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General Screener Portfolio

Последнее обновление 23 сент. 2023 г.

Распределение активов


AAPL 1.92%ADBE 1.92%ADI 1.92%ADSK 1.92%AMD 1.92%AMZN 1.92%APD 1.92%AVGO 1.92%AXP 1.92%BABA 1.92%BIDU 1.92%CAT 1.92%CL 1.92%CRM 1.92%CSCO 1.92%EMR 1.92%GLW 1.92%GOOG 1.92%GS 1.92%HD 1.92%HPQ 1.92%HRL 1.92%IBM 1.92%INTC 1.92%ITW 1.92%JNJ 1.92%JPM 1.92%KMB 1.92%KO 1.92%LOW 1.92%MCD 1.92%META 1.92%MMM 1.92%MSFT 1.92%MU 1.92%NFLX 1.92%NVDA 1.92%ORCL 1.92%PEP 1.92%PG 1.92%PPG 1.92%QCOM 1.92%SHOP 1.92%STM 1.92%SWKS 1.92%TCEHY 1.92%TGT 1.92%TSLA 1.92%TXN 1.92%UPS 1.92%VZ 1.92%WMT 1.92%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc.
Technology1.92%
ADBE
Adobe Inc
Technology1.92%
ADI
Analog Devices, Inc.
Technology1.92%
ADSK
Autodesk, Inc.
Technology1.92%
AMD
Advanced Micro Devices, Inc.
Technology1.92%
AMZN
Amazon.com, Inc.
Consumer Cyclical1.92%
APD
Air Products and Chemicals, Inc.
Basic Materials1.92%
AVGO
Broadcom Inc.
Technology1.92%
AXP
American Express Company
Financial Services1.92%
BABA
Alibaba Group Holding Limited
Consumer Cyclical1.92%
BIDU
Baidu, Inc.
Communication Services1.92%
CAT
Caterpillar Inc.
Industrials1.92%
CL
Colgate-Palmolive Company
Consumer Defensive1.92%
CRM
salesforce.com, inc.
Technology1.92%
CSCO
Cisco Systems, Inc.
Technology1.92%
EMR
Emerson Electric Co.
Industrials1.92%
GLW
Corning Incorporated
Technology1.92%
GOOG
Alphabet Inc.
Communication Services1.92%
GS
The Goldman Sachs Group, Inc.
Financial Services1.92%
HD
The Home Depot, Inc.
Consumer Cyclical1.92%
HPQ
1.92%
HRL
1.92%
IBM
1.92%
INTC
1.92%
ITW
1.92%
JNJ
1.92%
JPM
1.92%
KMB
1.92%
KO
1.92%
LOW
1.92%
MCD
1.92%
META
1.92%
MMM
1.92%
MSFT
1.92%
MU
1.92%
NFLX
1.92%
NVDA
1.92%
ORCL
1.92%
PEP
1.92%
PG
1.92%
PPG
1.92%
QCOM
1.92%
SHOP
1.92%
STM
1.92%
SWKS
1.92%
TCEHY
1.92%
TGT
1.92%
TSLA
1.92%
TXN
1.92%
UPS
1.92%
VZ
1.92%
WMT
1.92%

Доходность

График показывает рост $10,000 инвестированных в General Screener Portfolio 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.47%
8.61%
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля

Доходность по периодам

General Screener Portfolio на 23 сент. 2023 г. показал доходность в 19.08% с начала года и доходность в 17.78% в годовом выражении за последние 10 лет.


