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Gabelli Financial Services Opportunities Q3 Holdings (GABF)

Последнее обновление 2 мар. 2024 г.

Gabelli Financial Services Opportunities Q3 Holdings excluding BRK.B, Markel Group

Распределение активов


FTAI 11.5%BX 6.28%WRB 6.16%WFC 5.78%IBKR 5.21%BAC 5.17%STNE 4.55%AXP 4.31%OWL 4%JPM 4%MCO 3.8%SPGI 3.77%FDS 3.43%SAMG 3%FHI 2.6%MS 2.5%APO 2.4%OBDC 2.4%SCHW 2.4%QABA 2.4%COF 2.34%CODI 2%CNS 2%PSFE 2%BK 2%KKR 2%STT 2%АкцииАкции
ПозицияКатегория/СекторВес
FTAI
Fortress Transportation and Infrastructure Investors LLC
Industrials

11.50%

BX
The Blackstone Group Inc.
Financial Services

6.28%

WRB

6.16%

WFC

5.78%

IBKR
Interactive Brokers Group, Inc.
Financial Services

5.21%

BAC
Bank of America Corporation
Financial Services

5.17%

STNE

4.55%

AXP
American Express Company
Financial Services

4.31%

OWL
Blue Owl Capital Inc.
Financial Services

4%

JPM
JPMorgan Chase & Co.
Financial Services

4%

MCO
Moody's Corporation
Financial Services

3.80%

SPGI

3.77%

FDS
FactSet Research Systems Inc.
Financial Services

3.43%

SAMG

3%

FHI
Federated Hermes, Inc.
Financial Services

2.60%

MS
Morgan Stanley
Financial Services

2.50%

APO
Apollo Global Management, Inc.
Financial Services

2.40%

OBDC
Blue Owl Capital Corporation
Financial Services

2.40%

SCHW

2.40%

QABA
First Trust NASDAQ ABA Community Bank Index Fund
Financials Equities

2.40%

COF
Capital One Financial Corporation
Financial Services

2.34%

CODI
Compass Diversified
Industrials

2%

CNS
Cohen & Steers, Inc.
Financial Services

2%

PSFE
Paysafe Limited
Technology

2%

BK
The Bank of New York Mellon Corporation
Financial Services

2%

KKR
KKR & Co. Inc.
Financial Services

2%

STT

2%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в Gabelli Financial Services Opportunities Q3 Holdings (GABF) и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал


10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2024FebruaryMarch
77.40%
40.84%
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 14 дек. 2020 г., начальной даты OWL

