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FinEx Russian RTS Equity UCITS ETF (FXRL)

ETF · Currency in RUB · Last updated May 14, 2022

FXRL is a passive ETF by FinEx tracking the investment results of the RTS Net Total Return (Non-Resident). FXRL launched on Feb 24, 2016 and has a 0.90% expense ratio.

ETF Info

  • ISINIE00BQ1Y6480
  • IssuerFinEx
  • Inception DateFeb 24, 2016
  • RegionEmerging Europe (Russia)
  • CategoryEmerging Markets Equities
  • Expense Ratio0.90%
  • Index TrackedRTS Net Total Return (Non-Resident)
  • ETF Home Pagefinex-etf.ru
  • Asset ClassEquity
  • Asset Class Size

    Small-Cap
  • Asset Class Style

    Blend

FXRLShare Price Chart


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FXRLPerformance

The chart shows the growth of RUB 10,000 invested in FinEx Russian RTS Equity UCITS ETF on Mar 3, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 18,999 for a total return of roughly 89.99%. All prices are adjusted for splits and dividends.


FXRL (FinEx Russian RTS Equity UCITS ETF)
Benchmark (^GSPC)

FXRLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-21.63%2.54%
YTD-30.75%-5.90%
6M-30.78%-0.86%
1Y-19.18%13.19%
5Y9.77%14.37%
10Y11.31%15.78%

FXRLMonthly Returns Heatmap


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FXRLSharpe 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 Russian RTS Equity UCITS ETF Sharpe ratio is -0.00. 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.


FXRL (FinEx Russian RTS Equity UCITS ETF)
Benchmark (^GSPC)

FXRLDividend History


FinEx Russian RTS Equity UCITS ETF doesn't pay dividends

FXRLDrawdowns Chart

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


FXRL (FinEx Russian RTS Equity UCITS ETF)
Benchmark (^GSPC)

FXRLWorst Drawdowns

The table below shows the maximum drawdowns of the FinEx Russian RTS Equity UCITS ETF. 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 Russian RTS Equity UCITS ETF is 99.35%, recorded on Feb 25, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.35%Oct 7, 202198Feb 25, 2022
-33.34%Jan 21, 202040Mar 18, 2020173Nov 24, 2020213
-20.44%Jan 4, 2017111Jun 15, 2017144Jan 9, 2018255
-10.58%Feb 27, 201829Apr 9, 201862Jul 5, 201891
-7.59%Oct 4, 201819Oct 30, 201857Jan 23, 201976
-6.73%Jan 15, 202111Jan 29, 202128Mar 11, 202139
-5.75%Jul 10, 201928Aug 16, 201913Sep 4, 201941
-5.48%Apr 25, 201641Jun 27, 201611Jul 12, 201652
-4.82%Jan 26, 201811Feb 9, 20189Feb 22, 201820
-4.32%Mar 16, 20216Mar 23, 202118Apr 16, 202124

FXRLVolatility Chart

Current FinEx Russian RTS Equity UCITS ETF volatility is 105.59%. 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.


FXRL (FinEx Russian RTS Equity UCITS ETF)
Benchmark (^GSPC)

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