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100
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


THC 1.72%WMT 1.72%NEM 1.72%PM 1.72%DGX 1.72%TMUS 1.72%VTR 1.72%AVB 1.72%T 1.72%TPB 1.72%FYBR 1.72%PSA 1.72%IRT 1.72%CPT 1.72%MPLX 1.72%FI 1.72%REXR 1.72%CUBE 1.72%EXR 1.72%UHS 1.72%TKO 1.72%MTCH 1.72%FAF 1.72%HCA 1.72%CLX 1.72%K 1.72%FR 1.72%AMH 1.72%EGP 1.72%NSA 1.72%COST 1.72%PEP 1.72%TTD 1.72%PLNT 1.72%ADBE 1.72%ROKU 1.72%TJX 1.72%MELI 1.72%UHAL 1.72%AXP 1.72%RCL 1.72%LIN 1.72%EAT 1.72%CHWY 1.72%ACHC 1.72%DKNG 1.72%STKL 1.72%ILMN 1.72%RH 1.72%FLTR.L 1.72%MSTR 1.72%COIN 1.72%MA 1.72%PDD 1.72%PCT 1.72%WYNN 1.72%CCL 1.72%MLCO 1.72%АкцииАкции
ПозицияКатегория/СекторЦелевая доля
ACHC
Acadia Healthcare Company, Inc.
Healthcare
1.72%
ADBE
Adobe Inc
Technology
1.72%
AMH
American Homes 4 Rent
Real Estate
1.72%
AVB
AvalonBay Communities, Inc.
Real Estate
1.72%
AXP
American Express Company
Financial Services
1.72%
CCL
Carnival Corporation & Plc
Consumer Cyclical
1.72%
CHWY
Chewy, Inc.
Consumer Cyclical
1.72%
CLX
The Clorox Company
Consumer Defensive
1.72%
COIN
Coinbase Global, Inc.
Technology
1.72%
COST
Costco Wholesale Corporation
Consumer Defensive
1.72%
CPT
Camden Property Trust
Real Estate
1.72%
CUBE
CubeSmart
Real Estate
1.72%
DGX
Quest Diagnostics Incorporated
Healthcare
1.72%
DKNG
DraftKings Inc.
Consumer Cyclical
1.72%
EAT
Brinker International, Inc.
Consumer Cyclical
1.72%
EGP
EastGroup Properties, Inc.
Real Estate
1.72%
EXR
Extra Space Storage Inc.
Real Estate
1.72%
FAF
First American Financial Corporation
Financial Services
1.72%
FI
Fiserv Inc.
Technology
1.72%
FLTR.L
Flutter Entertainment plc
Consumer Cyclical
1.72%
FR
First Industrial Realty Trust, Inc.
Real Estate
1.72%
FYBR
Frontier Communications Parent, Inc.
Communication Services
1.72%
HCA
HCA Healthcare, Inc.
Healthcare
1.72%
ILMN
Illumina, Inc.
Healthcare
1.72%
IRT
Independence Realty Trust, Inc.
Real Estate
1.72%
K
Kellogg Company
Consumer Defensive
1.72%
LIN
Linde plc
Basic Materials
1.72%
MA
Mastercard Inc
Financial Services
1.72%
MELI
MercadoLibre, Inc.
Consumer Cyclical
1.72%
MLCO
Melco Resorts & Entertainment Limited
Consumer Cyclical
1.72%
MPLX
MPLX LP
Energy
1.72%
MSTR
MicroStrategy Incorporated
Technology
1.72%
MTCH
Match Group, Inc.
Communication Services
1.72%
NEM
Newmont Goldcorp Corporation
Basic Materials
1.72%
NSA
National Storage Affiliates Trust
Real Estate
1.72%
PCT
PureCycle Technologies, Inc.
Industrials
1.72%
PDD
Pinduoduo Inc.
Consumer Cyclical
1.72%
PEP
PepsiCo, Inc.
Consumer Defensive
1.72%
PLNT
Planet Fitness, Inc.
Consumer Cyclical
1.72%
PM
Philip Morris International Inc.
Consumer Defensive
1.72%
PSA
Public Storage
Real Estate
1.72%
RCL
Royal Caribbean Cruises Ltd.
Consumer Cyclical
1.72%
REXR
Rexford Industrial Realty, Inc.
Real Estate
1.72%
RH
RH
Consumer Cyclical
1.72%
ROKU
Roku, Inc.
Communication Services
1.72%
STKL
SunOpta Inc.
Consumer Defensive
1.72%
T
AT&T Inc.
Communication Services
1.72%
THC
Tenet Healthcare Corporation
Healthcare
1.72%
TJX
The TJX Companies, Inc.
Consumer Cyclical
1.72%
TKO
TKO Group Holdings Inc.
Communication Services
1.72%
TMUS
T-Mobile US, Inc.
Communication Services
1.72%
TPB
Turning Point Brands, Inc.
Consumer Defensive
1.72%
TTD
The Trade Desk, Inc.
Technology
1.72%
UHAL
U-Haul Holding Company
Industrials
1.72%
UHS
Universal Health Services, Inc.
Healthcare
1.72%
VTR
Ventas, Inc.
Real Estate
1.72%
WMT
Walmart Inc.
Consumer Defensive
1.72%
WYNN
Wynn Resorts, Limited
Consumer Cyclical
1.72%

S&P 500

Доходность

График доходности


Загрузка...

