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APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight

Последнее обновление 2 мар. 2024 г.

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight

Распределение активов


INTC 3.28%ADBE 3.27%IBM 3.22%ROP 3.14%CSCO 3.09%KLAC 3%AAPL 2.8%MCHP 2.68%HPQ 2.57%META 2.48%GOOGL 2.4%HST 2.15%APTV 2.14%LOW 2.14%DHI 2.08%MET 2.05%MA 2%JPM 2%AMP 2%DIS 2%VZ 2%STZ 1.8%CVX 1.8%VLO 1.8%DRI 1.8%REGN 1.8%LKQ 1.8%URI 1.8%TRV 1.8%PWR 1.7%MCK 1.7%BAC 1.7%TSN 1.7%DHR 1.7%WAB 1.7%MRK 1.7%SYK 1.7%CMI 1.7%TGT 1.7%PFE 1.7%DTE 1.61%UNP 1.6%COP 1.6%TMO 1.6%CVS 1.6%CE 1.6%CF 1.6%WBA 1.6%PEG 1.6%АкцииАкции
ПозицияКатегория/СекторВес
INTC

3.28%

ADBE
Adobe Inc
Technology

3.27%

IBM

3.22%

ROP

3.14%

CSCO
Cisco Systems, Inc.
Technology

3.09%

KLAC

3%

AAPL
Apple Inc.
Technology

2.80%

MCHP

2.68%

HPQ
HP Inc.
Technology

2.57%

META

2.48%

GOOGL
Alphabet Inc.
Communication Services

2.40%

HST
Host Hotels & Resorts, Inc.
Real Estate

2.15%

APTV
Aptiv PLC
Consumer Cyclical

2.14%

LOW

2.14%

DHI
D.R. Horton, Inc.
Consumer Cyclical

2.08%

MET

2.05%

MA

2%

JPM

2%

AMP
Ameriprise Financial, Inc.
Financial Services

2%

DIS
The Walt Disney Company
Communication Services

2%

VZ

2%

STZ

1.80%

CVX
Chevron Corporation
Energy

1.80%

VLO

1.80%

DRI
Darden Restaurants, Inc.
Consumer Cyclical

1.80%

REGN

1.80%

LKQ

1.80%

URI

1.80%

TRV

1.80%

PWR

1.70%

MCK

1.70%

BAC
Bank of America Corporation
Financial Services

1.70%

TSN

1.70%

DHR
Danaher Corporation
Healthcare

1.70%

WAB

1.70%

MRK

1.70%

SYK

1.70%

CMI
Cummins Inc.
Industrials

1.70%

TGT

1.70%

PFE

1.70%

DTE
DTE Energy Company
Utilities

1.61%

UNP

1.60%

COP
ConocoPhillips Company
Energy

1.60%

TMO

1.60%

CVS
CVS Health Corporation
Healthcare

1.60%

CE
Celanese Corporation
Basic Materials

1.60%

CF
CF Industries Holdings, Inc.
Basic Materials

1.60%

WBA

1.60%

PEG

1.60%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min 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


200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
642.15%
296.62%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 17 нояб. 2011 г., начальной даты APTV

Доходность по периодам

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight на 2 мар. 2024 г. показал доходность в 5.89% с начала года и доходность в 15.54% в годовом выражении за последние 10 лет.


