PortfoliosLab logo

Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.ME)

Equity · Currency in RUB · Last updated May 18, 2022

Company Info

HYDR.MEShare Price Chart


Chart placeholderClick Calculate to get results

HYDR.MEPerformance

The chart shows the growth of RUB 10,000 invested in Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro on Mar 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 9,301 for a total return of roughly -6.99%. All prices are adjusted for splits and dividends.


HYDR.ME (Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro)
Benchmark (^GSPC)

HYDR.MEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.76%-5.07%
YTD8.49%-11.95%
6M-1.66%-10.49%
1Y3.28%0.65%
5Y5.18%13.29%
10Y4.19%13.75%

HYDR.MEMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

HYDR.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 Federal Hydro-Generating Company - RusHydro Sharpe ratio is 0.14. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


HYDR.ME (Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro)
Benchmark (^GSPC)

HYDR.MEDividend History

Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro granted a 6.60% dividend yield in the last twelve months, as of May 18, 2022. The annual payout for that period amounted to RUB 0.05 per share.


PeriodTTM202120202019201820172016201520142013201220112010
DividendRUB 0.05RUB 0.05RUB 0.04RUB 0.04RUB 0.03RUB 0.05RUB 0.04RUB 0.02RUB 0.01RUB 0.01RUB 0.01RUB 0.01RUB 0.00

Dividend yield

6.60%7.16%4.86%7.40%6.45%7.91%5.50%3.22%3.61%2.47%1.61%1.33%0.00%

HYDR.MEDrawdowns Chart

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


HYDR.ME (Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro)
Benchmark (^GSPC)

HYDR.MEWorst Drawdowns

The table below shows the maximum drawdowns of the Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro. 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 Federal Hydro-Generating Company - RusHydro is 74.68%, recorded on Apr 19, 2013. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.68%Apr 14, 2010751Apr 19, 2013
-4.89%Apr 2, 20104Apr 7, 20102Apr 9, 20106
-2.57%Mar 16, 20104Mar 19, 20106Mar 29, 201010
-0.15%Mar 11, 20101Mar 11, 20101Mar 12, 20102

HYDR.MEVolatility Chart

Current Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro volatility is 3.41%. 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.


HYDR.ME (Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro)
Benchmark (^GSPC)

Portfolios with Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro


Loading data...

More Tools for Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro