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Russian Government Bond Index

RGBITR
Index · Currency in RUB

RGBITRPrice Chart


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S&P 500

RGBITRPerformance

The chart shows the growth of RUB 10,000 invested in Russian Government Bond Index on Jan 12, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 25,893 for a total return of roughly 158.93%. All prices are adjusted for splits and dividends.


RGBITR (Russian Government Bond Index)
Benchmark (S&P 500)

RGBITRReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.73%
6M0.02%
YTD-1.01%
1Y0.23%
5Y9.25%
10Y8.46%

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 0.08. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


RGBITR (Russian Government Bond Index)
Benchmark (S&P 500)

RGBITRDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


RGBITR (Russian Government Bond Index)
Benchmark (S&P 500)

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 Russian Government Bond Index 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 1.94%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


RGBITR (Russian Government Bond Index)
Benchmark (S&P 500)

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