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Sberbank MOEX Corporate Bonds Index ETF (SBRB)

ETF · Currency in RUB
ISIN
RU000A100P44
Issuer
Sberbank Asset Management
Inception Date
Sep 6, 2019
Region
Emerging Europe (Russia)
Category
Corporate Bonds
Expense Ratio
0.80%
Index Tracked
MOEX Corporate Bond Total Return Index 1-3 Years
ETF Home Page
www.sberbank-am.ru
Asset Class
Bond

SBRBPrice Chart


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SBRBPerformance

The chart shows the growth of RUB 10,000 invested in Sberbank MOEX Corporate Bonds Index ETF on Sep 9, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 11,304 for a total return of roughly 13.04%. All prices are adjusted for splits and dividends.


SBRB (Sberbank MOEX Corporate Bonds Index ETF)
Benchmark (S&P 500)

SBRBReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-0.20%-1.77%
1M1.46%1.30%
6M1.32%7.21%
1Y0.74%23.20%
5Y5.37%26.39%
10Y5.37%26.39%

SBRBMonthly Returns Heatmap


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SBRBSharpe 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 Corporate Bonds Index ETF Sharpe ratio is 0.41. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


SBRB (Sberbank MOEX Corporate Bonds Index ETF)
Benchmark (S&P 500)

SBRBDividends


Sberbank MOEX Corporate Bonds Index ETF doesn't pay dividends

SBRBDrawdowns Chart

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


SBRB (Sberbank MOEX Corporate Bonds Index ETF)
Benchmark (S&P 500)

SBRBWorst Drawdowns

The table below shows the maximum drawdowns of the Sberbank MOEX Corporate Bonds Index 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 Corporate Bonds Index ETF is 5.36%, recorded on Mar 12, 2020. It took 35 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.36%Feb 21, 202013Mar 12, 202035Apr 30, 202048
-1.78%Sep 9, 202169Dec 15, 202110Dec 29, 202179
-1.21%Jan 3, 202011Jan 20, 202020Feb 17, 202031
-1.05%May 26, 202138Jul 21, 202110Aug 4, 202148
-0.99%Jan 26, 202156Apr 14, 202114May 5, 202170
-0.89%Sep 10, 20191Sep 10, 201923Oct 11, 201924
-0.86%Jan 6, 20226Jan 14, 2022
-0.71%Aug 4, 20202Aug 5, 20204Aug 11, 20206
-0.66%Jun 15, 20203Jun 17, 20203Jun 22, 20206
-0.57%Jul 7, 20202Jul 8, 20202Jul 10, 20204

SBRBVolatility Chart

Current Sberbank MOEX Corporate Bonds Index ETF volatility is 4.56%. 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.


SBRB (Sberbank MOEX Corporate Bonds Index ETF)
Benchmark (S&P 500)

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