MOEX Total Return (MCFTR)
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Popular comparisons: MCFTR vs. IMOEX, MCFTR vs. SBMX, MCFTR vs. SIBN.ME, MCFTR vs. GMKN.ME, MCFTR vs. GLD, MCFTR vs. MGNT.ME, MCFTR vs. VOO, MCFTR vs. SPY, MCFTR vs. SBER.ME, MCFTR vs. DOW
Performance
Performance Chart
The chart shows the growth of an initial investment of RUB 10,000 in MOEX Total Return, 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
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | N/A | 25.45% |
| 1 month | N/A | 2.91% |
| 6 months | N/A | 14.05% |
| 1 year | N/A | 35.64% |
| 5 years (annualized) | N/A | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
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% | 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% |
| 2013 | 5.00% | -3.55% | -3.19% | -3.66% | -2.58% | -1.40% | 3.89% | 1.85% | 7.21% | 3.58% | -1.93% | 1.69% | 6.32% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MCFTR is 63, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
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 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 current MOEX Total Return volatility is 5.55%, 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.