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FinEx Russian RTS Equity UCITS ETF

FXRL
ETF · Currency in RUB
ISIN
IE00BQ1Y6480
Issuer
FinEx
Inception Date
Feb 24, 2016
Region
Emerging Europe (Russia)
Category
Emerging Markets Equities
Expense Ratio
0.90%
Index Tracked
RTS Net Total Return (Non-Resident)
ETF Home Page
finex-etf.ru
Asset Class
Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

FXRLPrice Chart


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S&P 500

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 26,906 for a total return of roughly 169.06%. All prices are adjusted for splits and dividends.


FXRL (FinEx Russian RTS Equity UCITS ETF)
Benchmark (S&P 500)

FXRLReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M5.79%
YTD18.05%
6M20.05%
1Y47.35%
5Y20.78%
10Y20.63%

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 3.11. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


FXRL (FinEx Russian RTS Equity UCITS ETF)
Benchmark (S&P 500)

FXRLDividends


FXRL 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 (S&P 500)

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 33.34%, recorded on Mar 18, 2020. It took 174 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.34%Jan 21, 202040Mar 18, 2020174Nov 25, 2020214
-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
-4.25%Sep 17, 201914Oct 4, 201913Oct 23, 201927

FXRLVolatility Chart

Current FinEx Russian RTS Equity UCITS ETF volatility is 9.67%. 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 (S&P 500)

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