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Обсуждения
General Screener Portfolio
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

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
Technology

1.92%

ADBE
Adobe Inc
Technology

1.92%

ADI
Analog Devices, Inc.
Technology

1.92%

ADSK
Autodesk, Inc.
Technology

1.92%

AMD
Advanced Micro Devices, Inc.
Technology

1.92%

AMZN
Amazon.com, Inc.
Consumer Cyclical

1.92%

APD
Air Products and Chemicals, Inc.
Basic Materials

1.92%

AVGO
Broadcom Inc.
Technology

1.92%

AXP
American Express Company
Financial Services

1.92%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

1.92%

BIDU
Baidu, Inc.
Communication Services

1.92%

CAT
Caterpillar Inc.
Industrials

1.92%

CL
Colgate-Palmolive Company
Consumer Defensive

1.92%

CRM
salesforce.com, inc.
Technology

1.92%

CSCO
Cisco Systems, Inc.
Technology

1.92%

EMR
Emerson Electric Co.
Industrials

1.92%

GLW
Corning Incorporated
Technology

1.92%

GOOG
Alphabet Inc.
Communication Services

1.92%

GS
The Goldman Sachs Group, Inc.
Financial Services

1.92%

HD
The Home Depot, Inc.
Consumer Cyclical

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%

S&P 500

Доходность

График доходности

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


150.00%200.00%250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
399.62%
158.35%
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 19 сент. 2014 г., начальной даты BABA

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
General Screener Portfolio13.65%1.49%13.06%20.13%18.07%N/A
AAPL
Apple Inc
16.81%8.11%15.99%17.49%34.99%26.82%
ADBE
Adobe Inc
-7.64%3.29%-8.71%5.91%12.22%22.57%
ADI
Analog Devices, Inc.
17.46%0.07%18.21%22.65%15.34%18.26%
ADSK
Autodesk, Inc.
-0.42%0.06%-3.33%15.51%6.95%15.74%
AMD
Advanced Micro Devices, Inc.
2.83%-5.99%-9.87%36.62%34.92%44.68%
AMZN
Amazon.com, Inc.
20.53%-3.15%18.32%40.87%12.91%26.14%
APD
Air Products and Chemicals, Inc.
-2.61%-3.00%2.20%-10.81%5.65%10.83%
AVGO
Broadcom Inc.
42.01%-4.83%29.88%78.55%43.52%39.84%
AXP
American Express Company
30.59%5.52%31.81%44.31%15.30%11.66%
BABA
Alibaba Group Holding Limited
-2.06%2.17%10.61%-16.54%-15.57%N/A
BIDU
Baidu, Inc.
-24.12%2.01%-9.38%-36.13%-4.95%-7.58%
CAT
Caterpillar Inc.
18.55%6.04%20.86%36.75%24.19%15.25%
CL
Colgate-Palmolive Company
25.13%1.35%23.29%30.07%9.19%6.10%
CRM
salesforce.com, inc.
-5.62%1.21%-11.40%8.89%9.26%16.61%
CSCO
Cisco Systems, Inc.
-4.02%0.92%-6.70%-7.20%-0.69%9.59%
EMR
Emerson Electric Co.
19.99%6.71%21.48%29.48%14.30%8.61%
GLW
Corning Incorporated
47.91%10.64%47.08%38.07%8.83%10.11%
GOOG
Alphabet Inc.
27.44%-0.48%21.59%49.28%25.96%19.78%
GS
The Goldman Sachs Group, Inc.
27.36%7.72%27.30%41.92%19.92%12.91%
HD
The Home Depot, Inc.
6.21%2.12%3.19%16.36%13.89%19.03%
HPQ
25.53%2.14%29.44%19.29%15.26%N/A
HRL
1.63%4.71%6.57%-18.01%-2.34%N/A
IBM
14.19%6.26%8.06%37.50%10.21%N/A
INTC
-33.91%6.08%-31.13%-1.70%-6.63%N/A
ITW
-6.33%1.52%-4.79%-2.90%11.50%N/A
JNJ
0.25%3.99%-3.29%-6.26%6.49%N/A
JPM
25.50%7.46%24.73%38.79%15.83%N/A
KMB
20.44%2.98%19.63%8.76%4.82%N/A
KO
12.55%4.01%11.34%7.91%7.26%N/A
LOW
8.23%4.34%9.55%4.13%20.47%N/A
MCD
-12.17%-0.81%-12.73%-10.90%6.33%N/A
META
34.98%-3.64%25.14%62.36%18.56%N/A
MMM
16.38%1.49%17.78%25.72%-3.12%N/A
MSFT
16.67%-2.82%10.64%28.15%26.76%N/A
MU
34.13%-18.05%28.27%74.89%19.48%N/A
NFLX
30.08%-7.69%30.39%48.15%14.84%N/A
NVDA
138.17%-6.83%97.72%166.23%93.18%N/A
ORCL
32.73%-1.80%26.61%19.38%20.98%N/A
PEP
1.27%1.24%4.17%-8.22%8.63%N/A
PG
16.78%0.42%15.01%12.61%11.09%N/A
PPG
-13.56%-0.43%-9.06%-12.61%3.45%N/A
QCOM
29.93%-12.38%22.93%52.71%22.58%N/A
SHOP
-18.92%-2.88%-21.31%-3.68%13.95%N/A
STM
-20.06%-1.89%-11.60%-20.67%16.33%N/A
SWKS
3.04%7.41%6.68%3.95%7.91%N/A
TCEHY
24.52%-4.23%37.91%11.61%1.63%N/A
TGT
6.64%2.46%8.21%15.43%13.56%N/A
TSLA
-3.73%30.70%14.56%-8.01%68.76%N/A
TXN
18.57%1.83%15.61%11.44%12.21%N/A
UPS
-5.59%6.28%-6.40%-19.09%8.42%N/A
VZ
15.94%5.12%8.61%31.77%-0.51%N/A
WMT
35.09%4.18%31.15%35.46%15.44%N/A

