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Облигэйшэн

Last updated Apr 1, 2023

Expense Ratio

0.00%

Dividend Yield

0.00%

Asset Allocation


SBERP.ME 100%EquityEquity
PositionCategory/SectorWeight
SBERP.ME
Sberbank of Russia
100%

Performance

The chart shows the growth of $10,000 invested in Облигэйшэн in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $100,601 for a total return of roughly 906.01%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2023FebruaryMarch
906.01%
288.95%
Облигэйшэн
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Облигэйшэн returned 53.03% Year-To-Date and 16.75% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.36%6.31%10.62%-7.17%12.50%12.58%
Облигэйшэн28.48%53.03%106.63%58.75%6.55%16.75%
SBERP.ME
Sberbank of Russia
28.48%53.03%106.63%58.75%6.55%16.75%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Облигэйшэн Sharpe ratio is 1.23. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.001.50NovemberDecember2023FebruaryMarch
1.23
-0.25
Облигэйшэн
Benchmark (^GSPC)
Portfolio components

Dividends

Облигэйшэн granted a 0.00% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.00%0.00%6.72%8.31%8.27%9.22%4.35%2.19%0.87%12.64%6.24%6.28%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2023FebruaryMarch
-39.59%
-7.76%
Облигэйшэн
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Облигэйшэн. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Облигэйшэн is 91.05%, recorded on Feb 3, 2009. It took 467 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.05%Apr 10, 2007443Feb 3, 2009467Dec 16, 2010910
-71.72%Oct 12, 2021250Oct 7, 2022
-53.84%Nov 26, 2013275Dec 30, 2014318Apr 11, 2016593
-42.89%Jul 29, 201149Oct 5, 2011404May 21, 2013453
-33.06%Feb 27, 2018139Sep 11, 2018186Jun 7, 2019325
-32.08%Jan 21, 202040Mar 18, 2020163Nov 10, 2020203
-18.71%Jan 4, 201771Apr 14, 201759Jul 12, 2017130
-18.34%Dec 24, 201095May 23, 201128Jul 1, 2011123
-14.58%May 23, 201322Jun 24, 201381Oct 15, 2013103
-13.87%Feb 27, 20075Mar 5, 200723Apr 6, 200728

Volatility Chart

Current Облигэйшэн volatility is 27.01%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2023FebruaryMarch
27.01%
15.42%
Облигэйшэн
Benchmark (^GSPC)
Portfolio components