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Gabelli Financial Services Opportunities Q3 Holdings (GABF)9.04%3.66%27.18%35.49%N/AN/A
BX
The Blackstone Group Inc.
-1.42%3.00%24.60%45.19%35.72%20.82%
WRB
16.93%2.25%34.85%25.07%N/AN/A
WFC
12.65%12.00%34.31%21.28%N/AN/A
IBKR
Interactive Brokers Group, Inc.
33.39%15.03%19.67%24.39%15.48%18.20%
BAC
Bank of America Corporation
2.74%3.35%20.32%3.74%5.81%9.62%
STNE
-5.05%-5.99%36.52%101.18%N/AN/A
AXP
American Express Company
17.63%6.42%38.63%24.44%16.71%10.65%
OWL
Blue Owl Capital Inc.
21.63%13.98%52.72%49.28%N/AN/A
JPM
JPMorgan Chase & Co.
9.60%6.04%27.92%32.66%15.57%15.67%
MCO
Moody's Corporation
-1.96%-4.18%13.08%29.12%17.86%18.06%
SPGI
-2.41%-5.32%9.28%25.10%N/AN/A
FDS
FactSet Research Systems Inc.
-3.09%-5.03%6.39%10.52%15.31%17.11%
SAMG
-0.35%5.09%-8.63%1.36%N/AN/A
MS
Morgan Stanley
-6.35%-0.91%3.08%-8.49%18.96%13.64%
CODI
Compass Diversified
4.05%3.78%12.32%16.61%14.85%10.19%
CNS
Cohen & Steers, Inc.
-3.54%4.34%12.88%4.99%14.87%11.27%
PSFE
Paysafe Limited
13.60%-1.42%6.76%-28.63%N/AN/A
BK
The Bank of New York Mellon Corporation
7.43%-0.25%24.37%12.06%4.18%8.15%
KKR
KKR & Co. Inc.
19.61%10.70%59.72%75.47%36.19%18.91%
STT
-4.66%0.57%7.77%-15.32%N/AN/A
APO
Apollo Global Management, Inc.
19.57%8.05%29.55%55.04%35.47%19.99%
OBDC
Blue Owl Capital Corporation
2.51%2.44%13.86%25.02%N/AN/A
FHI
Federated Hermes, Inc.
6.82%3.34%3.30%-7.38%8.51%7.08%
SCHW
-3.00%6.03%10.81%-12.60%N/AN/A
QABA
First Trust NASDAQ ABA Community Bank Index Fund
-9.91%-2.41%5.44%-12.75%0.07%4.14%
COF
Capital One Financial Corporation
4.77%0.66%33.50%27.41%12.21%8.39%
FTAI
Fortress Transportation and Infrastructure Investors LLC
25.43%3.54%56.67%134.65%43.08%N/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20243.69%4.76%
2023-1.36%-3.18%-3.33%13.73%10.45%

Коэффициент Шарпа

Gabelli Financial Services Opportunities Q3 Holdings (GABF) на текущий момент имеет коэффициент Шарпа равный 1.98. Коэффициент Шарпа более 1,0 считается приемлемым.

0.002.004.001.98

Коэффициент Шарпа Gabelli Financial Services Opportunities Q3 Holdings (GABF) находится между 25-м и 75-м процентилями. Это указывает на то, что риск-корректированная доходность портфеля находится в соответствии с большинством портфелей. Это указывает на сбалансированный подход к риску и доходности, который может подойти для широкого круга инвесторов.


Скользящий 12-месячный коэффициент Шарпа0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.98
2.44
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность Gabelli Financial Services Opportunities Q3 Holdings (GABF) за предыдущие двенадцать месяцев составила 2.22%.


TTM20232022202120202019201820172016201520142013
Gabelli Financial Services Opportunities Q3 Holdings (GABF)2.22%2.37%3.12%2.22%2.76%2.69%3.63%2.66%3.37%2.95%2.14%1.73%
BX
The Blackstone Group Inc.
2.62%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%
WRB
1.85%2.71%1.21%2.43%0.67%2.41%2.80%2.13%2.21%0.76%2.68%0.78%
WFC
2.45%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%
IBKR
Interactive Brokers Group, Inc.
0.36%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%
BAC
Bank of America Corporation
2.74%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
STNE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AXP
American Express Company
1.09%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
OWL
Blue Owl Capital Inc.
3.11%3.69%4.06%0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.21%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
MCO
Moody's Corporation
0.83%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
SPGI
0.84%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
FDS
FactSet Research Systems Inc.
0.85%0.80%0.87%0.66%0.91%1.04%1.24%1.13%1.19%1.05%1.08%1.25%
SAMG
4.37%4.35%3.73%3.84%4.61%4.77%4.23%2.99%3.65%4.04%3.07%0.70%
MS
Morgan Stanley
3.84%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
CODI
Compass Diversified
4.33%4.45%5.49%7.59%7.40%5.79%11.57%8.50%8.04%9.06%8.86%7.34%
CNS
Cohen & Steers, Inc.
3.15%3.01%3.41%2.79%2.10%4.91%11.13%4.48%4.58%4.92%4.47%4.49%
PSFE
Paysafe Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BK
The Bank of New York Mellon Corporation
2.94%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%
KKR
KKR & Co. Inc.
0.67%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%6.66%
STT
3.57%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%1.48%1.42%
APO
Apollo Global Management, Inc.
1.55%1.81%2.51%2.88%4.72%4.23%7.86%5.53%6.46%12.91%13.19%12.50%
OBDC
Blue Owl Capital Corporation
10.70%10.64%10.89%8.53%12.24%3.80%0.00%0.00%0.00%0.00%0.00%0.00%
FHI
Federated Hermes, Inc.
3.22%3.38%2.97%2.87%7.20%3.31%3.99%2.77%7.07%3.49%3.04%3.40%
SCHW
1.50%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
QABA
First Trust NASDAQ ABA Community Bank Index Fund
3.01%2.71%2.10%1.68%2.55%1.95%1.90%1.42%1.13%1.39%1.28%1.01%
COF
Capital One Financial Corporation
1.75%1.83%2.58%1.79%1.01%1.55%2.11%1.60%1.83%2.07%1.45%1.24%
FTAI
Fortress Transportation and Infrastructure Investors LLC
2.06%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%0.00%

