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Mongelli stocks

Последнее обновление 2 мар. 2024 г.

Распределение активов


AAPL 9%MSFT 8.5%COP 7.7%MSI 7.1%XLE 6%NEE 5.6%XLK 5%TMUS 3.6%LMT 3.1%NOC 3%FSLR 3%TAN 3%ROBO 2.7%NKE 2.6%CPK 2.4%TMO 2.2%NFLX 2%HD 2%COST 2%GOOGL 2%LLY 2%UNH 2%XOM 2%INTC 2%ZTS 2%DELL 2%PGR 2%ZS 2%USD=X 1.5%АкцииАкции
ПозицияКатегория/СекторВес
AAPL
Apple Inc.
Technology

9%

MSFT
Microsoft Corporation
Technology

8.50%

COP
ConocoPhillips Company
Energy

7.70%

MSI
Motorola Solutions, Inc.
Technology

7.10%

XLE

6%

NEE
NextEra Energy, Inc.
Utilities

5.60%

XLK

5%

TMUS

3.60%

LMT
Lockheed Martin Corporation
Industrials

3.10%

NOC

3%

FSLR
First Solar, Inc.
Technology

3%

TAN

3%

ROBO

2.70%

NKE

2.60%

CPK
Chesapeake Utilities Corporation
Utilities

2.40%

TMO

2.20%

NFLX
Netflix, Inc.
Communication Services

2%

HD
The Home Depot, Inc.
Consumer Cyclical

2%

COST
Costco Wholesale Corporation
Consumer Defensive

2%

GOOGL
Alphabet Inc.
Communication Services

2%

LLY
Eli Lilly and Company
Healthcare

2%

UNH

2%

XOM

2%

INTC
Intel Corporation
Technology

2%

ZTS

2%

DELL
Dell Technologies Inc.
Technology

2%

PGR

2%

ZS

2%

USD=X

1.50%

ADBE
Adobe Inc
Technology

0%

CDNS
Cadence Design Systems, Inc.
Technology

0%

CSCO
Cisco Systems, Inc.
Technology

0%

JCI
Johnson Controls International plc
Industrials

0%

MMC
Marsh & McLennan Companies, Inc.
Financial Services

0%

UNFI

0%

SUI

0%

S&P 500

Доходность

График показывает рост $10,000 инвестированных в Mongelli stocks 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


50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
218.98%
86.67%
Mongelli stocks
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 17 авг. 2016 г., начальной даты DELL

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Mongelli stocks2.95%2.97%8.88%21.91%22.20%N/A
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%30.18%29.07%
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.10%25.33%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%32.48%26.85%
HD
The Home Depot, Inc.
10.94%7.62%16.20%32.40%18.06%19.34%
NEE
NextEra Energy, Inc.
-8.27%-4.19%-16.00%-22.90%5.54%12.07%
ADBE
Adobe Inc
-4.30%-10.06%1.37%65.95%16.76%23.64%
CDNS
Cadence Design Systems, Inc.
15.74%6.30%29.43%60.43%38.54%35.20%
COP
ConocoPhillips Company
-1.58%3.26%-5.52%8.53%14.26%9.01%
COST
Costco Wholesale Corporation
13.70%5.63%41.30%62.45%29.02%23.10%
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%1.20%1.68%11.75%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.03%16.29%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%44.37%32.10%
LMT
Lockheed Martin Corporation
-5.22%0.85%-3.46%-8.25%9.62%12.99%
TMO
8.58%4.44%3.57%3.29%17.70%N/A
TMUS
2.30%1.39%19.96%16.09%17.81%N/A
UNH
-7.02%-4.06%3.54%3.83%16.55%N/A
XLK
9.50%4.21%20.13%51.70%24.85%N/A
XOM
6.84%4.76%-5.04%-2.82%11.09%N/A
INTC
Intel Corporation
-12.54%3.17%20.44%68.31%-1.08%8.92%
NKE
-6.16%1.16%-0.13%-14.91%4.51%N/A
ZTS
-3.10%0.94%-0.42%12.89%15.41%N/A
DELL
Dell Technologies Inc.
63.59%44.34%84.56%221.25%35.75%N/A
JCI
Johnson Controls International plc
4.30%10.41%1.94%-5.44%13.57%7.93%
MMC
Marsh & McLennan Companies, Inc.
6.99%4.47%3.94%25.22%18.42%17.36%
MSI
Motorola Solutions, Inc.
7.18%2.42%19.02%27.49%20.05%19.66%
NOC
-2.43%2.28%5.27%-1.03%11.55%N/A
PGR
18.52%3.95%39.44%29.93%23.15%N/A
FSLR
First Solar, Inc.
-8.26%11.44%-15.20%-24.78%24.30%10.62%
UNFI
-5.24%-3.94%-22.71%-63.92%2.22%N/A
ZS
-1.05%-10.15%38.42%83.86%29.23%N/A
TAN
-17.19%4.49%-24.29%-43.45%12.62%N/A
XLE
3.94%4.33%-2.33%3.56%10.77%N/A
ROBO
1.73%4.74%6.50%8.10%8.51%N/A
SUI
-0.68%4.40%10.45%-6.30%5.06%N/A
CPK
Chesapeake Utilities Corporation
-2.89%-0.03%-6.11%-19.12%4.13%12.03%
USD=X
0.00%0.00%0.00%0.00%0.00%N/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
2024-0.94%2.83%
2023-1.69%-3.54%-0.29%8.03%3.03%