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight5.89%3.44%13.98%24.46%17.42%15.51%
INTC
-12.54%3.17%20.44%68.31%-1.39%8.92%
ADBE
Adobe Inc
-4.30%-10.06%1.37%65.95%17.32%23.61%
IBM
16.12%2.22%29.83%51.90%12.72%4.83%
ROP
0.66%-0.30%10.00%28.14%12.01%15.45%
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%1.20%1.89%11.76%
KLAC
23.72%19.00%42.23%90.17%46.45%32.66%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.89%
MCHP
-3.00%3.77%6.85%7.53%16.66%16.41%
HPQ
HP Inc.
-2.26%2.55%-1.40%6.56%12.37%11.27%
META
42.06%5.86%69.66%171.43%24.10%21.71%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.64%16.26%
HST
Host Hotels & Resorts, Inc.
7.60%7.93%35.25%27.44%3.53%3.81%
APTV
Aptiv PLC
-11.89%-5.33%-24.35%-33.74%-1.00%4.31%
LOW
10.50%11.48%6.39%25.06%21.12%19.35%
DHI
D.R. Horton, Inc.
0.86%4.35%27.84%66.32%32.84%21.81%
MET
6.28%6.57%10.26%2.62%12.87%7.69%
MA
11.93%3.48%15.04%32.65%16.76%20.70%
JPM
9.60%6.04%27.92%32.66%15.67%15.35%
AMP
Ameriprise Financial, Inc.
8.47%5.46%20.85%20.98%28.47%16.63%
DIS
The Walt Disney Company
23.99%15.26%37.57%11.05%-0.06%3.90%
VZ
8.43%-4.58%19.77%12.91%-1.47%3.28%
STZ
3.78%0.12%-2.94%13.63%9.96%12.90%
CVX
Chevron Corporation
3.56%1.47%-4.99%-3.53%9.12%7.35%
VLO
11.05%3.94%8.95%4.88%17.22%14.92%
DRI
Darden Restaurants, Inc.
5.09%2.86%12.04%20.19%12.09%18.12%
REGN
11.90%3.98%18.18%26.12%17.64%11.28%
LKQ
8.77%9.89%-1.04%-8.93%14.43%7.05%
URI
22.48%7.35%43.47%48.03%40.54%23.25%
TRV
14.87%1.86%36.41%21.92%13.15%12.53%
PWR
11.63%17.79%13.53%47.94%47.07%21.05%
MCK
13.72%4.37%27.86%52.96%36.25%12.07%
BAC
Bank of America Corporation
2.74%3.35%20.32%3.74%5.99%9.22%
TSN
-0.12%-4.74%3.16%-6.73%-0.95%5.01%
DHR
Danaher Corporation
10.60%3.87%8.94%14.58%18.74%18.07%
WAB
12.13%5.98%25.56%33.22%15.00%6.37%
UNP
3.53%2.40%15.69%23.68%11.12%13.02%
COP
ConocoPhillips Company
-1.58%3.26%-5.52%8.53%14.57%9.03%
TMO
8.58%4.44%3.57%3.29%18.09%16.80%
MRK
16.46%0.44%17.22%22.11%13.71%12.23%
SYK
17.95%3.27%24.86%31.48%14.52%17.36%
CMI
Cummins Inc.
13.54%11.18%15.81%7.75%14.95%9.36%
TGT
9.84%7.53%25.92%-3.32%18.13%13.04%
PFE
-6.25%-1.26%-23.55%-32.06%-4.44%2.34%
CVS
CVS Health Corporation
-5.63%1.03%14.44%-6.63%9.24%2.61%
CE
Celanese Corporation
-0.77%4.90%20.33%26.09%10.83%13.49%
CF
CF Industries Holdings, Inc.
4.45%8.52%5.36%-2.07%17.79%7.54%
WBA
-16.76%-4.00%-5.01%-36.27%-15.65%-7.71%
PEG
1.78%6.94%4.82%7.04%4.51%9.56%
DTE
DTE Energy Company
-1.95%2.88%7.73%2.42%4.06%9.71%

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20240.57%4.35%
2023-2.50%-3.75%-2.70%8.80%6.46%

Коэффициент Шарпа

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight на текущий момент имеет коэффициент Шарпа равный 2.09. Коэффициент Шарпа выше 2,0 считается очень хорошим.

0.002.004.002.09

Коэффициент Шарпа APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight находится между 25-м и 75-м процентилями. Это указывает на то, что риск-корректированная доходность портфеля находится в соответствии с большинством портфелей. Это указывает на сбалансированный подход к риску и доходности, который может подойти для широкого круга инвесторов.


Скользящий 12-месячный коэффициент Шарпа0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.09
2.44
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight за предыдущие двенадцать месяцев составила 1.97%.


