US GLOBAL TITAN 50 EQ.WEIGHT
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
US GLOBAL TITAN 50 EQ.WEIGHT
Последнее обновление 30 окт. 2024 г.
Распределение активов
| Позиция | Категория/Сектор | Вес |
|---|---|---|
AAPL Apple Inc | Technology | 2.38% |
ABBV AbbVie Inc. | Healthcare | 2.38% |
ABT Abbott Laboratories | Healthcare | 2.38% |
ACN Accenture plc | Technology | 2.38% |
ADBE Adobe Inc | Technology | 2.38% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2.38% |
ASML ASML Holding N.V. | Technology | 2.38% |
AVGO Broadcom Inc. | Technology | 2.38% |
BHP BHP Group | Basic Materials | 2.38% |
C Citigroup Inc. | Financial Services | 2.38% |
CMCSA Comcast Corporation | Communication Services | 2.38% |
CRM salesforce.com, inc. | Technology | 2.38% |
CSCO Cisco Systems, Inc. | Technology | 2.38% |
CVX Chevron Corporation | Energy | 2.38% |
DIS The Walt Disney Company | Communication Services | 2.38% |
GOOGL Alphabet Inc. | Communication Services | 2.38% |
IBM International Business Machines Corporation | Technology | 2.38% |
INTC Intel Corporation | Technology | 2.38% |
JNJ Johnson & Johnson | Healthcare | 2.38% |
JPM JPMorgan Chase & Co. | Financial Services | 2.38% |
KO | 2.38% | |
MA | 2.38% | |
MCD | 2.38% | |
MDT | 2.38% | |
META | 2.38% | |
MRK | 2.38% | |
MSFT | 2.38% | |
NVDA | 2.38% | |
ORCL | 2.38% | |
PEP | 2.38% | |
PFE | 2.38% | |
PG | 2.38% | |
PM | 2.38% | |
SHEL | 2.38% | |
TCEHY | 2.38% | |
TMO | 2.38% | |
TSLA | 2.38% | |
TSM | 2.38% | |
UNH | 2.38% | |
V | 2.38% | |
WMT | 2.38% | |
XOM | 2.38% |
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в US GLOBAL TITAN 50 EQ.WEIGHT 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
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 10 дек. 2012 г., начальной даты ABBV
Доходность по периодам
US GLOBAL TITAN 50 EQ.WEIGHT на 30 окт. 2024 г. показал доходность в 20.37% с начала года и доходность в 18.67% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| US GLOBAL TITAN 50 EQ.WEIGHT | 20.37% | 0.27% | 14.33% | 36.18% | 19.67% | 18.67% |
| Активы портфеля: | ||||||
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
MSFT | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
AMZN Amazon.com, Inc. | 25.60% | 1.52% | 9.05% | 43.79% | 16.58% | 28.81% |
NVDA | 185.29% | 16.35% | 63.51% | 243.27% | 95.48% | 77.28% |
GOOGL Alphabet Inc. | 21.77% | 3.49% | 4.50% | 36.67% | 22.08% | 19.66% |
META | 68.12% | 4.57% | 38.19% | 96.61% | 25.52% | 23.08% |
TSLA | 4.44% | -0.36% | 41.60% | 31.50% | 65.62% | 32.13% |
UNH | 8.03% | -3.39% | 17.12% | 7.68% | 19.14% | 21.34% |
XOM | 20.32% | 1.26% | 0.77% | 14.65% | 17.36% | 6.50% |
JNJ Johnson & Johnson | 4.53% | -0.81% | 12.46% | 12.33% | 6.85% | 6.95% |
JPM JPMorgan Chase & Co. | 34.17% | 6.54% | 17.61% | 66.08% | 15.62% | 17.17% |
V | 8.89% | 2.44% | 5.35% | 21.89% | 10.33% | 17.53% |
PG | 16.92% | -3.11% | 3.65% | 14.79% | 8.75% | 9.78% |
TSM | 91.43% | 10.66% | 44.38% | 132.41% | 33.48% | 27.79% |
MA | 19.39% | 2.70% | 12.52% | 36.73% | 13.51% | 20.51% |
AVGO Broadcom Inc. | 62.30% | 3.79% | 38.74% | 116.35% | 48.19% | 39.10% |
MRK | -3.03% | -8.76% | -18.71% | 3.70% | 7.89% | 9.81% |
ASML ASML Holding N.V. | -4.76% | -14.82% | -17.69% | 22.73% | 23.54% | 23.05% |
CVX Chevron Corporation | 2.81% | 2.08% | -5.93% | 6.07% | 9.84% | 6.62% |
PEP | 0.92% | -1.47% | -3.30% | 6.43% | 7.10% | 8.83% |
