test
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
test
Currency in USD · Последнее обновление 22 мая 2025 г.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
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Самые ранние данные для этого графика доступны с 18 сент. 2020 г., начальной даты LCID
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.63% | 13.31% | -1.23% | 9.83% | 14.61% | 10.64% |
| test | 1.94% | 14.31% | 0.41% | 10.06% | N/A | N/A |
| Активы портфеля: | ||||||
AAPL Apple Inc | -19.10% | 4.76% | -11.54% | 5.56% | 21.13% | 21.14% |
AMD Advanced Micro Devices, Inc. | -7.23% | 30.97% | -18.56% | -31.94% | 15.23% | 47.62% |
AZN AstraZeneca PLC | 7.84% | 4.16% | 11.80% | -10.22% | 7.19% | 10.59% |
DIA SPDR Dow Jones Industrial Average ETF | -1.09% | 9.81% | -2.81% | 6.63% | 13.37% | 10.92% |
EEM iShares MSCI Emerging Markets ETF | 10.45% | 10.21% | 8.33% | 9.07% | 7.17% | 3.03% |
EFA iShares MSCI EAFE ETF | 16.35% | 9.06% | 15.44% | 11.22% | 12.27% | 5.63% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 2.39% | 2.47% | 1.46% | 5.75% | 1.40% | 2.48% |
GM General Motors Company | -7.09% | 11.22% | -9.59% | 11.00% | 14.34% | 5.84% |
GOVT iShares U.S. Treasury Bond ETF | -0.91% | -0.63% | 1.12% | 3.55% | -2.29% | 0.76% |
IGOV iShares International Treasury Bond ETF | 7.24% | -2.32% | 5.36% | 5.68% | -3.47% | -0.73% |
IJH iShares Core S&P Mid-Cap ETF | -3.83% | 11.49% | -7.02% | 0.49% | 13.67% | 8.49% |
IVV iShares Core S&P 500 ETF | -0.20% | 13.42% | -0.65% | 11.16% | 16.32% | 12.58% |
IWM iShares Russell 2000 ETF | -7.83% | 11.20% | -11.54% | -1.34% | 9.91% | 6.42% |
LCID Lucid Group, Inc. | -8.28% | 19.40% | 36.45% | -2.46% | N/A | N/A |
MSFT Microsoft Corporation | 7.78% | 26.25% | 9.56% | 6.29% | 20.82% | 27.25% |
MUB iShares National AMT-Free Muni Bond ETF | -1.66% | 0.96% | -2.12% | 0.41% | 0.41% | 1.95% |
QQQ Invesco QQQ | 0.50% | 18.45% | 2.28% | 13.25% | 18.18% | 17.51% |
SPY SPDR S&P 500 ETF | -0.25% | 13.42% | -0.66% | 11.09% | 16.24% | 12.52% |
TIP iShares TIPS Bond ETF | 2.64% | 0.18% | 1.75% | 4.32% | 1.19% | 2.24% |
TSLA Tesla, Inc. | -17.14% | 47.09% | -2.17% | 79.32% | 43.78% | 35.10% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -2.53% | 29.69% | 2.52% | 26.52% | 33.36% | 26.26% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.71% | 0.43% | 1.61% | 4.47% | -0.96% | 1.48% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.51% | 15.30% | 1.06% | 13.08% | 16.76% | 12.77% |
VGT Vanguard Information Technology ETF | -3.19% | 22.25% | -1.66% | 11.97% | 19.45% | 19.64% |
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | -0.92% | 12.97% | -1.49% | 2.41% | 8.08% | 5.28% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | -3.15% | 22.29% | -1.59% | 12.02% | 19.45% | 19.64% |
VMFXX Vanguard Federal Money Market Fund | 0.69% | 0.00% | 1.46% | 4.14% | 2.52% | 1.72% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 0.43% | 12.05% | -0.77% | 1.99% | 15.01% | 9.32% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.73% | -0.20% | 1.36% | 4.91% | -0.26% | 1.88% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 13.61% | 9.05% | 12.32% | 11.29% | 11.12% | 5.33% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.20% | 0.16% | 3.30% | 6.44% | 3.85% | 2.79% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.10% | 15.50% | 0.29% | 12.46% | 16.14% | 12.11% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.81% | 8.99% | -0.87% | 8.61% | 15.07% | 9.99% |
VWILX Vanguard International Growth Fund Admiral Shares | 12.05% | 15.29% | 1.23% | 2.79% | 3.32% | 5.21% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 1.11% | 10.61% | -8.94% | -3.78% | 9.21% | 3.41% |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью test, 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 | 3.25% | -1.20% | -5.37% | -0.50% | 6.13% | 1.94% | |||||||
| 2024 | 0.81% | 5.02% | 3.12% | -4.00% | 4.76% | 2.89% | 1.42% | 2.19% | 1.91% | -1.27% | 5.40% | -3.57% | 19.73% |
| 2023 | 7.19% | -2.68% | 3.29% | 0.99% | 0.37% | 6.33% | 3.50% | -2.10% | -4.61% | -2.71% | 9.28% | 4.76% | 25.02% |
