^RUT: RUSSELL 2000 INDEX (UNDEFINED)
Basic Info
| Asset Class: | US Small Cap |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 09/10/1987 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | - |
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Performance Analytics (As of 08/23/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 09/10/1987 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.1 | 42.2 | 8.7 | 12.1 | 12.4 | 8.0 | 8.0 | 7.9 | 11.8 | 18.4 | 23.7 | -12.2 | 13.1 | 19.5 | -5.7 | 3.5 | 37.0 | 14.6 | -5.5 | 25.3 | 25.2 | -34.8 | -2.7 | 17.0 | 3.3 | 17.0 | 45.4 | -21.6 | 1.0 | -4.2 | 19.6 | -3.4 | 20.5 | 14.8 | 26.2 | -3.2 | 17.0 | 16.4 | 43.7 | -21.5 | 14.2 | 22.4 | -28.7 |
| Sharpe Ratio | NA | 1.85 | 0.28 | 0.47 | 0.56 | NA | NA | 0.28 | 0.84 | 0.42 | 1.39 | -0.73 | 1.05 | 1.05 | -0.34 | 0.21 | 2.5 | 0.86 | -0.17 | 1.0 | 0.69 | -0.76 | -0.28 | 0.79 | 0.07 | 0.89 | 2.37 | -0.9 | -0.06 | -0.28 | 1.15 | -0.33 | 1.29 | 1.04 | 2.73 | -0.61 | 1.69 | 1.39 | 3.2 | -2.01 | 1.04 | 1.75 | -1.58 |
| Draw Down(%) | NA | 9.7 | 42.4 | 42.4 | 42.4 | NA | NA | 59.9 | 9.7 | 41.2 | 9.8 | 27.2 | 6.4 | 16.0 | 16.4 | 13.2 | 5.4 | 12.9 | 29.6 | 20.5 | 33.3 | 49.7 | 14.1 | 14.1 | 11.7 | 14.7 | 13.2 | 37.5 | 26.7 | 26.8 | 12.2 | 36.9 | 9.7 | 15.6 | 6.8 | 13.3 | 6.4 | 12.6 | 7.1 | 30.5 | 9.9 | 7.6 | 38.5 |
| Standard Deviation(%) | NA | 22.8 | 28.9 | 23.9 | 21.7 | NA | NA | 21.3 | 22.8 | 43.1 | 16.1 | 18.4 | 12.0 | 18.4 | 16.7 | 16.4 | 14.8 | 17.1 | 33.1 | 25.1 | 36.2 | 46.6 | 20.5 | 17.4 | 16.2 | 18.0 | 18.9 | 25.1 | 23.4 | 29.9 | 14.2 | 20.2 | 13.1 | 10.7 | 8.2 | 10.0 | 8.8 | 10.0 | 12.4 | 13.2 | 8.2 | 10.0 | 44.8 |
| Treynor Ratio | NA | 0.37 | 0.08 | 0.11 | 0.11 | NA | NA | 0.06 | 0.16 | 0.18 | 0.21 | -0.13 | 0.11 | 0.18 | -0.05 | 0.03 | 0.35 | 0.14 | -0.05 | 0.24 | 0.25 | -0.34 | -0.05 | 0.12 | 0.01 | 0.14 | 0.42 | -0.23 | -0.01 | -0.08 | 0.23 | -0.08 | 0.2 | 0.16 | 0.26 | -0.07 | 0.23 | 0.14 | 0.44 | -0.29 | 0.46 | 0.25 | -1.28 |
| Alpha | NA | -0.02 | -0.01 | -0.01 | -0.01 | NA | NA | 0.0 | -0.02 | 0.0 | -0.02 | -0.01 | -0.02 | 0.0 | -0.01 | -0.02 | -0.01 | -0.01 | -0.01 | -0.01 | -0.03 | 0.02 | -0.01 | 0.0 | -0.02 | -0.02 | -0.01 | -0.01 | -0.01 | -0.01 | 0.04 | 0.02 | 0.02 | 0.03 | 0.02 | 0.0 | 0.03 | 0.0 | 0.02 | -0.01 | 0.04 | 0.01 | -0.11 |
| Beta | NA | 1.15 | 1.05 | 1.05 | 1.06 | NA | NA | 0.96 | 1.16 | 1.02 | 1.08 | 1.05 | 1.16 | 1.08 | 1.07 | 1.12 | 1.07 | 1.05 | 1.05 | 1.05 | 1.01 | 1.04 | 1.1 | 1.13 | 1.11 | 1.11 | 1.06 | 1.0 | 1.0 | 1.0 | 0.72 | 0.87 | 0.84 | 0.69 | 0.86 | 0.88 | 0.66 | 0.97 | 0.91 | 0.93 | 0.18 | 0.71 | 0.55 |
| RSquared | NA | 0.96 | 0.98 | 0.97 | 0.98 | NA | NA | 0.91 | 0.96 | 0.98 | 0.97 | 0.98 | 0.96 | 0.97 | 0.97 | 0.95 | 0.97 | 0.99 | 1.0 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 1.0 | 1.0 | 1.0 | 0.69 | 0.87 | 0.84 | 0.67 | 0.79 | 0.83 | 0.64 | 0.89 | 0.88 | 0.91 | 0.17 | 0.69 | 0.59 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/10/1987
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