Stock Opt
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Stock Opt
Последнее обновление 20 апр. 2025 г.
Распределение активов
| Позиция | Категория/Сектор | Целевая доля |
|---|---|---|
AAPL Apple Inc | Technology | 5% |
ADBE Adobe Inc | Technology | 2% |
AI.PA L'Air Liquide S.A. | Basic Materials | 2% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3% |
ASML ASML Holding N.V. | Technology | 2% |
AVGO Broadcom Inc. | Technology | 2% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 3% |
COST Costco Wholesale Corporation | Consumer Defensive | 4% |
CRM salesforce.com, inc. | Technology | 2% |
DHR Danaher Corporation | Healthcare | 2% |
GOOGL Alphabet Inc. | Communication Services | 4% |
HD The Home Depot, Inc. | Consumer Cyclical | 3% |
KO The Coca-Cola Company | Consumer Defensive | 3% |
LIN Linde plc | Basic Materials | 2% |
LLY Eli Lilly and Company | Healthcare | 2% |
LMT Lockheed Martin Corporation | Industrials | 2% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 2% |
MA Mastercard Inc | Financial Services | 3% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 3% |
MCD | 3% | |
META | 3% | |
MNST | 2% | |
MRK | 2% | |
MSFT | 5% | |
NFLX | 2% | |
NOW | 2% | |
NVDA | 4% | |
OR.PA | 2% | |
PEP | 4% | |
PG | 2% | |
RMS.PA | 2% | |
TMO | 2% | |
TSLA | 2% | |
TSM | 3% | |
UNH | 3% | |
V | 3% | |
WMT | 3% |
Доходность
График доходности
График показывает рост $10,000 инвестированных в Stock Opt и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
Stock Opt
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 6 авг. 2009 г., начальной даты AVGO
Доходность по периодам
Stock Opt на 20 апр. 2025 г. показал доходность в -7.72% с начала года и доходность в 22.01% в годовом выражении за последние 10 лет.
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Stock Opt | -20.50% | -9.19% | -15.75% | 25.86% | 32.00% | 28.62% |
| Активы портфеля: | ||||||
AAPL Apple Inc | -21.25% | -8.00% | -15.99% | 19.95% | 23.34% | 20.68% |
MSFT | -12.57% | -4.93% | -11.70% | -7.15% | 16.57% | 25.10% |
PEP | -5.23% | -2.93% | -16.98% | -15.24% | 4.09% | 6.84% |
COST Costco Wholesale Corporation | 8.66% | 11.07% | 12.07% | 40.93% | 27.42% | 22.62% |
GOOGL Alphabet Inc. | -20.06% | -7.15% | -7.29% | -1.43% | 18.70% | 18.18% |
NVDA | -24.42% | -14.38% | -26.44% | 33.22% | 67.77% | 66.81% |
V | 4.47% | -2.91% | 13.83% | 23.09% | 15.35% | 17.46% |
MA Mastercard Inc | -1.45% | -3.40% | 0.50% | 14.27% | 15.72% | 19.17% |
TSM | -22.87% | -14.50% | -23.89% | 20.49% | 25.17% | 22.91% |
UNH | -9.85% | -11.19% | -19.63% | -7.93% | 11.31% | 15.80% |
MCD | 8.01% | 1.40% | -0.50% | 17.24% | 13.61% | 14.75% |
WMT | 3.46% | 8.93% | 15.22% | 58.37% | 17.81% | 15.41% |
HD The Home Depot, Inc. | -8.14% | -0.13% | -13.45% | 8.51% | 13.83% | 14.42% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -16.13% | -15.88% | -17.75% | -33.75% | 8.48% | 13.80% |
AMZN Amazon.com, Inc. | -21.32% | -11.46% | -8.67% | -1.16% | 7.40% | 23.73% |
KO The Coca-Cola Company | 18.12% | 4.72% | 5.19% | 24.95% | 12.50% | 9.04% |
BRK-B Berkshire Hathaway Inc. | 14.32% | -1.99% | 11.49% | 27.93% | 21.77% | 13.47% |
PG | 2.40% | 1.84% | 0.23% | 9.85% | 9.61% | 10.25% |
AVGO Broadcom Inc. | -26.02% | -10.26% | -4.40% | 43.67% | 48.22% | 32.09% |
LOW Lowe's Companies, Inc. | -10.88% | -3.21% | -21.57% | -3.13% | 19.74% | 13.25% |
LLY Eli Lilly and Company | 8.99% | -0.31% | -8.19% | 16.40% | 40.22% | 29.37% |
TMO | -17.76% | -17.57% | -28.84% | -21.30% | 5.60% | 12.59% |
OR.PA | 9.76% | -0.73% | -4.07% | -16.80% | 8.20% | 8.88% |
ASML ASML Holding N.V. | -7.44% | -12.79% | -11.09% | -24.89% | 17.66% | 20.18% |
LIN Linde plc | 8.35% | -1.23% | -6.46% | 2.58% | 20.70% | 15.78% |