| 2022 | -5.52% | -2.90% | 2.72% | -8.68% | 0.23% | -8.20% | 8.73% | -4.07% | -9.25% | 7.53% | 6.44% | -6.32% | -19.64% |
| 2021 | 0.05% | 2.91% | 3.16% | 4.70% | 0.67% | 2.41% | 1.42% | 2.71% | -4.47% | 6.30% | -1.50% | 2.41% | 22.34% |
| 2020 | 0.95% | -2.15% | 12.01% | 3.83% | 14.89% |
Комиссия
Комиссия test составляет 0.11%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
QQQ
Invesco QQQРиск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг test составляет 34, 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
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Дивиденды
Дивидендный доход
Дивидендная доходность test за предыдущие двенадцать месяцев составила 1.82%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.82% | 1.84% | 1.67% | 1.96% | 1.60% | 1.69% | 2.23% | 2.51% | 2.01% | 2.23% | 2.26% | 2.25% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
AZN AstraZeneca PLC | 2.20% | 2.27% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% |
DIA SPDR Dow Jones Industrial Average ETF | 1.53% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% |
EEM iShares MSCI Emerging Markets ETF | 2.20% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% |
EFA iShares MSCI EAFE ETF | 2.79% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.60% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% |
GM General Motors Company | 0.97% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% |
GOVT iShares U.S. Treasury Bond ETF | 3.39% | 3.14% | 2.65% | 1.77% | 0.96% | 1.28% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% |
IGOV iShares International Treasury Bond ETF | 0.55% | 0.59% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.22% | 1.28% |
IJH iShares Core S&P Mid-Cap ETF | 1.39% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% |
IVV iShares Core S&P 500 ETF | 1.32% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
IWM iShares Russell 2000 ETF | 1.21% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
LCID Lucid Group, 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% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
MUB iShares National AMT-Free Muni Bond ETF | 3.15% | 3.01% | 2.65% | 2.11% | 1.81% | 2.11% | 2.42% | 2.46% | 2.26% | 2.21% | 2.51% | 2.73% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SPY SPDR S&P 500 ETF | 1.23% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
TIP iShares TIPS Bond ETF | 2.93% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
TSLA Tesla, 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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.29% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.79% | 3.69% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.27% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% |
VGT Vanguard Information Technology ETF | 0.53% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 0.78% | 0.77% | 0.76% | 0.88% | 0.45% | 0.52% | 0.81% | 0.94% | 0.67% | 0.77% | 0.67% | 0.67% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.53% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% |
VMFXX Vanguard Federal Money Market Fund | 4.76% | 5.11% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 1.04% | 1.04% | 1.17% | 1.31% | 0.79% | 1.12% | 1.29% | 1.36% | 1.08% | 1.37% | 1.20% | 1.32% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.27% | 4.15% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.89% | 3.33% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.26% | 2.30% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% |
VWILX Vanguard International Growth Fund Admiral Shares | 0.85% | 0.95% | 1.10% | 1.50% | 1.08% | 0.31% | 1.30% | 1.79% | 0.84% | 1.42% | 1.53% | 2.46% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 10.48% | 10.59% | 5.19% | 7.36% | 7.92% | 7.39% | 10.15% | 11.48% | 8.47% | 8.17% | 8.05% | 9.42% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
test показал максимальную просадку в 26.23%, зарегистрированную 12 окт. 2022 г.. Полное восстановление заняло 325 торговых сессий.
Текущая просадка test составляет 3.08%.
