*** | AVAZ | GAZP | GMKN | LKOH | ROSN | SBER | SNGS | SNGSP | TRNFP | TATN | VTBR | TotalLong | Cash | Капитал % |
Доход % |
RTSIndex % |
52 week 31dec2008 |
* | 51.259 | * | * | * | * | * | * | * | * | * | 51.259 | 48.741 | +133.298 | +133.298 | -72.412 |
51 week 26dec2008 |
* | * | * | * | * | * | * | * | * | * | * | * | 100 | +129.253 | +130.685 | -71.863 |
50 week 19dec2008 |
2.475 | * | * | * | * | 5.637 | 8.38 | 15.642 | 2.837 | * | 8.151 | 43.122 | 56.878 | +118.776 | +122.466 | -72.311 |
49 week 12dec2008 |
2.407 | * | * | * | * | 5.664 | 8.726 | 14.166 | 2.856 | * | 8.700 | 42.519 | 57.481 | +116.474 | +122.516 | -71.525 |
48 week 5dec2008 |
2.39 | * | * | * | * | 5.422 | 8.25 | 13.853 | 2.705 | * | 7.958 | 40.578 | 59.422 | +109.412 | +117.456 | -74.25 |
47 week 28nov2008 |
2.462 | * | * | * | * | 5.955 | 9.031 | 14.265 | 2.687 | * | 8.133 | 42.533 | 57.467 | +116.53 | +127.72 | -71.266 |
46 week 21nov2008 |
2.822 | 30.072 | * | * | * | 7.130 | 8.814 | 14.524 | 3.381 | * | 9.376 | 76.119 | 23.881 | +77.166 | +86.397 | -74.672 |
45 week 14nov2008 |
3.057 | * | * | * | * | 7.656 | 8.751 | 15.629 | 3.256 | * | 9.76 | 48.109 | 51.891 | +82.704 | +94.629 | -71.883 |
44 week 7nov2008 |
3.350 | * | * | * | * | 8.072 | 9.221 | 16.481 | 3.889 | * | 11.155 | 52.168 | 47.832 | +98.208 | +114.89 | -66.792 |
43 week 1nov2008 |
3.244 | 40.134 | * | * | * | 12.044 | 15.055 | 18.622 | 4.001 | * | 12.162 | 105.242 | leverage | +96.421 | +115.011 | -64.969 |
43 week 31oct2008 |
3.314 | 59.929 | * | * | * | 18.914 | 15.892 | 18.599 | 4.109 | * | 12.683 | 133.44 | leverage | +83.521 | +99.951 | -66.236 |
43 week 30oct2008 |
3.294 | 78.882 | * | * | * | 19.970 | 16.390 | 18.685 | 4.078 | * | 12.931 | 154.23 | leverage | +79.579 | +95.547 | -66.876 |
43 week 29oct2008 |
3.864 | 87.560 | * | * | * | 20.879 | 18.729 | 22.329 | 4.588 | * | 15.459 | 173.408 | leverage | +32.607 | +39.279 | -71.884 |
43 week 28oct2008 |
4.719 | 97.159 | * | * | * | 21.741 | 22.421 | 24.615 | 5.281 | * | 17.563 | 193.499 | leverage | +4.066 | +4.914 | -74.868 |
42 week 24oct2008 |
5.106 | 49.959 | * | * | * | 15.144 | 22.497 | 26.197 | 5.235 | * | 17.249 | 141.387 | leverage | -3.699 | -4.53 | -76.012 |
41 week 17oct2008 (читать) |
5.217 | 84.397 | * | * | * | 14.252 | 21.068 | 30.786 | 7.266 | * | 16.822 | 179.808 | leverage | +2.047 | +2.567 | -70.853 |
40 week 10oct2008 отдых |
6.822 | * | * | * | * | 16.876 | 16.698 | 33.02 | 8.588 | * | 17.55 | 99.554 | 0.446 | +3.825 | +4.933 | -63.119 |
