PortfoliosLab logo

Public Joint Stock Company Abrau-Durso (ABRD.ME)

Equity · Currency in RUB · Last updated Sep 24, 2022

Company Info

ISINRU000A0JS5T7
SectorConsumer Defensive
IndustryBeverages—Wineries & Distilleries

ABRD.MEShare Price Chart


Chart placeholderClick Calculate to get results

ABRD.MEPerformance

The chart shows the growth of RUB 10,000 invested in Public Joint Stock Company Abrau-Durso in Apr 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 34,778 for a total return of roughly 247.78%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
2.97%
-14.36%
ABRD.ME (Public Joint Stock Company Abrau-Durso)
Benchmark (^GSPC)

ABRD.MEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-7.73%-10.55%
6M27.65%-13.75%
YTD-11.93%-18.84%
1Y-11.48%-12.13%
5Y0.29%9.14%
10Y13.07%9.79%

ABRD.MEMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-8.27%-24.79%33.71%-0.00%-3.36%-0.29%2.93%9.80%-12.34%
2021-0.50%2.01%4.19%-4.49%-1.24%0.25%-1.11%0.00%-1.28%5.71%-2.21%-2.76%
2020-2.52%-4.80%3.10%-1.13%-0.00%-0.76%-0.77%55.21%-3.73%-1.32%9.74%-4.08%
20190.00%-0.71%-0.72%1.45%-3.21%2.58%1.69%-1.81%-0.74%2.22%-1.09%1.83%
2018-4.79%5.76%4.42%-3.91%-6.44%6.52%1.29%-3.42%6.38%-7.33%5.04%-4.11%
20179.00%-1.38%25.58%7.41%2.07%27.86%-5.59%-4.79%-5.33%-0.00%-6.56%-2.34%
201613.57%-9.73%-17.65%-3.57%1.85%-1.21%1.84%13.86%-4.23%-4.42%5.12%10.50%
2015-1.59%8.06%-1.49%-15.66%6.59%5.62%-2.13%13.04%-0.96%0.49%-0.48%-3.40%
2014-0.72%6.45%17.59%-0.35%3.16%4.64%0.16%-6.59%-9.53%-3.49%-2.25%-12.90%
20132.11%1.23%3.61%-0.90%1.70%2.67%0.85%-4.79%3.05%8.71%7.49%5.52%
20122.71%-0.06%7.38%3.68%5.64%0.00%6.99%5.98%4.47%

ABRD.MESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Public Joint Stock Company Abrau-Durso Sharpe ratio is -0.20. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
-0.20
-0.67
ABRD.ME (Public Joint Stock Company Abrau-Durso)
Benchmark (^GSPC)

ABRD.MEDividend History

Public Joint Stock Company Abrau-Durso granted a 2.06% dividend yield in the last twelve months. The annual payout for that period amounted to RUB 3.44 per share.


PeriodTTM2021202020192018201720162015201420132012
DividendRUB 3.44RUB 2.86RUB 1.03RUB 2.86RUB 2.86RUB 1.29RUB 0.41RUB 0.00RUB 0.58RUB 0.41RUB 0.00

Dividend yield

2.06%1.51%0.53%2.14%2.17%0.96%0.45%0.00%0.67%0.44%0.00%

ABRD.MEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-38.49%
-19.35%
ABRD.ME (Public Joint Stock Company Abrau-Durso)
Benchmark (^GSPC)

ABRD.MEWorst Drawdowns

The table below shows the maximum drawdowns of the Public Joint Stock Company Abrau-Durso. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Public Joint Stock Company Abrau-Durso is 58.85%, recorded on Feb 24, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.85%Feb 19, 2021258Feb 24, 2022
-45.51%Jul 9, 2014163May 6, 2015376Mar 30, 2017539
-41.69%Jul 24, 2017536Mar 18, 202096Aug 6, 2020632
-32.52%Aug 10, 202059Oct 29, 202076Feb 18, 2021135
-17.72%Jun 29, 20175Jul 5, 20178Jul 20, 201713
-13.51%Jun 22, 20171Jun 22, 20172Jun 26, 20173
-12.34%May 29, 20175Jun 9, 20174Jun 21, 20179
-12.27%Jul 22, 201330Aug 30, 201342Nov 5, 201372
-10%Apr 11, 201712May 5, 20178May 25, 201720
-7.89%Jun 27, 20171Jun 27, 20171Jun 28, 20172

ABRD.MEVolatility Chart

Current Public Joint Stock Company Abrau-Durso volatility is 53.60%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%50.00%100.00%150.00%200.00%AprilMayJuneJulyAugustSeptember
53.60%
23.28%
ABRD.ME (Public Joint Stock Company Abrau-Durso)
Benchmark (^GSPC)