RTS Index (RTSI)
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Popular comparisons: RTSI vs. IMOEX, RTSI vs. ^GSPC, RTSI vs. VOO, RTSI vs. SPY, RTSI vs. VTSAX, RTSI vs. VXUS, RTSI vs. ^NDX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RTS Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
RTS Index had a return of -16.79% year-to-date (YTD) and -13.87% in the last 12 months. Over the past 10 years, RTS Index had an annualized return of -1.74%, while the S&P 500 had an annualized return of 11.99%, indicating that RTS Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -16.79% | 22.49% |
| 1 month | -4.95% | 3.72% |
| 6 months | -21.86% | 16.33% |
| 1 year | -13.87% | 33.60% |
| 5 years (annualized) | -7.94% | 14.41% |
| 10 years (annualized) | -1.74% | 11.99% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.89% | 0.15% | 0.75% | 3.41% | -4.15% | 2.83% | -6.91% | -15.04% | 5.48% | -16.79% | |||
| 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% |
| 2013 | 6.23% | -5.41% | -4.85% | -3.62% | -5.39% | -4.21% | 2.97% | -1.71% | 10.19% | 4.07% | -5.23% | 2.84% | -5.52% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RTSI is 1, indicating that it is in the bottom 1% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
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.
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 63.76%.
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 8, 1995 | 127 | Mar 18, 1996 | 28 | Apr 25, 1996 | 155 |
| -33.7% | Apr 13, 2004 | 73 | Jul 28, 2004 | 250 | Aug 1, 2005 | 323 |
Volatility
Volatility Chart
The current RTS Index volatility is 5.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.