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Russell 1000 Growth (^RLG)

Index · Currency in USD · Last updated Jul 2, 2022

^RLGShare Price Chart


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^RLGPerformance

The chart shows the growth of $10,000 invested in Russell 1000 Growth on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $43,864 for a total return of roughly 338.64%. All prices are adjusted for splits and dividends.


^RLG (Russell 1000 Growth)
Benchmark (^GSPC)

^RLGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-7.08%-7.43%
6M-28.06%-19.95%
YTD-27.67%-19.74%
1Y-18.61%-10.99%
5Y13.30%9.57%
10Y13.34%10.86%

^RLGMonthly Returns Heatmap


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^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 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.


^RLG (Russell 1000 Growth)
Benchmark (^GSPC)

^RLGDrawdowns Chart

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


^RLG (Russell 1000 Growth)
Benchmark (^GSPC)

^RLGWorst Drawdowns

The table below shows the maximum drawdowns of the Russell 1000 Growth. 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 is 32.23%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.23%Dec 28, 2021119Jun 16, 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 volatility is 30.92%. 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.


^RLG (Russell 1000 Growth)
Benchmark (^GSPC)

Portfolios with Russell 1000 Growth


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