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FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB) (FXRB)

ETF · Currency in RUB · Last updated May 17, 2022

FXRB is a passive ETF by FinEx tracking the investment results of the Bloomberg Barclays Emerging Markets Tradable Russian Corporate Bond Index. FXRB launched on Feb 6, 2013 and has a 0.95% expense ratio.

ETF Info

  • ISINIE00B7L7CP77
  • IssuerFinEx
  • Inception DateFeb 6, 2013
  • RegionEmerging Europe (Russia)
  • CategoryCorporate Bonds
  • Expense Ratio0.95%
  • Index Tracked Bloomberg Barclays Emerging Markets Tradable Russian Corporate Bond Index
  • ETF Home Pagefinex-etf.ru
  • Asset ClassBond

FXRBShare Price Chart


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FXRBPerformance

The chart shows the growth of RUB 10,000 invested in FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB) on May 3, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 14,440 for a total return of roughly 44.40%. All prices are adjusted for splits and dividends.


FXRB (FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB))
Benchmark (^GSPC)

FXRBReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-20.67%2.54%
YTD-25.05%-5.90%
6M-24.93%-0.86%
1Y-21.47%13.19%
5Y2.32%14.37%
10Y4.45%12.95%

FXRBMonthly Returns Heatmap


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FXRBSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB) Sharpe ratio is -1.54. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


FXRB (FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB))
Benchmark (^GSPC)

FXRBDividend History

FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB) granted a 0.00% dividend yield in the last twelve months, as of May 17, 2022. The annual payout for that period amounted to RUB 0.00 per share.


PeriodTTM202120202019201820172016201520142013
DividendRUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 0.00RUB 114.86RUB 69.77

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1,437.55%732.14%

FXRBDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FXRB (FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB))
Benchmark (^GSPC)

FXRBWorst Drawdowns

The table below shows the maximum drawdowns of the FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB). A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB) is 38.79%, recorded on Dec 16, 2014. It took 148 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.79%May 13, 2013329Dec 16, 2014148Aug 12, 2015477
-25.79%Nov 17, 202170Feb 25, 2022
-11.6%Feb 27, 202014Mar 18, 202047May 26, 202061
-9.43%May 3, 20132May 6, 20132May 8, 20134
-7.22%Aug 13, 20158Aug 24, 201554Nov 18, 201562
-5.93%Jan 26, 201852Apr 11, 2018155Nov 16, 2018207
-2.89%Nov 8, 201613Nov 24, 201626Dec 30, 201639
-2.54%Jul 14, 201610Jul 27, 201623Aug 29, 201633
-2.01%Sep 23, 201618Oct 18, 201613Nov 7, 201631
-1.5%Jan 15, 20165Jan 21, 20162Jan 25, 20167

FXRBVolatility Chart

Current FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB) volatility is 64.27%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FXRB (FinEx Tradable Russian Corporate Bonds UCITS ETF (RUB))
Benchmark (^GSPC)

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