Самые ранние данные для этого графика доступны с 12 сент. 2023 г., начальной даты TKO

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет10 лет
^GSPC
S&P 500
0.92%4.38%-1.84%12.48%13.71%10.99%
1004.26%5.10%-2.82%25.63%N/AN/A
THC
Tenet Healthcare Corporation
34.77%14.92%19.78%25.81%50.99%12.64%
WMT
Walmart Inc.
11.00%1.28%8.49%53.28%21.09%17.39%
NEM
Newmont Goldcorp Corporation
50.93%8.37%37.32%36.21%3.13%10.56%
PM
Philip Morris International Inc.
53.19%6.96%42.28%88.36%26.19%14.31%
DGX
Quest Diagnostics Incorporated
16.74%-1.99%9.04%25.33%10.11%11.25%
TMUS
T-Mobile US, Inc.
10.89%-1.98%-0.02%40.86%19.82%20.04%
VTR
Ventas, Inc.
9.60%-3.71%4.47%31.48%13.65%5.97%
AVB
AvalonBay Communities, Inc.
-5.05%-2.38%-8.80%10.99%8.72%5.99%
T
AT&T Inc.
25.57%1.16%25.95%61.32%11.02%8.27%
TPB
Turning Point Brands, Inc.
25.72%18.50%24.24%131.49%26.81%N/A
FYBR
Frontier Communications Parent, Inc.
4.58%-0.58%4.52%36.12%N/AN/A
PSA
Public Storage
4.48%3.21%-8.21%17.59%12.98%9.28%
IRT
Independence Realty Trust, Inc.
-6.24%-6.01%-12.69%14.17%14.81%14.02%
CPT
Camden Property Trust
2.42%-2.52%-3.27%18.89%7.50%8.98%
MPLX
MPLX LP
11.56%1.04%4.30%36.73%33.65%5.48%
FI
Fiserv Inc.
-21.14%-12.13%-25.86%8.17%8.28%16.32%
REXR
Rexford Industrial Realty, Inc.
-7.63%2.97%-14.32%-18.99%-0.80%11.93%
CUBE
CubeSmart
3.43%1.60%-9.99%6.96%12.50%10.87%
EXR
Extra Space Storage Inc.
3.43%2.29%-7.90%10.10%12.41%12.69%
UHS
Universal Health Services, Inc.
4.67%4.94%-6.51%-0.77%12.95%4.37%
TKO
TKO Group Holdings Inc.
12.58%-4.13%18.55%46.68%N/AN/A
MTCH
Match Group, Inc.
-6.20%-1.21%-7.58%0.17%-20.06%N/A
FAF
First American Financial Corporation
-10.92%-10.77%-20.41%2.70%4.44%7.92%
HCA
HCA Healthcare, Inc.
27.61%9.83%17.16%13.38%29.81%17.54%
CLX
The Clorox Company
-18.46%-6.32%-20.48%2.31%-6.02%4.95%
K
Kellogg Company
2.84%-0.22%3.19%41.29%9.72%7.12%
FR
First Industrial Realty Trust, Inc.
-0.45%0.96%-5.11%8.26%7.24%12.74%
AMH
American Homes 4 Rent
2.09%-3.66%2.05%8.21%8.83%10.29%
EGP
EastGroup Properties, Inc.
7.20%2.10%1.68%6.66%10.25%15.35%
NSA
National Storage Affiliates Trust
-7.15%-8.19%-20.36%0.05%6.62%15.36%
COST
Costco Wholesale Corporation
15.62%4.82%8.66%31.17%30.21%24.67%
PEP
PepsiCo, Inc.
-13.14%-2.12%-18.31%-21.76%2.67%6.48%
TTD
The Trade Desk, Inc.
-36.38%38.23%-44.68%-19.41%16.07%N/A
PLNT
Planet Fitness, Inc.
6.45%6.23%5.69%65.38%6.40%N/A
ADBE
Adobe Inc
-9.28%5.92%-21.85%-9.30%0.68%17.73%
ROKU
Roku, Inc.
-1.79%18.62%-5.24%27.20%-6.82%N/A
TJX
The TJX Companies, Inc.
6.98%-0.28%2.41%26.17%20.00%16.24%
MELI
MercadoLibre, Inc.
52.52%13.71%32.83%50.29%24.89%33.56%
UHAL
U-Haul Holding Company
-8.37%-2.48%-11.26%0.13%14.93%7.35%
AXP
American Express Company
0.07%6.68%-1.74%24.45%24.50%15.72%
RCL
Royal Caribbean Cruises Ltd.
13.94%13.91%6.92%78.81%35.36%14.07%
LIN
Linde plc
11.33%2.11%1.71%8.01%18.46%16.43%
EAT
Brinker International, Inc.
32.98%32.19%35.10%149.07%43.99%13.81%
CHWY
Chewy, Inc.
41.71%29.46%41.12%123.76%-0.32%N/A
ACHC
Acadia Healthcare Company, Inc.
-45.45%-7.21%-49.13%-68.60%-5.34%-11.38%
DKNG
DraftKings Inc.
-9.33%-1.52%-23.22%-3.99%-3.43%N/A
STKL
SunOpta Inc.
-19.74%36.73%-19.74%2.83%4.75%-4.92%
ILMN
Illumina, Inc.
-39.32%4.12%-44.13%-20.06%-25.30%-8.83%
RH
RH
-57.45%-14.80%-55.85%-38.42%-8.09%6.18%
FLTR.L
Flutter Entertainment plc
-4.77%-0.13%-10.47%30.06%10.03%13.93%
MSTR
MicroStrategy Incorporated
28.54%-5.60%-2.11%144.19%95.72%35.35%
COIN
Coinbase Global, Inc.
-0.64%20.39%-18.41%9.21%N/AN/A
MA
Mastercard Inc
10.72%3.90%9.72%30.78%14.25%20.89%
PDD
Pinduoduo Inc.
-0.57%-13.05%-2.57%-35.61%7.19%N/A
PCT
PureCycle Technologies, Inc.
-9.27%38.39%-34.14%79.19%N/AN/A
WYNN
Wynn Resorts, Limited
2.45%6.71%-8.21%-6.41%-0.77%-0.82%
CCL
Carnival Corporation & Plc
-5.54%20.29%-9.43%56.10%6.42%-5.34%
MLCO
Melco Resorts & Entertainment Limited
8.46%17.38%-4.27%-19.90%-18.64%-9.52%
*Среднегодовая

