MOEX Total Return (MCFTR)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
MCFTR
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^GSPC (Benchmark)
0.92%
4.38%
-1.84%
12.48%
13.05%
13.71%
10.99%
Monthly Returns
The table below presents the monthly returns of MCFTR, 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 | 4.35% | 1.33% | 2.47% | 4.13% | -6.12% | 0.25% | 6.19% | ||||||
| 2023 | 3.61% | 1.24% | 8.77% | 7.64% | 5.37% | 4.51% | 10.63% | 5.03% | -2.93% | 2.59% | -1.10% | -0.58% | 53.84% |
| 2022 | -6.29% | -30.02% | 9.43% | -9.56% | -3.43% | -6.34% | 1.58% | 8.41% | -18.23% | 15.56% | 0.37% | 2.33% | -37.26% |
| 2021 | -0.24% | 2.12% | 5.84% | 0.08% | 6.87% | 3.47% | -0.11% | 3.91% | 5.02% | 1.56% | -6.25% | -1.67% | 21.79% |
| 2020 | 1.18% | -9.44% | -9.80% | 5.65% | 3.89% | 0.75% | 8.63% | 1.97% | -1.94% | -5.85% | 15.51% | 6.36% | 14.82% |
| 2019 | 6.69% | -1.40% | 0.48% | 2.49% | 4.71% | 5.71% | 1.73% | 0.02% | 0.62% | 6.23% | 1.43% | 4.67% | 38.45% |
| 2018 | 8.60% | 0.30% | -1.12% | 1.59% | 0.03% | 1.08% | 3.46% | 1.26% | 5.98% | -4.24% | 1.69% | -0.45% | 19.09% |
| 2017 | -0.66% | -8.19% | -1.96% | 1.11% | -5.57% | 0.20% | 4.77% | 5.38% | 2.92% | -0.24% | 1.76% | 1.15% | -0.19% |
| 2016 | 1.49% | 3.10% | 1.68% | 4.49% | -2.64% | 0.24% | 5.48% | 1.40% | 0.45% | 0.82% | 5.79% | 6.79% | 32.78% |
| 2015 | 17.99% | 6.75% | -7.55% | 3.94% | -4.22% | 3.26% | 3.55% | 3.84% | -4.99% | 4.44% | 3.48% | 0.08% | 32.28% |
| 2014 | -3.26% | -0.29% | -5.22% | -4.55% | 9.65% | 4.22% | -4.19% | 1.53% | 0.76% | 5.73% | 3.20% | -7.97% | -1.84% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MCFTR is 63, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for MOEX Total Return (MCFTR) 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 Total Return. 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 Total Return was 73.57%, occurring on Oct 24, 2008. Recovery took 600 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.57% | Dec 13, 2007 | 214 | Oct 24, 2008 | 600 | Apr 1, 2011 | 814 |
| -53.53% | Oct 21, 2021 | 215 | Sep 26, 2022 | — | — | — |
| -34.3% | Jan 21, 2020 | 40 | Mar 18, 2020 | 167 | Nov 16, 2020 | 207 |
| -31.46% | May 10, 2006 | 24 | Jun 13, 2006 | 124 | Dec 5, 2006 | 148 |
| -31.37% | Apr 13, 2004 | 73 | Jul 28, 2004 | 49 | Oct 5, 2004 | 122 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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