TCEHY | 42.93% | -6.10% | 23.46% | 43.84% | 8.04% | 14.18% |
ABBV AbbVie Inc. | 26.73% | -1.96% | 18.50% | 38.41% | 24.25% | 16.31% |
KO | 13.79% | -8.68% | 7.69% | 20.37% | 7.08% | 7.97% |
PFE | 3.29% | -2.17% | 14.35% | -1.35% | -0.73% | 3.99% |
CRM salesforce.com, inc. | 14.09% | 8.04% | 11.48% | 50.66% | 13.96% | 16.76% |
MCD | 1.30% | -2.86% | 9.38% | 16.15% | 11.03% | 15.11% |
SHEL | 2.21% | -1.26% | -7.17% | 2.79% | 6.79% | 4.02% |
WMT | 56.98% | 2.41% | 38.53% | 52.38% | 17.75% | 14.73% |
TMO | 3.40% | -10.85% | -3.56% | 26.52% | 12.96% | 17.03% |
CSCO Cisco Systems, Inc. | 13.80% | 5.82% | 20.45% | 11.48% | 6.51% | 12.05% |
ACN Accenture plc | 5.12% | 4.24% | 21.67% | 26.03% | 16.13% | 18.15% |
ADBE Adobe Inc | -18.64% | -5.84% | 4.87% | -7.89% | 11.84% | 21.40% |
ABT Abbott Laboratories | 5.09% | 1.34% | 8.09% | 24.37% | 8.18% | 12.18% |
CMCSA Comcast Corporation | -1.18% | 1.79% | 12.13% | 7.13% | 1.24% | 6.57% |
DIS The Walt Disney Company | 6.96% | 0.12% | -13.08% | 20.09% | -5.60% | 1.43% |
ORCL | 66.51% | 3.01% | 53.24% | 72.70% | 28.12% | 17.94% |
PM | 45.25% | 9.08% | 41.96% | 54.98% | 16.31% | 9.48% |
BHP BHP Group | -11.81% | -7.85% | 6.53% | 4.68% | 11.79% | 7.22% |
IBM International Business Machines Corporation | 32.27% | -4.71% | 28.99% | 53.39% | 15.88% | 7.50% |
INTC Intel Corporation | -53.82% | -4.22% | -24.06% | -34.76% | -14.36% | -1.24% |
MDT | 12.41% | 1.12% | 14.46% | 33.46% | -0.98% | 5.40% |
C Citigroup Inc. | 29.29% | 4.56% | 7.42% | 73.06% | 1.70% | 4.59% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью US GLOBAL TITAN 50 EQ.WEIGHT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.58% | 4.07% | 3.02% | -4.28% | 2.83% | 3.90% | 2.35% | 1.55% | 2.90% | 20.37% | |||
| 2023 | 8.00% | -2.11% | 6.45% | 1.28% | 1.18% | 5.75% | 3.41% | -1.48% | -4.05% | -2.22% | 8.57% | 3.59% | 31.11% |
| 2022 | -2.06% | -3.60% | 3.72% | -7.20% | 1.04% | -7.57% | 6.58% | -4.88% | -10.05% | 7.97% | 8.26% | -4.40% | -13.53% |
| 2021 | -0.13% | 2.97% | 3.57% | 4.05% | 0.76% | 2.54% | 2.45% | 2.37% | -3.83% | 6.12% | -1.16% | 4.68% | 26.81% |
| 2020 | 0.84% | -7.19% | -9.70% | 13.22% | 4.71% | 2.87% | 5.67% | 9.47% | -4.30% | -3.65% | 12.79% | 5.19% | 30.43% |
| 2019 | 6.54% | 3.61% | 3.26% | 3.69% | -6.50% | 7.13% | 1.80% | -2.55% | 2.12% | 3.32% | 3.95% | 4.32% | 34.38% |
| 2018 | 7.75% | -3.54% | -3.15% | 0.59% | 2.82% | 1.09% | 3.40% | 2.99% | 1.40% | -5.16% | 3.04% | -7.32% | 2.92% |
| 2017 | 4.30% | 3.58% | 2.01% | 1.92% | 3.76% | 0.72% | 3.25% | 2.01% | 1.42% | 4.58% | 2.51% | 0.73% | 35.41% |
| 2016 | -4.77% | -0.43% | 8.35% | 1.09% | 3.02% | 0.48% | 4.36% | 0.49% | 1.95% | -1.62% | 1.26% | 2.40% | 17.25% |
| 2015 | -2.69% | 7.36% | -2.36% | 3.27% | 1.75% | -2.15% | 2.81% | -6.28% | -1.16% | 8.51% | 0.93% | -0.23% | 9.13% |
| 2014 | -2.25% | 6.16% | -0.40% | -0.16% | 2.40% | 2.66% | -0.61% | 4.11% | -1.28% | 2.28% | 3.54% | -1.46% | 15.63% |
| 2013 | 5.93% | 0.00% | 2.55% | 4.43% | 4.75% | -1.04% | 6.57% | -1.59% | 5.06% | 3.57% | 2.40% | 4.15% | 43.10% |
Комиссия
Комиссия US GLOBAL TITAN 50 EQ.WEIGHT 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 ранг US GLOBAL TITAN 50 EQ.WEIGHT среди портфелей на нашем сайте составляет 78, что соответствует топ 22% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
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.
