General Screener Portfolio
Распределение активов
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
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 месяц | 6 месяцев | С начала года | 1 год | 5 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% |
Активы портфеля: | ||||||
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% |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
TCEHY | HRL | KMB | VZ | WMT | TSLA | JNJ | CL | SHOP | TGT | PG | BABA | BIDU | KO | MCD | NFLX | PEP | AMD | META | LOW | CAT | MU | AMZN | JPM | CRM | IBM | UPS | HD | GS | MMM | ORCL | STM | AXP | APD | PPG | HPQ | NVDA | EMR | QCOM | AVGO | AAPL | ADSK | INTC | ADBE | SWKS | GOOG | GLW | ITW | CSCO | ADI | MSFT | TXN | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCEHY | 1.00 | -0.01 | -0.02 | -0.01 | -0.00 | 0.15 | 0.02 | -0.02 | 0.17 | 0.06 | 0.01 | 0.40 | 0.34 | 0.03 | 0.03 | 0.12 | -0.01 | 0.10 | 0.13 | 0.09 | 0.14 | 0.16 | 0.17 | 0.15 | 0.15 | 0.11 | 0.11 | 0.09 | 0.17 | 0.12 | 0.10 | 0.17 | 0.15 | 0.12 | 0.13 | 0.14 | 0.14 | 0.16 | 0.17 | 0.15 | 0.15 | 0.17 | 0.12 | 0.13 | 0.17 | 0.16 | 0.17 | 0.14 | 0.13 | 0.15 | 0.13 | 0.16 |
HRL | -0.01 | 1.00 | 0.49 | 0.36 | 0.34 | 0.07 | 0.33 | 0.49 | 0.04 | 0.24 | 0.45 | 0.07 | 0.05 | 0.42 | 0.30 | 0.09 | 0.48 | 0.06 | 0.12 | 0.23 | 0.17 | 0.09 | 0.12 | 0.15 | 0.14 | 0.27 | 0.26 | 0.26 | 0.15 | 0.28 | 0.23 | 0.08 | 0.15 | 0.27 | 0.24 | 0.16 | 0.09 | 0.18 | 0.12 | 0.11 | 0.19 | 0.12 | 0.15 | 0.16 | 0.13 | 0.14 | 0.18 | 0.27 | 0.24 | 0.11 | 0.20 | 0.17 |
KMB | -0.02 | 0.49 | 1.00 | 0.42 | 0.37 | 0.06 | 0.42 | 0.69 | 0.09 | 0.23 | 0.68 | 0.07 | 0.06 | 0.55 | 0.39 | 0.12 | 0.60 | 0.10 | 0.17 | 0.27 | 0.18 | 0.11 | 0.15 | 0.19 | 0.17 | 0.31 | 0.32 | 0.31 | 0.17 | 0.35 | 0.31 | 0.09 | 0.20 | 0.34 | 0.30 | 0.17 | 0.11 | 0.22 | 0.16 | 0.16 | 0.20 | 0.15 | 0.20 | 0.20 | 0.13 | 0.20 | 0.21 | 0.34 | 0.30 | 0.14 | 0.26 | 0.22 |
VZ | -0.01 | 0.36 | 0.42 | 1.00 | 0.33 | 0.08 | 0.40 | 0.41 | 0.06 | 0.28 | 0.44 | 0.10 | 0.10 | 0.44 | 0.33 | 0.10 | 0.42 | 0.12 | 0.14 | 0.28 | 0.30 | 0.14 | 0.14 | 0.33 | 0.15 | 0.43 | 0.31 | 0.32 | 0.28 | 0.36 | 0.28 | 0.14 | 0.30 | 0.33 | 0.33 | 0.27 | 0.11 | 0.31 | 0.18 | 0.18 | 0.20 | 0.18 | 0.25 | 0.16 | 0.15 | 0.21 | 0.28 | 0.36 | 0.35 | 0.19 | 0.25 | 0.26 |
WMT | -0.00 | 0.34 | 0.37 | 0.33 | 1.00 | 0.16 | 0.35 | 0.39 | 0.16 | 0.47 | 0.44 | 0.14 | 0.14 | 0.37 | 0.35 | 0.22 | 0.45 | 0.19 | 0.21 | 0.36 | 0.24 | 0.18 | 0.27 | 0.25 | 0.21 | 0.31 | 0.35 | 0.41 | 0.24 | 0.33 | 0.33 | 0.19 | 0.25 | 0.31 | 0.29 | 0.26 | 0.23 | 0.28 | 0.23 | 0.23 | 0.28 | 0.25 | 0.29 | 0.26 | 0.21 | 0.28 | 0.28 | 0.35 | 0.34 | 0.26 | 0.31 | 0.29 |