1 месяц6 месяцевС начала года1 год5 лет (среднегодовая)10 лет (среднегодовая)
Бенчмарк-1.29%8.79%12.52%16.97%8.17%8.86%
General Screener Portfolio-1.79%7.35%19.08%28.00%14.34%17.78%
AAPL
Apple Inc.
-0.90%9.37%35.10%16.88%27.09%23.72%
ADBE
Adobe Inc
0.09%36.79%52.41%80.24%14.23%24.89%
ADI
Analog Devices, Inc.
1.51%-5.61%8.51%25.97%15.28%15.02%
ADSK
Autodesk, Inc.
-2.19%1.91%9.19%10.55%5.96%16.42%
AMD
Advanced Micro Devices, Inc.
-5.50%-1.79%48.53%41.55%24.22%56.72%
AMZN
Amazon.com, Inc.
-2.06%31.58%53.71%13.48%5.96%23.96%
APD
Air Products and Chemicals, Inc.
0.00%8.40%-5.87%23.90%13.66%11.90%
AVGO
Broadcom Inc.
-2.44%31.73%50.96%81.60%31.68%28.59%
AXP
American Express Company
-2.98%-3.51%4.71%10.72%8.41%9.61%
BABA
Alibaba Group Holding Limited
-0.91%1.61%0.24%12.06%-11.58%-0.73%
BIDU
Baidu, Inc.
-1.24%-15.31%15.71%11.45%-10.22%-4.84%
CAT
Caterpillar Inc.
1.40%27.14%15.72%69.92%14.97%17.55%
CL
Colgate-Palmolive Company
-1.19%-0.06%-6.29%-1.60%3.78%2.99%
CRM
salesforce.com, inc.
0.45%8.61%55.69%40.42%5.40%13.31%
CSCO
Cisco Systems, Inc.
-3.02%7.67%15.06%36.07%5.18%10.85%
EMR
Emerson Electric Co.
1.41%18.53%2.89%34.62%7.38%8.66%
GLW
Corning Incorporated
-1.45%-3.28%0.30%6.55%0.20%7.29%
GOOG
Alphabet Inc.
0.64%23.75%47.92%32.35%17.52%20.84%
GS
The Goldman Sachs Group, Inc.
3.33%6.58%-2.29%11.84%9.59%7.89%
HD
The Home Depot, Inc.
-4.62%9.50%-1.18%15.90%10.71%15.52%
HPQ
-12.16%-1.71%2.33%9.46%4.00%10.38%
HRL
-0.03%2.07%-12.87%-14.85%1.68%5.79%
IBM
2.34%20.22%8.22%25.74%5.54%3.04%
INTC
4.88%17.31%31.91%28.39%-3.48%3.08%
ITW
-1.75%1.91%7.15%27.37%12.63%13.66%
JNJ
-2.07%6.70%-7.13%-0.96%5.50%8.40%
JPM
-1.02%18.39%11.09%37.72%7.77%12.95%
KMB
-2.65%-3.25%-6.11%6.86%5.16%4.69%
KO
-3.42%-3.94%-7.33%1.31%7.90%7.55%
LOW
-5.60%12.18%7.23%14.17%14.93%16.43%
MCD
-3.07%1.40%5.01%13.15%13.39%15.84%
META
4.30%45.18%148.53%113.00%12.61%17.07%
MMM
-1.48%-1.14%-15.52%-9.29%-11.27%-2.82%
MSFT
-0.93%13.47%33.09%34.53%23.95%27.59%
MU
8.15%13.06%38.35%38.63%9.14%12.14%
NFLX
-6.66%15.66%28.80%67.75%0.55%19.03%
NVDA
-11.77%55.41%184.83%232.66%44.71%69.80%
ORCL
-3.44%24.85%34.93%71.73%18.28%13.22%
PEP
-0.38%-0.76%-0.95%6.84%12.49%10.54%
PG
-0.63%4.61%1.91%14.73%15.44%11.00%
PPG
-5.19%4.68%4.93%18.09%4.73%3.22%
QCOM
-0.06%-12.48%-0.07%-8.77%10.83%8.62%
SHOP
-4.29%18.01%52.92%84.56%26.83%43.85%
STM
-6.02%-12.96%20.57%29.11%18.53%23.94%
SWKS
-6.89%-15.04%7.75%4.77%2.59%0.76%
TCEHY
-2.95%-16.55%-1.45%20.38%0.81%9.78%
TGT
-9.27%-26.81%-22.81%-24.14%7.72%7.19%
TSLA
6.45%28.61%98.80%-11.06%65.27%38.37%
TXN
-3.19%-9.38%-0.84%2.39%10.91%16.62%
UPS
-7.92%-15.80%-9.09%-2.93%8.94%8.31%
VZ
-0.30%-8.56%-11.23%-10.01%-4.56%-0.13%
WMT
3.48%15.34%15.82%26.74%13.27%11.81%

