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USA stock portfolio 17/07
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

USA stock portfolio 17/07

Последнее обновление 4 дек. 2024 г.

Распределение активов

ABBNY 1.56%AGX 1.56%ANET 1.56%ANF 1.56%AVGO 1.56%AZZ 1.56%BHE 1.56%CAMT 1.56%CRAI 1.56%CSL 1.56%CSWI 1.56%DELL 1.56%DSCSY 1.56%DY 1.56%EME 1.56%ERJ 1.56%ETN 1.56%FANG 1.56%FINMY 1.56%FIX 1.56%GBTC 1.56%GDDY 1.56%GE 1.56%GHM 1.56%GOGL 1.56%HTHIY 1.56%HWM 1.56%KEX 1.56%KKR 1.56%KLAC 1.56%MCBC 1.56%MLR 1.56%MMYT 1.56%NGS 1.56%NRG 1.56%NTAP 1.56%NVMI 1.56%OPXS 1.56%OSG 1.56%PPC 1.56%PRIM 1.56%PRYMY 1.56%RNMBY 1.56%ROAD 1.56%RYCEY 1.56%SFM 1.56%SKYW 1.56%SMFG 1.56%SREDY 1.56%STRL 1.56%TEVA 1.56%TKC 1.56%TPL 1.56%TRGP 1.56%TT 1.56%TXRH 1.56%VCTR 1.56%VECO 1.56%VIST 1.56%VNOM 1.56%WES 1.56%WIRE 1.56%WRTBY 1.56%WSM 1.56%АкцииАкции
ПозицияКатегория/СекторВес
ABBNY
ABB Ltd		Industrials
1.56%
AGX
Argan, Inc.		Industrials
1.56%
ANET
Arista Networks, Inc.		Technology
1.56%
ANF
Abercrombie & Fitch Co.		Consumer Cyclical
1.56%
AVGO
Broadcom Inc.		Technology
1.56%
AZZ
AZZ Inc.		Industrials
1.56%
BHE
Benchmark Electronics, Inc.		Technology
1.56%
CAMT
Camtek Ltd		Technology
1.56%
CRAI
CRA International, Inc.		Industrials
1.56%
CSL
Carlisle Companies Incorporated		Industrials
1.56%
CSWI
CSW Industrials, Inc.		Industrials
1.56%
DELL
Dell Technologies Inc.		Technology
1.56%
DSCSY
Disco Corp ADR		Technology
1.56%
DY
Dycom Industries, Inc.		Industrials
1.56%
EME
EMCOR Group, Inc.		Industrials
1.56%
ERJ
Embraer S.A.		Industrials
1.56%
ETN
Eaton Corporation plc		Industrials
1.56%
FANG
Diamondback Energy, Inc.		Energy
1.56%
FINMY
Leonardo SpA ADR		Industrials
1.56%
FIX
Comfort Systems USA, Inc.		Industrials
1.56%
GBTC
1.56%
GDDY
1.56%
GE
1.56%
GHM
1.56%
GOGL
1.56%
HTHIY
1.56%
HWM
1.56%
KEX
1.56%
KKR
1.56%
KLAC
1.56%
MCBC
1.56%
MLR
1.56%
MMYT
1.56%
NGS
1.56%
NRG
1.56%
NTAP
1.56%
NVMI
1.56%
OPXS
1.56%
OSG
1.56%
PPC
1.56%
PRIM
1.56%
PRYMY
1.56%
RNMBY
1.56%
ROAD
1.56%
RYCEY
1.56%
SFM
1.56%
SKYW
1.56%
SMFG
1.56%
SREDY
1.56%
STRL
1.56%
TEVA
1.56%
TKC
1.56%
TPL
1.56%
TRGP
1.56%
TT
1.56%
TXRH
1.56%
VCTR
1.56%
VECO
1.56%
VIST
1.56%
VNOM
1.56%
WES
1.56%
WIRE
1.56%
WRTBY
1.56%
WSM
1.56%

Доходность

График доходности

График показывает рост $10,000 инвестированных в USA stock portfolio 17/07 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%20.00%JulyAugustSeptemberOctoberNovemberDecember
23.32%
13.00%
USA stock portfolio 17/07
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 17 авг. 2016 г., начальной даты DELL