Доходность по месяцам

Ниже представлена таблица с месячной доходностью 100, 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
20256.00%-1.80%-4.98%-1.27%6.66%0.10%4.26%
2024-2.08%4.16%5.95%-5.64%6.60%2.59%4.40%5.59%5.60%-0.94%9.21%-6.75%30.96%
2023-5.89%-3.89%12.71%10.28%12.43%
Более глубокая аналитика с помощью инструмента анализа портфеля - протестируйте доходность, оцените риски, сравните с бенчмарками и многое другое

Комиссия

Комиссия 100 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 100 составляет 82, что ставит его в топ 18% среди портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.


Ранг риск-скорректированной доходности 100, с текущим значением в 8282
Общий ранг
Ранг коэф-та Шарпа 100, с текущим значением в 8585
Ранг коэф-та Шарпа
Ранг коэф-та Сортино 100, с текущим значением в 8484
Ранг коэф-та Сортино
Ранг коэф-та Омега 100, с текущим значением в 8585
Ранг коэф-та Омега
Ранг коэф-та Кальмара 100, с текущим значением в 7979
Ранг коэф-та Кальмара
Ранг коэф-та Мартина 100, с текущим значением в 7575
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.



Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
THC
Tenet Healthcare Corporation
0.591.181.150.791.76
WMT
Walmart Inc.
2.192.981.412.427.82
NEM
Newmont Goldcorp Corporation
0.971.561.231.112.21
PM
Philip Morris International Inc.
3.494.541.697.6822.79
DGX
Quest Diagnostics Incorporated
1.131.821.232.706.92
TMUS
T-Mobile US, Inc.
1.521.771.292.526.19
VTR
Ventas, Inc.
1.392.051.282.406.00
AVB
AvalonBay Communities, Inc.
0.500.691.090.421.17
T
AT&T Inc.
2.613.301.497.3021.04
TPB
Turning Point Brands, Inc.
3.114.411.646.2516.96
FYBR
Frontier Communications Parent, Inc.
0.832.671.523.345.44
PSA
Public Storage
0.741.171.150.691.42
IRT
Independence Realty Trust, Inc.
0.590.711.090.561.35
CPT
Camden Property Trust
0.851.041.130.982.44
MPLX
MPLX LP
1.792.391.322.438.57
FI
Fiserv Inc.
0.230.451.090.210.69
REXR
Rexford Industrial Realty, Inc.
-0.63-0.610.92-0.40-0.85
CUBE
CubeSmart
0.280.531.070.200.41
EXR
Extra Space Storage Inc.
0.400.581.080.260.59
UHS
Universal Health Services, Inc.
-0.020.251.030.010.02
TKO
TKO Group Holdings Inc.
1.482.091.302.296.20
MTCH
Match Group, Inc.
0.000.141.02-0.11-0.29
FAF
First American Financial Corporation
0.110.511.070.270.71
HCA
HCA Healthcare, Inc.
0.470.821.120.500.88
CLX
The Clorox Company
0.110.231.030.060.13
K
Kellogg Company
1.977.062.214.4627.06
FR
First Industrial Realty Trust, Inc.
0.330.691.100.391.19
AMH
American Homes 4 Rent
0.370.761.100.491.08
EGP
EastGroup Properties, Inc.
0.290.531.070.270.70
NSA
National Storage Affiliates Trust
0.00-0.090.99-0.18-0.34
COST
Costco Wholesale Corporation
1.391.661.221.484.23
PEP
PepsiCo, Inc.
-1.11-1.490.82-0.78-1.66
TTD
The Trade Desk, Inc.
-0.31-0.050.99-0.31-0.66
PLNT
Planet Fitness, Inc.
2.082.541.343.148.37
ADBE
Adobe Inc
-0.25-0.280.96-0.29-0.61
ROKU
Roku, Inc.
0.441.041.140.531.57
TJX
The TJX Companies, Inc.
1.361.721.221.915.87
MELI
MercadoLibre, Inc.
1.242.081.292.807.26
UHAL
U-Haul Holding Company
0.000.251.030.040.08
AXP
American Express Company
0.751.381.200.993.10
RCL
Royal Caribbean Cruises Ltd.
1.732.171.312.025.87
LIN
Linde plc
0.430.741.100.551.32
EAT
Brinker International, Inc.
2.753.101.434.8511.89
CHWY
Chewy, Inc.
2.473.041.364.199.72
ACHC
Acadia Healthcare Company, Inc.
-1.23-2.150.68-0.90-1.50
DKNG
DraftKings Inc.
-0.080.071.01-0.21-0.42
STKL
SunOpta Inc.
0.050.721.090.160.43
ILMN
Illumina, Inc.
-0.46-0.720.91-0.49-0.99
RH
RH
-0.46-0.180.97-0.55-1.28
FLTR.L
Flutter Entertainment plc
0.861.491.191.002.76
MSTR
MicroStrategy Incorporated
1.452.241.262.685.51
COIN
Coinbase Global, Inc.
0.110.691.080.020.04
MA
Mastercard Inc
1.431.951.291.797.69
PDD
Pinduoduo Inc.
-0.61-0.480.93-0.75-1.27
PCT
PureCycle Technologies, Inc.
0.822.001.231.212.47
WYNN
Wynn Resorts, Limited
-0.160.121.02-0.12-0.28
CCL
Carnival Corporation & Plc
1.101.431.190.972.39
MLCO
Melco Resorts & Entertainment Limited
-0.41-0.410.95-0.39-0.76

