one

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

one

Currency in USD · Last updated May 17, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Apr 21, 2011, corresponding to the inception date of MTLRP.ME

Returns By Period

As of May 17, 2025, the one returned 30.02% Year-To-Date and 7.70% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.94%	1.49%	12.48%	15.82%	10.87%
one	30.02%	2.04%	22.53%	-15.87%	10.31%	7.70%
Portfolio components:
MTLRP.ME Mechel PAO	0.66%	-6.84%	2.85%	-62.22%	3.81%	7.74%
MGNT.ME Public Joint Stock Company Magnit	13.58%	-4.43%	9.43%	-41.50%	7.87%	-8.59%
AFLT.ME Public Joint Stock Company Aeroflot - Russian Airlines	58.90%	0.82%	34.31%	38.49%	-2.41%	2.76%
LKOH.ME PJSC LUKOIL	24.02%	3.18%	16.50%	3.69%	14.14%	13.13%
VTBR.ME VTB Bank	65.91%	24.63%	50.41%	-6.09%	-12.23%	-16.37%
GAZP.ME Public Joint Stock Company Gazprom	41.76%	5.95%	28.68%	-1.24%	0.87%	1.71%
SBER.ME Sberbank of Russia	48.97%	3.41%	49.30%	19.49%	17.23%	16.31%
CHMF.ME PAO Severstal	5.89%	-0.85%	2.69%	-41.77%	8.11%	9.61%

*Annualized

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
2025	10.35%	21.77%	0.52%	-2.31%	-1.46%								30.02%
2024	6.31%	-3.67%	1.77%	2.00%	-5.60%	7.24%	-9.22%	-19.30%	9.25%	-17.47%	-10.94%	12.05%	-29.06%
2023	10.30%	-3.85%	4.31%	10.13%	-0.30%	-3.75%	8.68%	0.22%	-7.20%	10.97%	10.60%	2.43%	48.56%
2022	-6.61%	-51.83%	36.58%	4.99%	16.66%	-1.31%	-7.44%	10.72%	-19.27%	13.44%	-0.77%	-16.48%	-42.22%
2021	-4.77%	4.62%	2.24%	3.28%	17.03%	3.03%	3.45%	19.57%	8.10%	7.50%	-13.58%	3.13%	62.53%
2020	3.08%	-15.26%	-30.72%	15.03%	11.33%	1.90%	1.14%	-4.22%	-6.40%	-10.39%	20.93%	11.57%	-13.42%
2019	17.10%	-5.20%	0.47%	3.71%	3.19%	11.32%	1.73%	-7.96%	2.05%	3.33%	0.25%	6.51%	40.09%
2018	7.54%	0.79%	-1.35%	-10.05%	0.93%	-3.02%	0.58%	-11.07%	5.83%	-6.96%	1.89%	-7.06%	-21.48%
2017	2.50%	-6.56%	1.74%	-1.85%	-1.79%	-0.30%	1.63%	9.13%	-1.83%	-5.64%	0.33%	3.77%	0.17%
2016	-3.57%	3.81%	17.35%	5.85%	-5.45%	4.25%	3.17%	11.77%	17.95%	18.24%	1.94%	12.95%	126.93%
2015	7.60%	42.61%	-5.67%	16.28%	-1.58%	-3.43%	-10.20%	-1.11%	-9.44%	11.86%	3.28%	-11.80%	31.08%
2014	259.90%	-16.18%	-15.99%	-5.85%	12.04%	3.34%	-12.60%	-8.01%	0.29%	-4.49%	-11.81%	-6.80%	74.85%

Expense Ratio

one 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of one is 1, meaning it’s performing worse than 99% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MTLRP.ME Mechel PAO	-0.99	-1.68	0.82	-0.65	-1.14
MGNT.ME Public Joint Stock Company Magnit	-0.88	-1.25	0.86	-0.53	-1.07
AFLT.ME Public Joint Stock Company Aeroflot - Russian Airlines	0.78	1.27	1.14	0.36	1.56
LKOH.ME PJSC LUKOIL	0.10	0.33	1.04	0.05	0.11
VTBR.ME VTB Bank	-0.13	0.27	1.03	-0.03	-0.12
GAZP.ME Public Joint Stock Company Gazprom	-0.02	0.72	1.08	0.14	0.62
SBER.ME Sberbank of Russia	0.48	1.04	1.12	0.35	1.05
CHMF.ME PAO Severstal	-0.86	-1.27	0.86	-0.72	-1.10