TSLA | 0.15 | 0.07 | 0.06 | 0.08 | 0.16 | 1.00 | 0.11 | 0.10 | 0.38 | 0.20 | 0.13 | 0.32 | 0.34 | 0.15 | 0.18 | 0.38 | 0.17 | 0.38 | 0.36 | 0.25 | 0.24 | 0.33 | 0.42 | 0.25 | 0.41 | 0.22 | 0.24 | 0.25 | 0.28 | 0.20 | 0.28 | 0.37 | 0.30 | 0.23 | 0.27 | 0.32 | 0.44 | 0.24 | 0.35 | 0.40 | 0.42 | 0.40 | 0.36 | 0.42 | 0.39 | 0.38 | 0.30 | 0.25 | 0.29 | 0.39 | 0.41 | 0.38 |
JNJ | 0.02 | 0.33 | 0.42 | 0.40 | 0.35 | 0.11 | 1.00 | 0.47 | 0.11 | 0.25 | 0.48 | 0.16 | 0.14 | 0.46 | 0.38 | 0.19 | 0.48 | 0.15 | 0.22 | 0.29 | 0.29 | 0.17 | 0.22 | 0.30 | 0.23 | 0.41 | 0.34 | 0.33 | 0.28 | 0.43 | 0.36 | 0.21 | 0.30 | 0.37 | 0.34 | 0.28 | 0.19 | 0.34 | 0.26 | 0.24 | 0.28 | 0.24 | 0.29 | 0.28 | 0.23 | 0.31 | 0.34 | 0.41 | 0.42 | 0.26 | 0.34 | 0.31 |
CL | -0.02 | 0.49 | 0.69 | 0.41 | 0.39 | 0.10 | 0.47 | 1.00 | 0.11 | 0.27 | 0.74 | 0.10 | 0.10 | 0.61 | 0.43 | 0.17 | 0.67 | 0.13 | 0.21 | 0.31 | 0.25 | 0.15 | 0.21 | 0.24 | 0.22 | 0.37 | 0.34 | 0.37 | 0.23 | 0.39 | 0.34 | 0.16 | 0.25 | 0.42 | 0.36 | 0.24 | 0.16 | 0.29 | 0.21 | 0.22 | 0.26 | 0.23 | 0.25 | 0.26 | 0.19 | 0.27 | 0.27 | 0.40 | 0.36 | 0.20 | 0.32 | 0.29 |
SHOP | 0.17 | 0.04 | 0.09 | 0.06 | 0.16 | 0.38 | 0.11 | 0.11 | 1.00 | 0.24 | 0.13 | 0.42 | 0.40 | 0.11 | 0.19 | 0.45 | 0.16 | 0.46 | 0.45 | 0.29 | 0.22 | 0.38 | 0.51 | 0.22 | 0.54 | 0.19 | 0.27 | 0.29 | 0.27 | 0.20 | 0.33 | 0.42 | 0.29 | 0.29 | 0.26 | 0.30 | 0.50 | 0.23 | 0.40 | 0.41 | 0.44 | 0.52 | 0.37 | 0.54 | 0.43 | 0.45 | 0.31 | 0.26 | 0.32 | 0.42 | 0.48 | 0.41 |
TGT | 0.06 | 0.24 | 0.23 | 0.28 | 0.47 | 0.20 | 0.25 | 0.27 | 0.24 | 1.00 | 0.28 | 0.20 | 0.23 | 0.29 | 0.27 | 0.24 | 0.29 | 0.26 | 0.26 | 0.48 | 0.32 | 0.27 | 0.29 | 0.36 | 0.29 | 0.35 | 0.41 | 0.52 | 0.37 | 0.36 | 0.34 | 0.28 | 0.35 | 0.34 | 0.37 | 0.37 | 0.31 | 0.38 | 0.31 | 0.29 | 0.30 | 0.34 | 0.33 | 0.32 | 0.32 | 0.30 | 0.37 | 0.41 | 0.37 | 0.32 | 0.32 | 0.36 |
PG | 0.01 | 0.45 | 0.68 | 0.44 | 0.44 | 0.13 | 0.48 | 0.74 | 0.13 | 0.28 | 1.00 | 0.12 | 0.11 | 0.62 | 0.41 | 0.19 | 0.66 | 0.15 | 0.23 | 0.32 | 0.25 | 0.19 | 0.24 | 0.26 | 0.24 | 0.38 | 0.37 | 0.37 | 0.24 | 0.39 | 0.35 | 0.18 | 0.27 | 0.40 | 0.36 | 0.25 | 0.20 | 0.32 | 0.25 | 0.24 | 0.30 | 0.24 | 0.28 | 0.29 | 0.21 | 0.29 | 0.29 | 0.41 | 0.38 | 0.25 | 0.36 | 0.32 |
BABA | 0.40 | 0.07 | 0.07 | 0.10 | 0.14 | 0.32 | 0.16 | 0.10 | 0.42 | 0.20 | 0.12 | 1.00 | 0.66 | 0.15 | 0.18 | 0.40 | 0.14 | 0.35 | 0.45 | 0.23 | 0.31 | 0.40 | 0.45 | 0.30 | 0.41 | 0.27 | 0.28 | 0.25 | 0.33 | 0.27 | 0.33 | 0.40 | 0.30 | 0.30 | 0.31 | 0.32 | 0.43 | 0.31 | 0.40 | 0.38 | 0.40 | 0.42 | 0.39 | 0.42 | 0.44 | 0.45 | 0.39 | 0.31 | 0.32 | 0.39 | 0.43 | 0.39 |