Таблица корреляции активов

Таблица ниже показывает коэффициенты корреляции между активами в портфеле.

TCEHYHRLKMBVZWMTTSLAJNJCLSHOPTGTPGBABABIDUKOMCDNFLXPEPAMDMETALOWCATMUAMZNJPMCRMIBMUPSHDGSMMMORCLSTMAXPAPDPPGHPQNVDAEMRQCOMAVGOAAPLADSKINTCADBESWKSGOOGGLWITWCSCOADIMSFTTXN
TCEHY1.00-0.01-0.02-0.01-0.000.150.02-0.020.170.060.010.400.340.030.030.12-0.010.100.130.090.140.160.170.150.150.110.110.090.170.120.100.170.150.120.130.140.140.160.170.150.150.170.120.130.170.160.170.140.130.150.130.16
HRL-0.011.000.490.360.340.070.330.490.040.240.450.070.050.420.300.090.480.060.120.230.170.090.120.150.140.270.260.260.150.280.230.080.150.270.240.160.090.180.120.110.190.120.150.160.130.140.180.270.240.110.200.17
KMB-0.020.491.000.420.370.060.420.690.090.230.680.070.060.550.390.120.600.100.170.270.180.110.150.190.170.310.320.310.170.350.310.090.200.340.300.170.110.220.160.160.200.150.200.200.130.200.210.340.300.140.260.22
VZ-0.010.360.421.000.330.080.400.410.060.280.440.100.100.440.330.100.420.120.140.280.300.140.140.330.150.430.310.320.280.360.280.140.300.330.330.270.110.310.180.180.200.180.250.160.150.210.280.360.350.190.250.26
WMT-0.000.340.370.331.000.160.350.390.160.470.440.140.140.370.350.220.450.190.210.360.240.180.270.250.210.310.350.410.240.330.330.190.250.310.290.260.230.280.230.230.280.250.290.260.210.280.280.350.340.260.310.29
TSLA0.150.070.060.080.161.000.110.100.380.200.130.320.340.150.180.380.170.380.360.250.240.330.420.250.410.220.240.250.280.200.280.370.300.230.270.320.440.240.350.400.420.400.360.420.390.380.300.250.290.390.410.38
JNJ0.020.330.420.400.350.111.000.470.110.250.480.160.140.460.380.190.480.150.220.290.290.170.220.300.230.410.340.330.280.430.360.210.300.370.340.280.190.340.260.240.280.240.290.280.230.310.340.410.420.260.340.31
CL-0.020.490.690.410.390.100.471.000.110.270.740.100.100.610.430.170.670.130.210.310.250.150.210.240.220.370.340.370.230.390.340.160.250.420.360.240.160.290.210.220.260.230.250.260.190.270.270.400.360.200.320.29
SHOP0.170.040.090.060.160.380.110.111.000.240.130.420.400.110.190.450.160.460.450.290.220.380.510.220.540.190.270.290.270.200.330.420.290.290.260.300.500.230.400.410.440.520.370.540.430.450.310.260.320.420.480.41
TGT0.060.240.230.280.470.200.250.270.241.000.280.200.230.290.270.240.290.260.260.480.320.270.290.360.290.350.410.520.370.360.340.280.350.340.370.370.310.380.310.290.300.340.330.320.320.300.370.410.370.320.320.36
PG0.010.450.680.440.440.130.480.740.130.281.000.120.110.620.410.190.660.150.230.320.250.190.240.260.240.380.370.370.240.390.350.180.270.400.360.250.200.320.250.240.300.240.280.290.210.290.290.410.380.250.360.32
BABA0.400.070.070.100.140.320.160.100.420.200.121.000.660.150.180.400.140.350.450.230.310.400.450.300.410.270.280.250.330.270.330.400.300.300.310.320.430.310.400.380.400.420.390.420.440.450.390.310.320.390.430.39