Комиссия

Комиссия Gabelli Financial Services Opportunities Q3 Holdings (GABF) составляет 0.01%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


0.50%1.00%1.50%2.00%0.60%

Риск-скорректированная доходность

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.


Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
^GSPC
S&P 500
2.44
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
1.98
BX
The Blackstone Group Inc.
1.43
WRB
1.13
WFC
0.76
IBKR
Interactive Brokers Group, Inc.
0.95
BAC
Bank of America Corporation
0.16
STNE
2.13
AXP
American Express Company
1.12
OWL
Blue Owl Capital Inc.
1.59
JPM
JPMorgan Chase & Co.
1.68
MCO
Moody's Corporation
1.60
SPGI
1.33
FDS
FactSet Research Systems Inc.
0.64
SAMG
-0.00
MS
Morgan Stanley
-0.25
CODI
Compass Diversified
0.50
CNS
Cohen & Steers, Inc.
0.19
PSFE
Paysafe Limited
-0.34
BK
The Bank of New York Mellon Corporation
0.57
KKR
KKR & Co. Inc.
2.61
STT
-0.48
APO
Apollo Global Management, Inc.
1.90
OBDC
Blue Owl Capital Corporation
1.53
FHI
Federated Hermes, Inc.
-0.30
SCHW
-0.31
QABA
First Trust NASDAQ ABA Community Bank Index Fund
-0.41
COF
Capital One Financial Corporation
0.98
FTAI
Fortress Transportation and Infrastructure Investors LLC
4.36

