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Russell 3000 Index (^RUA)

Index · Currency in USD · Last updated Sep 16, 2022

^RUAShare Price Chart


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^RUAPerformance

The chart shows the growth of $10,000 invested in Russell 3000 Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,131 for a total return of roughly 241.31%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.62%
-12.55%
^RUA (Russell 3000 Index)
Benchmark (^GSPC)

^RUAReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-9.16%-9.21%
6M-10.51%-10.48%
YTD-18.94%-18.15%
1Y-13.94%-11.96%
5Y8.93%9.39%
10Y10.11%10.33%

^RUAMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.22%-2.65%3.11%-9.05%-0.31%-8.50%9.28%-3.89%-1.17%
2021-0.54%2.99%3.45%5.07%0.32%2.35%1.60%2.72%-4.59%6.68%-1.65%4.11%
2020-0.22%-8.35%-13.91%13.12%5.13%2.14%5.56%7.07%-3.76%-2.26%11.99%4.37%
20198.45%3.30%1.30%3.88%-6.68%6.86%1.37%-2.25%1.60%2.04%3.59%2.73%
20185.18%-3.88%-2.16%0.28%2.60%0.52%3.21%3.30%0.03%-7.46%1.77%-9.46%
20171.78%3.49%-0.09%0.95%0.80%0.75%1.77%-0.04%2.30%2.08%2.80%0.86%
2016-5.74%-0.29%6.85%0.51%1.55%0.03%3.85%0.02%0.01%-2.27%4.21%1.79%
2015-2.87%5.56%-1.18%0.36%1.17%-1.84%1.56%-6.24%-3.08%7.78%0.33%-2.23%
2014-3.25%4.51%0.38%0.02%1.96%2.34%-2.09%3.99%-2.23%2.64%2.21%-0.16%
20135.37%1.10%3.76%1.53%2.12%-1.46%5.36%-3.00%3.55%4.13%2.69%2.47%
20124.93%4.00%2.93%-0.77%-6.41%3.75%0.87%2.25%2.46%-1.84%0.51%1.02%
20112.09%3.44%0.30%2.87%-1.34%-1.95%-2.39%-6.22%-7.91%11.37%-0.52%0.65%
2010-5.28%3.17%6.14%2.06%-8.09%-5.90%6.82%-4.91%9.27%3.80%0.36%6.62%

^RUASharpe 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 3000 Index Sharpe ratio is -0.63. 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.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.63
-0.55
^RUA (Russell 3000 Index)
Benchmark (^GSPC)

^RUADrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-19.20%
-18.66%
^RUA (Russell 3000 Index)
Benchmark (^GSPC)

^RUAWorst Drawdowns

The table below shows the maximum drawdowns of the Russell 3000 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 3000 Index is 35.09%, recorded on Mar 23, 2020. It took 106 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.09%Feb 20, 202023Mar 23, 2020106Aug 21, 2020129
-24.64%Jan 4, 2022114Jun 16, 2022
-21.09%May 2, 2011110Oct 3, 2011114Mar 13, 2012224
-20.56%Sep 21, 201865Dec 24, 2018129Jul 1, 2019194
-16.55%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-16.18%Jun 24, 2015161Feb 11, 2016106Jul 14, 2016267
-10.29%Apr 3, 201244Jun 4, 201266Sep 6, 2012110
-9.97%Jan 29, 20189Feb 8, 2018124Aug 7, 2018133
-9.39%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-8.24%Jan 20, 201014Feb 8, 201021Mar 10, 201035

^RUAVolatility Chart

Current Russell 3000 Index volatility is 30.37%. 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.


15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
30.37%
30.28%
^RUA (Russell 3000 Index)
Benchmark (^GSPC)