Коэффициент Шарпа помогает понять, насколько хорошо инвестиция приносит доход с учетом принятого риска. Более высокое значение указывает на лучшую доходность с поправкой на риск, то есть больше прибыли на каждую единицу риска.

100 имеет следующие коэффициенты Шарпа на 2 июн. 2025 г. (данные пересчитываются ежедневно):

  • За 1 год: 1.36
  • За всё время: 1.57

Эти значения показывают, насколько эффективно инвестиция обеспечивала доходность относительно своей волатильности за разные периоды. Все значения в годовом выражении и рассчитаны на основе данных о ежедневной доходности с учётом дивидендов.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 0.59 до 1.13, текущий коэффициент Шарпа этого портфеля входит в верхние 25%. Это свидетельствует о высокой эффективности с учетом риска: при заданном уровне риска портфель показывает впечатляющую доходность по сравнению с большинством других.

Ниже представлен график исторического коэффициента Шарпа в сравнении с выбранным бенчмарком. Этот график показывает, как менялась доходность инвестиции с поправкой на риск с течением времени.


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Переходите к калькулятору коэффициента Шарпа, чтобы проанализировать любую акцию или портфель

Дивиденды

Дивидендный доход

Дивидендная доходность 100 за предыдущие двенадцать месяцев составила 1.58%.


TTM20242023202220212020201920182017201620152014
Портфель1.58%1.52%1.73%1.68%1.31%1.68%1.81%2.11%1.81%2.15%1.87%1.64%
THC
Tenet Healthcare Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMT
Walmart Inc.
0.89%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
NEM
Newmont Goldcorp Corporation
2.25%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%1.19%
PM
Philip Morris International Inc.
2.93%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
DGX
Quest Diagnostics Incorporated
1.75%1.96%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%
TMUS
T-Mobile US, Inc.
1.35%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTR
Ventas, Inc.
2.86%3.06%3.61%4.00%3.52%4.37%5.49%5.40%5.19%4.74%5.04%4.15%
AVB
AvalonBay Communities, Inc.
3.31%3.09%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%2.84%
T
AT&T Inc.
3.98%4.88%6.63%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%
TPB
Turning Point Brands, Inc.
0.38%0.47%0.99%1.11%0.58%0.45%0.63%0.61%0.19%0.00%0.00%0.00%
FYBR
Frontier Communications Parent, 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%
PSA
Public Storage
3.87%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%
IRT
Independence Realty Trust, Inc.
3.47%3.23%4.05%3.20%1.86%4.02%5.11%7.84%7.14%8.07%9.59%7.73%
CPT
Camden Property Trust
3.51%3.55%4.03%3.36%1.86%3.32%3.02%3.50%3.26%8.62%3.65%3.58%
MPLX
MPLX LP
7.24%7.33%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%
FI
Fiserv Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.06%5.08%7.87%7.61%
REXR
Rexford Industrial Realty, Inc.
4.77%4.32%2.71%2.31%1.18%1.75%1.62%2.17%1.99%2.33%3.12%3.06%
CUBE
CubeSmart
4.76%3.57%4.27%4.42%2.55%3.96%4.10%4.25%3.84%3.36%2.25%2.49%
EXR
Extra Space Storage Inc.
4.24%4.33%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%3.09%
UHS
Universal Health Services, Inc.
0.53%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%
TKO
TKO Group Holdings Inc.
0.24%0.00%4.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MTCH
Match Group, Inc.
1.25%0.00%0.00%0.00%0.00%0.00%0.00%4.68%0.00%0.00%0.00%0.00%
FAF
First American Financial Corporation
3.90%3.43%3.26%3.94%2.48%3.45%2.88%3.58%2.57%3.28%2.79%2.48%
HCA
HCA Healthcare, Inc.
0.71%0.88%0.89%0.93%0.75%0.47%1.08%1.12%0.00%0.00%0.00%0.00%
CLX
The Clorox Company
3.75%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%
K
Kellogg Company
3.46%2.79%3.99%3.28%3.58%3.66%3.27%3.86%3.12%2.77%2.74%2.90%
FR
First Industrial Realty Trust, Inc.
3.14%2.95%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%
AMH
American Homes 4 Rent
2.85%2.78%2.45%2.39%0.92%0.67%0.76%1.01%0.92%0.95%1.20%1.17%
EGP
EastGroup Properties, Inc.
3.20%3.33%2.75%3.17%1.57%2.23%2.22%2.97%2.85%3.30%5.23%3.51%
NSA
National Storage Affiliates Trust
6.52%5.94%5.38%5.95%2.30%3.75%3.78%4.38%3.82%3.99%3.15%0.00%
COST
Costco Wholesale Corporation
0.45%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
PEP
PepsiCo, Inc.
4.16%3.52%2.92%2.51%2.45%2.71%2.78%3.25%2.64%2.83%2.76%2.68%
TTD
The Trade Desk, 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%
PLNT
Planet Fitness, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%13.83%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%
ROKU
Roku, 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%
TJX
The TJX Companies, Inc.
1.21%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
UHAL
U-Haul Holding Company
0.00%0.00%0.00%0.17%0.21%0.55%0.40%0.61%0.66%0.54%1.28%0.35%
AXP
American Express Company
0.99%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
RCL
Royal Caribbean Cruises Ltd.
0.65%0.41%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%1.33%
LIN
Linde plc
1.22%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
EAT
Brinker International, Inc.
0.00%0.00%0.00%0.00%0.00%0.67%3.62%3.46%3.71%2.67%2.50%1.77%
CHWY
Chewy, 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%
ACHC
Acadia Healthcare Company, 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%
DKNG
DraftKings 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%
STKL
SunOpta 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%
ILMN
Illumina, 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%
RH
RH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR.L
Flutter Entertainment plc
0.00%0.00%0.00%0.00%0.00%0.88%2.17%3.16%2.02%1.78%1.61%2.49%
MSTR
MicroStrategy Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COIN
Coinbase Global, 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%
MA
Mastercard Inc
0.49%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
PDD
Pinduoduo 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%
PCT
PureCycle Technologies, 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%
WYNN
Wynn Resorts, Limited
1.14%1.16%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.20%
CCL
Carnival Corporation & Plc
0.00%0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%
MLCO
Melco Resorts & Entertainment Limited
0.00%0.00%0.00%0.00%0.00%0.89%2.65%3.18%5.79%4.55%0.69%2.45%