Доходность по месяцам

Ниже представлена таблица с месячной доходностью General Screener Portfolio, 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
20240.33%4.48%3.76%-4.03%3.64%3.03%13.65%
202310.26%-2.09%6.97%-1.58%1.75%7.40%4.35%-2.68%-6.23%-3.55%10.81%5.88%33.82%
2022-5.32%-5.49%0.87%-8.43%0.23%-8.35%8.88%-4.83%-10.71%6.60%10.11%-5.52%-22.09%
20210.01%2.50%3.92%3.57%0.86%2.59%0.67%1.75%-4.87%7.26%0.38%3.04%23.42%
20201.67%-5.99%-9.89%13.27%5.79%5.57%6.86%10.10%-2.38%-2.38%10.85%4.06%40.91%
20198.77%3.88%2.51%5.36%-9.72%9.27%2.15%-1.43%1.21%2.91%5.28%5.25%39.92%
20187.91%-2.81%-3.33%-0.57%4.58%0.42%3.00%4.21%1.03%-8.28%2.64%-7.56%-0.08%
20174.34%4.90%2.50%2.04%3.88%-0.69%3.73%1.85%2.68%5.12%2.44%0.52%38.67%
2016-6.26%0.66%9.60%-0.44%3.28%0.06%6.37%2.73%1.72%-0.92%3.37%2.58%24.26%
2015-0.36%-2.94%0.88%-5.67%-1.14%9.07%2.54%-1.10%0.64%

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

Ранг риск-скорректированной доходности

Текущий ранг General Screener Portfolio среди портфелей на нашем сайте составляет 39, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.


Ранг риск-скорректированной доходности General Screener Portfolio, с текущим значением в 3939
General Screener Portfolio
Ранг коэф-та Шарпа General Screener Portfolio, с текущим значением в 4040Ранг коэф-та Шарпа
Ранг коэф-та Сортино General Screener Portfolio, с текущим значением в 3939Ранг коэф-та Сортино
Ранг коэф-та Омега General Screener Portfolio, с текущим значением в 3838Ранг коэф-та Омега
Ранг коэф-та Кальмара General Screener Portfolio, с текущим значением в 4949Ранг коэф-та Кальмара
Ранг коэф-та Мартина General Screener Portfolio, с текущим значением в 3131Ранг 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.


