JSFiddle - React, Tailwind, and code Playground

HTML

<div id="menu">
        <ul>
            <li>Настройка дизайна</li>
            <li>Настройка профиля</li>
            <li>Поиск друзей</li>
            <li>Выйти</li>
        </ul>
</div>

CSS

ul, li {
    margin: 10px;
    padding: 0px;
    list-style: none;
    font-family:'Calibri', serif;
}
#menu {
    margin-top: 5px;
    position: relative;
    display: inline-block;
}

#menu:before {
    content:'';
    position: absolute;
    width: 0;
    height: 0;
    top: -15px;
    left: 50%;
    margin-left: -8px;
    border-top: 8px solid transparent;
    border-right: 8px solid transparent;
    border-bottom: 8px solid #444;
    border-left: 8px solid transparent;
}
#menu ul {
    background: #444;
    padding: 5px 0px;
    border-radius: 5px;
}
#menu li {
    position: relative;
    text-align: left;
    background: #444;
    padding: 6px 20px;
    letter-spacing: -1px;
    font-size: 17px;
    color: #fff;
    cursor: pointer;
}

#menu li:after {
    content: '';
    position: absolute;
    bottom: 0px;
    left: 5%;
    width: 90%;
    height: 1px;
    background: #777;
}

#menu li:last-child:after {
    content: '';
    position: absolute;
    bottom: 0px;
    left: 5%;
    width: 90%;
    height: 1px;
    background: transparent;
}

#menu li:hover:before {
    content: '';
    position: absolute;
    top: -1px;
    left: 0px;
    width: 100%;
    height: 1px;
    background: #777;
}

#menu li:hover {
    background-color: #777;
}