Коэффициент Шарпа

Mongelli stocks на текущий момент имеет коэффициент Шарпа равный 2.17. Коэффициент Шарпа выше 2,0 считается очень хорошим.

0.002.004.002.17

Коэффициент Шарпа Mongelli stocks находится между 25-м и 75-м процентилями. Это указывает на то, что риск-корректированная доходность портфеля находится в соответствии с большинством портфелей. Это указывает на сбалансированный подход к риску и доходности, который может подойти для широкого круга инвесторов.


Chart placeholderНедостаточно данных для анализа

Дивидендный доход

Дивидендная доходность Mongelli stocks за предыдущие двенадцать месяцев составила 1.41%.


TTM20232022202120202019201820172016201520142013
Mongelli stocks1.41%1.42%1.49%1.35%1.73%1.54%1.61%1.59%1.77%2.12%1.86%2.23%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NFLX
Netflix, 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%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
HD
The Home Depot, Inc.
2.17%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
NEE
NextEra Energy, Inc.
3.47%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
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%
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%
COP
ConocoPhillips Company
3.13%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
COST
Costco Wholesale Corporation
2.55%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
CSCO
Cisco Systems, Inc.
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
GOOGL
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%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
LMT
Lockheed Martin Corporation
2.88%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
TMO
0.24%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
TMUS
0.80%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
UNH
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
XLK
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XOM
3.51%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
INTC
Intel Corporation
1.14%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
NKE
1.39%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
ZTS
0.82%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
DELL
Dell Technologies Inc.
1.19%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JCI
Johnson Controls International plc
2.45%2.55%2.19%1.41%2.23%2.55%3.51%2.65%14.17%2.79%1.78%1.72%
MMC
Marsh & McLennan Companies, Inc.
1.35%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%1.99%
MSI
Motorola Solutions, Inc.
1.08%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%
NOC
1.64%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%2.08%
PGR
0.61%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
FSLR
First Solar, 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%
UNFI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
TAN
0.11%0.09%0.00%0.00%0.09%0.29%0.69%1.77%5.04%1.60%1.88%1.28%
XLE
3.42%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
ROBO
0.05%0.05%0.00%0.18%0.20%0.37%0.37%0.02%0.19%0.28%0.28%0.00%
SUI
2.80%2.78%2.46%1.58%2.08%2.00%2.79%2.89%3.39%3.79%4.30%5.91%
CPK
Chesapeake Utilities Corporation
2.25%2.18%1.76%1.29%1.59%1.65%1.77%1.63%1.80%2.00%2.15%2.53%
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%