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

SAMGFDSFTAIPSFESTNEWRBCODIIBKRSPGIOWLOBDCFHIMCOAPOBXCNSSCHWWFCKKRCOFQABAJPMAXPMSBACBKSTT
SAMG1.000.190.250.260.220.300.300.340.230.320.330.360.240.350.350.400.390.370.350.410.450.380.420.400.420.410.40
FDS0.191.000.310.270.300.340.280.300.640.320.360.320.630.390.440.450.290.270.450.280.320.310.350.340.290.350.35
FTAI0.250.311.000.290.310.270.320.310.290.360.370.340.330.370.400.400.370.350.410.400.420.350.440.390.360.420.43
PSFE0.260.270.291.000.490.170.330.340.350.430.340.320.380.400.440.400.350.340.430.370.350.340.410.400.380.380.38
STNE0.220.300.310.491.000.170.310.350.390.400.330.280.420.470.480.360.360.320.490.380.320.340.420.400.350.340.37
WRB0.300.340.270.170.171.000.280.400.310.240.360.400.340.330.290.350.450.490.350.430.500.540.470.440.500.500.47
CODI0.300.280.320.330.310.281.000.310.340.350.420.320.320.370.400.440.420.400.430.450.490.420.420.480.460.430.44
IBKR0.340.300.310.340.350.400.311.000.290.330.350.420.330.500.360.370.560.460.480.430.460.480.480.490.460.490.52
SPGI0.230.640.290.350.390.310.340.291.000.400.380.310.860.470.540.540.320.310.550.350.330.360.460.410.340.420.42
OWL0.320.320.360.430.400.240.350.330.401.000.410.340.430.550.560.450.370.390.560.450.440.410.450.460.420.440.45
OBDC0.330.360.370.340.330.360.420.350.380.411.000.370.410.510.480.470.420.460.500.500.490.450.490.490.470.470.47
FHI0.360.320.340.320.280.400.320.420.310.340.371.000.360.430.390.540.490.530.440.500.580.560.510.530.560.590.58
MCO0.240.630.330.380.420.340.320.330.860.430.410.361.000.520.590.550.350.330.600.400.350.400.500.460.370.440.46
APO0.350.390.370.400.470.330.370.500.470.550.510.430.521.000.640.510.470.480.720.510.490.500.560.550.500.530.54
BX0.350.440.400.440.480.290.400.360.540.560.480.390.590.641.000.590.470.450.750.520.480.480.550.570.480.500.54
CNS0.400.450.400.400.360.350.440.370.540.450.470.540.550.510.591.000.520.510.590.550.640.510.530.570.570.590.58
SCHW0.390.290.370.350.360.450.420.560.320.370.420.490.350.470.470.521.000.660.530.590.690.640.600.670.720.700.68
WFC0.370.270.350.340.320.490.400.460.310.390.460.530.330.480.450.510.661.000.500.690.710.790.650.700.830.710.71
KKR0.350.450.410.430.490.350.430.480.550.560.500.440.600.720.750.590.530.501.000.570.520.510.580.610.530.560.57
COF0.410.280.400.370.380.430.450.430.350.450.500.500.400.510.520.550.590.690.571.000.720.690.760.710.760.710.71
QABA0.450.320.420.350.320.500.490.460.330.440.490.580.350.490.480.640.690.710.520.721.000.670.650.660.770.710.70
JPM0.380.310.350.340.340.540.420.480.360.410.450.560.400.500.480.510.640.790.510.690.671.000.680.740.850.750.74
AXP0.420.350.440.410.420.470.420.480.460.450.490.510.500.560.550.530.600.650.580.760.650.681.000.670.690.650.68
MS0.400.340.390.400.400.440.480.490.410.460.490.530.460.550.570.570.670.700.610.710.660.740.671.000.780.730.72
BAC0.420.290.360.380.350.500.460.460.340.420.470.560.370.500.480.570.720.830.530.760.770.850.690.781.000.780.77
BK0.410.350.420.380.340.500.430.490.420.440.470.590.440.530.500.590.700.710.560.710.710.750.650.730.781.000.86
STT0.400.350.430.380.370.470.440.520.420.450.470.580.460.540.540.580.680.710.570.710.700.740.680.720.770.861.00

График просадок

На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Gabelli Financial Services Opportunities Q3 Holdings (GABF) показал максимальную просадку в 29.17%, зарегистрированную 16 июн. 2022 г.. Полное восстановление заняло 358 торговых сессий.

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

-29.17%27 окт. 2021 г.16116 июн. 2022 г.35817 нояб. 2023 г.519
-6.91%15 янв. 2021 г.1029 янв. 2021 г.55 февр. 2021 г.15
-6.46%28 июн. 2021 г.1519 июл. 2021 г.1610 авг. 2021 г.31
-5.78%30 авг. 2021 г.1621 сент. 2021 г.1815 окт. 2021 г.34
-4.77%15 мар. 2021 г.723 мар. 2021 г.1514 апр. 2021 г.22

График волатильности

Текущая волатильность Gabelli Financial Services Opportunities Q3 Holdings (GABF) составляет 4.17%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
4.17%
3.47%
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Активы портфеля
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