General Screener Portfolio
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
General Screener Portfolio
Currency in USD · Последнее обновление 11 мая 2025 г.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
Загрузка...
Самые ранние данные для этого графика доступны с 19 сент. 2014 г., начальной даты BABA
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| General Screener Portfolio | -2.72% | 8.84% | -4.54% | 9.65% | 16.62% | N/A |
| Активы портфеля: | ||||||
AAPL Apple Inc | -20.63% | 4.26% | -12.43% | 8.82% | 21.04% | 21.59% |
ADBE Adobe Inc | -13.81% | 9.49% | -22.52% | -20.53% | 0.63% | 17.45% |
ADI Analog Devices, Inc. | -1.90% | 16.34% | -7.31% | 1.85% | 16.00% | 15.19% |
ADSK Autodesk, Inc. | -2.74% | 11.89% | -5.92% | 32.01% | 9.32% | 17.27% |
AMD Advanced Micro Devices, Inc. | -14.86% | 15.94% | -30.49% | -32.31% | 13.08% | 45.95% |
AMZN Amazon.com, Inc. | -12.00% | 6.53% | -7.26% | 2.98% | 9.93% | 24.71% |
APD Air Products and Chemicals, Inc. | -5.37% | 3.47% | -12.31% | 10.96% | 5.61% | 9.62% |
AVGO Broadcom Inc. | -9.92% | 20.84% | 14.02% | 58.12% | 53.95% | 36.26% |
AXP American Express Company | -3.59% | 15.24% | -0.51% | 18.75% | 29.01% | 15.26% |
BABA Alibaba Group Holding Limited | 47.81% | 20.30% | 33.06% | 57.92% | -9.04% | 3.89% |
BIDU Baidu, Inc. | 3.02% | 10.69% | -2.36% | -20.06% | -2.70% | -7.51% |
CAT Caterpillar Inc. | -9.46% | 13.17% | -16.51% | -6.72% | 27.23% | 16.96% |
CL Colgate-Palmolive Company | -0.09% | -1.62% | -1.89% | -3.53% | 7.80% | 5.33% |
CRM salesforce.com, inc. | -17.49% | 7.96% | -14.22% | 0.13% | 8.74% | 14.52% |
CSCO Cisco Systems, Inc. | 2.33% | 5.62% | 4.34% | 28.10% | 9.98% | 10.81% |
EMR Emerson Electric Co. | -8.80% | 12.85% | -10.82% | -0.83% | 17.70% | 9.35% |
GLW Corning Incorporated | -4.59% | 8.13% | -6.38% | 35.41% | 19.71% | 10.91% |
GOOG Alphabet Inc | -18.84% | -0.64% | -13.97% | -8.91% | 17.25% | 19.39% |
GS The Goldman Sachs Group, Inc. | -0.47% | 15.78% | -2.80% | 27.46% | 28.54% | 13.18% |
HD | -6.16% | 2.57% | -9.60% | 7.30% | 11.61% | N/A |
HPQ | -18.08% | 15.70% | -26.80% | -7.86% | 15.17% | N/A |
HRL | -5.07% | -0.06% | -1.78% | -14.88% | -6.94% | N/A |
IBM | 14.87% | 9.28% | 19.09% | 53.60% | 21.64% | N/A |
INTC | 6.83% | 7.75% | -18.24% | -27.79% | -16.81% | N/A |
ITW | -3.78% | 6.92% | -9.75% | -0.81% | 10.98% | N/A |
JNJ | 7.49% | 3.72% | 0.79% | 6.18% | 3.55% | N/A |
JPM | 6.78% | 11.43% | 8.01% | 30.28% | 26.54% | N/A |
KMB | 2.44% | -3.23% | 1.36% | 0.82% | 2.71% | N/A |
KO | 14.10% | -0.34% | 11.98% | 14.81% | 12.59% | N/A |
LOW | -9.07% | 1.01% | -17.22% | -3.65% | 16.52% | N/A |
MCD | 8.83% | 2.25% | 6.16% | 16.85% | 14.29% | N/A |
META | 1.28% | 8.46% | 0.71% | 24.87% | 22.88% | N/A |
MMM | 11.01% | 7.24% | 7.24% | 47.43% | 7.39% | N/A |
MSFT | 4.30% | 15.05% | 4.25% | 6.59% | 19.74% | N/A |
MU | 2.15% | 22.57% | -23.07% | -28.86% | 12.79% | N/A |
NFLX | 27.92% | 23.78% | 43.42% | 86.66% | 21.02% | N/A |
NVDA | -13.13% | 8.44% | -20.97% | 29.82% | 71.04% | N/A |
ORCL | -9.22% | 12.74% | -20.07% | 30.32% | 24.87% | N/A |
PEP | -13.46% | -9.50% | -19.62% | -25.04% | 2.36% | N/A |
PG | -4.78% | -2.99% | -4.81% | -3.18% | 9.14% | N/A |
PPG | -7.85% | 11.07% | -11.83% | -17.75% | 5.73% | N/A |
QCOM | -4.98% | 8.02% | -14.15% | -18.67% | 15.04% | N/A |
SHOP | -13.69% | 8.44% | 5.34% | 55.70% | 4.12% | N/A |
STM | -3.81% | 26.41% | -9.08% | -40.17% | -0.09% | N/A |
SWKS | -22.27% | 26.69% | -22.08% | -23.60% | -7.20% | N/A |
TCEHY | 17.88% | 10.43% | 16.92% | 34.41% | 4.64% | N/A |
TGT | -28.08% | 3.98% | -34.62% | -39.09% | -2.03% | N/A |
TSLA | -26.14% | 18.17% | -7.15% | 77.04% | 40.86% | N/A |
TXN | -6.66% | 10.94% | -20.55% | -5.20% | 11.56% | N/A |
UPS | -22.87% | -0.69% | -25.66% | -32.34% | 4.05% | N/A |
VZ | 12.82% | 1.61% | 11.46% | 15.28% | 0.63% | N/A |
WMT | 7.60% | 7.00% | 14.86% | 61.56% | 20.37% | N/A |
*Среднегодовая
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. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.33% | -0.57% | -5.66% | -2.00% | 2.42% | -2.72% | |||||||
| 2024 | 0.33% | 4.51% | 3.72% | -3.99% | 3.58% | 3.07% | 1.70% | 2.06% | 4.53% | -2.57% | 5.70% | -2.67% | 21.24% |
| 2023 | 10.28% | -2.11% | 6.99% | -1.61% | 1.77% | 7.38% | 4.34% | -2.66% | -6.21% | -3.58% | 10.82% | 5.86% | 33.80% |
| 2022 | -5.38% | -5.43% | 0.91% | -8.44% | 0.22% | -8.38% | 8.91% | -4.83% | -10.72% | 6.59% | 10.06% | -5.46% | -22.09% |
| 2021 | -0.06% | 2.49% | 3.94% | 3.62% | 0.83% | 2.61% | 0.68% | 1.75% | -4.90% | 7.31% | 0.37% | 3.05% | 23.41% |
| 2020 | 1.67% | -6.00% | -9.90% | 13.32% | 5.69% | 5.64% | 6.86% | 10.09% | -2.43% | -2.34% | 10.84% | 4.10% | 40.92% |
| 2019 | 8.71% | 3.90% | 2.51% | 5.37% | -9.73% | 9.27% | 2.18% | -1.44% | 1.22% | 2.91% | 5.27% | 5.24% | 39.88% |
| 2018 | 7.92% | -2.80% | -3.39% | -0.51% | 4.55% | 0.42% | 2.99% | 4.23% | 1.05% | -8.31% | 2.64% | -7.52% | -0.08% |
| 2017 | 4.33% | 4.87% | 2.47% | 2.05% | 3.88% | -0.69% | 3.74% | 1.82% | 2.66% | 5.15% | 2.44% | 0.53% | 38.62% |
| 2016 | -6.29% | 0.64% | 9.60% | -0.42% | 3.26% | 0.02% | 6.38% | 2.75% | 1.67% | -0.89% | 3.37% | 2.60% | 24.18% |
| 2015 | -0.33% | -2.97% | 0.90% | -5.66% | -1.19% | 9.10% | 2.53% | -1.10% | 0.63% |
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 рейтинг General Screener Portfolio составляет 35, 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.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.25 | 0.63 | 1.09 | 0.28 | 0.95 |
ADBE Adobe Inc | -0.56 | -0.64 | 0.90 | -0.44 | -1.08 |
ADI Analog Devices, Inc. | 0.07 | 0.45 | 1.06 | 0.11 | 0.32 |
ADSK Autodesk, Inc. | 1.09 | 1.72 | 1.23 | 0.82 | 3.75 |
AMD Advanced Micro Devices, Inc. | -0.62 | -0.74 | 0.91 | -0.53 | -1.13 |
AMZN Amazon.com, Inc. | 0.06 | 0.33 | 1.04 | 0.07 | 0.20 |
APD Air Products and Chemicals, Inc. | 0.39 | 0.84 | 1.11 | 0.45 | 1.27 |
AVGO Broadcom Inc. | 0.99 | 1.73 | 1.23 | 1.50 | 4.15 |
AXP American Express Company | 0.64 | 1.17 | 1.16 | 0.79 | 2.51 |
