Tomato Tree Taxable
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Tomato Tree Taxable
Currency in USD · Последнее обновление 31 мая 2025 г.
Taxable portfolio of the family. Created in such a way that it should be less volatile than SP 500. Started ~April 2020, current version May 9 2025. Work in progress (as usual). Recently increased VEA, MSI and AEG at the expense om MCK, CAH and STRL and HUM. Some positions will be removed soon such as ALSN, LRCX, ADSK and perhaps ANSS.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
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Самые ранние данные для этого графика доступны с 21 февр. 2013 г., начальной даты SMLV
Доходность по периодам
Tomato Tree Taxable на 31 мая 2025 г. показал доходность в 12.24% с начала года и доходность в 17.25% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| Tomato Tree Taxable | 12.24% | 6.25% | 4.71% | 24.34% | 22.76% | 17.25% |
| Активы портфеля: | ||||||
AB AllianceBernstein Holding L.P. | 13.01% | 3.38% | 15.57% | 31.17% | 19.49% | 11.66% |
ABBV AbbVie Inc. | 6.70% | -4.61% | 3.65% | 23.40% | 19.77% | 15.54% |
ADSK Autodesk, Inc. | 0.19% | 7.97% | 1.45% | 48.11% | 7.08% | 18.48% |
AEM Agnico Eagle Mines Limited | 52.01% | 0.69% | 40.83% | 76.05% | 15.96% | 15.84% |
AJG Arthur J. Gallagher & Co. | 22.64% | 8.34% | 11.71% | 40.65% | 31.35% | 24.13% |
ALSN Allison Transmission Holdings, Inc. | -3.70% | 12.52% | -12.19% | 39.34% | 24.45% | 14.86% |
ANSS ANSYS, Inc. | -1.93% | 2.78% | -5.78% | 3.41% | 3.17% | 13.96% |
BAESY BAE Systems PLC | 80.73% | 10.26% | 66.68% | 50.09% | 38.28% | 17.10% |
BCE BCE Inc. | -3.19% | -2.02% | -14.60% | -28.43% | -5.81% | -1.07% |
BRO Brown & Brown, Inc. | 10.97% | 2.22% | 0.10% | 29.37% | 23.78% | 22.49% |
CAH Cardinal Health, Inc. | 31.63% | 9.31% | 27.35% | 60.88% | 26.59% | 8.89% |
CNQ Canadian Natural Resources Limited | -0.29% | 5.86% | -7.85% | -15.81% | 34.14% | 12.11% |
GD General Dynamics Corporation | 6.84% | 2.34% | -0.88% | -3.98% | 16.36% | 9.52% |
HUM Humana Inc. | -7.81% | -11.10% | -20.81% | -32.08% | -9.99% | 1.58% |
IRM Iron Mountain Incorporated | -5.23% | 10.08% | -18.93% | 27.60% | 37.76% | 17.82% |
LMT Lockheed Martin Corporation | 0.00% | 0.97% | -7.64% | 7.40% | 7.15% | 12.61% |
LOW Lowe's Companies, Inc. | -7.65% | 0.97% | -16.34% | 6.74% | 13.61% | 14.46% |
LRCX Lam Research Corporation | 12.19% | 12.72% | 10.02% | -14.08% | 25.64% | 27.37% |
MCK McKesson Corporation | 26.39% | 0.94% | 14.74% | 28.86% | 36.17% | 12.65% |
MDT Medtronic plc | 4.70% | -2.10% | -2.52% | 6.43% | -0.57% | 3.33% |
MSFT Microsoft Corporation | 9.64% | 16.68% | 9.13% | 11.87% | 21.26% | 27.46% |
MSI Motorola Solutions, Inc. | -9.90% | -5.68% | -16.46% | 16.62% | 26.80% | 23.53% |
RTX Raytheon Technologies Corporation | 19.14% | 8.76% | 13.17% | 31.81% | 19.01% | 8.93% |