TSLA | -40.23% | 2.16% | 9.37% | 64.14% | 36.07% | 31.48% |
MRK | -20.91% | -17.66% | -27.04% | -36.15% | 2.71% | 6.59% |
CRM salesforce.com, inc. | -25.93% | -11.25% | -15.36% | -8.01% | 8.65% | 13.56% |
ADBE Adobe Inc | -21.56% | -10.47% | -29.52% | -24.99% | 0.22% | 16.12% |
RMS.PA | 8.24% | -4.51% | 14.64% | 5.74% | 28.01% | 22.06% |
DHR Danaher Corporation | -18.49% | -11.00% | -31.72% | -20.29% | 6.48% | 17.81% |
NOW | -27.16% | -6.30% | -16.23% | 8.16% | 20.06% | 25.13% |
MNST | 11.13% | 2.71% | 8.07% | 9.92% | 13.37% | 9.38% |
NFLX | 9.17% | 2.33% | 27.38% | 75.31% | 16.87% | 27.68% |
META | -14.28% | -14.42% | -12.86% | 4.62% | 22.47% | 19.03% |
AI.PA L'Air Liquide S.A. | 21.14% | 2.01% | 4.28% | 10.11% | 14.31% | 10.51% |
LMT Lockheed Martin Corporation | -3.79% | -0.57% | -23.11% | 2.67% | 6.57% | 11.58% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Stock Opt, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -3.72% | -2.77% | -10.77% | -4.83% | -20.50% | ||||||||
| 2024 | 7.73% | 15.09% | 5.50% | -3.95% | 14.38% | 10.28% | -2.10% | 2.13% | 3.25% | 3.66% | 7.01% | 1.57% | 84.30% |
| 2023 | 17.19% | 4.22% | 9.56% | -2.12% | 16.44% | 10.77% | 4.91% | 1.15% | -7.86% | -4.40% | 12.93% | 4.90% | 87.08% |
| 2022 | -11.48% | -4.56% | 8.62% | -18.48% | -3.21% | -10.05% | 16.45% | -7.89% | -9.25% | 2.60% | 6.00% | -12.01% | -39.32% |
| 2021 | 1.92% | -2.41% | 0.82% | 6.41% | -1.19% | 8.61% | 1.86% | 6.67% | -2.84% | 17.86% | 5.84% | -2.75% | 46.65% |
| 2020 | 5.70% | -2.14% | -6.75% | 15.48% | 7.23% | 7.42% | 10.19% | 18.90% | -4.41% | -4.67% | 12.71% | 6.93% | 84.59% |
| 2019 | 9.75% | 4.27% | 4.07% | 4.26% | -8.35% | 8.66% | -0.09% | -1.32% | -0.60% | 5.66% | 5.46% | 4.71% | 41.38% |
| 2018 | 14.53% | -1.25% | -2.96% | 2.02% | 6.44% | 1.96% | -0.15% | 7.04% | 0.73% | -11.41% | -2.09% | -7.59% | 4.87% |
| 2017 | 6.50% | 1.94% | 3.73% | 3.22% | 8.21% | -1.34% | 5.25% | 2.70% | 1.47% | 7.13% | 0.68% | -0.03% | 46.75% |
| 2016 | -7.21% | -1.28% | 8.83% | -1.04% | 4.30% | -1.58% | 7.38% | 0.53% | 1.54% | 1.78% | 0.68% | 3.66% | 17.88% |
| 2015 | 0.48% | 7.04% | -2.50% | 3.27% | 3.90% | -0.87% | 6.23% | -4.32% | -0.81% | 6.76% | 4.01% | -0.31% | 24.48% |
| 2014 | 0.26% | 7.96% | -4.03% | -1.40% | 4.40% | 3.42% | -2.17% | 7.25% | -1.48% | 1.95% | 3.62% | -1.36% | 19.13% |
Комиссия
Комиссия Stock Opt 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 рейтинг Stock Opt составляет 52, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Portfolio: 0.39
^GSPC: 0.24
Portfolio: 0.80
^GSPC: 0.47
Portfolio: 1.10
^GSPC: 1.07
Portfolio: 0.51
^GSPC: 0.24
Portfolio: 1.59
^GSPC: 1.08
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.52 | 0.95 | 1.14 | 0.51 | 2.02 |
MSFT | -0.36 | -0.36 | 0.95 | -0.37 | -0.86 |
PEP | -0.85 | -1.10 | 0.87 | -0.66 | -1.42 |
COST Costco Wholesale Corporation | 1.71 | 2.30 | 1.31 | 2.13 | 6.60 |
GOOGL Alphabet Inc. | -0.39 | -0.37 | 0.95 | -0.39 | -0.95 |
NVDA | 0.27 | 0.78 | 1.10 | 0.43 | 1.17 |
V | 0.98 | 1.42 | 1.21 | 1.40 | 4.96 |
MA Mastercard Inc | 0.61 | 0.95 | 1.14 | 0.75 | 3.32 |
TSM | 0.25 | 0.66 | 1.08 | 0.31 | 0.92 |
UNH | -0.19 | 0.00 | 1.00 | -0.26 | -0.62 |
MCD | 0.85 | 1.28 | 1.17 | 0.97 | 3.08 |
WMT | 2.30 | 3.14 | 1.44 | 2.59 | 9.04 |
HD The Home Depot, Inc. | 0.38 | 0.69 | 1.08 | 0.39 | 1.17 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -1.05 | -1.57 | 0.82 | -0.78 | -1.82 |
AMZN Amazon.com, Inc. | -0.12 | 0.06 | 1.01 | -0.13 | -0.39 |
KO The Coca-Cola Company | 1.34 | 1.95 | 1.25 | 1.40 | 3.05 |
BRK-B Berkshire Hathaway Inc. | 1.56 | 2.19 | 1.32 | 3.28 | 8.41 |
PG | 0.43 | 0.67 | 1.09 | 0.65 | 1.64 |
AVGO Broadcom Inc. | 0.46 | 1.13 | 1.15 | 0.70 | 2.08 |
