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Russell 2000

^RUT
Index · Currency in USD

^RUTPrice Chart


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S&P 500

^RUTPerformance

The chart shows the growth of $10,000 invested in Russell 2000 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,520 for a total return of roughly 245.20%. All prices are adjusted for splits and dividends.


^RUT (Russell 2000)
Benchmark (S&P 500)

^RUTReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-3.76%
6M3.19%
YTD11.89%
1Y48.28%
5Y12.76%
10Y10.29%

^RUTMonthly Returns Heatmap


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^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 Sharpe ratio is 2.12. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


^RUT (Russell 2000)
Benchmark (S&P 500)

^RUTDrawdowns Chart

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


^RUT (Russell 2000)
Benchmark (S&P 500)

^RUTWorst Drawdowns

The table below shows the maximum drawdowns of the Russell 2000. 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 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
-29.56%May 2, 2011108Oct 3, 2011313Jan 2, 2013421
-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, 2021
-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
-6.62%Feb 10, 202116Mar 4, 20215Mar 11, 202121

^RUTVolatility Chart

Current Russell 2000 volatility is 27.40%. 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.


^RUT (Russell 2000)
Benchmark (S&P 500)

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