BIDU0.340.050.060.100.140.340.140.100.400.230.110.661.000.150.190.390.140.350.420.280.330.400.420.340.420.280.290.280.370.270.330.390.330.280.310.370.420.320.400.400.410.440.390.430.430.450.370.310.350.410.430.42
KO0.030.420.550.440.370.150.460.610.110.290.620.150.151.000.500.140.730.140.220.330.320.190.220.350.250.420.380.370.310.430.350.200.370.450.420.300.180.390.250.270.290.260.280.280.200.320.350.450.390.260.360.32
MCD0.030.300.390.330.350.180.380.430.190.270.410.180.190.501.000.220.470.220.310.370.300.220.300.360.300.370.370.410.340.370.390.280.370.410.380.330.260.350.300.330.340.300.320.350.290.350.360.410.400.310.400.37
NFLX0.120.090.120.100.220.380.190.170.450.240.190.400.390.140.221.000.200.400.520.330.240.360.560.250.490.230.280.330.300.250.370.360.290.290.270.310.480.260.400.400.470.470.420.540.410.490.330.260.370.390.510.43
PEP-0.010.480.600.420.450.170.480.670.160.290.660.140.140.730.470.201.000.160.260.350.220.200.270.250.280.360.360.400.220.390.370.220.280.410.360.260.220.300.270.290.340.280.310.330.230.340.310.400.400.270.410.33
AMD0.100.060.100.120.190.380.150.130.460.260.150.350.350.140.220.400.161.000.430.310.280.520.470.280.470.290.320.320.320.250.380.510.330.310.300.420.670.320.520.510.460.490.480.500.510.460.390.320.390.560.500.56
META0.130.120.170.140.210.360.220.210.450.260.230.450.420.220.310.520.260.431.000.350.290.420.620.320.530.290.350.370.360.320.410.440.370.350.340.360.520.320.460.470.550.520.450.610.490.690.390.340.410.470.600.49
LOW0.090.230.270.280.360.250.290.310.290.480.320.230.280.330.370.330.350.310.351.000.410.340.370.420.390.410.470.790.430.440.400.370.440.440.490.430.380.470.400.390.390.440.400.430.410.400.470.520.460.420.440.44
CAT0.140.170.180.300.240.240.290.250.220.320.250.310.330.320.300.240.220.280.290.411.000.420.270.600.280.520.480.390.580.590.410.420.570.520.560.540.340.730.430.420.360.400.440.300.440.360.580.650.470.480.350.49
MU0.160.090.110.140.180.330.170.150.380.270.190.400.400.190.220.360.200.520.420.340.421.000.410.420.420.400.370.330.450.360.380.590.430.340.370.500.600.440.580.580.460.500.590.450.630.470.510.410.450.640.480.64
AMZN0.170.120.150.140.270.420.220.210.510.290.240.450.420.220.300.560.270.470.620.370.270.411.000.310.590.300.360.400.350.310.430.450.350.330.330.380.560.320.490.470.590.550.460.630.480.690.380.340.450.470.670.49
JPM0.150.150.190.330.250.250.300.240.220.360.260.300.340.350.360.250.250.280.320.420.600.420.311.000.320.520.470.420.810.540.440.420.710.490.560.510.350.620.400.410.390.380.440.310.430.400.560.580.490.470.380.47
CRM0.150.140.170.150.210.410.230.220.540.290.240.410.420.250.300.490.280.470.530.390.280.420.590.321.000.320.360.390.360.300.470.450.390.400.340.400.550.330.480.480.540.650.450.700.490.580.420.340.480.490.650.50