Комиссия

Комиссия Mongelli stocks 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

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 ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
^GSPC
S&P 500
2.44
Mongelli stocks
MSFT
Microsoft Corporation
3.10
NFLX
Netflix, Inc.
2.64
AAPL
Apple Inc.
1.27
HD
The Home Depot, Inc.
1.86
NEE
NextEra Energy, Inc.
-0.68
ADBE
Adobe Inc
2.45
CDNS
Cadence Design Systems, Inc.
2.34
COP
ConocoPhillips Company
0.42
COST
Costco Wholesale Corporation
3.66
CSCO
Cisco Systems, Inc.
0.16
GOOGL
Alphabet Inc.
1.87
LLY
Eli Lilly and Company
5.18
LMT
Lockheed Martin Corporation
-0.42
TMO
TMUS
UNH
XLK
XOM
INTC
Intel Corporation
1.95
NKE
ZTS
DELL
Dell Technologies Inc.
4.47
JCI
Johnson Controls International plc
-0.09
MMC
Marsh & McLennan Companies, Inc.
1.67
MSI
Motorola Solutions, Inc.
1.61
NOC
PGR
FSLR
First Solar, Inc.
-0.38
UNFI
ZS
TAN
XLE
ROBO
SUI
CPK
Chesapeake Utilities Corporation
-0.68
USD=X

Таблица корреляции активов

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

USD=XUNFICPKNOCLLYCOPSUILMTNEEXOMZSPGRUNHFSLRXLENFLXTMUSTANDELLJCICOSTTMOINTCHDNKEMSIZTSMMCGOOGLADBEAAPLCDNSCSCOMSFTROBOXLK
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
UNFI0.001.000.140.160.120.240.160.160.130.260.190.190.160.220.300.180.200.270.260.290.240.180.260.260.250.210.160.230.230.190.260.190.270.210.350.28
CPK0.000.141.000.290.220.180.370.300.480.200.030.300.260.170.220.090.240.180.180.290.250.240.190.280.240.280.270.320.180.150.190.190.280.200.240.22
NOC0.000.160.291.000.210.310.220.780.280.300.060.390.300.120.330.070.230.140.200.300.260.210.180.290.230.340.250.370.160.180.170.140.300.190.220.21
LLY0.000.120.220.211.000.160.200.210.280.190.160.300.380.130.180.210.290.160.200.220.290.310.200.250.190.290.420.340.270.270.280.280.320.330.240.32
COP0.000.240.180.310.161.000.090.360.110.800.090.270.250.240.890.120.210.270.330.340.140.170.300.210.270.260.180.280.260.190.230.170.340.200.390.28
SUI0.000.160.370.220.200.091.000.210.450.110.230.250.230.200.120.200.290.260.210.300.300.330.220.360.320.360.400.370.270.290.300.290.290.320.340.35
LMT0.000.160.300.780.210.360.211.000.270.360.070.400.300.160.380.100.250.170.240.340.270.240.220.310.250.360.290.390.200.210.230.170.320.240.280.27
NEE0.000.130.480.280.280.110.450.271.000.130.170.300.270.260.130.170.320.300.170.310.340.340.230.330.290.350.370.370.260.260.280.280.310.320.290.32
XOM0.000.260.200.300.190.800.110.360.131.000.070.280.270.260.930.130.210.270.340.370.180.170.310.260.310.280.210.300.260.160.240.180.360.180.400.29
ZS0.000.190.030.060.160.090.230.070.170.071.000.140.150.310.100.440.260.420.310.210.350.370.320.300.360.310.370.270.440.570.430.560.330.510.490.55
PGR0.000.190.300.390.300.270.250.400.300.280.141.000.350.160.290.190.310.170.290.360.320.320.260.330.320.390.360.500.260.270.280.280.380.300.290.34
UNH0.000.160.260.300.380.250.230.300.270.270.150.351.000.170.290.230.350.190.240.290.350.370.260.340.290.370.410.430.320.280.330.290.380.360.320.36
FSLR0.000.220.170.120.130.240.200.160.260.260.310.160.171.000.300.320.270.770.290.310.290.290.360.300.340.330.270.250.340.370.360.390.330.370.510.45
XLE0.000.300.220.330.180.890.120.380.130.930.100.290.290.301.000.150.240.330.390.410.180.200.350.290.340.300.230.320.290.200.270.210.400.210.470.33
NFLX0.000.180.090.070.210.120.200.100.170.130.440.190.230.320.151.000.340.390.300.230.370.370.440.340.380.320.370.300.500.580.520.520.370.540.500.58
TMUS0.000.200.240.230.290.210.290.250.320.210.260.310.350.270.240.341.000.320.310.320.380.340.330.370.330.400.390.370.390.400.380.400.410.430.410.47