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 |
|---|---|---|---|---|---|---|
| -26.23% | 9 нояб. 2021 г. | 233 | 12 окт. 2022 г. | 325 | 22 янв. 2024 г. | 558 |
| -18.65% | 20 февр. 2025 г. | 34 | 8 апр. 2025 г. | — | — | — |
| -8.75% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 32 | 19 сент. 2024 г. | 46 |
| -7.1% | 13 окт. 2020 г. | 14 | 30 окт. 2020 г. | 6 | 9 нояб. 2020 г. | 20 |
| -5.51% | 1 апр. 2024 г. | 15 | 19 апр. 2024 г. | 17 | 14 мая 2024 г. | 32 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
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Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 35, при этом эффективное количество активов равно 4.10, отражая степень диверсификации исходя из весов активов в портфеле. Данное эффективное количество активов указывает на высокую концентрацию портфеля: несколько активов доминируют в распределении, что может увеличить риски из-за недостаточной диверсификации.
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ^GSPC | VMFXX | GOVT | VTABX | AZN | VBTLX | VTIP | MUB | TIP | LCID | IGOV | GM | TSLA | TSM | AMD | EMB | AAPL | MSFT | EEM | VVIAX | DIA | IWM | EFA | IJH | VTIAX | VWILX | VITAX | VGT | QQQ | VWNAX | VHCAX | VPMAX | VFIAX | IVV | SPY | VTSAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.02 | 0.04 | 0.10 | 0.28 | 0.10 | 0.18 | 0.17 | 0.18 | 0.40 | 0.26 | 0.56 | 0.56 | 0.62 | 0.64 | 0.51 | 0.72 | 0.77 | 0.64 | 0.82 | 0.88 | 0.81 | 0.77 | 0.85 | 0.77 | 0.78 | 0.91 | 0.91 | 0.92 | 0.94 | 0.92 | 0.94 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 |
| VMFXX | -0.02 | 1.00 | 0.04 | 0.04 | -0.03 | 0.13 | 0.02 | 0.04 | 0.00 | -0.00 | -0.01 | 0.00 | 0.02 | -0.05 | 0.00 | -0.03 | -0.02 | -0.05 | -0.05 | -0.01 | -0.03 | -0.02 | -0.04 | -0.02 | -0.04 | -0.03 | -0.01 | -0.01 | -0.02 | -0.03 | -0.03 | -0.03 | -0.02 | -0.03 | -0.02 | -0.02 | -0.02 |
| GOVT | 0.04 | 0.04 | 1.00 | 0.78 | 0.09 | 0.95 | 0.54 | 0.74 | 0.77 | 0.05 | 0.63 | -0.05 | 0.03 | -0.03 | 0.04 | 0.62 | 0.08 | 0.05 | 0.05 | -0.01 | 0.02 | 0.04 | 0.10 | 0.02 | 0.08 | 0.09 | 0.05 | 0.05 | 0.06 | -0.00 | 0.03 | 0.02 | 0.03 | 0.04 | 0.04 | 0.04 | 0.04 |
| VTABX | 0.10 | 0.04 | 0.78 | 1.00 | 0.09 | 0.79 | 0.45 | 0.66 | 0.63 | 0.05 | 0.62 | -0.02 | 0.07 | 0.02 | 0.05 | 0.55 | 0.12 | 0.10 | 0.06 | 0.05 | 0.07 | 0.09 | 0.12 | 0.07 | 0.10 | 0.13 | 0.10 | 0.11 | 0.12 | 0.05 | 0.08 | 0.07 | 0.10 | 0.10 | 0.10 | 0.10 | 0.10 |
