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Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez (JNOS.ME)

Equity · Currency in RUB
Sector
Energy
Industry
Oil & Gas Refining & Marketing
ISIN
RU0009100895

JNOS.MEPrice Chart


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JNOS.MEPerformance

The chart shows the growth of RUB 10,000 invested in Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez on Mar 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 12,204 for a total return of roughly 22.04%. All prices are adjusted for splits and dividends.


JNOS.ME (Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez)
Benchmark (S&P 500)

JNOS.MEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-4.76%0.02%
6M7.53%8.92%
YTD8.99%20.20%
1Y8.70%23.59%
5Y-4.66%16.64%
10Y6.70%15.44%

JNOS.MEMonthly Returns Heatmap


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JNOS.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 Slavneft-Yaroslavnefteorgsintez Sharpe ratio is 0.22. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


JNOS.ME (Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez)
Benchmark (S&P 500)

JNOS.MEDividends

Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez granted a 0.00% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to RUB 0.00 per share.


PeriodTTM20202019201820172016201520142013201220112010
DividendRUB 0.00RUB 0.00RUB 0.00RUB 0.01RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00

Dividend yield

0.00%0.00%0.00%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

JNOS.MEDrawdowns Chart

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


JNOS.ME (Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez)
Benchmark (S&P 500)

JNOS.MEWorst Drawdowns

The table below shows the maximum drawdowns of the Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez. 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 Slavneft-Yaroslavnefteorgsintez is 66.09%, recorded on Mar 27, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.09%Mar 5, 20151273Mar 27, 2020
-65.76%Apr 30, 2010350Sep 27, 2011252Sep 28, 2012602
-54.78%Oct 17, 2012161Jun 13, 2013290Aug 11, 2014451
-32.23%Sep 10, 201467Dec 15, 201452Mar 4, 2015119
-15.28%Aug 27, 20145Sep 2, 20143Sep 5, 20148
-14.71%Mar 19, 201024Apr 21, 20101Apr 22, 201025
-11.74%Mar 9, 20103Mar 11, 20105Mar 18, 20108
-8.7%Oct 3, 20123Oct 5, 20127Oct 16, 201210
-6.57%Aug 19, 20141Aug 19, 20141Aug 20, 20142
-4.53%Apr 26, 20102Apr 27, 20101Apr 28, 20103

JNOS.MEVolatility Chart

Current Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez volatility is 44.13%. 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.


JNOS.ME (Public Joint Stock Company Slavneft-Yaroslavnefteorgsintez)
Benchmark (S&P 500)

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