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GoodETFs

Последнее обновление 21 февр. 2024 г.

Распределение активов


SPY 3.13%IVV 3.13%VOO 3.13%VTI 3.13%QQQ 3.13%VUG 3.13%IWF 3.13%VIG 3.13%VGT 3.13%XLK 3.13%SCHD 3.13%ITOT 3.13%RSP 3.13%IVW 3.13%SCHX 3.13%QUAL 3.13%IWB 3.13%VV 3.13%IVE 3.13%DGRO 3.13%SCHB 3.13%SPLG 3.13%SCHG 3.13%SPYG 3.13%SPYV 3.13%XLY 3.13%COWZ 3.13%VONG 3.13%MGK 3.13%JEPI 3.13%DFAC 3.13%VYM 3.13%АкцииАкции
ПозицияКатегория/СекторВес
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

3.13%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

3.13%

VOO

3.13%

VTI

3.13%

QQQ
Invesco QQQ
Large Cap Blend Equities

3.13%

VUG

3.13%

IWF
iShares Russell 1000 Growth ETF
Large Cap Growth Equities

3.13%

VIG

3.13%

VGT

3.13%

XLK

3.13%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

3.13%

ITOT
iShares Core S&P Total U.S. Stock Market ETF
Large Cap Growth Equities

3.13%

RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities

3.13%

IVW
iShares S&P 500 Growth ETF
Large Cap Growth Equities

3.13%

SCHX
Schwab U.S. Large-Cap ETF
Large Cap Growth Equities

3.13%

QUAL
iShares Edge MSCI USA Quality Factor ETF
Large Cap Growth Equities

3.13%

IWB
iShares Russell 1000 ETF
Large Cap Growth Equities

3.13%

VV

3.13%

IVE
iShares S&P 500 Value ETF
Large Cap Blend Equities

3.13%

DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

3.13%

SCHB
Schwab U.S. Broad Market ETF
Large Cap Growth Equities

3.13%

SPLG
SPDR Portfolio S&P 500 ETF
Large Cap Blend Equities

3.13%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

3.13%

SPYG

3.13%

SPYV

3.13%

XLY

3.13%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

3.13%

VONG

3.13%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

3.13%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

3.13%

DFAC
Dimensional U.S. Core Equity 2 ETF
Large Cap Growth Equities, Actively Managed

3.13%

VYM

3.13%

Доходность

График показывает рост $10,000 инвестированных в GoodETFs 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
14.09%
13.40%
GoodETFs
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 14 июн. 2021 г., начальной даты DFAC

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
N/AN/AN/AN/AN/AN/A
GoodETFs3.97%2.55%14.09%24.50%N/AN/A
SPY
SPDR S&P 500 ETF
4.51%2.97%14.24%23.83%14.24%12.49%
IVV
iShares Core S&P 500 ETF
4.51%2.99%14.32%23.96%14.30%12.54%
VOO
N/AN/AN/AN/AN/AN/A
VTI
N/AN/AN/AN/AN/AN/A
QQQ
Invesco QQQ
4.35%1.46%18.06%42.87%20.90%17.94%
VUG
N/AN/AN/AN/AN/AN/A
IWF
iShares Russell 1000 Growth ETF
6.33%3.24%19.22%38.04%18.11%15.31%
VIG
N/AN/AN/AN/AN/AN/A
VGT
N/AN/AN/AN/AN/AN/A
XLK
N/AN/AN/AN/AN/AN/A
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
4.00%3.03%14.36%22.23%13.39%12.06%
RSP
Invesco S&P 500® Equal Weight ETF
1.18%2.46%9.76%7.59%10.96%10.17%
IVW
iShares S&P 500 Growth ETF
6.84%3.40%15.42%30.70%15.25%13.84%
SCHX
Schwab U.S. Large-Cap ETF
4.52%3.10%14.76%23.95%14.10%12.44%
QUAL
iShares Edge MSCI USA Quality Factor ETF
5.88%3.30%15.79%29.61%14.42%12.61%
IWB
iShares Russell 1000 ETF
4.32%3.04%14.57%23.25%13.87%12.15%
VV
N/AN/AN/AN/AN/AN/A
IVE
iShares S&P 500 Value ETF
1.85%2.45%12.84%16.38%11.93%10.23%
DGRO
iShares Core Dividend Growth ETF
2.92%2.42%9.77%10.92%11.45%N/A
SCHB
Schwab U.S. Broad Market ETF
4.01%3.02%14.30%22.36%13.46%11.96%
SPLG
SPDR Portfolio S&P 500 ETF
4.51%2.92%14.26%23.95%14.32%12.68%
SCHG
Schwab U.S. Large-Cap Growth ETF
6.44%3.24%19.79%43.38%18.81%15.52%
SPYG
N/AN/AN/AN/AN/AN/A
SPYV
N/AN/AN/AN/AN/AN/A
XLY
N/AN/AN/AN/AN/AN/A
COWZ
Pacer US Cash Cows 100 ETF
0.98%2.44%5.73%10.55%14.77%N/A
VONG
N/AN/AN/AN/AN/AN/A
MGK
Vanguard Mega Cap Growth ETF
6.45%3.07%19.37%44.04%19.14%15.46%
JEPI
JPMorgan Equity Premium Income ETF
2.88%1.99%7.43%11.25%N/AN/A
DFAC
Dimensional U.S. Core Equity 2 ETF
2.94%3.08%12.87%16.98%N/AN/A
VYM
N/AN/AN/AN/AN/AN/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20241.29%
20233.43%-1.57%-4.81%-2.27%9.30%4.83%

