PortfoliosLab logo
Инструменты
Анализ доходности
Анализ рисков
Инструменты оптимизации
Факторный анализ
Все инструменты
Портфели
Ленивые портфелиПользовательские портфели
Обсуждения
AMPC 6BM Z7
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


SPY 10.4%AAPL 9.2%MSFT 7.8%IWM 7.8%VUG 7.3%VTV 5.6%IWB 5.2%CVX 4.3%XLE 4%DTD 4%GOOGL 3.5%EFA 3%APA 2.5%MS 2.4%USD=X 1.8%NVDA 1%MSI 1%COST 1%CSCO 1%INTC 1%ZS 1%NFLX 1%ZTS 1%DELL 1%CRM 1%AMAT 1%PWR 1%SYK 1%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc
Technology

9.20%

ABBV
AbbVie Inc.
Healthcare

0.20%

ABT
Abbott Laboratories
Healthcare

0.10%

ADBE
Adobe Inc
Technology

0.20%

AMAT
Applied Materials, Inc.
Technology

1%

AMGN
Amgen Inc.
Healthcare

0.20%

AMT
American Tower Corporation
Real Estate

0.10%

AON
Aon plc
Financial Services

0.20%

APA
Apache Corporation
Energy

2.50%

AVY
Avery Dennison Corporation
Industrials

0.20%

AXP
American Express Company
Financial Services

0.10%

AZO
AutoZone, Inc.
Consumer Cyclical

0.30%

BK
The Bank of New York Mellon Corporation
Financial Services

0.20%

CDNS
Cadence Design Systems, Inc.
Technology

0.30%

CDW
CDW Corporation
Technology

0.30%

COP
ConocoPhillips Company
Energy

0.10%

COST
Costco Wholesale Corporation
Consumer Defensive

1%

CRM
salesforce.com, inc.
Technology

1%

CSCO
Cisco Systems, Inc.
Technology

1%

CVX
Chevron Corporation
Energy

4.30%

DELL

1%

DFS

0.10%

DHI

0.30%

DOV

0.20%

DTD

4%

EFA

3%

GOOGL

3.50%

HD

0.20%

INTC

1%

IWB

5.20%

IWM

7.80%

JPM

0.20%

KDP

0.10%

LLY

0.30%

LMT

0.20%

LRCX

0.30%

MA

0.20%

MCHP

0.20%

MDLZ

0.20%

META

0.20%

MRK

0.20%

MS

2.40%

MSFT

7.80%

MSI

1%

NFLX

1%

NSC

0.10%

NVDA

1%

PGR

0.20%

PH

0.30%

PKG

0.20%

PLD

0.10%

PWR

1%

PXD

0.20%

SPY

10.40%

STE

0.20%

SYK

1%

TMO

0.20%

TMUS

0.20%

UNH

0.50%

USD=X

1.80%

V

0.20%

VTV

5.60%

VUG

7.30%

WMB

0.10%

WMT

0.20%

XLE

4%

ZBRA

0.10%

ZS

1%

ZTS

1%

S&P 500

Доходность

График доходности

График показывает рост $10,000 инвестированных в AMPC 6BM Z7 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


80.00%100.00%120.00%140.00%160.00%180.00%200.00%FebruaryMarchAprilMayJuneJuly
195.52%
100.04%
AMPC 6BM Z7
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 27 июн. 2013 г., начальной даты CDW

