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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

YearReturn
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
Volatility18.37%
Sortino ratio0.79
Calmar ratio0.16
Best year, 1995+34.44%
Worst year, 2008−39.02%
Positive years24 of 33
Longest drawdown6.6 years

Worst drawdowns

Since 1992
DeclinePeakBottomRecoveredLength
−56.9%Oct 2007Mar 2009Mar 20135.4 years
−49.5%Sep 2000Oct 2002Apr 20076.6 years
−34.7%Feb 2020Mar 2020Aug 20206 months
−26.0%Jan 2022Oct 2022Jan 20242.1 years
−20.3%Jul 1998Oct 1998Dec 19985 months