | 0.38 | 0.39 | 0.38 | 1.00 | 0.47 | 0.62 | 0.51 | 0.40 | 0.47 | 0.47 | 0.50 | 0.67 |
| V | 0.63 | 0.32 | 0.32 | 0.30 | 0.39 | 0.35 | 0.39 | 0.31 | 0.30 | 0.34 | 0.30 | 0.39 | 0.29 | 0.38 | 0.46 | 0.44 | 0.34 | 0.47 | 0.35 | 0.37 | 0.43 | 0.41 | 0.45 | 0.38 | 0.41 | 0.42 | 0.43 | 0.36 | 0.47 | 0.47 | 0.45 | 0.39 | 0.45 | 0.39 | 0.40 | 0.39 | 0.52 | 0.44 | 0.51 | 0.47 | 0.43 | 0.45 | 0.41 | 0.47 | 1.00 | 0.56 | 0.86 | 0.48 | 0.50 | 0.48 | 0.52 | 0.64 |
| AXP | 0.66 | 0.25 | 0.41 | 0.24 | 0.43 | 0.25 | 0.30 | 0.44 | 0.36 | 0.30 | 0.35 | 0.49 | 0.32 | 0.31 | 0.44 | 0.42 | 0.54 | 0.39 | 0.34 | 0.41 | 0.75 | 0.32 | 0.69 | 0.53 | 0.38 | 0.40 | 0.52 | 0.48 | 0.53 | 0.46 | 0.42 | 0.41 | 0.37 | 0.38 | 0.39 | 0.41 | 0.44 | 0.41 | 0.44 | 0.61 | 0.36 | 0.44 | 0.37 | 0.62 | 0.56 | 1.00 | 0.58 | 0.41 | 0.44 | 0.51 | 0.61 | 0.69 |
| MA | 0.65 | 0.31 | 0.32 | 0.30 | 0.37 | 0.34 | 0.38 | 0.35 | 0.33 | 0.36 | 0.31 | 0.41 | 0.32 | 0.39 | 0.46 | 0.44 | 0.40 | 0.47 | 0.36 | 0.39 | 0.45 | 0.42 | 0.46 | 0.42 | 0.42 | 0.43 | 0.46 | 0.37 | 0.51 | 0.49 | 0.46 | 0.40 | 0.45 | 0.42 | 0.42 | 0.42 | 0.54 | 0.46 | 0.52 | 0.50 | 0.44 | 0.48 | 0.45 | 0.51 | 0.86 | 0.58 | 1.00 | 0.52 | 0.51 | 0.48 | 0.54 | 0.67 |
| ISRG | 0.71 | 0.22 | 0.19 | 0.31 | 0.21 | 0.27 | 0.36 | 0.29 | 0.40 | 0.50 | 0.43 | 0.31 | 0.45 | 0.51 | 0.57 | 0.38 | 0.37 | 0.40 | 0.47 | 0.39 | 0.32 | 0.51 | 0.33 | 0.42 | 0.52 | 0.45 | 0.39 | 0.43 | 0.44 | 0.41 | 0.52 | 0.51 | 0.52 | 0.56 | 0.54 | 0.53 | 0.45 | 0.53 | 0.48 | 0.40 | 0.54 | 0.50 | 0.58 | 0.40 | 0.48 | 0.41 | 0.52 | 1.00 | 0.56 | 0.52 | 0.52 | 0.70 |
| CPRT | 0.67 | 0.36 | 0.25 | 0.30 | 0.27 | 0.41 | 0.37 | 0.34 | 0.40 | 0.43 | 0.44 | 0.39 | 0.46 | 0.46 | 0.36 | 0.40 | 0.38 | 0.42 | 0.49 | 0.51 | 0.38 | 0.50 | 0.37 | 0.43 | 0.46 | 0.46 | 0.44 | 0.47 | 0.45 | 0.46 | 0.50 | 0.52 | 0.50 | 0.54 | 0.52 | 0.51 | 0.48 | 0.51 | 0.51 | 0.45 | 0.56 | 0.50 | 0.55 | 0.47 | 0.50 | 0.44 | 0.51 | 0.56 | 1.00 | 0.57 | 0.54 | 0.72 |
| GRMN | 0.70 | 0.31 | 0.33 | 0.30 | 0.34 | 0.34 | 0.39 | 0.47 | 0.38 | 0.43 | 0.40 | 0.43 | 0.43 | 0.40 | 0.40 | 0.45 | 0.42 | 0.42 | 0.40 | 0.47 | 0.49 | 0.42 | 0.48 | 0.45 | 0.45 | 0.43 | 0.52 | 0.51 | 0.40 | 0.48 | 0.48 | 0.45 | 0.48 | 0.49 | 0.46 | 0.47 | 0.49 | 0.46 | 0.53 | 0.46 | 0.53 | 0.51 | 0.49 | 0.47 | 0.48 | 0.51 | 0.48 | 0.52 | 0.57 | 1.00 | 0.60 | 0.72 |
| BLK | 0.74 | 0.30 | 0.36 | 0.33 | 0.35 | 0.33 | 0.36 | 0.46 | 0.39 | 0.42 | 0.39 | 0.42 | 0.39 | 0.40 | 0.38 | 0.46 | 0.46 | 0.42 | 0.36 | 0.45 | 0.56 | 0.44 | 0.61 | 0.46 | 0.45 | 0.43 | 0.52 | 0.50 | 0.47 | 0.47 | 0.49 | 0.45 | 0.49 | 0.48 | 0.47 | 0.49 | 0.51 | 0.49 | 0.54 | 0.50 | 0.48 | 0.60 | 0.46 | 0.50 | 0.52 | 0.61 | 0.54 | 0.52 | 0.54 | 0.60 | 1.00 | 0.73 |
| Portfolio | 0.93 | 0.36 | 0.37 | 0.39 | 0.38 | 0.40 | 0.41 | 0.48 | 0.59 | 0.52 | 0.63 | 0.53 | 0.60 | 0.58 | 0.53 | 0.53 | 0.59 | 0.52 | 0.63 | 0.62 | 0.59 | 0.58 | 0.58 | 0.62 | 0.63 | 0.63 | 0.60 | 0.65 | 0.64 | 0.59 | 0.65 | 0.68 | 0.64 | 0.67 | 0.67 | 0.68 | 0.61 | 0.69 | 0.61 | 0.67 | 0.68 | 0.65 | 0.70 | 0.67 | 0.64 | 0.69 | 0.67 | 0.70 | 0.72 | 0.72 | 0.73 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 1 окт. 2020 г.