LOW Lowe's Companies, Inc. | -0.14 | -0.04 | 1.00 | -0.14 | -0.37 |
LLY Eli Lilly and Company | 0.43 | 0.87 | 1.11 | 0.62 | 1.26 |
TMO | -1.02 | -1.45 | 0.82 | -0.69 | -2.12 |
OR.PA | -0.63 | -0.80 | 0.91 | -0.51 | -0.81 |
ASML ASML Holding N.V. | -0.62 | -0.66 | 0.91 | -0.66 | -1.07 |
LIN Linde plc | 0.18 | 0.37 | 1.05 | 0.22 | 0.56 |
TSLA | 0.60 | 1.39 | 1.17 | 0.74 | 1.99 |
MRK | -1.53 | -2.12 | 0.71 | -0.94 | -1.85 |
CRM salesforce.com, inc. | -0.25 | -0.09 | 0.99 | -0.27 | -0.69 |
ADBE Adobe Inc | -0.73 | -0.87 | 0.87 | -0.53 | -1.45 |
RMS.PA | 0.14 | 0.41 | 1.05 | 0.18 | 0.46 |
DHR Danaher Corporation | -0.86 | -1.10 | 0.85 | -0.60 | -1.55 |
NOW | 0.17 | 0.51 | 1.07 | 0.18 | 0.52 |
MNST | 0.37 | 0.65 | 1.10 | 0.36 | 1.08 |
NFLX | 2.31 | 3.09 | 1.41 | 3.60 | 12.49 |
META | 0.39 | 0.79 | 1.10 | 0.42 | 1.48 |
AI.PA L'Air Liquide S.A. | 0.52 | 0.83 | 1.11 | 0.59 | 1.32 |
LMT Lockheed Martin Corporation | 0.14 | 0.33 | 1.05 | 0.11 | 0.22 |
Stock Opt
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Stock Opt за предыдущие двенадцать месяцев составила 1.16%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.16% | 1.07% | 1.13% | 1.10% | 0.92% | 1.16% | 1.22% | 1.43% | 1.42% | 2.17% | 1.58% | 1.43% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT | 0.86% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
PEP | 3.79% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
GOOGL Alphabet Inc. | 0.53% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
V | 0.67% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
MA Mastercard Inc | 0.55% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
TSM | 1.63% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
UNH | 1.85% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
MCD | 2.21% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
WMT | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
HD The Home Depot, Inc. | 2.55% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.68% | 2.05% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% |
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% |
KO The Coca-Cola Company | 2.69% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
BRK-B Berkshire Hathaway 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% |
PG | 1.77% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
LOW Lowe's Companies, Inc. | 2.08% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
LLY Eli Lilly and Company | 0.64% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
TMO | 0.37% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
OR.PA | 1.93% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% |
ASML ASML Holding N.V. | 1.05% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
LIN Linde plc | 1.25% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
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% |
MRK | 4.05% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
CRM salesforce.com, inc. | 0.65% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
RMS.PA | 0.59% | 0.58% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% |
DHR Danaher Corporation | 0.60% | 0.47% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MNST | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.40% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AI.PA L'Air Liquide S.A. | 1.68% | 1.85% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% |
LMT Lockheed Martin Corporation | 2.78% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Stock Opt
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Stock Opt показал максимальную просадку в 44.00%, зарегистрированную 14 окт. 2022 г.. Полное восстановление заняло 192 торговые сессии.