39 week 3oct2008 (читать) |
6.40 | * | * | * | * | 17.989 | 16.703 | 25.869 | 9.614 | * | 19.527 | 96.102 | 3.898 | +30.017 | +43.825 | -53.242 |
38 week 26sep2008 (читать) |
7.06 | * | * | * | * | 17.114 | 16.300 | 25.331 | 9.909 | * | 20.719 | 96.433 | 3.567 | +42.113 | +63.256 | -43.878 |
Позиция | 25 week 27 jun |
26 week 4 jul |
27 week 11 jul |
28 week 18 jul |
29 week 25 jul |
30 week 1 aug |
31 week 8 aug |
32 week 15 aug |
33 week 22 aug |
34 week 29 aug |
35 week 5 sep |
36 week 12 sep |
37 week 19 sep |
AVAZ | 11.18 | 11.592 | 11.383 | 10.321 | 8.773 | 7.918 | 7.134 | 6.20 | 7.998 | 8.792 | 7.949 | 7.368 | 7.262 |
TRNFP | 15.894 | 15.828 | 19.568 | 19.546 | 17.047 | 15.947 | 19.582 | 12.748 | 16.711 | 16.816 | 11.706 | 10.575 | 8.28 |
SNGSP | 21.142 | 20.665 | 19.489 | 26.351 | 16.925 | 16.542 | 21.385 | 29.522 | 28.607 | 35.503 | 28.768 | 30.107 | 26.503 |
SNGS | 17.405 | 17.00 | 16.853 | 16.129 | 14.839 | 14.979 | 14.663 | 12.933 | 18.596 | 23.346 | 17.711 | 17.88 | 18.153 |
LKOH | 26.855 | 23.268 | 15.358 | 26.368 | 13.953 | 14.268 | 21.839 | 12.271 | 21.248 | 30.556 | 12.525 | 27.725 | 17.972 |
GAZP | 28.315 | 16.679 | * | 25.734 | * | * | 9.646 | * | 20.255 | 32.33 | 12.146 | 25.824 | 17.23 |
TATN | 14.779 | 8.436 | * | * | * | * | * | * | * | 21.512 | * | * | * |
VTBR | 13.685 | 28.436 | 14.394 | 29.753 | * | * | 7.49 | * | 24.728 | 33.819 | 21.847 | 20.905 | 17.43 |
SBER | 12.62 | 25.232 | 12.964 | 26.163 | * | * | 5.92 | * | 21.197 | 28.716 | 19.941 | 19.511 | 26.441 |
GMKN | * | * | * | * | * | * | * | * | * | * | * | 19.982 | * |
ROSN | * | * | * | * | * | * | * | * | * | * | * | * | 13.183 |
Total LONG % | 161.875 | 167.136 | 110.009 | 180.365 | 71.537 | 69.654 | 107.659 | 73.674 | 159.34 | 231.39 | 132.593 | 179.877 | 152.454 |
капитализация, % | +67.255 | +59.228 | +55.924 | +60.018 | +54.957 | +51.541 | +40.189 | +72.244 | +64.903 | +66.569 | +51.555 | +35.533 | +38.642 |
доходность % годовых |
+137.14 | +116.227 | +105.763 | +109.532 | +96.904 | +87.908 | +66.375 | +115.65 | +100.806 | +100.403 | +75.572 | +50.662 | +59.764 |
RTS Index, % | 1.226 | -4.49 | -5.384 | -6.772 | -14.81 | -15.227 | -24.789 | -22.054 | -25.71 | -28.132 | -35.859 | -41.421 | -43.422 |
Позиция | 16 week 25 apr |
17 week 30 apr |
18 week 8 may |
19 week 16 may |
20 week 23 may |
21 week 30 may |
22 week 7 jun |
23 week 11 jun |
24 week 20 jun |
AVAZ | 16.722 | 16.896 | 15.236 | 13.345 | 11.891 | 11.278 | 11.374 | 11.432 | 11.195 |
TRNFP | 12.941 | 12.620 | 12.162 | 12.482 | 16.476 | 17.084 | 16.64 | 16.187 | 15.898 |
