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RUB/USD

RUBUSD=X
Currency Pair · Currency in USD

RUBUSD=XPrice Chart


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S&P 500

RUBUSD=XPerformance

The chart shows the growth of $10,000 invested in RUB/USD on Jan 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $4,179 for a total return of roughly -58.21%. All prices are adjusted for splits and dividends.


RUBUSD=X (RUB/USD)
Benchmark (S&P 500)

RUBUSD=XReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.65%
6M7.49%
YTD3.82%
1Y9.18%
5Y-2.76%
10Y-7.49%

RUBUSD=XMonthly Returns Heatmap


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RUBUSD=XSharpe 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 RUB/USD Sharpe ratio is 0.76. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


RUBUSD=X (RUB/USD)
Benchmark (S&P 500)

RUBUSD=XDrawdowns Chart

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


RUBUSD=X (RUB/USD)
Benchmark (S&P 500)

RUBUSD=XWorst Drawdowns

The table below shows the maximum drawdowns of the RUB/USD. 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 RUB/USD is 99.14%, recorded on Jan 22, 2016. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.14%Jan 7, 201612Jan 22, 2016
-63%May 6, 20111216Jan 4, 20162Jan 6, 20161218
-9.03%Apr 15, 201038Jun 7, 2010190Feb 28, 2011228
-3.98%Jan 12, 201020Feb 8, 201024Mar 12, 201044
-2.79%Mar 29, 20113Mar 31, 201119Apr 28, 201122
-2.29%Mar 7, 20118Mar 16, 20118Mar 28, 201116
-1.86%Mar 18, 20105Mar 24, 201012Apr 9, 201017
-1.05%Jan 4, 20101Jan 4, 20101Jan 5, 20102
-0.57%Mar 15, 20101Mar 15, 20102Mar 17, 20103
-0.12%May 4, 20111May 4, 20111May 5, 20112

RUBUSD=XVolatility Chart

Current RUB/USD volatility is 5.45%. 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.


RUBUSD=X (RUB/USD)
Benchmark (S&P 500)

Portfolios with RUB/USD


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