Облигэйшэн
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SBERP.ME Sberbank of Russia | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Облигэйшэн, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Aug 4, 2006, corresponding to the inception date of SBERP.ME
Returns By Period
As of Dec 3, 2024, the Облигэйшэн returned -27.22% Year-To-Date and 14.56% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| Облигэйшэн | -27.22% | -8.42% | -37.38% | -25.15% | -2.29% | 14.56% |
| Portfolio components: | ||||||
SBERP.ME Sberbank of Russia | -27.22% | -8.42% | -37.38% | -25.15% | -2.29% | 14.56% |
Monthly Returns
The table below presents the monthly returns of Облигэйшэн, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.29% | 4.22% | 1.23% | 2.37% | 5.66% | 9.57% | -12.56% | -15.84% | 4.04% | -15.97% | -9.93% | -27.22% | |
| 2023 | 14.58% | 1.66% | 23.65% | 7.72% | 12.83% | -8.78% | 5.92% | -3.84% | -3.51% | 7.84% | 6.74% | -0.36% | 79.95% |
| 2022 | -12.70% | -61.75% | 43.02% | 0.37% | -0.04% | 23.53% | -8.37% | 4.75% | -18.00% | 11.72% | 9.81% | -10.25% | -48.71% |
| 2021 | -3.25% | 7.34% | 5.80% | 5.56% | 12.64% | -2.81% | 2.72% | 6.41% | 4.21% | 2.98% | -12.45% | -5.91% | 22.70% |
| 2020 | -3.61% | -8.91% | -30.41% | 5.73% | 9.37% | 2.69% | 2.82% | 6.10% | -1.70% | -5.96% | 23.17% | 8.16% | -2.53% |
| 2019 | 19.79% | -3.84% | 4.47% | 7.50% | 2.25% | 11.90% | -1.94% | -8.23% | 5.89% | 7.12% | -0.66% | 11.59% | 67.49% |
| 2018 | 18.40% | 4.37% | -7.26% | -16.75% | 0.52% | 1.32% | -1.57% | -19.13% | 10.15% | -4.53% | 1.45% | -5.60% | -22.11% |
| 2017 | 0.94% | -4.83% | 5.84% | 2.99% | -0.33% | -2.32% | 10.24% | 20.53% | -0.30% | 0.06% | 16.41% | 3.62% | 62.99% |
| 2016 | -13.07% | 12.26% | 15.22% | 10.49% | 5.41% | 5.29% | 6.28% | 3.89% | 7.85% | 4.79% | 2.71% | 16.79% | 106.38% |
| 2015 | -6.32% | 37.70% | -10.34% | 22.96% | -4.50% | -4.22% | -4.81% | 2.48% | 4.11% | 20.30% | 7.69% | -8.91% | 55.87% |
| 2014 | -11.86% | -2.79% | -8.29% | -11.86% | 16.14% | 8.31% | -21.12% | -6.98% | -1.84% | -9.26% | -21.97% | -34.41% | -70.86% |
| 2013 | 17.12% | -6.54% | -0.52% | 0.07% | -2.07% | -5.85% | 6.02% | -7.14% | 10.41% | 11.39% | -1.02% | -4.58% | 14.88% |
Expense Ratio
Облигэйшэн has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Облигэйшэн is 0, indicating that it is in the bottom 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | -0.82 | -1.07 | 0.87 | -0.42 | -1.30 |
Dividends
Dividend yield
Облигэйшэн provided a 0.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.00% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% |
| Portfolio components: | ||||||||||||
SBERP.ME Sberbank of Russia | 0.00% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.24 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 |
| 2013 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Облигэйшэн. 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 Облигэйшэн was 80.68%, occurring on Mar 9, 2022. The portfolio has not yet recovered.
The current Облигэйшэн drawdown is 49.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -80.68% | Oct 12, 2021 | 103 | Mar 9, 2022 | — | — | — |
| -76.42% | Mar 19, 2012 | 689 | Dec 16, 2014 | 654 | Jul 27, 2017 | 1343 |
| -48.01% | Jan 21, 2020 | 40 | Mar 18, 2020 | 247 | Mar 12, 2021 | 287 |
| -46.44% | Feb 27, 2018 | 139 | Sep 11, 2018 | 326 | Dec 24, 2019 | 465 |
| -10.87% | Jun 11, 2021 | 27 | Jul 19, 2021 | 15 | Aug 9, 2021 | 42 |
Volatility
Volatility Chart
The current Облигэйшэн volatility is 17.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.