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Облигэйшэн
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


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

100%

S&P 500

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


200.00%250.00%300.00%350.00%FebruaryMarchAprilMayJuneJuly
226.50%
331.07%
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 By Period

As of Jul 22, 2024, the Облигэйшэн returned 8.94% Year-To-Date and 12.22% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Облигэйшэн8.94%-5.65%6.62%22.79%6.57%12.37%
SBERP.ME
Sberbank of Russia
8.94%-5.65%6.62%22.79%6.57%12.37%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.29%4.22%1.23%2.37%5.66%9.57%8.94%
202314.58%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%
201919.79%-3.84%4.47%7.50%2.25%11.90%-1.94%-8.23%5.89%7.12%-0.66%11.59%67.49%
201818.40%4.37%-7.26%-16.75%0.52%1.32%-1.57%-19.13%10.15%-4.53%1.45%-5.60%-22.11%
20170.94%-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%
201317.12%-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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Облигэйшэн is 19, indicating that it is in the bottom 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Облигэйшэн is 1919
Облигэйшэн
The Sharpe Ratio Rank of Облигэйшэн is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of Облигэйшэн is 1717Sortino Ratio Rank
The Omega Ratio Rank of Облигэйшэн is 1818Omega Ratio Rank
The Calmar Ratio Rank of Облигэйшэн is 1414Calmar Ratio Rank
The Martin Ratio Rank of Облигэйшэн is 3030Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Облигэйшэн
Sharpe ratio
The chart of Sharpe ratio for Облигэйшэн, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.000.93
Sortino ratio
The chart of Sortino ratio for Облигэйшэн, currently valued at 1.45, compared to the broader market-2.000.002.004.006.001.45
Omega ratio
The chart of Omega ratio for Облигэйшэн, currently valued at 1.18, compared to the broader market0.801.001.201.401.601.801.18
Calmar ratio
The chart of Calmar ratio for Облигэйшэн, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.000.53
Martin ratio
The chart of Martin ratio for Облигэйшэн, currently valued at 4.21, compared to the broader market0.0010.0020.0030.0040.004.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SBERP.ME
Sberbank of Russia
0.931.451.180.534.21

Sharpe Ratio

The current Облигэйшэн Sharpe ratio is 0.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.07, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Облигэйшэн with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.93
1.82
Облигэйшэн
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

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


TTM20232022202120202019201820172016201520142013
Облигэйшэн0.00%9.17%0.00%6.72%7.77%7.01%7.22%3.17%1.52%0.59%8.49%4.00%
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%

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-24.29%
-2.86%
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.

The current Облигэйшэн drawdown is 24.29%.


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

Volatility Chart

The current Облигэйшэн volatility is 11.15%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%FebruaryMarchAprilMayJuneJuly
11.15%
2.76%
Облигэйшэн
Benchmark (^GSPC)
Portfolio components