Russian Government Bond Index (RGBITR)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
Russian Government Bond Index (RGBITR) returned 7.03% year-to-date (YTD) and 12.10% over the past 12 months.
RGBITR
7.03%
1.80%
16.69%
12.10%
3.70%
1.08%
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
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% | 4.58% | 2.03% | 0.14% | 1.98% | 7.03% | |||||||
| 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 | -2.72% | 1.34% | 0.10% | 0.36% | 0.75% | -0.22% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 93, RGBITR is among the top 7% of 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.
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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.
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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 280 trading sessions.
The current Russian Government Bond Index drawdown is 1.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.91% | Jan 11, 2021 | 290 | Mar 21, 2022 | 280 | Apr 28, 2023 | 570 |
| -14.69% | Jun 14, 2023 | 349 | Oct 31, 2024 | 86 | Mar 5, 2025 | 435 |
| -10.03% | Feb 21, 2020 | 17 | Mar 18, 2020 | 26 | Apr 23, 2020 | 43 |
| -5.53% | Mar 21, 2025 | 14 | Apr 9, 2025 | — | — | — |
| -5.04% | Aug 8, 2018 | 24 | Sep 10, 2018 | 79 | Jan 3, 2019 | 103 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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