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Russell 1000 Value Index (^RLV)

Index · Currency in USD · Last updated Sep 17, 2022

^RLVShare Price Chart


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^RLVPerformance

The chart shows the growth of $10,000 invested in Russell 1000 Value Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,160 for a total return of roughly 151.60%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-10.81%
-13.18%
^RLV (Russell 1000 Value Index)
Benchmark (^GSPC)

^RLVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.30%-10.03%
6M-10.32%-12.20%
YTD-12.26%-18.73%
1Y-7.37%-13.56%
5Y4.70%9.16%
10Y7.26%10.25%

^RLVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.95%-0.74%3.67%-3.32%-0.85%-8.93%6.48%-3.20%-1.36%
2021-1.07%7.05%4.91%3.71%2.16%-1.93%1.16%1.71%-1.89%2.93%-2.06%4.34%
2020-2.32%-9.91%-17.32%11.04%3.09%-0.88%3.77%3.89%-2.64%-1.48%13.19%3.64%
20197.57%2.93%0.43%3.37%-6.70%6.97%0.65%-3.22%3.35%1.23%2.82%2.51%
20183.73%-5.02%-1.96%0.18%0.30%0.07%3.78%1.21%-0.00%-5.33%2.70%-9.82%
20170.58%3.31%-1.21%-0.33%-0.38%1.45%1.17%-1.45%2.78%0.58%2.76%1.27%
2016-5.30%-0.37%6.98%1.96%1.24%0.66%2.74%0.47%-0.40%-1.70%5.40%2.29%
2015-4.11%4.54%-1.55%0.82%0.92%-2.19%0.30%-6.22%-3.23%7.38%0.09%-2.37%
2014-3.67%4.03%2.22%0.83%1.20%2.43%-1.86%3.43%-2.25%2.11%1.80%0.41%
20136.34%1.18%3.78%1.38%2.29%-1.06%5.23%-4.03%2.31%4.22%2.54%2.33%
20123.62%3.70%2.77%-1.18%-6.13%4.74%0.88%1.89%2.97%-0.65%-0.35%1.82%
20112.12%3.45%0.22%2.51%-1.28%-2.25%-3.47%-6.49%-7.75%11.23%-0.81%1.78%
2010-4.73%2.88%6.34%2.46%-8.44%-5.80%6.59%-4.51%7.55%2.84%-0.77%7.69%

^RLVSharpe 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 Value Index Sharpe ratio is -0.46. 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.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.46
-0.62
^RLV (Russell 1000 Value Index)
Benchmark (^GSPC)

^RLVDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-13.75%
-19.25%
^RLV (Russell 1000 Value Index)
Benchmark (^GSPC)

^RLVWorst Drawdowns

The table below shows the maximum drawdowns of the Russell 1000 Value 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 Value Index is 38.60%, recorded on Mar 23, 2020. It took 200 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.6%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-22.29%May 2, 2011108Oct 3, 2011115Mar 19, 2012223
-20.17%Jan 29, 2018229Dec 24, 2018217Nov 4, 2019446
-17.64%Dec 30, 2014282Feb 11, 2016124Aug 8, 2016406
-17.4%Jan 14, 2022107Jun 17, 2022
-16.94%Apr 26, 201049Jul 2, 2010119Dec 21, 2010168
-10.37%Mar 27, 201248Jun 4, 201252Aug 16, 2012100
-8.66%Jan 12, 201019Feb 8, 201022Mar 11, 201041
-7.97%Sep 19, 201419Oct 15, 201416Nov 6, 201435
-7.45%Oct 19, 201218Nov 15, 201231Jan 2, 201349

^RLVVolatility Chart

Current Russell 1000 Value Index volatility is 26.42%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
26.42%
30.01%
^RLV (Russell 1000 Value Index)
Benchmark (^GSPC)