IBM0.110.270.310.430.310.220.410.370.190.350.380.270.280.420.370.230.360.290.290.410.520.400.300.520.321.000.460.430.500.560.510.370.520.450.490.540.320.550.400.400.390.390.470.360.400.400.540.560.560.440.420.49
UPS0.110.260.320.310.350.240.340.340.270.410.370.280.290.380.370.280.360.320.350.470.480.370.360.470.360.461.000.500.480.540.470.370.470.480.500.450.390.530.430.420.420.430.420.430.400.400.510.560.490.440.440.47
HD0.090.260.310.320.410.250.330.370.290.520.370.250.280.370.410.330.400.320.370.790.390.330.400.420.390.430.501.000.430.480.430.380.440.460.490.440.400.460.410.390.420.440.410.450.410.440.460.550.480.430.480.48
GS0.170.150.170.280.240.280.280.230.270.370.240.330.370.310.340.300.220.320.360.430.580.450.350.810.360.500.480.431.000.530.440.440.670.490.540.510.390.600.430.430.420.420.450.350.450.440.540.550.480.480.410.48
MMM0.120.280.350.360.330.200.430.390.200.360.390.270.270.430.370.250.390.250.320.440.590.360.310.540.300.560.540.480.531.000.430.400.500.510.580.500.330.610.390.400.390.390.450.350.400.400.560.690.510.460.410.48
ORCL0.100.230.310.280.330.280.360.340.330.340.350.330.330.350.390.370.370.380.410.400.410.380.430.440.470.510.470.430.440.431.000.410.440.460.450.450.420.450.420.430.470.500.440.520.420.490.460.490.540.440.570.48
STM0.170.080.090.140.190.370.210.160.420.280.180.400.390.200.280.360.220.510.440.370.420.590.450.420.450.370.370.380.440.400.411.000.450.430.430.490.600.470.590.610.510.540.550.510.660.480.530.460.480.690.520.68
AXP0.150.150.200.300.250.300.300.250.290.350.270.300.330.370.370.290.280.330.370.440.570.430.350.710.390.520.470.440.670.500.440.451.000.490.540.530.390.590.450.420.410.450.450.390.460.450.560.540.490.500.430.50
APD0.120.270.340.330.310.230.370.420.290.340.400.300.280.450.410.290.410.310.350.440.520.340.330.490.400.450.480.460.490.510.460.430.491.000.600.460.380.560.440.430.410.450.430.430.420.410.510.600.490.450.460.50
PPG0.130.240.300.330.290.270.340.360.260.370.360.310.310.420.380.270.360.300.340.490.560.370.330.560.340.490.500.490.540.580.450.430.540.601.000.500.350.610.430.450.390.440.440.380.440.400.560.640.500.490.410.48
HPQ0.140.160.170.270.260.320.280.240.300.370.250.320.370.300.330.310.260.420.360.430.540.500.380.510.400.540.450.440.510.500.450.490.530.460.501.000.470.560.480.470.460.480.530.440.490.450.580.520.580.530.480.57
NVDA0.140.090.110.110.230.440.190.160.500.310.200.430.420.180.260.480.220.670.520.380.340.600.560.350.550.320.390.400.390.330.420.600.390.380.350.471.000.380.600.610.570.570.580.610.620.560.460.390.480.640.610.66
EMR0.160.180.220.310.280.240.340.290.230.380.320.310.320.390.350.260.300.320.320.470.730.440.320.620.330.550.530.460.600.610.450.470.590.560.610.560.381.000.470.460.420.440.480.360.460.420.610.710.540.530.420.55
QCOM0.170.120.160.180.230.350.260.210.400.310.250.400.400.250.300.400.270.520.460.400.430.580.490.400.480.400.430.410.430.390.420.590.450.440.430.480.600.471.000.620.570.530.600.540.660.520.530.450.500.660.570.67
