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one
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MTLRP.ME 20%MGNT.ME 15%AFLT.ME 15%LKOH.ME 15%VTBR.ME 10%GAZP.ME 10%SBER.ME 10%CHMF.ME 5%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
18.79%
19.37%
one
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 24, 2024, the one returned 6.35% Year-To-Date and 13.05% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
one6.35%4.64%18.80%32.86%10.32%13.05%
MTLRP.ME
Mechel PAO
-23.42%-6.64%10.84%19.21%19.96%22.29%
MGNT.ME
Public Joint Stock Company Magnit
18.47%7.12%42.88%61.09%17.47%-2.21%
AFLT.ME
Public Joint Stock Company Aeroflot - Russian Airlines
36.51%21.66%22.33%11.47%-18.10%-6.56%
LKOH.ME
PJSC LUKOIL
10.39%4.44%14.37%81.83%13.40%15.87%
VTBR.ME
VTB Bank
-0.69%3.86%-10.57%2.06%-12.83%-11.04%
GAZP.ME
Public Joint Stock Company Gazprom
-2.43%1.96%-4.39%-21.74%4.30%1.58%
SBER.ME
Sberbank of Russia
8.37%2.44%13.98%28.48%5.67%10.90%
CHMF.ME
PAO Severstal
26.30%1.16%32.24%58.36%12.69%23.40%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.31%-3.67%1.77%
2023-7.17%10.97%10.60%2.63%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


one
Sharpe ratio
The chart of Sharpe ratio for one, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.005.001.36
Sortino ratio
The chart of Sortino ratio for one, currently valued at 1.92, compared to the broader market0.002.004.006.001.92
Omega ratio
The chart of Omega ratio for one, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for one, currently valued at 0.74, compared to the broader market0.002.004.006.008.000.74
Martin ratio
The chart of Martin ratio for one, currently valued at 5.76, compared to the broader market0.0010.0020.0030.0040.0050.005.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MTLRP.ME
Mechel PAO
0.561.031.130.411.68
MGNT.ME
Public Joint Stock Company Magnit
2.002.701.340.879.24
AFLT.ME
Public Joint Stock Company Aeroflot - Russian Airlines
0.300.661.070.100.53
LKOH.ME
PJSC LUKOIL
2.963.751.512.6919.90
VTBR.ME
VTB Bank
-0.28-0.210.98-0.10-0.71
GAZP.ME
Public Joint Stock Company Gazprom
-0.96-1.320.85-0.38-1.10
SBER.ME
Sberbank of Russia
0.841.561.200.542.22
CHMF.ME
PAO Severstal
1.982.761.341.2811.53

Sharpe Ratio

The current one Sharpe ratio is 1.36. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.36

The Sharpe ratio of one lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.36
1.92
one
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

one granted a 4.24% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
one4.24%5.47%6.06%5.58%4.87%8.22%10.08%6.56%2.58%2.49%4.46%6.15%
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
6.34%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
16.50%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
0.00%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
8.11%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-19.51%
-3.50%
one
Benchmark (^GSPC)
Portfolio components

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 19.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.73%Oct 27, 202193Mar 9, 2022
-68.13%Jan 14, 2014236Dec 16, 2014463Oct 18, 2016699
-53.29%Jan 21, 202040Mar 18, 2020311Jun 11, 2021351
-36.47%Mar 19, 2012331Jul 10, 2013124Jan 8, 2014455
-29.53%Jan 16, 2018167Sep 10, 2018332Jan 3, 2020499

Volatility

Volatility Chart

The current one volatility is 4.86%, 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.


2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
4.86%
3.58%
one
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

MTLRP.MEMGNT.MEAFLT.MECHMF.MELKOH.MEVTBR.MEGAZP.MESBER.ME
MTLRP.ME1.000.430.460.460.480.510.540.53
MGNT.ME0.431.000.470.480.520.540.550.57
AFLT.ME0.460.471.000.470.510.570.560.59
CHMF.ME0.460.480.471.000.550.560.590.58
LKOH.ME0.480.520.510.551.000.610.700.66
VTBR.ME0.510.540.570.560.611.000.680.72
GAZP.ME0.540.550.560.590.700.681.000.72
SBER.ME0.530.570.590.580.660.720.721.00