BIDU | 0.34 | 0.05 | 0.06 | 0.10 | 0.14 | 0.34 | 0.14 | 0.10 | 0.40 | 0.23 | 0.11 | 0.66 | 1.00 | 0.15 | 0.19 | 0.39 | 0.14 | 0.35 | 0.42 | 0.28 | 0.33 | 0.40 | 0.42 | 0.34 | 0.42 | 0.28 | 0.29 | 0.28 | 0.37 | 0.27 | 0.33 | 0.39 | 0.33 | 0.28 | 0.31 | 0.37 | 0.42 | 0.32 | 0.40 | 0.40 | 0.41 | 0.44 | 0.39 | 0.43 | 0.43 | 0.45 | 0.37 | 0.31 | 0.35 | 0.41 | 0.43 | 0.42 |
KO | 0.03 | 0.42 | 0.55 | 0.44 | 0.37 | 0.15 | 0.46 | 0.61 | 0.11 | 0.29 | 0.62 | 0.15 | 0.15 | 1.00 | 0.50 | 0.14 | 0.73 | 0.14 | 0.22 | 0.33 | 0.32 | 0.19 | 0.22 | 0.35 | 0.25 | 0.42 | 0.38 | 0.37 | 0.31 | 0.43 | 0.35 | 0.20 | 0.37 | 0.45 | 0.42 | 0.30 | 0.18 | 0.39 | 0.25 | 0.27 | 0.29 | 0.26 | 0.28 | 0.28 | 0.20 | 0.32 | 0.35 | 0.45 | 0.39 | 0.26 | 0.36 | 0.32 |
MCD | 0.03 | 0.30 | 0.39 | 0.33 | 0.35 | 0.18 | 0.38 | 0.43 | 0.19 | 0.27 | 0.41 | 0.18 | 0.19 | 0.50 | 1.00 | 0.22 | 0.47 | 0.22 | 0.31 | 0.37 | 0.30 | 0.22 | 0.30 | 0.36 | 0.30 | 0.37 | 0.37 | 0.41 | 0.34 | 0.37 | 0.39 | 0.28 | 0.37 | 0.41 | 0.38 | 0.33 | 0.26 | 0.35 | 0.30 | 0.33 | 0.34 | 0.30 | 0.32 | 0.35 | 0.29 | 0.35 | 0.36 | 0.41 | 0.40 | 0.31 | 0.40 | 0.37 |
NFLX | 0.12 | 0.09 | 0.12 | 0.10 | 0.22 | 0.38 | 0.19 | 0.17 | 0.45 | 0.24 | 0.19 | 0.40 | 0.39 | 0.14 | 0.22 | 1.00 | 0.20 | 0.40 | 0.52 | 0.33 | 0.24 | 0.36 | 0.56 | 0.25 | 0.49 | 0.23 | 0.28 | 0.33 | 0.30 | 0.25 | 0.37 | 0.36 | 0.29 | 0.29 | 0.27 | 0.31 | 0.48 | 0.26 | 0.40 | 0.40 | 0.47 | 0.47 | 0.42 | 0.54 | 0.41 | 0.49 | 0.33 | 0.26 | 0.37 | 0.39 | 0.51 | 0.43 |
PEP | -0.01 | 0.48 | 0.60 | 0.42 | 0.45 | 0.17 | 0.48 | 0.67 | 0.16 | 0.29 | 0.66 | 0.14 | 0.14 | 0.73 | 0.47 | 0.20 | 1.00 | 0.16 | 0.26 | 0.35 | 0.22 | 0.20 | 0.27 | 0.25 | 0.28 | 0.36 | 0.36 | 0.40 | 0.22 | 0.39 | 0.37 | 0.22 | 0.28 | 0.41 | 0.36 | 0.26 | 0.22 | 0.30 | 0.27 | 0.29 | 0.34 | 0.28 | 0.31 | 0.33 | 0.23 | 0.34 | 0.31 | 0.40 | 0.40 | 0.27 | 0.41 | 0.33 |
AMD | 0.10 | 0.06 | 0.10 | 0.12 | 0.19 | 0.38 | 0.15 | 0.13 | 0.46 | 0.26 | 0.15 | 0.35 | 0.35 | 0.14 | 0.22 | 0.40 | 0.16 | 1.00 | 0.43 | 0.31 | 0.28 | 0.52 | 0.47 | 0.28 | 0.47 | 0.29 | 0.32 | 0.32 | 0.32 | 0.25 | 0.38 | 0.51 | 0.33 | 0.31 | 0.30 | 0.42 | 0.67 | 0.32 | 0.52 | 0.51 | 0.46 | 0.49 | 0.48 | 0.50 | 0.51 | 0.46 | 0.39 | 0.32 | 0.39 | 0.56 | 0.50 | 0.56 |
META | 0.13 | 0.12 | 0.17 | 0.14 | 0.21 | 0.36 | 0.22 | 0.21 | 0.45 | 0.26 | 0.23 | 0.45 | 0.42 | 0.22 | 0.31 | 0.52 | 0.26 | 0.43 | 1.00 | 0.35 | 0.29 | 0.42 | 0.62 | 0.32 | 0.53 | 0.29 | 0.35 | 0.37 | 0.36 | 0.32 | 0.41 | 0.44 | 0.37 | 0.35 | 0.34 | 0.36 | 0.52 | 0.32 | 0.46 | 0.47 | 0.55 | 0.52 | 0.45 | 0.61 | 0.49 | 0.69 | 0.39 | 0.34 | 0.41 | 0.47 | 0.60 | 0.49 |