General Screener Portfolio
Коэффициент Шарпа
Коэффициент Шарпа General Screener Portfolio, с текущим значением в 1.47, в сравнении с широким рынком-1.000.001.002.003.004.001.47
Коэффициент Сортино
Коэффициент Сортино General Screener Portfolio, с текущим значением в 2.10, в сравнении с широким рынком-2.000.002.004.006.002.10
Коэффициент Омега
Коэффициент Омега General Screener Portfolio, с текущим значением в 1.25, в сравнении с широким рынком0.801.001.201.401.601.801.25
Коэффициент Кальмара
Коэффициент Кальмара General Screener Portfolio, с текущим значением в 1.40, в сравнении с широким рынком0.002.004.006.008.0010.001.40
Коэффициент Мартина
Коэффициент Мартина General Screener Portfolio, с текущим значением в 4.28, в сравнении с широким рынком0.0010.0020.0030.0040.004.28
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 1.82, в сравнении с широким рынком-1.000.001.002.003.004.001.82
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 2.59, в сравнении с широким рынком-2.000.002.004.006.002.59
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.32, в сравнении с широким рынком0.801.001.201.401.601.801.32
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 1.45, в сравнении с широким рынком0.002.004.006.008.0010.001.45
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 6.82, в сравнении с широким рынком0.0010.0020.0030.0040.006.82

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
AAPL
Apple Inc
0.691.141.140.941.86
ADBE
Adobe Inc
0.130.421.060.120.32
ADI
Analog Devices, Inc.
0.751.271.150.942.60
ADSK
Autodesk, Inc.
0.390.711.090.251.14
AMD
Advanced Micro Devices, Inc.
0.641.191.150.722.05
AMZN
Amazon.com, Inc.
1.271.961.230.987.25
APD
Air Products and Chemicals, Inc.
-0.34-0.240.96-0.30-0.67
AVGO
Broadcom Inc.
2.012.791.345.3812.54
AXP
American Express Company
1.822.541.341.445.14
BABA
Alibaba Group Holding Limited
-0.48-0.500.94-0.21-0.73
BIDU
Baidu, Inc.
-1.00-1.500.84-0.50-1.26
CAT
Caterpillar Inc.
1.331.901.251.634.28
CL
Colgate-Palmolive Company
2.283.141.412.048.73
CRM
salesforce.com, inc.
0.180.451.080.160.55
CSCO
Cisco Systems, Inc.
-0.37-0.360.95-0.30-0.55
EMR
Emerson Electric Co.
1.312.051.271.805.31
GLW
Corning Incorporated
1.522.701.310.963.92
GOOG
Alphabet Inc.
1.692.221.322.2410.27
GS
The Goldman Sachs Group, Inc.
2.193.201.381.687.95
HD
The Home Depot, Inc.
0.851.351.160.551.85
HPQ
0.601.191.150.501.50
HRL
-0.60-0.710.90-0.37-0.89
IBM
1.992.831.412.435.97
INTC
-0.080.151.02-0.06-0.14
ITW
-0.16-0.110.99-0.18-0.34
JNJ
0.030.171.020.030.05
JPM
2.252.761.412.458.66
KMB
0.620.961.130.551.31
KO
0.721.081.140.541.62
LOW
0.240.521.060.200.51
MCD
-0.65-0.820.90-0.61-1.20
META
1.392.191.281.988.10
MMM
1.011.531.210.452.68
MSFT
1.211.681.211.855.57
MU
1.932.661.332.2511.71
NFLX
0.951.601.210.654.98
NVDA
3.273.721.467.6121.37
ORCL
0.540.931.150.891.82
PEP
-0.37-0.410.95-0.34-0.63
PG
1.111.661.211.594.45
PPG
-0.68-0.830.90-0.42-1.35
QCOM
1.632.101.291.255.90
SHOP
-0.140.161.02-0.10-0.39
STM
-0.72-0.910.90-0.75-1.20
SWKS
0.080.321.040.050.21
TCEHY
0.320.711.080.160.71
TGT
0.511.121.130.281.53
TSLA
-0.34-0.170.98-0.27-0.70
TXN
0.510.881.100.461.13
UPS
-0.78-0.940.88-0.48-1.02
VZ
1.482.431.290.767.26
WMT
2.272.981.473.5810.69

Коэффициент Шарпа

General Screener Portfolio на текущий момент имеет коэффициент Шарпа равный 1.47. Это значение рассчитано на основе данных за прошедший период в 1 year и учитывает как изменения цен, так и дивиденды.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 1.31 до 2.05, текущий коэффициент Шарпа этого портфеля находится между 25-м и 75-м процентилями. Это означает, что его эффективность с учетом риска соответствует большинству портфелей. Это говорит о сбалансированном подходе к риску и доходности, который может подходить широкому кругу инвесторов.