Доходность по периодам

С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500		26.84%5.60%14.34%32.39%14.23%11.32%
USA stock portfolio 17/0781.93%11.68%23.32%95.56%39.40%N/A
Активы портфеля:
ABBNY
ABB Ltd		33.21%3.53%2.37%45.88%25.88%14.78%
AGX
Argan, Inc.		226.33%9.71%119.14%220.98%37.53%19.31%
ANET
Arista Networks, Inc.		75.98%4.96%39.29%92.14%54.40%37.68%
ANF
Abercrombie & Fitch Co.		75.66%12.46%-10.27%99.37%56.44%21.82%
AVGO
Broadcom Inc.		52.26%-0.24%19.77%86.99%44.08%35.65%
AZZ
AZZ Inc.		62.83%21.03%19.28%85.00%17.41%8.84%
BHE
Benchmark Electronics, Inc.		79.54%8.39%18.11%96.60%9.50%9.01%
CAMT
Camtek Ltd		11.28%2.20%-30.04%26.40%49.51%38.78%
CRAI
CRA International, Inc.		95.92%2.72%3.46%101.93%31.53%21.85%
CSL
Carlisle Companies Incorporated		43.56%4.76%9.65%55.65%24.40%18.86%
CSWI
CSW Industrials, Inc.		102.85%15.17%64.22%134.06%42.17%N/A
DELL
Dell Technologies Inc.		66.67%-3.30%-8.15%84.01%41.47%N/A
DSCSY
Disco Corp ADR		18.76%2.23%-19.84%46.62%34.76%N/A
DY
Dycom Industries, Inc.		65.76%8.43%4.92%78.57%30.33%19.42%
EME
EMCOR Group, Inc.		137.20%10.42%34.93%141.30%43.07%28.25%
ERJ
Embraer S.A.		100.81%9.42%33.51%97.18%15.65%0.72%
ETN
Eaton Corporation plc		57.12%12.87%15.15%67.72%34.95%21.71%
FANG
Diamondback Energy, Inc.		18.38%-1.74%-5.51%22.27%21.39%14.20%
FINMY
Leonardo SpA ADR		67.71%16.06%6.99%84.14%19.97%11.85%
FIX
Comfort Systems USA, Inc.		141.86%27.09%55.36%163.59%59.64%41.85%
GBTC
119.38%41.99%19.89%116.38%53.41%N/A
GDDY
86.85%19.85%42.06%91.36%24.21%N/A
GE
78.30%5.22%11.53%89.39%27.35%N/A
GHM
136.74%58.64%71.28%140.80%17.16%N/A
GOGL
9.56%-8.13%-26.12%20.96%24.98%N/A
HTHIY
86.80%9.52%31.05%94.92%35.15%N/A
HWM
120.76%19.39%40.97%128.96%38.49%N/A
KEX
57.21%6.98%2.45%62.43%8.11%N/A
KKR
91.78%15.42%53.14%110.62%41.93%N/A
KLAC
15.54%0.63%-14.80%25.02%34.34%N/A
MCBC
33.40%0.00%6.85%46.80%10.27%N/A
MLR
77.32%10.66%27.08%88.51%18.08%N/A
MMYT
147.87%16.99%42.90%162.45%35.68%N/A
NGS
71.64%38.69%34.77%89.17%19.20%N/A
NRG
96.18%12.56%22.75%110.16%25.06%N/A
NTAP
44.09%7.99%2.82%40.24%18.75%N/A
NVMI
38.23%4.05%-13.09%50.46%39.63%N/A
OPXS
28.15%5.00%4.09%91.34%35.76%N/A
OSG
62.67%0.00%0.59%81.04%37.24%N/A
PPC
85.36%0.04%50.09%93.33%9.48%N/A
PRIM
152.63%29.92%56.33%170.17%31.57%N/A
PRYMY
51.00%-2.25%5.97%73.90%25.64%N/A
RNMBY
113.23%31.49%17.18%120.67%47.41%N/A
ROAD
131.39%29.00%78.42%139.59%38.43%N/A
RYCEY
97.88%3.46%29.64%109.52%14.19%N/A
SFM
214.11%14.67%91.92%233.60%49.86%N/A
SKYW
114.92%13.05%38.87%128.07%12.33%N/A
SMFG
61.48%19.83%18.81%62.82%20.57%N/A
SREDY
50.44%0.00%8.39%50.44%20.14%N/A
STRL
122.38%29.04%67.80%202.74%69.21%N/A
TEVA
67.91%-5.95%3.85%74.25%12.10%N/A
TKC
38.67%9.70%-14.16%35.63%5.18%N/A
TPL
207.07%30.14%169.04%224.54%50.98%N/A
TRGP
132.06%16.51%68.49%129.73%44.27%N/A
TT
70.52%9.44%28.28%81.16%34.27%N/A
TXRH
62.27%5.77%15.47%75.23%30.13%N/A
VCTR
106.08%16.84%38.29%116.21%31.34%N/A
VECO
-6.45%1.15%-34.02%4.50%15.79%N/A
VIST
89.87%11.21%31.49%78.61%50.11%N/A
VNOM
83.39%3.91%54.36%90.75%24.05%N/A
WES
50.79%9.64%12.77%50.74%29.30%N/A
WIRE
35.72%0.00%0.42%55.76%38.24%N/A
WRTBY
22.19%-9.92%-15.25%31.63%15.61%N/A
WSM
83.35%34.60%23.08%89.49%42.06%N/A

Доходность по месяцам

Ниже представлена таблица с месячной доходностью USA stock portfolio 17/07, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.

янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
20243.00%14.67%9.19%1.64%13.06%0.16%4.22%1.50%1.93%1.15%10.79%81.93%
20239.26%1.54%2.78%-0.52%1.16%9.84%6.10%6.10%-0.99%-1.14%11.39%8.17%67.33%
2022-4.23%2.46%1.94%-5.45%2.40%-10.61%10.97%0.50%-9.55%12.08%7.27%-2.98%1.86%
20211.71%10.22%7.01%3.58%2.54%1.47%-1.21%2.94%-0.87%4.99%-1.70%4.15%40.07%
2020-4.37%-8.83%-23.07%17.30%5.90%3.17%1.25%4.59%-5.63%3.00%26.05%5.00%17.10%
2019-0.28%-7.74%4.01%2.97%2.34%4.06%4.93%

Комиссия

Комиссия USA stock portfolio 17/07 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 USA stock portfolio 17/07 среди портфелей на нашем сайте составляет 98, что соответствует топ 2% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.

Ранг риск-скорректированной доходности USA stock portfolio 17/07, с текущим значением в 9898
Общий ранг
Ранг коэф-та Шарпа USA stock portfolio 17/07, с текущим значением в 9898
Ранг коэф-та Шарпа
Ранг коэф-та Сортино USA stock portfolio 17/07, с текущим значением в 9898
Ранг коэф-та Сортино
Ранг коэф-та Омега USA stock portfolio 17/07, с текущим значением в 9898
Ранг коэф-та Омега
Ранг коэф-та Кальмара USA stock portfolio 17/07, с текущим значением в 9797
Ранг коэф-та Кальмара
Ранг коэф-та Мартина USA stock portfolio 17/07, с текущим значением в 9898
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.