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF | -2.52% | 3.79% | -9.75% | 16.64% | 13.58% | 8.25% |
STRL Sterling Construction Company, Inc. | 11.61% | 25.82% | -3.31% | 51.51% | 83.45% | 47.34% |
STX Seagate Technology plc | 37.77% | 29.56% | 18.22% | 29.57% | 21.86% | 13.19% |
T AT&T Inc. | 24.98% | 0.36% | 22.88% | 66.03% | 11.38% | 8.29% |
VEA Vanguard FTSE Developed Markets ETF | 16.76% | 5.13% | 12.67% | 14.08% | 11.40% | 6.14% |
VLO Valero Energy Corporation | 6.96% | 12.04% | -5.72% | -11.86% | 18.85% | 12.63% |
VNQ Vanguard Real Estate ETF | 1.30% | 1.12% | -7.18% | 13.84% | 6.90% | 5.35% |
VTI Vanguard Total Stock Market ETF | 0.38% | 6.25% | -2.68% | 13.67% | 15.23% | 12.13% |
VYM Vanguard High Dividend Yield ETF | 1.79% | 3.71% | -2.87% | 12.53% | 13.46% | 9.76% |
WMB The Williams Companies, Inc. | 12.81% | 3.31% | 5.23% | 54.92% | 31.37% | 7.80% |
WPC W. P. Carey Inc. | 16.86% | 0.51% | 13.40% | 18.87% | 7.51% | 6.25% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Tomato Tree Taxable, 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 | 3.84% | 1.15% | -0.70% | 1.28% | 6.25% | 12.24% | |||||||
| 2024 | 1.08% | 4.93% | 4.60% | -5.12% | 4.73% | 2.55% | 4.34% | 2.91% | 1.82% | -0.79% | 5.39% | -6.70% | 20.58% |
| 2023 | 6.09% | -2.37% | 2.29% | 1.10% | -1.33% | 6.32% | 1.87% | 2.00% | -3.99% | 0.57% | 6.84% | 4.62% | 26.01% |
| 2022 | -2.29% | 2.50% | 3.62% | -4.94% | 2.59% | -6.84% | 6.74% | -1.88% | -9.32% | 11.45% | 5.75% | -3.66% | 1.67% |
| 2021 | -0.64% | 4.47% | 6.43% | 5.15% | 2.19% | 0.13% | 1.29% | 0.88% | -3.35% | 6.33% | -1.45% | 7.31% | 32.00% |
| 2020 | 0.70% | -6.63% | -14.97% | 11.27% | 6.26% | 1.54% | 2.88% | 5.04% | -3.69% | -2.41% | 13.88% | 3.70% | 15.13% |
| 2019 | 9.74% | 4.10% | -0.72% | 4.18% | -5.80% | 7.64% | 0.25% | 0.72% | 3.42% | 3.35% | 3.75% | 1.58% | 36.25% |
| 2018 | 6.69% | -4.09% | -1.16% | 1.36% | 1.17% | -0.58% | 3.16% | 2.50% | 0.49% | -10.03% | 4.91% | -8.64% | -5.52% |
| 2017 | 2.74% | 3.22% | 1.31% | 0.77% | 3.14% | 1.25% | 1.66% | -0.43% | 3.86% | 2.63% | 1.72% | 1.38% | 25.80% |
| 2016 | -7.22% | 1.67% | 7.06% | 0.69% | 1.85% | 1.94% | 5.91% | 1.09% | 1.98% | -4.58% | 6.14% | 1.22% | 18.18% |
| 2015 | -4.06% | 5.68% | -0.32% | 0.34% | 1.28% | -3.30% | 1.58% | -4.52% | -3.69% | 6.19% | 2.44% | -0.96% | -0.06% |
| 2014 | -1.47% | 3.10% | 0.93% | -0.57% | 4.26% | 3.59% | -1.02% | 3.59% | -1.88% | 4.58% | 1.97% | -0.99% | 16.96% |
Более глубокая аналитика с помощью инструмента анализа портфеля - протестируйте доходность, оцените риски, сравните с бенчмарками и многое другое
Комиссия
Комиссия Tomato Tree Taxable составляет 0.01%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Tomato Tree Taxable составляет 90, что ставит его в топ 10% 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 | |
