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Sistema Public Joint Stock Financial Corporation

AFKS.ME
Equity · Currency in RUB
Sector
Communication Services
Industry
Telecom Services

AFKS.MEPrice Chart


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S&P 500

AFKS.MEPerformance

The chart shows the growth of RUB 10,000 invested in Sistema Public Joint Stock Financial Corporation on Nov 22, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 19,621 for a total return of roughly 96.21%. All prices are adjusted for splits and dividends.


AFKS.ME (Sistema Public Joint Stock Financial Corporation)
Benchmark (S&P 500)

AFKS.MEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-3.08%
YTD8.20%
6M9.54%
1Y86.34%
5Y12.41%
10Y7.33%

AFKS.MEMonthly Returns Heatmap


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AFKS.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 Sistema Public Joint Stock Financial Corporation Sharpe ratio is 2.80. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


AFKS.ME (Sistema Public Joint Stock Financial Corporation)
Benchmark (S&P 500)

AFKS.MEDividends

Sistema Public Joint Stock Financial Corporation granted a 0.42% dividend yield in the last twelve months, as of Jun 12, 2021. The annual payout for that period amounted to RUB 0.13 per share.


PeriodTTM2020201920182017201620152014201320122011
DividendRUB 0.13RUB 0.13RUB 0.11RUB 0.11RUB 1.49RUB 1.72RUB 0.94RUB 4.12RUB 0.96RUB 0.28RUB 0.00

Dividend yield

0.42%0.45%0.72%1.38%12.32%7.42%5.33%36.14%2.14%1.10%0.00%

AFKS.MEDrawdowns Chart

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


AFKS.ME (Sistema Public Joint Stock Financial Corporation)
Benchmark (S&P 500)

AFKS.MEWorst Drawdowns

The table below shows the maximum drawdowns of the Sistema Public Joint Stock Financial Corporation. 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 Sistema Public Joint Stock Financial Corporation is 86.89%, recorded on Dec 16, 2014. It took 1589 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.89%Jul 8, 2014114Dec 16, 20141589Apr 13, 20211703
-32.31%Dec 25, 201352Mar 14, 201461Jun 16, 2014113
-27.13%Mar 15, 201243May 17, 2012276Jun 26, 2013319
-18.61%Apr 15, 202130May 27, 2021
-14.93%Dec 2, 201118Dec 27, 201120Jan 26, 201238
-5.97%Feb 27, 20127Mar 6, 20123Mar 13, 201210
-5.7%Sep 12, 20131Sep 12, 201310Sep 26, 201311
-5.54%Aug 16, 20133Aug 20, 201315Sep 10, 201318
-5.02%Jan 27, 201211Feb 10, 20125Feb 17, 201216
-5.01%Jul 16, 20133Jul 18, 20139Jul 31, 201312

AFKS.MEVolatility Chart

Current Sistema Public Joint Stock Financial Corporation volatility is 15.27%. 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.


AFKS.ME (Sistema Public Joint Stock Financial Corporation)
Benchmark (S&P 500)

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