Коэффициент Шарпа
Коэффициент Шарпа USA stock portfolio 17/07, с текущим значением в 5.27, в сравнении с широким рынком0.002.004.006.005.272.59
Коэффициент Сортино USA stock portfolio 17/07, с текущим значением в 6.12, в сравнении с широким рынком-2.000.002.004.006.006.123.45
Коэффициент Омега USA stock portfolio 17/07, с текущим значением в 1.90, в сравнении с широким рынком0.801.001.201.401.601.802.001.901.48
Коэффициент Кальмара USA stock portfolio 17/07, с текущим значением в 8.55, в сравнении с широким рынком0.005.0010.0015.008.553.73
Коэффициент Мартина USA stock portfolio 17/07, с текущим значением в 42.68, в сравнении с широким рынком0.0010.0020.0030.0040.0050.0060.0042.6816.58
USA stock portfolio 17/07
^GSPC
Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
ABBNY
ABB Ltd		2.352.961.414.1312.65
AGX
Argan, Inc.		4.345.111.7512.5147.29
ANET
Arista Networks, Inc.		0.293.812.131.219.64
ANF
Abercrombie & Fitch Co.		1.802.361.313.106.03
AVGO
Broadcom Inc.		1.852.481.323.369.84
AZZ
AZZ Inc.		2.342.981.404.9211.95
BHE
Benchmark Electronics, Inc.		2.243.371.423.7212.62
CAMT
Camtek Ltd		0.450.971.120.521.01
CRAI
CRA International, Inc.		2.993.451.534.3015.33
CSL
Carlisle Companies Incorporated		1.992.591.353.7310.89
CSWI
CSW Industrials, Inc.		4.354.971.668.5642.63
DELL
Dell Technologies Inc.		1.412.171.291.653.65
DSCSY
Disco Corp ADR		0.691.301.160.871.73
DY
Dycom Industries, Inc.		2.152.631.375.2014.63
EME
EMCOR Group, Inc.		4.414.591.699.2929.69
ERJ
Embraer S.A.		2.393.261.395.8614.56
ETN
Eaton Corporation plc		2.392.941.423.3310.72
FANG
Diamondback Energy, Inc.		0.691.121.141.012.47
FINMY
Leonardo SpA ADR		2.472.911.405.2611.62
FIX
Comfort Systems USA, Inc.		3.733.751.5410.3427.54
GBTC
2.162.671.322.948.13
GDDY
4.135.131.698.7030.45
GE
2.963.501.517.5322.50
GHM
2.903.761.455.9814.28
GOGL
0.420.811.100.410.99
HTHIY
2.162.621.384.0716.41
HWM
3.725.171.7213.4434.28
KEX
1.982.741.372.7911.06
KKR
3.584.481.597.9732.23
KLAC
0.570.991.140.791.96
MCBC
1.073.391.532.215.92
MLR
2.463.201.415.0512.23
MMYT
3.133.291.457.5322.13
NGS
1.752.521.292.846.39
NRG
3.173.691.495.7019.13
NTAP
1.322.081.292.686.62
NVMI
0.971.541.211.663.87
OPXS
1.712.541.313.879.13
OSG
2.484.951.887.9322.52
PPC
3.544.151.583.8322.53
PRIM
4.354.821.637.3636.28
PRYMY
2.793.191.455.2916.40
RNMBY
3.654.061.546.6215.39
ROAD
3.213.711.479.4921.01
RYCEY
3.343.911.495.0828.03
SFM
7.218.672.2125.5290.07
SKYW
3.794.251.564.7620.24
SMFG
1.952.411.352.818.58
SREDY
1.4727.2419.6420.6688.12
STRL
3.834.041.538.2419.24
TEVA
2.273.391.392.5115.26
TKC
1.181.751.211.413.22
TPL
4.615.491.764.3041.45
TRGP
5.435.841.8212.6957.01
TT
3.604.421.598.8531.60
TXRH
2.994.251.519.1428.84
VCTR
3.784.091.596.8925.52
VECO
0.070.401.050.070.14
VIST
2.112.801.344.7713.53
VNOM
2.953.501.497.7419.84
WES
1.862.721.333.769.16
WIRE
2.333.711.714.4517.84
WRTBY
0.751.301.221.304.16
WSM
1.702.631.354.159.20

USA stock portfolio 17/07 на текущий момент имеет коэффициент Шарпа равный 5.27. Это значение рассчитано на основе данных за прошедший период в 1 year и учитывает как изменения цен, так и дивиденды.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 1.87 до 2.70, текущий коэффициент Шарпа этого портфеля входит в верхние 25%, что свидетельствует о выдающейся эффективности с учётом риска. Это означает, что портфель показывает впечатляющие доходы при принятом уровне риска, по сравнению с большинством других портфелей.

Используйте график ниже, чтобы сравнить коэффициент Шарпа с бенчмарком для анализа эффективности инвестиции или перейдите к инструменту коэффициента Шарпа для более детального контроля над параметрами расчета.

Скользящий 12-месячный коэффициент Шарпа2.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
5.27
2.59
USA stock portfolio 17/07
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность USA stock portfolio 17/07 за предыдущие двенадцать месяцев составила 1.05%.

