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Russell 1000 Growth Index (^RLG)

Index · Currency in USD · Last updated Mar 18, 2023

Share Price Chart

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The chart shows the growth of $10,000 invested in Russell 1000 Growth Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $68,567 for a total return of roughly 585.67%. All prices are adjusted for splits and dividends.

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

S&P 500

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Russell 1000 Growth Index had a return of 8.67% year-to-date (YTD) and -11.07% in the last 12 months. Over the past 10 years, Russell 1000 Growth Index had an annualized return of 12.74%, outperforming the S&P 500 benchmark which had an annualized return of 9.70%.

1 month-2.57%-5.31%
6 months1.82%0.39%
1 year-11.07%-10.12%
5 years (annualized)10.34%7.32%
10 years (annualized)12.74%9.70%

Monthly Returns Heatmap


Sharpe 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 -0.39. 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 Index)
Benchmark (^GSPC)

Drawdowns Chart

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

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

Worst 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 52.32%, recorded on Mar 9, 2009. It took 745 trading sessions for the portfolio to recover.



To Bottom


To Recover



-52.32%Nov 1, 2007339Mar 9, 2009745Feb 21, 20121084
-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
-14.49%Jul 21, 2015143Feb 11, 2016107Jul 14, 2016250
-14.21%Nov 29, 200269Mar 11, 200339May 6, 2003108
-11.66%Jan 27, 2004138Aug 12, 200486Dec 14, 2004224
-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

Volatility Chart

Current Russell 1000 Growth Index volatility is 23.37%. 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 Index)
Benchmark (^GSPC)