TAN0.000.270.180.140.160.270.260.170.300.270.420.170.190.770.330.390.321.000.350.370.320.370.420.350.420.370.360.280.410.450.430.470.360.440.650.54
DELL0.000.260.180.200.200.330.210.240.170.340.310.290.240.290.390.300.310.351.000.430.330.340.480.400.420.400.340.380.430.440.440.450.520.460.560.56
JCI0.000.290.290.300.220.340.300.340.310.370.210.360.290.310.410.230.320.370.431.000.350.380.400.490.500.430.400.480.370.330.380.370.440.360.560.48
COST0.000.240.250.260.290.140.300.270.340.180.350.320.350.290.180.370.380.320.330.351.000.440.390.530.430.430.470.460.450.480.480.480.460.520.460.56
TMO0.000.180.240.210.310.170.330.240.340.170.370.320.370.290.200.370.340.370.340.380.441.000.420.450.450.460.590.500.460.520.480.540.480.530.560.58
INTC0.000.260.190.180.200.300.220.220.230.310.320.260.260.360.350.440.330.420.480.400.390.421.000.420.440.360.400.390.520.520.540.550.550.550.620.69
HD0.000.260.280.290.250.210.360.310.330.260.300.330.340.300.290.340.370.350.400.490.530.450.421.000.530.450.480.480.430.450.450.440.480.490.560.56
NKE0.000.250.240.230.190.270.320.250.290.310.360.320.290.340.340.380.330.420.420.500.430.450.440.531.000.440.480.440.470.490.480.470.480.500.610.59
MSI0.000.210.280.340.290.260.360.360.350.280.310.390.370.330.300.320.400.370.400.430.430.460.360.450.441.000.480.540.440.450.440.490.560.490.520.56
ZTS0.000.160.270.250.420.180.400.290.370.210.370.360.410.270.230.370.390.360.340.400.470.590.400.480.480.481.000.540.470.510.490.530.460.530.540.59
MMC0.000.230.320.370.340.280.370.390.370.300.270.500.430.250.320.300.370.280.380.480.460.500.390.480.440.540.541.000.440.440.440.470.490.480.510.54
GOOGL0.000.230.180.160.270.260.270.200.260.260.440.260.320.340.290.500.390.410.430.370.450.460.520.430.470.440.470.441.000.670.660.610.530.750.630.76
ADBE0.000.190.150.180.270.190.290.210.260.160.570.270.280.370.200.580.400.450.440.330.480.520.520.450.490.450.510.440.671.000.620.730.530.770.640.80
AAPL0.000.260.190.170.280.230.300.230.280.240.430.280.330.360.270.520.380.430.440.380.480.480.540.450.480.440.490.440.660.621.000.620.560.700.640.84
CDNS0.000.190.190.140.280.170.290.170.280.180.560.280.290.390.210.520.400.470.450.370.480.540.550.440.470.490.530.470.610.730.621.000.520.700.680.79
CSCO0.000.270.280.300.320.340.290.320.310.360.330.380.380.330.400.370.410.360.520.440.460.480.550.480.480.560.460.490.530.530.560.521.000.570.600.67
MSFT0.000.210.200.190.330.200.320.240.320.180.510.300.360.370.210.540.430.440.460.360.520.530.550.490.500.490.530.480.750.770.700.700.571.000.640.88
ROBO0.000.350.240.220.240.390.340.280.290.400.490.290.320.510.470.500.410.650.560.560.460.560.620.560.610.520.540.510.630.640.640.680.600.641.000.80
XLK0.000.280.220.210.320.280.350.270.320.290.550.340.360.450.330.580.470.540.560.480.560.580.690.560.590.560.590.540.760.800.840.790.670.880.801.00

График просадок

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Mongelli stocks
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Mongelli stocks показал максимальную просадку в 32.62%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 55 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

-32.62%20 февр. 2020 г.2323 мар. 2020 г.558 июн. 2020 г.78
-19.72%2 окт. 2018 г.6024 дек. 2018 г.5814 мар. 2019 г.118
-15.63%31 мар. 2022 г.5717 июн. 2022 г.4012 авг. 2022 г.97
-12.49%19 авг. 2022 г.3130 сент. 2022 г.3722 нояб. 2022 г.68
-9.13%3 сент. 2020 г.1523 сент. 2020 г.1312 окт. 2020 г.28

График волатильности

Текущая волатильность Mongelli stocks составляет 3.08%, 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%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.08%
3.47%
Mongelli stocks
Benchmark (^GSPC)
Активы портфеля
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