TTM20232022202120202019201820172016201520142013
Портфель1.05%1.32%1.93%1.65%3.79%1.94%2.56%1.88%1.98%2.35%1.78%1.22%
Активы портфеля:
ABBNY
ABB Ltd		1.73%2.07%2.91%2.41%2.91%3.48%4.57%2.96%3.80%4.59%3.89%2.92%
AGX
Argan, Inc.		0.85%2.24%2.71%1.94%4.50%2.49%1.98%2.22%1.42%2.16%2.08%2.72%
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%
ANF
Abercrombie & Fitch Co.		0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%2.79%2.43%
AVGO
Broadcom Inc.		1.25%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
AZZ
AZZ Inc.		0.73%1.17%1.69%1.23%1.43%1.48%1.68%1.33%0.97%1.08%1.21%1.15%
BHE
Benchmark Electronics, Inc.		1.36%2.39%2.47%2.42%2.37%1.75%2.83%0.00%0.00%0.00%0.00%0.00%
CAMT
Camtek Ltd		1.75%0.00%0.00%0.00%0.00%1.57%2.07%2.45%0.00%0.00%0.00%0.00%
CRAI
CRA International, Inc.		0.91%1.52%1.05%1.17%1.87%1.52%1.67%1.31%0.38%0.00%0.00%0.00%
CSL
Carlisle Companies Incorporated		0.83%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%1.04%1.06%
CSWI
CSW Industrials, Inc.		0.20%0.36%0.57%0.48%0.48%0.53%0.00%0.00%0.00%0.00%0.00%0.00%
DELL
Dell Technologies Inc.		1.36%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DSCSY
Disco Corp ADR		0.49%0.80%2.28%2.24%1.29%1.16%12.38%10.34%4.16%0.00%0.00%0.00%
DY
Dycom Industries, 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%
EME
EMCOR Group, Inc.		0.18%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%
ERJ
Embraer S.A.		0.00%0.00%0.00%0.00%0.00%0.00%0.68%1.63%0.59%0.76%1.54%1.44%
ETN
Eaton Corporation plc		1.01%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
FANG
Diamondback Energy, Inc.		4.72%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%
FINMY
Leonardo SpA ADR		1.11%0.92%1.74%0.00%2.18%1.33%1.96%1.26%0.00%0.00%0.00%0.00%
FIX
Comfort Systems USA, Inc.		0.24%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%
GBTC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%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%
GE
0.50%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%
GHM
0.00%0.00%0.00%3.54%2.90%1.92%1.66%1.72%1.63%1.90%0.56%0.33%
GOGL
9.05%5.12%27.04%17.20%1.08%5.60%7.32%0.00%0.00%0.00%15.34%8.47%
HTHIY
0.48%1.49%1.98%5.60%11.92%10.22%13.45%8.07%9.93%8.43%6.96%10.06%
HWM
0.22%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%0.00%
KEX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KKR
0.44%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%6.66%
KLAC
0.91%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
MCBC
1.21%2.93%2.90%3.63%3.82%2.52%2.60%1.80%1.15%1.82%1.47%0.00%
MLR
1.03%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%3.01%
MMYT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NGS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NRG
1.65%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%
NTAP
1.64%2.27%3.33%2.13%2.90%2.83%2.01%1.41%2.10%2.60%1.52%0.73%
NVMI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OPXS
0.00%0.00%0.00%0.00%0.00%0.00%3.05%5.45%0.00%0.00%0.00%0.00%
OSG
1.41%1.14%0.00%0.00%0.00%0.00%0.00%0.00%14.37%0.00%0.00%0.00%
PPC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.48%26.12%0.00%0.00%
PRIM
0.29%0.72%1.09%1.00%0.87%1.08%1.25%1.03%0.97%0.93%0.65%0.43%
PRYMY
1.10%1.46%1.63%1.61%0.76%3.95%6.59%1.43%1.89%2.13%0.00%0.00%
RNMBY
0.91%1.48%1.83%2.56%2.43%2.04%2.37%1.21%1.99%0.49%1.25%3.74%
ROAD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RYCEY
0.00%0.00%0.00%0.00%128.87%1.68%1.50%1.29%1.96%4.08%2.74%1.50%
SFM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKYW
0.00%0.00%0.00%0.00%0.35%0.74%0.90%0.60%0.66%0.84%1.51%1.08%
SMFG
1.09%3.67%2.12%5.25%5.97%4.61%4.80%3.17%3.63%3.32%3.13%2.37%
SREDY
3.43%4.59%7.36%7.25%5.80%5.78%3.78%2.31%0.00%0.00%0.00%0.00%
STRL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TEVA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.49%3.75%2.07%2.38%3.19%
TKC
1.42%1.98%1.73%9.58%2.19%4.28%8.58%9.20%0.00%20.22%0.00%0.00%
TPL
1.11%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.23%0.81%
TRGP
1.40%2.13%1.90%0.77%4.59%8.92%10.11%7.52%6.49%12.53%2.53%2.33%
TT
0.61%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%1.09%
TXRH
0.93%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
VCTR
2.07%3.72%3.73%1.45%0.93%0.48%0.00%0.00%0.00%0.00%0.00%0.00%
VECO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNOM
4.41%5.58%7.68%5.16%5.85%7.38%8.14%5.27%4.83%6.16%1.38%0.00%
WES
7.93%8.52%6.80%5.69%11.25%12.45%8.25%5.44%4.04%3.86%1.73%1.59%
WIRE
0.02%0.04%0.06%0.04%0.17%0.14%0.16%0.16%0.18%0.16%0.21%0.18%
WRTBY
2.01%1.90%3.01%1.68%5.44%4.89%8.98%2.30%5.88%2.84%3.19%2.77%
WSM
1.18%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%

Просадки

График просадок

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

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
USA stock portfolio 17/07
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

USA stock portfolio 17/07 показал максимальную просадку в 43.61%, зарегистрированную 18 мар. 2020 г.. Полное восстановление заняло 168 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

-43.61%17 янв. 2020 г.4218 мар. 2020 г.16813 нояб. 2020 г.210
-18.62%10 нояб. 2021 г.1636 июл. 2022 г.9111 нояб. 2022 г.254
-11.26%31 июл. 2019 г.1215 авг. 2019 г.564 нояб. 2019 г.68
-11.02%17 июл. 2024 г.145 авг. 2024 г.3219 сент. 2024 г.46
-8.92%14 июн. 2021 г.2519 июл. 2021 г.2927 авг. 2021 г.54

Волатильность

График волатильности

Текущая волатильность USA stock portfolio 17/07 составляет 5.96%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.

