Противокризисный 😎
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FRHC Freedom Holding Corp. | Financial Services | 30% |
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 35% |
IAU iShares Gold Trust | Precious Metals, Gold | 35% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 3, 2017, corresponding to the inception date of FRHC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Противокризисный 😎 | 27.12% | 20.67% | 31.97% | 73.15% | 53.41% | N/A |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 25.47% | -0.81% | 24.89% | 35.37% | 13.51% | 10.30% |
GBTC Grayscale Bitcoin Trust (BTC) | 14.14% | 25.94% | 14.83% | 51.84% | 55.03% | 75.11% |
FRHC Freedom Holding Corp. | 40.08% | 41.86% | 56.47% | 141.68% | 62.19% | N/A |
Monthly Returns
The table below presents the monthly returns of Противокризисный 😎, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.72% | -4.03% | -0.60% | 9.17% | 13.31% | 27.12% | |||||||
| 2024 | 3.49% | 15.15% | 6.86% | -6.01% | 8.81% | -4.20% | 8.73% | -0.57% | 5.83% | 9.39% | 15.36% | 1.06% | 82.05% |
| 2023 | 21.82% | -0.30% | 18.54% | 2.35% | -3.35% | 10.36% | 0.30% | 5.55% | -5.47% | 15.68% | 6.21% | 6.67% | 106.11% |
| 2022 | -10.99% | 4.77% | 0.78% | -11.78% | -11.18% | -12.77% | 13.07% | -3.52% | -9.35% | 5.04% | -1.55% | -3.69% | -36.73% |
| 2021 | 1.03% | 9.17% | 6.50% | -2.68% | -8.47% | 5.11% | 5.48% | 3.84% | -5.88% | 19.20% | -3.21% | -9.02% | 19.01% |
| 2020 | 14.37% | -2.97% | -13.20% | 19.58% | 7.81% | -2.02% | 16.62% | 8.26% | -8.57% | 17.48% | 30.36% | 32.38% | 184.82% |
| 2019 | 2.38% | 4.57% | 1.49% | 14.23% | 31.20% | 23.58% | -3.67% | 2.04% | -4.76% | 7.16% | -3.70% | -3.94% | 86.74% |
| 2018 | -8.90% | 9.59% | -17.03% | 13.38% | -5.89% | -12.38% | 5.11% | -2.52% | -1.57% | -4.13% | -4.94% | -7.62% | -34.24% |
| 2017 | 36.62% | 54.93% | 12.22% | 137.53% |
Expense Ratio
Противокризисный 😎 has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, Противокризисный 😎 is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 1.99 | 2.86 | 1.36 | 4.69 | 11.96 |
GBTC Grayscale Bitcoin Trust (BTC) | 0.99 | 1.83 | 1.22 | 2.22 | 4.93 |
FRHC Freedom Holding Corp. | 3.77 | 4.28 | 1.58 | 5.42 | 19.67 |
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Dividends
Dividend yield
Противокризисный 😎 provided a 0.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% |
| Portfolio components: | |||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.26% |
FRHC Freedom Holding Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Противокризисный 😎. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Противокризисный 😎 was 49.28%, occurring on Dec 21, 2018. Recovery took 125 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.28% | Dec 19, 2017 | 254 | Dec 21, 2018 | 125 | Jun 24, 2019 | 379 |
| -49.17% | Nov 10, 2021 | 285 | Dec 28, 2022 | 222 | Nov 15, 2023 | 507 |
| -33.75% | Feb 19, 2020 | 21 | Mar 18, 2020 | 54 | Jun 4, 2020 | 75 |
| -21.1% | Feb 22, 2021 | 64 | May 21, 2021 | 101 | Oct 14, 2021 | 165 |
| -18.18% | Jun 27, 2019 | 84 | Oct 24, 2019 | 71 | Feb 6, 2020 | 155 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.99, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | IAU | FRHC | GBTC | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.47 | 0.29 | 0.38 |
| IAU | 0.07 | 1.00 | 0.05 | 0.10 | 0.25 |
| FRHC | 0.47 | 0.05 | 1.00 | 0.17 | 0.47 |
| GBTC | 0.29 | 0.10 | 0.17 | 1.00 | 0.91 |
| Portfolio | 0.38 | 0.25 | 0.47 | 0.91 | 1.00 |