Vol target equal
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Equity growth, RUB thousand
- Vol target equal
- MOEX Russia Index
Result over the period
- Return
- ↓ −13.9 %
- Moscow Exchange index over the same period
- ↓ −24.8 %
- Return per year
- ↓ −4.2 %
- Worst drawdown
- −26.6 %
- Annual volatility
- 8.1 %
- Return per unit of risk
- −0.49
- Annual turnover, % of capital
- 178.4 %
- Starting capital
- 1,000,000 ₽
- End of period
- 861,163 ₽
Portfolio at the end of the period
- Cash 100.0 %
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.