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%
AMPC 6BM Z715.01%2.22%14.15%23.25%19.96%N/A
AAPL
Apple Inc
16.81%8.11%15.99%17.49%33.53%26.82%
MSFT
16.67%-2.82%10.64%28.15%25.68%N/A
GOOGL
27.33%-1.10%21.83%48.20%24.64%N/A
NVDA
138.17%-6.83%97.72%166.23%88.64%N/A
LLY
47.61%-2.99%36.39%86.97%51.31%N/A
TMO
0.81%-5.36%-3.31%-4.70%12.94%N/A
UNH
8.26%17.14%11.11%13.35%18.71%N/A
MSI
25.31%1.08%20.72%33.27%19.38%N/A
COST
Costco Wholesale Corporation
27.36%-1.20%21.40%54.70%25.64%24.35%
SPY
16.23%0.82%14.28%23.11%14.03%N/A
CSCO
Cisco Systems, Inc.
-4.02%0.92%-6.70%-7.20%-0.66%9.59%
XLE
11.96%3.75%16.64%13.24%12.69%N/A
DTD
12.52%2.61%11.97%16.81%10.40%N/A
INTC
-33.91%6.08%-31.13%-1.70%-6.40%N/A
ADBE
Adobe Inc
-7.64%3.29%-8.71%5.91%11.76%22.57%
COP
ConocoPhillips Company
-0.84%2.70%6.51%3.43%17.07%6.13%
ZS
-14.90%5.01%-21.72%26.53%16.23%N/A
NFLX
30.08%-7.69%30.39%48.15%14.27%N/A
HD
6.21%2.12%3.19%16.36%13.36%N/A
TMUS
14.44%3.01%11.62%30.78%17.40%N/A
ZTS
-8.84%4.63%-6.11%-1.72%9.58%N/A
CDNS
Cadence Design Systems, Inc.
2.78%-12.07%-5.34%15.27%28.78%32.38%
DELL
65.81%-13.28%55.63%139.82%34.91%N/A
PGR
38.54%4.91%28.94%77.52%23.97%N/A
ABBV
AbbVie Inc.
14.35%2.06%6.13%24.51%25.14%17.07%
LMT
6.26%1.57%4.99%7.38%7.77%N/A
CRM
salesforce.com, inc.
-5.62%1.21%-11.40%8.89%8.91%16.61%
V
2.34%-3.55%-1.75%11.81%8.15%N/A
VUG
19.69%-0.48%16.10%30.08%17.11%N/A
MA
4.49%-2.31%1.19%12.28%9.89%N/A
AMAT
Applied Materials, Inc.
30.19%-10.68%25.37%55.36%32.27%26.75%
VTV
11.81%2.58%11.69%15.69%10.37%N/A
CVX
Chevron Corporation
8.95%2.49%14.05%4.48%9.11%6.26%
META
34.98%-3.64%25.14%62.36%17.83%N/A
MS
11.57%6.17%21.36%13.06%20.61%N/A
ABT
Abbott Laboratories
-5.90%-2.98%-9.73%-8.87%4.51%11.13%
MRK
16.79%-3.79%6.61%16.97%12.96%N/A
PWR
19.90%-5.60%27.17%28.52%45.11%N/A
AMGN
Amgen Inc.
16.75%7.51%8.41%45.49%16.42%13.74%
WMB
29.48%4.61%32.75%36.70%16.74%N/A
LRCX
17.56%-12.69%10.47%48.50%33.85%N/A
SYK
14.38%-0.26%9.34%16.52%10.65%N/A
CDW
CDW Corporation
1.19%-2.82%1.37%22.72%15.78%23.43%
DFS
27.56%11.66%43.88%38.60%11.27%N/A
IWB
15.24%0.98%13.52%22.26%13.55%N/A
JPM
25.50%7.46%24.73%38.79%15.21%N/A
MDLZ
-7.10%0.55%-7.98%-7.95%6.25%N/A
NSC
-2.44%1.37%-3.97%0.27%6.19%N/A
WMT
35.09%4.18%31.15%35.46%14.84%N/A
ZBRA
17.61%7.15%26.27%4.89%10.95%N/A
AMT
American Tower Corporation
-0.97%7.85%4.79%17.74%2.94%10.96%
AON
Aon plc
2.23%-0.43%-2.92%-12.39%9.20%13.66%
APA
Apache Corporation
-9.35%13.96%5.04%-15.34%6.91%-9.26%
AVY
Avery Dennison Corporation
9.65%-3.06%9.70%25.35%14.90%18.14%
AXP
American Express Company
30.59%5.52%31.81%44.31%14.70%11.66%
AZO
AutoZone, Inc.
14.11%-1.34%6.47%20.04%19.55%19.18%
BK
The Bank of New York Mellon Corporation
22.26%6.58%15.17%44.18%8.89%7.47%
DHI
14.86%22.09%10.69%37.43%31.85%N/A
DOV
20.14%0.66%24.47%22.35%14.66%N/A
EFA
7.39%2.03%9.11%10.75%6.54%N/A
IWM
8.61%8.23%10.92%13.04%7.77%N/A
KDP
0.98%-3.46%6.10%3.97%5.68%N/A
MCHP
-0.56%-3.07%-1.18%0.99%13.51%N/A
PH
18.91%8.03%15.69%38.78%26.07%N/A
PKG
18.98%4.30%17.30%43.37%16.42%N/A
PLD
-5.67%13.12%-2.33%1.59%10.92%N/A
PXD
21.21%0.00%25.91%29.00%19.21%N/A
STE
2.48%2.83%2.39%-2.44%9.29%N/A
USD=X
0.00%0.00%0.00%0.00%0.00%N/A