LOW | 0.09 | 0.23 | 0.27 | 0.28 | 0.36 | 0.25 | 0.29 | 0.31 | 0.29 | 0.48 | 0.32 | 0.23 | 0.28 | 0.33 | 0.37 | 0.33 | 0.35 | 0.31 | 0.35 | 1.00 | 0.41 | 0.34 | 0.37 | 0.42 | 0.39 | 0.41 | 0.47 | 0.79 | 0.43 | 0.44 | 0.40 | 0.37 | 0.44 | 0.44 | 0.49 | 0.43 | 0.38 | 0.47 | 0.40 | 0.39 | 0.39 | 0.44 | 0.40 | 0.43 | 0.41 | 0.40 | 0.47 | 0.52 | 0.46 | 0.42 | 0.44 | 0.44 |
CAT | 0.14 | 0.17 | 0.18 | 0.30 | 0.24 | 0.24 | 0.29 | 0.25 | 0.22 | 0.32 | 0.25 | 0.31 | 0.33 | 0.32 | 0.30 | 0.24 | 0.22 | 0.28 | 0.29 | 0.41 | 1.00 | 0.42 | 0.27 | 0.60 | 0.28 | 0.52 | 0.48 | 0.39 | 0.58 | 0.59 | 0.41 | 0.42 | 0.57 | 0.52 | 0.56 | 0.54 | 0.34 | 0.73 | 0.43 | 0.42 | 0.36 | 0.40 | 0.44 | 0.30 | 0.44 | 0.36 | 0.58 | 0.65 | 0.47 | 0.48 | 0.35 | 0.49 |
MU | 0.16 | 0.09 | 0.11 | 0.14 | 0.18 | 0.33 | 0.17 | 0.15 | 0.38 | 0.27 | 0.19 | 0.40 | 0.40 | 0.19 | 0.22 | 0.36 | 0.20 | 0.52 | 0.42 | 0.34 | 0.42 | 1.00 | 0.41 | 0.42 | 0.42 | 0.40 | 0.37 | 0.33 | 0.45 | 0.36 | 0.38 | 0.59 | 0.43 | 0.34 | 0.37 | 0.50 | 0.60 | 0.44 | 0.58 | 0.58 | 0.46 | 0.50 | 0.59 | 0.45 | 0.63 | 0.47 | 0.51 | 0.41 | 0.45 | 0.64 | 0.48 | 0.64 |
AMZN | 0.17 | 0.12 | 0.15 | 0.14 | 0.27 | 0.42 | 0.22 | 0.21 | 0.51 | 0.29 | 0.24 | 0.45 | 0.42 | 0.22 | 0.30 | 0.56 | 0.27 | 0.47 | 0.62 | 0.37 | 0.27 | 0.41 | 1.00 | 0.31 | 0.59 | 0.30 | 0.36 | 0.40 | 0.35 | 0.31 | 0.43 | 0.45 | 0.35 | 0.33 | 0.33 | 0.38 | 0.56 | 0.32 | 0.49 | 0.47 | 0.59 | 0.55 | 0.46 | 0.63 | 0.48 | 0.69 | 0.38 | 0.34 | 0.45 | 0.47 | 0.67 | 0.49 |
JPM | 0.15 | 0.15 | 0.19 | 0.33 | 0.25 | 0.25 | 0.30 | 0.24 | 0.22 | 0.36 | 0.26 | 0.30 | 0.34 | 0.35 | 0.36 | 0.25 | 0.25 | 0.28 | 0.32 | 0.42 | 0.60 | 0.42 | 0.31 | 1.00 | 0.32 | 0.52 | 0.47 | 0.42 | 0.81 | 0.54 | 0.44 | 0.42 | 0.71 | 0.49 | 0.56 | 0.51 | 0.35 | 0.62 | 0.40 | 0.41 | 0.39 | 0.38 | 0.44 | 0.31 | 0.43 | 0.40 | 0.56 | 0.58 | 0.49 | 0.47 | 0.38 | 0.47 |
CRM | 0.15 | 0.14 | 0.17 | 0.15 | 0.21 | 0.41 | 0.23 | 0.22 | 0.54 | 0.29 | 0.24 | 0.41 | 0.42 | 0.25 | 0.30 | 0.49 | 0.28 | 0.47 | 0.53 | 0.39 | 0.28 | 0.42 | 0.59 | 0.32 | 1.00 | 0.32 | 0.36 | 0.39 | 0.36 | 0.30 | 0.47 | 0.45 | 0.39 | 0.40 | 0.34 | 0.40 | 0.55 | 0.33 | 0.48 | 0.48 | 0.54 | 0.65 | 0.45 | 0.70 | 0.49 | 0.58 | 0.42 | 0.34 | 0.48 | 0.49 | 0.65 | 0.50 |
IBM | 0.11 | 0.27 | 0.31 | 0.43 | 0.31 | 0.22 | 0.41 | 0.37 | 0.19 | 0.35 | 0.38 | 0.27 | 0.28 | 0.42 | 0.37 | 0.23 | 0.36 | 0.29 | 0.29 | 0.41 | 0.52 | 0.40 | 0.30 | 0.52 | 0.32 | 1.00 | 0.46 | 0.43 | 0.50 | 0.56 | 0.51 | 0.37 | 0.52 | 0.45 | 0.49 | 0.54 | 0.32 | 0.55 | 0.40 | 0.40 | 0.39 | 0.39 | 0.47 | 0.36 | 0.40 | 0.40 | 0.54 | 0.56 | 0.56 | 0.44 | 0.42 | 0.49 |