BABA Alibaba Group Holding Limited | 1.29 | 1.92 | 1.24 | 0.77 | 3.62 |
BIDU Baidu, Inc. | -0.50 | -0.49 | 0.94 | -0.28 | -0.99 |
CAT Caterpillar Inc. | -0.20 | 0.02 | 1.00 | -0.12 | -0.32 |
CL Colgate-Palmolive Company | -0.12 | -0.03 | 1.00 | -0.12 | -0.22 |
CRM salesforce.com, inc. | 0.02 | 0.27 | 1.04 | -0.00 | -0.00 |
CSCO Cisco Systems, Inc. | 1.28 | 1.91 | 1.28 | 1.27 | 5.76 |
EMR Emerson Electric Co. | -0.03 | 0.52 | 1.07 | 0.23 | 0.60 |
GLW Corning Incorporated | 1.04 | 1.68 | 1.24 | 1.39 | 4.07 |
GOOG Alphabet Inc | -0.32 | -0.28 | 0.97 | -0.35 | -0.77 |
GS The Goldman Sachs Group, Inc. | 0.81 | 1.44 | 1.20 | 0.99 | 3.31 |
HD | 0.31 | 0.72 | 1.08 | 0.42 | 1.10 |
HPQ | -0.20 | 0.14 | 1.02 | -0.08 | -0.22 |
HRL | -0.62 | -0.68 | 0.91 | -0.32 | -0.97 |
IBM | 2.00 | 2.73 | 1.39 | 3.27 | 10.01 |
INTC | -0.45 | -0.35 | 0.95 | -0.42 | -0.89 |
ITW | -0.03 | 0.18 | 1.02 | 0.02 | 0.07 |
JNJ | 0.34 | 0.62 | 1.09 | 0.41 | 1.10 |
JPM | 1.09 | 1.77 | 1.26 | 1.43 | 4.82 |
KMB | 0.04 | 0.22 | 1.03 | 0.09 | 0.20 |
KO | 0.94 | 1.45 | 1.18 | 1.03 | 2.27 |
LOW | -0.17 | 0.04 | 1.01 | -0.09 | -0.21 |
MCD | 0.99 | 1.47 | 1.19 | 1.17 | 3.79 |
META | 0.70 | 1.26 | 1.16 | 0.79 | 2.47 |
MMM | 1.41 | 2.67 | 1.36 | 1.22 | 9.30 |
MSFT | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
MU | -0.43 | -0.27 | 0.97 | -0.48 | -0.80 |
NFLX | 2.69 | 3.51 | 1.47 | 4.60 | 15.07 |
NVDA | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
ORCL | 0.72 | 1.23 | 1.17 | 0.81 | 2.23 |
PEP | -1.24 | -1.70 | 0.80 | -0.83 | -1.95 |
PG | -0.14 | -0.06 | 0.99 | -0.22 | -0.50 |
PPG | -0.64 | -0.79 | 0.90 | -0.36 | -1.43 |
QCOM | -0.42 | -0.32 | 0.96 | -0.40 | -0.69 |
SHOP | 0.80 | 0.89 | 1.12 | 0.28 | 1.38 |
STM | -0.77 | -1.03 | 0.87 | -0.61 | -1.07 |
SWKS | -0.46 | -0.36 | 0.94 | -0.33 | -0.86 |
TCEHY | 1.01 | 1.57 | 1.22 | 0.74 | 3.44 |
TGT | -0.99 | -1.21 | 0.82 | -0.60 | -1.94 |
TSLA | 1.03 | 1.74 | 1.21 | 1.15 | 2.83 |
TXN | -0.11 | 0.16 | 1.02 | -0.09 | -0.23 |
UPS | -1.02 | -1.24 | 0.81 | -0.57 | -1.86 |
VZ | 0.77 | 1.17 | 1.17 | 0.82 | 3.35 |
WMT | 2.50 | 3.34 | 1.46 | 2.82 | 9.42 |
Загрузка...
Дивиденды
Дивидендный доход
Дивидендная доходность General Screener Portfolio за предыдущие двенадцать месяцев составила 1.84%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.84% | 1.77% | 2.00% | 2.00% | 1.47% | 1.60% | 1.70% | 1.95% | 1.62% | 1.79% | 1.87% | 1.55% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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. | 1.81% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 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. | 2.62% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.07% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
AXP American Express Company | 1.03% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
BABA Alibaba Group Holding Limited | 0.53% | 0.78% | 1.29% | 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. | 1.73% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
CL Colgate-Palmolive Company | 2.25% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
CRM salesforce.com, inc. | 0.59% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 2.69% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
EMR Emerson Electric Co. | 1.87% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
GLW Corning Incorporated | 2.48% | 2.36% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% |
GOOG Alphabet Inc | 0.52% | 0.32% | 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. | 2.07% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
HD | 2.50% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
HPQ | 4.27% | 3.42% | 3.54% | 3.77% | 2.21% | 2.94% | 3.19% | 2.82% | 2.56% | 4.24% | 3.01% | 1.56% |
HRL | 3.92% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% |
IBM | 2.68% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
INTC | 0.58% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
ITW | 2.43% | 2.29% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% |
JNJ | 3.22% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
JPM | 2.00% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
KMB | 3.70% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
KO | 2.79% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LOW | 2.07% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
MCD | 2.19% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
META | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MMM | 1.98% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
MSFT | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
MU | 0.54% | 0.55% | 0.54% | 0.89% | 0.21% | 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 | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
ORCL | 1.13% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
PEP | 4.17% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
PG | 2.59% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% |
PPG | 1.86% | 2.23% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% |
QCOM | 2.34% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
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 | 1.50% | 1.32% | 0.48% | 0.82% | 0.45% | 0.50% | 0.86% | 1.47% | 0.93% | 2.10% | 5.11% | 4.55% |
SWKS | 4.08% | 3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% |
TCEHY | 0.69% | 0.81% | 6.83% | 4.22% | 0.35% | 0.21% | 0.26% | 0.29% | 0.15% | 0.25% | 0.24% | 0.04% |
TGT | 4.63% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 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 | 3.12% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
UPS | 5.11% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
VZ | 6.19% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
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% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
General Screener Portfolio показал максимальную просадку в 30.96%, зарегистрированную 11 окт. 2022 г.. Полное восстановление заняло 200 торговых сессий.