Текущая просадка Stock Opt составляет 11.64%.
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 |
|---|---|---|---|---|---|---|
| -44% | 22 нояб. 2021 г. | 234 | 14 окт. 2022 г. | 192 | 13 июл. 2023 г. | 426 |
| -30.09% | 24 янв. 2025 г. | 51 | 4 апр. 2025 г. | — | — | — |
| -29.48% | 20 февр. 2020 г. | 18 | 16 мар. 2020 г. | 46 | 20 мая 2020 г. | 64 |
| -27.26% | 2 окт. 2018 г. | 60 | 24 дек. 2018 г. | 139 | 10 июл. 2019 г. | 199 |
| -19.79% | 11 июл. 2024 г. | 20 | 7 авг. 2024 г. | 46 | 10 окт. 2024 г. | 66 |
Волатильность
График волатильности
Текущая волатильность Stock Opt составляет 19.80%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Stock Opt
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| RMS.PA | MRK | TSLA | LMT | LLY | OR.PA | WMT | AI.PA | UNH | MC.PA | NFLX | PG | KO | MCD | PEP | MNST | TSM | META | NVDA | COST | NOW | LOW | AAPL | AVGO | HD | LIN | CRM | BRK-B | AMZN | DHR | ASML | TMO | GOOGL | ADBE | V | MSFT | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RMS.PA | 1.00 | 0.11 | 0.16 | 0.10 | 0.13 | 0.60 | 0.12 | 0.53 | 0.13 | 0.72 | 0.16 | 0.17 | 0.19 | 0.19 | 0.18 | 0.18 | 0.26 | 0.18 | 0.20 | 0.20 | 0.20 | 0.24 | 0.21 | 0.25 | 0.23 | 0.28 | 0.22 | 0.22 | 0.25 | 0.24 | 0.37 | 0.26 | 0.24 | 0.26 | 0.27 | 0.26 | 0.27 |
| MRK | 0.11 | 1.00 | 0.09 | 0.30 | 0.46 | 0.19 | 0.26 | 0.20 | 0.35 | 0.16 | 0.15 | 0.39 | 0.36 | 0.33 | 0.38 | 0.29 | 0.12 | 0.17 | 0.11 | 0.25 | 0.19 | 0.24 | 0.20 | 0.18 | 0.25 | 0.32 | 0.20 | 0.38 | 0.19 | 0.37 | 0.18 | 0.41 | 0.23 | 0.23 | 0.32 | 0.26 | 0.31 |
| TSLA | 0.16 | 0.09 | 1.00 | 0.11 | 0.13 | 0.14 | 0.16 | 0.16 | 0.15 | 0.19 | 0.37 | 0.10 | 0.13 | 0.16 | 0.13 | 0.21 | 0.33 | 0.34 | 0.38 | 0.26 | 0.35 | 0.25 | 0.37 | 0.38 | 0.25 | 0.23 | 0.39 | 0.23 | 0.40 | 0.26 | 0.34 | 0.27 | 0.37 | 0.37 | 0.28 | 0.36 | 0.31 |
| LMT | 0.10 | 0.30 | 0.11 | 1.00 | 0.25 | 0.17 | 0.27 | 0.21 | 0.33 | 0.16 | 0.12 | 0.33 | 0.39 | 0.35 | 0.38 | 0.29 | 0.17 | 0.17 | 0.16 | 0.28 | 0.18 | 0.29 | 0.23 | 0.22 | 0.32 | 0.34 | 0.22 | 0.45 | 0.18 | 0.30 | 0.20 | 0.31 | 0.23 | 0.26 | 0.36 | 0.25 | 0.37 |