Доходность по месяцам

Ниже представлена таблица с месячной доходностью AMPC 6BM Z7, 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
20240.45%4.32%3.17%-3.71%5.26%3.19%15.01%
20237.02%-1.90%4.78%1.55%1.09%6.26%3.92%-1.20%-3.97%-2.49%8.80%4.70%31.41%
2022-3.41%-1.38%4.49%-8.91%1.22%-9.01%10.01%-3.70%-9.31%9.89%5.13%-6.18%-13.04%
20210.52%5.32%2.96%5.07%0.81%3.66%1.63%3.46%-3.33%8.29%-0.15%3.94%36.72%
20200.74%-7.99%-14.06%19.35%4.31%5.12%4.82%8.05%-5.77%-2.50%14.03%4.94%29.80%
20198.33%4.23%3.47%3.99%-7.59%7.57%1.88%-2.49%2.29%2.90%3.93%3.90%36.37%
2018-3.67%1.39%3.95%0.92%3.13%4.18%0.33%-7.57%0.52%-9.45%-7.08%

Комиссия

Комиссия AMPC 6BM Z7 составляет 0.06%, что ниже среднего уровня по рынку. 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 AMPC 6BM Z7 среди портфелей на нашем сайте составляет 81, что соответствует топ 19% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.


Ранг риск-скорректированной доходности AMPC 6BM Z7, с текущим значением в 8181
AMPC 6BM Z7
Ранг коэф-та Шарпа AMPC 6BM Z7, с текущим значением в 8282Ранг коэф-та Шарпа
Ранг коэф-та Сортино AMPC 6BM Z7, с текущим значением в 8282Ранг коэф-та Сортино
Ранг коэф-та Омега AMPC 6BM Z7, с текущим значением в 8383Ранг коэф-та Омега
Ранг коэф-та Кальмара AMPC 6BM Z7, с текущим значением в 8080Ранг коэф-та Кальмара
Ранг коэф-та Мартина AMPC 6BM Z7, с текущим значением в 8080Ранг 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.


AMPC 6BM Z7
Коэффициент Шарпа
Коэффициент Шарпа AMPC 6BM Z7, с текущим значением в 2.12, в сравнении с широким рынком-1.000.001.002.003.004.002.12
Коэффициент Сортино
Коэффициент Сортино AMPC 6BM Z7, с текущим значением в 2.97, в сравнении с широким рынком-2.000.002.004.006.002.97
Коэффициент Омега
Коэффициент Омега AMPC 6BM Z7, с текущим значением в 1.38, в сравнении с широким рынком0.801.001.201.401.601.801.38
Коэффициент Кальмара
Коэффициент Кальмара AMPC 6BM Z7, с текущим значением в 2.63, в сравнении с широким рынком0.002.004.006.008.0010.002.63
Коэффициент Мартина
Коэффициент Мартина AMPC 6BM Z7, с текущим значением в 10.34, в сравнении с широким рынком0.0010.0020.0030.0040.0010.34
^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
0.761.241.151.032.23
MSFT
1.832.451.322.6611.90
GOOGL
1.451.961.292.098.46
NVDA
3.664.051.528.4123.93
LLY
2.994.091.577.2821.91
TMO
-0.16-0.090.99-0.09-0.38
UNH
0.631.051.140.691.81
MSI
2.193.181.444.3314.42
COST
Costco Wholesale Corporation
3.073.651.584.8515.62
SPY
2.143.021.392.0310.30
CSCO
Cisco Systems, Inc.
-0.39-0.380.94-0.31-0.56
XLE
0.641.011.120.861.69
DTD
1.762.581.311.746.65
INTC
-0.070.151.02-0.05-0.13
ADBE
Adobe Inc
0.120.391.060.110.28
COP
ConocoPhillips Company
0.050.231.030.060.11
ZS
0.651.081.150.401.41
NFLX
1.452.311.300.957.25
HD
0.691.131.130.441.47
TMUS
2.773.851.522.8517.38
ZTS
-0.040.131.02-0.02-0.08
CDNS
Cadence Design Systems, Inc.
0.841.301.161.503.90
DELL
2.473.531.504.6714.11
PGR
3.435.001.654.7633.26
ABBV
AbbVie Inc.
1.111.521.211.253.44
LMT
0.550.971.130.452.19
CRM
salesforce.com, inc.
0.380.681.120.341.17
V
0.921.311.171.343.07
VUG
2.042.791.371.6511.95
MA
0.971.311.191.152.89
AMAT
Applied Materials, Inc.
1.291.811.242.117.46
VTV
1.662.401.291.645.69
CVX
Chevron Corporation
0.200.391.050.170.44
META
1.462.291.302.018.85
MS
0.781.201.160.572.44
ABT
Abbott Laboratories
-0.23-0.200.98-0.12-0.46
MRK
1.271.981.261.565.45
PWR
0.901.481.191.133.13
AMGN
Amgen Inc.
1.973.041.392.536.25
WMB
2.303.161.403.6610.96
LRCX
1.051.531.201.865.39
SYK
1.251.851.251.544.76
CDW
CDW Corporation
0.811.141.171.042.58
DFS
1.301.841.281.104.34
IWB
2.032.881.371.739.48
JPM
2.232.731.422.399.05
MDLZ
-0.57-0.670.92-0.45-1.13
NSC
0.060.271.030.040.15
WMT
2.052.731.433.219.30
ZBRA
0.971.651.200.492.84
AMT
American Tower Corporation
0.571.031.120.311.42
AON
Aon plc
-0.41-0.400.94-0.40-0.80
APA
Apache Corporation
-0.53-0.590.93-0.37-0.65
AVY
Avery Dennison Corporation
1.281.921.240.886.61
AXP
American Express Company
2.313.201.441.769.68
AZO
AutoZone, Inc.
1.021.481.201.373.30
BK
The Bank of New York Mellon Corporation
2.383.341.421.3211.37
DHI
1.181.761.241.713.97
DOV
1.592.421.301.086.52
EFA
1.161.721.210.934.51
IWM
0.651.101.130.412.09
KDP
-0.09-0.011.00-0.02-0.25
MCHP
0.010.241.030.020.04
PH
1.502.251.302.666.79
PKG
1.482.181.272.637.38
PLD
0.120.351.040.070.25
PXD
1.141.951.271.393.67
STE
-0.030.111.01-0.03-0.08
USD=X