Просадки

График просадок

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


Загрузка...

Максимальные просадки

100 показал максимальную просадку в 19.03%, зарегистрированную 8 апр. 2025 г.. Портфель еще не восстановился от этой просадки.

Текущая просадка 100 составляет 3.80%.

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

-19.03%19 февр. 2025 г.358 апр. 2025 г.
-11.63%15 сент. 2023 г.3127 окт. 2023 г.2228 нояб. 2023 г.53
-8.02%5 дек. 2024 г.2510 янв. 2025 г.2514 февр. 2025 г.50
-7.87%1 апр. 2024 г.1418 апр. 2024 г.1915 мая 2024 г.33
-5.12%29 дек. 2023 г.1317 янв. 2024 г.2115 февр. 2024 г.34
Переходите к калькулятору просадок, чтобы получить больше вариантов анализа, включая расчет просадок с учетом инфляции и многое другое

Волатильность

График волатильности

Ниже представлен график, показывающий скользящую волатильность за один месяц.


Загрузка...

Диверсификация

Показатели диверсификации


Эффективное количество активов

Количество позиций в портфеле равно 58, при этом эффективное количество активов равно 58.00, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.

Таблица корреляции активов

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

^GSPCPDDKTFLTR.LTKOCLXMLCONEMTMUSMSTRACHCPEPFYBRWMTPMMELISTKLADBEDGXPCTCHWYMPLXPLNTEATTTDCOINCOSTDKNGROKUTPBILMNMTCHHCAWYNNLINTHCRCLUHSCCLTJXVTRMAAXPFIAMHRHNSAPSACUBEFAFEXRUHALCPTREXRAVBIRTFREGPPortfolio
^GSPC1.000.280.080.070.310.350.180.270.230.230.410.300.160.290.330.160.500.310.570.210.370.410.360.420.350.530.520.550.530.490.370.420.400.330.460.470.420.550.380.510.500.310.520.630.530.420.550.330.360.340.410.400.540.420.480.420.460.470.510.75
PDD0.281.00-0.10-0.030.190.16-0.000.360.12-0.020.160.04-0.020.030.010.010.240.090.170.120.060.140.150.120.010.200.220.050.170.160.100.130.230.080.330.140.140.120.090.100.070.050.130.100.120.060.210.050.080.090.140.130.220.060.200.040.060.150.170.26
K0.08-0.101.000.280.020.030.340.090.100.220.030.120.460.110.140.31-0.010.17-0.060.260.100.070.180.070.130.010.010.070.020.040.180.150.070.120.050.190.100.080.140.060.150.250.200.120.160.210.120.220.240.200.220.160.130.240.170.260.230.220.220.21
T0.07-0.030.281.000.060.120.260.020.220.410.020.040.290.210.190.390.060.160.020.320.060.050.220.090.11-0.02-0.010.02-0.030.040.180.000.160.230.060.180.120.050.160.070.120.330.230.130.180.250.060.310.270.240.280.230.140.250.220.280.300.210.230.24
FLTR.L0.310.190.020.061.000.18-0.010.250.180.080.140.020.010.120.110.030.250.150.18-0.010.150.150.150.210.140.200.210.170.350.220.170.110.170.090.270.150.130.250.080.270.200.110.230.290.190.150.210.120.140.140.240.140.210.160.210.150.170.220.210.35
TKO0.350.160.030.120.181.000.010.160.130.070.140.08-0.000.130.110.180.220.180.210.090.190.210.150.190.260.260.220.150.260.240.210.130.200.130.190.150.180.250.190.280.200.120.240.280.220.130.230.100.100.140.200.160.210.150.180.130.170.210.220.33
CLX0.18-0.000.340.26-0.010.011.000.060.070.240.010.150.500.120.270.320.080.250.110.290.060.060.100.160.09-0.010.030.210.130.100.230.170.120.240.110.320.160.060.250.100.270.270.300.170.250.280.160.280.320.280.250.260.190.280.220.310.280.240.270.27
MLCO0.270.360.090.020.250.160.061.000.130.000.230.130.080.190.060.100.150.190.130.140.200.220.170.210.170.260.180.090.260.310.130.230.280.160.600.130.250.240.220.240.210.170.130.200.100.120.270.170.170.190.180.210.310.140.230.130.150.210.210.42
NEM0.230.120.100.220.180.130.070.131.000.100.150.080.080.210.180.230.170.140.060.200.210.230.280.270.140.140.200.160.210.190.160.230.160.220.180.260.240.120.190.170.180.270.170.180.200.250.220.260.250.270.280.280.270.240.300.310.270.240.230.36
TMUS0.23-0.020.220.410.080.070.240.000.101.000.050.140.380.100.250.340.110.220.190.370.070.100.190.150.160.040.070.260.030.030.180.060.100.250.040.380.170.190.240.130.300.340.310.180.300.330.100.280.280.240.280.270.190.340.250.320.320.250.250.31
MSTR0.410.160.030.020.140.140.010.230.150.051.000.09-0.030.210.150.050.230.200.220.100.290.270.220.180.270.350.700.220.310.350.220.190.190.000.280.160.140.340.070.370.180.090.130.300.290.150.330.100.080.080.220.140.230.190.210.190.250.200.230.54