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

one Sharpe ratios as of May 17, 2025 (values are recalculated daily):

1-Year: -0.37
5-Year: 0.23
10-Year: 0.20
All Time: 0.11

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of one compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

one provided a 2.65% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.65%	2.58%	4.00%	4.08%	5.29%	4.67%	7.98%	9.06%	6.31%	2.42%	2.35%	4.29%
Portfolio components:
MTLRP.ME Mechel PAO	0.00%	0.00%	0.00%	0.00%	0.37%	4.52%	20.44%	16.61%	7.78%	0.03%	0.12%	0.31%
MGNT.ME Public Joint Stock Company Magnit	2.83%	2.36%	7.45%	0.00%	14.43%	5.37%	4.87%	7.77%	2.89%	3.93%	1.97%	3.29%
AFLT.ME Public Joint Stock Company Aeroflot - Russian Airlines	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.60%	12.66%	12.63%	0.00%	0.00%	7.76%
LKOH.ME PJSC LUKOIL	7.56%	6.88%	13.08%	6.29%	8.42%	7.66%	5.62%	4.50%	6.15%	5.42%	6.78%	5.39%
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%
GAZP.ME Public Joint Stock Company Gazprom	0.00%	0.00%	0.00%	31.36%	3.66%	7.17%	6.48%	5.24%	6.16%	5.11%	5.29%	5.53%
SBER.ME Sberbank of Russia	10.90%	11.92%	9.20%	0.00%	6.37%	6.90%	6.28%	6.44%	2.66%	1.14%	0.44%	5.83%
CHMF.ME PAO Severstal	0.00%	0.00%	0.00%	0.00%	15.79%	8.09%	12.98%	16.58%	12.40%	7.76%	8.74%	12.52%

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.

Loading data...

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. The portfolio has not yet recovered.

The current one drawdown is 32.98%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-70.73%	Oct 27, 2021	93	Mar 9, 2022	—	—	—
-68.23%	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
-51.39%	Apr 25, 2011	560	Jul 10, 2013	124	Jan 8, 2014	684
-30.07%	Jan 16, 2018	167	Sep 10, 2018	333	Jan 6, 2020	500

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 7.14, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	MTLRP.ME	MGNT.ME	AFLT.ME	CHMF.ME	LKOH.ME	VTBR.ME	GAZP.ME	SBER.ME	Portfolio
^GSPC	1.00	0.23	0.25	0.23	0.26	0.27	0.28	0.31	0.30	0.31
MTLRP.ME	0.23	1.00	0.47	0.48	0.49	0.50	0.54	0.56	0.55	0.78
MGNT.ME	0.25	0.47	1.00	0.50	0.51	0.55	0.56	0.57	0.59	0.72
AFLT.ME	0.23	0.48	0.50	1.00	0.50	0.54	0.60	0.58	0.62	0.75
CHMF.ME	0.26	0.49	0.51	0.50	1.00	0.58	0.59	0.61	0.61	0.69
LKOH.ME	0.27	0.50	0.55	0.54	0.58	1.00	0.64	0.71	0.69	0.77
VTBR.ME	0.28	0.54	0.56	0.60	0.59	0.64	1.00	0.70	0.74	0.79
GAZP.ME	0.31	0.56	0.57	0.58	0.61	0.71	0.70	1.00	0.73	0.80
SBER.ME	0.30	0.55	0.59	0.62	0.61	0.69	0.74	0.73	1.00	0.81
Portfolio	0.31	0.78	0.72	0.75	0.69	0.77	0.79	0.80	0.81	1.00

The correlation results are calculated based on daily price changes starting from Apr 22, 2011

Performance Analysis

Risk Analysis

Optimization

Factor Model

one

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community