Коэффициент Шарпа

GoodETFs на текущий момент имеет коэффициент Шарпа равный 1.89. Коэффициент Шарпа более 1,0 считается приемлемым.

-1.000.001.002.003.004.001.89

Коэффициент Шарпа GoodETFs 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 Шарпа0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.89
1.75
GoodETFs
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность GoodETFs за предыдущие двенадцать месяцев составила 1.53%.


TTM20232022202120202019201820172016201520142013
GoodETFs1.53%1.59%1.86%1.31%1.55%1.55%1.80%1.55%1.70%1.72%1.51%1.39%
SPY
SPDR S&P 500 ETF
1.34%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
IVV
iShares Core S&P 500 ETF
1.38%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
VOO
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTI
1.38%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VUG
0.55%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
IWF
iShares Russell 1000 Growth ETF
0.63%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%1.32%1.29%
VIG
1.83%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VGT
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
XLK
0.73%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.42%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%2.06%
RSP
Invesco S&P 500® Equal Weight ETF
1.62%1.63%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.45%1.27%
IVW
iShares S&P 500 Growth ETF
0.96%1.03%0.89%0.46%0.82%1.62%1.27%1.30%1.51%1.51%1.36%1.44%
SCHX
Schwab U.S. Large-Cap ETF
1.33%1.39%1.64%1.22%1.64%1.82%2.17%1.70%2.39%2.04%1.76%1.65%
QUAL
iShares Edge MSCI USA Quality Factor ETF
1.16%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
IWB
iShares Russell 1000 ETF
1.26%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.70%1.68%
VV
1.35%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
IVE
iShares S&P 500 Value ETF
1.62%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.44%2.14%2.04%
DGRO
iShares Core Dividend Growth ETF
2.38%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
SCHB
Schwab U.S. Broad Market ETF
1.34%1.40%1.61%1.21%1.63%1.80%2.13%1.65%2.31%2.00%1.72%1.63%
SPLG
SPDR Portfolio S&P 500 ETF
1.38%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
SPYG
1.08%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
SPYV
1.71%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%1.96%
XLY
0.78%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%1.16%
COWZ
Pacer US Cash Cows 100 ETF
1.90%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%
VONG
0.66%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
MGK
Vanguard Mega Cap Growth ETF
0.47%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
JEPI
JPMorgan Equity Premium Income ETF
7.95%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFAC
Dimensional U.S. Core Equity 2 ETF
1.17%1.20%1.50%0.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
3.05%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Комиссия

Комиссия GoodETFs составляет 0.11%, что примерно соответствует среднему уровню по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


0.09%
0.00%2.15%
0.04%
0.00%2.15%
0.20%
0.00%2.15%
0.49%
0.00%2.15%
0.35%
0.00%2.15%
0.19%
0.00%2.15%
0.18%
0.00%2.15%
0.18%
0.00%2.15%
0.15%
0.00%2.15%
0.15%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
0.00%2.15%
0.03%
0.00%2.15%
0.03%
0.00%2.15%
0.03%
0.00%2.15%
0.07%
0.00%2.15%

