70/30
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SBGB Sberbank MOEX Russian Government Bond ETF | Government Bonds | 30% |
SBMX Sberbank MOEX Russia Total Return ETF | Emerging Markets Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 70/30, 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 Every 3 months.
The earliest data available for this chart is Jan 25, 2019, corresponding to the inception date of SBGB
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| 70/30 | 34.47% | 6.90% | 32.26% | 5.28% | 4.03% | N/A |
| Portfolio components: | ||||||
SBMX Sberbank MOEX Russia Total Return ETF | 32.13% | 7.52% | 28.41% | -1.17% | 5.41% | N/A |
SBGB Sberbank MOEX Russian Government Bond ETF | 39.84% | 5.57% | 40.87% | 21.28% | -1.19% | N/A |
Monthly Returns
The table below presents the monthly returns of 70/30, 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 | 12.45% | 18.90% | 4.03% | -1.09% | -2.27% | 34.47% | |||||||
| 2024 | 2.45% | -1.59% | 0.10% | 1.94% | -2.25% | 4.51% | -3.81% | -11.82% | 3.46% | -12.54% | -7.26% | 9.66% | -17.96% |
| 2023 | 7.28% | -5.66% | 2.36% | 2.08% | 2.81% | -4.21% | 2.34% | -1.74% | -4.51% | 6.37% | 4.45% | 0.12% | 11.23% |
| 2022 | -8.95% | -41.50% | 29.08% | 8.45% | 14.92% | 10.96% | -10.58% | 8.23% | -13.79% | 8.41% | 1.56% | -15.59% | -26.27% |
| 2021 | -2.75% | 2.93% | 1.76% | 0.96% | 6.83% | 3.22% | 0.58% | 1.84% | 4.60% | 2.22% | -8.98% | -1.59% | 11.26% |
| 2020 | -1.83% | -11.06% | -21.24% | 11.46% | 10.40% | -0.96% | 0.62% | 1.88% | -5.57% | -6.13% | 15.07% | 7.71% | -5.60% |
| 2019 | 1.87% | -1.67% | 0.36% | 4.13% | 2.16% | 8.56% | 0.59% | -3.99% | 3.47% | 6.53% | 0.31% | 7.81% | 33.65% |
Expense Ratio
70/30 has a high expense ratio of 0.93%, indicating above-average management fees. 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 70/30 is 10, meaning it’s performing worse than 90% 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 | |
|---|---|---|---|---|---|
SBMX Sberbank MOEX Russia Total Return ETF | -0.03 | 0.16 | 1.02 | -0.05 | -0.16 |
SBGB Sberbank MOEX Russian Government Bond ETF | 0.75 | 1.29 | 1.16 | 0.37 | 2.05 |
Dividends
Dividend yield
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 70/30. 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 70/30 was 64.72%, occurring on Mar 9, 2022. The portfolio has not yet recovered.
The current 70/30 drawdown is 22.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.72% | Oct 27, 2021 | 92 | Mar 9, 2022 | — | — | — |
| -43.98% | Jan 21, 2020 | 40 | Mar 18, 2020 | 307 | Jun 7, 2021 | 347 |
| -8.59% | Jul 5, 2019 | 31 | Aug 16, 2019 | 21 | Sep 16, 2019 | 52 |
| -5.54% | Jun 15, 2021 | 25 | Jul 19, 2021 | 20 | Aug 16, 2021 | 45 |
| -4.02% | Sep 17, 2019 | 16 | Oct 8, 2019 | 8 | Oct 18, 2019 | 24 |
Volatility
Volatility Chart
The current 70/30 volatility is 10.55%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.72, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SBGB | SBMX | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.17 | 0.23 | 0.23 |
| SBGB | 0.17 | 1.00 | 0.72 | 0.82 |
| SBMX | 0.23 | 0.72 | 1.00 | 0.98 |
| Portfolio | 0.23 | 0.82 | 0.98 | 1.00 |