Russian Government Bond Index (RGBITR)
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Performance
Performance Chart
The chart shows the growth of an initial investment of RUB 10,000 in Russian Government Bond Index, 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
Russian Government Bond Index had a return of 0.93% year-to-date (YTD) and -1.11% in the last 12 months. Over the past 10 years, Russian Government Bond Index had an annualized return of 7.55%, while the S&P 500 had an annualized return of 11.31%, indicating that Russian Government Bond Index did not perform as well as the benchmark.
RGBITR
0.93%
1.82%
6.82%
-1.11%
0.77%
7.55%
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of RGBITR, 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 | -1.77% | 0.93% | |||||||||||
| 2024 | 0.89% | -1.13% | -2.22% | -0.47% | -4.60% | 0.10% | -1.55% | 0.10% | -0.64% | -4.09% | 3.19% | 8.98% | -2.11% |
| 2023 | 0.49% | -0.45% | 0.88% | 0.98% | 0.82% | -0.34% | -0.52% | -1.62% | -2.93% | -0.74% | 4.57% | -0.21% | 0.76% |
| 2022 | -4.25% | -15.17% | 8.41% | 8.42% | 2.88% | 4.92% | 1.72% | -0.24% | -6.12% | 4.17% | 0.92% | 0.49% | 3.72% |
| 2021 | -0.89% | -1.82% | -0.60% | 0.63% | 0.22% | -0.22% | 1.71% | 0.00% | -1.05% | -3.47% | -0.41% | 0.94% | -4.94% |
| 2020 | 1.15% | -0.85% | -1.00% | 4.45% | 3.24% | -0.58% | 0.44% | -0.18% | -0.40% | 0.76% | 1.42% | -0.06% | 8.54% |
| 2019 | 2.88% | -0.10% | 1.01% | 1.28% | 1.80% | 2.41% | 1.35% | 1.48% | 1.04% | 3.50% | 0.64% | 1.25% | 20.13% |
| 2018 | 1.76% | 1.62% | 0.75% | -0.66% | 0.19% | -1.20% | 0.46% | -3.37% | 1.34% | 0.10% | 0.36% | 0.75% | 2.00% |
| 2017 | 1.36% | -0.16% | 2.13% | 1.71% | 0.44% | 0.47% | 0.44% | 1.34% | 1.31% | 0.97% | 0.76% | 1.34% | 12.79% |
| 2016 | -0.78% | 2.72% | 2.63% | 1.38% | 0.77% | 2.28% | 0.38% | 1.70% | 1.09% | -0.69% | -0.16% | 2.81% | 14.98% |
| 2015 | 0.30% | 3.36% | 5.45% | 6.05% | 1.22% | -0.32% | 2.10% | -2.21% | 2.50% | 5.09% | 1.71% | 1.12% | 29.38% |
| 2014 | -1.65% | 0.34% | -1.70% | -1.33% | 3.00% | 1.50% | -3.02% | -0.41% | 2.24% | -1.87% | -1.40% | -10.41% | -14.36% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RGBITR 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 Russian Government Bond Index (RGBITR) 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 Russian Government Bond 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 Russian Government Bond Index was 26.91%, occurring on Mar 21, 2022. Recovery took 279 trading sessions.
The current Russian Government Bond Index drawdown is 3.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.91% | Jan 11, 2021 | 289 | Mar 21, 2022 | 279 | Apr 28, 2023 | 568 |
| -22.94% | May 13, 2013 | 404 | Dec 16, 2014 | 143 | Jul 17, 2015 | 547 |
| -15.24% | Jun 30, 2008 | 154 | Feb 11, 2009 | 17 | Mar 10, 2009 | 171 |
| -14.69% | Jun 14, 2023 | 349 | Oct 31, 2024 | — | — | — |
| -10.03% | Feb 21, 2020 | 17 | Mar 18, 2020 | 26 | Apr 23, 2020 | 43 |
Volatility
Volatility Chart
The current Russian Government Bond Index volatility is 3.39%, 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.