| AZN | 0.28 | -0.03 | 0.09 | 0.09 | 1.00 | 0.11 | 0.10 | 0.14 | 0.12 | 0.11 | 0.19 | 0.17 | 0.08 | 0.15 | 0.11 | 0.24 | 0.20 | 0.18 | 0.26 | 0.34 | 0.32 | 0.23 | 0.41 | 0.24 | 0.37 | 0.30 | 0.19 | 0.19 | 0.20 | 0.30 | 0.31 | 0.34 | 0.28 | 0.28 | 0.28 | 0.27 | 0.29 |
| VBTLX | 0.10 | 0.13 | 0.95 | 0.79 | 0.11 | 1.00 | 0.56 | 0.76 | 0.77 | 0.09 | 0.64 | -0.01 | 0.08 | 0.01 | 0.08 | 0.67 | 0.13 | 0.10 | 0.09 | 0.05 | 0.08 | 0.10 | 0.15 | 0.08 | 0.13 | 0.15 | 0.11 | 0.11 | 0.13 | 0.06 | 0.10 | 0.08 | 0.10 | 0.11 | 0.11 | 0.11 | 0.11 |
| VTIP | 0.18 | 0.02 | 0.54 | 0.45 | 0.10 | 0.56 | 1.00 | 0.47 | 0.84 | 0.09 | 0.49 | 0.09 | 0.07 | 0.04 | 0.10 | 0.48 | 0.13 | 0.11 | 0.15 | 0.18 | 0.19 | 0.18 | 0.23 | 0.17 | 0.23 | 0.18 | 0.14 | 0.14 | 0.15 | 0.19 | 0.16 | 0.16 | 0.18 | 0.18 | 0.18 | 0.18 | 0.19 |
| MUB | 0.17 | 0.04 | 0.74 | 0.66 | 0.14 | 0.76 | 0.47 | 1.00 | 0.64 | 0.13 | 0.57 | 0.06 | 0.11 | 0.08 | 0.12 | 0.60 | 0.17 | 0.14 | 0.17 | 0.12 | 0.14 | 0.16 | 0.22 | 0.15 | 0.21 | 0.22 | 0.16 | 0.17 | 0.18 | 0.14 | 0.16 | 0.16 | 0.17 | 0.17 | 0.17 | 0.17 | 0.18 |
| TIP | 0.18 | 0.00 | 0.77 | 0.63 | 0.12 | 0.77 | 0.84 | 0.64 | 1.00 | 0.10 | 0.58 | 0.06 | 0.09 | 0.05 | 0.12 | 0.61 | 0.16 | 0.13 | 0.14 | 0.15 | 0.17 | 0.16 | 0.22 | 0.16 | 0.21 | 0.19 | 0.16 | 0.16 | 0.17 | 0.16 | 0.15 | 0.15 | 0.18 | 0.18 | 0.18 | 0.18 | 0.18 |
| LCID | 0.40 | -0.00 | 0.05 | 0.05 | 0.11 | 0.09 | 0.09 | 0.13 | 0.10 | 1.00 | 0.15 | 0.38 | 0.46 | 0.29 | 0.33 | 0.26 | 0.32 | 0.27 | 0.38 | 0.32 | 0.33 | 0.49 | 0.35 | 0.44 | 0.37 | 0.46 | 0.40 | 0.40 | 0.42 | 0.39 | 0.46 | 0.43 | 0.40 | 0.40 | 0.40 | 0.44 | 0.44 |
| IGOV | 0.26 | -0.01 | 0.63 | 0.62 | 0.19 | 0.64 | 0.49 | 0.57 | 0.58 | 0.15 | 1.00 | 0.15 | 0.18 | 0.20 | 0.19 | 0.62 | 0.22 | 0.21 | 0.38 | 0.23 | 0.24 | 0.28 | 0.48 | 0.27 | 0.47 | 0.40 | 0.25 | 0.25 | 0.26 | 0.27 | 0.28 | 0.27 | 0.26 | 0.27 | 0.27 | 0.27 | 0.30 |
| GM | 0.56 | 0.00 | -0.05 | -0.02 | 0.17 | -0.01 | 0.09 | 0.06 | 0.06 | 0.38 | 0.15 | 1.00 | 0.37 | 0.35 | 0.32 | 0.31 | 0.32 | 0.29 | 0.44 | 0.63 | 0.60 | 0.65 | 0.54 | 0.67 | 0.53 | 0.48 | 0.43 | 0.43 | 0.43 | 0.64 | 0.58 | 0.58 | 0.55 | 0.55 | 0.56 | 0.58 | 0.58 |
