one
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AFLT.ME Public Joint Stock Company Aeroflot - Russian Airlines | Industrials | 15% |
CHMF.ME PAO Severstal | Basic Materials | 5% |
GAZP.ME Public Joint Stock Company Gazprom | Energy | 10% |
LKOH.ME PJSC LUKOIL | Energy | 15% |
MGNT.ME Public Joint Stock Company Magnit | Consumer Defensive | 15% |
MTLRP.ME Mechel PAO | Basic Materials | 20% |
SBER.ME Sberbank of Russia | Financial Services | 10% |
VTBR.ME VTB Bank | Financial Services | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in one, 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 Apr 21, 2011, corresponding to the inception date of MTLRP.ME
Returns By Period
As of Jul 25, 2024, the one returned 50,324.94% Year-To-Date and 106.60% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| one | 50,781.70% | 49,509.53% | 49,199.38% | 61,122.69% | 264.57% | 107.61% |
| Portfolio components: | ||||||
MTLRP.ME Mechel PAO | -42.68% | -12.37% | -42.02% | 0.35% | 9.47% | 22.73% |
MGNT.ME Public Joint Stock Company Magnit | -4.27% | -2.67% | -7.46% | 14.72% | 10.32% | -7.62% |
AFLT.ME Public Joint Stock Company Aeroflot - Russian Airlines | 76.45% | -2.66% | 64.27% | 39.41% | -16.41% | -4.89% |
LKOH.ME PJSC LUKOIL | 8.15% | 1.64% | 8.06% | 42.91% | 14.24% | 14.44% |
VTBR.ME VTB Bank | 460,606.45% | 512,764.55% | 432,167.78% | 454,781.49% | 345.95% | 104.13% |
GAZP.ME Public Joint Stock Company Gazprom | 10.83% | 54.35% | 6.91% | 4.06% | -2.83% | 1.72% |
SBER.ME Sberbank of Russia | 28.74% | 8.65% | 28.20% | 42.99% | 7.20% | 11.80% |
CHMF.ME PAO Severstal | 9.08% | -2.53% | -4.75% | 19.19% | 7.97% | 18.50% |
Monthly Returns
The table below presents the monthly returns of one, 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 | 6.31% | -3.67% | 1.77% | 2.00% | -5.60% | 7.24% | 50,781.70% | ||||||
| 2023 | 10.30% | -3.85% | 4.31% | 10.71% | -0.36% | -3.76% | 9.74% | 0.31% | -7.17% | 10.97% | 10.60% | 2.63% | 51.18% |
| 2022 | -6.61% | -51.83% | 36.58% | 4.99% | 16.66% | -1.31% | -7.44% | 10.72% | -19.27% | 13.44% | -0.77% | -14.51% | -40.87% |
| 2021 | -4.78% | 4.63% | 2.23% | 3.30% | 17.03% | 3.03% | 3.75% | 19.53% | 8.08% | 7.50% | -13.58% | 3.13% | 62.92% |
| 2020 | 3.09% | -15.26% | -30.73% | 15.04% | 11.32% | 1.91% | 1.13% | -4.22% | -6.41% | -10.18% | 20.94% | 11.56% | -13.22% |
| 2019 | 17.10% | -5.22% | 0.46% | 3.71% | 3.19% | 11.63% | 1.74% | -7.96% | 2.05% | 3.34% | 0.25% | 6.49% | 40.45% |
| 2018 | 7.54% | 0.82% | -1.36% | -10.05% | 0.93% | -2.28% | 0.56% | -11.05% | 5.82% | -6.94% | 1.88% | -7.05% | -20.86% |
| 2017 | 2.50% | -6.57% | 1.75% | -1.86% | -1.60% | -0.32% | 1.64% | 9.12% | -1.82% | -5.64% | 0.32% | 3.76% | 0.32% |
| 2016 | -3.57% | 3.82% | 17.34% | 5.86% | -5.45% | 4.24% | 3.34% | 11.77% | 17.93% | 18.24% | 1.93% | 12.95% | 127.25% |
| 2015 | 7.59% | 42.61% | -5.67% | 16.29% | -1.59% | -3.44% | -10.07% | -1.11% | -9.44% | 11.87% | 3.27% | -11.80% | 31.26% |
| 2014 | 259.90% | -16.18% | -15.99% | -5.85% | 12.05% | 3.33% | -12.34% | -8.02% | 0.31% | -4.50% | -11.80% | -6.81% | 75.39% |
| 2013 | 8.84% | -5.29% | -6.42% | -4.41% | -1.96% | -4.86% | -9.93% | -2.52% | 8.27% | 2.69% | -6.29% | 8.11% | -14.95% |
Expense Ratio
one 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 risk-adjusted rank of one is 87, placing it in the top 13% 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 | |