2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.96%
3.39%
USA stock portfolio 17/07
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
SREDYOPXSDSCSYHTHIYWRTBYTKCSFMGBTCRNMBYNGSOSGVISTFINMYPPCGHMGOGLGDDYTEVANRGMMYTTPLPRYMYWESMCBCTXRHWSMAGXCRAICAMTSMFGRYCEYANETVNOMANFERJFANGVCTRNVMIROADMLRAVGODELLTRGPWIREKLACCSWITTVECOSKYWDYSTRLNTAPABBNYCSLGEKKRKEXPRIMBHEHWMFIXAZZEMEETN
SREDY1.000.02-0.02-0.010.050.030.050.020.010.040.020.030.060.040.040.010.030.06-0.010.040.02-0.010.030.020.040.050.040.040.020.010.020.070.05-0.000.020.050.040.010.010.070.050.090.040.050.060.060.030.060.050.060.090.030.020.050.060.040.050.060.060.060.060.040.070.05
OPXS0.021.000.02-0.010.020.010.010.040.040.070.010.050.050.020.040.060.070.050.060.120.040.040.070.030.040.080.050.040.090.050.060.050.030.080.060.040.080.090.070.060.080.060.050.030.080.040.000.070.070.070.060.070.080.030.030.060.060.050.070.060.060.070.060.04
DSCSY-0.020.021.000.370.080.070.010.050.110.060.050.050.100.000.030.070.090.060.060.050.060.090.040.010.070.080.080.040.120.110.100.130.070.040.140.040.130.150.070.050.130.100.060.060.140.090.050.130.060.090.080.110.160.070.110.090.040.070.110.080.090.110.090.11
HTHIY-0.01-0.010.371.000.070.05-0.010.040.170.050.060.080.170.030.020.090.070.080.060.100.060.100.080.040.090.070.060.050.100.250.100.070.100.070.090.100.080.120.060.070.090.100.110.080.090.060.060.090.080.070.080.120.120.070.120.090.110.070.120.100.100.080.090.10
WRTBY0.050.020.080.071.000.10-0.010.040.140.090.090.060.150.020.110.110.100.090.100.110.070.160.150.050.040.100.070.080.080.120.170.090.110.080.160.110.110.100.110.120.100.110.120.110.100.110.100.120.110.110.130.120.230.100.160.150.130.130.100.130.120.130.140.13
TKC0.030.010.070.050.101.000.040.090.110.080.090.140.150.110.130.160.190.170.130.140.130.180.130.110.140.160.140.090.120.190.160.140.110.080.200.120.160.190.090.140.170.170.140.140.180.130.180.160.180.140.130.190.220.170.210.170.180.170.220.170.150.190.170.17
SFM0.050.010.01-0.01-0.010.041.000.080.080.130.120.050.080.190.120.070.170.150.190.080.130.110.140.210.160.240.220.180.120.160.110.200.150.170.120.130.180.120.180.200.170.190.160.230.140.220.210.160.170.210.210.220.220.190.190.170.210.230.200.180.250.240.260.22
GBTC0.020.040.050.040.040.090.081.000.120.120.130.140.130.140.120.160.240.200.190.240.200.210.170.110.210.210.170.210.250.180.160.250.170.200.240.170.220.310.220.190.280.220.190.240.310.210.210.280.220.210.190.240.280.200.200.290.200.200.210.220.240.220.210.22
RNMBY0.010.040.110.170.140.110.080.121.000.220.180.210.560.170.180.180.130.210.140.220.170.260.250.170.170.170.210.200.190.230.330.140.210.200.200.240.240.180.220.240.180.220.280.230.180.200.200.210.240.230.230.210.280.280.280.220.260.270.270.280.270.290.300.24
NGS0.040.070.060.050.090.080.130.120.221.000.240.270.220.170.280.220.110.230.180.190.310.200.320.240.190.170.230.210.150.210.210.130.370.220.190.380.200.130.220.290.170.200.380.240.120.180.160.210.280.250.260.210.240.220.260.230.350.300.320.300.260.300.260.26
OSG0.020.010.050.060.090.090.120.130.180.241.000.250.200.230.200.270.140.210.200.210.270.170.280.240.200.180.230.180.180.250.210.180.340.230.230.350.220.190.240.260.190.210.340.270.190.240.210.230.270.250.290.240.260.270.300.250.330.300.290.330.260.300.250.29
VIST0.030.050.050.080.060.140.050.140.210.270.251.000.240.170.180.270.190.240.220.190.360.210.320.180.180.150.220.160.190.260.220.200.450.210.280.480.250.200.220.180.210.270.400.230.220.210.200.260.230.240.250.220.270.200.280.270.320.260.260.310.250.250.230.24
FINMY0.060.050.100.170.150.150.080.130.560.220.200.241.000.170.200.200.140.200.190.230.230.280.270.220.160.130.220.200.170.310.400.130.290.210.280.280.240.160.210.240.170.190.300.220.160.250.220.180.290.210.230.240.270.250.330.250.330.310.280.310.240.300.270.26
PPC0.040.020.000.030.020.110.190.140.170.170.230.170.171.000.200.210.190.280.260.230.270.220.260.330.270.240.300.310.170.270.220.160.260.280.260.280.250.210.240.300.180.250.310.310.240.290.280.220.350.300.280.280.260.350.320.280.320.320.320.350.340.370.340.26
GHM0.040.040.030.020.110.130.120.120.180.280.200.180.200.201.000.200.190.200.230.240.250.180.230.270.230.230.290.240.220.220.240.210.240.270.240.280.220.240.270.310.240.250.280.220.240.310.280.290.330.310.320.280.270.310.300.280.330.390.350.320.360.370.340.30
GOGL0.010.060.070.090.110.160.070.160.180.220.270.270.200.210.201.000.200.240.230.220.300.280.280.220.220.220.190.200.270.310.280.240.350.250.280.370.270.290.270.240.280.300.380.300.310.230.240.310.290.320.280.320.360.300.330.330.350.280.320.350.300.300.330.30