Коэффициент Шарпа

AMPC 6BM Z7 на текущий момент имеет коэффициент Шарпа равный 2.12. 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 входит в верхние 25%, что свидетельствует о выдающейся эффективности с учётом риска. Это означает, что портфель показывает впечатляющие доходы при принятом уровне риска, по сравнению с большинством других портфелей.

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
2.12
1.82
AMPC 6BM Z7
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность AMPC 6BM Z7 за предыдущие двенадцать месяцев составила 1.40%.


TTM20232022202120202019201820172016201520142013
AMPC 6BM Z71.40%1.52%1.60%1.33%1.66%1.75%2.35%1.66%1.82%1.99%1.72%1.68%
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%
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%
GOOGL
0.11%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%
LLY
0.57%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
TMO
0.28%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
UNH
1.37%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
MSI
0.98%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%
COST
Costco Wholesale Corporation
2.29%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
SPY
1.25%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
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%
XLE
3.17%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
DTD
2.19%2.43%2.62%2.04%2.73%2.50%2.93%2.36%3.11%3.02%2.42%2.38%
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%
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%
COP
ConocoPhillips Company
2.33%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
ZS
0.00%0.00%0.00%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%
HD
2.39%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
TMUS
1.07%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
ZTS
0.94%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
CDNS
Cadence Design Systems, 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%
DELL
1.24%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGR
0.52%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
ABBV
AbbVie Inc.
3.56%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
LMT
2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
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%
V
0.76%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
VUG
0.51%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
MA
0.57%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
AMAT
Applied Materials, Inc.
0.65%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
VTV
2.39%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
CVX
Chevron Corporation
3.95%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
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%
MS
3.33%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
ABT
Abbott Laboratories
2.12%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
MRK
2.42%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
PWR
0.14%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
AMGN
Amgen Inc.
2.64%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
WMB
4.19%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%
LRCX
0.87%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
SYK
0.92%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
CDW
CDW Corporation
1.07%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.55%0.18%
DFS
1.98%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%1.07%
IWB
1.19%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.70%1.68%
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%
MDLZ
2.56%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
NSC
2.37%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%2.20%
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%
ZBRA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMT
American Tower Corporation
3.12%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
AON
Aon plc
0.85%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%0.81%
APA
Apache Corporation
2.34%2.79%1.34%0.51%2.29%3.91%3.81%2.37%1.58%2.25%1.52%0.90%
AVY
Avery Dennison Corporation
1.50%1.57%1.62%1.23%1.52%1.73%2.24%1.53%2.28%2.33%2.58%2.27%
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%
AZO
AutoZone, 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%
BK
The Bank of New York Mellon Corporation
2.68%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%
DHI
0.66%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.67%
DOV
1.11%1.32%1.48%1.10%1.56%1.68%2.36%1.18%1.50%1.75%1.41%0.67%
EFA
2.92%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%2.54%
IWM
1.22%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%1.23%
KDP
2.61%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%3.12%
MCHP
1.97%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
PH
1.11%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
PKG
2.61%3.07%3.71%2.94%2.44%2.82%3.59%2.09%2.78%3.49%2.05%2.39%
PLD
2.96%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%
PXD
2.82%6.21%11.14%3.76%1.93%0.79%0.24%0.04%0.04%0.05%0.05%0.04%
STE
0.93%0.90%0.97%0.68%0.81%0.93%1.22%1.35%1.57%1.27%1.36%1.66%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Просадки