UPS | 0.11 | 0.26 | 0.32 | 0.31 | 0.35 | 0.24 | 0.34 | 0.34 | 0.27 | 0.41 | 0.37 | 0.28 | 0.29 | 0.38 | 0.37 | 0.28 | 0.36 | 0.32 | 0.35 | 0.47 | 0.48 | 0.37 | 0.36 | 0.47 | 0.36 | 0.46 | 1.00 | 0.50 | 0.48 | 0.54 | 0.47 | 0.37 | 0.47 | 0.48 | 0.50 | 0.45 | 0.39 | 0.53 | 0.43 | 0.42 | 0.42 | 0.43 | 0.42 | 0.43 | 0.40 | 0.40 | 0.51 | 0.56 | 0.49 | 0.44 | 0.44 | 0.47 |
HD | 0.09 | 0.26 | 0.31 | 0.32 | 0.41 | 0.25 | 0.33 | 0.37 | 0.29 | 0.52 | 0.37 | 0.25 | 0.28 | 0.37 | 0.41 | 0.33 | 0.40 | 0.32 | 0.37 | 0.79 | 0.39 | 0.33 | 0.40 | 0.42 | 0.39 | 0.43 | 0.50 | 1.00 | 0.43 | 0.48 | 0.43 | 0.38 | 0.44 | 0.46 | 0.49 | 0.44 | 0.40 | 0.46 | 0.41 | 0.39 | 0.42 | 0.44 | 0.41 | 0.45 | 0.41 | 0.44 | 0.46 | 0.55 | 0.48 | 0.43 | 0.48 | 0.48 |
GS | 0.17 | 0.15 | 0.17 | 0.28 | 0.24 | 0.28 | 0.28 | 0.23 | 0.27 | 0.37 | 0.24 | 0.33 | 0.37 | 0.31 | 0.34 | 0.30 | 0.22 | 0.32 | 0.36 | 0.43 | 0.58 | 0.45 | 0.35 | 0.81 | 0.36 | 0.50 | 0.48 | 0.43 | 1.00 | 0.53 | 0.44 | 0.44 | 0.67 | 0.49 | 0.54 | 0.51 | 0.39 | 0.60 | 0.43 | 0.43 | 0.42 | 0.42 | 0.45 | 0.35 | 0.45 | 0.44 | 0.54 | 0.55 | 0.48 | 0.48 | 0.41 | 0.48 |
MMM | 0.12 | 0.28 | 0.35 | 0.36 | 0.33 | 0.20 | 0.43 | 0.39 | 0.20 | 0.36 | 0.39 | 0.27 | 0.27 | 0.43 | 0.37 | 0.25 | 0.39 | 0.25 | 0.32 | 0.44 | 0.59 | 0.36 | 0.31 | 0.54 | 0.30 | 0.56 | 0.54 | 0.48 | 0.53 | 1.00 | 0.43 | 0.40 | 0.50 | 0.51 | 0.58 | 0.50 | 0.33 | 0.61 | 0.39 | 0.40 | 0.39 | 0.39 | 0.45 | 0.35 | 0.40 | 0.40 | 0.56 | 0.69 | 0.51 | 0.46 | 0.41 | 0.48 |
ORCL | 0.10 | 0.23 | 0.31 | 0.28 | 0.33 | 0.28 | 0.36 | 0.34 | 0.33 | 0.34 | 0.35 | 0.33 | 0.33 | 0.35 | 0.39 | 0.37 | 0.37 | 0.38 | 0.41 | 0.40 | 0.41 | 0.38 | 0.43 | 0.44 | 0.47 | 0.51 | 0.47 | 0.43 | 0.44 | 0.43 | 1.00 | 0.41 | 0.44 | 0.46 | 0.45 | 0.45 | 0.42 | 0.45 | 0.42 | 0.43 | 0.47 | 0.50 | 0.44 | 0.52 | 0.42 | 0.49 | 0.46 | 0.49 | 0.54 | 0.44 | 0.57 | 0.48 |
STM | 0.17 | 0.08 | 0.09 | 0.14 | 0.19 | 0.37 | 0.21 | 0.16 | 0.42 | 0.28 | 0.18 | 0.40 | 0.39 | 0.20 | 0.28 | 0.36 | 0.22 | 0.51 | 0.44 | 0.37 | 0.42 | 0.59 | 0.45 | 0.42 | 0.45 | 0.37 | 0.37 | 0.38 | 0.44 | 0.40 | 0.41 | 1.00 | 0.45 | 0.43 | 0.43 | 0.49 | 0.60 | 0.47 | 0.59 | 0.61 | 0.51 | 0.54 | 0.55 | 0.51 | 0.66 | 0.48 | 0.53 | 0.46 | 0.48 | 0.69 | 0.52 | 0.68 |
AXP | 0.15 | 0.15 | 0.20 | 0.30 | 0.25 | 0.30 | 0.30 | 0.25 | 0.29 | 0.35 | 0.27 | 0.30 | 0.33 | 0.37 | 0.37 | 0.29 | 0.28 | 0.33 | 0.37 | 0.44 | 0.57 | 0.43 | 0.35 | 0.71 | 0.39 | 0.52 | 0.47 | 0.44 | 0.67 | 0.50 | 0.44 | 0.45 | 1.00 | 0.49 | 0.54 | 0.53 | 0.39 | 0.59 | 0.45 | 0.42 | 0.41 | 0.45 | 0.45 | 0.39 | 0.46 | 0.45 | 0.56 | 0.54 | 0.49 | 0.50 | 0.43 | 0.50 |