ACHC0.300.040.120.040.020.080.150.130.080.140.091.000.210.190.170.090.120.220.220.240.130.120.150.150.230.230.160.180.140.180.120.270.240.430.200.290.350.170.490.210.280.200.200.200.200.220.280.210.230.230.220.230.280.230.250.270.240.220.240.39
PEP0.16-0.020.460.290.01-0.000.500.080.080.38-0.030.211.000.040.290.390.060.240.130.400.01-0.020.150.080.09-0.01-0.080.200.01-0.010.160.170.140.280.130.360.180.010.280.010.290.340.310.110.250.310.140.340.400.340.300.320.230.360.250.380.300.290.320.27
FYBR0.290.030.110.210.120.130.120.190.210.100.210.190.041.000.020.180.100.200.190.140.240.150.170.190.210.180.190.160.130.220.230.230.220.200.260.140.240.200.230.220.130.260.140.250.190.190.280.280.230.270.310.300.290.250.330.280.290.300.280.41
WMT0.330.010.140.190.110.110.270.060.180.250.150.170.290.021.000.240.120.160.140.210.060.230.200.220.170.160.170.550.200.150.240.110.140.160.070.310.220.200.210.180.380.250.340.230.310.280.160.230.220.200.200.210.210.260.210.310.250.230.240.34
PM0.160.010.310.390.030.180.320.100.230.340.050.090.390.180.241.000.110.160.120.330.080.130.160.080.180.040.050.210.070.080.400.130.160.270.130.250.230.120.250.150.250.390.250.150.210.240.130.300.350.310.300.300.210.320.260.320.290.290.290.32
MELI0.500.24-0.010.060.250.220.080.150.170.110.230.120.060.100.120.111.000.230.330.060.180.250.200.200.190.330.290.330.330.310.210.140.180.120.220.220.210.370.150.330.280.180.360.310.320.170.310.120.170.150.230.170.240.170.250.130.180.260.270.43
STKL0.310.090.170.160.150.180.250.190.140.220.200.220.240.200.160.160.231.000.190.220.200.230.240.240.270.210.170.220.220.230.260.240.200.150.240.260.220.270.210.280.290.170.250.320.260.170.310.180.150.180.280.210.250.190.240.210.200.250.250.44
ADBE0.570.17-0.060.020.180.210.110.130.060.190.220.220.130.190.140.120.330.191.000.080.180.210.180.190.210.380.280.370.340.310.250.270.280.150.290.300.210.280.210.270.340.140.390.320.330.240.250.160.160.150.180.180.320.190.210.190.210.220.270.41
DGX0.210.120.260.32-0.010.090.290.140.200.370.100.240.400.140.210.330.060.220.081.000.110.150.230.190.130.030.040.170.050.090.230.210.150.320.170.370.230.120.320.120.250.370.260.190.260.280.170.320.370.330.340.350.280.330.330.360.300.310.360.36
PCT0.370.060.100.060.150.190.060.200.210.070.290.130.010.240.060.080.180.200.180.111.000.330.170.190.250.290.350.130.330.370.260.320.320.150.270.200.240.310.190.330.220.160.180.370.290.210.360.290.200.240.320.270.350.220.310.250.290.270.280.52
CHWY0.410.140.070.050.150.210.060.220.230.100.270.12-0.020.150.230.130.250.230.210.150.331.000.130.280.300.340.310.260.330.300.280.350.350.100.260.240.200.370.140.390.280.140.220.290.260.190.390.220.190.220.250.200.280.180.240.210.210.240.230.49
MPLX0.360.150.180.220.150.150.100.170.280.190.220.150.150.170.200.160.200.240.180.230.170.131.000.270.240.200.270.140.170.230.210.120.160.230.280.290.270.310.240.260.170.260.270.330.300.320.280.240.240.260.300.280.340.290.340.330.330.310.370.42
PLNT0.420.120.070.090.210.190.160.210.270.150.180.150.080.190.220.080.200.240.190.190.190.280.271.000.310.230.260.250.350.290.220.270.270.250.270.240.280.330.230.340.310.210.220.270.270.250.370.230.220.240.220.300.280.310.280.270.300.290.310.46
EAT0.350.010.130.110.140.260.090.170.140.160.270.230.090.210.170.180.190.270.210.130.250.300.240.311.000.290.350.200.240.350.280.300.290.210.240.260.250.430.260.450.290.190.320.350.320.220.370.140.170.140.300.170.280.210.320.260.280.310.270.50
TTD0.530.200.01-0.020.200.26-0.010.260.140.040.350.23-0.010.180.160.040.330.210.380.030.290.340.200.230.291.000.470.280.410.490.250.360.290.140.350.190.250.390.140.390.260.140.260.340.300.220.410.180.170.190.230.220.360.220.230.220.260.240.250.53
COIN0.520.220.01-0.010.210.220.030.180.200.070.700.16-0.080.190.170.050.290.170.280.040.350.310.270.260.350.471.000.260.410.480.270.270.260.070.270.170.210.400.100.440.240.130.220.390.360.240.360.150.130.150.290.190.320.240.310.260.310.280.300.60