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


Скользящий 12-месячный коэффициент Шарпа1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.47
1.82
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность General Screener Portfolio за предыдущие двенадцать месяцев составила 1.77%.


TTM20232022202120202019201820172016201520142013
General Screener Portfolio1.77%2.00%2.00%1.47%1.60%1.70%1.98%1.64%1.86%1.94%1.65%1.66%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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.
1.54%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
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.
2.68%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.90%2.49%2.13%2.54%
AVGO
Broadcom Inc.
1.29%1.71%3.02%2.24%3.05%3.54%4.48%2.57%2.33%2.09%2.42%3.74%
AXP
American Express Company
1.07%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
BABA
Alibaba Group Holding Limited
2.19%1.28%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.
1.12%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
CL
Colgate-Palmolive Company
2.00%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
CRM
salesforce.com, inc.
0.32%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.
3.34%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
EMR
Emerson Electric Co.
1.81%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
GLW
Corning Incorporated
2.53%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
GOOG
Alphabet Inc.
0.11%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.
2.27%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
HD
The Home Depot, Inc.
2.39%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
HPQ
2.93%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%2.03%
HRL
3.53%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%
IBM
3.63%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
INTC
1.52%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
ITW
2.31%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
JNJ
3.11%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
JPM
2.10%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
KMB
3.34%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%2.73%2.97%
KO
2.89%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
LOW
1.84%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
MCD
2.54%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
META
0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMM
4.30%5.49%4.97%3.33%3.36%3.26%2.85%2.00%2.49%2.72%2.08%1.81%
MSFT
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
MU
0.40%0.54%0.89%0.21%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
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
ORCL
1.15%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
PEP
3.04%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
PG
2.32%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
PPG
2.03%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
QCOM
1.75%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
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
0.68%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%4.25%
SWKS
2.38%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%
TCEHY
0.93%6.80%4.27%0.35%0.22%0.27%0.29%0.15%0.25%0.24%0.04%0.20%
TGT
2.94%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
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
2.58%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
UPS
4.48%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
VZ
6.39%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
WMT
1.12%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%

Просадки

График просадок

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.20%
-2.86%
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

General Screener Portfolio показал максимальную просадку в 30.97%, зарегистрированную 11 окт. 2022 г.. Полное восстановление заняло 200 торговых сессий.

Текущая просадка General Screener Portfolio составляет 3.20%.

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
-29.87%20 февр. 2020 г.2323 мар. 2020 г.538 июн. 2020 г.76
-19.61%21 сент. 2018 г.6524 дек. 2018 г.5921 мар. 2019 г.124
-14.66%7 дек. 2015 г.4611 февр. 2016 г.2518 мар. 2016 г.71
-13.98%23 июн. 2015 г.4525 авг. 2015 г.493 нояб. 2015 г.94

Волатильность

График волатильности

Текущая волатильность General Screener Portfolio составляет 3.16%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.16%
2.76%
General Screener Portfolio
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

