RTS Index
RTSIPrice Chart
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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 $9,562 for a total return of roughly -4.38%. All prices are adjusted for splits and dividends.
RTSIReturns in periods
| Period | Return |
|---|---|
| 1M | 1.91% |
| YTD | 7.03% |
| 6M | 34.01% |
| 1Y | 31.05% |
| 5Y | 10.28% |
| 10Y | -2.63% |
RTSIMonthly Returns Heatmap
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RTSIDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2011 | 1202 | Jan 20, 2016 | — | — | — |
| -26.83% | Apr 16, 2010 | 26 | May 25, 2010 | 136 | Dec 3, 2010 | 162 |
| -13.74% | Jan 19, 2010 | 19 | Feb 12, 2010 | 32 | Apr 1, 2010 | 51 |
| -5.84% | Mar 9, 2011 | 5 | Mar 15, 2011 | 7 | Mar 24, 2011 | 12 |
| -4.56% | Feb 8, 2011 | 3 | Feb 10, 2011 | 11 | Feb 28, 2011 | 14 |
| -2.16% | Jan 20, 2011 | 3 | Jan 24, 2011 | 3 | Jan 27, 2011 | 6 |
| -2.15% | Jan 28, 2011 | 2 | Jan 31, 2011 | 2 | Feb 2, 2011 | 4 |
| -1.99% | Apr 7, 2010 | 2 | Apr 8, 2010 | 2 | Apr 12, 2010 | 4 |
| -1.6% | Dec 8, 2010 | 1 | Dec 8, 2010 | 3 | Dec 13, 2010 | 4 |
| -1.29% | Mar 29, 2011 | 1 | Mar 29, 2011 | 3 | Apr 1, 2011 | 4 |
RTSIVolatility Chart
Current RTS Index volatility is 20.03%. 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 RTS Index
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