| TSLA | 0.56 | 0.02 | 0.03 | 0.07 | 0.08 | 0.08 | 0.07 | 0.11 | 0.09 | 0.46 | 0.18 | 0.37 | 1.00 | 0.44 | 0.47 | 0.31 | 0.49 | 0.45 | 0.44 | 0.34 | 0.40 | 0.51 | 0.42 | 0.47 | 0.44 | 0.57 | 0.57 | 0.58 | 0.63 | 0.47 | 0.58 | 0.56 | 0.56 | 0.56 | 0.56 | 0.57 | 0.58 |
| TSM | 0.62 | -0.05 | -0.03 | 0.02 | 0.15 | 0.01 | 0.04 | 0.08 | 0.05 | 0.29 | 0.20 | 0.35 | 0.44 | 1.00 | 0.63 | 0.31 | 0.46 | 0.53 | 0.61 | 0.41 | 0.45 | 0.52 | 0.55 | 0.52 | 0.61 | 0.65 | 0.71 | 0.70 | 0.68 | 0.57 | 0.65 | 0.65 | 0.62 | 0.62 | 0.62 | 0.62 | 0.64 |
| AMD | 0.64 | 0.00 | 0.04 | 0.05 | 0.11 | 0.08 | 0.10 | 0.12 | 0.12 | 0.33 | 0.19 | 0.32 | 0.47 | 0.63 | 1.00 | 0.34 | 0.50 | 0.58 | 0.51 | 0.38 | 0.45 | 0.52 | 0.50 | 0.52 | 0.53 | 0.62 | 0.74 | 0.74 | 0.73 | 0.55 | 0.65 | 0.64 | 0.64 | 0.63 | 0.63 | 0.64 | 0.65 |
| EMB | 0.51 | -0.03 | 0.62 | 0.55 | 0.24 | 0.67 | 0.48 | 0.60 | 0.61 | 0.26 | 0.62 | 0.31 | 0.31 | 0.31 | 0.34 | 1.00 | 0.40 | 0.39 | 0.47 | 0.43 | 0.46 | 0.47 | 0.56 | 0.48 | 0.55 | 0.53 | 0.46 | 0.47 | 0.48 | 0.49 | 0.50 | 0.49 | 0.51 | 0.51 | 0.51 | 0.52 | 0.53 |
| AAPL | 0.72 | -0.02 | 0.08 | 0.12 | 0.20 | 0.13 | 0.13 | 0.17 | 0.16 | 0.32 | 0.22 | 0.32 | 0.49 | 0.46 | 0.50 | 0.40 | 1.00 | 0.67 | 0.45 | 0.46 | 0.56 | 0.50 | 0.51 | 0.50 | 0.51 | 0.57 | 0.77 | 0.77 | 0.76 | 0.61 | 0.62 | 0.65 | 0.71 | 0.72 | 0.72 | 0.69 | 0.70 |
| MSFT | 0.77 | -0.05 | 0.05 | 0.10 | 0.18 | 0.10 | 0.11 | 0.14 | 0.13 | 0.27 | 0.21 | 0.29 | 0.45 | 0.53 | 0.58 | 0.39 | 0.67 | 1.00 | 0.46 | 0.44 | 0.59 | 0.48 | 0.51 | 0.50 | 0.52 | 0.60 | 0.84 | 0.84 | 0.84 | 0.64 | 0.67 | 0.70 | 0.77 | 0.76 | 0.76 | 0.74 | 0.74 |
| EEM | 0.64 | -0.05 | 0.05 | 0.06 | 0.26 | 0.09 | 0.15 | 0.17 | 0.14 | 0.38 | 0.38 | 0.44 | 0.44 | 0.61 | 0.51 | 0.47 | 0.45 | 0.46 | 1.00 | 0.54 | 0.55 | 0.62 | 0.76 | 0.61 | 0.88 | 0.84 | 0.62 | 0.62 | 0.63 | 0.65 | 0.72 | 0.70 | 0.64 | 0.64 | 0.64 | 0.66 | 0.70 |
| VVIAX | 0.82 | -0.01 | -0.01 | 0.05 | 0.34 | 0.05 | 0.18 | 0.12 | 0.15 | 0.32 | 0.23 | 0.63 | 0.34 | 0.41 | 0.38 | 0.43 | 0.46 | 0.44 | 0.54 | 1.00 | 0.93 | 0.80 | 0.73 | 0.87 | 0.71 | 0.58 | 0.58 | 0.58 | 0.59 | 0.92 | 0.76 | 0.79 | 0.82 | 0.82 | 0.82 | 0.83 | 0.82 |