GDDY0.030.070.090.070.100.190.170.240.130.110.140.190.140.190.190.201.000.240.350.300.230.280.210.130.310.340.200.220.380.200.240.450.210.250.290.200.300.430.270.200.470.380.270.270.470.270.330.410.260.300.260.390.350.290.280.450.270.260.290.300.310.290.320.35
TEVA0.060.050.060.080.090.170.150.200.210.230.210.240.200.280.200.240.241.000.260.240.260.270.290.230.270.280.260.240.280.290.310.260.270.280.290.310.320.300.300.260.300.340.350.250.310.260.270.290.300.330.290.340.340.270.340.350.330.340.350.360.310.350.300.31
NRG-0.010.060.060.060.100.130.190.190.140.180.200.220.190.260.230.230.350.261.000.260.280.280.260.260.250.290.290.280.250.270.280.350.270.280.280.290.340.280.310.250.330.340.380.300.330.340.400.290.310.360.330.370.340.370.330.390.360.380.330.380.400.380.410.44
MMYT0.040.120.050.100.110.140.080.240.220.190.210.190.230.230.240.220.300.240.261.000.250.290.270.230.320.270.210.280.340.280.340.360.280.320.370.290.330.360.300.300.380.330.320.320.360.290.310.380.410.350.360.350.300.330.370.420.370.360.360.390.360.360.370.36
TPL0.020.040.060.060.070.130.130.200.170.310.270.360.230.270.250.300.230.260.280.251.000.210.420.330.270.240.290.300.210.280.270.210.570.260.300.580.280.240.300.320.250.290.560.330.270.340.250.290.270.350.330.300.280.340.350.360.430.380.370.390.340.390.370.33
PRYMY-0.010.040.090.100.160.180.110.210.260.200.170.210.280.220.180.280.280.270.280.290.211.000.220.210.270.310.250.290.320.340.330.330.230.240.290.240.320.370.290.320.380.310.290.360.410.340.410.360.330.350.310.350.540.380.330.410.320.350.370.370.350.370.350.43
WES0.030.070.040.080.150.130.140.170.250.320.280.320.270.260.230.280.210.290.260.270.420.221.000.330.270.240.300.260.210.300.290.190.520.260.360.540.300.210.310.300.230.300.650.320.230.300.230.270.360.320.330.310.320.330.350.330.440.340.310.400.340.380.340.34
MCBC0.020.030.010.040.050.110.210.110.170.240.240.180.220.330.270.220.130.230.260.230.330.210.331.000.330.260.360.390.170.400.280.190.320.330.330.370.350.180.330.460.230.260.380.450.220.420.340.290.430.370.410.360.330.400.380.320.440.460.480.410.440.480.450.40
TXRH0.040.040.070.090.040.140.160.210.170.190.200.180.160.270.230.220.310.270.250.320.270.270.270.331.000.360.290.320.320.260.280.300.250.390.350.270.350.310.300.330.310.350.320.350.330.370.380.340.450.390.360.350.320.380.380.370.350.370.400.450.430.390.420.42
WSM0.050.080.080.070.100.160.240.210.170.170.180.150.130.240.230.220.340.280.290.270.240.310.240.260.361.000.310.280.320.270.270.350.230.430.270.260.330.360.310.330.380.360.280.380.420.370.390.390.360.360.320.430.410.390.320.430.330.340.350.330.410.390.390.43
AGX0.040.050.080.060.070.140.220.170.210.230.230.220.220.300.290.190.200.260.290.210.290.250.300.360.290.311.000.370.230.270.260.230.290.310.250.310.330.250.380.410.260.320.360.370.250.410.330.320.400.400.420.330.340.390.370.330.400.480.420.420.430.480.440.41
CRAI0.040.040.040.050.080.090.180.210.200.210.180.160.200.310.240.200.220.240.280.280.300.290.260.390.320.280.371.000.240.330.310.260.290.330.300.310.360.260.350.400.290.300.310.380.300.440.360.320.390.390.410.320.350.370.370.380.390.440.430.400.450.450.460.41
CAMT0.020.090.120.100.080.120.120.250.190.150.180.190.170.170.220.270.380.280.250.340.210.320.210.170.320.320.230.241.000.280.290.470.200.340.330.220.340.670.330.270.570.430.240.360.640.320.360.620.310.340.350.430.370.330.310.450.310.330.410.340.370.360.370.40
SMFG0.010.050.110.250.120.190.160.180.230.210.250.260.310.270.220.310.200.290.270.280.280.340.300.400.260.270.270.330.281.000.340.240.290.330.340.320.340.290.310.340.300.330.350.350.330.330.350.330.380.340.350.370.410.410.400.350.400.370.390.430.370.380.390.41
RYCEY0.020.060.100.100.170.160.110.160.330.210.210.220.400.220.240.280.240.310.280.340.270.330.290.280.280.270.260.310.290.341.000.270.310.310.370.310.370.290.320.340.330.330.330.330.290.320.370.290.450.350.370.350.410.340.470.400.370.400.370.440.380.400.400.43
ANET0.070.050.130.070.090.140.200.250.140.130.180.200.130.160.210.240.450.260.350.360.210.330.190.190.300.350.230.260.470.240.271.000.200.290.300.200.350.560.340.260.640.490.250.340.590.360.410.520.300.340.360.520.420.370.320.500.310.310.380.360.440.340.400.48
VNOM0.050.030.070.100.110.110.150.170.210.370.340.450.290.260.240.350.210.270.270.280.570.230.520.320.250.230.290.290.200.290.310.201.000.300.340.740.280.200.310.290.240.310.660.350.240.320.260.300.340.360.330.290.330.310.400.350.520.400.350.440.350.410.380.36
ANF-0.000.080.040.070.080.080.170.200.200.220.230.210.210.280.270.250.250.280.280.320.260.240.260.330.390.430.310.330.340.330.310.290.301.000.370.320.360.330.350.350.340.380.320.390.360.350.390.380.460.380.380.380.360.360.410.380.390.400.390.410.410.420.410.42