TTM20232022202120202019201820172016201520142013
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight1.97%2.03%2.04%1.61%1.88%1.84%2.13%1.72%1.86%1.89%2.23%1.46%
INTC
1.14%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
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%
IBM
3.53%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
ROP
0.51%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%0.36%
CSCO
Cisco Systems, Inc.
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
KLAC
0.77%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MCHP
1.93%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
HPQ
HP Inc.
3.61%3.53%3.77%2.21%2.94%3.20%2.83%2.56%3.40%3.01%1.56%2.03%
META
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet 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%
HST
Host Hotels & Resorts, Inc.
3.08%3.31%2.02%0.00%1.33%4.22%4.95%4.15%4.36%5.03%3.04%2.28%
APTV
Aptiv PLC
0.00%0.00%0.00%0.00%0.17%0.93%1.43%1.15%1.72%1.17%1.38%1.13%
LOW
1.78%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
DHI
D.R. Horton, Inc.
0.72%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.00%
MET
2.98%3.12%2.74%3.04%3.88%3.41%4.04%0.86%0.09%0.10%0.08%0.06%
MA
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
JPM
2.21%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
AMP
Ameriprise Financial, Inc.
1.32%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%1.75%
DIS
The Walt Disney Company
0.27%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
VZ
6.55%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
STZ
1.42%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%0.00%0.00%
CVX
Chevron Corporation
4.03%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
VLO
2.88%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%1.32%
DRI
Darden Restaurants, Inc.
3.00%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%0.10%0.12%0.12%
REGN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LKQ
2.16%2.35%1.92%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URI
0.87%1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRV
1.80%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%2.03%2.16%
PWR
0.14%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
MCK
0.46%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
BAC
Bank of America Corporation
2.74%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
TSN
3.65%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%0.67%
DHR
Danaher Corporation
0.39%0.43%0.38%0.26%0.32%0.44%0.62%0.60%0.63%0.58%0.47%0.13%
WAB
0.50%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%0.18%
UNP
2.06%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
COP
ConocoPhillips Company
3.13%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
TMO
0.24%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
MRK
2.33%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
SYK
0.86%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
CMI
Cummins Inc.
2.45%2.71%2.49%2.57%2.33%2.74%3.32%2.38%2.93%3.99%1.95%1.60%
TGT
2.82%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
PFE
6.21%5.70%3.12%2.64%0.77%0.72%0.61%0.69%0.72%0.68%0.65%0.61%
CVS
CVS Health Corporation
3.36%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%1.26%
CE
Celanese Corporation
1.82%1.80%2.68%1.62%1.91%1.95%2.31%1.62%1.75%1.71%1.55%0.95%
CF
CF Industries Holdings, Inc.
2.06%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%0.94%
WBA
7.86%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%1.71%2.05%
PEG
3.66%3.73%3.53%3.06%3.36%3.18%3.46%3.34%3.74%4.03%3.57%4.49%
DTE
DTE Energy Company
3.59%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%3.89%

Комиссия

Комиссия APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min 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

В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.


Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
^GSPC
S&P 500
2.44
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
2.09
INTC
1.95
ADBE
Adobe Inc
2.45
IBM
2.91
ROP
2.03
CSCO
Cisco Systems, Inc.
0.16
KLAC
2.68
AAPL
Apple Inc.
1.27
MCHP
0.31
HPQ
HP Inc.
0.23
META
5.10
GOOGL
Alphabet Inc.
1.87
HST
Host Hotels & Resorts, Inc.
1.05
APTV
Aptiv PLC
-1.01
LOW
1.30
DHI
D.R. Horton, Inc.
2.41
MET
0.05
MA
2.13
JPM
1.68
AMP
Ameriprise Financial, Inc.
0.88
DIS
The Walt Disney Company
0.50
VZ
0.53
STZ
0.87
CVX
Chevron Corporation
-0.08
VLO
0.21
DRI
Darden Restaurants, Inc.
1.33
REGN
1.25
LKQ
-0.37
URI
1.33
TRV
1.08
PWR
1.79
MCK
2.50
BAC
Bank of America Corporation
0.16
TSN
-0.25
DHR
Danaher Corporation
0.77
WAB
1.76
UNP
1.22
COP
ConocoPhillips Company
0.42
TMO
0.33
MRK
1.24
SYK
1.77
CMI
Cummins Inc.
0.48
TGT
-0.04
PFE
-1.34
CVS
CVS Health Corporation
-0.29
CE
Celanese Corporation
1.03
CF
CF Industries Holdings, Inc.
-0.03
WBA
-0.99
PEG
0.54
DTE
DTE Energy Company
0.25

