IMOEX vs. MCFTR
Compare and contrast key facts about MOEX Russia Index (IMOEX) and MOEX Total Return (MCFTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or MCFTR.
Performance
IMOEX vs. MCFTR - Performance Comparison
Returns By Period
IMOEX
-16.02%
-5.97%
-24.45%
-19.14%
-2.47%
5.41%
MCFTR
N/A
N/A
N/A
N/A
N/A
N/A
Key characteristics
| IMOEX | MCFTR |
|---|
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Correlation
The correlation between IMOEX and MCFTR is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IMOEX vs. MCFTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) and MOEX Total Return (MCFTR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
IMOEX vs. MCFTR - Drawdown Comparison
Volatility
IMOEX vs. MCFTR - Volatility Comparison
MOEX Russia Index (IMOEX) has a higher volatility of 9.79% compared to MOEX Total Return (MCFTR) at 0.00%. This indicates that IMOEX's price experiences larger fluctuations and is considered to be riskier than MCFTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.