APD | 0.12 | 0.27 | 0.34 | 0.33 | 0.31 | 0.23 | 0.37 | 0.42 | 0.29 | 0.34 | 0.40 | 0.30 | 0.28 | 0.45 | 0.41 | 0.29 | 0.41 | 0.31 | 0.35 | 0.44 | 0.52 | 0.34 | 0.33 | 0.49 | 0.40 | 0.45 | 0.48 | 0.46 | 0.49 | 0.51 | 0.46 | 0.43 | 0.49 | 1.00 | 0.60 | 0.46 | 0.38 | 0.56 | 0.44 | 0.43 | 0.41 | 0.45 | 0.43 | 0.43 | 0.42 | 0.41 | 0.51 | 0.60 | 0.49 | 0.45 | 0.46 | 0.50 |
PPG | 0.13 | 0.24 | 0.30 | 0.33 | 0.29 | 0.27 | 0.34 | 0.36 | 0.26 | 0.37 | 0.36 | 0.31 | 0.31 | 0.42 | 0.38 | 0.27 | 0.36 | 0.30 | 0.34 | 0.49 | 0.56 | 0.37 | 0.33 | 0.56 | 0.34 | 0.49 | 0.50 | 0.49 | 0.54 | 0.58 | 0.45 | 0.43 | 0.54 | 0.60 | 1.00 | 0.50 | 0.35 | 0.61 | 0.43 | 0.45 | 0.39 | 0.44 | 0.44 | 0.38 | 0.44 | 0.40 | 0.56 | 0.64 | 0.50 | 0.49 | 0.41 | 0.48 |
HPQ | 0.14 | 0.16 | 0.17 | 0.27 | 0.26 | 0.32 | 0.28 | 0.24 | 0.30 | 0.37 | 0.25 | 0.32 | 0.37 | 0.30 | 0.33 | 0.31 | 0.26 | 0.42 | 0.36 | 0.43 | 0.54 | 0.50 | 0.38 | 0.51 | 0.40 | 0.54 | 0.45 | 0.44 | 0.51 | 0.50 | 0.45 | 0.49 | 0.53 | 0.46 | 0.50 | 1.00 | 0.47 | 0.56 | 0.48 | 0.47 | 0.46 | 0.48 | 0.53 | 0.44 | 0.49 | 0.45 | 0.58 | 0.52 | 0.58 | 0.53 | 0.48 | 0.57 |
NVDA | 0.14 | 0.09 | 0.11 | 0.11 | 0.23 | 0.44 | 0.19 | 0.16 | 0.50 | 0.31 | 0.20 | 0.43 | 0.42 | 0.18 | 0.26 | 0.48 | 0.22 | 0.67 | 0.52 | 0.38 | 0.34 | 0.60 | 0.56 | 0.35 | 0.55 | 0.32 | 0.39 | 0.40 | 0.39 | 0.33 | 0.42 | 0.60 | 0.39 | 0.38 | 0.35 | 0.47 | 1.00 | 0.38 | 0.60 | 0.61 | 0.57 | 0.57 | 0.58 | 0.61 | 0.62 | 0.56 | 0.46 | 0.39 | 0.48 | 0.64 | 0.61 | 0.66 |
EMR | 0.16 | 0.18 | 0.22 | 0.31 | 0.28 | 0.24 | 0.34 | 0.29 | 0.23 | 0.38 | 0.32 | 0.31 | 0.32 | 0.39 | 0.35 | 0.26 | 0.30 | 0.32 | 0.32 | 0.47 | 0.73 | 0.44 | 0.32 | 0.62 | 0.33 | 0.55 | 0.53 | 0.46 | 0.60 | 0.61 | 0.45 | 0.47 | 0.59 | 0.56 | 0.61 | 0.56 | 0.38 | 1.00 | 0.47 | 0.46 | 0.42 | 0.44 | 0.48 | 0.36 | 0.46 | 0.42 | 0.61 | 0.71 | 0.54 | 0.53 | 0.42 | 0.55 |
QCOM | 0.17 | 0.12 | 0.16 | 0.18 | 0.23 | 0.35 | 0.26 | 0.21 | 0.40 | 0.31 | 0.25 | 0.40 | 0.40 | 0.25 | 0.30 | 0.40 | 0.27 | 0.52 | 0.46 | 0.40 | 0.43 | 0.58 | 0.49 | 0.40 | 0.48 | 0.40 | 0.43 | 0.41 | 0.43 | 0.39 | 0.42 | 0.59 | 0.45 | 0.44 | 0.43 | 0.48 | 0.60 | 0.47 | 1.00 | 0.62 | 0.57 | 0.53 | 0.60 | 0.54 | 0.66 | 0.52 | 0.53 | 0.45 | 0.50 | 0.66 | 0.57 | 0.67 |
AVGO | 0.15 | 0.11 | 0.16 | 0.18 | 0.23 | 0.40 | 0.24 | 0.22 | 0.41 | 0.29 | 0.24 | 0.38 | 0.40 | 0.27 | 0.33 | 0.40 | 0.29 | 0.51 | 0.47 | 0.39 | 0.42 | 0.58 | 0.47 | 0.41 | 0.48 | 0.40 | 0.42 | 0.39 | 0.43 | 0.40 | 0.43 | 0.61 | 0.42 | 0.43 | 0.45 | 0.47 | 0.61 | 0.46 | 0.62 | 1.00 | 0.59 | 0.55 | 0.59 | 0.54 | 0.72 | 0.51 | 0.51 | 0.47 | 0.53 | 0.71 | 0.56 | 0.71 |
