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RTS Index

RTSI
Index · Currency in USD

RTSIPrice Chart


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S&P 500

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.


RTSI (RTS Index)
Benchmark (S&P 500)

RTSIReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.91%
YTD7.03%
6M34.01%
1Y31.05%
5Y10.28%
10Y-2.63%

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 1.32. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


RTSI (RTS Index)
Benchmark (S&P 500)

RTSIDrawdowns Chart

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


RTSI (RTS Index)
Benchmark (S&P 500)

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 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.


RTSI (RTS Index)
Benchmark (S&P 500)

Portfolios with RTS Index


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