ПОРТФЕЛЬ 4. Худшие
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGRO.ME Ros Agro PLC | Consumer Defensive | 10% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | Financial Services | 10% |
MGNT.ME Public Joint Stock Company Magnit | 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% |
RTKMP.ME Rostelecom PAO | Communication Services | 10% |
SIBN.ME Gazprom Neft | Energy | 10% |
TCSG.ME TCS Group Holding PLC | Financial Services | 10% |
TRMK Trustmark Corporation | Financial Services | 10% |
VTBR.ME VTB Bank | Financial Services | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 28, 2019, corresponding to the inception date of TCSG.ME
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| ПОРТФЕЛЬ 4. Худшие | 26.42% | 4.40% | 11.24% | -16.15% | 14.97% | N/A |
| Portfolio components: | ||||||
SIBN.ME Gazprom Neft | 9.64% | 0.53% | 11.35% | -16.77% | 19.42% | 24.61% |
TRMK Trustmark Corporation | -0.05% | 12.89% | -7.97% | 17.64% | 11.12% | 7.09% |
TCSG.ME TCS Group Holding PLC | 0.00% | 0.00% | -22.23% | -39.68% | 7.70% | N/A |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 36.23% | -1.97% | 28.33% | 35.32% | 72.15% | 37.58% |
AGRO.ME Ros Agro PLC | 32.97% | 0.83% | 5.85% | -19.41% | 14.96% | 16.56% |
MVID.ME Public Joint Stock Company M.video | 47.34% | -6.85% | 24.29% | -37.39% | -20.54% | -2.54% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | 28.42% | 12.54% | 13.88% | -36.91% | 4.64% | 12.96% |
VTBR.ME VTB Bank | 62.98% | 36.45% | 45.32% | -5.64% | -12.79% | -11.43% |
MGNT.ME Public Joint Stock Company Magnit | 12.63% | -5.30% | 5.98% | -41.16% | 6.79% | -3.99% |
RTKMP.ME Rostelecom PAO | 29.88% | 0.56% | 3.06% | -23.15% | 3.96% | 10.62% |
Monthly Returns
The table below presents the monthly returns of ПОРТФЕЛЬ 4. Худшие, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 15.31% | 11.25% | 1.21% | -1.05% | -1.59% | 26.42% | |||||||
| 2024 | 8.18% | 1.94% | 0.86% | 3.24% | -4.67% | 7.62% | -6.18% | -12.60% | 2.97% | -17.49% | -10.47% | 3.97% | -23.60% |
| 2023 | 5.21% | -5.46% | 2.41% | 5.51% | 3.39% | -2.41% | 10.18% | 2.63% | -5.43% | 7.84% | 4.38% | -0.08% | 30.44% |
| 2022 | -10.62% | -44.14% | 35.45% | 2.00% | 13.17% | 15.58% | -3.87% | 12.52% | -17.85% | 13.77% | 0.14% | -16.67% | -23.88% |
| 2021 | 3.04% | 10.57% | 5.29% | 3.38% | 9.75% | 2.95% | 0.74% | 5.74% | 3.63% | 5.48% | -9.05% | -2.23% | 45.09% |
| 2020 | 1.84% | -11.93% | -26.61% | 12.25% | 8.48% | 5.50% | 3.73% | 5.91% | -0.92% | -3.77% | 17.55% | 5.10% | 9.43% |
| 2019 | 0.34% | 2.47% | 8.57% | 11.62% |
Expense Ratio
ПОРТФЕЛЬ 4. Худшие has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ПОРТФЕЛЬ 4. Худшие is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SIBN.ME Gazprom Neft | -0.42 | -0.38 | 0.96 | -0.33 | -0.80 |
TRMK Trustmark Corporation | 0.55 | 1.23 | 1.16 | 0.97 | 2.38 |
TCSG.ME TCS Group Holding PLC | -1.40 | -2.00 | 0.71 | -0.46 | -1.17 |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 0.91 | 0.97 | 1.11 | 0.49 | 1.30 |
AGRO.ME Ros Agro PLC | -0.54 | -0.32 | 0.96 | -0.33 | -0.57 |
MVID.ME Public Joint Stock Company M.video | -0.62 | -0.67 | 0.92 | -0.40 | -0.91 |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | -0.61 | -0.78 | 0.91 | -0.47 | -1.00 |
VTBR.ME VTB Bank | -0.13 | 0.23 | 1.03 | -0.05 | -0.15 |
MGNT.ME Public Joint Stock Company Magnit | -0.87 | -1.18 | 0.87 | -0.66 | -1.02 |
RTKMP.ME Rostelecom PAO | -0.52 | -0.59 | 0.94 | -0.45 | -0.95 |
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Dividends