| LLY | 0.13 | 0.46 | 0.13 | 0.25 | 1.00 | 0.16 | 0.26 | 0.17 | 0.33 | 0.14 | 0.20 | 0.32 | 0.28 | 0.24 | 0.30 | 0.24 | 0.19 | 0.26 | 0.22 | 0.30 | 0.24 | 0.24 | 0.24 | 0.25 | 0.26 | 0.29 | 0.26 | 0.32 | 0.26 | 0.34 | 0.24 | 0.36 | 0.28 | 0.29 | 0.30 | 0.31 | 0.30 |
| OR.PA | 0.60 | 0.19 | 0.14 | 0.17 | 0.16 | 1.00 | 0.14 | 0.63 | 0.16 | 0.68 | 0.15 | 0.27 | 0.29 | 0.24 | 0.28 | 0.25 | 0.24 | 0.18 | 0.18 | 0.19 | 0.18 | 0.24 | 0.22 | 0.22 | 0.23 | 0.33 | 0.22 | 0.25 | 0.23 | 0.27 | 0.34 | 0.29 | 0.24 | 0.26 | 0.28 | 0.26 | 0.28 |
| WMT | 0.12 | 0.26 | 0.16 | 0.27 | 0.26 | 0.14 | 1.00 | 0.14 | 0.28 | 0.14 | 0.18 | 0.44 | 0.37 | 0.34 | 0.41 | 0.30 | 0.18 | 0.18 | 0.20 | 0.57 | 0.17 | 0.34 | 0.25 | 0.21 | 0.39 | 0.29 | 0.19 | 0.37 | 0.27 | 0.29 | 0.22 | 0.29 | 0.26 | 0.25 | 0.30 | 0.30 | 0.30 |
| AI.PA | 0.53 | 0.20 | 0.16 | 0.21 | 0.17 | 0.63 | 0.14 | 1.00 | 0.19 | 0.63 | 0.17 | 0.24 | 0.26 | 0.22 | 0.24 | 0.22 | 0.26 | 0.19 | 0.21 | 0.19 | 0.19 | 0.25 | 0.24 | 0.24 | 0.24 | 0.41 | 0.24 | 0.32 | 0.23 | 0.30 | 0.39 | 0.31 | 0.25 | 0.28 | 0.30 | 0.27 | 0.31 |
| UNH | 0.13 | 0.35 | 0.15 | 0.33 | 0.33 | 0.16 | 0.28 | 0.19 | 1.00 | 0.17 | 0.19 | 0.33 | 0.32 | 0.32 | 0.33 | 0.29 | 0.20 | 0.21 | 0.21 | 0.30 | 0.23 | 0.32 | 0.27 | 0.25 | 0.33 | 0.34 | 0.24 | 0.42 | 0.25 | 0.38 | 0.25 | 0.39 | 0.31 | 0.28 | 0.36 | 0.31 | 0.35 |
| MC.PA | 0.72 | 0.16 | 0.19 | 0.16 | 0.14 | 0.68 | 0.14 | 0.63 | 0.17 | 1.00 | 0.20 | 0.20 | 0.24 | 0.25 | 0.21 | 0.24 | 0.33 | 0.23 | 0.25 | 0.23 | 0.24 | 0.29 | 0.26 | 0.28 | 0.28 | 0.35 | 0.28 | 0.31 | 0.28 | 0.30 | 0.42 | 0.31 | 0.29 | 0.32 | 0.33 | 0.31 | 0.35 |
| NFLX | 0.16 | 0.15 | 0.37 | 0.12 | 0.20 | 0.15 | 0.18 | 0.17 | 0.19 | 0.20 | 1.00 | 0.15 | 0.10 | 0.18 | 0.15 | 0.23 | 0.33 | 0.46 | 0.43 | 0.29 | 0.45 | 0.28 | 0.39 | 0.38 | 0.29 | 0.28 | 0.45 | 0.26 | 0.52 | 0.31 | 0.37 | 0.32 | 0.45 | 0.48 | 0.35 | 0.44 | 0.38 |
| PG | 0.17 | 0.39 | 0.10 | 0.33 | 0.32 | 0.27 | 0.44 | 0.24 | 0.33 | 0.20 | 0.15 | 1.00 | 0.59 | 0.41 | 0.63 | 0.39 | 0.16 | 0.16 | 0.14 | 0.40 | 0.14 | 0.32 | 0.25 | 0.18 | 0.36 | 0.38 | 0.21 | 0.40 | 0.21 | 0.35 | 0.23 | 0.35 | 0.26 | 0.27 | 0.36 | 0.31 | 0.36 |
| KO | 0.19 | 0.36 | 0.13 | 0.39 | 0.28 | 0.29 | 0.37 | 0.26 | 0.32 | 0.24 | 0.10 | 0.59 | 1.00 | 0.47 | 0.70 | 0.48 | 0.17 | 0.15 | 0.13 | 0.37 | 0.16 | 0.31 | 0.24 | 0.21 | 0.34 | 0.41 | 0.22 | 0.47 | 0.21 | 0.35 | 0.23 | 0.33 | 0.27 | 0.28 | 0.39 | 0.31 | 0.39 |