|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 1.10 | 1.57 | 1.21 | 1.04 | 6.79 |
ABBV AbbVie Inc. | 0.83 | 1.21 | 1.19 | 1.17 | 2.66 |
ADSK Autodesk, Inc. | 1.69 | 1.99 | 1.27 | 0.98 | 4.43 |
AEM Agnico Eagle Mines Limited | 2.24 | 2.61 | 1.36 | 4.24 | 14.30 |
AJG Arthur J. Gallagher & Co. | 1.87 | 2.38 | 1.33 | 3.34 | 9.25 |
ALSN Allison Transmission Holdings, Inc. | 1.21 | 1.68 | 1.25 | 1.32 | 3.53 |
ANSS ANSYS, Inc. | 0.13 | 0.23 | 1.03 | 0.03 | 0.12 |
BAESY BAE Systems PLC | 1.46 | 2.23 | 1.29 | 2.43 | 5.47 |
BCE BCE Inc. | -1.17 | -1.53 | 0.80 | -0.51 | -1.19 |
BRO Brown & Brown, Inc. | 1.40 | 1.84 | 1.27 | 2.24 | 5.65 |
CAH Cardinal Health, Inc. | 2.80 | 3.75 | 1.53 | 3.63 | 17.59 |
CNQ Canadian Natural Resources Limited | -0.50 | -0.61 | 0.93 | -0.49 | -1.22 |
GD General Dynamics Corporation | -0.18 | -0.12 | 0.98 | -0.19 | -0.40 |
HUM Humana Inc. | -0.73 | -0.86 | 0.88 | -0.55 | -1.14 |
IRM Iron Mountain Incorporated | 0.84 | 1.21 | 1.18 | 0.71 | 1.58 |
LMT Lockheed Martin Corporation | 0.32 | 0.59 | 1.09 | 0.26 | 0.48 |
LOW Lowe's Companies, Inc. | 0.27 | 0.55 | 1.07 | 0.27 | 0.61 |
LRCX Lam Research Corporation | -0.27 | -0.10 | 0.99 | -0.34 | -0.55 |
MCK McKesson Corporation | 1.05 | 1.55 | 1.26 | 1.32 | 3.25 |
MDT Medtronic plc | 0.30 | 0.44 | 1.06 | 0.12 | 0.71 |
MSFT Microsoft Corporation | 0.47 | 0.62 | 1.08 | 0.33 | 0.73 |
MSI Motorola Solutions, Inc. | 0.75 | 1.09 | 1.17 | 0.77 | 1.80 |
RTX Raytheon Technologies Corporation | 1.22 | 1.69 | 1.27 | 1.98 | 6.79 |
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF | 0.74 | 1.25 | 1.15 | 0.80 | 2.15 |
STRL Sterling Construction Company, Inc. | 0.84 | 1.45 | 1.20 | 1.14 | 2.71 |
STX Seagate Technology plc | 0.72 | 1.07 | 1.15 | 0.63 | 1.76 |
T AT&T Inc. | 2.84 | 3.55 | 1.51 | 3.68 | 23.47 |
VEA Vanguard FTSE Developed Markets ETF | 0.83 | 1.18 | 1.16 | 0.98 | 2.96 |
VLO Valero Energy Corporation | -0.32 | -0.45 | 0.94 | -0.44 | -1.05 |
VNQ Vanguard Real Estate ETF | 0.77 | 1.17 | 1.15 | 0.60 | 2.46 |
VTI Vanguard Total Stock Market ETF | 0.68 | 0.98 | 1.14 | 0.63 | 2.36 |
VYM Vanguard High Dividend Yield ETF | 0.78 | 1.13 | 1.16 | 0.83 | 3.18 |
WMB The Williams Companies, Inc. | 2.10 | 2.53 | 1.36 | 4.50 | 11.68 |
WPC W. P. Carey Inc. | 0.90 | 1.37 | 1.17 | 0.63 | 2.66 |
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Переходите к калькулятору коэффициента Шарпа, чтобы проанализировать любую акцию или портфель
Дивиденды
Дивидендный доход
Дивидендная доходность Tomato Tree Taxable за предыдущие двенадцать месяцев составила 2.30%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.30% | 2.43% | 2.54% | 2.80% | 2.70% | 3.12% | 2.80% | 3.39% | 2.67% | 2.82% | 3.01% | 2.48% |
| Активы портфеля: | ||||||||||||