Таблица корреляции активов

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

DTEPEGREGNVZTSNCFMRKMETAPFETGTMCKVLODRIDHISTZAAPLCOPCVSWBAADBECVXGOOGLTRVLOWINTCHSTTMOKLACDISDHRSYKHPQPWRLKQAPTVMCHPIBMCSCOROPCMIWABUNPMACEURIBACJPMMETAMP
DTE1.000.740.140.400.320.130.290.120.300.220.230.190.240.240.320.140.210.300.270.170.260.200.380.240.180.270.240.140.250.270.350.190.230.240.170.150.300.250.300.230.250.310.260.220.190.170.220.230.25
PEG0.741.000.140.380.300.130.290.120.270.250.230.180.240.230.310.170.210.290.270.180.250.200.360.260.210.280.250.150.270.290.350.210.250.260.190.180.310.280.300.250.260.310.260.230.200.190.230.250.27
REGN0.140.141.000.180.170.180.370.320.370.200.330.180.160.230.240.290.180.270.270.360.180.340.230.280.250.210.400.300.250.360.320.240.240.240.230.290.270.320.300.230.240.250.310.240.260.240.230.230.30
VZ0.400.380.181.000.320.170.360.140.330.280.260.200.240.230.280.180.230.360.330.180.300.220.370.270.260.260.280.170.310.300.320.270.230.260.220.200.410.310.300.270.260.300.270.280.240.280.320.310.31
TSN0.320.300.170.321.000.220.230.160.260.280.230.260.270.250.330.180.250.320.320.220.300.210.330.300.270.330.260.240.300.260.300.280.270.310.280.270.340.290.280.320.290.280.280.350.280.310.320.350.36
CF0.130.130.180.170.221.000.180.170.200.200.250.390.240.210.240.210.450.260.240.200.430.220.270.250.250.330.210.250.290.230.230.340.370.320.330.300.320.310.260.370.370.360.260.420.410.390.360.400.40
MRK0.290.290.370.360.230.181.000.200.540.220.400.210.200.210.270.210.240.380.310.260.300.250.370.250.240.230.430.220.250.390.390.240.230.230.200.200.350.330.360.260.250.290.320.250.220.260.310.290.32
META0.120.120.320.140.160.170.201.000.220.210.210.200.240.290.270.460.170.190.240.530.200.600.200.310.400.290.370.420.350.360.360.320.280.300.350.400.270.360.350.260.280.260.440.300.320.300.310.270.35
PFE0.300.270.370.330.260.200.540.221.000.250.370.230.210.220.290.250.250.430.380.290.290.300.340.280.290.250.440.240.290.430.380.280.250.240.250.260.370.360.340.300.290.320.340.290.260.310.340.330.35
TGT0.220.250.200.280.280.200.220.210.251.000.270.220.330.320.290.260.240.330.370.300.280.280.290.460.310.320.330.300.330.330.290.320.340.390.340.320.330.340.340.340.330.340.310.310.340.350.350.360.39
MCK0.230.230.330.260.230.250.400.210.370.271.000.280.260.260.310.230.280.510.400.260.300.280.350.300.260.280.350.250.290.330.380.310.310.320.270.240.380.340.340.310.350.340.330.300.320.340.360.380.41
VLO0.190.180.180.200.260.390.210.200.230.220.281.000.280.250.280.220.540.290.280.230.560.280.330.260.310.380.230.300.320.220.280.360.380.350.380.330.360.320.290.390.400.370.330.410.430.440.430.450.46
DRI0.240.240.160.240.270.240.200.240.210.330.260.281.000.330.330.270.250.290.300.290.270.310.360.370.310.420.260.310.410.270.370.360.340.420.380.360.350.340.330.340.400.360.370.350.370.380.400.400.44
DHI0.240.230.230.230.250.210.210.290.220.320.260.250.331.000.320.320.230.260.290.350.250.350.320.500.340.350.370.380.350.370.360.340.410.410.380.380.320.320.390.350.360.350.380.380.410.310.330.340.41
STZ0.320.310.240.280.330.240.270.270.290.290.310.280.330.321.000.310.250.360.340.340.290.340.370.350.310.340.320.320.350.350.390.310.330.370.350.320.360.350.370.320.360.340.400.350.340.330.360.360.40
AAPL0.140.170.290.180.180.210.210.460.250.260.230.220.270.320.311.000.240.240.290.510.250.540.260.360.460.300.420.500.370.410.370.410.340.340.380.490.360.480.400.330.310.350.470.340.350.320.350.310.40
COP0.210.210.180.230.250.450.240.170.250.240.280.540.250.230.250.241.000.290.300.230.780.250.350.260.320.400.240.270.320.250.270.380.430.350.370.330.380.340.330.440.420.430.320.470.470.460.460.490.48
