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Performance
Performance Chart
The chart shows the growth of an initial investment of RUB 10,000 in USD/RUB, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
RUB=X is traded in RUB, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to RUB using the latest available exchange rates.
Returns By Period
USD/RUB (RUB=X) has returned 2.80% so far this year and -2.04% over the past 12 months. Over the last ten years, RUB=X has returned 1.90% per year, falling short of the S&P 500 Index benchmark, which averaged 14.28% annually.
USD/RUB
- 1D
- 0.10%
- 1M
- 5.20%
- YTD
- 2.80%
- 6M
- -1.92%
- 1Y
- -2.04%
- 3Y*
- 1.40%
- 5Y*
- 1.32%
- 10Y*
- 1.90%
Benchmark (S&P 500 Index)
- 1D
- 3.01%
- 1M
- -0.16%
- YTD
- -1.96%
- 6M
- -4.26%
- 1Y
- 13.96%
- 3Y*
- 18.32%
- 5Y*
- 11.64%
- 10Y*
- 14.28%
Monthly Returns
Based on dividend-adjusted daily data since Apr 17, 2007, RUB=X's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, your investment would double in approximately 8.7 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% | 2.80% | |||||||||
| 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 -0.34%, beta of 0.52, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since April 18, 2007.
- This currency participated in 58.65% of S&P 500 Index downside but only 43.08% 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
- -0.34%
- Beta
- 0.52
- R²
- 0.42
- Upside Capture
- 43.08%
- Downside Capture
- 58.65%
Return for Risk
Risk / Return Rank
RUB=X ranks 51 for risk / return — on par with similar currencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/RUB (RUB=X) and compare them to a chosen benchmark (S&P 500 Index).
| RUB=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 0.55 | -0.65 |
Sortino ratioReturn per unit of downside risk | -0.02 | 0.93 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.13 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 0.98 | -0.77 |
Martin ratioReturn relative to average drawdown | 0.41 | 3.05 | -2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore RUB=X risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 41.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.4% | Mar 8, 2022 | 82 | Jun 29, 2022 | — | — | — |
| -32.13% | Jan 22, 2016 | 547 | Feb 26, 2018 | 1043 | Feb 24, 2022 | 1590 |
| -28.77% | Jan 30, 2015 | 77 | May 18, 2015 | 69 | Aug 21, 2015 | 146 |
| -24.76% | Feb 18, 2009 | 573 | Apr 29, 2011 | 741 | Mar 3, 2014 | 1314 |
| -24.35% | Dec 17, 2014 | 7 | Dec 25, 2014 | 25 | Jan 29, 2015 | 32 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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