ПОРТФЕЛЬ 4.Худшие
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGRO.ME Ros Agro PLC | Consumer Defensive | 11.11% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | Financial Services | 11.11% |
MGNT.ME Public Joint Stock Company Magnit | 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% |
RTKMP.ME Rostelecom PAO | Communication Services | 11.11% |
SBERP.ME Sberbank of Russia | 11.11% | |
SIBN.ME Gazprom Neft | Energy | 11.11% |
VTBR.ME VTB Bank | Financial Services | 11.11% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 1, 2014, corresponding to the inception date of AGRO.ME
Returns By Period
As of May 10, 2025, the ПОРТФЕЛЬ 4.Худшие returned 34.07% Year-To-Date and 9.26% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| ПОРТФЕЛЬ 4.Худшие | 34.07% | 3.95% | 20.53% | -15.40% | 13.92% | 9.15% |
| Portfolio components: | ||||||
SIBN.ME Gazprom Neft | 9.64% | 0.53% | 11.35% | -16.77% | 20.00% | 18.29% |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 36.23% | -1.97% | 28.33% | 35.32% | 74.74% | 30.52% |
AGRO.ME Ros Agro PLC | 32.97% | 0.83% | 5.85% | -19.41% | 15.40% | 10.66% |
MVID.ME Public Joint Stock Company M.video | 47.34% | -6.85% | 24.29% | -37.39% | -21.04% | -7.42% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | 28.42% | 12.54% | 13.88% | -36.91% | 4.77% | 7.25% |
VTBR.ME VTB Bank | 62.98% | 36.45% | 45.32% | -5.64% | -13.12% | -15.82% |
MGNT.ME Public Joint Stock Company Magnit | 12.63% | -5.30% | 5.98% | -41.16% | 6.98% | -8.79% |
RTKMP.ME Rostelecom PAO | 29.88% | 0.56% | 3.06% | -23.15% | 4.07% | 5.05% |
SBERP.ME Sberbank of Russia | 42.71% | 3.90% | 39.30% | 7.40% | 14.40% | 19.48% |
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 | 17.94% | 14.51% | 2.79% | -0.95% | -2.49% | 34.07% | |||||||
| 2024 | 9.60% | 3.18% | 0.40% | 3.65% | -3.99% | 8.01% | -8.70% | -14.30% | 3.81% | -20.37% | -13.37% | 8.62% | -25.72% |
| 2023 | 7.80% | -4.49% | 7.62% | 6.50% | 4.19% | -2.64% | 8.89% | 4.22% | -4.56% | 9.38% | 3.79% | -2.07% | 44.15% |
| 2022 | -11.82% | -49.65% | 44.16% | 4.41% | 14.27% | 18.46% | -6.12% | 10.29% | -20.15% | 13.33% | 0.59% | -16.78% | -29.06% |
| 2021 | -0.07% | 7.70% | 3.22% | 4.82% | 8.57% | 1.78% | 1.93% | 5.77% | 3.83% | 5.17% | -10.53% | -1.69% | 33.24% |
| 2020 | 1.10% | -11.94% | -25.73% | 10.39% | 7.62% | 4.06% | 2.82% | 6.00% | -0.31% | -4.80% | 18.14% | 5.06% | 4.93% |
| 2019 | 12.84% | -2.22% | -0.34% | 5.65% | -0.02% | 8.18% | 1.93% | -6.04% | 3.38% | 0.14% | 2.75% | 9.15% | 39.73% |
| 2018 | 5.55% | 1.40% | -2.32% | -7.80% | 2.01% | -1.63% | -0.71% | -8.64% | 4.06% | -1.51% | -0.63% | -3.84% | -14.07% |
| 2017 | 2.20% | -1.73% | 0.34% | -0.57% | -0.39% | -3.52% | 0.63% | 8.45% | 2.11% | -4.21% | -1.57% | 0.49% | 1.69% |
| 2016 | -6.38% | 4.97% | 14.21% | 4.21% | -2.18% | 5.20% | 2.55% | 2.00% | 6.29% | -0.60% | 0.67% | 11.23% | 48.92% |
| 2015 | -12.65% | 26.34% | 1.31% | 20.26% | 0.40% | -2.11% | -9.08% | 0.73% | -3.36% | 10.74% | 4.07% | -2.74% | 31.10% |
| 2014 | -17.67% | -17.67% |