ERJ0.020.060.140.090.160.200.120.240.200.190.230.280.280.260.240.280.290.290.280.370.300.290.360.330.350.270.250.300.330.340.370.300.340.371.000.320.370.340.320.330.350.330.370.380.370.310.370.370.460.380.370.370.400.350.450.390.420.390.390.510.380.410.410.41
FANG0.050.040.040.100.110.120.130.170.240.380.350.480.280.280.280.370.200.310.290.290.580.240.540.370.270.260.310.310.220.320.310.200.740.320.321.000.280.230.330.330.250.320.690.400.260.330.250.340.370.390.380.330.330.340.430.350.570.420.400.440.360.420.410.37
VCTR0.040.080.130.080.110.160.180.220.240.200.220.250.240.250.220.270.300.320.340.330.280.320.300.350.350.330.330.360.340.340.370.350.280.360.370.281.000.370.340.390.380.410.340.370.370.390.400.390.420.420.390.420.440.440.440.510.390.430.420.420.430.460.430.45
NVMI0.010.090.150.120.100.190.120.310.180.130.190.200.160.210.240.290.430.300.280.360.240.370.210.180.310.360.250.260.670.290.290.560.200.330.340.230.371.000.350.280.670.490.250.380.780.390.420.660.330.360.370.510.460.380.320.490.320.360.470.380.410.400.390.45
ROAD0.010.070.070.060.110.090.180.220.220.220.240.220.210.240.270.270.270.300.310.300.300.290.310.330.300.310.380.350.330.310.320.340.310.350.320.330.340.351.000.410.360.350.370.400.360.440.430.400.410.440.550.390.360.460.420.380.460.520.430.440.520.470.530.48
MLR0.070.060.050.070.120.140.200.190.240.290.260.180.240.300.310.240.200.260.250.300.320.320.300.460.330.330.410.400.270.340.340.260.290.350.330.330.390.280.411.000.310.330.340.410.320.450.410.380.420.430.440.390.410.440.450.390.460.490.510.450.490.510.490.48
AVGO0.050.080.130.090.100.170.170.280.180.170.190.210.170.180.240.280.470.300.330.380.250.380.230.230.310.380.260.290.570.300.330.640.240.340.350.250.380.670.360.311.000.540.280.400.740.410.460.610.360.370.390.530.470.410.380.530.330.380.490.420.430.400.420.52
DELL0.090.060.100.100.110.170.190.220.220.200.210.270.190.250.250.300.380.340.340.330.290.310.300.260.350.360.320.300.430.330.330.490.310.380.330.320.410.490.350.330.541.000.360.390.540.400.420.500.390.390.410.590.450.440.440.480.410.430.460.450.460.430.480.53
TRGP0.040.050.060.110.120.140.160.190.280.380.340.400.300.310.280.380.270.350.380.320.560.290.650.380.320.280.360.310.240.350.330.250.660.320.370.690.340.250.370.340.280.361.000.410.270.380.330.340.420.430.420.370.390.390.450.420.570.450.400.490.440.490.490.45
WIRE0.050.030.060.080.110.140.230.240.230.240.270.230.220.310.220.300.270.250.300.320.330.360.320.450.350.380.370.380.360.350.330.340.350.390.380.400.370.380.400.410.400.390.411.000.420.460.440.440.440.450.490.460.430.490.450.460.460.470.500.460.530.540.530.51
KLAC0.060.080.140.090.100.180.140.310.180.120.190.220.160.240.240.310.470.310.330.360.270.410.230.220.330.420.250.300.640.330.290.590.240.360.370.260.370.780.360.320.740.540.270.421.000.430.480.720.350.380.390.560.470.430.380.530.340.380.510.430.450.410.450.51
CSWI0.060.040.090.060.110.130.220.210.200.180.240.210.250.290.310.230.270.260.340.290.340.340.300.420.370.370.410.440.320.330.320.360.320.350.310.330.390.390.440.450.410.400.380.460.431.000.510.450.420.480.490.420.440.510.430.440.460.530.530.450.580.540.580.55
TT0.030.000.050.060.100.180.210.210.200.160.210.200.220.280.280.240.330.270.400.310.250.410.230.340.380.390.330.360.360.350.370.410.260.390.370.250.400.420.430.410.460.420.330.440.480.511.000.440.420.440.470.460.520.610.490.510.430.470.450.490.600.490.610.73
VECO0.060.070.130.090.120.160.160.280.210.210.230.260.180.220.290.310.410.290.290.380.290.360.270.290.340.390.320.320.620.330.290.520.300.380.370.340.390.660.400.380.610.500.340.440.720.450.441.000.390.420.440.500.440.420.380.480.420.460.540.430.460.460.450.49
SKYW0.050.070.060.080.110.180.170.220.240.280.270.230.290.350.330.290.260.300.310.410.270.330.360.430.450.360.400.390.310.380.450.300.340.460.460.370.420.330.410.420.360.390.420.440.350.420.420.391.000.450.470.420.410.480.540.450.480.500.500.540.490.550.500.48
DY0.060.070.090.070.110.140.210.210.230.250.250.240.210.300.310.320.300.330.360.350.350.350.320.370.390.360.400.390.340.340.350.340.360.380.380.390.420.360.440.430.370.390.430.450.380.480.440.420.451.000.530.430.430.450.440.450.470.580.490.500.540.530.580.50
STRL0.090.060.080.080.130.130.210.190.230.260.290.250.230.280.320.280.260.290.330.360.330.310.330.410.360.320.420.410.350.350.370.360.330.380.370.380.390.370.550.440.390.410.420.490.390.490.470.440.470.531.000.430.420.480.480.420.480.630.510.490.610.560.590.55