SNGSP | 25.116 | 24.986 | 24.008 | 23.469 | 22.638 | 22.014 | 22.079 | 21.624 | 21.869 |
SNGS | 15.345 | 10.068 | 17.05 | 17.533 | 16.404 | 15.894 | 17.584 | 17.700 | 17.662 |
LKOH | 13.95 | 13.991 | * | 13.816 | * | 14.528 | 7.716 | 16.003 | 15.494 |
GAZP | 17.174 | 10.229 | * | 12.525 | * | 14.052 | 10.744 | 16.423 | 16.643 |
TATN | 15.079 | * | * | 16.214 | * | * | 8.774 | * | * |
VTBR | 15.598 | 9.646 | 9.17 | 13.662 | 7.889 | 15.184 | 6.872 | 13.533 | 6.812 |
SBER | 14.731 | 15.142 | * | 14.694 | 6.92 | 13.296 | 6.282 | 12.527 | 6.324 |
GMKN | * | * | * | 9.732 | * | * | * | * | * |
ROSN | * | * | * | * | * | * | * | * | * |
Total LONG % | 146.656 | 113.578 | 77.626 | 147.492 | 94.47 | 123.33 | 108.065 | 125.429 | 111.79 |
капитализация, % | +27.077 | +27.289 | +41.151 | 62.005 | +73.236 | +77.993 | +73.807 | +74.061 | +73.497 |
доходность % годовых |
+85.199 | +83.701 | +116.435 | +165.196 | +185.633 | +188.526 | +169.431 | +165.842 | +155.967 |
RTS Index, % | -7.044 | -7.33 | -0.284 | 8.22 | 6.316 | 7.394 | 2.227 | 2.89 | 4.114 |
торговая неделя | общий long, % | общий cash, % | прибыль портфеля, % | доходность, %годовых | сравнительно RTS Index, % |
25apr2008 | 146.656 | leverage | AA+27.077 | AA+85.199 | -7.044 |
15 | 153.399 | leverage | AA+29.30 | AA+98.114 | -5.002 |
14 | 71.785 | 28.215 | AA+22.779 | AA+81.513 | -7.789 |
13 | 112.095 | leverage | AA+19.683 | AA+75.624 | -10.105 |
12 | 127.47 | leverage | AA+15.779 | AA+65.447 | -10.526 |
Так | Был | Завершен | Первый | Период | Работы |
11 | 133.796 | leverage | AA+10.411 | AA+46.913 | -14.226 |
10 | 119.199 | leverage | AA+17.355 | AA+85.602 | -9.884 |
9 | 100.66 | leverage | AA+13.853 | AA+75.467 | -12.131 |
8 | 113.162 | leverage | AA+13.693 | AA+83.299 | -9.891 |
7 | 133.79 | leverage | AA+16.704 | AA+115.036 | -9.202 |
6 | 144.368 | leverage | AA+13.795 | AA+111.893 | -11.585 |
5 | 123.871 | leverage | AA+1.849 | AA+17.304 | -18.318 |
4 | 134.00 | leverage | AA+4.43 | AA+50.529 | -14.037 |
3 | 102.82 | leverage | AA+3.242 | AA+47.333 | -11.233 |
2 | 105.654 | leverage | AA-0.843 | AA-17.094 | -5.737 |
1 | 81.171 | 18.829 | AA+0.317* | AA+10.518* | +1.021* |
торговая неделя | общий long, % | общий cash, % | прибыль портфеля, % | доходность, %годовых | сравнительно RTS Index, % |
Так | Был | Завершен | Торговый | Период | 2007 года |
51 | 48.180 | 51.820 | AA+144.531 | AA+144.531 | +19.178 |
50 | 79.218 | 20.782 | AA+145.882 | AA+149.991 | +19.468 |
