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Russian Government Bond Index

RGBITR
Index · Currency in RUB

RGBITRPrice Chart


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RGBITRPerformance

The chart shows the growth of RUB 10,000 invested in RGBITR on Jan 12, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 25,040 for a total return of roughly 150.40%. All prices are adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%20122014201620182020
150.40%
285.70%
S&P 500

RGBITRReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.83%
YTD-4.27%
6M-3.33%
1Y3.80%
5Y9.58%
10Y8.41%

RGBITRMonthly Returns Heatmap


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RGBITRSharpe 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 Russian Government Bond Index Sharpe ratio is 0.98. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-2.000.002.004.006.008.0020122014201620182020
0.98

RGBITRDrawdowns Chart


-20.00%-15.00%-10.00%-5.00%0.00%20122014201620182020
-4.63%

RGBITRWorst Drawdowns

The table below shows the maximum drawdowns of the Russian Government Bond 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 {{portfolioName}} is 22.94%, recorded on Dec 16, 2014. It took 143 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-22.94%May 13, 2013404Dec 16, 2014143Jul 17, 2015547
-10.03%Feb 21, 202017Mar 18, 202026Apr 23, 202043
-6.91%Apr 6, 2018110Sep 10, 201897Jan 30, 2019207
-5.07%Jul 20, 201526Aug 24, 201530Oct 5, 201556
-4.65%Jan 11, 202150Mar 23, 2021
-4.24%Aug 4, 201138Sep 26, 201174Jan 10, 2012112
-4.09%Jan 11, 20169Jan 21, 201623Feb 22, 201632
-3.88%Apr 14, 201017May 7, 201030Jun 22, 201047
-2.6%May 4, 201222Jun 1, 201221Jul 3, 201243
-1.81%Jun 22, 20209Jul 6, 202088Nov 6, 202097

RGBITRVolatility Chart

Current Russian Government Bond Index volatility is 3.89%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%20122014201620182020
3.89%

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