AB AllianceBernstein Holding L.P. | 8.34% | 8.03% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% | 7.32% |
ABBV AbbVie Inc. | 3.43% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
ADSK Autodesk, 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% |
AEM Agnico Eagle Mines Limited | 1.70% | 2.05% | 2.92% | 3.08% | 2.63% | 1.35% | 1.10% | 1.09% | 0.89% | 0.86% | 1.22% | 1.29% |
AJG Arthur J. Gallagher & Co. | 0.71% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
ALSN Allison Transmission Holdings, Inc. | 1.00% | 0.93% | 1.58% | 2.02% | 2.09% | 1.58% | 1.24% | 1.37% | 1.39% | 1.78% | 2.32% | 1.50% |
ANSS ANSYS, 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% |
BAESY BAE Systems PLC | 1.66% | 2.77% | 2.45% | 3.16% | 4.45% | 7.23% | 3.75% | 5.11% | 3.49% | 3.94% | 4.36% | 4.62% |
BCE BCE Inc. | 13.09% | 12.50% | 7.30% | 6.37% | 5.32% | 5.78% | 5.15% | 5.81% | 4.63% | 4.81% | 5.18% | 4.83% |
BRO Brown & Brown, Inc. | 0.51% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
CAH Cardinal Health, Inc. | 1.31% | 1.28% | 1.98% | 2.57% | 3.80% | 3.62% | 3.79% | 4.24% | 2.99% | 2.41% | 1.68% | 1.65% |
CNQ Canadian Natural Resources Limited | 5.16% | 5.02% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.20% | 3.21% | 2.58% |
GD General Dynamics Corporation | 2.07% | 2.12% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% |
HUM Humana Inc. | 1.52% | 1.40% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% | 0.77% |
IRM Iron Mountain Incorporated | 2.90% | 3.34% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% |
LMT Lockheed Martin Corporation | 2.67% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
LOW Lowe's Companies, Inc. | 2.04% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
LRCX Lam Research Corporation | 1.10% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% |
MCK McKesson Corporation | 0.38% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
MDT Medtronic plc | 3.37% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% |
MSFT Microsoft Corporation | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
MSI Motorola Solutions, Inc. | 1.00% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% |
RTX Raytheon Technologies Corporation | 1.88% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF | 3.01% | 2.68% | 2.68% | 2.40% | 2.12% | 2.47% | 2.62% | 3.15% | 7.92% | 3.04% | 2.63% | 2.76% |
STRL Sterling Construction Company, 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% |
STX Seagate Technology plc | 2.41% | 3.27% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% | 2.75% |
T AT&T Inc. | 4.00% | 4.88% | 6.63% | 7.35% | 11.19% | 9.58% | 6.91% | 9.28% | 6.67% | 5.98% | 7.23% | 7.25% |
VEA Vanguard FTSE Developed Markets ETF | 2.81% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