US GLOBAL TITAN 50 EQ.WEIGHT
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
MSFT | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
AMZN Amazon.com, Inc. | 1.89 | 2.54 | 1.33 | 1.71 | 8.44 |
NVDA | 4.84 | 4.43 | 1.58 | 9.20 | 29.13 |
GOOGL Alphabet Inc. | 1.51 | 2.05 | 1.28 | 1.77 | 4.55 |
META | 2.81 | 3.74 | 1.53 | 4.75 | 17.06 |
TSLA | 0.43 | 1.06 | 1.13 | 0.39 | 1.10 |
UNH | 0.37 | 0.67 | 1.09 | 0.44 | 1.17 |
XOM | 0.77 | 1.20 | 1.14 | 0.80 | 3.04 |
JNJ Johnson & Johnson | 0.89 | 1.38 | 1.17 | 0.76 | 2.68 |
JPM JPMorgan Chase & Co. | 3.49 | 3.93 | 1.63 | 4.54 | 20.78 |
V | 1.51 | 1.96 | 1.28 | 1.92 | 4.88 |
PG | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
TSM | 3.38 | 3.92 | 1.51 | 3.63 | 19.23 |
MA | 2.62 | 3.38 | 1.48 | 3.37 | 8.42 |
AVGO Broadcom Inc. | 2.57 | 3.10 | 1.41 | 4.64 | 14.31 |
MRK | 0.18 | 0.37 | 1.06 | 0.17 | 0.45 |
ASML ASML Holding N.V. | 0.50 | 0.92 | 1.13 | 0.60 | 1.55 |
CVX Chevron Corporation | 0.39 | 0.66 | 1.08 | 0.33 | 1.23 |
PEP | 0.52 | 0.86 | 1.10 | 0.51 | 1.85 |
TCEHY | 1.33 | 2.01 | 1.25 | 0.75 | 4.79 |
ABBV AbbVie Inc. | 2.26 | 2.90 | 1.40 | 2.61 | 8.42 |
KO | 1.83 | 2.62 | 1.33 | 1.97 | 10.95 |
PFE | 0.00 | 0.18 | 1.02 | 0.00 | 0.01 |
CRM salesforce.com, inc. | 1.54 | 1.89 | 1.34 | 1.48 | 3.99 |
MCD | 1.02 | 1.47 | 1.20 | 1.05 | 2.38 |
SHEL | 0.13 | 0.30 | 1.04 | 0.22 | 0.49 |
WMT | 2.88 | 3.78 | 1.59 | 5.01 | 15.06 |
TMO | 1.34 | 1.99 | 1.24 | 0.79 | 6.55 |
CSCO Cisco Systems, Inc. | 0.57 | 0.86 | 1.13 | 0.48 | 1.53 |
ACN Accenture plc | 1.20 | 1.68 | 1.24 | 0.92 | 2.07 |
ADBE Adobe Inc | -0.13 | 0.05 | 1.01 | -0.12 | -0.27 |
ABT Abbott Laboratories | 1.40 | 1.99 | 1.25 | 0.77 | 3.09 |
CMCSA Comcast Corporation | 0.44 | 0.75 | 1.09 | 0.26 | 0.80 |
DIS The Walt Disney Company | 0.85 | 1.35 | 1.19 | 0.37 | 1.40 |
ORCL | 2.25 | 3.16 | 1.47 | 3.59 | 13.32 |
PM | 3.13 | 4.84 | 1.64 | 4.61 | 18.40 |
BHP BHP Group | 0.21 | 0.47 | 1.06 | 0.23 | 0.40 |
IBM International Business Machines Corporation | 2.45 | 3.18 | 1.49 | 3.17 | 7.95 |
INTC Intel Corporation | -0.70 | -0.72 | 0.89 | -0.50 | -0.96 |
MDT | 1.92 | 2.67 | 1.34 | 0.77 | 7.21 |
C Citigroup Inc. | 2.95 | 3.67 | 1.48 | 1.63 | 14.03 |
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность US GLOBAL TITAN 50 EQ.WEIGHT за предыдущие двенадцать месяцев составила 1.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US GLOBAL TITAN 50 EQ.WEIGHT | 1.94% | 2.15% | 2.28% | 2.00% | 2.13% | 2.18% | 2.27% | 1.87% | 2.03% | 2.25% | 1.89% | 1.83% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
UNH | 1.42% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
XOM | 3.24% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
JNJ Johnson & Johnson | 3.04% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
JPM JPMorgan Chase & Co. | 2.06% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
V | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
PG | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
TSM | 1.11% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
MA | 0.52% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MRK | 2.97% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
ASML ASML Holding N.V. | 1.15% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
CVX Chevron Corporation | 4.31% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
PEP | 3.13% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
TCEHY | 0.81% | 6.80% | 4.27% | 0.35% | 0.22% | 0.27% | 0.29% | 0.15% | 0.25% | 0.24% | 0.04% | 0.20% |
ABBV AbbVie Inc. | 3.27% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
KO | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PFE | 5.87% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
CRM salesforce.com, inc. | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCD | 2.26% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
SHEL | 4.18% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
WMT | 0.99% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
TMO | 0.28% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
CSCO Cisco Systems, Inc. | 2.86% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
ACN Accenture plc | 1.47% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
ADBE Adobe 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% |
ABT Abbott Laboratories | 1.94% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
CMCSA Comcast Corporation | 2.90% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
DIS The Walt Disney Company | 0.78% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
ORCL | 0.92% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
PM | 3.99% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
BHP BHP Group | 5.11% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
IBM International Business Machines Corporation | 3.16% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
INTC Intel Corporation | 2.18% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
MDT | 3.08% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
C Citigroup Inc. | 3.32% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
US GLOBAL TITAN 50 EQ.WEIGHT показал максимальную просадку в 31.42%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 78 торговых сессий.
Текущая просадка US GLOBAL TITAN 50 EQ.WEIGHT составляет 1.48%.