COST0.550.050.070.020.170.150.210.090.160.260.220.180.200.160.550.210.330.220.370.170.130.260.140.250.200.280.261.000.330.200.230.200.100.240.160.360.280.330.270.300.450.250.430.310.380.300.240.240.280.220.250.270.300.320.240.330.300.270.320.43
DKNG0.530.170.02-0.030.350.260.130.260.210.030.310.140.010.130.200.070.330.220.340.050.330.330.170.350.240.410.410.331.000.410.240.250.280.170.380.250.260.410.220.400.310.160.290.370.330.250.390.160.160.180.260.170.340.190.260.220.240.250.280.54
ROKU0.490.160.040.040.220.240.100.310.190.030.350.18-0.010.220.150.080.310.230.310.090.370.300.230.290.350.490.480.200.411.000.210.370.390.170.360.140.290.400.150.430.250.150.220.400.280.170.460.160.160.160.250.200.340.220.270.220.290.260.290.57
TPB0.370.100.180.180.170.210.230.130.160.180.220.120.160.230.240.400.210.260.250.230.260.280.210.220.280.250.270.230.240.211.000.290.270.160.160.190.260.360.260.340.330.290.270.360.340.310.320.300.260.260.380.290.300.360.280.330.370.290.320.49
ILMN0.420.130.150.000.110.130.170.230.230.060.190.270.170.230.110.130.140.240.270.210.320.350.120.270.300.360.270.200.250.370.291.000.360.280.360.250.280.270.300.300.290.240.280.370.290.260.450.300.270.300.350.290.410.330.350.330.320.330.320.51
MTCH0.400.230.070.160.170.200.120.280.160.100.190.240.140.220.140.160.180.200.280.150.320.350.160.270.290.290.260.100.280.390.270.361.000.250.390.270.270.330.210.340.290.200.270.330.270.240.360.320.270.320.350.370.400.300.380.320.330.390.350.52
HCA0.330.080.120.230.090.130.240.160.220.250.000.430.280.200.160.270.120.150.150.320.150.100.230.250.210.140.070.240.170.170.160.280.251.000.280.320.750.210.760.230.280.370.340.290.290.270.290.360.380.390.350.380.380.340.360.350.320.380.360.44
WYNN0.460.330.050.060.270.190.110.600.180.040.280.200.130.260.070.130.220.240.290.170.270.260.280.270.240.350.270.160.380.360.160.360.390.281.000.310.360.310.300.290.290.210.280.350.270.250.400.240.250.270.310.270.420.220.330.210.240.330.320.53
LIN0.470.140.190.180.150.150.320.130.260.380.160.290.360.140.310.250.220.260.300.370.200.240.290.240.260.190.170.360.250.140.190.250.270.320.311.000.270.280.360.240.400.300.490.330.380.350.280.340.350.350.360.350.360.300.340.360.340.340.350.48
THC0.420.140.100.120.130.180.160.250.240.170.140.350.180.240.220.230.210.220.210.230.240.200.270.280.250.250.210.280.260.290.260.280.270.750.360.271.000.320.700.300.300.310.260.300.300.270.390.320.320.320.350.370.410.360.390.340.340.380.360.53
RCL0.550.120.080.050.250.250.060.240.120.190.340.170.010.200.200.120.370.270.280.120.310.370.310.330.430.390.400.330.410.400.360.270.330.210.310.280.321.000.230.800.350.180.320.460.370.210.410.200.210.220.370.250.390.270.280.280.270.320.310.61
UHS0.380.090.140.160.080.190.250.220.190.240.070.490.280.230.210.250.150.210.210.320.190.140.240.230.260.140.100.270.220.150.260.300.210.760.300.360.700.231.000.260.340.390.320.330.340.350.380.350.370.370.380.390.400.420.400.440.400.380.390.50
CCL0.510.100.060.070.270.280.100.240.170.130.370.210.010.220.180.150.330.280.270.120.330.390.260.340.450.390.440.300.400.430.340.300.340.230.290.240.300.800.261.000.320.180.330.460.350.210.420.240.210.260.390.270.360.290.310.310.290.340.300.62
TJX0.500.070.150.120.200.200.270.210.180.300.180.280.290.130.380.250.280.290.340.250.220.280.170.310.290.260.240.450.310.250.330.290.290.280.290.400.300.350.340.321.000.280.450.340.350.420.350.290.310.280.360.290.340.390.350.430.390.370.360.52
VTR0.310.050.250.330.110.120.270.170.270.340.090.200.340.260.250.390.180.170.140.370.160.140.260.210.190.140.130.250.160.150.290.240.200.370.210.300.310.180.390.180.281.000.350.260.340.530.220.550.570.560.430.550.340.580.520.620.580.500.490.47
MA0.520.130.200.230.230.240.300.130.170.310.130.200.310.140.340.250.360.250.390.260.180.220.270.220.320.260.220.430.290.220.270.280.270.340.280.490.260.320.320.330.450.351.000.500.560.390.280.310.340.320.420.320.360.360.360.410.360.410.430.52
AXP0.630.100.120.130.290.280.170.200.180.180.300.200.110.250.230.150.310.320.320.190.370.290.330.270.350.340.390.310.370.400.360.370.330.290.350.330.300.460.330.460.340.260.501.000.520.350.430.240.260.270.400.270.460.310.370.370.350.420.400.60
