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Sberbank MOEX Russia Total Return ETF (SBMX)

ETF · Currency in RUB
ISIN
RU000A0ZZH92
Issuer
Sberbank Asset Management
Inception Date
Aug 3, 2018
Region
Emerging Europe (Russia)
Category
Emerging Markets Equities
Expense Ratio
0.99%
Index Tracked
MOEX Total Return
ETF Home Page
www.sberbank-am.ru
Asset Class
Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

SBMXPrice Chart


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SBMXPerformance

The chart shows the growth of RUB 10,000 invested in Sberbank MOEX Russia Total Return ETF on Sep 18, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 18,965 for a total return of roughly 89.65%. All prices are adjusted for splits and dividends.


SBMX (Sberbank MOEX Russia Total Return ETF)
Benchmark (S&P 500)

SBMXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.07%0.02%
6M5.10%8.25%
YTD20.19%19.47%
1Y27.14%22.84%
5Y22.24%18.54%
10Y22.24%18.54%

SBMXMonthly Returns Heatmap


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SBMXSharpe 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 Russia Total Return ETF Sharpe ratio is 1.84. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


SBMX (Sberbank MOEX Russia Total Return ETF)
Benchmark (S&P 500)

SBMXDividends


Sberbank MOEX Russia Total Return ETF doesn't pay dividends

SBMXDrawdowns Chart

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


SBMX (Sberbank MOEX Russia Total Return ETF)
Benchmark (S&P 500)

SBMXWorst Drawdowns

The table below shows the maximum drawdowns of the Sberbank MOEX Russia Total Return 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 Russia Total Return ETF is 34.16%, recorded on Mar 18, 2020. It took 169 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.16%Jan 21, 202040Mar 18, 2020169Nov 18, 2020209
-11.01%Oct 21, 202126Nov 26, 2021
-7.56%Oct 4, 201817Oct 26, 201857Jan 21, 201974
-6.27%Jan 15, 202111Jan 29, 202128Mar 11, 202139
-5.61%Jul 5, 201931Aug 16, 201912Sep 3, 201943
-4.72%Nov 8, 201918Dec 3, 201911Dec 18, 201929
-4.54%Sep 17, 201914Oct 4, 201913Oct 23, 201927
-4.16%Jul 8, 20218Jul 19, 202116Aug 10, 202124
-4%Feb 6, 201910Feb 19, 201934Apr 9, 201944
-3.86%Mar 16, 20218Mar 25, 202116Apr 16, 202124

SBMXVolatility Chart

Current Sberbank MOEX Russia Total Return ETF volatility is 28.47%. 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.


SBMX (Sberbank MOEX Russia Total Return ETF)
Benchmark (S&P 500)

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