Moex Corporate Bond Index
RUCBITRPrice Chart
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RUCBITRPerformance
The chart shows the growth of RUB 10,000 invested in Moex Corporate Bond Index on Jan 12, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 26,906 for a total return of roughly 169.06%. All prices are adjusted for splits and dividends.
RUCBITRReturns in periods
| Period | Return |
|---|---|
| 1M | 0.19% |
| 6M | 0.71% |
| YTD | 0.35% |
| 1Y | 2.57% |
| 5Y | 8.14% |
| 10Y | 8.45% |
RUCBITRMonthly Returns Heatmap
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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 7.41%, recorded on Jan 22, 2015. It took 44 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 |
| -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 |
| -1.36% | Jan 6, 2021 | 53 | Mar 24, 2021 | — | — | — |
| -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 |
| -0.9% | May 15, 2012 | 22 | Jun 14, 2012 | 19 | Jul 11, 2012 | 41 |
RUCBITRVolatility Chart
Current Moex Corporate Bond Index volatility is 0.53%. 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.
Portfolios with Moex Corporate Bond Index
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