| MCD | 0.19 | 0.33 | 0.16 | 0.35 | 0.24 | 0.24 | 0.34 | 0.22 | 0.32 | 0.25 | 0.18 | 0.41 | 0.47 | 1.00 | 0.44 | 0.35 | 0.22 | 0.25 | 0.21 | 0.36 | 0.23 | 0.36 | 0.29 | 0.28 | 0.38 | 0.36 | 0.28 | 0.42 | 0.28 | 0.37 | 0.28 | 0.35 | 0.31 | 0.32 | 0.41 | 0.35 | 0.42 |
| PEP | 0.18 | 0.38 | 0.13 | 0.38 | 0.30 | 0.28 | 0.41 | 0.24 | 0.33 | 0.21 | 0.15 | 0.63 | 0.70 | 0.44 | 1.00 | 0.50 | 0.19 | 0.19 | 0.16 | 0.40 | 0.18 | 0.33 | 0.27 | 0.22 | 0.37 | 0.39 | 0.24 | 0.42 | 0.24 | 0.38 | 0.25 | 0.36 | 0.28 | 0.30 | 0.38 | 0.34 | 0.37 |
| MNST | 0.18 | 0.29 | 0.21 | 0.29 | 0.24 | 0.25 | 0.30 | 0.22 | 0.29 | 0.24 | 0.23 | 0.39 | 0.48 | 0.35 | 0.50 | 1.00 | 0.25 | 0.30 | 0.27 | 0.36 | 0.30 | 0.36 | 0.32 | 0.29 | 0.38 | 0.35 | 0.34 | 0.37 | 0.34 | 0.35 | 0.32 | 0.36 | 0.35 | 0.38 | 0.40 | 0.38 | 0.40 |
| TSM | 0.26 | 0.12 | 0.33 | 0.17 | 0.19 | 0.24 | 0.18 | 0.26 | 0.20 | 0.33 | 0.33 | 0.16 | 0.17 | 0.22 | 0.19 | 0.25 | 1.00 | 0.38 | 0.56 | 0.31 | 0.38 | 0.32 | 0.44 | 0.56 | 0.33 | 0.35 | 0.40 | 0.34 | 0.42 | 0.37 | 0.60 | 0.38 | 0.45 | 0.45 | 0.39 | 0.47 | 0.41 |
| META | 0.18 | 0.17 | 0.34 | 0.17 | 0.26 | 0.18 | 0.18 | 0.19 | 0.21 | 0.23 | 0.46 | 0.16 | 0.15 | 0.25 | 0.19 | 0.30 | 0.38 | 1.00 | 0.48 | 0.31 | 0.47 | 0.30 | 0.45 | 0.44 | 0.31 | 0.31 | 0.49 | 0.30 | 0.57 | 0.34 | 0.42 | 0.35 | 0.60 | 0.51 | 0.42 | 0.50 | 0.42 |
| NVDA | 0.20 | 0.11 | 0.38 | 0.16 | 0.22 | 0.18 | 0.20 | 0.21 | 0.21 | 0.25 | 0.43 | 0.14 | 0.13 | 0.21 | 0.16 | 0.27 | 0.56 | 0.48 | 1.00 | 0.35 | 0.51 | 0.33 | 0.47 | 0.59 | 0.34 | 0.34 | 0.51 | 0.31 | 0.51 | 0.36 | 0.58 | 0.38 | 0.50 | 0.55 | 0.40 | 0.56 | 0.43 |
| COST | 0.20 | 0.25 | 0.26 | 0.28 | 0.30 | 0.19 | 0.57 | 0.19 | 0.30 | 0.23 | 0.29 | 0.40 | 0.37 | 0.36 | 0.40 | 0.36 | 0.31 | 0.31 | 0.35 | 1.00 | 0.31 | 0.41 | 0.38 | 0.35 | 0.48 | 0.36 | 0.34 | 0.40 | 0.40 | 0.39 | 0.34 | 0.39 | 0.40 | 0.41 | 0.40 | 0.45 | 0.40 |
| NOW | 0.20 | 0.19 | 0.35 | 0.18 | 0.24 | 0.18 | 0.17 | 0.19 | 0.23 | 0.24 | 0.45 | 0.14 | 0.16 | 0.23 | 0.18 | 0.30 | 0.38 | 0.47 | 0.51 | 0.31 | 1.00 | 0.35 | 0.42 | 0.45 | 0.35 | 0.34 | 0.65 | 0.28 | 0.53 | 0.41 | 0.45 | 0.42 | 0.49 | 0.61 | 0.47 | 0.55 | 0.48 |