AAPL | 0.15 | 0.19 | 0.20 | 0.20 | 0.28 | 0.42 | 0.28 | 0.26 | 0.44 | 0.30 | 0.30 | 0.40 | 0.41 | 0.29 | 0.34 | 0.47 | 0.34 | 0.46 | 0.55 | 0.39 | 0.36 | 0.46 | 0.59 | 0.39 | 0.54 | 0.39 | 0.42 | 0.42 | 0.42 | 0.39 | 0.47 | 0.51 | 0.41 | 0.41 | 0.39 | 0.46 | 0.57 | 0.42 | 0.57 | 0.59 | 1.00 | 0.54 | 0.53 | 0.59 | 0.62 | 0.62 | 0.49 | 0.43 | 0.54 | 0.57 | 0.66 | 0.60 |
ADSK | 0.17 | 0.12 | 0.15 | 0.18 | 0.25 | 0.40 | 0.24 | 0.23 | 0.52 | 0.34 | 0.24 | 0.42 | 0.44 | 0.26 | 0.30 | 0.47 | 0.28 | 0.49 | 0.52 | 0.44 | 0.40 | 0.50 | 0.55 | 0.38 | 0.65 | 0.39 | 0.43 | 0.44 | 0.42 | 0.39 | 0.50 | 0.54 | 0.45 | 0.45 | 0.44 | 0.48 | 0.57 | 0.44 | 0.53 | 0.55 | 0.54 | 1.00 | 0.50 | 0.69 | 0.56 | 0.58 | 0.51 | 0.45 | 0.52 | 0.58 | 0.63 | 0.58 |
INTC | 0.12 | 0.15 | 0.20 | 0.25 | 0.29 | 0.36 | 0.29 | 0.25 | 0.37 | 0.33 | 0.28 | 0.39 | 0.39 | 0.28 | 0.32 | 0.42 | 0.31 | 0.48 | 0.45 | 0.40 | 0.44 | 0.59 | 0.46 | 0.44 | 0.45 | 0.47 | 0.42 | 0.41 | 0.45 | 0.45 | 0.44 | 0.55 | 0.45 | 0.43 | 0.44 | 0.53 | 0.58 | 0.48 | 0.60 | 0.59 | 0.53 | 0.50 | 1.00 | 0.51 | 0.61 | 0.51 | 0.54 | 0.48 | 0.56 | 0.64 | 0.56 | 0.69 |
ADBE | 0.13 | 0.16 | 0.20 | 0.16 | 0.26 | 0.42 | 0.28 | 0.26 | 0.54 | 0.32 | 0.29 | 0.42 | 0.43 | 0.28 | 0.35 | 0.54 | 0.33 | 0.50 | 0.61 | 0.43 | 0.30 | 0.45 | 0.63 | 0.31 | 0.70 | 0.36 | 0.43 | 0.45 | 0.35 | 0.35 | 0.52 | 0.51 | 0.39 | 0.43 | 0.38 | 0.44 | 0.61 | 0.36 | 0.54 | 0.54 | 0.59 | 0.69 | 0.51 | 1.00 | 0.53 | 0.66 | 0.44 | 0.41 | 0.52 | 0.55 | 0.75 | 0.58 |
SWKS | 0.17 | 0.13 | 0.13 | 0.15 | 0.21 | 0.39 | 0.23 | 0.19 | 0.43 | 0.32 | 0.21 | 0.44 | 0.43 | 0.20 | 0.29 | 0.41 | 0.23 | 0.51 | 0.49 | 0.41 | 0.44 | 0.63 | 0.48 | 0.43 | 0.49 | 0.40 | 0.40 | 0.41 | 0.45 | 0.40 | 0.42 | 0.66 | 0.46 | 0.42 | 0.44 | 0.49 | 0.62 | 0.46 | 0.66 | 0.72 | 0.62 | 0.56 | 0.61 | 0.53 | 1.00 | 0.52 | 0.54 | 0.47 | 0.51 | 0.74 | 0.55 | 0.73 |
GOOG | 0.16 | 0.14 | 0.20 | 0.21 | 0.28 | 0.38 | 0.31 | 0.27 | 0.45 | 0.30 | 0.29 | 0.45 | 0.45 | 0.32 | 0.35 | 0.49 | 0.34 | 0.46 | 0.69 | 0.40 | 0.36 | 0.47 | 0.69 | 0.40 | 0.58 | 0.40 | 0.40 | 0.44 | 0.44 | 0.40 | 0.49 | 0.48 | 0.45 | 0.41 | 0.40 | 0.45 | 0.56 | 0.42 | 0.52 | 0.51 | 0.62 | 0.58 | 0.51 | 0.66 | 0.52 | 1.00 | 0.47 | 0.43 | 0.52 | 0.53 | 0.72 | 0.57 |
GLW | 0.17 | 0.18 | 0.21 | 0.28 | 0.28 | 0.30 | 0.34 | 0.27 | 0.31 | 0.37 | 0.29 | 0.39 | 0.37 | 0.35 | 0.36 | 0.33 | 0.31 | 0.39 | 0.39 | 0.47 | 0.58 | 0.51 | 0.38 | 0.56 | 0.42 | 0.54 | 0.51 | 0.46 | 0.54 | 0.56 | 0.46 | 0.53 | 0.56 | 0.51 | 0.56 | 0.58 | 0.46 | 0.61 | 0.53 | 0.51 | 0.49 | 0.51 | 0.54 | 0.44 | 0.54 | 0.47 | 1.00 | 0.62 | 0.57 | 0.58 | 0.48 | 0.60 |