Текущая просадка General Screener Portfolio составляет 8.65%.
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 |
|---|---|---|---|---|---|---|
| -30.96% | 5 янв. 2022 г. | 193 | 11 окт. 2022 г. | 200 | 31 июл. 2023 г. | 393 |
| -29.92% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 53 | 8 июн. 2020 г. | 76 |
| -20.75% | 20 февр. 2025 г. | 34 | 8 апр. 2025 г. | — | — | — |
| -19.56% | 21 сент. 2018 г. | 65 | 24 дек. 2018 г. | 59 | 21 мар. 2019 г. | 124 |
| -14.68% | 7 дек. 2015 г. | 46 | 11 февр. 2016 г. | 25 | 18 мар. 2016 г. | 71 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
Загрузка...
Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 52, при этом эффективное количество активов равно 52.00, 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.
| ^GSPC | TCEHY | HRL | VZ | KMB | WMT | JNJ | CL | TSLA | PG | KO | PEP | TGT | MCD | BABA | BIDU | SHOP | NFLX | AMD | META | MU | LOW | AMZN | JPM | IBM | UPS | CAT | CRM | MMM | NVDA | APD | ORCL | HD | GS | AXP | STM | HPQ | PPG | AVGO | AAPL | INTC | GOOG | ADBE | QCOM | EMR | GLW | SWKS | ADSK | ITW | CSCO | MSFT | ADI | TXN | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.16 | 0.25 | 0.34 | 0.30 | 0.40 | 0.40 | 0.37 | 0.47 | 0.39 | 0.44 | 0.42 | 0.46 | 0.47 | 0.45 | 0.46 | 0.50 | 0.52 | 0.54 | 0.62 | 0.59 | 0.59 | 0.65 | 0.64 | 0.60 | 0.58 | 0.62 | 0.64 | 0.59 | 0.64 | 0.61 | 0.65 | 0.62 | 0.67 | 0.68 | 0.62 | 0.64 | 0.63 | 0.66 | 0.69 | 0.63 | 0.71 | 0.68 | 0.66 | 0.68 | 0.68 | 0.66 | 0.69 | 0.66 | 0.69 | 0.76 | 0.69 | 0.72 | 0.93 |
| TCEHY | 0.16 | 1.00 | -0.01 | -0.02 | -0.02 | -0.01 | 0.02 | -0.03 | 0.12 | 0.00 | 0.02 | -0.01 | 0.05 | 0.02 | 0.39 | 0.34 | 0.14 | 0.12 | 0.10 | 0.13 | 0.16 | 0.08 | 0.15 | 0.12 | 0.10 | 0.11 | 0.13 | 0.13 | 0.09 | 0.14 | 0.11 | 0.11 | 0.07 | 0.15 | 0.12 | 0.16 | 0.12 | 0.13 | 0.14 | 0.13 | 0.11 | 0.15 | 0.12 | 0.15 | 0.14 | 0.15 | 0.15 | 0.16 | 0.12 | 0.13 | 0.13 | 0.14 | 0.13 | 0.24 |
| HRL | 0.25 | -0.01 | 1.00 | 0.36 | 0.49 | 0.30 | 0.34 | 0.47 | 0.06 | 0.45 | 0.43 | 0.50 | 0.24 | 0.31 | 0.08 | 0.06 | 0.02 | 0.06 | 0.03 | 0.07 | 0.05 | 0.23 | 0.08 | 0.14 | 0.25 | 0.27 | 0.17 | 0.10 | 0.27 | 0.03 | 0.28 | 0.18 | 0.25 | 0.14 | 0.14 | 0.07 | 0.15 | 0.25 | 0.05 | 0.16 | 0.13 | 0.11 | 0.13 | 0.09 | 0.17 | 0.16 | 0.12 | 0.10 | 0.28 | 0.22 | 0.15 | 0.09 | 0.15 | 0.23 |
| VZ | 0.34 | -0.02 | 0.36 | 1.00 | 0.42 | 0.29 | 0.41 | 0.40 | 0.05 | 0.43 | 0.44 | 0.41 | 0.26 | 0.32 | 0.10 | 0.10 | 0.04 | 0.07 | 0.08 | 0.09 | 0.09 | 0.28 | 0.09 | 0.30 | 0.39 | 0.31 | 0.28 | 0.12 | 0.34 | 0.06 | 0.32 | 0.22 | 0.30 | 0.26 | 0.27 | 0.12 | 0.25 | 0.31 | 0.11 | 0.17 | 0.22 | 0.15 | 0.13 | 0.15 | 0.27 | 0.24 | 0.13 | 0.16 | 0.35 | 0.32 | 0.18 | 0.17 | 0.22 | 0.29 |
| KMB | 0.30 | -0.02 | 0.49 | 0.42 | 1.00 | 0.35 | 0.42 | 0.68 | 0.04 | 0.68 | 0.55 | 0.59 | 0.22 | 0.39 | 0.07 | 0.05 | 0.06 | 0.09 | 0.06 | 0.12 | 0.07 | 0.26 | 0.10 | 0.18 | 0.29 | 0.31 | 0.16 | 0.13 | 0.33 | 0.06 | 0.34 | 0.25 | 0.30 | 0.16 | 0.18 | 0.08 | 0.16 | 0.30 | 0.10 | 0.17 | 0.18 | 0.14 | 0.17 | 0.13 | 0.20 | 0.19 | 0.12 | 0.13 | 0.33 | 0.28 | 0.20 | 0.13 | 0.20 | 0.28 |
| WMT | 0.40 | -0.01 | 0.30 | 0.29 | 0.35 | 1.00 | 0.32 | 0.37 | 0.17 | 0.42 | 0.37 | 0.42 | 0.43 | 0.33 | 0.13 | 0.13 | 0.17 | 0.22 | 0.17 | 0.22 | 0.16 | 0.34 | 0.26 | 0.25 | 0.31 | 0.32 | 0.23 | 0.20 | 0.30 | 0.21 | 0.30 | 0.30 | 0.40 | 0.23 | 0.25 | 0.17 | 0.23 | 0.27 | 0.21 | 0.26 | 0.24 | 0.26 | 0.24 | 0.21 | 0.26 | 0.26 | 0.19 | 0.25 | 0.33 | 0.33 | 0.30 | 0.23 | 0.26 | 0.38 |
| JNJ | 0.40 | 0.02 | 0.34 | 0.41 | 0.42 | 0.32 | 1.00 | 0.45 | 0.08 | 0.47 | 0.46 | 0.48 | 0.25 | 0.37 | 0.15 | 0.14 | 0.09 | 0.15 | 0.11 | 0.16 | 0.12 | 0.28 | 0.16 | 0.29 | 0.37 | 0.35 | 0.27 | 0.18 | 0.40 | 0.11 | 0.36 | 0.28 | 0.32 | 0.27 | 0.27 | 0.19 | 0.26 | 0.34 | 0.16 | 0.24 | 0.25 | 0.24 | 0.23 | 0.22 | 0.29 | 0.30 | 0.21 | 0.21 | 0.40 | 0.38 | 0.27 | 0.23 | 0.28 | 0.35 |