| LOW | 0.24 | 0.24 | 0.25 | 0.29 | 0.24 | 0.24 | 0.34 | 0.25 | 0.32 | 0.29 | 0.28 | 0.32 | 0.31 | 0.36 | 0.33 | 0.36 | 0.32 | 0.30 | 0.33 | 0.41 | 0.35 | 1.00 | 0.35 | 0.36 | 0.79 | 0.42 | 0.38 | 0.46 | 0.36 | 0.41 | 0.39 | 0.40 | 0.37 | 0.39 | 0.41 | 0.39 | 0.43 |
| AAPL | 0.21 | 0.20 | 0.37 | 0.23 | 0.24 | 0.22 | 0.25 | 0.24 | 0.27 | 0.26 | 0.39 | 0.25 | 0.24 | 0.29 | 0.27 | 0.32 | 0.44 | 0.45 | 0.47 | 0.38 | 0.42 | 0.35 | 1.00 | 0.51 | 0.36 | 0.37 | 0.45 | 0.38 | 0.49 | 0.38 | 0.47 | 0.39 | 0.53 | 0.48 | 0.43 | 0.56 | 0.45 |
| AVGO | 0.25 | 0.18 | 0.38 | 0.22 | 0.25 | 0.22 | 0.21 | 0.24 | 0.25 | 0.28 | 0.38 | 0.18 | 0.21 | 0.28 | 0.22 | 0.29 | 0.56 | 0.44 | 0.59 | 0.35 | 0.45 | 0.36 | 0.51 | 1.00 | 0.36 | 0.39 | 0.47 | 0.37 | 0.47 | 0.40 | 0.60 | 0.40 | 0.47 | 0.50 | 0.42 | 0.51 | 0.44 |
| HD | 0.23 | 0.25 | 0.25 | 0.32 | 0.26 | 0.23 | 0.39 | 0.24 | 0.33 | 0.28 | 0.29 | 0.36 | 0.34 | 0.38 | 0.37 | 0.38 | 0.33 | 0.31 | 0.34 | 0.48 | 0.35 | 0.79 | 0.36 | 0.36 | 1.00 | 0.42 | 0.37 | 0.47 | 0.39 | 0.44 | 0.41 | 0.43 | 0.38 | 0.41 | 0.45 | 0.42 | 0.45 |
| LIN | 0.28 | 0.32 | 0.23 | 0.34 | 0.29 | 0.33 | 0.29 | 0.41 | 0.34 | 0.35 | 0.28 | 0.38 | 0.41 | 0.36 | 0.39 | 0.35 | 0.35 | 0.31 | 0.34 | 0.36 | 0.34 | 0.42 | 0.37 | 0.39 | 0.42 | 1.00 | 0.36 | 0.51 | 0.33 | 0.47 | 0.46 | 0.46 | 0.40 | 0.42 | 0.49 | 0.44 | 0.51 |
| CRM | 0.22 | 0.20 | 0.39 | 0.22 | 0.26 | 0.22 | 0.19 | 0.24 | 0.24 | 0.28 | 0.45 | 0.21 | 0.22 | 0.28 | 0.24 | 0.34 | 0.40 | 0.49 | 0.51 | 0.34 | 0.65 | 0.38 | 0.45 | 0.47 | 0.37 | 0.36 | 1.00 | 0.36 | 0.56 | 0.43 | 0.46 | 0.43 | 0.52 | 0.65 | 0.50 | 0.57 | 0.51 |
| BRK-B | 0.22 | 0.38 | 0.23 | 0.45 | 0.32 | 0.25 | 0.37 | 0.32 | 0.42 | 0.31 | 0.26 | 0.40 | 0.47 | 0.42 | 0.42 | 0.37 | 0.34 | 0.30 | 0.31 | 0.40 | 0.28 | 0.46 | 0.38 | 0.37 | 0.47 | 0.51 | 0.36 | 1.00 | 0.35 | 0.46 | 0.39 | 0.44 | 0.41 | 0.38 | 0.53 | 0.41 | 0.54 |
| AMZN | 0.25 | 0.19 | 0.40 | 0.18 | 0.26 | 0.23 | 0.27 | 0.23 | 0.25 | 0.28 | 0.52 | 0.21 | 0.21 | 0.28 | 0.24 | 0.34 | 0.42 | 0.57 | 0.51 | 0.40 | 0.53 | 0.36 | 0.49 | 0.47 | 0.39 | 0.33 | 0.56 | 0.35 | 1.00 | 0.38 | 0.46 | 0.40 | 0.65 | 0.58 | 0.47 | 0.60 | 0.49 |
