ПОРТФЕЛЬ 4.Худшие
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SIBN.ME Gazprom Neft | Energy | 11.11% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | Financial Services | 11.11% |
AGRO.ME Ros Agro PLC | Consumer Defensive | 11.11% |
MVID.ME Public Joint Stock Company M.video | Consumer Cyclical | 11.11% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | Real Estate | 11.11% |
VTBR.ME VTB Bank | Financial Services | 11.11% |
MGNT.ME Public Joint Stock Company Magnit | Consumer Defensive | 11.11% |
RTKMP.ME Rostelecom PAO | Communication Services | 11.11% |
SBERP.ME Sberbank of Russia | 11.11% |
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
As of Sep 21, 2023, the ПОРТФЕЛЬ 4.Худшие returned 22.59% Year-To-Date and 10.38% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.01% | 13.40% | 13.34% | 11.69% | 11.12% |
| ПОРТФЕЛЬ 4.Худшие | -6.23% | 10.65% | 22.59% | 4.35% | 9.66% | 10.38% |
| Portfolio components: | ||||||
SIBN.ME Gazprom Neft | -1.58% | 22.77% | 18.25% | 43.19% | 19.49% | 19.44% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 3.29% | 67.58% | 126.35% | 111.42% | 37.91% | 23.72% |
AGRO.ME Ros Agro PLC | -2.57% | 24.27% | 28.57% | -10.36% | 8.10% | 13.73% |
MVID.ME Public Joint Stock Company M.video | -13.22% | -15.63% | -8.59% | -33.61% | -16.76% | -0.83% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | -12.46% | -8.53% | -4.89% | -27.91% | 13.91% | 13.53% |
VTBR.ME VTB Bank | -9.00% | 10.82% | 17.22% | -6.16% | -14.56% | -10.96% |
MGNT.ME Public Joint Stock Company Magnit | -8.64% | -3.49% | -3.57% | -28.43% | 4.49% | -10.16% |
RTKMP.ME Rostelecom PAO | -8.75% | -12.08% | -6.68% | -23.85% | 1.21% | -0.29% |
SBERP.ME Sberbank of Russia | -4.45% | 10.82% | 55.58% | 55.29% | 8.69% | 18.08% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AGRO.ME | MVID.ME | PIKK.ME | MGNT.ME | BSPB.ME | SIBN.ME | VTBR.ME | RTKMP.ME | SBERP.ME | |
|---|---|---|---|---|---|---|---|---|---|
| AGRO.ME | 1.00 | 0.37 | 0.37 | 0.40 | 0.38 | 0.43 | 0.44 | 0.45 | 0.45 |
| MVID.ME | 0.37 | 1.00 | 0.46 | 0.44 | 0.47 | 0.48 | 0.48 | 0.52 | 0.51 |
| PIKK.ME | 0.37 | 0.46 | 1.00 | 0.45 | 0.46 | 0.47 | 0.52 | 0.53 | 0.53 |
| MGNT.ME | 0.40 | 0.44 | 0.45 | 1.00 | 0.48 | 0.52 | 0.53 | 0.55 | 0.56 |
| BSPB.ME | 0.38 | 0.47 | 0.46 | 0.48 | 1.00 | 0.53 | 0.54 | 0.60 | 0.58 |
| SIBN.ME | 0.43 | 0.48 | 0.47 | 0.52 | 0.53 | 1.00 | 0.61 | 0.62 | 0.64 |
| VTBR.ME | 0.44 | 0.48 | 0.52 | 0.53 | 0.54 | 0.61 | 1.00 | 0.62 | 0.70 |
| RTKMP.ME | 0.45 | 0.52 | 0.53 | 0.55 | 0.60 | 0.62 | 0.62 | 1.00 | 0.65 |
| SBERP.ME | 0.45 | 0.51 | 0.53 | 0.56 | 0.58 | 0.64 | 0.70 | 0.65 | 1.00 |
Dividend yield
ПОРТФЕЛЬ 4.Худшие granted a 7.27% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ПОРТФЕЛЬ 4.Худшие | 7.27% | 4.43% | 9.28% | 6.75% | 7.73% | 8.84% | 6.12% | 4.95% | 5.83% | 12.67% | 6.07% | 7.49% |
| Portfolio components: | ||||||||||||
SIBN.ME Gazprom Neft | 15.32% | 19.89% | 12.02% | 11.37% | 9.73% | 13.03% | 15.37% | 0.52% | 10.17% | 14.74% | 20.78% | 12.93% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 12.91% | 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 | 24.47% | 8.20% | 7.07% | 6.67% | 12.91% | 11.40% | 14.31% | 15.56% | 10.61% | 16.47% | 11.51% | 11.49% |
SBERP.ME Sberbank of Russia | 9.85% | 0.00% | 7.58% | 9.37% | 9.31% | 10.40% | 4.90% | 2.47% | 0.98% | 14.25% | 7.04% | 7.08% |
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 | 4.04 | ||||
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 4.88 | ||||
AGRO.ME Ros Agro PLC | 1.27 | ||||
MVID.ME Public Joint Stock Company M.video | 0.07 | ||||
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | 0.50 | ||||
VTBR.ME VTB Bank | 1.19 | ||||
MGNT.ME Public Joint Stock Company Magnit | 0.53 | ||||
RTKMP.ME Rostelecom PAO | 1.51 | ||||
SBERP.ME Sberbank of Russia | 4.63 |
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 64.06%, recorded on Mar 9, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.06% | Oct 27, 2021 | 93 | Mar 9, 2022 | — | — | — |
| -46.66% | Jan 22, 2020 | 39 | Mar 18, 2020 | 204 | Jan 8, 2021 | 243 |
| -35.06% | Dec 2, 2014 | 11 | Dec 16, 2014 | 73 | Apr 6, 2015 | 84 |
| -28.47% | May 26, 2015 | 64 | Aug 24, 2015 | 143 | Mar 17, 2016 | 207 |
| -23.92% | Feb 27, 2018 | 139 | Sep 10, 2018 | 197 | Jun 20, 2019 | 336 |
Volatility Chart
The current ПОРТФЕЛЬ 4.Худшие volatility is 5.78%, 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.