График просадок

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.63%
-2.86%
AMPC 6BM Z7
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

AMPC 6BM Z7 показал максимальную просадку в 35.28%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 54 торговые сессии.

Текущая просадка AMPC 6BM Z7 составляет 2.63%.

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

-35.28%20 февр. 2020 г.2323 мар. 2020 г.545 июн. 2020 г.77
-21.74%4 окт. 2018 г.5824 дек. 2018 г.745 апр. 2019 г.132
-21.06%30 мар. 2022 г.13330 сент. 2022 г.18112 июн. 2023 г.314
-11.06%3 сент. 2020 г.1523 сент. 2020 г.3816 нояб. 2020 г.53
-9.46%28 дек. 2021 г.4223 февр. 2022 г.2429 мар. 2022 г.66

Волатильность

График волатильности

Текущая волатильность AMPC 6BM Z7 составляет 2.52%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.52%
2.76%
AMPC 6BM Z7
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

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

USD=XLLYMRKKDPWMTLMTZSAZOAMTABBVAPAPXDPGRCOPUNHNFLXAMGNMDLZWMBTMUSDHICVXXLEPLDMETACOSTPKGDELLAONABTNVDASTECRMTMOBKPWRMSIZTSINTCNSCDFSADBEHDSYKJPMAAPLLRCXGOOGLAMATCDNSAVYZBRAMSMCHPCSCOMSFTAXPVMACDWPHDOVEFAIWMVUGVTVDTDSPYIWB
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
LLY0.001.000.480.170.240.200.160.210.250.420.110.120.290.150.350.210.430.280.170.280.180.180.170.280.230.290.170.200.300.360.220.280.250.300.170.200.280.400.190.200.160.260.240.320.180.270.190.260.200.280.200.200.160.160.300.320.200.280.250.240.200.230.280.240.340.360.360.370.36
MRK0.000.481.000.250.260.280.080.260.290.440.120.150.360.200.380.120.470.370.220.270.140.240.220.290.150.240.250.190.330.420.100.320.190.390.240.180.310.420.160.250.180.190.230.340.250.190.120.200.110.210.280.200.210.120.300.250.230.310.290.260.230.270.290.230.250.420.400.340.33
KDP0.000.170.251.000.320.270.170.280.320.280.110.120.310.140.290.170.320.460.190.320.240.180.170.340.200.330.290.220.330.350.150.310.230.280.250.230.300.290.220.300.230.240.330.330.230.280.190.250.190.250.330.270.250.230.330.290.270.320.310.300.260.320.340.330.330.420.440.390.38
WMT0.000.240.260.321.000.270.150.300.280.250.120.140.290.140.300.210.280.420.190.300.220.200.190.310.210.580.270.190.340.310.220.280.210.300.230.230.300.310.260.290.230.250.400.290.250.280.230.270.240.260.310.250.220.230.320.310.250.280.280.270.250.320.320.290.340.420.440.400.39
LMT0.000.200.280.270.271.000.060.270.230.250.280.320.390.350.300.090.270.350.320.240.220.370.370.260.120.260.330.200.350.270.120.260.180.230.310.310.350.280.210.350.300.190.300.290.350.210.180.170.170.150.350.240.300.190.310.210.350.340.330.310.360.390.330.320.260.490.460.370.36
ZS0.000.160.080.170.150.061.000.130.220.140.110.080.120.090.150.430.160.150.120.260.280.090.100.260.410.340.120.290.250.310.480.320.560.360.170.240.310.370.320.190.210.570.300.290.120.420.370.440.380.560.220.420.220.390.330.500.260.340.360.360.240.210.350.430.590.260.310.480.50
AZO0.000.210.260.280.300.270.131.000.230.270.160.140.300.190.330.160.250.320.210.270.320.230.230.290.200.350.270.270.330.280.220.270.210.260.290.330.340.330.230.320.280.230.460.290.310.260.250.230.260.290.360.280.290.260.340.280.290.310.310.360.360.390.330.350.330.430.450.400.40
AMT0.000.250.290.320.280.230.220.231.000.230.080.050.270.070.270.220.350.430.200.310.310.100.100.610.250.340.270.170.360.410.210.380.300.410.210.230.380.440.230.280.170.320.370.380.190.310.210.290.180.310.330.310.220.230.340.340.240.330.320.330.210.310.360.330.400.390.440.420.42
