ПОРТФЕЛЬ 4. Худшие
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SIBN.ME Gazprom Neft | Energy | 10% |
TRMK Trustmark Corporation | Financial Services | 10% |
TCSG.ME TCS Group Holding PLC | Financial Services | 10% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | Financial Services | 10% |
AGRO.ME Ros Agro PLC | Consumer Defensive | 10% |
MVID.ME Public Joint Stock Company M.video | Consumer Cyclical | 10% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | Real Estate | 10% |
VTBR.ME VTB Bank | Financial Services | 10% |
MGNT.ME Public Joint Stock Company Magnit | Consumer Defensive | 10% |
RTKMP.ME Rostelecom PAO | Communication Services | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in ПОРТФЕЛЬ 4. Худшие, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -6.34% | 3.14% | 10.16% | 14.98% | 8.45% | N/A |
| ПОРТФЕЛЬ 4. Худшие | -8.09% | 6.99% | 8.49% | -5.71% | 9.49% | N/A |
| Portfolio components: | ||||||
SIBN.ME Gazprom Neft | 5.51% | 25.47% | 22.93% | 45.25% | 14.29% | N/A |
TRMK Trustmark Corporation | -9.66% | -9.13% | -36.91% | -28.80% | -8.36% | N/A |
TCSG.ME TCS Group Holding PLC | -13.58% | 4.54% | -5.03% | -25.12% | 15.73% | N/A |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | -1.30% | 60.06% | 119.16% | 117.99% | 42.43% | N/A |
AGRO.ME Ros Agro PLC | -8.09% | 31.30% | 30.70% | -10.24% | 7.55% | N/A |
MVID.ME Public Joint Stock Company M.video | -8.51% | -21.74% | -14.27% | -31.19% | -21.76% | N/A |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | -13.11% | -9.27% | -9.22% | -24.59% | 12.39% | N/A |
VTBR.ME VTB Bank | -14.65% | 1.80% | 12.95% | -5.00% | -20.01% | N/A |
MGNT.ME Public Joint Stock Company Magnit | -12.32% | -3.56% | -6.38% | -34.98% | 8.86% | N/A |
RTKMP.ME Rostelecom PAO | -7.53% | -10.02% | -8.24% | -26.92% | -4.42% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.41% | 5.51% | 0.90% | -2.47% | 9.21% | 1.79% | -6.18% |
Dividend yield
ПОРТФЕЛЬ 4. Худшие granted a 5.86% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ПОРТФЕЛЬ 4. Худшие | 5.86% | 4.26% | 7.93% | 5.76% | 6.32% | 7.30% | 5.37% | 4.53% | 5.66% | 10.48% | 5.23% | 6.62% |
| Portfolio components: | ||||||||||||
SIBN.ME Gazprom Neft | 14.31% | 19.89% | 12.02% | 11.37% | 9.73% | 13.03% | 15.37% | 0.52% | 10.17% | 14.74% | 20.78% | 12.93% |
TRMK Trustmark Corporation | 4.30% | 2.71% | 3.00% | 3.67% | 3.01% | 3.76% | 3.45% | 3.17% | 5.08% | 4.95% | 4.71% | 5.83% |
TCSG.ME TCS Group Holding PLC | 0.00% | 0.00% | 0.29% | 2.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 12.95% | 11.81% | 5.60% | 6.88% | 7.51% | 4.61% | 2.45% | 2.06% | 6.21% | 0.64% | 0.37% | 0.31% |
AGRO.ME Ros Agro PLC | 0.00% | 0.00% | 12.36% | 5.35% | 7.25% | 4.08% | 11.07% | 9.81% | 6.08% | 0.00% | 0.00% | 0.00% |
