Rus portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
LKOH.ME PJSC LUKOIL | Energy | 25% |
PLZL.ME Public Joint Stock Company Polyus | Basic Materials | 25% |
SNGSP.ME Surgutneftegas Public Joint Stock Company | Energy | 25% |
YNDX.ME Yandex N.V. | Communication Services | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rus portfolio, 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 Jun 4, 2014, corresponding to the inception date of YNDX.ME
Returns By Period
As of Apr 19, 2025, the Rus portfolio returned -8.80% Year-To-Date and 16.90% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Rus portfolio | -43.13% | -62.96% | -47.44% | -48.99% | -7.62% | 9.78% |
| Portfolio components: | ||||||
LKOH.ME PJSC LUKOIL | 22.72% | -6.18% | 12.96% | 2.46% | 16.31% | 13.11% |
SNGSP.ME Surgutneftegas Public Joint Stock Company | 14.71% | -2.71% | 8.89% | 21.75% | 22.20% | 14.59% |
PLZL.ME Public Joint Stock Company Polyus | -81.56% | -89.55% | -83.23% | -84.24% | -29.28% | 2.43% |
YNDX.ME Yandex N.V. | 0.00% | 0.00% | 0.00% | 3.08% | 5.46% | 8.53% |
Monthly Returns
The table below presents the monthly returns of Rus portfolio, 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 | 24.54% | 18.71% | -60.62% | -2.33% | -43.13% | ||||||||
| 2024 | 4.85% | -0.53% | 6.57% | 7.45% | -2.04% | 5.50% | 3.32% | -8.64% | 7.60% | 1.42% | -8.92% | -2.35% | 13.06% |
| 2023 | 21.52% | -10.64% | 4.01% | 6.68% | 1.97% | -1.53% | 6.61% | -3.00% | -2.20% | 6.92% | 0.93% | -1.31% | 30.32% |
| 2022 | -10.17% | -39.27% | 53.48% | 13.93% | 2.02% | -7.54% | -12.17% | 1.32% | -32.35% | 15.90% | 12.40% | -13.45% | -38.93% |
| 2021 | -6.82% | 0.67% | -0.96% | -0.12% | 13.86% | -3.96% | -1.59% | -3.65% | -3.20% | 16.06% | -4.19% | -8.47% | -5.23% |
| 2020 | 3.88% | -2.44% | -1.17% | 16.43% | 4.37% | 2.13% | 26.70% | 8.05% | -12.16% | -6.60% | 2.47% | 7.10% | 53.21% |
| 2019 | 10.62% | -0.33% | 1.56% | -3.82% | 1.33% | 12.14% | 5.58% | 7.55% | 2.84% | 3.10% | -3.83% | 7.12% | 51.77% |
| 2018 | 6.75% | 1.87% | -2.84% | -15.00% | -2.95% | 10.53% | 7.14% | -7.07% | 1.13% | 0.44% | 6.64% | 4.02% | 8.07% |
| 2017 | 6.55% | -2.42% | 3.27% | -1.49% | -0.73% | -9.46% | 1.77% | 13.96% | 2.85% | 3.45% | 1.90% | -2.87% | 16.09% |
| 2016 | 4.81% | 12.47% | 9.19% | 21.30% | -4.93% | 4.36% | -1.49% | 0.00% | 0.51% | -2.36% | -1.90% | 9.31% | 60.58% |
| 2015 | -4.94% | 13.28% | 2.22% | 28.34% | -3.32% | 0.59% | -2.71% | 11.81% | 5.64% | 5.73% | -5.56% | -4.03% | 51.29% |
| 2014 | 3.03% | -6.32% | -2.08% | -5.24% | -3.79% | 0.01% | -5.80% | -18.82% |
Expense Ratio
Rus portfolio 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Rus portfolio is 4, meaning it’s performing worse than 96% 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 | |
|---|---|---|---|---|---|
LKOH.ME PJSC LUKOIL | 0.03 | 0.31 | 1.04 | 0.04 | 0.08 |
SNGSP.ME Surgutneftegas Public Joint Stock Company | 0.42 | 1.22 | 1.17 | 0.78 | 2.94 |
PLZL.ME Public Joint Stock Company Polyus | -0.85 | -0.35 | 0.89 | -0.92 | -3.34 |
YNDX.ME Yandex N.V. | 0.18 | 0.39 | 1.10 | 0.05 | 0.62 |
Dividends
Dividend yield
Rus portfolio provided a 14.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 14.64% | 8.74% | 4.11% | 6.13% | 7.72% | 3.29% | 7.53% | 3.29% | 3.47% | 6.75% | 6.34% | 3.35% |
| Portfolio components: | ||||||||||||
LKOH.ME PJSC LUKOIL | 7.51% | 6.88% | 13.08% | 6.29% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% |
SNGSP.ME Surgutneftegas Public Joint Stock Company | 29.31% | 25.08% | 1.44% | 18.23% | 17.46% | 2.32% | 20.20% | 3.50% | 2.13% | 21.58% | 18.56% | 8.00% |
PLZL.ME Public Joint Stock Company Polyus | 21.75% | 2.99% | 1.94% | 0.00% | 5.01% | 3.19% | 4.32% | 5.15% | 5.59% | 0.00% | 0.00% | 0.00% |
YNDX.ME Yandex N.V. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Rus portfolio. 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 Rus portfolio was 67.14%, occurring on Apr 9, 2025. The portfolio has not yet recovered.
The current Rus portfolio drawdown is 32.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.14% | Mar 19, 2025 | 16 | Apr 9, 2025 | — | — | — |
| -66.14% | Nov 12, 2021 | 81 | Mar 9, 2022 | 749 | Feb 13, 2025 | 830 |
| -36.93% | Jun 25, 2014 | 124 | Dec 16, 2014 | 80 | Apr 15, 2015 | 204 |
| -27.46% | Feb 25, 2020 | 16 | Mar 18, 2020 | 16 | Apr 9, 2020 | 32 |
| -24.95% | Mar 14, 2018 | 23 | Apr 13, 2018 | 190 | Jan 10, 2019 | 213 |
Volatility
Volatility Chart
The current Rus portfolio volatility is 99.58%, 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
| PLZL.ME | YNDX.ME | SNGSP.ME | LKOH.ME | |
|---|---|---|---|---|
| PLZL.ME | 1.00 | 0.32 | 0.41 | 0.41 |
| YNDX.ME | 0.32 | 1.00 | 0.38 | 0.46 |
| SNGSP.ME | 0.41 | 0.38 | 1.00 | 0.53 |
| LKOH.ME | 0.41 | 0.46 | 0.53 | 1.00 |