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 |
|---|---|---|---|---|---|---|
| -31.42% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 78 | 14 июл. 2020 г. | 101 |
| -23.84% | 4 янв. 2022 г. | 194 | 11 окт. 2022 г. | 161 | 2 июн. 2023 г. | 355 |
| -15.98% | 2 окт. 2018 г. | 58 | 24 дек. 2018 г. | 53 | 13 мар. 2019 г. | 111 |
| -12.69% | 21 июл. 2015 г. | 26 | 25 авг. 2015 г. | 45 | 28 окт. 2015 г. | 71 |
| -12.21% | 30 дек. 2015 г. | 30 | 11 февр. 2016 г. | 25 | 18 мар. 2016 г. | 55 |
Волатильность
График волатильности
Текущая волатильность US GLOBAL TITAN 50 EQ.WEIGHT составляет 2.64%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| TSLA | WMT | TCEHY | MRK | SHEL | PM | ABBV | XOM | PFE | PG | UNH | CVX | MCD | BHP | KO | PEP | JNJ | META | TSM | NVDA | CMCSA | DIS | AAPL | AMZN | CRM | AVGO | C | MDT | JPM | INTC | ABT | IBM | ORCL | ASML | TMO | ADBE | GOOGL | CSCO | MSFT | V | ACN | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.16 | 0.28 | 0.10 | 0.15 | 0.13 | 0.16 | 0.14 | 0.14 | 0.11 | 0.16 | 0.15 | 0.17 | 0.25 | 0.15 | 0.15 | 0.11 | 0.34 | 0.34 | 0.39 | 0.24 | 0.30 | 0.38 | 0.40 | 0.38 | 0.38 | 0.26 | 0.22 | 0.24 | 0.34 | 0.23 | 0.21 | 0.27 | 0.35 | 0.28 | 0.39 | 0.36 | 0.27 | 0.36 | 0.29 | 0.29 | 0.31 |
| WMT | 0.16 | 1.00 | 0.13 | 0.28 | 0.15 | 0.30 | 0.24 | 0.21 | 0.27 | 0.44 | 0.29 | 0.21 | 0.34 | 0.19 | 0.38 | 0.43 | 0.35 | 0.18 | 0.18 | 0.20 | 0.29 | 0.27 | 0.25 | 0.26 | 0.19 | 0.21 | 0.22 | 0.31 | 0.25 | 0.25 | 0.32 | 0.31 | 0.30 | 0.22 | 0.30 | 0.26 | 0.27 | 0.31 | 0.30 | 0.29 | 0.32 | 0.29 |
| TCEHY | 0.28 | 0.13 | 1.00 | 0.14 | 0.27 | 0.17 | 0.17 | 0.22 | 0.19 | 0.12 | 0.18 | 0.24 | 0.16 | 0.39 | 0.16 | 0.15 | 0.18 | 0.33 | 0.42 | 0.35 | 0.27 | 0.30 | 0.34 | 0.37 | 0.35 | 0.35 | 0.33 | 0.26 | 0.30 | 0.34 | 0.28 | 0.25 | 0.29 | 0.39 | 0.32 | 0.35 | 0.37 | 0.31 | 0.36 | 0.34 | 0.31 | 0.37 |
| MRK | 0.10 | 0.28 | 0.14 | 1.00 | 0.24 | 0.32 | 0.43 | 0.27 | 0.51 | 0.38 | 0.37 | 0.28 | 0.33 | 0.22 | 0.36 | 0.38 | 0.51 | 0.19 | 0.12 | 0.12 | 0.30 | 0.23 | 0.20 | 0.20 | 0.22 | 0.19 | 0.26 | 0.40 | 0.30 | 0.22 | 0.44 | 0.33 | 0.31 | 0.20 | 0.41 | 0.24 | 0.25 | 0.33 | 0.27 | 0.33 | 0.32 | 0.31 |
| SHEL | 0.15 | 0.15 | 0.27 | 0.24 | 1.00 | 0.29 | 0.22 | 0.70 | 0.23 | 0.18 | 0.23 | 0.71 | 0.20 | 0.58 | 0.26 | 0.20 | 0.21 | 0.18 | 0.31 | 0.21 | 0.28 | 0.31 | 0.23 | 0.21 | 0.22 | 0.26 | 0.46 | 0.26 | 0.44 | 0.31 | 0.21 | 0.38 | 0.29 | 0.32 | 0.23 | 0.22 | 0.26 | 0.33 | 0.25 | 0.30 | 0.30 | 0.33 |
| PM | 0.13 | 0.30 | 0.17 | 0.32 | 0.29 | 1.00 | 0.30 | 0.31 | 0.31 | 0.45 | 0.30 | 0.31 | 0.37 | 0.28 | 0.53 | 0.49 | 0.39 | 0.19 | 0.20 | 0.15 | 0.34 | 0.30 | 0.23 | 0.19 | 0.19 | 0.20 | 0.31 | 0.37 | 0.32 | 0.23 | 0.33 | 0.37 | 0.29 | 0.23 | 0.29 | 0.23 | 0.26 | 0.32 | 0.25 | 0.32 | 0.35 | 0.31 |