| DHR | 0.24 | 0.37 | 0.26 | 0.30 | 0.34 | 0.27 | 0.29 | 0.30 | 0.38 | 0.30 | 0.31 | 0.35 | 0.35 | 0.37 | 0.38 | 0.35 | 0.37 | 0.34 | 0.36 | 0.39 | 0.41 | 0.41 | 0.38 | 0.40 | 0.44 | 0.47 | 0.43 | 0.46 | 0.38 | 1.00 | 0.42 | 0.72 | 0.42 | 0.46 | 0.46 | 0.47 | 0.48 |
| ASML | 0.37 | 0.18 | 0.34 | 0.20 | 0.24 | 0.34 | 0.22 | 0.39 | 0.25 | 0.42 | 0.37 | 0.23 | 0.23 | 0.28 | 0.25 | 0.32 | 0.60 | 0.42 | 0.58 | 0.34 | 0.45 | 0.39 | 0.47 | 0.60 | 0.41 | 0.46 | 0.46 | 0.39 | 0.46 | 0.42 | 1.00 | 0.45 | 0.48 | 0.52 | 0.45 | 0.54 | 0.46 |
| TMO | 0.26 | 0.41 | 0.27 | 0.31 | 0.36 | 0.29 | 0.29 | 0.31 | 0.39 | 0.31 | 0.32 | 0.35 | 0.33 | 0.35 | 0.36 | 0.36 | 0.38 | 0.35 | 0.38 | 0.39 | 0.42 | 0.40 | 0.39 | 0.40 | 0.43 | 0.46 | 0.43 | 0.44 | 0.40 | 0.72 | 0.45 | 1.00 | 0.44 | 0.48 | 0.47 | 0.47 | 0.48 |
| GOOGL | 0.24 | 0.23 | 0.37 | 0.23 | 0.28 | 0.24 | 0.26 | 0.25 | 0.31 | 0.29 | 0.45 | 0.26 | 0.27 | 0.31 | 0.28 | 0.35 | 0.45 | 0.60 | 0.50 | 0.40 | 0.49 | 0.37 | 0.53 | 0.47 | 0.38 | 0.40 | 0.52 | 0.41 | 0.65 | 0.42 | 0.48 | 0.44 | 1.00 | 0.58 | 0.52 | 0.64 | 0.52 |
| ADBE | 0.26 | 0.23 | 0.37 | 0.26 | 0.29 | 0.26 | 0.25 | 0.28 | 0.28 | 0.32 | 0.48 | 0.27 | 0.28 | 0.32 | 0.30 | 0.38 | 0.45 | 0.51 | 0.55 | 0.41 | 0.61 | 0.39 | 0.48 | 0.50 | 0.41 | 0.42 | 0.65 | 0.38 | 0.58 | 0.46 | 0.52 | 0.48 | 0.58 | 1.00 | 0.56 | 0.65 | 0.56 |
| V | 0.27 | 0.32 | 0.28 | 0.36 | 0.30 | 0.28 | 0.30 | 0.30 | 0.36 | 0.33 | 0.35 | 0.36 | 0.39 | 0.41 | 0.38 | 0.40 | 0.39 | 0.42 | 0.40 | 0.40 | 0.47 | 0.41 | 0.43 | 0.42 | 0.45 | 0.49 | 0.50 | 0.53 | 0.47 | 0.46 | 0.45 | 0.47 | 0.52 | 0.56 | 1.00 | 0.53 | 0.83 |
| MSFT | 0.26 | 0.26 | 0.36 | 0.25 | 0.31 | 0.26 | 0.30 | 0.27 | 0.31 | 0.31 | 0.44 | 0.31 | 0.31 | 0.35 | 0.34 | 0.38 | 0.47 | 0.50 | 0.56 | 0.45 | 0.55 | 0.39 | 0.56 | 0.51 | 0.42 | 0.44 | 0.57 | 0.41 | 0.60 | 0.47 | 0.54 | 0.47 | 0.64 | 0.65 | 0.53 | 1.00 | 0.55 |
| MA | 0.27 | 0.31 | 0.31 | 0.37 | 0.30 | 0.28 | 0.30 | 0.31 | 0.35 | 0.35 | 0.38 | 0.36 | 0.39 | 0.42 | 0.37 | 0.40 | 0.41 | 0.42 | 0.43 | 0.40 | 0.48 | 0.43 | 0.45 | 0.44 | 0.45 | 0.51 | 0.51 | 0.54 | 0.49 | 0.48 | 0.46 | 0.48 | 0.52 | 0.56 | 0.83 | 0.55 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 2 июл. 2012 г.