Dividend yield
ПОРТФЕЛЬ 4. Худшие provided a 2.97% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.97% | 4.08% | 8.85% | 4.13% | 7.20% | 4.78% | 4.90% | 4.60% | 3.40% | 2.97% | 3.55% | 6.16% |
| Portfolio components: | ||||||||||||
SIBN.ME Gazprom Neft | 3.75% | 3.10% | 10.38% | 18.67% | 9.18% | 7.83% | 6.21% | 7.80% | 8.47% | 0.26% | 5.05% | 6.93% |
TRMK Trustmark Corporation | 2.65% | 2.60% | 3.30% | 2.64% | 2.83% | 3.37% | 2.67% | 3.24% | 2.89% | 2.58% | 3.99% | 3.75% |
TCSG.ME TCS Group Holding PLC | 0.00% | 0.00% | 0.00% | 0.00% | 0.29% | 2.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 4.74% | 8.89% | 32.19% | 11.81% | 5.60% | 6.43% | 6.59% | 3.66% | 1.93% | 1.57% | 4.64% | 0.45% |
AGRO.ME Ros Agro PLC | 4.84% | 13.16% | 0.00% | 0.00% | 12.36% | 4.60% | 5.87% | 3.14% | 8.19% | 6.78% | 3.93% | 0.00% |
MVID.ME Public Joint Stock Company M.video | 0.00% | 0.00% | 0.00% | 0.00% | 16.68% | 4.21% | 6.43% | 0.00% | 0.00% | 5.16% | 10.06% | 36.47% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | 0.00% | 0.00% | 0.00% | 0.00% | 4.09% | 7.60% | 5.67% | 12.07% | 0.00% | 0.00% | 0.00% | 2.22% |
VTBR.ME VTB Bank | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGNT.ME Public Joint Stock Company Magnit | 2.78% | 2.36% | 7.45% | 0.00% | 14.43% | 5.37% | 4.87% | 7.77% | 2.89% | 3.93% | 1.97% | 3.29% |
RTKMP.ME Rostelecom PAO | 10.97% | 10.71% | 35.17% | 8.20% | 6.57% | 5.84% | 10.68% | 8.36% | 9.63% | 9.43% | 5.87% | 8.49% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ПОРТФЕЛЬ 4. Худшие. 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 ПОРТФЕЛЬ 4. Худшие was 65.07%, occurring on Mar 9, 2022. Recovery took 564 trading sessions.
The current ПОРТФЕЛЬ 4. Худшие drawdown is 18.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.07% | Oct 27, 2021 | 96 | Mar 9, 2022 | 564 | May 2, 2024 | 660 |
| -45.41% | Jan 21, 2020 | 42 | Mar 18, 2020 | 188 | Dec 4, 2020 | 230 |
| -43.48% | Jun 28, 2024 | 110 | Nov 27, 2024 | — | — | — |
| -8.52% | May 20, 2024 | 11 | Jun 3, 2024 | 18 | Jun 27, 2024 | 29 |
| -6.05% | Jun 15, 2021 | 25 | Jul 19, 2021 | 12 | Aug 4, 2021 | 37 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | TRMK | TCSG.ME | PIKK.ME | AGRO.ME | MVID.ME | BSPB.ME | MGNT.ME | SIBN.ME | VTBR.ME | RTKMP.ME | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.49 | 0.18 | 0.13 | 0.18 | 0.13 | 0.14 | 0.18 | 0.19 | 0.19 | 0.17 | 0.25 |
| TRMK | 0.49 | 1.00 | 0.10 | 0.05 | 0.11 | 0.07 | 0.10 | 0.12 | 0.13 | 0.14 | 0.14 | 0.25 |
| TCSG.ME | 0.18 | 0.10 | 1.00 | 0.39 | 0.45 | 0.44 | 0.42 | 0.44 | 0.44 | 0.50 | 0.46 | 0.64 |
| PIKK.ME | 0.13 | 0.05 | 0.39 | 1.00 | 0.47 | 0.51 | 0.53 | 0.52 | 0.50 | 0.58 | 0.58 | 0.70 |
| AGRO.ME | 0.18 | 0.11 | 0.45 | 0.47 | 1.00 | 0.47 | 0.50 | 0.53 | 0.53 | 0.56 | 0.58 | 0.70 |
| MVID.ME | 0.13 | 0.07 | 0.44 | 0.51 | 0.47 | 1.00 | 0.56 | 0.54 | 0.53 | 0.58 | 0.60 | 0.74 |
| BSPB.ME | 0.14 | 0.10 | 0.42 | 0.53 | 0.50 | 0.56 | 1.00 | 0.57 | 0.57 | 0.62 | 0.63 | 0.76 |
| MGNT.ME | 0.18 | 0.12 | 0.44 | 0.52 | 0.53 | 0.54 | 0.57 | 1.00 | 0.62 | 0.63 | 0.64 | 0.76 |
| SIBN.ME | 0.19 | 0.13 | 0.44 | 0.50 | 0.53 | 0.53 | 0.57 | 0.62 | 1.00 | 0.67 | 0.67 | 0.77 |
| VTBR.ME | 0.19 | 0.14 | 0.50 | 0.58 | 0.56 | 0.58 | 0.62 | 0.63 | 0.67 | 1.00 | 0.69 | 0.82 |
| RTKMP.ME | 0.17 | 0.14 | 0.46 | 0.58 | 0.58 | 0.60 | 0.63 | 0.64 | 0.67 | 0.69 | 1.00 | 0.82 |
| Portfolio | 0.25 | 0.25 | 0.64 | 0.70 | 0.70 | 0.74 | 0.76 | 0.76 | 0.77 | 0.82 | 0.82 | 1.00 |