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Performance
RUB=X Performance Chart
USD/RUB (RUB=X) is down 6.7% since the beginning of the year. RUB=X is currently trading at RUB 74 per share. Investors who bought RUB 1,000 worth of RUB=X shares 5 years ago would now be looking at an investment worth RUB 1,014.
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Returns By Period
USD/RUB (RUB=X) has returned -6.70% so far this year and -6.57% over the past 12 months. Over the last ten years, RUB=X has returned 1.18% per year, falling short of the S&P 500 Index benchmark, which averaged 15.01% annually.
USD/RUB
- 1D
- 2.49%
- 1M
- -2.38%
- YTD
- -6.70%
- 6M
- -4.90%
- 1Y
- -6.57%
- 3Y*
- -2.98%
- 5Y*
- 0.28%
- 10Y*
- 1.18%
Benchmark (S&P 500 Index)
- 1D
- 1.73%
- 1M
- 2.40%
- YTD
- 2.96%
- 6M
- 4.88%
- 1Y
- 18.21%
- 3Y*
- 17.23%
- 5Y*
- 12.61%
- 10Y*
- 15.01%
RUB=X Monthly Returns History
Based on dividend-adjusted daily data since Jun 27, 2007, RUB=X's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 53% of months were positive and 47% were negative. The best month was Feb 2022 with a return of +36.2%, while the worst month was Mar 2022 at -22.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, RUB=X closed higher 50% of trading days. The best single day was Feb 28, 2022 with a return of +25.6%, while the worst single day was Mar 15, 2022 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.90% | 1.69% | 5.20% | -7.84% | -5.20% | 3.88% | -6.70% | ||||||
| 2025 | -10.15% | -9.35% | -7.14% | -1.21% | -5.63% | 1.03% | 3.74% | -0.93% | 3.18% | -2.52% | -4.91% | 2.92% | -27.92% |
| 2024 | 0.68% | 1.43% | 1.47% | 0.94% | -3.29% | -5.12% | -0.88% | 6.66% | 2.43% | 4.88% | 9.36% | 3.03% | 22.80% |
| 2023 | -4.66% | 8.56% | 3.91% | 2.55% | 1.97% | 8.93% | 3.29% | 4.50% | 0.63% | -3.27% | -3.59% | -0.69% | 23.24% |
| 2022 | 2.99% | 36.19% | -22.37% | -13.63% | -12.18% | -12.50% | 13.36% | -4.07% | 0.34% | 3.04% | -0.12% | 19.00% | -3.42% |
| 2021 | 2.27% | -1.09% | 1.08% | -0.61% | -2.34% | -0.41% | -0.06% | 0.41% | -0.96% | -2.42% | 4.66% | 1.13% | 1.46% |
Benchmark Metrics
USD/RUB has an annualized alpha of -0.90%, beta of 0.52, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since June 28, 2007.
- This currency participated in 60.25% of S&P 500 Index downside but only 42.46% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.52 may look defensive, but with R2 of 0.42 this currency is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
- R2 of 0.42 means the benchmark explains less than half of this currency's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -0.90%
- Beta
- 0.52
- R²
- 0.42
- Upside Capture
- 42.46%
- Downside Capture
- 60.25%
Return for Risk
Risk / Return Rank
RUB=X ranks 29 for risk / return — below 29% of currencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/RUB (RUB=X) and compare them to S&P 500 Index.
| RUB=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.35 | 0.97 | -1.32 |
Sortino ratioReturn per unit of downside risk | -0.39 | 1.43 | -1.82 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.18 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.30 | 1.93 | -2.23 |
Martin ratioReturn relative to average drawdown | -0.71 | 4.55 | -5.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 USD/RUB. 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 USD/RUB was 62.40%, occurring on Jun 29, 2022. The portfolio has not yet recovered.
The current USD/RUB drawdown is 46.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -62.40%Jun 2022 | 3mo 23d | — | 4y 2moMar 2022 - now |
2018 bear market2018 | -32.13%Feb 2018 | 2y 1mo | 3y 12mo | 6y 1moJan 2016 - Feb 2022 |
2015 bear market2015 | -28.77%May 2015 | 3mo 18d | 3mo 5d | 6mo 23dJan 2015 - Aug 2015 |
2011 bear market2011 | -24.76%Apr 2011 | 2y 2mo | 2y 10mo | 5y 14dFeb 2009 - Mar 2014 |
2014 bear market2014 | -24.35%Dec 2014 | 8d | 1mo 5d | 1mo 13dDec 2014 - Jan 2015 |
Drawdown Indicators
| RUB=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -66.07% | +3.67% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -9.46% | -8.30% |
Max Drawdown (3Y)Largest decline over 3 years | -37.67% | -38.15% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -62.40% | -66.07% | +3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -62.40% | -66.07% | +3.67% |
Current DrawdownCurrent decline from peak | -46.63% | -17.87% | -28.76% |
Average DrawdownAverage peak-to-trough decline | -20.49% | -13.00% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.34% | 4.01% | +4.33% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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