VLO Valero Energy Corporation | 3.41% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VYM Vanguard High Dividend Yield ETF | 2.86% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
WMB The Williams Companies, Inc. | 3.18% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% | 4.36% |
WPC W. P. Carey Inc. | 5.60% | 6.41% | 6.17% | 5.43% | 5.13% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.49% | 5.26% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
Tomato Tree Taxable показал максимальную просадку в 37.53%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 162 торговые сессии.
Текущая просадка Tomato Tree Taxable составляет 0.08%.
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 |
|---|---|---|---|---|---|---|
| -37.53% | 14 февр. 2020 г. | 26 | 23 мар. 2020 г. | 162 | 10 нояб. 2020 г. | 188 |
| -19.1% | 24 сент. 2018 г. | 64 | 24 дек. 2018 г. | 77 | 16 апр. 2019 г. | 141 |
| -16.09% | 27 апр. 2015 г. | 202 | 11 февр. 2016 г. | 52 | 27 апр. 2016 г. | 254 |
| -15.25% | 21 апр. 2022 г. | 113 | 30 сент. 2022 г. | 43 | 1 дек. 2022 г. | 156 |
| -12.03% | 11 нояб. 2024 г. | 101 | 8 апр. 2025 г. | 17 | 2 мая 2025 г. | 118 |
Переходите к калькулятору просадок, чтобы получить больше вариантов анализа, включая расчет просадок с учетом инфляции и многое другое
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 34, при этом эффективное количество активов равно 29.78, 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 | AEM | BAESY | HUM | STRL | ABBV | VLO | CNQ | BCE | T | MCK | WPC | LMT | WMB | IRM | CAH | STX | AB | LRCX | MSFT | ALSN | LOW | MSI | MDT | ADSK | ANSS | AJG | BRO | GD | RTX | VNQ | SMLV | VEA | VTI | VYM | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.10 | 0.23 | 0.37 | 0.41 | 0.44 | 0.42 | 0.44 | 0.41 | 0.41 | 0.43 | 0.41 | 0.42 | 0.46 | 0.48 | 0.46 | 0.57 | 0.54 | 0.66 | 0.73 | 0.54 | 0.59 | 0.59 | 0.57 | 0.68 | 0.71 | 0.57 | 0.59 | 0.55 | 0.58 | 0.60 | 0.71 | 0.81 | 0.99 | 0.87 | 0.89 |
| AEM | 0.10 | 1.00 | 0.06 | 0.02 | 0.02 | 0.01 | 0.06 | 0.17 | 0.21 | 0.11 | 0.03 | 0.16 | 0.02 | 0.16 | 0.15 | 0.02 | 0.10 | 0.05 | 0.07 | 0.08 | 0.04 | 0.04 | 0.08 | 0.08 | 0.09 | 0.08 | 0.03 | 0.04 | 0.03 | 0.06 | 0.18 | 0.06 | 0.21 | 0.11 | 0.11 | 0.17 |
| BAESY | 0.23 | 0.06 | 1.00 | 0.12 | 0.14 | 0.13 | 0.15 | 0.20 | 0.20 | 0.16 | 0.16 | 0.13 | 0.23 | 0.18 | 0.16 | 0.17 | 0.15 | 0.20 | 0.13 | 0.11 | 0.20 | 0.14 | 0.18 | 0.17 | 0.15 | 0.16 | 0.18 | 0.19 | 0.27 | 0.27 | 0.16 | 0.24 | 0.35 | 0.23 | 0.25 | 0.29 |
| HUM | 0.37 | 0.02 | 0.12 | 1.00 | 0.15 | 0.32 | 0.18 | 0.17 | 0.19 | 0.20 | 0.36 | 0.19 | 0.24 | 0.18 | 0.18 | 0.34 | 0.19 | 0.22 | 0.19 | 0.26 | 0.22 | 0.27 | 0.26 | 0.33 | 0.22 | 0.26 | 0.29 | 0.31 | 0.30 | 0.27 | 0.25 | 0.30 | 0.29 | 0.37 | 0.37 | 0.41 |
