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RTS Index (RTSI)

Index · Currency in USD · Last updated May 21, 2022

    RTSIShare Price Chart

    Chart placeholderClick Calculate to get results

    RTSIPerformance

    The chart shows the growth of $10,000 invested in RTS Index on Jan 12, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,983 for a total return of roughly -20.17%. All prices are adjusted for splits and dividends.

    RTSI (RTS Index)
    Benchmark (^GSPC)

    RTSIReturns in periods

    Returns over 1 year are annualized
    PeriodReturnBenchmark
    1M33.05%-10.84%
    YTD-22.30%-17.53%
    6M-29.63%-16.23%
    1Y-20.16%-4.64%
    5Y2.69%11.64%
    10Y-0.62%12.76%

    RTSIMonthly Returns Heatmap

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    RTSISharpe 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 RTS Index Sharpe ratio is -0.30. 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.

    RTSI (RTS Index)
    Benchmark (^GSPC)

    RTSIDrawdowns Chart

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

    RTSI (RTS Index)
    Benchmark (^GSPC)

    RTSIWorst Drawdowns

    The table below shows the maximum drawdowns of the RTS 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 RTS Index is 70.41%, recorded on Jan 20, 2016. The portfolio has not recovered from it yet.

    Depth

    Start

    To Bottom

    Bottom

    To Recover

    End

    Total

    -70.41%Apr 11, 20111202Jan 20, 2016———
    -26.83%Apr 16, 201026May 25, 2010136Dec 3, 2010162
    -13.74%Jan 19, 201019Feb 12, 201032Apr 1, 201051
    -5.84%Mar 9, 20115Mar 15, 20117Mar 24, 201112
    -4.56%Feb 8, 20113Feb 10, 201111Feb 28, 201114
    -2.16%Jan 20, 20113Jan 24, 20113Jan 27, 20116
    -2.15%Jan 28, 20112Jan 31, 20112Feb 2, 20114
    -1.99%Apr 7, 20102Apr 8, 20102Apr 12, 20104
    -1.6%Dec 8, 20101Dec 8, 20103Dec 13, 20104
    -1.29%Mar 29, 20111Mar 29, 20113Apr 1, 20114

    RTSIVolatility Chart

    Current RTS Index volatility is 33.95%. 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.

    RTSI (RTS Index)
    Benchmark (^GSPC)

    Portfolios with RTS Index

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