MVIS Russia Index

The modified market cap-weighted index tracks the performance of the largest and most liquid companies in Russia. Its unique pure-play approach expands local exposure to include non-local companies that generate at least 50% of their revenues in Russia. The MVIS Russia Index (MVRSX) covers at least 90% of the investable universe and has been licensed to underlie financial products with currently USD 1868.69 million in assets under management.

Index Performance

Index performance of price, total return net and total return gross indices is displayed in realtime.

PeriodPriceTotal Return NetTotal Return Gross
Year-to-Date Performance7.79%7.95%-
1-Year Performance-2.19%2.69%-
3-Year Performance10.63%29.57%-
5-Year Performance103.87%156.77%-
Since Inception (28 Sep 2007)-37.25%-8.30%-

Index Records

Index highs and lows of price, total return net and total return gross indices are displayed in realtime.

PeriodPriceTotal Return NetTotal Return Gross
All Time High/Low1,226.29 / 231.30 1,243.43 / 236.39 -
52-Weeks High/Low658.45 / 339.33 933.35 / 473.81 -
Quarter High/Low638.72 / 602.14 933.35 / 878.63 -
Month High/Low638.72 / 569.30 933.35 / 828.99 -

Index Correlation and Volatility

Index correlation to selected index peers and index volatility are updated daily.

Index Correlation
MSCI Russia IMI0.9308
MICEX0.8505
RTS0.9655
Index Volatility
1-month Volatility23.47
1-year Volatility39.32

Component Performance

Displayed are the best and worst index components over a selected period of time. Data is updated daily.

Best 5 Components1-YearYear-to-Date1-Day
AK TRANSNEFT PJSC-23.54%7.24%2.65%
EVRAZ PLC57.28%8.22%1.98%
GAZPROM PAO SPON ADR-17.76%11.15%1.67%
INTER RAO UES PJSC-19.60%3.01%0.58%
MAGNIT OJSC-SPON GDR REGS48.15%0.85%0.29%
MAIL.RU GROUP-GDR REGS18.48%1.90%-1.29%
MOBILE TELESYSTEMS-SP ADR-1.10%5.47%4.08%
NOVATEK PJSC-0.23%20.99%2.49%
NOVOLIPET STEEL-GDR REG S38.13%9.37%4.62%
POLYMETAL INTERNATIONAL PLC50.61%0.63%-1.10%
ROSNEFT OJSC-REG S GDR-6.48%22.52%4.54%
SBERBANK PJSC -SPONSORED ADR-1.29%7.06%0.94%
SEVERSTAL - GDR REG S29.18%5.98%4.84%
SURGUTNEFTEGAS-SP ADR-41.25%9.79%0.80%
VTB BANK PJSC-GDR-REG S-30.50%8.96%1.56%
X5 RETAIL GROUP NV SPONSORED GDR REGS16.01%4.32%0.48%
YANDEX NV CLASS A59.18%-0.42%0.43%
TCS GROUP HOLDING PLC87.44%26.29%7.50%
PHOSAGRO OAO27.30%11.58%-0.65%
ALROSA PAO2.39%8.41%0.49%
MMC NORILSK NICKEL PJSC15.81%15.54%2.24%
LUKOIL OAO SPON ADR-19.46%17.95%3.00%
TATNEFT PJSC SPONSORED ADR-41.95%10.29%1.67%
MOSCOW EXCHANGE MICEX-RTS OAO25.01%0.69%-0.45%
VEON LTD-23.21%25.17%5.59%
POLYUS PJSC-REG S-GDR75.74%1.88%-1.63%
ROSTELECOM5.13%3.52%0.35%
Worst 5 Components1-YearYear-to-Date1-Day
AK TRANSNEFT PJSC-23.54%7.24%2.65%
EVRAZ PLC57.28%8.22%1.98%
GAZPROM PAO SPON ADR-17.76%11.15%1.67%
INTER RAO UES PJSC-19.60%3.01%0.58%
MAGNIT OJSC-SPON GDR REGS48.15%0.85%0.29%
MAIL.RU GROUP-GDR REGS18.48%1.90%-1.29%
MOBILE TELESYSTEMS-SP ADR-1.10%5.47%4.08%
NOVATEK PJSC-0.23%20.99%2.49%
NOVOLIPET STEEL-GDR REG S38.13%9.37%4.62%
POLYMETAL INTERNATIONAL PLC50.61%0.63%-1.10%
ROSNEFT OJSC-REG S GDR-6.48%22.52%4.54%
SBERBANK PJSC -SPONSORED ADR-1.29%7.06%0.94%
SEVERSTAL - GDR REG S29.18%5.98%4.84%
SURGUTNEFTEGAS-SP ADR-41.25%9.79%0.80%
VTB BANK PJSC-GDR-REG S-30.50%8.96%1.56%
X5 RETAIL GROUP NV SPONSORED GDR REGS16.01%4.32%0.48%
YANDEX NV CLASS A59.18%-0.42%0.43%
TCS GROUP HOLDING PLC87.44%26.29%7.50%
PHOSAGRO OAO27.30%11.58%-0.65%
ALROSA PAO2.39%8.41%0.49%
MMC NORILSK NICKEL PJSC15.81%15.54%2.24%
LUKOIL OAO SPON ADR-19.46%17.95%3.00%
TATNEFT PJSC SPONSORED ADR-41.95%10.29%1.67%
MOSCOW EXCHANGE MICEX-RTS OAO25.01%0.69%-0.45%
VEON LTD-23.21%25.17%5.59%
POLYUS PJSC-REG S-GDR75.74%1.88%-1.63%
ROSTELECOM5.13%3.52%0.35%
Up