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 2, meaning it’s performing worse than 98% 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 | -0.43 | -0.38 | 0.96 | -0.33 | -0.83 |
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company | 0.93 | 1.31 | 1.15 | 0.79 | 2.13 |
AGRO.ME Ros Agro PLC | -0.54 | -0.43 | 0.95 | -0.39 | -0.69 |
MVID.ME Public Joint Stock Company M.video | -0.62 | -0.76 | 0.91 | -0.43 | -0.94 |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | -0.61 | -0.70 | 0.92 | -0.45 | -0.98 |
VTBR.ME VTB Bank | -0.13 | 0.15 | 1.02 | -0.07 | -0.24 |
MGNT.ME Public Joint Stock Company Magnit | -0.88 | -1.27 | 0.86 | -0.56 | -1.08 |
RTKMP.ME Rostelecom PAO | -0.52 | -0.49 | 0.95 | -0.42 | -0.82 |
SBERP.ME Sberbank of Russia | 0.18 | 0.46 | 1.05 | 0.07 | 0.16 |
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Dividends
Dividend yield
ПОРТФЕЛЬ 4.Худшие provided a 3.01% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.01% | 4.25% | 10.48% | 4.30% | 8.40% | 5.52% | 5.93% | 5.56% | 3.81% | 3.18% | 3.57% | 7.37% |
| 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% |
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% |
SBERP.ME Sberbank of Russia | 0.00% | 0.00% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 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 71.05%, occurring on Mar 9, 2022. Recovery took 508 trading sessions.
The current ПОРТФЕЛЬ 4.Худшие drawdown is 19.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.05% | Oct 27, 2021 | 93 | Mar 9, 2022 | 508 | Mar 5, 2024 | 601 |
| -51.23% | Jun 28, 2024 | 109 | Nov 27, 2024 | — | — | — |
| -46.66% | Jan 22, 2020 | 39 | Mar 18, 2020 | 204 | Jan 8, 2021 | 243 |
| -35.04% | Dec 2, 2014 | 11 | Dec 16, 2014 | 73 | Apr 6, 2015 | 84 |
| -28.55% | May 26, 2015 | 64 | Aug 24, 2015 | 143 | Mar 17, 2016 | 207 |
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 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AGRO.ME | MVID.ME | PIKK.ME | MGNT.ME | BSPB.ME | SIBN.ME | VTBR.ME | RTKMP.ME | SBERP.ME | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.18 | 0.17 | 0.17 | 0.22 | 0.20 | 0.24 | 0.24 | 0.23 | 0.26 | 0.27 |
| AGRO.ME | 0.18 | 1.00 | 0.38 | 0.39 | 0.43 | 0.42 | 0.44 | 0.46 | 0.48 | 0.47 | 0.62 |
| MVID.ME | 0.17 | 0.38 | 1.00 | 0.47 | 0.47 | 0.50 | 0.49 | 0.50 | 0.55 | 0.53 | 0.69 |
| PIKK.ME | 0.17 | 0.39 | 0.47 | 1.00 | 0.47 | 0.50 | 0.49 | 0.54 | 0.56 | 0.55 | 0.70 |
| MGNT.ME | 0.22 | 0.43 | 0.47 | 0.47 | 1.00 | 0.52 | 0.55 | 0.57 | 0.59 | 0.60 | 0.74 |
| BSPB.ME | 0.20 | 0.42 | 0.50 | 0.50 | 0.52 | 1.00 | 0.55 | 0.58 | 0.61 | 0.62 | 0.76 |
| SIBN.ME | 0.24 | 0.44 | 0.49 | 0.49 | 0.55 | 0.55 | 1.00 | 0.62 | 0.64 | 0.65 | 0.76 |
| VTBR.ME | 0.24 | 0.46 | 0.50 | 0.54 | 0.57 | 0.58 | 0.62 | 1.00 | 0.66 | 0.72 | 0.81 |
| RTKMP.ME | 0.23 | 0.48 | 0.55 | 0.56 | 0.59 | 0.61 | 0.64 | 0.66 | 1.00 | 0.68 | 0.81 |
| SBERP.ME | 0.26 | 0.47 | 0.53 | 0.55 | 0.60 | 0.62 | 0.65 | 0.72 | 0.68 | 1.00 | 0.83 |
| Portfolio | 0.27 | 0.62 | 0.69 | 0.70 | 0.74 | 0.76 | 0.76 | 0.81 | 0.81 | 0.83 | 1.00 |