ABBV0.000.420.440.280.250.250.140.270.231.000.210.240.320.240.380.140.490.340.290.270.180.270.280.280.180.250.280.220.310.410.190.350.240.350.280.240.300.350.260.290.240.240.300.400.300.240.200.260.220.230.290.230.280.240.350.270.270.330.310.280.310.310.330.310.310.470.470.400.39
APA0.000.110.120.110.120.280.110.160.080.211.000.740.180.750.200.130.160.110.650.160.200.710.820.170.200.130.350.290.190.110.200.190.180.150.430.390.230.150.260.360.450.150.230.210.430.210.270.250.270.140.350.320.450.300.290.160.410.250.260.290.460.390.430.520.270.530.490.400.41
PXD0.000.120.150.120.140.320.080.140.050.240.741.000.210.770.210.140.180.130.620.170.180.710.830.160.190.130.350.300.200.140.220.210.180.180.410.380.230.180.290.370.420.180.220.230.430.240.260.250.270.160.320.290.440.290.310.180.410.270.270.290.430.380.430.480.280.520.490.410.41
PGR0.000.290.360.310.290.390.120.300.270.320.180.211.000.270.330.180.320.370.240.300.240.280.290.300.200.300.300.270.450.350.190.330.240.300.370.310.370.320.240.310.320.250.310.340.410.250.230.240.230.250.340.240.330.230.360.280.370.380.370.320.350.380.310.340.330.500.470.420.41
COP0.000.150.200.140.140.350.090.190.070.240.750.770.271.000.250.120.210.160.620.200.180.810.890.180.170.120.370.320.230.140.190.220.200.160.420.400.250.170.290.410.440.190.210.230.460.210.260.250.270.160.340.300.450.290.340.190.430.290.310.320.460.410.440.490.270.560.520.420.42
UNH0.000.350.380.290.300.300.150.330.270.380.200.210.330.251.000.210.370.350.260.330.210.290.280.300.200.330.310.220.360.400.210.350.230.360.330.280.360.400.240.340.280.270.330.370.350.310.230.310.230.270.330.250.320.230.370.340.340.360.350.330.330.330.360.350.350.510.490.440.43
NFLX0.000.210.120.170.210.090.430.160.220.140.130.140.180.120.211.000.260.200.150.320.270.130.140.250.550.370.170.310.260.310.520.290.530.350.200.250.320.350.420.200.220.570.320.320.210.510.400.500.410.520.220.410.270.390.350.540.280.400.410.360.280.250.400.420.620.320.370.530.54
AMGN0.000.430.470.320.280.270.160.250.350.490.160.180.320.210.370.261.000.420.260.320.220.240.240.340.270.330.310.260.330.450.230.370.270.390.280.250.310.380.330.290.260.300.330.370.290.320.270.310.270.280.330.260.290.270.400.340.290.330.310.330.310.320.390.370.380.490.500.450.45
MDLZ0.000.280.370.460.420.350.150.320.430.340.110.130.370.160.350.200.421.000.240.390.310.200.190.450.230.420.320.210.400.430.170.400.270.370.290.240.380.410.270.350.260.280.380.410.290.310.220.290.210.270.370.260.290.250.390.340.320.390.380.320.310.390.410.340.380.520.540.470.46
WMB0.000.170.220.190.190.320.120.210.200.290.650.620.240.620.260.150.260.241.000.210.240.640.730.270.210.180.410.310.260.200.220.270.200.220.410.390.280.240.300.410.430.180.310.290.440.250.270.250.280.180.390.320.460.310.350.200.420.290.310.320.500.440.460.520.310.580.560.450.45
TMUS0.000.280.270.320.300.240.260.270.310.270.160.170.300.200.330.320.320.390.211.000.290.220.230.320.320.370.280.300.330.350.330.320.360.330.290.300.400.380.310.310.300.380.360.390.300.370.320.380.320.380.330.310.300.330.400.410.350.420.400.350.330.340.430.420.470.470.490.510.50
DHI0.000.180.140.240.220.220.280.320.310.180.200.180.240.180.210.270.220.310.240.291.000.200.230.380.330.330.340.340.310.310.360.340.350.340.320.420.330.360.350.350.360.340.530.360.290.350.400.330.400.380.400.430.330.410.330.350.360.350.350.410.420.440.450.530.470.470.490.510.52
