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VTBE ETF EM Equity

VTBE
ETF · Currency in RUB
ISIN
RU000A100HQ5
Issuer
VTB Capital
Inception Date
Jul 29, 2019
Region
Emerging Markets (Broad)
Category
Asia Pacific Equities
Expense Ratio
0.80%
Index Tracked
MSCI Emerging Markets Index
ETF Home Page
www.vtbcapital-am.ru
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

VTBEPrice Chart


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VTBEPerformance

The chart shows the growth of RUB 10,000 invested in VTBE ETF EM Equity on Jul 30, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 13,742 for a total return of roughly 37.42%. All prices are adjusted for splits and dividends.


VTBE (VTBE ETF EM Equity)
Benchmark (S&P 500)

VTBEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.86%
6M-8.89%
YTD-4.18%
1Y6.52%
5Y15.32%
10Y15.32%

VTBEMonthly Returns Heatmap


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VTBESharpe 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 VTBE ETF EM Equity Sharpe ratio is 0.42. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


VTBE (VTBE ETF EM Equity)
Benchmark (S&P 500)

VTBEDividends


VTBE ETF EM Equity doesn't pay dividends

VTBEDrawdowns Chart

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


VTBE (VTBE ETF EM Equity)
Benchmark (S&P 500)

VTBEWorst Drawdowns

The table below shows the maximum drawdowns of the VTBE ETF EM Equity. 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 VTBE ETF EM Equity is 15.85%, recorded on Mar 23, 2020. It took 68 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.85%Jan 17, 202045Mar 23, 202068Jul 2, 2020113
-14.34%Feb 17, 2021158Oct 4, 2021
-5.95%Jul 30, 20195Aug 5, 201960Oct 28, 201965
-5.26%Jan 26, 20214Jan 29, 202111Feb 15, 202115
-3.81%Nov 8, 201918Dec 3, 201910Dec 17, 201928
-3.13%Aug 27, 202021Sep 24, 20202Sep 28, 202023
-2.81%Oct 15, 20208Oct 26, 20205Nov 2, 202013
-2.56%Nov 30, 202011Dec 14, 20206Dec 22, 202017
-2.45%Nov 10, 20201Nov 10, 20203Nov 13, 20204
-2.15%Jul 7, 20208Jul 16, 20202Jul 20, 202010

VTBEVolatility Chart

Current VTBE ETF EM Equity volatility is 14.00%. 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.


VTBE (VTBE ETF EM Equity)
Benchmark (S&P 500)

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