| Year | Strat | MCFTR | Δ |
|---|---|---|---|
| 2026* | +2.3% | -16.8% | +19.0% |
| 2025 | +21.1% | +2.9% | +18.1% |
| 2024 | +13.7% | +1.6% | +12.1% |
| 2023 | +110.9% | +53.8% | +57.1% |
| 2022 | -2.0% | -37.3% | +35.3% |
| 2021 | +25.3% | +21.8% | +3.5% |
| 2020 | +10.6% | +14.8% | -4.2% |
| 2019* | +28.5% | +1.4% | +27.2% |
| 2018 | +15.0% | — | — |
| 2017 | +24.7% | — | — |
| 2016* | +50.2% | — | — |
RU high-yield payers (yield ≥ 6%) with 2 consecutive years of dividend growth. Excludes yield-traps — dividends funded by rising debt (negative FCF + climbing net-debt/EBITDA, e.g. EUTR; steady-high leverage like MTS is fine) or on sharply falling earnings (LTM EBITDA down >25% YoY, e.g. DIAS, ZAYM) — plus non-RU (KASE) tickers. Top 10 by trailing yield, equal weight, monthly. Total return.
| Period | Strategy | MCFTR | vs index |
|---|---|---|---|
| Day | -1.9% | +0.6% | -2.5% |
| Week | -2.0% | -0.1% | -1.9% |
| Month | -2.1% | -1.3% | -0.9% |
| # | Holding | Weight | Day | yield |
|---|---|---|---|---|
| 1 | NMTP dividend yield 16.4%; payout rising 3y 0.8->1.0->1.1 /sh. | 25.0% | -2.2% | 16% |
| 2 | MRKP dividend yield 14.2%; payout rising 3y 0.0->0.1->0.1 /sh. | 25.0% | -1.6% | 14% |
| 3 | SBER dividend yield 13.6%; payout rising 3y 33.3->34.8->37.6 /sh. | 25.0% | -1.3% | 14% |
| 4 | T dividend yield 6.1%; payout rising 3y 9.2->10.0->17.4 /sh. | 25.0% | -3.4% | 6% |
| Rebalance | Signal | Holding | Price (RUB) | Weight | Result |
|---|---|---|---|---|---|
| 17 Aug 2026 | Buy | T TBank dividend yield 6.1%; payout rising 3y 9.2->10.0->17.4 /sh. | 252.48 | 25.0% | — |
| 16 Jul 2026 | Sell | TRNFP Transneft (pref) dropped out of the top ranking (entry score was 16%) | 1 146 | — | -18.2% |
| 5 Jul 2026 | Buy | NMTP Novorossiysk Commercial Sea Port dividend yield 11.5%; payout rising 3y 0.8->1.0->1.1 /sh. | 8.31 | 25.0% | — |
| 2 Jul 2026 | Sell | LSNGP dropped out of the top ranking (entry score was 8%) | 336.55 | — | -12.3% |
| 27 Jun 2026 | Sell | MOEX dropped out of the top ranking (entry score was 15%) | 163.56 | — | -8.1% |
| 18 Jun 2026 | Sell | SBERP dropped out of the top ranking (entry score was 11%) | 316.20 | — | -2.8% |
| Sell | MRKC IDGC Center dropped out of the top ranking (entry score was 11%) | 0.6304 | — | -4.7% | |
| Sell | KBSB TNS Energo Kuban dropped out of the top ranking (entry score was 6%) | 829.00 | — | -0.5% | |
| 15 Jun 2026 initial book | Buy | MOEX dividend yield 15.0%; payout rising 3y 4.8->17.4->26.1 /sh. | 178.07 | 12.5% | — |
| Buy | TRNFP Transneft (pref) dividend yield 14.4%; payout rising 3y 166.7->177.2->198.2 /sh. | 1 401 | 12.5% | — | |
| Buy | SBER Sberbank dividend yield 10.8%; payout rising 3y 33.3->34.8->37.6 /sh. | 324.56 | 12.5% | — | |
| Buy | SBERP dividend yield 10.8%; payout rising 3y 33.3->34.8->37.6 /sh. | 325.19 | 12.5% | — | |
| Buy | MRKC IDGC Center dividend yield 10.5%; payout rising 3y 0.0->0.1->0.1 /sh. | 0.6612 | 12.5% | — | |
| Buy | MRKP IDGC Center & Volga dividend yield 8.3%; payout rising 3y 0.0->0.0->0.1 /sh. | 0.6052 | 12.5% | — | |
| Buy | LSNGP dividend yield 6.8%; payout rising 3y 19.3->22.2->26.0 /sh. | 383.75 | 12.5% | — | |
| Buy | KBSB TNS Energo Kuban dividend yield 6.1%; payout rising 3y 15.4->20.1->50.4 /sh. | 833.00 | 12.5% | — |
Prices are the frozen close on the signal date — the price at which the live paper-book starts (buy) or stops (sell) holding the position. Sell result is the price change from the position's own buy signal, dividends not included.