CVX0.000.180.240.180.200.370.090.230.100.270.710.710.280.810.290.130.240.200.640.220.201.000.910.210.190.190.410.330.270.210.210.260.190.200.480.430.280.220.320.430.470.190.270.280.500.240.290.270.300.190.370.300.510.320.370.210.480.340.340.350.490.470.480.510.300.620.580.460.46
XLE0.000.170.220.170.190.370.100.230.100.280.820.830.290.890.280.140.240.190.730.230.230.911.000.210.210.170.440.370.260.190.230.260.220.200.520.470.290.220.340.460.530.190.280.290.540.260.320.280.330.200.420.350.550.350.390.200.510.340.350.380.550.490.510.580.330.660.620.490.49
PLD0.000.280.290.340.310.260.260.290.610.280.170.160.300.180.300.250.340.450.270.320.380.210.211.000.290.410.350.270.430.450.300.420.350.450.300.340.450.490.330.410.310.370.470.430.310.400.320.350.300.400.420.420.340.350.400.410.370.420.410.430.370.460.470.490.500.520.580.550.55
META0.000.230.150.200.210.120.410.200.250.180.200.190.200.170.200.550.270.230.210.320.330.190.210.291.000.390.240.370.300.360.560.360.540.360.300.310.350.410.450.260.310.600.360.380.300.550.490.670.490.550.340.450.340.460.410.620.370.470.470.410.350.330.500.490.710.400.460.640.64
COST0.000.290.240.330.580.260.340.350.340.250.130.130.300.120.330.370.330.420.180.370.330.190.170.410.391.000.280.320.400.400.440.370.400.430.260.330.420.450.380.330.270.470.510.390.270.460.420.450.420.480.350.380.300.400.440.510.340.430.410.430.340.390.430.410.580.480.530.590.58
PKG0.000.170.250.290.270.330.120.270.270.280.350.350.300.370.310.170.310.320.410.280.340.410.440.350.240.281.000.350.390.320.250.380.230.340.510.470.330.320.360.510.490.220.400.350.510.300.350.300.330.270.630.400.530.390.420.270.470.340.360.430.560.570.500.560.380.640.620.520.52
DELL0.000.200.190.220.190.200.290.270.170.220.290.300.270.320.220.310.260.210.310.300.340.330.370.270.370.320.351.000.310.300.470.310.410.310.400.430.380.320.450.360.440.420.380.380.410.410.490.400.500.450.400.450.430.490.480.450.450.410.430.520.490.420.510.520.530.530.540.570.57
AON0.000.300.330.330.340.350.250.330.360.310.190.200.450.230.360.260.330.400.260.330.310.270.260.430.300.400.390.311.000.430.280.430.360.430.400.400.470.440.350.380.370.380.410.450.420.370.340.380.330.400.440.350.410.340.430.440.450.450.450.440.390.440.470.450.480.560.560.560.56
ABT0.000.360.420.350.310.270.310.280.410.410.110.140.350.140.400.310.450.430.200.350.310.210.190.450.360.400.320.300.431.000.360.550.450.650.320.290.420.550.390.380.290.460.410.580.320.410.350.420.340.470.420.420.350.380.490.480.360.470.470.400.350.430.490.430.540.530.540.570.57
NVDA0.000.220.100.150.220.120.480.220.210.190.200.220.190.190.210.520.230.170.220.330.360.210.230.300.560.440.250.470.280.361.000.340.570.420.310.390.370.400.570.290.340.630.410.380.320.590.670.580.680.670.330.520.400.630.450.650.380.470.480.470.410.360.510.520.760.420.480.670.67
STE0.000.280.320.310.280.260.320.270.380.350.190.210.330.220.350.290.370.400.270.320.340.260.260.420.360.370.380.310.430.550.341.000.410.510.360.380.430.520.370.420.350.410.420.600.340.400.360.410.360.430.440.450.390.400.450.440.400.470.480.490.420.470.520.550.540.560.570.590.60
CRM0.000.250.190.230.210.180.560.210.300.240.180.180.240.200.230.530.270.270.200.360.350.190.220.350.540.400.230.410.360.450.570.411.000.460.300.330.430.460.440.310.320.720.390.450.280.540.480.580.490.620.340.500.350.480.470.660.400.550.560.470.370.340.500.530.730.430.480.650.67
