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Russian Government Bond Index (RGBITR)

Index · Currency in RUB · Last updated May 18, 2022

    RGBITRShare Price 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 23,624 for a total return of roughly 136.24%. All prices are adjusted for splits and dividends.


    RGBITR (Russian Government Bond Index)
    Benchmark (^GSPC)

    RGBITRReturns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M3.03%-5.07%
    YTD-4.99%-12.08%
    6M-4.91%-10.28%
    1Y-7.31%0.24%
    5Y5.19%13.34%
    10Y7.27%13.68%

    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 -0.40. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

    The chart below displays rolling 12-month Sharpe Ratio.


    RGBITR (Russian Government Bond Index)
    Benchmark (^GSPC)

    RGBITRDrawdowns Chart

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


    RGBITR (Russian Government Bond Index)
    Benchmark (^GSPC)

    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 26.91%, recorded on Mar 21, 2022. The portfolio has not recovered from it yet.


    Depth

    Start

    To Bottom

    Bottom

    To Recover

    End

    Total

    -26.91%Jan 11, 2021289Mar 21, 2022
    -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
    -4.24%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 2.97%. 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 (^GSPC)

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