Equal weight monthly
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Equity growth, RUB thousand
- Equal weight monthly
- MOEX Russia Index
Result over the period
- Return
- ↓ −20.7 %
- Moscow Exchange index over the same period
- ↓ −24.8 %
- Return per year
- ↓ −6.5 %
- Worst drawdown
- −41.5 %
- Annual volatility
- 19.5 %
- Return per unit of risk
- −0.25
- Annual turnover, % of capital
- 52.4 %
- Starting capital
- 1,000,000 ₽
- End of period
- 792,788 ₽
Portfolio at the end of the period
- FLOT 7.2 %
- GAZP 6.9 %
- LKOH 6.9 %
- ROSN 6.9 %
- TATN 6.8 %
- MGNT 6.7 %
- NMTP 6.6 %
- TRUR 6.3 %
- TRNFP 6.3 %
- MOEX 6.3 %
- SBER 6.2 %
- VTBR 6.2 %
- SNGSP 6.2 %
- YDEX 6.1 %
- GMKN 6.0 %
Period: 16/10/2023 — 16/10/2026. Data as of 16/10/2026. 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.