AVGO0.150.110.160.180.230.400.240.220.410.290.240.380.400.270.330.400.290.510.470.390.420.580.470.410.480.400.420.390.430.400.430.610.420.430.450.470.610.460.621.000.590.550.590.540.720.510.510.470.530.710.560.71
AAPL0.150.190.200.200.280.420.280.260.440.300.300.400.410.290.340.470.340.460.550.390.360.460.590.390.540.390.420.420.420.390.470.510.410.410.390.460.570.420.570.591.000.540.530.590.620.620.490.430.540.570.660.60
ADSK0.170.120.150.180.250.400.240.230.520.340.240.420.440.260.300.470.280.490.520.440.400.500.550.380.650.390.430.440.420.390.500.540.450.450.440.480.570.440.530.550.541.000.500.690.560.580.510.450.520.580.630.58
INTC0.120.150.200.250.290.360.290.250.370.330.280.390.390.280.320.420.310.480.450.400.440.590.460.440.450.470.420.410.450.450.440.550.450.430.440.530.580.480.600.590.530.501.000.510.610.510.540.480.560.640.560.69
ADBE0.130.160.200.160.260.420.280.260.540.320.290.420.430.280.350.540.330.500.610.430.300.450.630.310.700.360.430.450.350.350.520.510.390.430.380.440.610.360.540.540.590.690.511.000.530.660.440.410.520.550.750.58
SWKS0.170.130.130.150.210.390.230.190.430.320.210.440.430.200.290.410.230.510.490.410.440.630.480.430.490.400.400.410.450.400.420.660.460.420.440.490.620.460.660.720.620.560.610.531.000.520.540.470.510.740.550.73
GOOG0.160.140.200.210.280.380.310.270.450.300.290.450.450.320.350.490.340.460.690.400.360.470.690.400.580.400.400.440.440.400.490.480.450.410.400.450.560.420.520.510.620.580.510.660.521.000.470.430.520.530.720.57
GLW0.170.180.210.280.280.300.340.270.310.370.290.390.370.350.360.330.310.390.390.470.580.510.380.560.420.540.510.460.540.560.460.530.560.510.560.580.460.610.530.510.490.510.540.440.540.471.000.620.570.580.480.60
ITW0.140.270.340.360.350.250.410.400.260.410.410.310.310.450.410.260.400.320.340.520.650.410.340.580.340.560.560.550.550.690.490.460.540.600.640.520.390.710.450.470.430.450.480.410.470.430.621.000.550.530.460.56
CSCO0.130.240.300.350.340.290.420.360.320.370.380.320.350.390.400.370.400.390.410.460.470.450.450.490.480.560.490.480.480.510.540.480.490.490.500.580.480.540.500.530.540.520.560.520.510.520.570.551.000.540.580.58
ADI0.150.110.140.190.260.390.260.200.420.320.250.390.410.260.310.390.270.560.470.420.480.640.470.470.490.440.440.430.480.460.440.690.500.450.490.530.640.530.660.710.570.580.640.550.740.530.580.530.541.000.570.82
MSFT0.130.200.260.250.310.410.340.320.480.320.360.430.430.360.400.510.410.500.600.440.350.480.670.380.650.420.440.480.410.410.570.520.430.460.410.480.610.420.570.560.660.630.560.750.550.720.480.460.580.571.000.62
TXN0.160.170.220.260.290.380.310.290.410.360.320.390.420.320.370.430.330.560.490.440.490.640.490.470.500.490.470.480.480.480.480.680.500.500.480.570.660.550.670.710.600.580.690.580.730.570.600.560.580.820.621.00