| DIA | 0.88 | -0.03 | 0.02 | 0.07 | 0.32 | 0.08 | 0.19 | 0.14 | 0.17 | 0.33 | 0.24 | 0.60 | 0.40 | 0.45 | 0.45 | 0.46 | 0.56 | 0.59 | 0.55 | 0.93 | 1.00 | 0.79 | 0.74 | 0.85 | 0.72 | 0.64 | 0.70 | 0.70 | 0.70 | 0.93 | 0.80 | 0.83 | 0.88 | 0.89 | 0.89 | 0.88 | 0.88 |
| IWM | 0.81 | -0.02 | 0.04 | 0.09 | 0.23 | 0.10 | 0.18 | 0.16 | 0.16 | 0.49 | 0.28 | 0.65 | 0.51 | 0.52 | 0.52 | 0.47 | 0.50 | 0.48 | 0.62 | 0.80 | 0.79 | 1.00 | 0.73 | 0.96 | 0.74 | 0.73 | 0.70 | 0.70 | 0.70 | 0.86 | 0.86 | 0.83 | 0.81 | 0.81 | 0.81 | 0.86 | 0.86 |
| EFA | 0.77 | -0.04 | 0.10 | 0.12 | 0.41 | 0.15 | 0.23 | 0.22 | 0.22 | 0.35 | 0.48 | 0.54 | 0.42 | 0.55 | 0.50 | 0.56 | 0.51 | 0.51 | 0.76 | 0.73 | 0.74 | 0.73 | 1.00 | 0.76 | 0.96 | 0.83 | 0.66 | 0.66 | 0.67 | 0.81 | 0.79 | 0.80 | 0.77 | 0.77 | 0.77 | 0.78 | 0.81 |
| IJH | 0.85 | -0.02 | 0.02 | 0.07 | 0.24 | 0.08 | 0.17 | 0.15 | 0.16 | 0.44 | 0.27 | 0.67 | 0.47 | 0.52 | 0.52 | 0.48 | 0.50 | 0.50 | 0.61 | 0.87 | 0.85 | 0.96 | 0.76 | 1.00 | 0.75 | 0.71 | 0.70 | 0.70 | 0.70 | 0.91 | 0.86 | 0.84 | 0.85 | 0.85 | 0.85 | 0.89 | 0.88 |
| VTIAX | 0.77 | -0.04 | 0.08 | 0.10 | 0.37 | 0.13 | 0.23 | 0.21 | 0.21 | 0.37 | 0.47 | 0.53 | 0.44 | 0.61 | 0.53 | 0.55 | 0.51 | 0.52 | 0.88 | 0.71 | 0.72 | 0.74 | 0.96 | 0.75 | 1.00 | 0.88 | 0.68 | 0.68 | 0.69 | 0.80 | 0.80 | 0.81 | 0.77 | 0.77 | 0.77 | 0.79 | 0.82 |
| VWILX | 0.78 | -0.03 | 0.09 | 0.13 | 0.30 | 0.15 | 0.18 | 0.22 | 0.19 | 0.46 | 0.40 | 0.48 | 0.57 | 0.65 | 0.62 | 0.53 | 0.57 | 0.60 | 0.84 | 0.58 | 0.64 | 0.73 | 0.83 | 0.71 | 0.88 | 1.00 | 0.78 | 0.78 | 0.79 | 0.74 | 0.85 | 0.82 | 0.78 | 0.78 | 0.78 | 0.80 | 0.84 |
| VITAX | 0.91 | -0.01 | 0.05 | 0.10 | 0.19 | 0.11 | 0.14 | 0.16 | 0.16 | 0.40 | 0.25 | 0.43 | 0.57 | 0.71 | 0.74 | 0.46 | 0.77 | 0.84 | 0.62 | 0.58 | 0.70 | 0.70 | 0.66 | 0.70 | 0.68 | 0.78 | 1.00 | 1.00 | 0.97 | 0.78 | 0.86 | 0.87 | 0.91 | 0.91 | 0.91 | 0.90 | 0.91 |
| VGT | 0.91 | -0.01 | 0.05 | 0.11 | 0.19 | 0.11 | 0.14 | 0.17 | 0.16 | 0.40 | 0.25 | 0.43 | 0.58 | 0.70 | 0.74 | 0.47 | 0.77 | 0.84 | 0.62 | 0.58 | 0.70 | 0.70 | 0.66 | 0.70 | 0.68 | 0.78 | 1.00 | 1.00 | 0.97 | 0.78 | 0.86 | 0.87 | 0.91 | 0.91 | 0.91 | 0.90 | 0.91 |
| QQQ | 0.92 | -0.02 | 0.06 | 0.12 | 0.20 | 0.13 | 0.15 | 0.18 | 0.17 | 0.42 | 0.26 | 0.43 | 0.63 | 0.68 | 0.73 | 0.48 | 0.76 | 0.84 | 0.63 | 0.59 | 0.70 | 0.70 | 0.67 | 0.70 | 0.69 | 0.79 | 0.97 | 0.97 | 1.00 | 0.79 | 0.87 | 0.88 | 0.92 | 0.92 | 0.92 | 0.91 | 0.92 |