CVS0.300.290.270.360.320.260.380.190.430.330.510.290.290.260.360.240.291.000.560.230.330.280.420.360.270.340.340.250.350.360.380.320.310.350.310.280.390.370.330.350.370.360.330.340.320.400.410.420.42
WBA0.270.270.270.330.320.240.310.240.380.370.400.280.300.290.340.290.300.561.000.280.340.300.360.360.340.370.340.320.370.320.350.360.340.390.360.340.410.390.350.390.400.380.330.370.370.400.400.410.43
ADBE0.170.180.360.180.220.200.260.530.290.300.260.230.290.350.340.510.230.230.281.000.250.610.280.410.480.320.510.550.410.490.470.410.350.340.410.520.380.510.490.320.350.370.580.360.370.320.330.320.43
CVX0.260.250.180.300.300.430.300.200.290.280.300.560.270.250.290.250.780.330.340.251.000.290.420.290.360.410.280.320.350.300.320.410.450.380.390.360.450.380.370.460.440.450.360.480.480.480.500.510.51
GOOGL0.200.200.340.220.210.220.250.600.300.280.280.280.310.350.340.540.250.280.300.610.291.000.290.390.460.340.470.490.430.450.440.380.350.390.430.490.400.470.460.340.350.360.560.360.370.370.390.360.44
TRV0.380.360.230.370.330.270.370.200.340.290.350.330.360.320.370.260.350.420.360.280.420.291.000.370.310.380.340.280.390.350.410.360.380.410.350.290.460.390.430.430.410.440.390.420.380.500.560.570.55
LOW0.240.260.280.270.300.250.250.310.280.460.300.260.370.500.350.360.260.360.360.410.290.390.371.000.370.370.410.400.410.420.380.380.440.470.440.410.400.430.450.410.420.440.430.410.450.410.410.410.48
INTC0.180.210.250.260.270.250.240.400.290.310.260.310.310.340.310.460.320.270.340.480.360.460.310.371.000.380.430.600.400.410.430.500.380.370.440.640.460.530.430.400.390.400.460.430.410.410.430.400.46
HST0.270.280.210.260.330.330.230.290.250.320.280.380.420.350.340.300.400.340.370.320.410.340.380.370.381.000.310.390.460.320.380.430.440.490.460.420.410.390.380.470.500.450.410.490.500.490.500.500.54
TMO0.240.250.400.280.260.210.430.370.440.330.350.230.260.370.320.420.240.340.340.510.280.470.340.410.430.311.000.450.380.720.530.370.370.370.400.450.390.470.530.380.370.420.500.390.370.360.390.390.46
KLAC0.140.150.300.170.240.250.220.420.240.300.250.300.310.380.320.500.270.250.320.550.320.490.280.400.600.390.451.000.400.450.420.480.430.410.480.720.410.500.460.430.420.410.510.440.460.400.410.410.51
DIS0.250.270.250.310.300.290.250.350.290.330.290.320.410.350.350.370.320.350.370.410.350.430.390.410.400.460.380.401.000.400.430.400.380.450.470.410.410.450.430.410.440.420.490.430.450.470.480.460.53
DHR0.270.290.360.300.260.230.390.360.430.330.330.220.270.370.350.410.250.360.320.490.300.450.350.420.410.320.720.450.401.000.520.370.390.370.400.460.390.470.570.410.390.440.510.410.380.370.390.390.46
SYK0.350.350.320.320.300.230.390.360.380.290.380.280.370.360.390.370.270.380.350.470.320.440.410.380.430.380.530.420.430.521.000.400.380.390.390.430.420.460.480.360.400.420.530.380.370.360.410.400.47
HPQ0.190.210.240.270.280.340.240.320.280.320.310.360.360.340.310.410.380.320.360.410.410.380.360.380.500.430.370.480.400.370.401.000.440.420.480.530.520.520.420.480.440.420.440.490.470.480.470.490.54
PWR0.230.250.240.230.270.370.230.280.250.340.310.380.340.410.330.340.430.310.340.350.450.350.380.440.380.440.370.430.380.390.380.441.000.490.500.470.430.410.470.530.550.510.410.520.600.490.500.520.56
LKQ0.240.260.240.260.310.320.230.300.240.390.320.350.420.410.370.340.350.350.390.340.380.390.410.470.370.490.370.410.450.370.390.420.491.000.540.450.440.420.450.510.530.480.430.510.540.500.510.540.57
APTV0.170.190.230.220.280.330.200.350.250.340.270.380.380.380.350.380.370.310.360.410.390.430.350.440.440.460.400.480.470.400.390.480.500.541.000.530.420.440.430.530.510.480.460.530.550.520.500.520.57