| STRL | 0.41 | 0.02 | 0.14 | 0.15 | 1.00 | 0.16 | 0.25 | 0.26 | 0.16 | 0.19 | 0.20 | 0.19 | 0.19 | 0.26 | 0.26 | 0.23 | 0.29 | 0.26 | 0.32 | 0.23 | 0.39 | 0.29 | 0.27 | 0.21 | 0.30 | 0.28 | 0.23 | 0.26 | 0.30 | 0.32 | 0.27 | 0.48 | 0.36 | 0.43 | 0.42 | 0.51 |
| ABBV | 0.44 | 0.01 | 0.13 | 0.32 | 0.16 | 1.00 | 0.27 | 0.20 | 0.27 | 0.29 | 0.38 | 0.26 | 0.29 | 0.28 | 0.24 | 0.40 | 0.24 | 0.24 | 0.24 | 0.28 | 0.25 | 0.28 | 0.29 | 0.42 | 0.29 | 0.28 | 0.35 | 0.31 | 0.32 | 0.32 | 0.33 | 0.34 | 0.38 | 0.43 | 0.50 | 0.49 |
| VLO | 0.42 | 0.06 | 0.15 | 0.18 | 0.25 | 0.27 | 1.00 | 0.44 | 0.22 | 0.25 | 0.27 | 0.22 | 0.26 | 0.44 | 0.23 | 0.28 | 0.30 | 0.32 | 0.29 | 0.24 | 0.38 | 0.27 | 0.25 | 0.26 | 0.26 | 0.23 | 0.25 | 0.25 | 0.36 | 0.37 | 0.26 | 0.43 | 0.41 | 0.43 | 0.51 | 0.50 |
| CNQ | 0.44 | 0.17 | 0.20 | 0.17 | 0.26 | 0.20 | 0.44 | 1.00 | 0.35 | 0.24 | 0.21 | 0.19 | 0.23 | 0.53 | 0.24 | 0.23 | 0.29 | 0.32 | 0.27 | 0.23 | 0.37 | 0.24 | 0.23 | 0.22 | 0.26 | 0.25 | 0.24 | 0.24 | 0.34 | 0.37 | 0.25 | 0.40 | 0.50 | 0.45 | 0.50 | 0.50 |
| BCE | 0.41 | 0.21 | 0.20 | 0.19 | 0.16 | 0.27 | 0.22 | 0.35 | 1.00 | 0.41 | 0.25 | 0.34 | 0.29 | 0.28 | 0.33 | 0.26 | 0.25 | 0.27 | 0.20 | 0.25 | 0.24 | 0.28 | 0.30 | 0.35 | 0.24 | 0.24 | 0.31 | 0.31 | 0.32 | 0.33 | 0.42 | 0.37 | 0.50 | 0.40 | 0.48 | 0.46 |
| T | 0.41 | 0.11 | 0.16 | 0.20 | 0.19 | 0.29 | 0.25 | 0.24 | 0.41 | 1.00 | 0.28 | 0.34 | 0.30 | 0.30 | 0.32 | 0.33 | 0.25 | 0.30 | 0.19 | 0.20 | 0.31 | 0.30 | 0.29 | 0.34 | 0.21 | 0.19 | 0.33 | 0.33 | 0.36 | 0.37 | 0.40 | 0.42 | 0.40 | 0.41 | 0.55 | 0.47 |
| MCK | 0.43 | 0.03 | 0.16 | 0.36 | 0.20 | 0.38 | 0.27 | 0.21 | 0.25 | 0.28 | 1.00 | 0.25 | 0.32 | 0.28 | 0.24 | 0.70 | 0.25 | 0.26 | 0.21 | 0.25 | 0.29 | 0.29 | 0.32 | 0.36 | 0.26 | 0.25 | 0.35 | 0.35 | 0.37 | 0.35 | 0.30 | 0.35 | 0.35 | 0.42 | 0.46 | 0.54 |
| WPC | 0.41 | 0.16 | 0.13 | 0.19 | 0.19 | 0.26 | 0.22 | 0.19 | 0.34 | 0.34 | 0.25 | 1.00 | 0.30 | 0.28 | 0.49 | 0.26 | 0.25 | 0.27 | 0.23 | 0.25 | 0.25 | 0.31 | 0.31 | 0.35 | 0.27 | 0.27 | 0.37 | 0.35 | 0.34 | 0.32 | 0.77 | 0.47 | 0.39 | 0.42 | 0.47 | 0.48 |
| LMT | 0.42 | 0.02 | 0.23 | 0.24 | 0.19 | 0.29 | 0.26 | 0.23 | 0.29 | 0.30 | 0.32 | 0.30 | 1.00 | 0.24 | 0.26 | 0.35 | 0.23 | 0.27 | 0.21 | 0.25 | 0.31 | 0.29 | 0.34 | 0.34 | 0.23 | 0.27 | 0.39 | 0.38 | 0.66 | 0.57 | 0.34 | 0.38 | 0.36 | 0.41 | 0.50 | 0.52 |
| WMB | 0.46 | 0.16 | 0.18 | 0.18 | 0.26 | 0.28 | 0.44 | 0.53 | 0.28 | 0.30 | 0.28 | 0.28 | 0.24 | 1.00 | 0.33 | 0.29 | 0.31 | 0.33 | 0.26 | 0.24 | 0.38 | 0.29 | 0.27 | 0.29 | 0.29 | 0.24 | 0.29 | 0.28 | 0.34 | 0.38 | 0.35 | 0.45 | 0.45 | 0.47 | 0.54 | 0.55 |
| IRM | 0.48 | 0.15 | 0.16 | 0.18 | 0.26 | 0.24 | 0.23 | 0.24 | 0.33 | 0.32 | 0.24 | 0.49 | 0.26 | 0.33 | 1.00 | 0.28 | 0.33 | 0.30 | 0.29 | 0.29 | 0.34 | 0.36 | 0.35 | 0.32 | 0.31 | 0.31 | 0.34 | 0.34 | 0.35 | 0.35 | 0.63 | 0.48 | 0.43 | 0.49 | 0.52 | 0.54 |