| VWNAX | 0.94 | -0.03 | -0.00 | 0.05 | 0.30 | 0.06 | 0.19 | 0.14 | 0.16 | 0.39 | 0.27 | 0.64 | 0.47 | 0.57 | 0.55 | 0.49 | 0.61 | 0.64 | 0.65 | 0.92 | 0.93 | 0.86 | 0.81 | 0.91 | 0.80 | 0.74 | 0.78 | 0.78 | 0.79 | 1.00 | 0.90 | 0.91 | 0.94 | 0.94 | 0.94 | 0.95 | 0.95 |
| VHCAX | 0.92 | -0.03 | 0.03 | 0.08 | 0.31 | 0.10 | 0.16 | 0.16 | 0.15 | 0.46 | 0.28 | 0.58 | 0.58 | 0.65 | 0.65 | 0.50 | 0.62 | 0.67 | 0.72 | 0.76 | 0.80 | 0.86 | 0.79 | 0.86 | 0.80 | 0.85 | 0.86 | 0.86 | 0.87 | 0.90 | 1.00 | 0.98 | 0.92 | 0.92 | 0.92 | 0.94 | 0.95 |
| VPMAX | 0.94 | -0.03 | 0.02 | 0.07 | 0.34 | 0.08 | 0.16 | 0.16 | 0.15 | 0.43 | 0.27 | 0.58 | 0.56 | 0.65 | 0.64 | 0.49 | 0.65 | 0.70 | 0.70 | 0.79 | 0.83 | 0.83 | 0.80 | 0.84 | 0.81 | 0.82 | 0.87 | 0.87 | 0.88 | 0.91 | 0.98 | 1.00 | 0.94 | 0.94 | 0.94 | 0.95 | 0.96 |
| VFIAX | 1.00 | -0.02 | 0.03 | 0.10 | 0.28 | 0.10 | 0.18 | 0.17 | 0.18 | 0.40 | 0.26 | 0.55 | 0.56 | 0.62 | 0.64 | 0.51 | 0.71 | 0.77 | 0.64 | 0.82 | 0.88 | 0.81 | 0.77 | 0.85 | 0.77 | 0.78 | 0.91 | 0.91 | 0.92 | 0.94 | 0.92 | 0.94 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 |
| IVV | 1.00 | -0.03 | 0.04 | 0.10 | 0.28 | 0.11 | 0.18 | 0.17 | 0.18 | 0.40 | 0.27 | 0.55 | 0.56 | 0.62 | 0.63 | 0.51 | 0.72 | 0.76 | 0.64 | 0.82 | 0.89 | 0.81 | 0.77 | 0.85 | 0.77 | 0.78 | 0.91 | 0.91 | 0.92 | 0.94 | 0.92 | 0.94 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 |
| SPY | 1.00 | -0.02 | 0.04 | 0.10 | 0.28 | 0.11 | 0.18 | 0.17 | 0.18 | 0.40 | 0.27 | 0.56 | 0.56 | 0.62 | 0.63 | 0.51 | 0.72 | 0.76 | 0.64 | 0.82 | 0.89 | 0.81 | 0.77 | 0.85 | 0.77 | 0.78 | 0.91 | 0.91 | 0.92 | 0.94 | 0.92 | 0.94 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 |
| VTSAX | 0.99 | -0.02 | 0.04 | 0.10 | 0.27 | 0.11 | 0.18 | 0.17 | 0.18 | 0.44 | 0.27 | 0.58 | 0.57 | 0.62 | 0.64 | 0.52 | 0.69 | 0.74 | 0.66 | 0.83 | 0.88 | 0.86 | 0.78 | 0.89 | 0.79 | 0.80 | 0.90 | 0.90 | 0.91 | 0.95 | 0.94 | 0.95 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 |
| Portfolio | 0.99 | -0.02 | 0.04 | 0.10 | 0.29 | 0.11 | 0.19 | 0.18 | 0.18 | 0.44 | 0.30 | 0.58 | 0.58 | 0.64 | 0.65 | 0.53 | 0.70 | 0.74 | 0.70 | 0.82 | 0.88 | 0.86 | 0.81 | 0.88 | 0.82 | 0.84 | 0.91 | 0.91 | 0.92 | 0.95 | 0.95 | 0.96 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 21 сент. 2020 г.