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Russell 2000 (^RUT)

Index · Currency in USD · Last updated May 17, 2022

^RUTShare Price Chart

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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 $27,862 for a total return of roughly 178.62%. All prices are adjusted for splits and dividends.

^RUT (Russell 2000)
Benchmark (^GSPC)

^RUTReturns in periods

Returns over 1 year are annualized


^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 -0.86. 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.

^RUT (Russell 2000)
Benchmark (^GSPC)

^RUTDrawdowns Chart

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

^RUT (Russell 2000)
Benchmark (^GSPC)

^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.



To Bottom


To Recover



-43.06%Sep 4, 2018387Mar 18, 2020168Nov 13, 2020555
-29.66%Nov 9, 2021127May 11, 2022
-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, 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 volatility is 42.84%. 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 (^GSPC)

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