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Russell 1000 Growth Index (^RLG)

Index · Currency in USD · Last updated Nov 30, 2022

^RLGShare Price Chart


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^RLGPerformance

The chart shows the growth of $10,000 invested in Russell 1000 Growth Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $44,309 for a total return of roughly 343.09%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovember
-8.01%
-5.25%
^RLG (Russell 1000 Growth Index)
Benchmark (^GSPC)

^RLGCompare to other instruments

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

Popular comparisons: ^RLG vs. QQQ, ^RLG vs. COWZ, ^RLG vs. VOO

^RLGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.63%1.45%
6M-6.67%-4.82%
YTD-26.94%-16.96%
1Y-25.26%-13.86%
5Y11.08%8.56%
10Y13.06%10.84%

^RLGMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-8.62%-4.33%3.84%-12.12%-2.43%-8.00%11.94%-4.76%-9.79%5.78%0.29%
2021-0.78%-0.11%1.65%6.76%-1.47%6.21%3.25%3.66%-5.66%8.62%0.54%2.06%
20202.17%-6.93%-9.93%14.72%6.58%4.27%7.64%10.22%-4.77%-3.44%10.13%4.53%
20198.93%3.39%2.74%4.46%-6.48%6.76%2.20%-0.91%-0.08%2.75%4.28%2.93%
20187.02%-2.78%-2.85%0.28%4.20%0.87%2.88%5.30%0.47%-8.99%0.87%-8.69%
20173.30%3.97%1.03%2.21%2.41%-0.38%2.59%1.65%1.21%3.80%2.84%0.70%
2016-5.66%-0.23%6.58%-1.00%1.75%-0.54%4.64%-0.69%0.26%-2.43%1.95%1.13%
2015-1.61%6.49%-1.27%0.42%1.24%-1.90%3.30%-6.23%-2.61%8.52%0.10%-1.60%
2014-2.92%4.95%-1.14%-0.09%2.93%1.80%-1.61%4.39%-1.56%2.55%2.98%-1.17%
20134.22%1.02%3.62%2.03%1.65%-2.02%5.21%-1.91%4.32%4.33%2.62%2.72%
20125.90%4.58%3.17%-0.23%-6.63%2.60%1.26%2.46%1.84%-3.01%1.42%-0.19%
20112.49%3.08%0.00%3.29%-1.28%-1.55%-1.06%-5.49%-7.47%10.89%-0.24%-0.43%
2010-5.70%3.24%5.63%1.05%-7.82%-5.64%7.06%-4.88%10.52%4.71%0.96%5.40%

^RLGSharpe 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 1000 Growth Index Sharpe ratio is -0.88. 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.


-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.88
-0.63
^RLG (Russell 1000 Growth Index)
Benchmark (^GSPC)

^RLGDrawdowns 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%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-27.87%
-17.49%
^RLG (Russell 1000 Growth Index)
Benchmark (^GSPC)

^RLGWorst Drawdowns

The table below shows the maximum drawdowns of the Russell 1000 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 1000 Growth Index is 33.15%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.15%Dec 28, 2021202Oct 14, 2022
-31.54%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-22.2%Oct 2, 201858Dec 24, 201881Apr 23, 2019139
-18.5%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-15.65%Apr 26, 201049Jul 2, 201079Oct 25, 2010128
-14.49%Jul 21, 2015143Feb 11, 2016107Jul 14, 2016250
-11.37%Sep 3, 202014Sep 23, 202051Dec 4, 202065
-9.95%Jan 29, 20189Feb 8, 201881Jun 6, 201890
-9.9%Apr 4, 201241Jun 1, 201267Sep 6, 2012108
-9.71%Feb 16, 202115Mar 8, 202123Apr 9, 202138

^RLGVolatility Chart

Current Russell 1000 Growth Index volatility is 15.22%. 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%JulyAugustSeptemberOctoberNovember
15.22%
13.39%
^RLG (Russell 1000 Growth Index)
Benchmark (^GSPC)