NTAP0.030.070.110.120.120.190.220.240.210.210.240.220.240.280.280.320.390.340.370.350.300.350.310.360.350.430.330.320.430.370.350.520.290.380.370.330.420.510.390.390.530.590.370.460.560.420.460.500.420.430.431.000.430.500.460.510.440.440.520.480.520.470.490.54
ABBNY0.020.080.160.120.230.220.220.280.280.240.260.270.270.260.270.360.350.340.340.300.280.540.320.330.320.410.340.350.370.410.410.420.330.360.400.330.440.460.360.410.470.450.390.430.470.440.520.440.410.430.420.431.000.490.460.520.410.440.470.470.490.490.460.57
CSL0.050.030.070.070.100.170.190.200.280.220.270.200.250.350.310.300.290.270.370.330.340.380.330.400.380.390.390.370.330.410.340.370.310.360.350.340.440.380.460.440.410.440.390.490.430.510.610.420.480.450.480.500.491.000.480.520.490.500.500.530.580.540.600.65
GE0.060.030.110.120.160.210.190.200.280.260.300.280.330.320.300.330.280.340.330.370.350.330.350.380.380.320.370.370.310.400.470.320.400.410.450.430.440.320.420.450.380.440.450.450.380.430.490.380.540.440.480.460.460.481.000.470.500.500.460.610.520.540.520.56
KKR0.040.060.090.090.150.170.170.290.220.230.250.270.250.280.280.330.450.350.390.420.360.410.330.320.370.430.330.380.450.350.400.500.350.380.390.350.510.490.380.390.530.480.420.460.530.440.510.480.450.450.420.510.520.520.471.000.430.430.470.480.500.490.490.57
KEX0.050.060.040.110.130.180.210.200.260.350.330.320.330.320.330.350.270.330.360.370.430.320.440.440.350.330.400.390.310.400.370.310.520.390.420.570.390.320.460.460.330.410.570.460.340.460.430.420.480.470.480.440.410.490.500.431.000.550.510.530.520.570.560.52
PRIM0.060.050.070.070.130.170.230.200.270.300.300.260.310.320.390.280.260.340.380.360.380.350.340.460.370.340.480.440.330.370.400.310.400.400.390.420.430.360.520.490.380.430.450.470.380.530.470.460.500.580.630.440.440.500.500.430.551.000.540.530.600.620.640.56
BHE0.060.070.110.120.100.220.200.210.270.320.290.260.280.320.350.320.290.350.330.360.370.370.310.480.400.350.420.430.410.390.370.380.350.390.390.400.420.470.430.510.490.460.400.500.510.530.450.540.500.490.510.520.470.500.460.470.510.541.000.520.550.610.570.56
HWM0.060.060.080.100.130.170.180.220.280.300.330.310.310.350.320.350.300.360.380.390.390.370.400.410.450.330.420.400.340.430.440.360.440.410.510.440.420.380.440.450.420.450.490.460.430.450.490.430.540.500.490.480.470.530.610.480.530.530.521.000.540.520.560.58
FIX0.060.060.090.100.120.150.250.240.270.260.260.250.240.340.360.300.310.310.400.360.340.350.340.440.430.410.430.450.370.370.380.440.350.410.380.360.430.410.520.490.430.460.440.530.450.580.600.460.490.540.610.520.490.580.520.500.520.600.550.541.000.610.710.65
AZZ0.040.070.110.080.130.190.240.220.290.300.300.250.300.370.370.300.290.350.380.360.390.370.380.480.390.390.480.450.360.380.400.340.410.420.410.420.460.400.470.510.400.430.490.540.410.540.490.460.550.530.560.470.490.540.540.490.570.620.610.520.611.000.620.60
EME0.070.060.090.090.140.170.260.210.300.260.250.230.270.340.340.330.320.300.410.370.370.350.340.450.420.390.440.460.370.390.400.400.380.410.410.410.430.390.530.490.420.480.490.530.450.580.610.450.500.580.590.490.460.600.520.490.560.640.570.560.710.621.000.66
ETN0.050.040.110.100.130.170.220.220.240.260.290.240.260.260.300.300.350.310.440.360.330.430.340.400.420.430.410.410.400.410.430.480.360.420.410.370.450.450.480.480.520.530.450.510.510.550.730.490.480.500.550.540.570.650.560.570.520.560.560.580.650.600.661.00
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Анализ доходности
Анализ портфеляДоходность портфеляСравнение акцийКоэффициент ШарпаКоэффициент МартинаКоэффициент ТрейнораКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Саммерса
Анализ рисков
ПросадкиОжидаемые потериИндекс язвыСтоимость под рискомВолатильность закрытие-закрытиеВолатильность ПаркинсонаВолатильность Гармана-КлассаВолатильность Роджерса-СатчеллаВолатильность Янг-Жанга
Инструменты оптимизации
Корреляция активовОптимизация портфеляОптимизация портфеля с паритетом рискаОптимизация по иерархическому паритету рисков
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Анализ портфеляДоходность портфеляСравнение акцийКоэффициент ШарпаКоэффициент МартинаКоэффициент ТрейнораКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Саммерса

ПросадкиОжидаемые потериИндекс язвыСтоимость под рискомВолатильность закрытие-закрытиеВолатильность ПаркинсонаВолатильность Гармана-КлассаВолатильность Роджерса-СатчеллаВолатильность Янг-Жанга

Корреляция активовОптимизация портфеляОптимизация портфеля с паритетом рискаОптимизация по иерархическому паритету рисков

АльфаБета

Ленивые портфелиПользовательские портфели

Скринер ETFСкринер фондовСкринер акций

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