| ABBV | 0.16 | 0.24 | 0.17 | 0.43 | 0.22 | 0.30 | 1.00 | 0.28 | 0.44 | 0.32 | 0.37 | 0.27 | 0.28 | 0.22 | 0.32 | 0.32 | 0.45 | 0.21 | 0.18 | 0.21 | 0.31 | 0.26 | 0.22 | 0.23 | 0.27 | 0.25 | 0.30 | 0.41 | 0.32 | 0.28 | 0.44 | 0.34 | 0.28 | 0.25 | 0.40 | 0.28 | 0.29 | 0.34 | 0.29 | 0.34 | 0.32 | 0.34 |
| XOM | 0.14 | 0.21 | 0.22 | 0.27 | 0.70 | 0.31 | 0.28 | 1.00 | 0.27 | 0.22 | 0.27 | 0.82 | 0.25 | 0.50 | 0.29 | 0.23 | 0.27 | 0.18 | 0.26 | 0.19 | 0.32 | 0.35 | 0.23 | 0.20 | 0.22 | 0.26 | 0.49 | 0.31 | 0.48 | 0.32 | 0.23 | 0.41 | 0.30 | 0.25 | 0.24 | 0.20 | 0.26 | 0.37 | 0.23 | 0.33 | 0.31 | 0.34 |
| PFE | 0.14 | 0.27 | 0.19 | 0.51 | 0.23 | 0.31 | 0.44 | 0.27 | 1.00 | 0.35 | 0.38 | 0.27 | 0.28 | 0.25 | 0.35 | 0.36 | 0.51 | 0.21 | 0.17 | 0.18 | 0.32 | 0.28 | 0.24 | 0.22 | 0.24 | 0.24 | 0.32 | 0.40 | 0.34 | 0.27 | 0.45 | 0.36 | 0.31 | 0.24 | 0.43 | 0.27 | 0.28 | 0.37 | 0.29 | 0.35 | 0.35 | 0.33 |
| PG | 0.11 | 0.44 | 0.12 | 0.38 | 0.18 | 0.45 | 0.32 | 0.22 | 0.35 | 1.00 | 0.34 | 0.23 | 0.42 | 0.21 | 0.60 | 0.64 | 0.48 | 0.18 | 0.18 | 0.16 | 0.32 | 0.28 | 0.25 | 0.22 | 0.22 | 0.20 | 0.22 | 0.37 | 0.26 | 0.26 | 0.40 | 0.36 | 0.32 | 0.24 | 0.36 | 0.28 | 0.27 | 0.35 | 0.33 | 0.36 | 0.37 | 0.36 |
| UNH | 0.16 | 0.29 | 0.18 | 0.37 | 0.23 | 0.30 | 0.37 | 0.27 | 0.38 | 0.34 | 1.00 | 0.29 | 0.32 | 0.24 | 0.33 | 0.35 | 0.42 | 0.23 | 0.21 | 0.23 | 0.31 | 0.29 | 0.29 | 0.25 | 0.25 | 0.26 | 0.33 | 0.41 | 0.37 | 0.26 | 0.40 | 0.34 | 0.32 | 0.27 | 0.40 | 0.30 | 0.32 | 0.36 | 0.33 | 0.37 | 0.38 | 0.37 |
| CVX | 0.15 | 0.21 | 0.24 | 0.28 | 0.71 | 0.31 | 0.27 | 0.82 | 0.27 | 0.23 | 0.29 | 1.00 | 0.26 | 0.52 | 0.30 | 0.23 | 0.28 | 0.19 | 0.28 | 0.22 | 0.32 | 0.34 | 0.24 | 0.21 | 0.22 | 0.29 | 0.50 | 0.30 | 0.49 | 0.34 | 0.25 | 0.42 | 0.31 | 0.30 | 0.25 | 0.23 | 0.27 | 0.38 | 0.26 | 0.35 | 0.35 | 0.35 |
| MCD | 0.17 | 0.34 | 0.16 | 0.33 | 0.20 | 0.37 | 0.28 | 0.25 | 0.28 | 0.42 | 0.32 | 0.26 | 1.00 | 0.24 | 0.48 | 0.45 | 0.39 | 0.27 | 0.23 | 0.22 | 0.35 | 0.34 | 0.30 | 0.29 | 0.30 | 0.29 | 0.31 | 0.39 | 0.34 | 0.29 | 0.38 | 0.36 | 0.35 | 0.30 | 0.36 | 0.33 | 0.33 | 0.38 | 0.36 | 0.42 | 0.41 | 0.43 |
| BHP | 0.25 | 0.19 | 0.39 | 0.22 | 0.58 | 0.28 | 0.22 | 0.50 | 0.25 | 0.21 | 0.24 | 0.52 | 0.24 | 1.00 | 0.25 | 0.21 | 0.23 | 0.27 | 0.38 | 0.30 | 0.30 | 0.34 | 0.33 | 0.30 | 0.30 | 0.34 | 0.45 | 0.30 | 0.43 | 0.37 | 0.26 | 0.40 | 0.36 | 0.39 | 0.32 | 0.31 | 0.33 | 0.39 | 0.34 | 0.35 | 0.37 | 0.37 |
| KO | 0.15 | 0.38 | 0.16 | 0.36 | 0.26 | 0.53 | 0.32 | 0.29 | 0.35 | 0.60 | 0.33 | 0.30 | 0.48 | 0.25 | 1.00 | 0.70 | 0.45 | 0.18 | 0.19 | 0.14 | 0.36 | 0.33 | 0.25 | 0.22 | 0.23 | 0.22 | 0.28 | 0.42 | 0.33 | 0.26 | 0.38 | 0.38 | 0.31 | 0.24 | 0.34 | 0.29 | 0.29 | 0.37 | 0.32 | 0.40 | 0.40 | 0.39 |