FI0.530.120.160.180.190.220.250.100.200.300.290.200.250.190.310.210.320.260.330.260.290.260.300.270.320.300.360.380.330.280.340.290.270.290.270.380.300.370.340.350.350.340.560.521.000.410.300.330.320.300.410.310.360.440.410.450.450.410.430.58
AMH0.420.060.210.250.150.130.280.120.250.330.150.220.310.190.280.240.170.170.240.280.210.190.320.250.220.220.240.300.250.170.310.260.240.270.250.350.270.210.350.210.420.530.390.350.411.000.270.520.560.530.380.520.370.700.520.710.640.520.570.51
RH0.550.210.120.060.210.230.160.270.220.100.330.280.140.280.160.130.310.310.250.170.360.390.280.370.370.410.360.240.390.460.320.450.360.290.400.280.390.410.380.420.350.220.280.430.300.271.000.310.300.340.480.340.510.380.440.370.420.420.420.64
NSA0.330.050.220.310.120.100.280.170.260.280.100.210.340.280.230.300.120.180.160.320.290.220.240.230.140.180.150.240.160.160.300.300.320.360.240.340.320.200.350.240.290.550.310.240.330.520.311.000.830.870.510.850.470.630.560.620.650.610.590.54
PSA0.360.080.240.270.140.100.320.170.250.280.080.230.400.230.220.350.170.150.160.370.200.190.240.220.170.170.130.280.160.160.260.270.270.380.250.350.320.210.370.210.310.570.340.260.320.560.300.831.000.860.450.850.470.630.580.650.620.610.620.53
CUBE0.340.090.200.240.140.140.280.190.270.240.080.230.340.270.200.310.150.180.150.330.240.220.260.240.140.190.150.220.180.160.260.300.320.390.270.350.320.220.370.260.280.560.320.270.300.530.340.870.861.000.500.870.510.640.590.630.630.650.620.55
FAF0.410.140.220.280.240.200.250.180.280.280.220.220.300.310.200.300.230.280.180.340.320.250.300.220.300.230.290.250.260.250.380.350.350.350.310.360.350.370.380.390.360.430.420.400.410.380.480.510.450.501.000.470.530.500.560.520.520.560.530.62
EXR0.400.130.160.230.140.160.260.210.280.270.140.230.320.300.210.300.170.210.180.350.270.200.280.300.170.220.190.270.170.200.290.290.370.380.270.350.370.250.390.270.290.550.320.270.310.520.340.850.850.870.471.000.510.650.600.650.640.650.640.57
UHAL0.540.220.130.140.210.210.190.310.270.190.230.280.230.290.210.210.240.250.320.280.350.280.340.280.280.360.320.300.340.340.300.410.400.380.420.360.410.390.400.360.340.340.360.460.360.370.510.470.470.510.530.511.000.460.510.470.460.490.500.65
CPT0.420.060.240.250.160.150.280.140.240.340.190.230.360.250.260.320.170.190.190.330.220.180.290.310.210.220.240.320.190.220.360.330.300.340.220.300.360.270.420.290.390.580.360.310.440.700.380.630.630.640.500.650.461.000.590.820.840.610.630.58
REXR0.480.200.170.220.210.180.220.230.300.250.210.250.250.330.210.260.250.240.210.330.310.240.340.280.320.230.310.240.260.270.280.350.380.360.330.340.390.280.400.310.350.520.360.370.410.520.440.560.580.590.560.600.510.591.000.590.620.800.770.64
AVB0.420.040.260.280.150.130.310.130.310.320.190.270.380.280.310.320.130.210.190.360.250.210.330.270.260.220.260.330.220.220.330.330.320.350.210.360.340.280.440.310.430.620.410.370.450.710.370.620.650.630.520.650.470.820.591.000.770.610.620.60
IRT0.460.060.230.300.170.170.280.150.270.320.250.240.300.290.250.290.180.200.210.300.290.210.330.300.280.260.310.300.240.290.370.320.330.320.240.340.340.270.400.290.390.580.360.350.450.640.420.650.620.630.520.640.460.840.620.771.000.630.660.63
FR0.470.150.220.210.220.210.240.210.240.250.200.220.290.300.230.290.260.250.220.310.270.240.310.290.310.240.280.270.250.260.290.330.390.380.330.340.380.320.380.340.370.500.410.420.410.520.420.610.610.650.560.650.490.610.800.610.631.000.860.63
EGP0.510.170.220.230.210.220.270.210.230.250.230.240.320.280.240.290.270.250.270.360.280.230.370.310.270.250.300.320.280.290.320.320.350.360.320.350.360.310.390.300.360.490.430.400.430.570.420.590.620.620.530.640.500.630.770.620.660.861.000.65
Portfolio0.750.260.210.240.350.330.270.420.360.310.540.390.270.410.340.320.430.440.410.360.520.490.420.460.500.530.600.430.540.570.490.510.520.440.530.480.530.610.500.620.520.470.520.600.580.510.640.540.530.550.620.570.650.580.640.600.630.630.651.00
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