Moex Corporate Bond Index (RUCBITR)
RUCBITRShare Price Chart
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RUCBITRPerformance
The chart shows the growth of RUB 10,000 invested in Moex Corporate Bond Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 28,131 for a total return of roughly 181.31%. All prices are adjusted for splits and dividends.
RUCBITRReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | 2.73% | 7.67% |
| 6M | 7.10% | -3.06% |
| YTD | 4.97% | -9.49% |
| 1Y | 5.10% | -2.00% |
| 5Y | 7.66% | 12.85% |
| 10Y | 8.54% | 13.40% |
RUCBITRMonthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.78% | -6.90% | -1.37% | 6.67% | 1.96% | 4.13% | 2.60% | 0.16% | ||||
| 2021 | 0.07% | -0.31% | -0.30% | 0.16% | 0.19% | -0.22% | 0.26% | 0.46% | -0.14% | -1.02% | -1.00% | 1.84% |
| 2020 | 0.85% | -0.11% | -1.52% | 3.15% | 1.80% | 0.53% | 0.57% | 0.33% | 0.63% | 0.32% | 0.88% | 0.59% |
| 2019 | 1.09% | 0.77% | 0.97% | 1.17% | 0.94% | 1.47% | 1.28% | 0.83% | 1.41% | 1.74% | 0.73% | 1.24% |
| 2018 | 1.02% | 1.71% | 0.92% | -0.02% | 0.44% | -0.10% | 0.28% | -1.76% | 0.52% | 0.32% | 0.43% | 0.42% |
| 2017 | 1.06% | 0.86% | 1.17% | 1.32% | 0.57% | 0.92% | 0.28% | 0.79% | 1.01% | 1.72% | 0.44% | 1.51% |
| 2016 | 0.55% | 1.60% | 1.42% | 1.36% | 1.00% | 1.21% | 0.68% | 1.03% | 1.09% | -0.86% | 0.53% | 1.08% |
| 2015 | -1.19% | 2.53% | 3.22% | 3.26% | 1.94% | 1.15% | 1.03% | -0.28% | 1.38% | 1.85% | 1.00% | 1.12% |
| 2014 | 0.34% | 0.51% | -0.80% | 0.09% | 0.54% | 1.00% | 0.29% | 0.07% | 0.02% | -0.97% | -0.39% | -2.11% |
| 2013 | 1.38% | 0.62% | 0.42% | 1.06% | 0.54% | 0.12% | 1.10% | 0.64% | 0.69% | 0.72% | 0.37% | 0.82% |
| 2012 | 0.85% | 1.01% | 0.85% | 0.54% | -0.48% | 0.17% | 1.13% | 0.84% | 0.68% | 0.81% | 0.71% | 1.15% |
| 2011 | 0.91% | 0.87% | 0.91% | 0.88% | 0.46% | 0.84% | 1.00% | -0.36% | -0.59% | 0.36% | 0.29% | 0.45% |
| 2010 | 2.25% | 1.97% | 2.61% | 0.97% | -0.09% | 1.85% | 0.75% | 0.63% | 0.85% | 0.59% | 0.27% | 0.22% |
RUCBITRDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
RUCBITRWorst Drawdowns
The table below shows the maximum drawdowns of the Moex Corporate Bond 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 Moex Corporate Bond Index is 13.19%, recorded on Mar 29, 2022. It took 47 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.19% | Jan 6, 2022 | 37 | Mar 29, 2022 | 47 | Jun 8, 2022 | 84 |
| -7.41% | Oct 7, 2014 | 73 | Jan 22, 2015 | 44 | Mar 27, 2015 | 117 |
| -4.71% | Mar 6, 2020 | 8 | Mar 18, 2020 | 27 | Apr 24, 2020 | 35 |
| -2.93% | Jun 13, 2018 | 64 | Sep 10, 2018 | 79 | Jan 3, 2019 | 143 |
| -2.57% | Jan 6, 2021 | 240 | Dec 14, 2021 | 14 | Jan 4, 2022 | 254 |
| -1.66% | Feb 26, 2014 | 12 | Mar 14, 2014 | 57 | Jun 5, 2014 | 69 |
| -1.58% | Aug 5, 2011 | 45 | Oct 6, 2011 | 61 | Jan 3, 2012 | 106 |
| -1.21% | Oct 7, 2016 | 13 | Oct 25, 2016 | 37 | Dec 16, 2016 | 50 |
| -1.1% | Aug 19, 2015 | 12 | Sep 3, 2015 | 13 | Sep 22, 2015 | 25 |
| -0.99% | Apr 9, 2018 | 13 | Apr 25, 2018 | 11 | May 14, 2018 | 24 |
RUCBITRVolatility Chart
Current Moex Corporate Bond Index volatility is 2.81%. 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.