| PEP | 0.15 | 0.43 | 0.15 | 0.38 | 0.20 | 0.49 | 0.32 | 0.23 | 0.36 | 0.64 | 0.35 | 0.23 | 0.45 | 0.21 | 0.70 | 1.00 | 0.48 | 0.23 | 0.21 | 0.17 | 0.38 | 0.30 | 0.28 | 0.26 | 0.26 | 0.24 | 0.22 | 0.41 | 0.26 | 0.28 | 0.40 | 0.35 | 0.33 | 0.26 | 0.36 | 0.31 | 0.31 | 0.38 | 0.35 | 0.39 | 0.41 | 0.37 |
| JNJ | 0.11 | 0.35 | 0.18 | 0.51 | 0.21 | 0.39 | 0.45 | 0.27 | 0.51 | 0.48 | 0.42 | 0.28 | 0.39 | 0.23 | 0.45 | 0.48 | 1.00 | 0.19 | 0.19 | 0.15 | 0.35 | 0.28 | 0.24 | 0.23 | 0.23 | 0.21 | 0.29 | 0.48 | 0.33 | 0.28 | 0.51 | 0.40 | 0.32 | 0.25 | 0.43 | 0.28 | 0.30 | 0.40 | 0.30 | 0.38 | 0.40 | 0.37 |
| META | 0.34 | 0.18 | 0.33 | 0.19 | 0.18 | 0.19 | 0.21 | 0.18 | 0.21 | 0.18 | 0.23 | 0.19 | 0.27 | 0.27 | 0.18 | 0.23 | 0.19 | 1.00 | 0.38 | 0.48 | 0.33 | 0.36 | 0.47 | 0.58 | 0.50 | 0.45 | 0.30 | 0.31 | 0.31 | 0.41 | 0.33 | 0.27 | 0.39 | 0.44 | 0.37 | 0.53 | 0.62 | 0.36 | 0.53 | 0.46 | 0.41 | 0.45 |
| TSM | 0.34 | 0.18 | 0.42 | 0.12 | 0.31 | 0.20 | 0.18 | 0.26 | 0.17 | 0.18 | 0.21 | 0.28 | 0.23 | 0.38 | 0.19 | 0.21 | 0.19 | 0.38 | 1.00 | 0.56 | 0.29 | 0.34 | 0.46 | 0.42 | 0.41 | 0.56 | 0.38 | 0.28 | 0.35 | 0.51 | 0.31 | 0.36 | 0.41 | 0.61 | 0.38 | 0.46 | 0.45 | 0.40 | 0.47 | 0.40 | 0.41 | 0.42 |
| NVDA | 0.39 | 0.20 | 0.35 | 0.12 | 0.21 | 0.15 | 0.21 | 0.19 | 0.18 | 0.16 | 0.23 | 0.22 | 0.22 | 0.30 | 0.14 | 0.17 | 0.15 | 0.48 | 0.56 | 1.00 | 0.30 | 0.33 | 0.49 | 0.52 | 0.51 | 0.59 | 0.34 | 0.28 | 0.33 | 0.53 | 0.33 | 0.31 | 0.42 | 0.60 | 0.39 | 0.56 | 0.51 | 0.43 | 0.56 | 0.43 | 0.45 | 0.45 |
| CMCSA | 0.24 | 0.29 | 0.27 | 0.30 | 0.28 | 0.34 | 0.31 | 0.32 | 0.32 | 0.32 | 0.31 | 0.32 | 0.35 | 0.30 | 0.36 | 0.38 | 0.35 | 0.33 | 0.29 | 0.30 | 1.00 | 0.53 | 0.34 | 0.35 | 0.35 | 0.35 | 0.43 | 0.42 | 0.45 | 0.39 | 0.36 | 0.40 | 0.36 | 0.33 | 0.35 | 0.37 | 0.39 | 0.45 | 0.38 | 0.42 | 0.43 | 0.43 |
| DIS | 0.30 | 0.27 | 0.30 | 0.23 | 0.31 | 0.30 | 0.26 | 0.35 | 0.28 | 0.28 | 0.29 | 0.34 | 0.34 | 0.34 | 0.33 | 0.30 | 0.28 | 0.36 | 0.34 | 0.33 | 0.53 | 1.00 | 0.36 | 0.40 | 0.40 | 0.36 | 0.48 | 0.41 | 0.47 | 0.40 | 0.35 | 0.40 | 0.39 | 0.38 | 0.37 | 0.40 | 0.42 | 0.45 | 0.40 | 0.47 | 0.46 | 0.48 |
| AAPL | 0.38 | 0.25 | 0.34 | 0.20 | 0.23 | 0.23 | 0.22 | 0.23 | 0.24 | 0.25 | 0.29 | 0.24 | 0.30 | 0.33 | 0.25 | 0.28 | 0.24 | 0.47 | 0.46 | 0.49 | 0.34 | 0.36 | 1.00 | 0.51 | 0.46 | 0.53 | 0.33 | 0.33 | 0.34 | 0.46 | 0.36 | 0.35 | 0.42 | 0.49 | 0.40 | 0.50 | 0.54 | 0.46 | 0.57 | 0.45 | 0.44 | 0.46 |
| AMZN | 0.40 | 0.26 | 0.37 | 0.20 | 0.21 | 0.19 | 0.23 | 0.20 | 0.22 | 0.22 | 0.25 | 0.21 | 0.29 | 0.30 | 0.22 | 0.26 | 0.23 | 0.58 | 0.42 | 0.52 | 0.35 | 0.40 | 0.51 | 1.00 | 0.56 | 0.46 | 0.33 | 0.33 | 0.31 | 0.42 | 0.37 | 0.31 | 0.42 | 0.47 | 0.41 | 0.59 | 0.65 | 0.42 | 0.60 | 0.48 | 0.47 | 0.51 |
