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MOEX Russia Index

IMOEX.ME
Index · Currency in RUB

IMOEX.MEPrice Chart


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IMOEX.MEPerformance

The chart shows the growth of RUB 10,000 invested in MOEX Russia Index on Mar 5, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 29,102 for a total return of roughly 191.02%. All prices are adjusted for splits and dividends.


IMOEX.ME (MOEX Russia Index)
Benchmark (S&P 500)

IMOEX.MEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M5.08%
6M19.43%
YTD29.58%
1Y49.22%
5Y16.92%
10Y13.46%

IMOEX.MEMonthly Returns Heatmap


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IMOEX.MESharpe 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 3.58. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


IMOEX.ME (MOEX Russia Index)
Benchmark (S&P 500)

IMOEX.MEDrawdowns Chart

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


IMOEX.ME (MOEX Russia Index)
Benchmark (S&P 500)

IMOEX.MEWorst 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 34.39%, recorded on Mar 18, 2020. It took 185 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.39%Jan 21, 202040Mar 18, 2020185Dec 10, 2020225
-20.46%Jan 4, 2017110Jun 15, 2017150Jan 18, 2018260
-19.55%Oct 21, 201397Mar 14, 2014172Nov 21, 2014269
-14.51%Feb 16, 201528Mar 27, 2015166Nov 23, 2015194
-14.5%Mar 12, 201363Jun 13, 201385Oct 10, 2013148
-13.9%Nov 24, 201534Jan 15, 201634Mar 4, 201668
-12.01%Dec 4, 201410Dec 17, 20146Jan 21, 201516
-11.15%Feb 27, 201822Apr 9, 201823May 14, 201845
-8.05%Oct 4, 201817Oct 26, 201859Jan 25, 201976
-8.01%Jul 5, 201931Aug 16, 201949Oct 24, 201980

IMOEX.MEVolatility Chart

Current MOEX Russia Index volatility is 18.23%. 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.


IMOEX.ME (MOEX Russia Index)
Benchmark (S&P 500)

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