Облигэйшэн
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SBERP.ME Sberbank of Russia | 100% |
Performance
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
As of Nov 25, 2023, the Облигэйшэн returned 88.72% Year-To-Date and 8.14% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Облигэйшэн | 88.72% | 12.05% | 3.56% | 66.77% | 13.06% | 8.17% |
| Portfolio components: | ||||||
SBERP.ME Sberbank of Russia | 129.15% | 4.52% | 17.43% | 145.30% | 19.09% | 19.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 7.72% | 12.83% | -8.78% | 5.92% | -3.84% | -3.51% | 7.84% |
Dividend yield
Облигэйшэн granted a 8.75% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Облигэйшэн | 8.75% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% | 3.85% |
| Portfolio components: | ||||||||||||
SBERP.ME Sberbank of Russia | 8.75% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% | 3.85% |
Expense Ratio
The 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | 5.78 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
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 Chart
The current Облигэйшэн volatility is 4.95%, 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.