MCHP0.150.180.290.200.270.300.200.400.260.320.240.330.360.380.320.490.330.280.340.520.360.490.290.410.640.420.450.720.410.460.430.530.470.450.531.000.440.520.470.470.450.450.500.500.510.450.460.450.54
IBM0.300.310.270.410.340.320.350.270.370.330.380.360.350.320.360.360.380.390.410.380.450.400.460.400.460.410.390.410.410.390.420.520.430.440.420.441.000.540.480.490.460.470.480.470.450.470.500.520.53
CSCO0.250.280.320.310.290.310.330.360.360.340.340.320.340.320.350.480.340.370.390.510.380.470.390.430.530.390.470.500.450.470.460.520.410.420.440.520.541.000.500.430.420.460.500.440.420.440.460.460.52
ROP0.300.300.300.300.280.260.360.350.340.340.340.290.330.390.370.400.330.330.350.490.370.460.430.450.430.380.530.460.430.570.480.420.470.450.430.470.480.501.000.490.490.530.540.470.470.420.470.450.53
CMI0.230.250.230.270.320.370.260.260.300.340.310.390.340.350.320.330.440.350.390.320.460.340.430.410.400.470.380.430.410.410.360.480.530.510.530.470.490.430.491.000.590.540.420.590.630.530.550.590.60
WAB0.250.260.240.260.290.370.250.280.290.330.350.400.400.360.360.310.420.370.400.350.440.350.410.420.390.500.370.420.440.390.400.440.550.530.510.450.460.420.490.591.000.560.440.550.610.540.550.560.59
UNP0.310.310.250.300.280.360.290.260.320.340.340.370.360.350.340.350.430.360.380.370.450.360.440.440.400.450.420.410.420.440.420.420.510.480.480.450.470.460.530.540.561.000.470.540.540.510.530.530.58
MA0.260.260.310.270.280.260.320.440.340.310.330.330.370.380.400.470.320.330.330.580.360.560.390.430.460.410.500.510.490.510.530.440.410.430.460.500.480.500.540.420.440.471.000.450.430.440.480.460.55
CE0.220.230.240.280.350.420.250.300.290.310.300.410.350.380.350.340.470.340.370.360.480.360.420.410.430.490.390.440.430.410.380.490.520.510.530.500.470.440.470.590.550.540.451.000.590.560.550.580.61
URI0.190.200.260.240.280.410.220.320.260.340.320.430.370.410.340.350.470.320.370.370.480.370.380.450.410.500.370.460.450.380.370.470.600.540.550.510.450.420.470.630.610.540.430.591.000.560.540.570.62
BAC0.170.190.240.280.310.390.260.300.310.350.340.440.380.310.330.320.460.400.400.320.480.370.500.410.410.490.360.400.470.370.360.480.490.500.520.450.470.440.420.530.540.510.440.560.561.000.840.750.72
JPM0.220.230.230.320.320.360.310.310.340.350.360.430.400.330.360.350.460.410.400.330.500.390.560.410.430.500.390.410.480.390.410.470.500.510.500.460.500.460.470.550.550.530.480.550.540.841.000.750.73
MET0.230.250.230.310.350.400.290.270.330.360.380.450.400.340.360.310.490.420.410.320.510.360.570.410.400.500.390.410.460.390.400.490.520.540.520.450.520.460.450.590.560.530.460.580.570.750.751.000.77
AMP0.250.270.300.310.360.400.320.350.350.390.410.460.440.410.400.400.480.420.430.430.510.440.550.480.460.540.460.510.530.460.470.540.560.570.570.540.530.520.530.600.590.580.550.610.620.720.730.771.00

График просадок

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight показал максимальную просадку в 36.94%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 108 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

-36.94%13 февр. 2020 г.2723 мар. 2020 г.10825 авг. 2020 г.135
-20.58%5 янв. 2022 г.18630 сент. 2022 г.1883 июл. 2023 г.374
-20.28%21 сент. 2018 г.6524 дек. 2018 г.661 апр. 2019 г.131
-15.87%2 дек. 2015 г.4911 февр. 2016 г.4518 апр. 2016 г.94
-12.24%24 июн. 2015 г.4425 авг. 2015 г.493 нояб. 2015 г.93

График волатильности

Текущая волатильность APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight составляет 3.01%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.01%
3.47%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Активы портфеля
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