INDX-RUI
Russell 1000
Index
$4,162.18−47.25 (−1.12%)Close Oct 16, 2026
Dec 10, 1992 – Oct 16, 2026
- Final balance
- $179,459
- CAGR
- +8.90%
- Max drawdown
- −56.88%
- Sharpe ratio
- 0.56
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Growth of $10,000
Trailing returns (%)
Russell 1000's average annual return was 13.42% over the last 10 years and 9.00% over the last 20 years, through Oct 16, 2026. $10,000 in the Russell 1000 on Oct 14, 2016 grew to $35,227 by Oct 16, 2026.
- 1M
- +1.26%
- 3M
- +1.44%
- 6M
- +8.42%
- YTD
- +11.50%
- 1Y
- +14.87%
- 3Y
- +20.25%
- 5Y
- +10.62%
- 10Y
- +13.42%
- 15Y
- +12.89%
- 20Y
- +9.00%
- 25Y
- +8.22%
- 30Y
- +8.35%
- Since 1992
- +8.90%
Annual returns
1992 from Dec 10 · 2026 through Oct 16
Russell 1000 returns by year
| Year | Return |
|---|---|
| 2026 through Oct 16 | +11.50% |
| 2025 | +15.89% |
| 2024 | +22.84% |
| 2023 | +24.51% |
| 2022 | −20.41% |
| 2021 | +24.76% |
| 2020 | +18.87% |
| 2019 | +28.89% |
| 2018 | −6.58% |
| 2017 | +19.34% |
Metrics
Since 1992| Volatility | 18.37% |
|---|---|
| Sortino ratio | 0.79 |
| Calmar ratio | 0.16 |
| Best year, 1995 | +34.44% |
| Worst year, 2008 | −39.02% |
| Positive years | 24 of 33 |
| Longest drawdown | 6.6 years |
Worst drawdowns
Since 1992| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −56.9% | Oct 2007 | Mar 2009 | Mar 2013 | 5.4 years |
| −49.5% | Sep 2000 | Oct 2002 | Apr 2007 | 6.6 years |
| −34.7% | Feb 2020 | Mar 2020 | Aug 2020 | 6 months |
| −26.0% | Jan 2022 | Oct 2022 | Jan 2024 | 2.1 years |
| −20.3% | Jul 1998 | Oct 1998 | Dec 1998 | 5 months |