5 Rus
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
MGNT.ME Public Joint Stock Company Magnit | Consumer Defensive | 25% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | Real Estate | 25% |
ROSN Public Joint Stock Company Rosneft Oil Company | Energy | 25% |
SBER.ME Sberbank of Russia | Financial Services | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 Rus, 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
The earliest data available for this chart is Jun 29, 2007, corresponding to the inception date of PIKK.ME
Returns By Period
As of Aug 31, 2024, the 5 Rus returned -8.61% Year-To-Date and 8.00% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
5 Rus | -8.61% | -15.13% | -19.19% | -0.17% | 8.93% | 7.14% |
Portfolio components: | ||||||
SBER.ME Sberbank of Russia | 3.80% | -15.56% | -3.83% | 14.83% | 3.62% | 8.78% |
ROSN Public Joint Stock Company Rosneft Oil Company | -11.11% | -10.63% | -13.02% | 1.37% | 5.59% | 4.38% |
MGNT.ME Public Joint Stock Company Magnit | -27.23% | -19.97% | -35.76% | -9.62% | 6.45% | -9.93% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | -1.44% | -14.60% | -23.58% | -13.15% | 7.93% | 13.88% |
Monthly Returns
The table below presents the monthly returns of 5 Rus, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 3.62% | 6.69% | 0.44% | 1.24% | 0.24% | 4.53% | -8.30% | -8.61% | |||||
2023 | 9.61% | -3.53% | 6.27% | 2.65% | 4.49% | 1.39% | 4.22% | 0.37% | -7.65% | 7.64% | 6.31% | 3.43% | 39.73% |
2022 | -11.29% | -59.27% | 61.44% | 8.76% | 11.83% | 20.67% | -4.68% | 7.21% | -22.12% | 13.56% | 0.98% | -15.67% | -34.11% |
2021 | 1.03% | 9.25% | 8.37% | -1.78% | 11.88% | 4.33% | 0.79% | 5.90% | 9.59% | 2.43% | -13.77% | -2.54% | 38.08% |
2020 | 3.77% | -15.72% | -22.44% | 11.55% | 10.39% | 4.67% | 3.48% | 2.35% | 2.72% | -5.35% | 20.76% | 8.22% | 17.63% |
2019 | 13.33% | -4.67% | 0.34% | 5.70% | 0.17% | 8.75% | 0.96% | -7.30% | 3.84% | -2.16% | 3.01% | 8.78% | 32.97% |
2018 | 6.13% | -0.98% | -5.97% | -6.11% | 3.30% | -1.09% | 0.91% | -9.01% | 8.31% | -2.10% | -4.14% | -1.48% | -12.83% |
2017 | -1.96% | -4.87% | 4.95% | -2.77% | 0.24% | -3.22% | 1.60% | 9.01% | 4.17% | -7.50% | -2.37% | 3.43% | -0.50% |
2016 | -2.18% | 6.60% | 14.54% | 7.17% | -3.13% | 6.83% | 0.91% | 5.06% | 6.58% | 0.04% | -0.73% | 14.29% | 69.89% |
2015 | -11.47% | 26.59% | -1.30% | 18.57% | -7.07% | -3.14% | -9.39% | 2.37% | -5.08% | 12.07% | 2.14% | -11.74% | 5.01% |
2014 | -12.52% | 3.32% | -2.33% | -8.75% | 16.03% | 2.29% | -8.76% | 2.31% | 3.23% | 4.27% | -11.54% | -18.90% | -31.09% |
2013 | 8.94% | -4.81% | -4.20% | 1.52% | 0.63% | -0.56% | 5.09% | -5.03% | 9.11% | 2.47% | -2.51% | 4.59% | 14.83% |
Expense Ratio
5 Rus 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
Risk-Adjusted Performance Rank
The current rank of 5 Rus is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
SBER.ME Sberbank of Russia | 0.73 | 1.19 | 1.14 | 0.38 | 3.20 |
ROSN Public Joint Stock Company Rosneft Oil Company | 0.01 | 0.24 | 1.03 | 0.01 | 0.06 |
MGNT.ME Public Joint Stock Company Magnit | -0.18 | -0.05 | 0.99 | -0.08 | -0.42 |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | -0.34 | -0.29 | 0.97 | -0.17 | -1.19 |
Dividends
Dividend yield
5 Rus granted a 8.82% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
5 Rus | 8.82% | 6.54% | 1.62% | 7.26% | 6.00% | 5.69% | 7.80% | 2.23% | 2.00% | 1.41% | 4.48% | 1.71% |
Portfolio components: | ||||||||||||
SBER.ME Sberbank of Russia | 12.96% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% | 5.83% | 2.54% |
ROSN Public Joint Stock Company Rosneft Oil Company | 12.34% | 9.49% | 6.49% | 4.16% | 4.15% | 5.93% | 4.91% | 3.37% | 2.92% | 3.24% | 6.56% | 3.20% |
MGNT.ME Public Joint Stock Company Magnit | 9.97% | 7.45% | 0.00% | 14.43% | 5.37% | 4.87% | 7.77% | 2.89% | 3.93% | 1.97% | 3.29% | 1.10% |
PIKK.ME Public Joint Stock Company PIK-specialized homebuilder | 0.00% | 0.00% | 0.00% | 4.09% | 7.60% | 5.67% | 12.07% | 0.00% | 0.00% | 0.00% | 2.22% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 5 Rus. 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 5 Rus was 77.58%, occurring on Mar 9, 2022. The portfolio has not yet recovered.
The current 5 Rus drawdown is 32.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-77.58% | Oct 27, 2021 | 93 | Mar 9, 2022 | — | — | — |
-47.87% | Jan 22, 2020 | 39 | Mar 18, 2020 | 170 | Nov 18, 2020 | 209 |
-43.22% | Oct 23, 2013 | 289 | Dec 16, 2014 | 410 | Aug 8, 2016 | 699 |
-24.01% | Jan 26, 2018 | 159 | Sep 10, 2018 | 195 | Jun 20, 2019 | 354 |
-22.98% | Feb 28, 2012 | 64 | Jun 1, 2012 | 146 | Dec 27, 2012 | 210 |
Volatility
Volatility Chart
The current 5 Rus volatility is 7.57%, 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.
Diversification
Asset Correlations Table
PIKK.ME | MGNT.ME | ROSN | SBER.ME | |
---|---|---|---|---|
PIKK.ME | 1.00 | 0.42 | 0.46 | 0.50 |
MGNT.ME | 0.42 | 1.00 | 0.52 | 0.57 |
ROSN | 0.46 | 0.52 | 1.00 | 0.67 |
SBER.ME | 0.50 | 0.57 | 0.67 | 1.00 |