MOEX Russia Index (IMOEX)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
MOEX Russia Index (IMOEX) returned 1.43% year-to-date (YTD) and -15.58% over the past 12 months. Over the past 10 years, IMOEX returned 5.66% annually, underperforming the S&P 500 benchmark at 10.78%.
IMOEX
1.43%
3.71%
5.80%
-15.58%
2.45%
5.66%
^GSPC (Benchmark)
0.19%
9.00%
-1.55%
12.31%
15.59%
10.78%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.26% | 8.56% | -5.85% | -3.15% | 0.20% | 1.43% | |||||||
| 2024 | 3.71% | 1.33% | 2.33% | 4.12% | -7.28% | -2.07% | -6.52% | -10.03% | 7.83% | -10.41% | 0.70% | 11.83% | -6.97% |
| 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 | 6.89% | -1.42% | 0.48% | 2.49% | 4.14% | 3.77% | -0.95% | 0.02% | 0.26% | 5.34% | 1.43% | 3.76% | 29.14% |
| 2018 | 8.54% | 0.30% | -1.12% | 1.59% | -0.18% | -0.30% | 1.10% | 1.07% | 5.52% | -4.95% | 1.69% | -1.42% | 11.79% |
| 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% | -6.29% | -3.53% | 9.65% | 3.10% | -6.55% | 1.53% | 0.74% | 5.49% | 3.04% | -8.94% | -7.15% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IMOEX is 3, meaning it’s performing worse than 97% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
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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.
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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 31.80%.
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 | 226 | 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 chart below shows the rolling one-month volatility.
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