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MOEX Russia Index (IMOEX)

Index · Currency in RUB · Last updated Sep 30, 2022

IMOEXShare Price Chart


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IMOEXPerformance

The chart shows the growth of RUB 10,000 invested in MOEX Russia Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 13,523 for a total return of roughly 35.23%. All prices are adjusted for splits and dividends.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%MayJuneJulyAugustSeptember
-29.20%
-15.04%
IMOEX (MOEX Russia Index)
Benchmark (^GSPC)

IMOEXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-14.92%-9.68%
6M-22.25%-16.08%
YTD-48.41%-18.77%
1Y-51.94%-11.19%
5Y-1.23%10.00%
10Y2.99%11.53%

IMOEXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.78%-30.02%9.43%-9.56%-3.66%-6.41%0.41%8.41%-18.60%
2021-0.36%2.12%5.83%0.06%5.01%3.23%-1.83%3.91%4.71%1.13%-6.25%-2.66%
20201.01%-9.48%-9.92%5.65%3.18%0.31%6.14%1.88%-2.04%-7.41%15.50%5.84%
20196.41%-1.42%0.48%2.49%4.14%3.77%-0.95%0.02%0.26%5.34%1.43%3.76%
20188.54%0.30%-1.12%1.59%-0.18%-0.30%1.10%1.07%5.52%-4.95%1.69%-0.97%
2017-0.69%-8.19%-1.96%1.04%-5.77%-1.10%2.13%5.35%2.72%-0.62%1.76%0.43%
20161.34%3.10%1.68%4.38%-2.77%-0.42%2.83%1.39%0.33%0.59%5.79%6.07%
201517.98%6.75%-7.55%3.82%-4.69%2.82%0.87%3.84%-5.20%4.17%3.48%-0.55%
2014-3.30%-0.67%-5.22%-4.62%9.65%3.10%-6.55%1.53%0.74%5.49%3.04%-8.94%
20134.88%-3.93%-3.19%-3.66%-2.58%-1.46%3.41%-0.81%7.19%3.24%-2.04%1.67%
20127.97%5.52%-5.03%-2.89%-11.34%6.21%1.41%1.13%2.48%-2.23%-1.38%4.89%
20112.10%3.16%2.01%-3.96%-4.34%0.02%2.32%-9.33%-11.61%9.66%0.07%-6.49%
2010-1.76%-6.11%8.82%-0.97%-7.20%-1.75%6.71%-2.02%5.22%5.77%2.77%7.82%

IMOEXSharpe 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 MOEX Russia Index Sharpe ratio is -0.99. 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.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-0.99
-0.72
IMOEX (MOEX Russia Index)
Benchmark (^GSPC)

IMOEXDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-54.43%
-19.28%
IMOEX (MOEX Russia Index)
Benchmark (^GSPC)

IMOEXWorst Drawdowns

The table below shows the maximum drawdowns of the MOEX Russia Index. 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 MOEX Russia Index is 54.91%, recorded on Sep 26, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.91%Oct 21, 2021217Sep 26, 2022
-34.39%Jan 21, 202040Mar 18, 2020185Dec 10, 2020225
-33.47%Apr 7, 2011741Mar 14, 2014425Nov 23, 20151166
-21.79%Apr 16, 201026May 25, 2010113Nov 1, 2010139
-20.46%Jan 4, 2017111Jun 15, 2017151Jan 18, 2018262
-13.9%Nov 24, 201535Jan 15, 201635Mar 4, 201670
-12.07%Jan 20, 201018Feb 12, 201034Apr 5, 201052
-11.15%Feb 27, 201829Apr 9, 201824May 14, 201853
-8.14%Oct 4, 201858Dec 25, 201820Jan 25, 201978
-8.01%Jul 5, 201931Aug 16, 201949Oct 24, 201980

IMOEXVolatility Chart

Current MOEX Russia Index volatility is 66.41%. 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.


0.00%50.00%100.00%150.00%200.00%250.00%MayJuneJulyAugustSeptember
66.41%
20.76%
IMOEX (MOEX Russia Index)
Benchmark (^GSPC)