Buy and hold
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Equity growth, RUB thousand
- Buy and hold
- MOEX Russia Index
Result over the period
- Return
- ↓ −23.3 %
- Moscow Exchange index over the same period
- ↓ −24.3 %
- Return per year
- ↓ −7.3 %
- Worst drawdown
- −42.4 %
- Annual volatility
- 18.9 %
- Return per unit of risk
- −0.31
- Annual turnover, % of capital
- 28.3 %
- Starting capital
- 1,000,000 ₽
- End of period
- 767,048 ₽
Portfolio at the end of the period
- TRUR 11.9 %
- YDEX 10.7 %
- SBER 9.4 %
- TATN 8.6 %
- MOEX 7.1 %
- SNGSP 6.7 %
- LKOH 6.4 %
- TRNFP 6.4 %
- FLOT 6.2 %
- GMKN 5.7 %
- GAZP 5.7 %
- ROSN 5.6 %
- VTBR 3.8 %
- MGNT 2.5 %
- Cash 1.9 %
Period: 23/10/2023 — 23/10/2026. Data as of 23/10/2026. 15 securities in the calculation.
Returns include dividends, a commission of 0.05 % and slippage of 0.02 % of the trade value; trades execute at the next day's opening price after the signal. The MOEX Russia Index is shown for scale: it is a price index and excludes dividends.