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Облигэйшэн

Last updated Nov 25, 2023

Asset Allocation


SBERP.ME 100%EquityEquity
PositionCategory/SectorWeight
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


150.00%200.00%250.00%300.00%JuneJulyAugustSeptemberOctoberNovember
214.31%
316.48%
Облигэйшэн
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Облигэйшэн88.72%12.05%3.56%66.77%13.06%8.17%
SBERP.ME
Sberbank of Russia
129.15%4.52%17.43%145.30%19.09%19.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.72%12.83%-8.78%5.92%-3.84%-3.51%7.84%

Sharpe Ratio

The current Облигэйшэн Sharpe ratio is 1.99. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.99

The Sharpe ratio of Облигэйшэн is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.99
0.99
Облигэйшэн
Benchmark (^GSPC)
Portfolio components

Dividend yield

Облигэйшэн granted a 8.75% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Облигэйшэн8.75%0.00%6.72%7.77%7.01%7.22%3.17%1.52%0.59%8.49%4.00%3.85%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SBERP.ME
Sberbank of Russia
5.78

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.12%
-0.65%
Облигэйшэн
Benchmark (^GSPC)
Portfolio components

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, 2021103Mar 9, 2022
-76.42%Mar 19, 2012689Dec 16, 2014654Jul 27, 20171343
-48.01%Jan 21, 202040Mar 18, 2020247Mar 12, 2021287
-46.44%Feb 27, 2018139Sep 11, 2018326Dec 24, 2019465
-10.87%Jun 11, 202127Jul 19, 202115Aug 9, 202142

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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.95%
3.27%
Облигэйшэн
Benchmark (^GSPC)
Portfolio components

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