RTS Index (RTSI)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
RTS Index (RTSI) returned 28.56% year-to-date (YTD) and -3.88% over the past 12 months. Over the past 10 years, RTSI returned 0.67% annually, underperforming the S&P 500 benchmark at 10.78%.
RTSI
28.56%
6.99%
29.72%
-3.88%
0.74%
0.67%
^GSPC (Benchmark)
0.19%
9.00%
-1.55%
12.31%
15.59%
10.78%
Monthly Returns
The table below presents the monthly returns of RTSI, 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 | 6.30% | 20.31% | -2.81% | 1.61% | 1.78% | 28.56% | |||||||
| 2024 | 3.89% | 0.15% | 0.85% | 3.32% | -4.17% | 2.83% | -6.91% | -15.04% | 5.48% | -13.92% | -9.32% | 18.50% | -17.56% |
| 2023 | 3.16% | -5.49% | 5.34% | 3.69% | 2.11% | -6.87% | 7.58% | 0.16% | -4.87% | 7.18% | 3.25% | -2.83% | 11.63% |
| 2022 | -10.06% | -34.72% | 9.00% | 5.90% | 11.71% | 11.33% | -16.04% | 11.44% | -16.11% | 5.30% | 1.21% | -13.74% | -39.18% |
| 2021 | -1.43% | 3.24% | 4.62% | 0.54% | 7.58% | 3.52% | -1.69% | 3.59% | 5.56% | 3.72% | -10.74% | -3.04% | 15.01% |
| 2020 | -2.06% | -14.33% | -21.95% | 10.90% | 8.42% | -0.58% | 1.80% | 1.96% | -6.36% | -9.50% | 20.19% | 8.23% | -10.42% |
| 2019 | 13.64% | -2.15% | 0.83% | 4.20% | 3.10% | 7.26% | -1.48% | -4.91% | 3.14% | 6.67% | 1.09% | 7.68% | 44.93% |
| 2018 | 11.08% | 0.24% | -2.81% | -7.64% | 0.78% | -0.76% | 1.64% | -6.89% | 9.13% | -5.52% | -0.01% | -5.10% | -7.42% |
| 2017 | 1.03% | -5.56% | 1.30% | 0.06% | -5.49% | -4.97% | 0.62% | 8.81% | 3.73% | -2.05% | 1.63% | 2.02% | 0.18% |
| 2016 | -1.55% | 3.15% | 13.97% | 8.55% | -4.92% | 2.92% | -0.34% | 2.45% | 4.28% | -0.22% | 4.08% | 11.98% | 52.22% |
| 2015 | -6.75% | 21.60% | -1.81% | 16.91% | -5.88% | -2.98% | -8.63% | -2.94% | -5.26% | 7.07% | 0.18% | -10.63% | -4.26% |
| 2014 | -9.82% | -2.59% | -3.25% | -5.74% | 12.12% | 5.43% | -10.74% | -2.39% | -5.59% | -2.87% | -10.74% | -18.84% | -45.19% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RTSI is 21, meaning it’s performing worse than 79% of other 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 RTS Index (RTSI) 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 RTS 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 RTS Index was 93.26%, occurring on Oct 5, 1998. Recovery took 1250 trading sessions.
The current RTS Index drawdown is 53.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.26% | Oct 7, 1997 | 250 | Oct 5, 1998 | 1250 | Oct 1, 2003 | 1500 |
| -79.98% | May 20, 2008 | 169 | Jan 23, 2009 | — | — | — |
| -35.72% | Jul 5, 1996 | 14 | Jul 24, 1996 | 117 | Jan 9, 1997 | 131 |
| -34.17% | Sep 11, 1995 | 126 | Mar 18, 1996 | 28 | Apr 25, 1996 | 154 |
| -33.7% | Apr 13, 2004 | 73 | Jul 28, 2004 | 250 | Aug 1, 2005 | 323 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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