Russell-2000 (Russell-2000) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Russell-2000 (Russell-2000): 1Y return 27.0%, Sharpe ratio 1.35, volatility 18.4%, max drawdown -11.2%. A Index in the Equity asset class. Compare Russell-2000 with other assets and invest through your own broker with pfolio.
Russell-2000 (Russell-2000) Overview
- Type: Index
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
Russell-2000 Performance
- MTD
- Return: 2.8%, Sharpe: 2.67, Volatility: 14.2%, Max Drawdown: -2.5%
- YTD
- Return: 21.5%, Sharpe: 1.64, Volatility: 18.5%, Max Drawdown: -11.2%
- 1Y
- Return: 27.0%, Sharpe: 1.35, Volatility: 18.4%, Max Drawdown: -11.2%
- 5Y
- Return: 32.4%, Sharpe: 0.36, Volatility: 22.1%, Max Drawdown: -33.0%
- 10Y
- Return: 143.5%, Sharpe: 0.49, Volatility: 23.0%, Max Drawdown: -43.1%
Frequently Asked Questions
- What is Russell-2000 (Russell-2000)?
- Russell-2000 (Russell-2000) is a Index in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does Russell-2000 compare to other assets?
- You can compare Russell-2000 with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in Russell-2000 through pfolio?
- pfolio helps you build diversified portfolios that may include Russell-2000. You invest through your own broker — pfolio provides the analytics.