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

HRLKMBVZWMTTSLACLJNJPGTGTTCEHYSHOPBABABIDUMCDKOPEPNFLXAMDMETAMULOWCATAMZNJPMIBMCRMUPSMMMORCLGSNVDAHDAPDAXPHPQSTMPPGAVGOEMRAAPLQCOMADBEGOOGINTCADSKSWKSGLWITWCSCOADIMSFTTXN
HRL1.000.480.350.330.070.480.330.450.250.080.040.080.050.310.420.490.070.050.100.070.230.170.100.150.260.120.260.290.210.150.050.260.280.150.160.080.240.080.180.170.110.140.130.140.110.130.190.270.230.110.170.17
KMB0.481.000.410.360.050.680.410.680.230.090.080.070.060.390.550.590.110.080.150.090.270.170.130.190.300.150.310.340.280.170.090.310.350.200.170.090.310.130.210.190.150.190.170.190.150.130.210.330.290.140.230.21
VZ0.350.411.000.310.070.390.400.420.280.100.060.100.100.320.440.400.090.100.120.120.280.290.120.320.410.140.310.360.250.280.090.310.320.290.270.130.320.140.300.180.170.140.180.230.170.150.280.360.340.180.220.24
WMT0.330.360.311.000.160.390.330.430.440.130.150.140.130.340.370.440.210.180.210.170.340.230.260.240.300.200.330.300.300.230.220.390.300.250.240.180.280.210.270.270.220.250.270.270.250.200.260.340.320.240.300.27
TSLA0.070.050.070.161.000.080.100.110.190.310.380.320.340.170.150.160.370.370.350.330.250.230.400.240.210.390.230.190.270.280.420.250.220.300.320.380.260.390.240.420.350.400.370.360.390.390.290.250.270.390.390.38
CL0.480.680.390.390.081.000.450.740.260.100.100.090.090.420.600.660.160.120.190.130.310.240.190.240.360.210.320.370.320.220.140.360.400.250.230.150.350.190.280.230.190.240.250.230.220.170.260.380.350.190.300.27
JNJ0.330.410.400.330.100.451.000.470.260.170.110.160.150.380.450.470.180.140.190.150.290.280.200.300.390.220.340.430.330.280.150.320.360.290.270.200.340.200.320.260.240.250.280.270.240.220.330.400.410.250.310.30
PG0.450.680.420.430.110.740.471.000.270.120.120.110.090.420.620.650.180.130.200.170.310.240.220.250.370.220.350.380.320.230.170.360.390.260.240.170.350.200.300.270.220.270.270.260.220.200.280.390.370.240.340.30
TGT0.250.230.280.440.190.260.260.271.000.200.240.200.220.270.280.280.220.250.230.250.480.320.260.350.330.270.410.370.310.360.270.510.350.340.360.270.370.260.380.270.290.290.270.320.330.310.360.410.350.310.290.34
TCEHY0.080.090.100.130.310.100.170.120.201.000.380.670.610.160.150.150.340.310.360.370.260.310.390.300.250.370.260.280.300.330.370.270.310.310.310.410.300.380.320.380.380.380.400.360.380.400.350.300.330.370.400.39
SHOP0.040.080.060.150.380.100.110.120.240.381.000.400.390.190.110.150.450.460.440.370.300.230.510.210.190.530.260.200.330.270.480.300.280.300.290.420.260.400.240.420.400.540.440.360.520.420.310.260.310.420.480.41
BABA0.080.070.100.140.320.090.160.110.200.670.401.000.660.170.150.140.390.340.420.390.230.300.430.290.260.390.280.270.320.320.400.240.300.300.320.390.300.360.300.390.380.390.430.380.410.430.370.300.310.380.400.38
BIDU0.050.060.100.130.340.090.150.090.220.610.390.661.000.170.150.140.380.340.400.390.270.320.400.320.270.390.290.270.310.360.400.270.270.310.360.390.310.370.310.400.380.410.430.370.420.420.360.300.330.400.400.40
MCD0.310.390.320.340.170.420.380.420.270.160.190.170.171.000.500.470.200.210.290.190.370.280.280.350.360.300.360.360.370.320.220.400.400.360.310.270.380.300.330.320.270.330.330.290.290.270.340.400.400.290.380.35
KO0.420.550.440.370.150.600.450.620.280.150.110.150.150.501.000.730.130.130.200.170.320.300.210.330.400.240.380.420.330.300.150.360.440.360.290.200.410.230.360.270.220.270.300.260.250.200.340.430.380.250.340.30
PEP0.490.590.400.440.160.660.470.650.280.150.150.140.140.470.731.000.180.140.240.170.340.210.250.240.350.270.340.380.340.220.180.380.410.270.250.210.360.250.280.310.240.310.320.280.270.220.300.390.390.260.370.32
NFLX0.070.110.090.210.370.160.180.180.220.340.450.390.380.200.130.181.000.400.520.360.310.250.550.240.220.490.270.230.370.290.480.310.270.290.290.350.260.400.260.460.400.530.490.400.460.400.320.250.350.380.510.41
