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Russell 3000 Growth Index (^RAG)

Index · Currency in USD · Last updated Sep 23, 2022

^RAGShare Price Chart


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^RAGPerformance

The chart shows the growth of $10,000 invested in Russell 3000 Growth Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $42,670 for a total return of roughly 326.70%. All prices are adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-21.19%
-17.87%
^RAG (Russell 3000 Growth Index)
Benchmark (^GSPC)

^RAGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.33%-9.18%
6M-18.74%-15.67%
YTD-27.96%-21.15%
1Y-22.20%-13.69%
5Y11.59%8.49%
10Y12.24%9.93%

^RAGMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-8.90%-4.07%3.64%-12.13%-2.41%-7.90%11.89%-4.54%-5.72%
2021-0.42%0.12%1.30%6.44%-1.56%6.10%2.78%3.54%-5.54%8.36%0.20%1.96%
20201.96%-6.95%-10.51%14.73%6.74%4.24%7.40%9.97%-4.64%-3.21%10.57%4.82%
20199.12%3.61%2.42%4.36%-6.55%6.82%2.11%-1.14%-0.14%2.75%4.38%2.88%
20186.78%-2.79%-2.54%0.27%4.36%0.85%2.79%5.36%0.25%-9.28%0.91%-8.91%
20173.17%3.85%1.03%2.18%2.16%-0.11%2.45%1.50%1.53%3.62%2.84%0.65%
2016-6.05%-0.27%6.65%-0.86%1.82%-0.54%4.78%-0.57%0.35%-2.71%2.44%1.14%
2015-1.66%6.54%-1.04%0.15%1.42%-1.66%3.06%-6.34%-2.91%8.30%0.36%-1.85%
2014-2.82%4.94%-1.26%-0.50%2.78%2.13%-1.96%4.48%-1.86%2.81%2.80%-0.87%
20134.40%1.02%3.73%1.82%1.91%-1.92%5.40%-1.92%4.53%4.12%2.74%2.66%
20126.02%4.48%3.07%-0.34%-6.67%2.79%1.02%2.54%1.92%-3.02%1.37%0.03%
20112.23%3.31%0.31%3.31%-1.34%-1.61%-1.30%-5.75%-7.79%11.26%-0.27%-0.42%
2010-5.78%3.32%5.79%1.29%-7.73%-5.73%7.02%-5.07%10.80%4.67%1.23%5.57%

^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 -0.82. 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.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.82
-0.67
^RAG (Russell 3000 Growth Index)
Benchmark (^GSPC)

^RAGDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-28.93%
-21.65%
^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 29.07%. 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%20.00%30.00%40.00%50.00%AprilMayJuneJulyAugustSeptember
29.07%
25.76%
^RAG (Russell 3000 Growth Index)
Benchmark (^GSPC)