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Russell 2000 Index (^RUT)

Index · Currency in USD · Last updated Nov 29, 2022

^RUTShare Price Chart


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^RUTPerformance

The chart shows the growth of $10,000 invested in Russell 2000 Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,604 for a total return of roughly 186.04%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovember
-1.29%
-3.35%
^RUT (Russell 2000 Index)
Benchmark (^GSPC)

^RUTCompare to other instruments

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

Popular comparisons: ^RUT vs. XBI, ^RUT vs. URTY, ^RUT vs. VOO, ^RUT vs. QQQ, ^RUT vs. VTWO, ^RUT vs. VB

^RUTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.86%1.61%
6M-3.02%-4.67%
YTD-18.45%-16.83%
1Y-18.48%-13.73%
5Y3.58%8.59%
10Y8.34%10.86%

^RUTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-9.66%0.97%1.08%-9.95%-0.00%-8.37%10.38%-2.18%-9.73%10.94%-0.86%
20215.00%6.14%0.88%2.07%0.11%1.83%-3.65%2.13%-3.05%4.21%-4.28%2.11%
2020-3.26%-8.53%-21.90%13.66%6.36%3.40%2.71%5.50%-3.47%2.04%18.29%8.52%
201911.19%5.08%-2.27%3.34%-7.90%6.90%0.51%-5.07%1.91%2.57%3.97%2.71%
20182.57%-3.97%1.12%0.81%5.95%0.58%1.69%4.19%-2.54%-10.91%1.45%-12.05%
20170.35%1.83%-0.05%1.05%-2.16%3.30%0.69%-1.39%6.09%0.78%2.77%-0.56%
2016-8.85%-0.14%7.75%1.51%2.12%-0.25%5.90%1.64%0.95%-4.81%10.99%2.63%
2015-3.26%5.83%1.57%-2.61%2.16%0.60%-1.22%-6.40%-5.07%5.56%3.12%-5.19%
2014-2.82%4.61%-0.84%-3.94%0.68%5.15%-6.11%4.85%-6.19%6.52%-0.02%2.68%
20136.21%1.00%4.44%-0.43%3.87%-0.68%6.93%-3.29%6.22%2.45%3.88%1.82%
20127.00%2.29%2.39%-1.62%-6.74%4.81%-1.45%3.20%3.12%-2.24%0.39%3.34%
2011-0.31%5.40%2.44%2.58%-1.96%-2.46%-3.67%-8.81%-11.37%15.04%-0.49%0.47%
2010-5.95%4.41%7.97%5.59%-7.67%-7.88%6.79%-7.50%12.30%4.02%3.36%7.79%

^RUTSharpe 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 2000 Index Sharpe ratio is -0.65. 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.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.65
-0.57
^RUT (Russell 2000 Index)
Benchmark (^GSPC)

^RUTDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-25.04%
-17.36%
^RUT (Russell 2000 Index)
Benchmark (^GSPC)

^RUTWorst Drawdowns

The table below shows the maximum drawdowns of the Russell 2000 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 2000 Index is 43.06%, recorded on Mar 18, 2020. It took 168 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.06%Sep 4, 2018387Mar 18, 2020168Nov 13, 2020555
-32.46%Nov 9, 2021152Jun 16, 2022
-29.56%May 2, 2011110Oct 3, 2011317Jan 2, 2013427
-26.4%Jun 24, 2015161Feb 11, 2016192Nov 14, 2016353
-20.47%Apr 26, 201050Jul 6, 2010104Dec 1, 2010154
-13.18%Mar 5, 2014155Oct 13, 201452Dec 26, 2014207
-9.72%Mar 16, 202187Jul 19, 202175Nov 2, 2021162
-9.65%Jan 20, 201014Feb 8, 201016Mar 3, 201030
-9.12%Jan 24, 201812Feb 8, 201867May 16, 201879
-7.42%Jan 23, 201410Feb 5, 201414Feb 26, 201424

^RUTVolatility Chart

Current Russell 2000 Index volatility is 19.91%. 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%45.00%JulyAugustSeptemberOctoberNovember
19.91%
14.31%
^RUT (Russell 2000 Index)
Benchmark (^GSPC)