| CL | 0.37 | -0.03 | 0.47 | 0.40 | 0.68 | 0.37 | 0.45 | 1.00 | 0.07 | 0.74 | 0.60 | 0.65 | 0.25 | 0.42 | 0.09 | 0.08 | 0.08 | 0.14 | 0.10 | 0.16 | 0.10 | 0.30 | 0.15 | 0.22 | 0.34 | 0.32 | 0.22 | 0.18 | 0.35 | 0.11 | 0.39 | 0.29 | 0.35 | 0.20 | 0.22 | 0.13 | 0.21 | 0.33 | 0.15 | 0.22 | 0.20 | 0.21 | 0.22 | 0.17 | 0.25 | 0.23 | 0.16 | 0.20 | 0.38 | 0.33 | 0.27 | 0.17 | 0.25 | 0.34 |
| TSLA | 0.47 | 0.12 | 0.06 | 0.05 | 0.04 | 0.17 | 0.08 | 0.07 | 1.00 | 0.10 | 0.12 | 0.13 | 0.20 | 0.16 | 0.31 | 0.33 | 0.39 | 0.38 | 0.38 | 0.36 | 0.33 | 0.25 | 0.42 | 0.25 | 0.22 | 0.23 | 0.25 | 0.40 | 0.20 | 0.42 | 0.23 | 0.29 | 0.26 | 0.29 | 0.31 | 0.38 | 0.32 | 0.26 | 0.41 | 0.42 | 0.36 | 0.39 | 0.40 | 0.36 | 0.26 | 0.31 | 0.39 | 0.40 | 0.26 | 0.28 | 0.40 | 0.40 | 0.39 | 0.53 |
| PG | 0.39 | 0.00 | 0.45 | 0.43 | 0.68 | 0.42 | 0.47 | 0.74 | 0.10 | 1.00 | 0.62 | 0.65 | 0.26 | 0.41 | 0.11 | 0.09 | 0.10 | 0.16 | 0.11 | 0.18 | 0.14 | 0.30 | 0.19 | 0.24 | 0.36 | 0.35 | 0.22 | 0.20 | 0.36 | 0.13 | 0.39 | 0.30 | 0.35 | 0.21 | 0.24 | 0.16 | 0.23 | 0.34 | 0.17 | 0.26 | 0.24 | 0.23 | 0.25 | 0.20 | 0.28 | 0.25 | 0.18 | 0.21 | 0.39 | 0.35 | 0.31 | 0.22 | 0.28 | 0.37 |
| KO | 0.44 | 0.02 | 0.43 | 0.44 | 0.55 | 0.37 | 0.46 | 0.60 | 0.12 | 0.62 | 1.00 | 0.72 | 0.27 | 0.49 | 0.15 | 0.14 | 0.10 | 0.11 | 0.10 | 0.17 | 0.13 | 0.31 | 0.17 | 0.31 | 0.38 | 0.37 | 0.28 | 0.21 | 0.40 | 0.11 | 0.42 | 0.29 | 0.35 | 0.27 | 0.32 | 0.18 | 0.27 | 0.39 | 0.19 | 0.26 | 0.24 | 0.26 | 0.25 | 0.20 | 0.33 | 0.30 | 0.18 | 0.23 | 0.43 | 0.37 | 0.30 | 0.23 | 0.28 | 0.38 |
| PEP | 0.42 | -0.01 | 0.50 | 0.41 | 0.59 | 0.42 | 0.48 | 0.65 | 0.13 | 0.65 | 0.72 | 1.00 | 0.28 | 0.46 | 0.13 | 0.13 | 0.13 | 0.16 | 0.12 | 0.20 | 0.14 | 0.34 | 0.21 | 0.22 | 0.33 | 0.35 | 0.20 | 0.24 | 0.36 | 0.15 | 0.40 | 0.31 | 0.38 | 0.20 | 0.24 | 0.20 | 0.24 | 0.35 | 0.21 | 0.30 | 0.27 | 0.27 | 0.29 | 0.22 | 0.27 | 0.27 | 0.21 | 0.25 | 0.39 | 0.37 | 0.34 | 0.24 | 0.30 | 0.39 |
| TGT | 0.46 | 0.05 | 0.24 | 0.26 | 0.22 | 0.43 | 0.25 | 0.25 | 0.20 | 0.26 | 0.27 | 0.28 | 1.00 | 0.26 | 0.20 | 0.21 | 0.25 | 0.22 | 0.25 | 0.23 | 0.25 | 0.48 | 0.26 | 0.34 | 0.32 | 0.41 | 0.32 | 0.26 | 0.36 | 0.27 | 0.34 | 0.31 | 0.51 | 0.36 | 0.33 | 0.28 | 0.36 | 0.37 | 0.25 | 0.28 | 0.31 | 0.28 | 0.29 | 0.30 | 0.37 | 0.35 | 0.31 | 0.33 | 0.40 | 0.35 | 0.28 | 0.31 | 0.35 | 0.46 |
| MCD | 0.47 | 0.02 | 0.31 | 0.32 | 0.39 | 0.33 | 0.37 | 0.42 | 0.16 | 0.41 | 0.49 | 0.46 | 0.26 | 1.00 | 0.18 | 0.18 | 0.18 | 0.18 | 0.20 | 0.27 | 0.18 | 0.37 | 0.26 | 0.33 | 0.35 | 0.35 | 0.28 | 0.28 | 0.35 | 0.21 | 0.38 | 0.34 | 0.40 | 0.31 | 0.34 | 0.26 | 0.31 | 0.37 | 0.27 | 0.32 | 0.28 | 0.31 | 0.32 | 0.27 | 0.32 | 0.32 | 0.26 | 0.28 | 0.39 | 0.39 | 0.35 | 0.28 | 0.33 | 0.43 |
| BABA | 0.45 | 0.39 | 0.08 | 0.10 | 0.07 | 0.13 | 0.15 | 0.09 | 0.31 | 0.11 | 0.15 | 0.13 | 0.20 | 0.18 | 1.00 | 0.67 | 0.39 | 0.37 | 0.34 | 0.41 | 0.38 | 0.24 | 0.41 | 0.28 | 0.25 | 0.28 | 0.31 | 0.37 | 0.27 | 0.39 | 0.30 | 0.31 | 0.24 | 0.32 | 0.28 | 0.39 | 0.32 | 0.31 | 0.35 | 0.38 | 0.37 | 0.42 | 0.38 | 0.38 | 0.30 | 0.36 | 0.42 | 0.39 | 0.30 | 0.31 | 0.39 | 0.38 | 0.37 | 0.55 |
| BIDU | 0.46 | 0.34 | 0.06 | 0.10 | 0.05 | 0.13 | 0.14 | 0.08 | 0.33 | 0.09 | 0.14 | 0.13 | 0.21 | 0.18 | 0.67 | 1.00 | 0.38 | 0.36 | 0.35 | 0.38 | 0.38 | 0.28 | 0.39 | 0.30 | 0.25 | 0.30 | 0.33 | 0.38 | 0.26 | 0.38 | 0.28 | 0.30 | 0.27 | 0.34 | 0.29 | 0.40 | 0.36 | 0.31 | 0.36 | 0.39 | 0.37 | 0.42 | 0.39 | 0.38 | 0.32 | 0.35 | 0.42 | 0.40 | 0.30 | 0.33 | 0.39 | 0.39 | 0.39 | 0.55 |