AMD0.050.080.100.180.370.120.140.130.250.310.460.340.340.210.130.140.401.000.430.520.310.280.470.270.290.460.310.240.380.310.660.320.300.320.400.510.300.510.330.450.510.500.450.480.480.500.380.300.380.560.490.55
META0.100.150.120.210.350.190.190.200.230.360.440.420.400.290.200.240.520.431.000.410.340.290.620.310.290.520.330.300.410.340.520.360.330.360.330.420.320.470.320.530.450.590.670.430.510.470.360.320.390.450.600.47
MU0.070.090.120.170.330.130.150.170.250.370.370.390.390.190.170.170.360.520.411.000.330.410.400.400.390.400.350.350.390.430.600.320.330.420.490.570.350.580.430.450.580.440.450.570.490.610.490.400.420.620.470.63
LOW0.230.270.280.340.250.310.290.310.480.260.300.230.270.370.320.340.310.310.340.331.000.420.360.410.400.380.470.450.380.440.360.800.430.440.430.370.490.370.470.380.390.410.370.380.440.410.470.520.440.420.420.44
CAT0.170.170.290.230.230.240.280.240.320.310.230.300.320.280.300.210.250.280.290.410.421.000.270.590.510.280.480.570.400.580.330.400.510.560.520.410.550.410.720.350.430.290.350.420.400.440.570.640.460.480.340.49
AMZN0.100.130.120.260.400.190.200.220.260.390.510.430.400.280.210.250.550.470.620.400.360.271.000.290.290.590.340.290.430.340.550.390.310.350.360.440.320.470.310.580.480.630.680.440.540.460.350.320.440.450.670.48
JPM0.150.190.320.240.240.240.300.250.350.300.210.290.320.350.330.240.240.270.310.400.410.590.291.000.510.310.460.520.410.790.320.410.480.700.490.390.540.380.600.360.390.290.370.420.370.420.550.560.470.440.360.45
IBM0.260.300.410.300.210.360.390.370.330.250.190.260.270.360.400.350.220.290.290.390.400.510.290.511.000.320.450.530.500.490.310.420.440.520.530.380.480.390.540.370.390.360.380.450.390.390.520.550.540.440.410.48
CRM0.120.150.140.200.390.210.220.220.270.370.530.390.390.300.240.270.490.460.520.400.380.280.590.310.321.000.350.290.470.350.530.380.380.390.380.440.330.470.330.510.470.690.560.430.640.480.400.330.470.480.630.49
UPS0.260.310.310.330.230.320.340.350.410.260.260.280.290.360.380.340.270.310.330.350.470.480.340.460.450.351.000.530.440.480.360.500.470.460.430.360.490.390.520.400.410.390.370.400.420.410.490.550.470.430.410.46
MMM0.290.340.360.300.190.370.430.380.370.280.200.270.270.360.420.380.230.240.300.350.450.570.290.520.530.290.531.000.400.520.290.480.500.490.480.370.560.360.590.370.370.320.370.430.380.390.550.660.490.440.380.46
ORCL0.210.280.250.300.270.320.330.320.310.300.330.320.310.370.330.340.370.380.410.390.380.400.430.410.500.470.440.401.000.420.430.410.430.430.430.410.430.440.440.460.420.520.480.430.500.400.430.460.520.440.570.46
GS0.150.170.280.230.280.220.280.230.360.330.270.320.360.320.300.220.290.310.340.430.440.580.340.790.490.350.480.520.421.000.370.440.470.660.490.430.540.410.590.400.430.330.410.430.420.450.540.550.460.470.390.47
NVDA0.050.090.090.220.420.140.150.170.270.370.480.400.400.220.150.180.480.660.520.600.360.330.550.320.310.530.360.290.430.371.000.370.350.370.430.580.320.610.370.540.590.590.540.550.550.590.430.360.440.610.600.63
HD0.260.310.310.390.250.360.320.360.510.270.300.240.270.400.360.380.310.320.360.320.800.400.390.410.420.380.500.480.410.440.371.000.450.440.430.380.490.380.460.400.400.420.410.390.440.410.460.540.460.430.460.48
APD0.280.350.320.300.220.400.360.390.350.310.280.300.270.400.440.410.270.300.330.330.430.510.310.480.440.380.470.500.430.470.350.451.000.470.450.430.590.400.550.390.420.400.390.420.440.410.490.580.470.440.430.49
AXP0.150.200.290.250.300.250.290.260.340.310.300.300.310.360.360.270.290.320.360.420.440.560.350.700.520.390.460.490.430.660.370.440.471.000.510.440.530.410.580.390.440.370.420.430.450.440.540.530.470.480.420.49
HPQ0.160.170.270.240.320.230.270.240.360.310.290.320.360.310.290.250.290.400.330.490.430.520.360.490.530.380.430.480.430.490.430.430.450.511.000.480.490.450.550.440.480.420.420.510.470.490.570.510.560.520.460.56