49 | 115.754 | leverage | AA+142.469 | AA+149.428 | +18.086 |
48 | 144.976 | leverage | AA+143.718 | AA+153.833 | +18.935 |
47 | 149.002 | leverage | AA+122.301 | AA+133.652 | +15.515 |
46 | 134.914 | leverage | AA+113.979 | AA+127.224 | +11.965 |
45 | 131.616 | leverage | AA+120.345 | AA+137.268 | +13.916 |
44 | 128.543 | leverage | AA+128.257 | AA+149.565 | +17.70 |
43 | 145.184 | leverage | AA+128.516 | AA+153.295 | +15.933 |
42 | 176.142 | leverage | AA+122.486 | AA+149.523 | +14.163 |
41 | 149.588 | leverage | AA+113.40 | AA+141.75 | +11.473 |
40 | 176.71 | leverage | AA+119.714 | AA+153.318 | +12.549 |
39 | 155.664 | leverage | AA+117.789 | AA+154.651 | +10.068 |
38 | 157.509 | leverage | AA+111.015 | AA+149.522 | +7.798 |
Так | Был | Завершен | Третий | Период | Работы |
37 | 179.269 | leverage | AA+99.858 | AA+138.061 | +5.43 |
36 | 147.703 | leverage | AA+89.318 | AA+126.852 | +1.109 |
35 | 115.525 | leverage | AA+85.359 | AA+124.624 | -1.235 |
34 | 113.637 | leverage | AA+89.597 | AA+134.579 | -0.105 |
33 | 92.766 | 7.233 | AA+82.384 | AA+127.416 | -2.975 |
32 | 109.814 | leverage | AA+85.34 | AA+136.022 | -3.18 |
31 | 54.70 | 45.30 | AA+80.90 | AA+133.011 | -1.286 |
30 | 68.56 | 31.43 | AA+83.299 | AA+141.414 | +2.54 |
29 | 80.846 | 19.153 | AA+81.259 | AA+142.594 | +2.348 |
28 | 141.023 | leverage | AA+90.689 | AA+164.684 | +7.70 |
27 | 150.351 | leverage | AA+88.672 | AA+166.831 | +7.257 |
26 | 141.795 | leverage | AA+76.973 | AA+150.241 | +2.744 |
25 | 99.141 | 0.858 | AA+65.82 | AA+133.468 | -1.26 |
24 | 128.103 | leverage | AA+65.367 | AA+137.913 | -1.343 |
Так | Был | Завершен | Второй | Период | Работы |
23 | 150.115 | leverage | AA+60.546 | AA+133.128 | -2.011 |
22 | 94.099 | 5.90 | AA+46.301 | AA+105.624 | -6.422 |
21 | 142.191 | leverage | AA+44.212 | AA+106.167 | -4.808 |
20 | 69.123 | 30.876 | AA+34.183 | AA+86.046 | -6.616 |
19 | 144.353 | leverage | AA+35.777 | AA+94.627 | -3.237 |
18 | 93.711 | 6.288 | AA+27.82 | AA+77.513 | -3.979 |
17 | 152.015 | leverage | AA+31.396 | AA+92.415 | +0.423 |
16 | 107.19 | leverage | AA+31.672 | AA+97.968 | +0.707 |
15 | 169.453 | leverage | AA+31.422 | AA+104.264 | +2.58 |
14 | 119.152 | leverage | AA+24.497 | AA+86.809 | +4.145 |
13 | 97.14 | 2.85 | AA+22.929 | AA+87.178 | +1.277 |
Так | Был | Завершен | Первый | Период | Работы |
12 | 55.176 | 44.823 | AA+22.438 | AA+92.02 | +0.718 |
11 | 74.75 | 25.24 | AA+23.123 | AA+102.925 | -0.387 |
10 | 34.827 | 65.172 | AA+18.143 | AA+88.296 | -5.233 |
9 | 20.389 | 79.61 | AA+12.805 | AA+68.733 | -5.893 |
