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Russell 3000 Index (^RUA)

Index · Currency in USD · Last updated Feb 2, 2023

^RUAShare Price Chart


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^RUAPerformance

The chart shows the growth of $10,000 invested in Russell 3000 Index in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $36,065 for a total return of roughly 260.65%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
4.37%
3.84%
^RUA (Russell 3000 Index)
Benchmark (^GSPC)

^RUACompare to other instruments

Search for stocks, ETFs, and funds to compare with ^RUA

Russell 3000 Index

Popular comparisons: ^RUA vs. QQQ, ^RUA vs. VTI

^RUAReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.02%7.29%
YTD8.02%7.29%
6M1.16%0.68%
1Y-8.66%-8.78%
5Y7.57%7.93%
10Y10.29%10.58%

^RUAMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.79%
2022-3.89%-9.40%8.10%5.02%-5.99%

^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 -0.35. 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.


-0.90-0.80-0.70-0.60-0.50-0.40-0.30OctoberNovemberDecember2023February
-0.35
-0.36
^RUA (Russell 3000 Index)
Benchmark (^GSPC)

^RUADrawdowns Chart

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


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%OctoberNovemberDecember2023February
-14.62%
-14.12%
^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
-25.99%Jan 4, 2022197Oct 14, 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 16.22%. 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%40.00%OctoberNovemberDecember2023February
16.22%
15.59%
^RUA (Russell 3000 Index)
Benchmark (^GSPC)