MOEX Russia Index (IMOEX)
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of RUB 10,000 in MOEX Russia Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
MOEX Russia Index had a return of -16.72% year-to-date (YTD) and -19.87% in the last 12 months. Over the past 10 years, MOEX Russia Index had an annualized return of 5.38%, while the S&P 500 had an annualized return of 11.21%, indicating that MOEX Russia Index did not perform as well as the benchmark.
IMOEX
-16.72%
-5.63%
-24.01%
-19.87%
-2.63%
5.38%
^GSPC (Benchmark)
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Monthly Returns
The table below presents the monthly returns of IMOEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.71% | 1.33% | 2.33% | 4.16% | -7.32% | -2.07% | -6.52% | -10.03% | 7.83% | -10.41% | -16.72% | ||
| 2023 | 3.32% | 1.24% | 8.77% | 7.52% | 3.14% | 2.93% | 9.87% | 5.03% | -2.93% | 2.16% | -1.10% | -2.11% | 43.87% |
| 2022 | -6.78% | -30.02% | 9.43% | -9.56% | -3.66% | -6.41% | 0.41% | 8.41% | -18.45% | 10.69% | 0.37% | -0.94% | -43.12% |
| 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% | 15.15% |
| 2020 | 1.01% | -9.48% | -9.92% | 5.65% | 3.18% | 0.31% | 6.14% | 1.88% | -2.04% | -7.41% | 15.50% | 5.84% | 7.98% |
| 2019 | 6.41% | -1.42% | 0.48% | 2.49% | 4.14% | 3.77% | -0.95% | 0.02% | 0.26% | 5.34% | 1.43% | 3.76% | 28.55% |
| 2018 | 8.54% | 0.30% | -1.12% | 1.59% | -0.18% | -0.30% | 1.10% | 1.07% | 5.52% | -4.95% | 1.69% | -0.97% | 12.30% |
| 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% | -5.51% |
| 2016 | 1.34% | 3.10% | 1.68% | 4.38% | -2.77% | -0.42% | 2.83% | 1.39% | 0.33% | 0.59% | 5.79% | 6.07% | 26.76% |
| 2015 | 17.98% | 6.75% | -7.55% | 3.82% | -4.69% | 2.82% | 0.87% | 3.84% | -5.20% | 4.17% | 3.48% | -0.55% | 26.12% |
| 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% | -7.15% |
| 2013 | 4.88% | -3.93% | -3.19% | -3.66% | -2.58% | -1.46% | 3.41% | -0.81% | 7.19% | 3.24% | -2.04% | 1.67% | 1.99% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IMOEX is 1, indicating that it is in the bottom 1% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for MOEX Russia Index (IMOEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the MOEX Russia 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 MOEX Russia Index was 83.89%, occurring on Oct 5, 1998. Recovery took 167 trading sessions.
The current MOEX Russia Index drawdown is 39.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -83.89% | Oct 7, 1997 | 248 | Oct 5, 1998 | 167 | Jun 8, 1999 | 415 |
| -73.93% | Dec 13, 2007 | 215 | Oct 24, 2008 | 1950 | Aug 15, 2016 | 2165 |
| -55.29% | Oct 21, 2021 | 227 | Oct 10, 2022 | — | — | — |
| -52.86% | Mar 28, 2000 | 187 | Dec 21, 2000 | 297 | Mar 4, 2002 | 484 |
| -44.57% | Jul 7, 1999 | 56 | Sep 22, 1999 | 66 | Dec 27, 1999 | 122 |
Volatility
Volatility Chart
The current MOEX Russia Index volatility is 7.66%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.