TMO0.000.300.390.280.300.230.360.260.410.350.150.180.300.160.360.350.390.370.220.330.340.200.200.450.360.430.340.310.430.650.420.510.461.000.310.350.450.580.410.400.280.500.450.500.300.460.410.440.400.520.420.480.360.450.480.520.360.460.470.450.400.470.520.460.590.520.550.600.61
BK0.000.170.240.250.230.310.170.290.210.280.430.410.370.420.330.200.280.290.410.290.320.480.520.300.300.260.510.400.400.320.310.360.300.311.000.490.350.300.380.490.660.270.400.400.740.290.400.350.400.280.550.420.710.440.430.300.630.410.420.480.600.560.580.620.430.720.670.580.58
PWR0.000.200.180.230.230.310.240.330.230.240.390.380.310.400.280.250.250.240.390.300.420.430.470.340.310.330.470.430.400.290.390.380.330.350.491.000.410.360.400.470.490.330.460.400.490.380.460.340.460.420.540.480.510.500.420.360.500.400.410.530.630.610.550.660.510.630.630.610.62
MSI0.000.280.310.300.300.350.310.340.380.300.230.230.370.250.360.320.310.380.280.400.330.280.290.450.350.420.330.380.470.420.370.430.430.450.350.411.000.460.360.430.370.430.440.480.400.440.390.430.380.470.440.470.380.420.550.480.430.500.500.520.450.480.500.510.560.560.580.610.61
ZTS0.000.400.420.290.310.280.370.330.440.350.150.180.320.170.400.350.380.410.240.380.360.220.220.490.410.450.320.320.440.550.400.520.460.580.300.360.461.000.380.390.270.500.470.510.290.470.410.450.400.500.430.480.340.410.440.510.350.480.490.450.390.470.510.480.610.520.550.610.61
INTC0.000.190.160.220.260.210.320.230.230.260.260.290.240.290.240.420.330.270.300.310.350.320.340.330.450.380.360.450.350.390.570.370.440.410.380.400.360.381.000.380.400.500.400.420.410.520.620.500.630.530.420.520.430.660.520.540.430.440.460.490.450.430.540.550.620.550.570.640.64
NSC0.000.200.250.300.290.350.190.320.280.290.360.370.310.410.340.200.290.350.410.310.350.430.460.410.260.330.510.360.380.380.290.420.310.400.490.470.430.390.381.000.510.310.480.400.540.370.400.340.390.340.530.440.550.430.470.360.520.450.470.480.610.640.540.570.460.670.660.590.59
DFS0.000.160.180.230.230.300.210.280.170.240.450.420.320.440.280.220.260.260.430.300.360.470.530.310.310.270.490.440.370.290.340.350.320.280.660.490.370.270.400.511.000.300.430.400.710.350.430.370.440.320.530.440.700.490.430.330.770.470.480.500.600.570.590.660.470.710.670.610.61
ADBE0.000.260.190.240.250.190.570.230.320.240.150.180.250.190.270.570.300.280.180.380.340.190.190.370.600.470.220.420.380.460.630.410.720.500.270.330.430.500.500.310.301.000.430.460.250.600.550.660.540.710.350.520.330.530.510.750.370.590.570.500.350.370.520.500.790.430.500.690.70
HD0.000.240.230.330.400.300.300.460.370.300.230.220.310.210.330.320.330.380.310.360.530.270.280.470.360.510.400.380.410.410.410.420.390.450.400.460.440.470.400.480.430.431.000.440.410.430.430.410.440.440.480.460.440.460.470.470.440.470.470.510.500.560.520.580.580.600.640.630.63
SYK0.000.320.340.330.290.290.290.290.380.400.210.230.340.230.370.320.370.410.290.390.360.280.290.430.380.390.350.380.450.580.380.600.450.500.400.400.480.510.420.400.400.460.441.000.400.420.390.440.390.480.460.450.400.420.460.490.480.550.550.480.440.480.530.530.580.580.600.630.63
JPM0.000.180.250.230.250.350.120.310.190.300.430.430.410.460.350.210.290.290.440.300.290.500.540.310.300.270.510.410.420.320.320.340.280.300.740.490.400.290.410.540.710.250.410.401.000.350.420.370.420.290.560.420.780.450.450.320.710.460.460.470.620.590.580.620.450.770.710.620.61
AAPL0.000.270.190.280.280.210.420.260.310.240.210.240.250.210.310.510.320.310.250.370.350.240.260.400.55