Correlation
The correlation between MCFTR and IMOEX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
MCFTR vs. IMOEX
Compare and contrast key facts about MOEX Total Return (MCFTR) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCFTR or IMOEX.
Performance
MCFTR vs. IMOEX - Performance Comparison
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Key characteristics
Returns By Period
MCFTR
N/A
N/A
N/A
N/A
N/A
N/A
N/A
IMOEX
-1.88%
-0.28%
9.73%
-12.07%
6.29%
0.68%
5.58%
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Risk-Adjusted Performance
MCFTR vs. IMOEX — Risk-Adjusted Performance Rank
MCFTR
IMOEX
MCFTR vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Total Return (MCFTR) and MOEX Russia Index (IMOEX). 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.
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Drawdowns
MCFTR vs. IMOEX - Drawdown Comparison
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Volatility
MCFTR vs. IMOEX - Volatility Comparison
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