| SHOP | 0.50 | 0.14 | 0.02 | 0.04 | 0.06 | 0.17 | 0.09 | 0.08 | 0.39 | 0.10 | 0.10 | 0.13 | 0.25 | 0.18 | 0.39 | 0.38 | 1.00 | 0.45 | 0.46 | 0.45 | 0.38 | 0.31 | 0.52 | 0.23 | 0.20 | 0.26 | 0.25 | 0.54 | 0.22 | 0.49 | 0.28 | 0.35 | 0.31 | 0.30 | 0.31 | 0.42 | 0.31 | 0.27 | 0.42 | 0.42 | 0.37 | 0.45 | 0.54 | 0.40 | 0.26 | 0.33 | 0.42 | 0.53 | 0.27 | 0.33 | 0.48 | 0.42 | 0.41 | 0.58 |
| NFLX | 0.52 | 0.12 | 0.06 | 0.07 | 0.09 | 0.22 | 0.15 | 0.14 | 0.38 | 0.16 | 0.11 | 0.16 | 0.22 | 0.18 | 0.37 | 0.36 | 0.45 | 1.00 | 0.40 | 0.52 | 0.36 | 0.30 | 0.55 | 0.25 | 0.24 | 0.25 | 0.25 | 0.49 | 0.24 | 0.48 | 0.27 | 0.38 | 0.31 | 0.30 | 0.30 | 0.35 | 0.30 | 0.25 | 0.41 | 0.45 | 0.39 | 0.48 | 0.53 | 0.40 | 0.27 | 0.33 | 0.39 | 0.47 | 0.24 | 0.36 | 0.51 | 0.38 | 0.41 | 0.56 |
| AMD | 0.54 | 0.10 | 0.03 | 0.08 | 0.06 | 0.17 | 0.11 | 0.10 | 0.38 | 0.11 | 0.10 | 0.12 | 0.25 | 0.20 | 0.34 | 0.35 | 0.46 | 0.40 | 1.00 | 0.44 | 0.53 | 0.30 | 0.47 | 0.27 | 0.31 | 0.31 | 0.30 | 0.46 | 0.26 | 0.65 | 0.30 | 0.39 | 0.32 | 0.32 | 0.33 | 0.51 | 0.41 | 0.30 | 0.52 | 0.45 | 0.48 | 0.46 | 0.50 | 0.53 | 0.34 | 0.39 | 0.50 | 0.48 | 0.30 | 0.39 | 0.50 | 0.56 | 0.55 | 0.64 |
| META | 0.62 | 0.13 | 0.07 | 0.09 | 0.12 | 0.22 | 0.16 | 0.16 | 0.36 | 0.18 | 0.17 | 0.20 | 0.23 | 0.27 | 0.41 | 0.38 | 0.45 | 0.52 | 0.44 | 1.00 | 0.41 | 0.34 | 0.62 | 0.31 | 0.29 | 0.30 | 0.29 | 0.52 | 0.30 | 0.52 | 0.32 | 0.42 | 0.35 | 0.35 | 0.36 | 0.42 | 0.34 | 0.31 | 0.48 | 0.51 | 0.42 | 0.66 | 0.58 | 0.45 | 0.33 | 0.37 | 0.46 | 0.50 | 0.30 | 0.39 | 0.60 | 0.45 | 0.46 | 0.62 |
| MU | 0.59 | 0.16 | 0.05 | 0.09 | 0.07 | 0.16 | 0.12 | 0.10 | 0.33 | 0.14 | 0.13 | 0.14 | 0.25 | 0.18 | 0.38 | 0.38 | 0.38 | 0.36 | 0.53 | 0.41 | 1.00 | 0.33 | 0.41 | 0.38 | 0.38 | 0.34 | 0.41 | 0.41 | 0.35 | 0.60 | 0.32 | 0.40 | 0.32 | 0.43 | 0.42 | 0.57 | 0.49 | 0.35 | 0.59 | 0.43 | 0.56 | 0.45 | 0.43 | 0.59 | 0.43 | 0.49 | 0.61 | 0.48 | 0.38 | 0.42 | 0.47 | 0.62 | 0.62 | 0.67 |
| LOW | 0.59 | 0.08 | 0.23 | 0.28 | 0.26 | 0.34 | 0.28 | 0.30 | 0.25 | 0.30 | 0.31 | 0.34 | 0.48 | 0.37 | 0.24 | 0.28 | 0.31 | 0.30 | 0.30 | 0.34 | 0.33 | 1.00 | 0.35 | 0.41 | 0.39 | 0.47 | 0.43 | 0.38 | 0.45 | 0.35 | 0.44 | 0.38 | 0.81 | 0.44 | 0.44 | 0.37 | 0.43 | 0.50 | 0.36 | 0.37 | 0.38 | 0.36 | 0.40 | 0.39 | 0.47 | 0.46 | 0.40 | 0.44 | 0.52 | 0.44 | 0.41 | 0.42 | 0.44 | 0.59 |
| AMZN | 0.65 | 0.15 | 0.08 | 0.09 | 0.10 | 0.26 | 0.16 | 0.15 | 0.42 | 0.19 | 0.17 | 0.21 | 0.26 | 0.26 | 0.41 | 0.39 | 0.52 | 0.55 | 0.47 | 0.62 | 0.41 | 0.35 | 1.00 | 0.30 | 0.29 | 0.32 | 0.29 | 0.58 | 0.30 | 0.56 | 0.30 | 0.44 | 0.38 | 0.35 | 0.36 | 0.43 | 0.36 | 0.31 | 0.49 | 0.57 | 0.43 | 0.68 | 0.61 | 0.48 | 0.34 | 0.37 | 0.45 | 0.54 | 0.31 | 0.44 | 0.67 | 0.45 | 0.47 | 0.65 |
| JPM | 0.64 | 0.12 | 0.14 | 0.30 | 0.18 | 0.25 | 0.29 | 0.22 | 0.25 | 0.24 | 0.31 | 0.22 | 0.34 | 0.33 | 0.28 | 0.30 | 0.23 | 0.25 | 0.27 | 0.31 | 0.38 | 0.41 | 0.30 | 1.00 | 0.49 | 0.45 | 0.59 | 0.32 | 0.53 | 0.32 | 0.47 | 0.41 | 0.41 | 0.79 | 0.70 | 0.39 | 0.49 | 0.54 | 0.38 | 0.36 | 0.41 | 0.36 | 0.30 | 0.39 | 0.60 | 0.54 | 0.41 | 0.38 | 0.56 | 0.48 | 0.36 | 0.44 | 0.44 | 0.58 |
| IBM | 0.60 | 0.10 | 0.25 | 0.39 | 0.29 | 0.31 | 0.37 | 0.34 | 0.22 | 0.36 | 0.38 | 0.33 | 0.32 | 0.35 | 0.25 | 0.25 | 0.20 | 0.24 | 0.31 | 0.29 | 0.38 | 0.39 | 0.29 | 0.49 | 1.00 | 0.42 | 0.50 | 0.32 | 0.52 | 0.31 | 0.44 | 0.49 | 0.41 | 0.48 | 0.51 | 0.37 | 0.52 | 0.46 | 0.39 | 0.37 | 0.43 | 0.37 | 0.36 | 0.39 | 0.53 | 0.50 | 0.39 | 0.39 | 0.53 | 0.54 | 0.40 | 0.43 | 0.46 | 0.58 |
| UPS | 0.58 | 0.11 | 0.27 | 0.31 | 0.31 | 0.32 | 0.35 | 0.32 | 0.23 | 0.35 | 0.37 | 0.35 | 0.41 | 0.35 | 0.28 | 0.30 | 0.26 | 0.25 | 0.31 | 0.30 | 0.34 | 0.47 | 0.32 | 0.45 | 0.42 | 1.00 | 0.48 | 0.34 | 0.52 | 0.33 | 0.47 | 0.42 | 0.50 | 0.46 | 0.44 | 0.37 | 0.43 | 0.50 | 0.36 | 0.39 | 0.40 | 0.36 | 0.38 | 0.41 | 0.51 | 0.47 | 0.40 | 0.40 | 0.55 | 0.47 | 0.39 | 0.43 | 0.45 | 0.59 |