| CAH | 0.46 | 0.02 | 0.17 | 0.34 | 0.23 | 0.40 | 0.28 | 0.23 | 0.26 | 0.33 | 0.70 | 0.26 | 0.35 | 0.29 | 0.28 | 1.00 | 0.30 | 0.28 | 0.25 | 0.26 | 0.33 | 0.31 | 0.33 | 0.40 | 0.29 | 0.26 | 0.39 | 0.37 | 0.40 | 0.39 | 0.34 | 0.43 | 0.40 | 0.46 | 0.52 | 0.58 |
| STX | 0.57 | 0.10 | 0.15 | 0.19 | 0.29 | 0.24 | 0.30 | 0.29 | 0.25 | 0.25 | 0.25 | 0.25 | 0.23 | 0.31 | 0.33 | 0.30 | 1.00 | 0.37 | 0.50 | 0.43 | 0.39 | 0.37 | 0.36 | 0.31 | 0.44 | 0.42 | 0.34 | 0.37 | 0.33 | 0.36 | 0.34 | 0.47 | 0.49 | 0.57 | 0.53 | 0.63 |
| AB | 0.54 | 0.05 | 0.20 | 0.22 | 0.26 | 0.24 | 0.32 | 0.32 | 0.27 | 0.30 | 0.26 | 0.27 | 0.27 | 0.33 | 0.30 | 0.28 | 0.37 | 1.00 | 0.37 | 0.35 | 0.38 | 0.36 | 0.36 | 0.34 | 0.39 | 0.39 | 0.39 | 0.38 | 0.36 | 0.39 | 0.40 | 0.51 | 0.50 | 0.56 | 0.55 | 0.56 |
| LRCX | 0.66 | 0.07 | 0.13 | 0.19 | 0.32 | 0.24 | 0.29 | 0.27 | 0.20 | 0.19 | 0.21 | 0.23 | 0.21 | 0.26 | 0.29 | 0.25 | 0.50 | 0.37 | 1.00 | 0.53 | 0.38 | 0.38 | 0.39 | 0.32 | 0.53 | 0.56 | 0.33 | 0.35 | 0.32 | 0.36 | 0.34 | 0.46 | 0.56 | 0.66 | 0.54 | 0.61 |
| MSFT | 0.73 | 0.08 | 0.11 | 0.26 | 0.23 | 0.28 | 0.24 | 0.23 | 0.25 | 0.20 | 0.25 | 0.25 | 0.25 | 0.24 | 0.29 | 0.26 | 0.43 | 0.35 | 0.53 | 1.00 | 0.29 | 0.39 | 0.44 | 0.37 | 0.58 | 0.62 | 0.40 | 0.39 | 0.33 | 0.34 | 0.39 | 0.40 | 0.54 | 0.70 | 0.52 | 0.59 |
| ALSN | 0.54 | 0.04 | 0.20 | 0.22 | 0.39 | 0.25 | 0.38 | 0.37 | 0.24 | 0.31 | 0.29 | 0.25 | 0.31 | 0.38 | 0.34 | 0.33 | 0.39 | 0.38 | 0.38 | 0.29 | 1.00 | 0.39 | 0.33 | 0.32 | 0.34 | 0.33 | 0.35 | 0.38 | 0.46 | 0.48 | 0.34 | 0.57 | 0.49 | 0.56 | 0.61 | 0.59 |
| LOW | 0.59 | 0.04 | 0.14 | 0.27 | 0.29 | 0.28 | 0.27 | 0.24 | 0.28 | 0.30 | 0.29 | 0.31 | 0.29 | 0.29 | 0.36 | 0.31 | 0.37 | 0.36 | 0.38 | 0.39 | 0.39 | 1.00 | 0.40 | 0.38 | 0.44 | 0.44 | 0.39 | 0.43 | 0.38 | 0.37 | 0.46 | 0.51 | 0.50 | 0.60 | 0.57 | 0.59 |
| MSI | 0.59 | 0.08 | 0.18 | 0.26 | 0.27 | 0.29 | 0.25 | 0.23 | 0.30 | 0.29 | 0.32 | 0.31 | 0.34 | 0.27 | 0.35 | 0.33 | 0.36 | 0.36 | 0.39 | 0.44 | 0.33 | 0.40 | 1.00 | 0.38 | 0.47 | 0.46 | 0.46 | 0.47 | 0.41 | 0.41 | 0.42 | 0.46 | 0.48 | 0.59 | 0.55 | 0.60 |
| MDT | 0.57 | 0.08 | 0.17 | 0.33 | 0.21 | 0.42 | 0.26 | 0.22 | 0.35 | 0.34 | 0.36 | 0.35 | 0.34 | 0.29 | 0.32 | 0.40 | 0.31 | 0.34 | 0.32 | 0.37 | 0.32 | 0.38 | 0.38 | 1.00 | 0.40 | 0.41 | 0.43 | 0.45 | 0.39 | 0.41 | 0.46 | 0.46 | 0.50 | 0.57 | 0.58 | 0.58 |
| ADSK | 0.68 | 0.09 | 0.15 | 0.22 | 0.30 | 0.29 | 0.26 | 0.26 | 0.24 | 0.21 | 0.26 | 0.27 | 0.23 | 0.29 | 0.31 | 0.29 | 0.44 | 0.39 | 0.53 | 0.58 | 0.34 | 0.44 | 0.47 | 0.40 | 1.00 | 0.68 | 0.39 | 0.41 | 0.32 | 0.36 | 0.40 | 0.49 | 0.56 | 0.69 | 0.53 | 0.65 |
| ANSS | 0.71 | 0.08 | 0.16 | 0.26 | 0.28 | 0.28 | 0.23 | 0.25 | 0.24 | 0.19 | 0.25 | 0.27 | 0.27 | 0.24 | 0.31 | 0.26 | 0.42 | 0.39 | 0.56 | 0.62 | 0.33 | 0.44 | 0.46 | 0.41 | 0.68 | 1.00 | 0.41 | 0.45 | 0.34 | 0.35 | 0.41 | 0.47 | 0.57 | 0.72 | 0.53 | 0.62 |
