всепогодный
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SBGB Sberbank MOEX Russian Government Bond ETF | Government Bonds | 40% |
SBRB Sberbank MOEX Corporate Bonds Index ETF | Corporate Bonds | 15% |
GLD SPDR Gold Trust | Precious Metals, Gold | 15% |
SBMX Sberbank MOEX Russia Total Return ETF | Emerging Markets Equities | 30% |
Performance
The chart shows the growth of an initial investment of $10,000 in всепогодный, 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 Sep 6, 2019, corresponding to the inception date of SBRB
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| всепогодный | -4.73% | -0.71% | -5.68% | -16.00% | N/A | N/A |
| Portfolio components: | ||||||
SBGB Sberbank MOEX Russian Government Bond ETF | -0.99% | 0.55% | -3.40% | -0.58% | N/A | N/A |
SBMX Sberbank MOEX Russia Total Return ETF | 48.99% | -5.21% | 14.39% | 50.52% | 10.71% | N/A |
GLD SPDR Gold Trust | 9.43% | 2.69% | 1.98% | 11.52% | 9.48% | 4.31% |
SBRB Sberbank MOEX Corporate Bonds Index ETF | 2.51% | -0.67% | -1.77% | 3.32% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.98% | -5.14% | -0.58% | -3.48% | -4.47% | 5.76% | 5.25% |
Dividend yield
Expense Ratio
The всепогодный has a high expense ratio of 0.80%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
SBGB Sberbank MOEX Russian Government Bond ETF | -0.16 | ||||
SBMX Sberbank MOEX Russia Total Return ETF | 3.74 | ||||
GLD SPDR Gold Trust | 0.86 | ||||
SBRB Sberbank MOEX Corporate Bonds Index ETF | 0.75 |
Asset Correlations Table
| GLD | SBMX | SBGB | SBRB | |
|---|---|---|---|---|
| GLD | 1.00 | 0.08 | 0.07 | 0.08 |
| SBMX | 0.08 | 1.00 | 0.73 | 0.72 |
| SBGB | 0.07 | 0.73 | 1.00 | 0.91 |
| SBRB | 0.08 | 0.72 | 0.91 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the всепогодный. 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 всепогодный was 99.36%, occurring on Mar 9, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.36% | Jun 7, 2021 | 198 | Mar 9, 2022 | — | — | — |
| -31.89% | Jan 13, 2020 | 48 | Mar 18, 2020 | 317 | Jun 4, 2021 | 365 |
| -2.75% | Sep 24, 2019 | 6 | Oct 1, 2019 | 12 | Oct 17, 2019 | 18 |
| -2.26% | Nov 6, 2019 | 6 | Nov 13, 2019 | 20 | Dec 11, 2019 | 26 |
| -0.51% | Oct 31, 2019 | 1 | Oct 31, 2019 | 1 | Nov 1, 2019 | 2 |
Volatility Chart
The current всепогодный volatility is 4.93%, 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.