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Performance
RUBUSD=X Performance Chart
RUB/USD (RUBUSD=X) is up 6.9% since the beginning of the year. RUBUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of RUBUSD=X shares 5 years ago would now be looking at an investment worth $983.
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Returns By Period
RUB/USD (RUBUSD=X) has returned 6.89% so far this year and 6.30% over the past 12 months. Over the last ten years, RUBUSD=X has returned -1.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
RUB/USD
- 1D
- -1.05%
- 1M
- -3.21%
- YTD
- 6.89%
- 6M
- 6.63%
- 1Y
- 6.30%
- 3Y*
- 4.22%
- 5Y*
- -0.35%
- 10Y*
- -1.24%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RUBUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 24, 2007, RUBUSD=X's average daily return is -0.01%, while the average monthly return is -0.31%.
Historically, 47% of months were positive and 53% were negative. The best month was Mar 2022 with a return of +24.6%, while the worst month was Feb 2022 at -24.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.
On a daily basis, RUBUSD=X closed higher 48% of trading days. The best single day was Mar 9, 2022 with a return of +53.2%, while the worst single day was Mar 10, 2022 at -37.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.95% | -1.70% | -4.93% | 8.55% | 5.17% | -3.62% | 6.89% | ||||||
| 2025 | 11.38% | 10.34% | 7.72% | 1.22% | 5.82% | -0.89% | -3.59% | 0.88% | -3.04% | 2.91% | 2.88% | -0.86% | 39.10% |
| 2024 | -0.68% | -1.66% | -1.06% | -1.05% | 3.40% | 5.42% | 0.89% | -6.25% | -2.41% | -4.63% | -8.60% | -2.97% | -18.63% |
| 2023 | 5.50% | -6.67% | -3.99% | -2.78% | -1.63% | -8.21% | -3.20% | -4.32% | -0.64% | 3.41% | 3.60% | 0.81% | -17.52% |
| 2022 | -2.78% | -24.15% | 24.61% | 14.02% | 14.84% | 15.38% | -13.01% | 2.80% | 0.72% | -3.18% | 1.42% | -17.02% | 1.88% |
| 2021 | -2.48% | 1.87% | -1.51% | 0.61% | 2.38% | 0.42% | 0.09% | -0.43% | 0.94% | 2.54% | -4.49% | -1.18% | -1.48% |
Benchmark Metrics
RUB/USD has an annualized alpha of -5.69%, beta of 0.24, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since July 24, 2007.
- This currency participated in 68.62% of S&P 500 Index downside but only 14.76% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.24 may look defensive, but with R2 of 0.04 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 0.04 means this currency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -5.69%
- Beta
- 0.24
- R²
- 0.04
- Upside Capture
- 14.76%
- Downside Capture
- 68.62%
Return for Risk
Risk / Return Rank
RUBUSD=X ranks 70 for risk / return — better than 70% of currencies on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for RUB/USD (RUBUSD=X) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RUBUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.78 | -2.43 |
| Martin ratioReturn relative to average drawdown | 0.76 | 12.44 | -11.67 |
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 RUB/USD. 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 RUB/USD was 83.48%, occurring on Mar 7, 2022. The portfolio has not yet recovered.
The current RUB/USD drawdown is 68.78%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -83.48%Mar 2022 | 13y 7mo | — | 17y 11moJul 2008 - now |
Financial crisis2007–2009 | -2.56%May 2008 | 22d | 1mo 27d | 2mo 19dApr 2008 - Jul 2008 |
Financial crisis2007–2009 | -2.18%Feb 2008 | 23d | 20d | 1mo 13dJan 2008 - Feb 2008 |
Financial crisis2007–2009 | -2.18%Dec 2007 | 23d | 25d | 1mo 18dNov 2007 - Jan 2008 |
2007 pullback2007 | -2.03%Aug 2007 | 27d | 22d | 1mo 19dJul 2007 - Sep 2007 |
Drawdown Indicators
| RUBUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.48% | -56.78% | -26.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -9.10% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -26.61% | -18.90% | -7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -53.91% | -25.43% | -28.48% |
Max Drawdown (10Y)Largest decline over 10 years | -60.21% | -33.92% | -26.29% |
Current DrawdownCurrent decline from peak | -68.78% | -1.80% | -66.98% |
Average DrawdownAverage peak-to-trough decline | -49.95% | -10.71% | -39.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.03% | +1.67% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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