| AJG | 0.57 | 0.03 | 0.18 | 0.29 | 0.23 | 0.35 | 0.25 | 0.24 | 0.31 | 0.33 | 0.35 | 0.37 | 0.39 | 0.29 | 0.34 | 0.39 | 0.34 | 0.39 | 0.33 | 0.40 | 0.35 | 0.39 | 0.46 | 0.43 | 0.39 | 0.41 | 1.00 | 0.74 | 0.46 | 0.44 | 0.45 | 0.48 | 0.48 | 0.56 | 0.58 | 0.61 |
| BRO | 0.59 | 0.04 | 0.19 | 0.31 | 0.26 | 0.31 | 0.25 | 0.24 | 0.31 | 0.33 | 0.35 | 0.35 | 0.38 | 0.28 | 0.34 | 0.37 | 0.37 | 0.38 | 0.35 | 0.39 | 0.38 | 0.43 | 0.47 | 0.45 | 0.41 | 0.45 | 0.74 | 1.00 | 0.47 | 0.44 | 0.46 | 0.53 | 0.48 | 0.59 | 0.60 | 0.63 |
| GD | 0.55 | 0.03 | 0.27 | 0.30 | 0.30 | 0.32 | 0.36 | 0.34 | 0.32 | 0.36 | 0.37 | 0.34 | 0.66 | 0.34 | 0.35 | 0.40 | 0.33 | 0.36 | 0.32 | 0.33 | 0.46 | 0.38 | 0.41 | 0.39 | 0.32 | 0.34 | 0.46 | 0.47 | 1.00 | 0.64 | 0.41 | 0.54 | 0.49 | 0.55 | 0.64 | 0.64 |
| RTX | 0.58 | 0.06 | 0.27 | 0.27 | 0.32 | 0.32 | 0.37 | 0.37 | 0.33 | 0.37 | 0.35 | 0.32 | 0.57 | 0.38 | 0.35 | 0.39 | 0.36 | 0.39 | 0.36 | 0.34 | 0.48 | 0.37 | 0.41 | 0.41 | 0.36 | 0.35 | 0.44 | 0.44 | 0.64 | 1.00 | 0.41 | 0.56 | 0.53 | 0.58 | 0.66 | 0.65 |
| VNQ | 0.60 | 0.18 | 0.16 | 0.25 | 0.27 | 0.33 | 0.26 | 0.25 | 0.42 | 0.40 | 0.30 | 0.77 | 0.34 | 0.35 | 0.63 | 0.34 | 0.34 | 0.40 | 0.34 | 0.39 | 0.34 | 0.46 | 0.42 | 0.46 | 0.40 | 0.41 | 0.45 | 0.46 | 0.41 | 0.41 | 1.00 | 0.62 | 0.54 | 0.61 | 0.63 | 0.64 |
| SMLV | 0.71 | 0.06 | 0.24 | 0.30 | 0.48 | 0.34 | 0.43 | 0.40 | 0.37 | 0.42 | 0.35 | 0.47 | 0.38 | 0.45 | 0.48 | 0.43 | 0.47 | 0.51 | 0.46 | 0.40 | 0.57 | 0.51 | 0.46 | 0.46 | 0.49 | 0.47 | 0.48 | 0.53 | 0.54 | 0.56 | 0.62 | 1.00 | 0.65 | 0.75 | 0.78 | 0.76 |
| VEA | 0.81 | 0.21 | 0.35 | 0.29 | 0.36 | 0.38 | 0.41 | 0.50 | 0.50 | 0.40 | 0.35 | 0.39 | 0.36 | 0.45 | 0.43 | 0.40 | 0.49 | 0.50 | 0.56 | 0.54 | 0.49 | 0.50 | 0.48 | 0.50 | 0.56 | 0.57 | 0.48 | 0.48 | 0.49 | 0.53 | 0.54 | 0.65 | 1.00 | 0.81 | 0.77 | 0.79 |
| VTI | 0.99 | 0.11 | 0.23 | 0.37 | 0.43 | 0.43 | 0.43 | 0.45 | 0.40 | 0.41 | 0.42 | 0.42 | 0.41 | 0.47 | 0.49 | 0.46 | 0.57 | 0.56 | 0.66 | 0.70 | 0.56 | 0.60 | 0.59 | 0.57 | 0.69 | 0.72 | 0.56 | 0.59 | 0.55 | 0.58 | 0.61 | 0.75 | 0.81 | 1.00 | 0.87 | 0.90 |
| VYM | 0.87 | 0.11 | 0.25 | 0.37 | 0.42 | 0.50 | 0.51 | 0.50 | 0.48 | 0.55 | 0.46 | 0.47 | 0.50 | 0.54 | 0.52 | 0.52 | 0.53 | 0.55 | 0.54 | 0.52 | 0.61 | 0.57 | 0.55 | 0.58 | 0.53 | 0.53 | 0.58 | 0.60 | 0.64 | 0.66 | 0.63 | 0.78 | 0.77 | 0.87 | 1.00 | 0.89 |
| Portfolio | 0.89 | 0.17 | 0.29 | 0.41 | 0.51 | 0.49 | 0.50 | 0.50 | 0.46 | 0.47 | 0.54 | 0.48 | 0.52 | 0.55 | 0.54 | 0.58 | 0.63 | 0.56 | 0.61 | 0.59 | 0.59 | 0.59 | 0.60 | 0.58 | 0.65 | 0.62 | 0.61 | 0.63 | 0.64 | 0.65 | 0.64 | 0.76 | 0.79 | 0.90 | 0.89 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 22 февр. 2013 г.
Переходите к калькулятору корреляции, чтобы настроить расчет под себя