Russian Government Bond Index
RGBITRPrice Chart
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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 25,566 for a total return of roughly 155.66%. All prices are adjusted for splits and dividends.
RGBITRReturns in periods
| Period | Return |
|---|---|
| 1M | -1.27% |
| 6M | 1.39% |
| YTD | -2.26% |
| 1Y | -1.42% |
| 5Y | 8.47% |
| 10Y | 8.54% |
RGBITRMonthly Returns Heatmap
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RGBITRDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 4.89%. 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.
Portfolios with Russian Government Bond Index
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