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
SPY
SPDR S&P 500 ETF
1.90
IVV
iShares Core S&P 500 ETF
1.91
VOO
N/A
VTI
N/A
QQQ
Invesco QQQ
2.53
VUG
N/A
IWF
iShares Russell 1000 Growth ETF
2.46
VIG
N/A
VGT
N/A
XLK
N/A
SCHD
Schwab US Dividend Equity ETF
0.33
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.69
RSP
Invesco S&P 500® Equal Weight ETF
0.54
IVW
iShares S&P 500 Growth ETF
2.26
SCHX
Schwab U.S. Large-Cap ETF
1.87
QUAL
iShares Edge MSCI USA Quality Factor ETF
2.25
IWB
iShares Russell 1000 ETF
1.81
VV
N/A
IVE
iShares S&P 500 Value ETF
1.30
DGRO
iShares Core Dividend Growth ETF
1.00
SCHB
Schwab U.S. Broad Market ETF
1.71
SPLG
SPDR Portfolio S&P 500 ETF
1.92
SCHG
Schwab U.S. Large-Cap Growth ETF
2.63
SPYG
N/A
SPYV
N/A
XLY
N/A
COWZ
Pacer US Cash Cows 100 ETF
0.55
VONG
N/A
MGK
Vanguard Mega Cap Growth ETF
2.62
JEPI
JPMorgan Equity Premium Income ETF
1.41
DFAC
Dimensional U.S. Core Equity 2 ETF
1.23
VYM
N/A

