PortfoliosLab logo

Sberbank MOEX Russian Government Bond ETF

SBGB
ETF · Currency in RUB
ISIN
RU000A1000F9
Issuer
Sberbank Asset Management
Inception Date
Jan 25, 2019
Region
Emerging Europe (Russia)
Category
Government Bonds
Expense Ratio
0.80%
Index Tracked
Moscow Exchange Government Bond
ETF Home Page
www.sberbank-am.ru
Asset Class
Bond

SBGBPrice Chart


Chart placeholderClick Calculate to get results
S&P 500

SBGBPerformance

The chart shows the growth of RUB 10,000 invested in Sberbank MOEX Russian Government Bond ETF on Jan 28, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 123 for a total return of roughly -98.77%. All prices are adjusted for splits and dividends.


SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (S&P 500)

SBGBReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.34%
6M-98.99%
YTD-99.01%
1Y-99.00%
5Y-81.14%
10Y-81.14%

SBGBMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

SBGBSharpe 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 Sberbank MOEX Russian Government Bond ETF Sharpe ratio is -1.00. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (S&P 500)

SBGBDividends


SBGB doesn't pay dividends

SBGBDrawdowns Chart

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


SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (S&P 500)

SBGBWorst Drawdowns

The table below shows the maximum drawdowns of the Sberbank MOEX Russian Government Bond ETF. 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 Sberbank MOEX Russian Government Bond ETF is 99.04%, recorded on Jun 9, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.04%Dec 9, 2020122Jun 9, 2021
-10.79%Feb 25, 202016Mar 18, 202026Apr 23, 202042
-3.34%May 6, 20194May 10, 201927Jun 19, 201931
-2.42%Jun 22, 202068Sep 25, 202033Nov 12, 2020101
-1.33%Feb 7, 20196Feb 14, 201916Mar 11, 201922
-1.15%Mar 22, 20198Apr 2, 20199Apr 15, 201917
-1.13%May 27, 202010Jun 9, 20206Jun 18, 202016
-1.09%Sep 11, 20193Sep 13, 201916Oct 7, 201919
-0.97%Jul 26, 20196Aug 2, 201913Aug 21, 201919
-0.9%Nov 6, 20196Nov 13, 20196Nov 21, 201912

SBGBVolatility Chart

Current Sberbank MOEX Russian Government Bond ETF volatility is 2.12%. 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.


SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (S&P 500)

Portfolios with Sberbank MOEX Russian Government Bond ETF


Loading data...

More Tools for Sberbank MOEX Russian Government Bond ETF