MOEX All-Weather Index
MOEX All-Weather Index is a multi-asset index comprised of the following MOEX indicators which are used as sub-indices: MCFTR, RUCEU, RUCBTRNS, RGBITR, RUSFARIND, RUGOLD.
KEY CHARACTERISTICS
Index code | MOEXALLW |
Index type | |
Number of stocks-constituents | Varies |
Time of calculation (Moscow time) | 19:00 |
Publication intervals | Once a day |
First calculated on | 29.12.2023 |
Period when the list of stocks-index constituents changes |
Underlying indicators | Weight |
Equity sub-index (MCFTR) | 30% |
Eurobonds sub-index (RUCEU) | 25% |
Corporate bonds sub-index (RUCBTRNS) | 15% |
Government bonds sub-index (RGBITR) | 10% |
Money market sub-index (RUSFARIND) | 10% |
Gold sub-index (RUGOLD) | 10% |