Last 3 months performance

RISX price return 3 month data RISX Price Return Index ('RISX')
3,505.30 +19.86 (+0.57%)
At close: 30 August 2023

Impact of major events on RISX index since inception

Summary statistics

Top 10 constituents ‘RISX’

Name RIC Currency Weight (%)
1 Beazley BEZG.L GBP 10.61
2 Fairfax FFH.TO CAD 8.37
3 QBE QBE.AX AUD 6.39
4 Tokio Marine 8766.T JPY 6.20
5 Munich Re MUVGn.DE EUR 5.42
6 Hiscox HSX.L GBP 4.97
7 AIG AIG.N USD 4.83
8 Axa AXAF.PA EUR 4.82
9 Axis AXS.N USD 4.59
10 Hannover Re HNRGn.DE EUR 4.15
Sum 60.33

Performance statistics

RISX: Price return, RISXNTR: Net total return, i.e. dividends reinvested net of withholding taxes

Return and risk at close 2025-04-24
Return (%)
Max drawdown (%)
Annualised
return (%)
Annualised risk (%)
Index Level 1m 3m 1yr Ytd 3m 1yr 3yr 3yr 5yr 10yr 3yr 5yr 10yr
RISX 5,264.8 1.1 9.5 24.7 10.8 12.6 12.6 15.3 20.5 21.6 9.5 15.2 16.6 16.1
RISXNTR 8,606.9 1.4 10.5 27.5 11.9 12.7 12.7 14.8 23.2 24.2 11.7 15.2 16.6 16.1
Calendar year returns (%)
2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
RISX 29.0 13.0 6.4 18.5 -14.2 12.6 3.2 7.1 5.9 16.4 5.6 31.7 20.6 -8.6 12.9
RISXNTR 31.8 15.3 8.8 20.9 -12.2 14.9 5.1 9.4 8.2 19.0 8.2 34.9 24.4 -5.3 17.3
Monthly 'RISX' returns (%) at close 2025-04-24
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2006 NA NA NA NA NA NA 2.8 7.8 1.2 9.5 4.2 6 35.8
2007 -2.8 0.9 3 5.5 -0.7 -1.7 -0.2 1.9 2.9 2.9 -6.9 -0.4 3.9
2008 -5.5 -1.4 -1.1 2.2 -3.2 -12.6 -3 -1 -2.6 -14.7 3.5 1.1 -33.5
2009 -8.7 -8.1 8.9 13.5 5.3 -3.5 6.1 11 1.1 -4.2 -2.5 2.1 19.6
2010 -2.1 0.2 3.2 0.6 -8.4 1.8 7.1 -4.2 6.6 4.1 -3.7 8.4 12.9
2011 0.5 5.8 -5.4 4.8 -2.4 -2.5 -0.4 -8.2 -6.1 8.7 -0.4 -1.9 -8.6
2012 2.8 3.8 2.6 1.5 -7.6 7 0.2 2.6 3.9 1.4 -1.4 2.6 20.6
2013 5.3 2.7 4 3.8 -1 -1 3.6 -3 5.2 3.9 4.5 0.3 31.7
2014 -7.9 5.1 2.4 -0.5 1.5 2.1 -4.4 2.2 -2 3 1.8 2.9 5.6
2015 -2.2 6.9 0.5 0.7 2 1.2 4.9 -3.6 0.7 5.5 -0.3 -0.5 16.4
2016 -5.8 -1.6 5.1 -2.7 3.6 -3.9 4.6 0.5 -1.4 0.5 5.2 2.5 5.9
2017 0.4 3 -0.8 1.1 0.2 0.8 4.8 -3.9 -0.2 3.3 -1.9 0.4 7.1
2018 5.5 -3.6 5.3 1.2 -1.6 -0.7 2.6 1.7 1.2 -5.6 3 -5.3 3.2
2019 2.9 4.3 -1.8 5.1 -2.3 3 -2 -3.2 5.1 -1.9 0.5 2.8 12.6
2020 -1.6 -8.3 -23.2 -0.8 1.3 5 3.1 5.1 -8.5 -1.5 18.1 1.8 -14.2
2021 -4.7 8.7 3.7 2.3 1 -4 2.8 4.3 -2.9 3.5 -4.5 8.2 18.5
2022 3.2 -2.9 2.5 -5.1 1.9 -5 -2.1 -1.5 -6 10.3 10.2 2.4 6.4
2023 5.4 0.1 -5.5 5.5 -2.5 3.5 2.6 -1.4 0.6 -1.2 5.9 0 13
2024 4.8 7.2 4.8 -2.6 5.3 -1 3.7 3.7 0.6 -3.1 6.6 -3.5 29
2025 1.2 4.8 4.8 -0.3 NA NA NA NA NA NA NA NA 10.8
Monthly 'RISXNTR' returns (%) at close 2025-04-24
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2006 NA NA NA NA NA NA 2.8 8 1.8 9.8 4.2 6.1 37.1
2007 -2.8 0.9 3.6 5.9 -0.1 -1.6 -0.2 2.1 3.3 3.3 -6.9 -0.3 6.9
2008 -5.4 -1.2 -0.7 3.2 -2.9 -12.2 -3 -0.4 -2 -14.4 3.6 1.1 -30.8
2009 -8.6 -7 9.8 13.9 5.6 -3.5 6.3 11.7 1.6 -4.2 -2.5 2.2 24.7
2010 -2 0.6 4.3 0.9 -8.1 2 7.1 -3.6 7.3 4.2 -3.7 8.5 17.3
2011 0.5 6.2 -4.5 5.1 -1.9 -2.4 -0.4 -7.5 -5.7 8.7 -0.4 -1.8 -5.3
2012 2.9 4.5 3 2.1 -7.4 7.1 0.2 3.2 4.4 1.4 -1.3 2.8 24.4
2013 5.4 3.2 4.3 4.4 -1 -0.9 3.7 -2.7 5.6 3.9 4.5 0.4 34.9
2014 -7.9 5.5 2.7 -0.1 1.7 2.2 -4.3 2.6 -1.7 3 1.8 3.1 8.2
2015 -2.2 7.3 0.9 1.1 2.1 1.4 4.9 -3.4 1.2 5.5 -0.3 -0.4 19
2016 -5.8 -1.3 5.8 -2.4 3.7 -3.8 4.6 0.7 -1.1 0.5 5.2 2.6 8.2
2017 0.5 3 -0.2 1.3 0.3 1 4.9 -3.7 0.2 3.3 -1.9 0.5 9.4
2018 5.6 -3.5 5.9 1.3 -1.5 -0.6 2.7 2 1.6 -5.6 3.1 -5.2 5.1
2019 3.1 4.5 -1.3 5.1 -2.1 3.1 -2 -2.9 5.4 -1.8 0.6 2.9 14.9
2020 -1.5 -8 -22.9 -0.6 1.4 5.3 3.3 5.1 -8.2 -1.4 18.1 1.9 -12.2
2021 -4.5 8.7 4 2.4 1.4 -3.7 2.8 4.5 -2.6 3.5 -4.5 8.3 20.9
2022 3.3 -2.6 3 -4.9 2.4 -4.7 -2.1 -1.4 -5.8 10.3 10.2 2.3 8.8
2023 5.6 0.2 -5 5.5 -2 3.7 2.6 -1.3 0.8 -1.2 5.9 0.1 15.3
2024 4.9 7.2 5.5 -2.3 5.6 -0.9 3.7 3.9 0.8 -3.1 6.8 -3.5 31.8
2025 1.3 4.9 5.6 -0.2 NA NA NA NA NA NA NA NA 11.9