PortfoliosLab logo

Russell 3000 Growth Index (^RAG)

Index · Currency in USD · Last updated Feb 2, 2023

^RAGShare Price Chart


Loading data...

^RAGPerformance

The chart shows the growth of $10,000 invested in Russell 3000 Growth Index in May 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $42,824 for a total return of roughly 328.24%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%Aug 07Aug 14Aug 21Aug 28Sep 04Sep 11Sep 18Sep 25Oct 02
-11.09%
-9.66%
^RAG (Russell 3000 Growth Index)
Benchmark (^GSPC)

^RAGCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^RAG

Russell 3000 Growth Index

Popular comparisons: ^RAG vs. ^RLG

^RAGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-4.22%-4.58%
6M-18.45%-16.44%
YTD-27.70%-21.44%
1Y-20.08%-13.83%
5Y11.18%8.01%
10Y12.34%9.89%

^RAGMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-12.13%-2.41%-7.90%11.89%-4.54%-9.75%

^RAGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Russell 3000 Growth Index Sharpe ratio is -0.72. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.20Aug 07Aug 14Aug 21Aug 28Sep 04Sep 11Sep 18Sep 25Oct 02
-0.72
-0.64
^RAG (Russell 3000 Growth Index)
Benchmark (^GSPC)

^RAGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%Aug 07Aug 14Aug 21Aug 28Sep 04Sep 11Sep 18Sep 25Oct 02
-28.68%
-21.93%
^RAG (Russell 3000 Growth Index)
Benchmark (^GSPC)

^RAGWorst Drawdowns

The table below shows the maximum drawdowns of the Russell 3000 Growth Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Russell 3000 Growth Index is 32.43%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.43%Nov 22, 2021143Jun 16, 2022
-31.98%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-22.5%Oct 2, 201858Dec 24, 201881Apr 23, 2019139
-19.43%Jul 8, 201161Oct 3, 201187Feb 7, 2012148
-15.77%Apr 26, 201049Jul 2, 201080Oct 26, 2010129
-15.59%Jul 21, 2015143Feb 11, 2016110Jul 20, 2016253
-11.18%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-10.1%Apr 4, 201241Jun 1, 201267Sep 6, 2012108
-9.89%Feb 16, 202115Mar 8, 202123Apr 9, 202138
-9.88%Jan 29, 20189Feb 8, 201881Jun 6, 201890

^RAGVolatility Chart

Current Russell 3000 Growth Index volatility is 30.18%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%Aug 07Aug 14Aug 21Aug 28Sep 04Sep 11Sep 18Sep 25Oct 02
30.18%
29.85%
^RAG (Russell 3000 Growth Index)
Benchmark (^GSPC)