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Performance
Performance Chart
The chart shows the growth of an initial investment of RUB 10,000 in Russian Government Bond Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
^RGBITR is traded in RUB, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to RUB using the latest available exchange rates.
Returns By Period
Russian Government Bond Index (^RGBITR) has returned 3.71% so far this year and 21.33% over the past 12 months.
Russian Government Bond Index
- 1D
- 0.03%
- 1M
- 1.98%
- YTD
- 3.71%
- 6M
- 9.33%
- 1Y
- 21.33%
- 3Y*
- 7.65%
- 5Y*
- 5.15%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.54%
- 1M
- -0.97%
- YTD
- -2.48%
- 6M
- -4.63%
- 1Y
- 10.92%
- 3Y*
- 18.11%
- 5Y*
- 11.52%
- 10Y*
- 14.22%
Monthly Returns
Based on dividend-adjusted daily data since Aug 7, 2018, ^RGBITR's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Dec 2024 with a return of +9.0%, while the worst month was Feb 2022 at -15.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^RGBITR closed higher 55% of trading days. The best single day was Mar 22, 2022 with a return of +4.8%, while the worst single day was Feb 24, 2022 at -13.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.16% | 1.97% | 1.87% | 3.71% | |||||||||
| 2025 | -1.77% | 4.58% | 2.03% | 0.14% | 2.66% | 5.53% | 4.47% | 0.66% | -2.73% | 1.83% | 1.93% | 1.96% | 23.09% |
| 2024 | 0.89% | -1.13% | -2.22% | -0.47% | -4.60% | 0.10% | -1.55% | 0.10% | -0.64% | -4.09% | 3.19% | 8.98% | -2.11% |
| 2023 | 0.49% | -0.45% | 0.88% | 0.98% | 0.82% | -0.34% | -0.52% | -1.62% | -2.93% | -0.74% | 4.57% | -0.21% | 0.76% |
| 2022 | -4.25% | -15.17% | 8.41% | 8.42% | 2.88% | 4.92% | 1.72% | -0.24% | -6.12% | 4.17% | 0.92% | 0.49% | 3.72% |
| 2021 | -0.89% | -1.82% | -0.60% | 0.63% | 0.22% | -0.22% | 1.71% | 0.00% | -1.05% | -3.47% | -0.41% | 0.94% | -4.94% |
Benchmark Metrics
Russian Government Bond Index has an annualized alpha of 7.99%, beta of -0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 08, 2018.
- This index captured 5.66% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -24.86%) — a profile typical of hedging or uncorrelated assets.
- Beta of -0.01 may look defensive, but with R² of 0.00 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.00 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 7.99%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- 5.66%
- Downside Capture
- -24.86%
Return for Risk
Risk / Return Rank
^RGBITR ranks 96 for risk / return — in the top 96% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russian Government Bond Index (^RGBITR) and compare them to a chosen benchmark (S&P 500 Index).
| ^RGBITR | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.41 | 0.43 | +2.97 |
Sortino ratioReturn per unit of downside risk | 5.26 | 0.77 | +4.48 |
Omega ratioGain probability vs. loss probability | 1.70 | 1.11 | +0.59 |
Calmar ratioReturn relative to maximum drawdown | 3.67 | 1.10 | +2.57 |
Martin ratioReturn relative to average drawdown | 11.89 | 3.39 | +8.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^RGBITR risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Russian Government Bond Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Russian Government Bond Index was 26.91%, occurring on Mar 21, 2022. Recovery took 280 trading sessions.
The current Russian Government Bond Index drawdown is 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.91% | Jan 11, 2021 | 290 | Mar 21, 2022 | 280 | Apr 28, 2023 | 570 |
| -14.69% | Jun 14, 2023 | 349 | Oct 31, 2024 | 86 | Mar 5, 2025 | 435 |
| -10.03% | Feb 21, 2020 | 17 | Mar 18, 2020 | 26 | Apr 23, 2020 | 43 |
| -5.81% | Aug 20, 2025 | 37 | Oct 9, 2025 | 41 | Dec 5, 2025 | 78 |
| -5.53% | Mar 21, 2025 | 14 | Apr 9, 2025 | 36 | Jun 2, 2025 | 50 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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