ITW | 0.14 | 0.27 | 0.34 | 0.36 | 0.35 | 0.25 | 0.41 | 0.40 | 0.26 | 0.41 | 0.41 | 0.31 | 0.31 | 0.45 | 0.41 | 0.26 | 0.40 | 0.32 | 0.34 | 0.52 | 0.65 | 0.41 | 0.34 | 0.58 | 0.34 | 0.56 | 0.56 | 0.55 | 0.55 | 0.69 | 0.49 | 0.46 | 0.54 | 0.60 | 0.64 | 0.52 | 0.39 | 0.71 | 0.45 | 0.47 | 0.43 | 0.45 | 0.48 | 0.41 | 0.47 | 0.43 | 0.62 | 1.00 | 0.55 | 0.53 | 0.46 | 0.56 |
CSCO | 0.13 | 0.24 | 0.30 | 0.35 | 0.34 | 0.29 | 0.42 | 0.36 | 0.32 | 0.37 | 0.38 | 0.32 | 0.35 | 0.39 | 0.40 | 0.37 | 0.40 | 0.39 | 0.41 | 0.46 | 0.47 | 0.45 | 0.45 | 0.49 | 0.48 | 0.56 | 0.49 | 0.48 | 0.48 | 0.51 | 0.54 | 0.48 | 0.49 | 0.49 | 0.50 | 0.58 | 0.48 | 0.54 | 0.50 | 0.53 | 0.54 | 0.52 | 0.56 | 0.52 | 0.51 | 0.52 | 0.57 | 0.55 | 1.00 | 0.54 | 0.58 | 0.58 |
ADI | 0.15 | 0.11 | 0.14 | 0.19 | 0.26 | 0.39 | 0.26 | 0.20 | 0.42 | 0.32 | 0.25 | 0.39 | 0.41 | 0.26 | 0.31 | 0.39 | 0.27 | 0.56 | 0.47 | 0.42 | 0.48 | 0.64 | 0.47 | 0.47 | 0.49 | 0.44 | 0.44 | 0.43 | 0.48 | 0.46 | 0.44 | 0.69 | 0.50 | 0.45 | 0.49 | 0.53 | 0.64 | 0.53 | 0.66 | 0.71 | 0.57 | 0.58 | 0.64 | 0.55 | 0.74 | 0.53 | 0.58 | 0.53 | 0.54 | 1.00 | 0.57 | 0.82 |
MSFT | 0.13 | 0.20 | 0.26 | 0.25 | 0.31 | 0.41 | 0.34 | 0.32 | 0.48 | 0.32 | 0.36 | 0.43 | 0.43 | 0.36 | 0.40 | 0.51 | 0.41 | 0.50 | 0.60 | 0.44 | 0.35 | 0.48 | 0.67 | 0.38 | 0.65 | 0.42 | 0.44 | 0.48 | 0.41 | 0.41 | 0.57 | 0.52 | 0.43 | 0.46 | 0.41 | 0.48 | 0.61 | 0.42 | 0.57 | 0.56 | 0.66 | 0.63 | 0.56 | 0.75 | 0.55 | 0.72 | 0.48 | 0.46 | 0.58 | 0.57 | 1.00 | 0.62 |
TXN | 0.16 | 0.17 | 0.22 | 0.26 | 0.29 | 0.38 | 0.31 | 0.29 | 0.41 | 0.36 | 0.32 | 0.39 | 0.42 | 0.32 | 0.37 | 0.43 | 0.33 | 0.56 | 0.49 | 0.44 | 0.49 | 0.64 | 0.49 | 0.47 | 0.50 | 0.49 | 0.47 | 0.48 | 0.48 | 0.48 | 0.48 | 0.68 | 0.50 | 0.50 | 0.48 | 0.57 | 0.66 | 0.55 | 0.67 | 0.71 | 0.60 | 0.58 | 0.69 | 0.58 | 0.73 | 0.57 | 0.60 | 0.56 | 0.58 | 0.82 | 0.62 | 1.00 |
Дивидендный доход
Дивидендная доходность General Screener Portfolio за предыдущие двенадцать месяцев составила 2.08%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
General Screener Portfolio | 2.08% | 2.03% | 1.55% | 1.73% | 1.89% | 2.22% | 1.90% | 2.17% | 2.38% | 2.09% | 2.12% | 2.46% |
Активы портфеля: | ||||||||||||
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.
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 Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс 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.
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. | 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 |
-19.56% | 21 сент. 2018 г. | 65 | 24 дек. 2018 г. | 59 | 21 мар. 2019 г. | 124 |
-14.67% | 7 дек. 2015 г. | 46 | 11 февр. 2016 г. | 25 | 18 мар. 2016 г. | 71 |
-14.01% | 23 июн. 2015 г. | 45 | 25 авг. 2015 г. | 49 | 3 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.