Коэффициент Шарпа

General Screener Portfolio на текущий момент имеет коэффициент Шарпа равный 1.24. Коэффициент Шарпа более 1,0 считается приемлемым.

-1.000.001.002.003.004.001.24

Коэффициент Шарпа General Screener Portfolio находится в верхней четверти, что указывает на превосходную риск-корректированную доходность. Это означает, что при принятом уровне риска портфель генерирует впечатляющую доходность по сравнению с большинством других портфелей.


Скользящий 12-месячный коэффициент Шарпа-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.24
0.81
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность General Screener Portfolio за предыдущие двенадцать месяцев составила 2.08%.


TTM20222021202020192018201720162015201420132012
General Screener Portfolio2.08%2.03%1.55%1.73%1.89%2.22%1.90%2.17%2.38%2.09%2.12%2.46%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
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%
ADI
Analog Devices, Inc.
1.90%1.88%1.62%1.76%1.95%2.45%2.26%2.64%3.39%3.21%3.31%3.64%
ADSK
Autodesk, 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%
AMD
Advanced Micro Devices, 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%
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%
APD
Air Products and Chemicals, Inc.
2.35%2.13%2.05%2.08%2.14%3.04%2.64%2.69%2.98%2.62%3.18%3.93%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
AXP
American Express Company
1.46%1.36%1.08%1.47%1.35%1.62%1.43%1.77%1.78%1.20%1.09%1.58%
BABA
Alibaba Group Holding Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIDU
Baidu, 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%
CAT
Caterpillar Inc.
1.79%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%
CL
Colgate-Palmolive Company
2.62%2.41%2.19%2.18%2.72%3.13%2.42%2.78%2.70%2.52%2.56%2.99%
CRM
salesforce.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%
CSCO
Cisco Systems, Inc.
2.87%3.24%2.45%3.47%3.23%3.41%3.51%4.04%3.85%3.50%3.09%3.53%
EMR
Emerson Electric Co.
2.14%2.19%2.27%2.66%2.83%3.68%3.21%4.10%4.91%3.68%3.14%4.14%
GLW
Corning Incorporated
3.56%3.47%2.73%2.65%3.07%2.74%2.28%2.67%3.24%2.20%2.82%3.30%
GOOG
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%
GS
The Goldman Sachs Group, Inc.
3.13%2.68%1.78%2.03%1.98%2.11%1.29%1.25%1.65%1.37%1.38%1.68%
HD
The Home Depot, Inc.
2.67%2.46%1.66%2.41%2.72%2.69%2.16%2.42%2.14%2.19%2.37%2.40%
HPQ
3.92%3.87%2.34%3.20%3.61%3.30%3.06%4.19%3.85%2.04%2.71%4.95%
HRL
2.79%2.33%2.09%2.12%2.02%1.95%2.11%1.92%1.48%1.83%1.83%2.37%
IBM
4.51%4.85%5.16%5.91%5.77%6.89%5.07%4.53%5.16%3.89%2.96%2.64%
INTC
2.87%5.63%2.86%2.88%2.35%2.92%2.73%3.45%3.47%3.18%4.59%5.80%
ITW
2.24%2.32%1.98%2.29%2.50%3.13%1.96%2.29%2.66%2.33%2.37%3.10%
JNJ
2.89%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
JPM
2.74%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
KMB
3.79%3.51%3.40%3.50%3.40%4.11%3.91%4.04%3.57%3.75%4.26%4.98%
KO
3.16%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
LOW
2.02%1.88%1.12%1.47%1.84%2.10%1.81%2.00%1.54%1.39%1.63%2.04%
MCD
2.23%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
META
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMM
6.17%5.19%3.63%3.78%3.80%3.44%2.47%3.14%3.53%2.77%2.47%3.55%
MSFT
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
MU
0.67%0.89%0.22%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%
NVDA
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
ORCL
1.32%1.58%1.42%1.55%1.83%1.82%1.67%1.74%1.77%1.23%0.73%1.48%
PEP
2.76%2.56%2.56%2.93%3.08%3.71%3.12%3.44%3.46%3.45%3.57%4.23%
PG
2.45%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
PPG
1.93%1.95%1.35%1.53%1.58%1.98%1.61%1.85%1.63%1.31%1.49%2.05%
QCOM
2.88%2.72%1.53%1.79%3.06%4.82%4.11%3.87%4.70%2.82%2.33%2.12%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STM
0.56%0.68%0.46%0.51%0.91%1.79%1.15%2.62%6.66%6.24%6.12%7.08%
SWKS
2.63%2.64%1.42%1.30%1.45%2.28%1.40%1.62%1.16%0.55%0.00%0.00%
TCEHY
4.91%3.70%0.38%0.23%0.29%0.28%0.17%0.27%0.26%0.24%0.22%0.33%
TGT
3.85%2.71%1.42%1.61%2.19%4.25%4.30%3.85%3.69%3.19%3.28%3.00%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TXN
3.09%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
UPS
4.15%3.59%2.02%2.60%3.68%4.33%3.34%3.36%3.86%3.16%3.17%4.27%
VZ
7.84%6.86%5.38%4.88%4.77%5.32%5.79%5.89%6.93%6.94%6.69%7.71%
WMT
1.40%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%