MVID.ME Public Joint Stock Company M.video | 0.00% | 0.00% | 16.68% | 4.83% | 7.69% | 0.00% | 0.00% | 6.55% | 13.66% | 57.68% | 9.50% | 31.94% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | 0.00% | 0.00% | 4.09% | 7.97% | 6.45% | 14.64% | 0.00% | 0.00% | 0.00% | 3.09% | 0.00% | 0.00% |
VTBR.ME VTB Bank | 0.00% | 0.00% | 2.90% | 2.10% | 2.53% | 11.02% | 2.90% | 1.88% | 1.78% | 2.13% | 3.65% | 2.14% |
MGNT.ME Public Joint Stock Company Magnit | 2.92% | 0.00% | 15.25% | 6.23% | 6.16% | 10.42% | 4.10% | 5.71% | 2.98% | 5.08% | 1.74% | 1.51% |
RTKMP.ME Rostelecom PAO | 24.16% | 8.20% | 7.07% | 6.67% | 12.91% | 11.40% | 14.31% | 15.56% | 10.61% | 16.47% | 11.51% | 11.49% |
Expense Ratio
The ПОРТФЕЛЬ 4. Худшие 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 | |
|---|---|---|---|---|---|
SIBN.ME Gazprom Neft | 4.85 | ||||
TRMK Trustmark Corporation | -0.85 | ||||
TCSG.ME TCS Group Holding PLC | 0.69 | ||||
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 6.21 | ||||
AGRO.ME Ros Agro PLC | 1.92 | ||||
MVID.ME Public Joint Stock Company M.video | 0.67 | ||||
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | 1.16 | ||||
VTBR.ME VTB Bank | 1.97 | ||||
MGNT.ME Public Joint Stock Company Magnit | 0.54 | ||||
RTKMP.ME Rostelecom PAO | 1.63 |
Asset Correlations Table
| TRMK | TCSG.ME | PIKK.ME | BSPB.ME | AGRO.ME | MVID.ME | MGNT.ME | SIBN.ME | RTKMP.ME | VTBR.ME | |
|---|---|---|---|---|---|---|---|---|---|---|
| TRMK | 1.00 | 0.13 | 0.08 | 0.15 | 0.15 | 0.11 | 0.15 | 0.19 | 0.18 | 0.18 |
| TCSG.ME | 0.13 | 1.00 | 0.40 | 0.39 | 0.46 | 0.46 | 0.41 | 0.46 | 0.44 | 0.51 |
| PIKK.ME | 0.08 | 0.40 | 1.00 | 0.47 | 0.48 | 0.52 | 0.48 | 0.49 | 0.53 | 0.55 |
| BSPB.ME | 0.15 | 0.39 | 0.47 | 1.00 | 0.47 | 0.53 | 0.53 | 0.53 | 0.60 | 0.55 |
| AGRO.ME | 0.15 | 0.46 | 0.48 | 0.47 | 1.00 | 0.48 | 0.51 | 0.55 | 0.57 | 0.56 |
| MVID.ME | 0.11 | 0.46 | 0.52 | 0.53 | 0.48 | 1.00 | 0.51 | 0.53 | 0.56 | 0.57 |
| MGNT.ME | 0.15 | 0.41 | 0.48 | 0.53 | 0.51 | 0.51 | 1.00 | 0.57 | 0.59 | 0.58 |
| SIBN.ME | 0.19 | 0.46 | 0.49 | 0.53 | 0.55 | 0.53 | 0.57 | 1.00 | 0.62 | 0.66 |
| RTKMP.ME | 0.18 | 0.44 | 0.53 | 0.60 | 0.57 | 0.56 | 0.59 | 0.62 | 1.00 | 0.64 |
| VTBR.ME | 0.18 | 0.51 | 0.55 | 0.55 | 0.56 | 0.57 | 0.58 | 0.66 | 0.64 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ПОРТФЕЛЬ 4. Худшие. 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 ПОРТФЕЛЬ 4. Худшие is 58.68%, recorded on Mar 9, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.68% | Oct 27, 2021 | 96 | Mar 9, 2022 | — | — | — |
| -45.42% | Jan 21, 2020 | 42 | Mar 18, 2020 | 188 | Dec 4, 2020 | 230 |
| -5.77% | Jun 15, 2021 | 25 | Jul 19, 2021 | 11 | Aug 3, 2021 | 36 |
| -5.42% | Jan 21, 2021 | 7 | Jan 29, 2021 | 6 | Feb 8, 2021 | 13 |
| -5.23% | Mar 17, 2021 | 5 | Mar 23, 2021 | 15 | Apr 13, 2021 | 20 |
Volatility Chart
The current ПОРТФЕЛЬ 4. Худшие volatility is 5.89%, 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.