| CAT | 0.62 | 0.13 | 0.17 | 0.28 | 0.16 | 0.23 | 0.27 | 0.22 | 0.25 | 0.22 | 0.28 | 0.20 | 0.32 | 0.28 | 0.31 | 0.33 | 0.25 | 0.25 | 0.30 | 0.29 | 0.41 | 0.43 | 0.29 | 0.59 | 0.50 | 0.48 | 1.00 | 0.30 | 0.57 | 0.33 | 0.51 | 0.41 | 0.41 | 0.58 | 0.57 | 0.43 | 0.52 | 0.55 | 0.41 | 0.35 | 0.42 | 0.35 | 0.31 | 0.44 | 0.72 | 0.56 | 0.45 | 0.40 | 0.64 | 0.47 | 0.34 | 0.48 | 0.49 | 0.61 |
| CRM | 0.64 | 0.13 | 0.10 | 0.12 | 0.13 | 0.20 | 0.18 | 0.18 | 0.40 | 0.20 | 0.21 | 0.24 | 0.26 | 0.28 | 0.37 | 0.38 | 0.54 | 0.49 | 0.46 | 0.52 | 0.41 | 0.38 | 0.58 | 0.32 | 0.32 | 0.34 | 0.30 | 1.00 | 0.30 | 0.54 | 0.37 | 0.48 | 0.38 | 0.37 | 0.40 | 0.44 | 0.38 | 0.33 | 0.48 | 0.50 | 0.43 | 0.55 | 0.68 | 0.47 | 0.35 | 0.41 | 0.47 | 0.64 | 0.33 | 0.47 | 0.63 | 0.48 | 0.48 | 0.66 |
| MMM | 0.59 | 0.09 | 0.27 | 0.34 | 0.33 | 0.30 | 0.40 | 0.35 | 0.20 | 0.36 | 0.40 | 0.36 | 0.36 | 0.35 | 0.27 | 0.26 | 0.22 | 0.24 | 0.26 | 0.30 | 0.35 | 0.45 | 0.30 | 0.53 | 0.52 | 0.52 | 0.57 | 0.30 | 1.00 | 0.29 | 0.50 | 0.41 | 0.48 | 0.52 | 0.49 | 0.37 | 0.47 | 0.56 | 0.36 | 0.36 | 0.42 | 0.37 | 0.33 | 0.37 | 0.59 | 0.54 | 0.39 | 0.38 | 0.65 | 0.49 | 0.38 | 0.44 | 0.46 | 0.58 |
| NVDA | 0.64 | 0.14 | 0.03 | 0.06 | 0.06 | 0.21 | 0.11 | 0.11 | 0.42 | 0.13 | 0.11 | 0.15 | 0.27 | 0.21 | 0.39 | 0.38 | 0.49 | 0.48 | 0.65 | 0.52 | 0.60 | 0.35 | 0.56 | 0.32 | 0.31 | 0.33 | 0.33 | 0.54 | 0.29 | 1.00 | 0.32 | 0.45 | 0.36 | 0.37 | 0.38 | 0.57 | 0.43 | 0.31 | 0.62 | 0.52 | 0.53 | 0.54 | 0.58 | 0.59 | 0.38 | 0.44 | 0.57 | 0.55 | 0.34 | 0.44 | 0.61 | 0.60 | 0.61 | 0.71 |
| APD | 0.61 | 0.11 | 0.28 | 0.32 | 0.34 | 0.30 | 0.36 | 0.39 | 0.23 | 0.39 | 0.42 | 0.40 | 0.34 | 0.38 | 0.30 | 0.28 | 0.28 | 0.27 | 0.30 | 0.32 | 0.32 | 0.44 | 0.30 | 0.47 | 0.44 | 0.47 | 0.51 | 0.37 | 0.50 | 0.32 | 1.00 | 0.42 | 0.45 | 0.46 | 0.46 | 0.42 | 0.44 | 0.59 | 0.38 | 0.38 | 0.41 | 0.38 | 0.39 | 0.41 | 0.54 | 0.48 | 0.40 | 0.43 | 0.57 | 0.47 | 0.41 | 0.43 | 0.47 | 0.60 |
| ORCL | 0.65 | 0.11 | 0.18 | 0.22 | 0.25 | 0.30 | 0.28 | 0.29 | 0.29 | 0.30 | 0.29 | 0.31 | 0.31 | 0.34 | 0.31 | 0.30 | 0.35 | 0.38 | 0.39 | 0.42 | 0.40 | 0.38 | 0.44 | 0.41 | 0.49 | 0.42 | 0.41 | 0.48 | 0.41 | 0.45 | 0.42 | 1.00 | 0.41 | 0.44 | 0.44 | 0.40 | 0.43 | 0.42 | 0.46 | 0.45 | 0.43 | 0.48 | 0.52 | 0.43 | 0.45 | 0.45 | 0.40 | 0.51 | 0.45 | 0.52 | 0.57 | 0.44 | 0.46 | 0.63 |
| HD | 0.62 | 0.07 | 0.25 | 0.30 | 0.30 | 0.40 | 0.32 | 0.35 | 0.26 | 0.35 | 0.35 | 0.38 | 0.51 | 0.40 | 0.24 | 0.27 | 0.31 | 0.31 | 0.32 | 0.35 | 0.32 | 0.81 | 0.38 | 0.41 | 0.41 | 0.50 | 0.41 | 0.38 | 0.48 | 0.36 | 0.45 | 0.41 | 1.00 | 0.44 | 0.44 | 0.38 | 0.43 | 0.49 | 0.37 | 0.40 | 0.38 | 0.39 | 0.42 | 0.40 | 0.46 | 0.45 | 0.41 | 0.44 | 0.54 | 0.46 | 0.44 | 0.43 | 0.47 | 0.61 |
| GS | 0.67 | 0.15 | 0.14 | 0.26 | 0.16 | 0.23 | 0.27 | 0.20 | 0.29 | 0.21 | 0.27 | 0.20 | 0.36 | 0.31 | 0.32 | 0.34 | 0.30 | 0.30 | 0.32 | 0.35 | 0.43 | 0.44 | 0.35 | 0.79 | 0.48 | 0.46 | 0.58 | 0.37 | 0.52 | 0.37 | 0.46 | 0.44 | 0.44 | 1.00 | 0.67 | 0.43 | 0.49 | 0.53 | 0.42 | 0.40 | 0.42 | 0.41 | 0.34 | 0.43 | 0.59 | 0.54 | 0.45 | 0.43 | 0.54 | 0.46 | 0.39 | 0.48 | 0.48 | 0.63 |
| AXP | 0.68 | 0.12 | 0.14 | 0.27 | 0.18 | 0.25 | 0.27 | 0.22 | 0.31 | 0.24 | 0.32 | 0.24 | 0.33 | 0.34 | 0.28 | 0.29 | 0.31 | 0.30 | 0.33 | 0.36 | 0.42 | 0.44 | 0.36 | 0.70 | 0.51 | 0.44 | 0.57 | 0.40 | 0.49 | 0.38 | 0.46 | 0.44 | 0.44 | 0.67 | 1.00 | 0.43 | 0.50 | 0.52 | 0.41 | 0.39 | 0.43 | 0.43 | 0.38 | 0.44 | 0.58 | 0.54 | 0.44 | 0.46 | 0.53 | 0.47 | 0.42 | 0.49 | 0.48 | 0.63 |