Комиссия

Комиссия General Screener Portfolio 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
AAPL
Apple Inc.
0.51
ADBE
Adobe Inc
2.26
ADI
Analog Devices, Inc.
0.67
ADSK
Autodesk, Inc.
0.12
AMD
Advanced Micro Devices, Inc.
0.56
AMZN
Amazon.com, Inc.
0.23
APD
Air Products and Chemicals, Inc.
0.86
AVGO
Broadcom Inc.
2.28
AXP
American Express Company
0.15
BABA
Alibaba Group Holding Limited
0.16
BIDU
Baidu, Inc.
0.09
CAT
Caterpillar Inc.
2.10
CL
Colgate-Palmolive Company
-0.05
CRM
salesforce.com, inc.
1.12
CSCO
Cisco Systems, Inc.
1.57
EMR
Emerson Electric Co.
1.26
GLW
Corning Incorporated
0.16
GOOG
Alphabet Inc.
0.91
GS
The Goldman Sachs Group, Inc.
0.21
HD
The Home Depot, Inc.
0.63
HPQ
N/A
HRL
N/A
IBM
N/A
INTC
N/A
ITW
N/A
JNJ
N/A
JPM
N/A
KMB
N/A
KO
N/A
LOW
N/A
MCD
N/A
META
N/A
MMM
N/A
MSFT
N/A
MU
N/A
NFLX
N/A
NVDA
N/A
ORCL
N/A
PEP
N/A
PG
N/A
PPG
N/A
QCOM
N/A
SHOP
N/A
STM
N/A
SWKS
N/A
TCEHY
N/A
TGT
N/A
TSLA
N/A
TXN
N/A
UPS
N/A
VZ
N/A
WMT
N/A

График просадок

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.12%
-9.93%
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

General Screener Portfolio с января 2010 показал максимальную просадку в 30.97%, зарегистрированную 11 окт. 2022 г.. Портфель полностью восстановился за 200 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

-30.97%5 янв. 2022 г.19311 окт. 2022 г.20031 июл. 2023 г.393
-29.92%20 февр. 2020 г.2323 мар. 2020 г.538 июн. 2020 г.76
-19.56%21 сент. 2018 г.6524 дек. 2018 г.5921 мар. 2019 г.124
-14.67%7 дек. 2015 г.4611 февр. 2016 г.2518 мар. 2016 г.71
-14.01%23 июн. 2015 г.4525 авг. 2015 г.493 нояб. 2015 г.94

График волатильности

Текущая волатильность General Screener Portfolio составляет 3.98%, 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%6.00%AprilMayJuneJulyAugustSeptember
3.98%
3.41%
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля