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Sberbank MOEX Russia Total Return ETF (SBMX)

ETF · Currency in RUB · Last updated May 17, 2022

SBMX is a passive ETF by Sberbank Asset Management tracking the investment results of the MOEX Total Return. SBMX launched on Aug 3, 2018 and has a 0.99% expense ratio.

ETF Info

SBMXShare Price 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 11,753 for a total return of roughly 17.53%. All prices are adjusted for splits and dividends.


SBMX (Sberbank MOEX Russia Total Return ETF)
Benchmark (^GSPC)

SBMXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.66%-6.95%
YTD-37.85%-16.43%
6M-42.64%-14.72%
1Y-33.14%-4.46%
5Y4.65%12.26%
10Y4.65%12.26%

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 -0.95. 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.


SBMX (Sberbank MOEX Russia Total Return ETF)
Benchmark (^GSPC)

SBMXDividend History


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 (^GSPC)

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 49.10%, recorded on Apr 25, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.1%Oct 21, 2021106Apr 25, 2022
-34.16%Jan 21, 202040Mar 18, 2020169Nov 18, 2020209
-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 33.33%. 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 (^GSPC)

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