| STM | 0.62 | 0.16 | 0.07 | 0.12 | 0.08 | 0.17 | 0.19 | 0.13 | 0.38 | 0.16 | 0.18 | 0.20 | 0.28 | 0.26 | 0.39 | 0.40 | 0.42 | 0.35 | 0.51 | 0.42 | 0.57 | 0.37 | 0.43 | 0.39 | 0.37 | 0.37 | 0.43 | 0.44 | 0.37 | 0.57 | 0.42 | 0.40 | 0.38 | 0.43 | 0.43 | 1.00 | 0.49 | 0.44 | 0.59 | 0.50 | 0.54 | 0.46 | 0.48 | 0.60 | 0.47 | 0.51 | 0.66 | 0.52 | 0.45 | 0.46 | 0.50 | 0.70 | 0.68 | 0.70 |
| HPQ | 0.64 | 0.12 | 0.15 | 0.25 | 0.16 | 0.23 | 0.26 | 0.21 | 0.32 | 0.23 | 0.27 | 0.24 | 0.36 | 0.31 | 0.32 | 0.36 | 0.31 | 0.30 | 0.41 | 0.34 | 0.49 | 0.43 | 0.36 | 0.49 | 0.52 | 0.43 | 0.52 | 0.38 | 0.47 | 0.43 | 0.44 | 0.43 | 0.43 | 0.49 | 0.50 | 0.49 | 1.00 | 0.49 | 0.45 | 0.44 | 0.51 | 0.41 | 0.41 | 0.49 | 0.55 | 0.57 | 0.50 | 0.47 | 0.51 | 0.55 | 0.45 | 0.54 | 0.56 | 0.66 |
| PPG | 0.63 | 0.13 | 0.25 | 0.31 | 0.30 | 0.27 | 0.34 | 0.33 | 0.26 | 0.34 | 0.39 | 0.35 | 0.37 | 0.37 | 0.31 | 0.31 | 0.27 | 0.25 | 0.30 | 0.31 | 0.35 | 0.50 | 0.31 | 0.54 | 0.46 | 0.50 | 0.55 | 0.33 | 0.56 | 0.31 | 0.59 | 0.42 | 0.49 | 0.53 | 0.52 | 0.44 | 0.49 | 1.00 | 0.40 | 0.38 | 0.43 | 0.37 | 0.36 | 0.42 | 0.60 | 0.53 | 0.45 | 0.43 | 0.64 | 0.48 | 0.38 | 0.48 | 0.48 | 0.62 |
| AVGO | 0.66 | 0.14 | 0.05 | 0.11 | 0.10 | 0.21 | 0.16 | 0.15 | 0.41 | 0.17 | 0.19 | 0.21 | 0.25 | 0.27 | 0.35 | 0.36 | 0.42 | 0.41 | 0.52 | 0.48 | 0.59 | 0.36 | 0.49 | 0.38 | 0.39 | 0.36 | 0.41 | 0.48 | 0.36 | 0.62 | 0.38 | 0.46 | 0.37 | 0.42 | 0.41 | 0.59 | 0.45 | 0.40 | 1.00 | 0.55 | 0.55 | 0.50 | 0.52 | 0.62 | 0.46 | 0.49 | 0.68 | 0.55 | 0.41 | 0.49 | 0.56 | 0.68 | 0.66 | 0.72 |
| AAPL | 0.69 | 0.13 | 0.16 | 0.17 | 0.17 | 0.26 | 0.24 | 0.22 | 0.42 | 0.26 | 0.26 | 0.30 | 0.28 | 0.32 | 0.38 | 0.39 | 0.42 | 0.45 | 0.45 | 0.51 | 0.43 | 0.37 | 0.57 | 0.36 | 0.37 | 0.39 | 0.35 | 0.50 | 0.36 | 0.52 | 0.38 | 0.45 | 0.40 | 0.40 | 0.39 | 0.50 | 0.44 | 0.38 | 0.55 | 1.00 | 0.48 | 0.60 | 0.55 | 0.54 | 0.40 | 0.46 | 0.59 | 0.52 | 0.40 | 0.50 | 0.64 | 0.54 | 0.56 | 0.68 |
| INTC | 0.63 | 0.11 | 0.13 | 0.22 | 0.18 | 0.24 | 0.25 | 0.20 | 0.36 | 0.24 | 0.24 | 0.27 | 0.31 | 0.28 | 0.37 | 0.37 | 0.37 | 0.39 | 0.48 | 0.42 | 0.56 | 0.38 | 0.43 | 0.41 | 0.43 | 0.40 | 0.42 | 0.43 | 0.42 | 0.53 | 0.41 | 0.43 | 0.38 | 0.42 | 0.43 | 0.54 | 0.51 | 0.43 | 0.55 | 0.48 | 1.00 | 0.46 | 0.47 | 0.58 | 0.47 | 0.51 | 0.59 | 0.48 | 0.45 | 0.52 | 0.52 | 0.63 | 0.66 | 0.69 |
| GOOG | 0.71 | 0.15 | 0.11 | 0.15 | 0.14 | 0.26 | 0.24 | 0.21 | 0.39 | 0.23 | 0.26 | 0.27 | 0.28 | 0.31 | 0.42 | 0.42 | 0.45 | 0.48 | 0.46 | 0.66 | 0.45 | 0.36 | 0.68 | 0.36 | 0.37 | 0.36 | 0.35 | 0.55 | 0.37 | 0.54 | 0.38 | 0.48 | 0.39 | 0.41 | 0.43 | 0.46 | 0.41 | 0.37 | 0.50 | 0.60 | 0.46 | 1.00 | 0.62 | 0.50 | 0.41 | 0.43 | 0.49 | 0.55 | 0.39 | 0.49 | 0.71 | 0.50 | 0.52 | 0.69 |
| ADBE | 0.68 | 0.12 | 0.13 | 0.13 | 0.17 | 0.24 | 0.23 | 0.22 | 0.40 | 0.25 | 0.25 | 0.29 | 0.29 | 0.32 | 0.38 | 0.39 | 0.54 | 0.53 | 0.50 | 0.58 | 0.43 | 0.40 | 0.61 | 0.30 | 0.36 | 0.38 | 0.31 | 0.68 | 0.33 | 0.58 | 0.39 | 0.52 | 0.42 | 0.34 | 0.38 | 0.48 | 0.41 | 0.36 | 0.52 | 0.55 | 0.47 | 0.62 | 1.00 | 0.51 | 0.36 | 0.40 | 0.49 | 0.65 | 0.38 | 0.50 | 0.71 | 0.52 | 0.54 | 0.71 |
| QCOM | 0.66 | 0.15 | 0.09 | 0.15 | 0.13 | 0.21 | 0.22 | 0.17 | 0.36 | 0.20 | 0.20 | 0.22 | 0.30 | 0.27 | 0.38 | 0.38 | 0.40 | 0.40 | 0.53 | 0.45 | 0.59 | 0.39 | 0.48 | 0.39 | 0.39 | 0.41 | 0.44 | 0.47 | 0.37 | 0.59 | 0.41 | 0.43 | 0.40 | 0.43 | 0.44 | 0.60 | 0.49 | 0.42 | 0.62 | 0.54 | 0.58 | 0.50 | 0.51 | 1.00 | 0.47 | 0.53 | 0.67 | 0.52 | 0.43 | 0.48 | 0.55 | 0.67 | 0.68 | 0.72 |
| EMR | 0.68 | 0.14 | 0.17 | 0.27 | 0.20 | 0.26 | 0.29 | 0.25 | 0.26 | 0.28 | 0.33 | 0.27 | 0.37 | 0.32 | 0.30 | 0.32 | 0.26 | 0.27 | 0.34 | 0.33 | 0.43 | 0.47 | 0.34 | 0.60 | 0.53 | 0.51 | 0.72 | 0.35 | 0.59 | 0.38 | 0.54 | 0.45 | 0.46 | 0.59 | 0.58 | 0.47 | 0.55 | 0.60 | 0.46 | 0.40 | 0.47 | 0.41 | 0.36 | 0.47 | 1.00 | 0.59 | 0.46 | 0.46 | 0.69 | 0.53 | 0.42 | 0.53 | 0.54 | 0.66 |