|---|---|---|---|---|---|
MTLRP.ME Mechel PAO | -0.10 | 0.14 | 1.02 | -0.08 | -0.17 |
MGNT.ME Public Joint Stock Company Magnit | 0.67 | 1.08 | 1.14 | 0.30 | 2.26 |
AFLT.ME Public Joint Stock Company Aeroflot - Russian Airlines | 1.26 | 2.01 | 1.22 | 0.47 | 3.82 |
LKOH.ME PJSC LUKOIL | 1.51 | 2.10 | 1.27 | 2.72 | 8.21 |
VTBR.ME VTB Bank | 0.92 | 22,399.59 | 2,610.97 | 4,798.94 | 28,724.88 |
GAZP.ME Public Joint Stock Company Gazprom | 0.17 | 0.67 | 1.08 | 0.09 | 0.54 |
SBER.ME Sberbank of Russia | 1.50 | 2.22 | 1.27 | 0.76 | 7.84 |
CHMF.ME PAO Severstal | 0.50 | 0.86 | 1.12 | 0.38 | 1.77 |
Dividends
Dividend yield
one granted a 5.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| one | 5.90% | 5.47% | 6.06% | 5.58% | 4.87% | 8.22% | 10.08% | 6.56% | 2.58% | 2.49% | 4.46% | 6.15% |
| Portfolio components: | ||||||||||||
MTLRP.ME Mechel PAO | 0.00% | 0.00% | 0.00% | 0.37% | 4.52% | 20.44% | 16.61% | 7.78% | 0.03% | 0.12% | 0.31% | 0.14% |
MGNT.ME Public Joint Stock Company Magnit | 8.13% | 7.45% | 0.00% | 14.43% | 5.37% | 4.87% | 7.77% | 2.89% | 3.93% | 1.97% | 3.29% | 1.10% |
AFLT.ME Public Joint Stock Company Aeroflot - Russian Airlines | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.60% | 12.66% | 12.63% | 0.00% | 0.00% | 7.76% | 27.68% |
LKOH.ME PJSC LUKOIL | 12.46% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
VTBR.ME VTB Bank | 0.00% | 0.00% | 0.00% | 2.90% | 2.04% | 2.40% | 10.18% | 2.47% | 1.58% | 1.47% | 1.73% | 2.88% |
GAZP.ME Public Joint Stock Company Gazprom | 16.89% | 5.73% | 31.36% | 3.66% | 7.17% | 6.48% | 5.24% | 6.16% | 5.11% | 5.29% | 5.53% | 4.32% |
SBER.ME Sberbank of Russia | 11.21% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% | 5.83% | 2.54% |
CHMF.ME PAO Severstal | 0.00% | 0.00% | 0.00% | 15.79% | 8.09% | 12.98% | 16.58% | 12.40% | 7.76% | 8.74% | 12.52% | 1.99% |
Drawdowns
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 one. 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 one was 70.73%, occurring on Mar 9, 2022. Recovery took 597 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.73% | Oct 27, 2021 | 93 | Mar 9, 2022 | 597 | Jul 15, 2024 | 690 |
| -68.13% | Jan 14, 2014 | 236 | Dec 16, 2014 | 463 | Oct 18, 2016 | 699 |
| -53.29% | Jan 21, 2020 | 40 | Mar 18, 2020 | 311 | Jun 11, 2021 | 351 |
| -36.47% | Mar 19, 2012 | 331 | Jul 10, 2013 | 124 | Jan 8, 2014 | 455 |
| -29.53% | Jan 16, 2018 | 167 | Sep 10, 2018 | 332 | Jan 3, 2020 | 499 |
Volatility
Volatility Chart
The current one volatility is 611.10%, 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
| MTLRP.ME | MGNT.ME | AFLT.ME | CHMF.ME | LKOH.ME | VTBR.ME | GAZP.ME | SBER.ME | |
|---|---|---|---|---|---|---|---|---|
| MTLRP.ME | 1.00 | 0.44 | 0.46 | 0.46 | 0.48 | 0.51 | 0.54 | 0.53 |
| MGNT.ME | 0.44 | 1.00 | 0.48 | 0.48 | 0.52 | 0.54 | 0.55 | 0.57 |
| AFLT.ME | 0.46 | 0.48 | 1.00 | 0.47 | 0.51 | 0.57 | 0.56 | 0.60 |
| CHMF.ME | 0.46 | 0.48 | 0.47 | 1.00 | 0.55 | 0.56 | 0.58 | 0.58 |
| LKOH.ME | 0.48 | 0.52 | 0.51 | 0.55 | 1.00 | 0.61 | 0.70 | 0.67 |
| VTBR.ME | 0.51 | 0.54 | 0.57 | 0.56 | 0.61 | 1.00 | 0.67 | 0.72 |
| GAZP.ME | 0.54 | 0.55 | 0.56 | 0.58 | 0.70 | 0.67 | 1.00 | 0.72 |
| SBER.ME | 0.53 | 0.57 | 0.60 | 0.58 | 0.67 | 0.72 | 0.72 | 1.00 |