STM0.080.090.130.180.380.150.200.170.270.410.420.390.390.270.200.210.350.510.420.570.370.410.440.390.380.440.360.370.410.430.580.380.430.440.481.000.430.600.470.500.590.490.460.550.540.660.520.450.470.700.500.68
PPG0.240.310.320.280.260.350.340.350.370.300.260.300.310.380.410.360.260.300.320.350.490.550.320.540.480.330.490.560.430.540.320.490.590.530.490.431.000.410.600.380.420.360.390.430.430.440.550.640.490.480.390.48
AVGO0.080.130.140.210.390.190.200.200.260.380.400.360.370.300.230.250.400.510.470.580.370.410.470.380.390.470.390.360.440.410.610.380.400.410.450.600.411.000.450.570.620.530.490.570.550.700.480.430.500.690.560.69
EMR0.180.210.300.270.240.280.320.300.380.320.240.300.310.330.360.280.260.330.320.430.470.720.310.600.540.330.520.590.440.590.370.460.550.580.550.470.600.451.000.400.460.350.400.470.450.460.600.690.530.520.410.54
AAPL0.170.190.180.270.420.230.260.270.270.380.420.390.400.320.270.310.460.450.530.450.380.350.580.360.370.510.400.370.460.400.540.400.390.390.440.500.380.570.401.000.550.560.610.510.530.610.470.410.510.550.650.58
QCOM0.110.150.170.220.350.190.240.220.290.380.400.380.380.270.220.240.400.510.450.580.390.430.480.390.390.470.410.370.420.430.590.400.420.440.480.590.420.620.460.551.000.520.500.590.530.660.520.430.480.660.550.67
ADBE0.140.190.140.250.400.240.250.270.290.380.540.390.410.330.270.310.530.500.590.440.410.290.630.290.360.690.390.320.520.330.590.420.400.370.420.490.360.530.350.560.521.000.640.490.670.500.400.380.510.530.730.55
GOOG0.130.170.180.270.370.250.280.270.270.400.440.430.430.330.300.320.490.450.670.450.370.350.680.370.380.560.370.370.480.410.540.410.390.420.420.460.390.490.400.610.500.641.000.490.560.490.440.400.500.510.710.54
INTC0.140.190.230.270.360.230.270.260.320.360.360.380.370.290.260.280.400.480.430.570.380.420.440.420.450.430.400.430.430.430.550.390.420.430.510.550.430.570.470.510.590.490.491.000.500.600.520.460.540.630.540.68
ADSK0.110.150.170.250.390.220.240.220.330.380.520.410.420.290.250.270.460.480.510.490.440.400.540.370.390.640.420.380.500.420.550.440.440.450.470.540.430.550.450.530.530.670.560.501.000.560.500.450.510.580.610.57
SWKS0.130.130.150.200.390.170.220.200.310.400.420.430.420.270.200.220.400.500.470.610.410.440.460.420.390.480.410.390.400.450.590.410.410.440.490.660.440.700.460.610.660.500.490.600.561.000.540.470.500.740.530.73
GLW0.190.210.280.260.290.260.330.280.360.350.310.370.360.340.340.300.320.380.360.490.470.570.350.550.520.400.490.550.430.540.430.460.490.540.570.520.550.480.600.470.520.400.440.520.500.541.000.610.560.580.450.59
ITW0.270.330.360.340.250.380.400.390.410.300.260.300.300.400.430.390.250.300.320.400.520.640.320.560.550.330.550.660.460.550.360.540.580.530.510.450.640.430.690.410.430.380.400.460.450.470.611.000.530.520.440.54
CSCO0.230.290.340.320.270.350.410.370.350.330.310.310.330.400.380.390.350.380.390.420.440.460.440.470.540.470.470.490.520.460.440.460.470.470.560.470.490.500.530.510.480.510.500.540.510.500.560.531.000.530.550.56
ADI0.110.140.180.240.390.190.250.240.310.370.420.380.400.290.250.260.380.560.450.620.420.480.450.440.440.480.430.440.440.470.610.430.440.480.520.700.480.690.520.550.660.530.510.630.580.740.580.520.531.000.550.82
MSFT0.170.230.220.300.390.300.310.340.290.400.480.400.400.380.340.370.510.490.600.470.420.340.670.360.410.630.410.380.570.390.600.460.430.420.460.500.390.560.410.650.550.730.710.540.610.530.450.440.550.551.000.60
TXN0.170.210.240.270.380.270.300.300.340.390.410.380.400.350.300.320.410.550.470.630.440.490.480.450.480.490.460.460.460.470.630.480.490.490.560.680.480.690.540.580.670.550.540.680.570.730.590.540.560.820.601.00
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 22 мая 2015 г.