Таблица корреляции активов

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

COWZJEPIVYMSCHDXLYSPYVIVEXLKDGROVGTQQQMGKSCHGRSPVIGVUGVONGIWFSPYGIVWDFACQUALVTIITOTSCHBVVSPLGIVVIWBSCHXVOOSPY
COWZ1.000.720.890.870.660.860.860.630.850.640.640.620.640.890.800.650.660.660.690.690.880.770.820.820.820.790.800.800.800.800.800.80
JEPI0.721.000.860.860.630.870.870.680.910.680.680.690.690.860.930.700.720.720.740.740.820.820.820.820.820.820.830.830.820.820.830.83
VYM0.890.861.000.980.640.950.950.630.960.640.630.630.630.930.910.650.660.670.700.700.900.790.840.840.840.820.840.840.830.830.840.84
SCHD0.870.860.981.000.660.950.950.670.960.670.670.650.660.930.920.680.690.690.720.720.900.820.850.850.850.840.850.850.850.840.850.85
XLY0.660.630.640.661.000.750.750.810.720.830.880.880.880.790.750.890.890.890.870.870.840.830.880.880.880.870.870.870.880.880.870.87
SPYV0.860.870.950.950.751.001.000.740.960.750.750.750.750.960.940.770.780.780.780.780.940.870.910.910.910.900.910.910.910.910.910.91
IVE0.860.870.950.950.751.001.000.750.960.750.750.750.750.970.940.770.780.780.780.780.940.870.910.910.910.900.910.910.910.910.910.91
XLK0.630.680.630.670.810.740.751.000.750.990.970.970.970.770.810.970.970.970.960.960.850.930.910.910.910.930.920.920.920.920.920.92
DGRO0.850.910.960.960.720.960.960.751.000.760.750.750.760.960.980.770.780.790.810.810.940.890.910.910.910.910.920.920.910.910.920.92
VGT0.640.680.640.670.830.750.750.990.761.000.980.970.980.790.810.980.980.980.970.960.860.930.920.920.930.940.930.930.930.930.930.93
QQQ0.640.680.630.670.880.750.750.970.750.981.000.990.990.790.800.990.990.990.980.980.860.930.930.930.930.940.940.940.940.940.940.94
MGK0.620.690.630.650.880.750.750.970.750.970.991.001.000.780.801.000.990.990.980.980.850.930.930.930.930.950.940.940.940.940.940.94
SCHG0.640.690.630.660.880.750.750.970.760.980.991.001.000.790.811.000.991.000.980.980.860.940.940.940.940.950.940.940.940.950.940.94
RSP0.890.860.930.930.790.960.970.770.960.790.790.780.791.000.940.810.820.820.830.830.980.900.940.950.950.930.930.930.940.930.930.93
VIG0.800.930.910.920.750.940.940.810.980.810.800.800.810.941.000.820.830.840.850.850.930.920.930.930.930.930.940.940.930.930.940.94
VUG0.650.700.650.680.890.770.770.970.770.980.991.001.000.810.821.001.001.000.980.980.870.940.940.940.950.960.950.950.950.950.950.95
VONG0.660.720.660.690.890.780.780.970.780.980.990.990.990.820.831.001.001.000.990.990.880.950.950.950.950.960.950.960.960.960.960.96
IWF0.660.720.670.690.890.780.780.970.790.980.990.991.000.820.841.001.001.000.990.990.880.950.950.950.950.960.960.960.960.960.960.96
SPYG0.690.740.700.720.870.780.780.960.810.970.980.980.980.830.850.980.990.991.001.000.890.960.950.950.950.970.960.960.960.960.960.96
IVW0.690.740.700.720.870.780.780.960.810.960.980.980.980.830.850.980.990.991.001.000.890.960.950.950.950.970.960.960.960.960.960.96
DFAC0.880.820.900.900.840.940.940.850.940.860.860.850.860.980.930.870.880.880.890.891.000.940.980.980.980.960.970.960.970.970.960.96
QUAL0.770.820.790.820.830.870.870.930.890.930.930.930.940.900.920.940.950.950.960.960.941.000.970.970.970.980.980.980.970.980.980.98
VTI0.820.820.840.850.880.910.910.910.910.920.930.930.940.940.930.940.950.950.950.950.980.971.001.001.000.990.990.991.001.000.990.99
ITOT0.820.820.840.850.880.910.910.910.910.920.930.930.940.950.930.940.950.950.950.950.980.971.001.001.000.990.990.991.001.000.990.99
SCHB0.820.820.840.850.880.910.910.910.910.930.930.930.940.950.930.950.950.950.950.950.980.971.001.001.001.000.990.991.001.000.990.99
VV0.790.820.820.840.870.900.900.930.910.940.940.950.950.930.930.960.960.960.970.970.960.980.990.991.001.001.001.001.001.001.001.00
SPLG0.800.830.840.850.870.910.910.920.920.930.940.940.940.930.940.950.950.960.960.960.970.980.990.990.991.001.001.001.001.001.001.00
IVV0.800.830.840.850.870.910.910.920.920.930.940.940.940.930.940.950.960.960.960.960.960.980.990.990.991.001.001.001.001.001.001.00
IWB0.800.820.830.850.880.910.910.920.910.930.940.940.940.940.930.950.960.960.960.960.970.971.001.001.001.001.001.001.001.001.001.00
SCHX0.800.820.830.840.880.910.910.920.910.930.940.940.950.930.930.950.960.960.960.960.970.981.001.001.001.001.001.001.001.001.001.00
VOO0.800.830.840.850.870.910.910.920.920.930.940.940.940.930.940.950.960.960.960.960.960.980.990.990.991.001.001.001.001.001.001.00
SPY0.800.830.840.850.870.910.910.920.920.930.940.940.940.930.940.950.960.960.960.960.960.980.990.990.991.001.001.001.001.001.001.00

График просадок

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.16%
-1.08%
GoodETFs
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

GoodETFs показал максимальную просадку в 25.29%, зарегистрированную 12 окт. 2022 г.. Полное восстановление заняло 293 торговые сессии.

Текущая просадка GoodETFs составляет 1.16%.

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

-25.29%4 янв. 2022 г.19512 окт. 2022 г.29312 дек. 2023 г.488
-5.2%7 сент. 2021 г.204 окт. 2021 г.1220 окт. 2021 г.32
-4.26%19 нояб. 2021 г.81 дек. 2021 г.1623 дек. 2021 г.24
-2.68%13 июл. 2021 г.519 июл. 2021 г.423 июл. 2021 г.9
-2.28%29 дек. 2023 г.44 янв. 2024 г.1019 янв. 2024 г.14

График волатильности

Текущая волатильность GoodETFs составляет 3.45%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.45%
3.37%
GoodETFs
Benchmark (^GSPC)
Активы портфеля
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