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Russell 2000

^RUT
Index · Currency in USD

^RUTPrice Chart


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^RUTPerformance

The chart shows the growth of $10,000 invested in ^RUT on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $35,294 for a total return of roughly 252.94%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
252.94%
259.57%
S&P 500

^RUTReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.16%
YTD14.40%
6M37.96%
1Y81.21%
5Y15.59%
10Y10.68%

^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 3.78. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.0020122014201620182020
3.78

^RUTDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-4.28%

^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 {{portfolioName}} 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
-9.65%Jan 20, 201014Feb 8, 201016Mar 3, 201030
-9.57%Mar 16, 20217Mar 24, 2021
-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 29.44%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%20122014201620182020
29.44%

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