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Russell 1000 Value Index (^RLV)

Index · Currency in USD · Last updated Feb 4, 2023

^RLVShare Price Chart


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^RLVPerformance

The chart shows the growth of $10,000 invested in Russell 1000 Value Index in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $27,372 for a total return of roughly 173.72%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
7.04%
4.28%
^RLV (Russell 1000 Value Index)
Benchmark (^GSPC)

^RLVCompare to other instruments

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Russell 1000 Value Index

Popular comparisons: ^RLV vs. VOO

^RLVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.53%8.17%
YTD5.47%7.73%
6M4.35%-0.37%
1Y-2.98%-9.87%
5Y4.89%8.42%
10Y7.58%10.71%

^RLVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20235.04%
2022-3.20%-8.96%10.11%5.98%-4.23%

^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 -0.15. 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.


-0.80-0.60-0.40-0.200.00OctoberNovemberDecember2023February
-0.15
-0.41
^RLV (Russell 1000 Value Index)
Benchmark (^GSPC)

^RLVDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%OctoberNovemberDecember2023February
-6.16%
-13.76%
^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
-20.39%Jan 14, 2022179Sep 30, 2022
-20.17%Jan 29, 2018229Dec 24, 2018217Nov 4, 2019446
-17.64%Dec 30, 2014282Feb 11, 2016124Aug 8, 2016406
-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 12.52%. 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%15.00%20.00%25.00%30.00%35.00%OctoberNovemberDecember2023February
12.52%
16.33%
^RLV (Russell 1000 Value Index)
Benchmark (^GSPC)