| CRM | 0.38 | 0.19 | 0.35 | 0.22 | 0.22 | 0.19 | 0.27 | 0.22 | 0.24 | 0.22 | 0.25 | 0.22 | 0.30 | 0.30 | 0.23 | 0.26 | 0.23 | 0.50 | 0.41 | 0.51 | 0.35 | 0.40 | 0.46 | 0.56 | 1.00 | 0.47 | 0.34 | 0.36 | 0.32 | 0.41 | 0.40 | 0.33 | 0.46 | 0.47 | 0.45 | 0.66 | 0.53 | 0.45 | 0.57 | 0.51 | 0.51 | 0.52 |
| AVGO | 0.38 | 0.21 | 0.35 | 0.19 | 0.26 | 0.20 | 0.25 | 0.26 | 0.24 | 0.20 | 0.26 | 0.29 | 0.29 | 0.34 | 0.22 | 0.24 | 0.21 | 0.45 | 0.56 | 0.59 | 0.35 | 0.36 | 0.53 | 0.46 | 0.47 | 1.00 | 0.38 | 0.34 | 0.38 | 0.55 | 0.35 | 0.38 | 0.44 | 0.61 | 0.41 | 0.51 | 0.46 | 0.48 | 0.51 | 0.44 | 0.48 | 0.46 |
| C | 0.26 | 0.22 | 0.33 | 0.26 | 0.46 | 0.31 | 0.30 | 0.49 | 0.32 | 0.22 | 0.33 | 0.50 | 0.31 | 0.45 | 0.28 | 0.22 | 0.29 | 0.30 | 0.38 | 0.34 | 0.43 | 0.48 | 0.33 | 0.33 | 0.34 | 0.38 | 1.00 | 0.39 | 0.82 | 0.42 | 0.34 | 0.48 | 0.40 | 0.40 | 0.38 | 0.33 | 0.39 | 0.45 | 0.36 | 0.46 | 0.44 | 0.47 |
| MDT | 0.22 | 0.31 | 0.26 | 0.40 | 0.26 | 0.37 | 0.41 | 0.31 | 0.40 | 0.37 | 0.41 | 0.30 | 0.39 | 0.30 | 0.42 | 0.41 | 0.48 | 0.31 | 0.28 | 0.28 | 0.42 | 0.41 | 0.33 | 0.33 | 0.36 | 0.34 | 0.39 | 1.00 | 0.40 | 0.37 | 0.57 | 0.42 | 0.38 | 0.35 | 0.50 | 0.39 | 0.40 | 0.42 | 0.39 | 0.48 | 0.48 | 0.49 |
| JPM | 0.24 | 0.25 | 0.30 | 0.30 | 0.44 | 0.32 | 0.32 | 0.48 | 0.34 | 0.26 | 0.37 | 0.49 | 0.34 | 0.43 | 0.33 | 0.26 | 0.33 | 0.31 | 0.35 | 0.33 | 0.45 | 0.47 | 0.34 | 0.31 | 0.32 | 0.38 | 0.82 | 0.40 | 1.00 | 0.42 | 0.37 | 0.49 | 0.42 | 0.38 | 0.37 | 0.31 | 0.37 | 0.46 | 0.36 | 0.47 | 0.45 | 0.48 |
| INTC | 0.34 | 0.25 | 0.34 | 0.22 | 0.31 | 0.23 | 0.28 | 0.32 | 0.27 | 0.26 | 0.26 | 0.34 | 0.29 | 0.37 | 0.26 | 0.28 | 0.28 | 0.41 | 0.51 | 0.53 | 0.39 | 0.40 | 0.46 | 0.42 | 0.41 | 0.55 | 0.42 | 0.37 | 0.42 | 1.00 | 0.39 | 0.44 | 0.43 | 0.55 | 0.41 | 0.46 | 0.46 | 0.52 | 0.52 | 0.43 | 0.47 | 0.45 |
| ABT | 0.23 | 0.32 | 0.28 | 0.44 | 0.21 | 0.33 | 0.44 | 0.23 | 0.45 | 0.40 | 0.40 | 0.25 | 0.38 | 0.26 | 0.38 | 0.40 | 0.51 | 0.33 | 0.31 | 0.33 | 0.36 | 0.35 | 0.36 | 0.37 | 0.40 | 0.35 | 0.34 | 0.57 | 0.37 | 0.39 | 1.00 | 0.40 | 0.40 | 0.39 | 0.61 | 0.44 | 0.41 | 0.45 | 0.44 | 0.47 | 0.50 | 0.47 |
| IBM | 0.21 | 0.31 | 0.25 | 0.33 | 0.38 | 0.37 | 0.34 | 0.41 | 0.36 | 0.36 | 0.34 | 0.42 | 0.36 | 0.40 | 0.38 | 0.35 | 0.40 | 0.27 | 0.36 | 0.31 | 0.40 | 0.40 | 0.35 | 0.31 | 0.33 | 0.38 | 0.48 | 0.42 | 0.49 | 0.44 | 0.40 | 1.00 | 0.50 | 0.38 | 0.38 | 0.37 | 0.38 | 0.53 | 0.41 | 0.47 | 0.55 | 0.47 |
| ORCL | 0.27 | 0.30 | 0.29 | 0.31 | 0.29 | 0.29 | 0.28 | 0.30 | 0.31 | 0.32 | 0.32 | 0.31 | 0.35 | 0.36 | 0.31 | 0.33 | 0.32 | 0.39 | 0.41 | 0.42 | 0.36 | 0.39 | 0.42 | 0.42 | 0.46 | 0.44 | 0.40 | 0.38 | 0.42 | 0.43 | 0.40 | 0.50 | 1.00 | 0.45 | 0.42 | 0.51 | 0.46 | 0.51 | 0.54 | 0.47 | 0.53 | 0.49 |