8 | 16.555 | 83.444 | AA+10.688 | AA+63.953 | -6.557 |
7 | 51.722 | 48.277 | AA+11.796 | AA+81.236 | +0.642 |
6 | 32.816 | 67.183 | AA+11.207 | AA+87.033 | -1.292 |
5 | 14.789 | 85.21 | AA+7.735 | AA+70.581 | -1.872 |
4 | 62.303 | 37.696 | AA+7.00 | AA+77.42 | -1.306 |
3 | 45.97 | 54.02 | AA+5.476 | AA+76.875 | -3.05 |
2 | 30.563 | 69.436 | AA+3.943 | AA+75.747 | -5.67 |
1 | 15.723 | 84.276 | AA+1.054* | AA+32.059* | -6.469* |
торговая неделя | общий long, % | общий cash, % | прибыль портфеля, % | доходность, %годовых | сравнительно RTS Index, % |
Так | Был | Завершен | Торговый | Период | 2006 года |
34 | 36.568 | 63.431 | A +44.669 | +68.505 | +8.869 |
33 | 12.19 | 87.80 | A +43.216 | +68.285 | +5.497 |
32 | 19.405 | 80.594 | A +43.328 | +70.6 | +4.978 |
31 | 23.709 | 76.29 | A +42.965 | +72.268 | +4.834 |
30 | 42.143 | 57.856 | A +41.144 | +71.512 | +0.858 |
29 | 45.782 | 54.218 | A +40.124 | +72.1441 | -2.414 |
28 | 22.678 | 77.321 | A +39.168 | +72.94 | -4.326 |
27 | 45.699 | 54.300 | A +38.808 | +74.946 | -3.32 |
Так | Был | Завершен | Второй | Период | Работы |
26 | 30.636 | 69.363 | A +36.72 | +73.641 | -7.016 |
25 | 16.467 | 83.532 | A +36.241 | +75.588 | -7.823 |
24 | 13.091 | 86.918 | A +36.322 | +78.9138 | -7.64 |
23 | 17.657 | 82.342 | A +36.15 | +81.955 | -8.775 |
22 | 5.878 | 94.121 | A +35.512 | +84.168 | -11.916 |
21 | 5.86 | 94.139 | A +35.488 | +88.116 | -12.199 |
20 | 5.752 | 94.247 | A +35.38 | +92.24 | -14.75 |
19 | 7.827 | 92.172 | A +35.314 | +96.914 | -12.16 |
18 | 2.15 | 97.84 | A +35.329 | +102.342 | -9.869 |
17 | zero | 100 | A +35.299 | +108.27 | -8.233 |
16 | 6.262 | 93.737 | A +35.368 | +115.26 | -6.92 |
15 | 3.431 | 96.568 | A +35.179 | +122.289 | -9.637 |
14 | 62.049 | 37.95 | A +35.65 | +132.778 | -6.126 |
Так | Был | Завершен | Первый | Период | Работы |
13 | 71.563 | 28.436 | A +35.27 | +141.467 | -7.71 |
12 | 91.79 | 8.209 | A +32.02 | +139.134 | -11.88 |
11 | 51.339 | 48.66 | A +26.815 | +127.11 | -15.59 |
10 | 16.527 | 83.472 | A +25.103 | +130.89 | -15.89 |
9 | 41.032 | 58.967 | A +26.459 | +153.29 | -12.21 |
8 | 99.512 | 0.487 | A +22.87 | +149.063 | -15.33 |
7 | 81.449 | 18.55 | A +11.528 | +85.871 | -23.81 |
6 | 28.889 | 71.11 | A +9.402 | +81.707 | -24.66 |
5 | 17.451 | 82.548 | A +4.622 | +48.2 | -22.81 |
4 | 32.753 | 67.246 | A +5.20 | +67.78 | -13.02 |
3 | wait | wait | A | A | -15.31 |
2 | wait | wait | A | A | -17.87 |
1 | wait | wait | A | A | -4.77 |
начало | анализ | анализ | A* | A* | 1765.35* |