| GLW | 0.68 | 0.15 | 0.16 | 0.24 | 0.19 | 0.26 | 0.30 | 0.23 | 0.31 | 0.25 | 0.30 | 0.27 | 0.35 | 0.32 | 0.36 | 0.35 | 0.33 | 0.33 | 0.39 | 0.37 | 0.49 | 0.46 | 0.37 | 0.54 | 0.50 | 0.47 | 0.56 | 0.41 | 0.54 | 0.44 | 0.48 | 0.45 | 0.45 | 0.54 | 0.54 | 0.51 | 0.57 | 0.53 | 0.49 | 0.46 | 0.51 | 0.43 | 0.40 | 0.53 | 0.59 | 1.00 | 0.54 | 0.51 | 0.59 | 0.55 | 0.46 | 0.58 | 0.59 | 0.69 |
| SWKS | 0.66 | 0.15 | 0.12 | 0.13 | 0.12 | 0.19 | 0.21 | 0.16 | 0.39 | 0.18 | 0.18 | 0.21 | 0.31 | 0.26 | 0.42 | 0.42 | 0.42 | 0.39 | 0.50 | 0.46 | 0.61 | 0.40 | 0.45 | 0.41 | 0.39 | 0.40 | 0.45 | 0.47 | 0.39 | 0.57 | 0.40 | 0.40 | 0.41 | 0.45 | 0.44 | 0.66 | 0.50 | 0.45 | 0.68 | 0.59 | 0.59 | 0.49 | 0.49 | 0.67 | 0.46 | 0.54 | 1.00 | 0.55 | 0.47 | 0.50 | 0.53 | 0.74 | 0.73 | 0.74 |
| ADSK | 0.69 | 0.16 | 0.10 | 0.16 | 0.13 | 0.25 | 0.21 | 0.20 | 0.40 | 0.21 | 0.23 | 0.25 | 0.33 | 0.28 | 0.39 | 0.40 | 0.53 | 0.47 | 0.48 | 0.50 | 0.48 | 0.44 | 0.54 | 0.38 | 0.39 | 0.40 | 0.40 | 0.64 | 0.38 | 0.55 | 0.43 | 0.51 | 0.44 | 0.43 | 0.46 | 0.52 | 0.47 | 0.43 | 0.55 | 0.52 | 0.48 | 0.55 | 0.65 | 0.52 | 0.46 | 0.51 | 0.55 | 1.00 | 0.45 | 0.52 | 0.61 | 0.57 | 0.56 | 0.73 |
| ITW | 0.66 | 0.12 | 0.28 | 0.35 | 0.33 | 0.33 | 0.40 | 0.38 | 0.26 | 0.39 | 0.43 | 0.39 | 0.40 | 0.39 | 0.30 | 0.30 | 0.27 | 0.24 | 0.30 | 0.30 | 0.38 | 0.52 | 0.31 | 0.56 | 0.53 | 0.55 | 0.64 | 0.33 | 0.65 | 0.34 | 0.57 | 0.45 | 0.54 | 0.54 | 0.53 | 0.45 | 0.51 | 0.64 | 0.41 | 0.40 | 0.45 | 0.39 | 0.38 | 0.43 | 0.69 | 0.59 | 0.47 | 0.45 | 1.00 | 0.53 | 0.42 | 0.51 | 0.54 | 0.65 |
| CSCO | 0.69 | 0.13 | 0.22 | 0.32 | 0.28 | 0.33 | 0.38 | 0.33 | 0.28 | 0.35 | 0.37 | 0.37 | 0.35 | 0.39 | 0.31 | 0.33 | 0.33 | 0.36 | 0.39 | 0.39 | 0.42 | 0.44 | 0.44 | 0.48 | 0.54 | 0.47 | 0.47 | 0.47 | 0.49 | 0.44 | 0.47 | 0.52 | 0.46 | 0.46 | 0.47 | 0.46 | 0.55 | 0.48 | 0.49 | 0.50 | 0.52 | 0.49 | 0.50 | 0.48 | 0.53 | 0.55 | 0.50 | 0.52 | 0.53 | 1.00 | 0.55 | 0.53 | 0.56 | 0.68 |
| MSFT | 0.76 | 0.13 | 0.15 | 0.18 | 0.20 | 0.30 | 0.27 | 0.27 | 0.40 | 0.31 | 0.30 | 0.34 | 0.28 | 0.35 | 0.39 | 0.39 | 0.48 | 0.51 | 0.50 | 0.60 | 0.47 | 0.41 | 0.67 | 0.36 | 0.40 | 0.39 | 0.34 | 0.63 | 0.38 | 0.61 | 0.41 | 0.57 | 0.44 | 0.39 | 0.42 | 0.50 | 0.45 | 0.38 | 0.56 | 0.64 | 0.52 | 0.71 | 0.71 | 0.55 | 0.42 | 0.46 | 0.53 | 0.61 | 0.42 | 0.55 | 1.00 | 0.55 | 0.58 | 0.74 |
| ADI | 0.69 | 0.14 | 0.09 | 0.17 | 0.13 | 0.23 | 0.23 | 0.17 | 0.40 | 0.22 | 0.23 | 0.24 | 0.31 | 0.28 | 0.38 | 0.39 | 0.42 | 0.38 | 0.56 | 0.45 | 0.62 | 0.42 | 0.45 | 0.44 | 0.43 | 0.43 | 0.48 | 0.48 | 0.44 | 0.60 | 0.43 | 0.44 | 0.43 | 0.48 | 0.49 | 0.70 | 0.54 | 0.48 | 0.68 | 0.54 | 0.63 | 0.50 | 0.52 | 0.67 | 0.53 | 0.58 | 0.74 | 0.57 | 0.51 | 0.53 | 0.55 | 1.00 | 0.83 | 0.76 |
| TXN | 0.72 | 0.13 | 0.15 | 0.22 | 0.20 | 0.26 | 0.28 | 0.25 | 0.39 | 0.28 | 0.28 | 0.30 | 0.35 | 0.33 | 0.37 | 0.39 | 0.41 | 0.41 | 0.55 | 0.46 | 0.62 | 0.44 | 0.47 | 0.44 | 0.46 | 0.45 | 0.49 | 0.48 | 0.46 | 0.61 | 0.47 | 0.46 | 0.47 | 0.48 | 0.48 | 0.68 | 0.56 | 0.48 | 0.66 | 0.56 | 0.66 | 0.52 | 0.54 | 0.68 | 0.54 | 0.59 | 0.73 | 0.56 | 0.54 | 0.56 | 0.58 | 0.83 | 1.00 | 0.79 |
| Portfolio | 0.93 | 0.24 | 0.23 | 0.29 | 0.28 | 0.38 | 0.35 | 0.34 | 0.53 | 0.37 | 0.38 | 0.39 | 0.46 | 0.43 | 0.55 | 0.55 | 0.58 | 0.56 | 0.64 | 0.62 | 0.67 | 0.59 | 0.65 | 0.58 | 0.58 | 0.59 | 0.61 | 0.66 | 0.58 | 0.71 | 0.60 | 0.63 | 0.61 | 0.63 | 0.63 | 0.70 | 0.66 | 0.62 | 0.72 | 0.68 | 0.69 | 0.69 | 0.71 | 0.72 | 0.66 | 0.69 | 0.74 | 0.73 | 0.65 | 0.68 | 0.74 | 0.76 | 0.79 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 22 мая 2015 г.