| ASML | 0.35 | 0.22 | 0.39 | 0.20 | 0.32 | 0.23 | 0.25 | 0.25 | 0.24 | 0.24 | 0.27 | 0.30 | 0.30 | 0.39 | 0.24 | 0.26 | 0.25 | 0.44 | 0.61 | 0.60 | 0.33 | 0.38 | 0.49 | 0.47 | 0.47 | 0.61 | 0.40 | 0.35 | 0.38 | 0.55 | 0.39 | 0.38 | 0.45 | 1.00 | 0.46 | 0.53 | 0.49 | 0.47 | 0.54 | 0.47 | 0.51 | 0.49 |
| TMO | 0.28 | 0.30 | 0.32 | 0.41 | 0.23 | 0.29 | 0.40 | 0.24 | 0.43 | 0.36 | 0.40 | 0.25 | 0.36 | 0.32 | 0.34 | 0.36 | 0.43 | 0.37 | 0.38 | 0.39 | 0.35 | 0.37 | 0.40 | 0.41 | 0.45 | 0.41 | 0.38 | 0.50 | 0.37 | 0.41 | 0.61 | 0.38 | 0.42 | 0.46 | 1.00 | 0.50 | 0.45 | 0.46 | 0.48 | 0.48 | 0.53 | 0.49 |
| ADBE | 0.39 | 0.26 | 0.35 | 0.24 | 0.22 | 0.23 | 0.28 | 0.20 | 0.27 | 0.28 | 0.30 | 0.23 | 0.33 | 0.31 | 0.29 | 0.31 | 0.28 | 0.53 | 0.46 | 0.56 | 0.37 | 0.40 | 0.50 | 0.59 | 0.66 | 0.51 | 0.33 | 0.39 | 0.31 | 0.46 | 0.44 | 0.37 | 0.51 | 0.53 | 0.50 | 1.00 | 0.60 | 0.49 | 0.66 | 0.58 | 0.58 | 0.57 |
| GOOGL | 0.36 | 0.27 | 0.37 | 0.25 | 0.26 | 0.26 | 0.29 | 0.26 | 0.28 | 0.27 | 0.32 | 0.27 | 0.33 | 0.33 | 0.29 | 0.31 | 0.30 | 0.62 | 0.45 | 0.51 | 0.39 | 0.42 | 0.54 | 0.65 | 0.53 | 0.46 | 0.39 | 0.40 | 0.37 | 0.46 | 0.41 | 0.38 | 0.46 | 0.49 | 0.45 | 0.60 | 1.00 | 0.47 | 0.65 | 0.54 | 0.53 | 0.54 |
| CSCO | 0.27 | 0.31 | 0.31 | 0.33 | 0.33 | 0.32 | 0.34 | 0.37 | 0.37 | 0.35 | 0.36 | 0.38 | 0.38 | 0.39 | 0.37 | 0.38 | 0.40 | 0.36 | 0.40 | 0.43 | 0.45 | 0.45 | 0.46 | 0.42 | 0.45 | 0.48 | 0.45 | 0.42 | 0.46 | 0.52 | 0.45 | 0.53 | 0.51 | 0.47 | 0.46 | 0.49 | 0.47 | 1.00 | 0.52 | 0.50 | 0.56 | 0.50 |
| MSFT | 0.36 | 0.30 | 0.36 | 0.27 | 0.25 | 0.25 | 0.29 | 0.23 | 0.29 | 0.33 | 0.33 | 0.26 | 0.36 | 0.34 | 0.32 | 0.35 | 0.30 | 0.53 | 0.47 | 0.56 | 0.38 | 0.40 | 0.57 | 0.60 | 0.57 | 0.51 | 0.36 | 0.39 | 0.36 | 0.52 | 0.44 | 0.41 | 0.54 | 0.54 | 0.48 | 0.66 | 0.65 | 0.52 | 1.00 | 0.55 | 0.58 | 0.56 |
| V | 0.29 | 0.29 | 0.34 | 0.33 | 0.30 | 0.32 | 0.34 | 0.33 | 0.35 | 0.36 | 0.37 | 0.35 | 0.42 | 0.35 | 0.40 | 0.39 | 0.38 | 0.46 | 0.40 | 0.43 | 0.42 | 0.47 | 0.45 | 0.48 | 0.51 | 0.44 | 0.46 | 0.48 | 0.47 | 0.43 | 0.47 | 0.47 | 0.47 | 0.47 | 0.48 | 0.58 | 0.54 | 0.50 | 0.55 | 1.00 | 0.58 | 0.84 |
| ACN | 0.29 | 0.32 | 0.31 | 0.32 | 0.30 | 0.35 | 0.32 | 0.31 | 0.35 | 0.37 | 0.38 | 0.35 | 0.41 | 0.37 | 0.40 | 0.41 | 0.40 | 0.41 | 0.41 | 0.45 | 0.43 | 0.46 | 0.44 | 0.47 | 0.51 | 0.48 | 0.44 | 0.48 | 0.45 | 0.47 | 0.50 | 0.55 | 0.53 | 0.51 | 0.53 | 0.58 | 0.53 | 0.56 | 0.58 | 0.58 | 1.00 | 0.59 |
| MA | 0.31 | 0.29 | 0.37 | 0.31 | 0.33 | 0.31 | 0.34 | 0.34 | 0.33 | 0.36 | 0.37 | 0.35 | 0.43 | 0.37 | 0.39 | 0.37 | 0.37 | 0.45 | 0.42 | 0.45 | 0.43 | 0.48 | 0.46 | 0.51 | 0.52 | 0.46 | 0.47 | 0.49 | 0.48 | 0.45 | 0.47 | 0.47 | 0.49 | 0.49 | 0.49 | 0.57 | 0.54 | 0.50 | 0.56 | 0.84 | 0.59 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 11 дек. 2012 г.