Russian Government Bond Index
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.
RGBITRReturns in periods
| Period | Return |
|---|---|
| 1M | -1.83% |
| YTD | -4.27% |
| 6M | -3.33% |
| 1Y | 3.80% |
| 5Y | 9.58% |
| 10Y | 8.41% |
RGBITRMonthly Returns Heatmap
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RGBITRDrawdowns Chart
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, 2013 | 404 | Dec 16, 2014 | 143 | Jul 17, 2015 | 547 |
| -10.03% | Feb 21, 2020 | 17 | Mar 18, 2020 | 26 | Apr 23, 2020 | 43 |
| -6.91% | Apr 6, 2018 | 110 | Sep 10, 2018 | 97 | Jan 30, 2019 | 207 |
| -5.07% | Jul 20, 2015 | 26 | Aug 24, 2015 | 30 | Oct 5, 2015 | 56 |
| -4.65% | Jan 11, 2021 | 50 | Mar 23, 2021 | — | — | — |
| -4.24% | Aug 4, 2011 | 38 | Sep 26, 2011 | 74 | Jan 10, 2012 | 112 |
| -4.09% | Jan 11, 2016 | 9 | Jan 21, 2016 | 23 | Feb 22, 2016 | 32 |
| -3.88% | Apr 14, 2010 | 17 | May 7, 2010 | 30 | Jun 22, 2010 | 47 |
| -2.6% | May 4, 2012 | 22 | Jun 1, 2012 | 21 | Jul 3, 2012 | 43 |
| -1.81% | Jun 22, 2020 | 9 | Jul 6, 2020 | 88 | Nov 6, 2020 | 97 |
RGBITRVolatility Chart
Current Russian Government Bond Index volatility is 3.89%. The chart below displays rolling 10-day Close-to-Close volatility.
Portfolios with Russian Government Bond Index
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