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Russell U.S. Indexes daily total returns


Daily total returns  |  Daily values  |  Past week values

Russell Stability Indexes: Defensive & Dynamic benchmarks
These new style-based benchmarks offer more detail and specificity for investors, and add a third dimension to the Russell Style Indexes.

Return percentages based on $US View PDF version

Daily Total Returns
Periods Ending Jan 31, 2012
Index Name Feb 10, 2012 MTD YTD Month Last 3 Months YTD
Broad-Market Indexes
Russell 3000® -0.78 2.52 7.69 5.05 5.62 5.05
Russell 3000® Growth -0.77 2.59 8.84 6.09 5.70 6.09
Russell 3000® Value -0.78 2.44 6.55 4.01 5.54 4.01
Russell 3000® Defensive -0.60 1.64 4.31 2.63 5.47 2.63
Russell 3000® Dynamic -0.97 3.50 11.70 7.92 5.80 7.92
Russell 3000E™ (inception 6/27/05) -0.78 2.52 7.70 5.05 5.62 5.05
Large-Cap Indexes
Russell 1000® -0.72 2.51 7.50 4.87 5.47 4.87
Russell 1000® Growth -0.72 2.56 8.68 5.97 5.62 5.97
Russell 1000® Value -0.72 2.46 6.33 3.78 5.33 3.78
Russell 1000® Defensive -0.54 1.63 4.08 2.41 5.34 2.41
Russell 1000® Dynamic -0.92 3.50 11.58 7.81 5.63 7.81
Russell Top 200® -0.65 2.35 6.84 4.38 5.50 4.38
Russell Top 200® Growth -0.63 2.38 7.96 5.45 5.82 5.45
Russell Top 200® Value -0.67 2.33 5.72 3.31 5.17 3.31
Russell Top 50® -0.61 2.39 6.37 3.89 6.07 3.89
Mid-Cap Indexes
Russell Midcap® -0.90 2.87 9.11 6.06 5.41 6.06
Russell Midcap® Growth -0.96 3.00 10.47 7.25 5.14 7.25
Russell Midcap® Value -0.85 2.74 7.79 4.91 5.68 4.91
Small-Cap Indexes
Russell 2000® -1.41 2.62 9.87 7.07 7.38 7.07
Russell 2000® Growth -1.35 2.98 10.68 7.48 6.67 7.48
Russell 2000® Value -1.47 2.24 9.04 6.65 8.10 6.65
Russell 2000® Defensive -1.24 1.75 7.03 5.19 7.05 5.19
Russell 2000® Dynamic -1.59 3.56 13.10 9.22 7.73 9.22
Russell 2500™ -1.16 3.00 9.85 6.65 6.52 6.65
Russell 2500™ Growth -1.18 3.35 11.31 7.71 5.90 7.71
Russell 2500™ Value -1.14 2.68 8.52 5.69 7.10 5.69
Russell Small Cap Completeness® -1.14 3.08 10.84 7.53 6.79 7.53
Russell Small Cap Completeness® Growth -1.19 3.42 12.32 8.61 6.53 8.61
Russell Small Cap Completeness® Value -1.10 2.73 9.34 6.43 7.09 6.43
Russell Microcap® -1.32 2.94 11.72 8.52 9.00 8.52
Russell Microcap® Growth -1.29 3.22 12.88 9.36 8.82 9.36
Russell Microcap® Value -1.34 2.75 10.91 7.94 9.11 7.94

Annualized Total Returns
Month Ending Jan 31, 2012

Index Name 4Q2011 2011 1 Year 3 Years 5 Years 10 Years
Broad-Market Indexes
Russell 3000® 12.12 1.03 3.86 20.24 0.60 4.16
Russell 3000® Growth 10.94 2.18 5.98 22.53 3.17 3.55
Russell 3000® Value 13.33 -0.10 1.78 17.89 -2.06 4.56
Russell 3000® Defensive 11.69 8.57 9.93 16.73 1.29 4.22
Russell 3000® Dynamic 12.64 -6.62 -2.17 24.48 -0.51 3.75
Russell 3000E™ (inception 6/27/05) 12.10 1.01 3.84 20.28 0.57
Large-Cap Indexes
Russell 1000® 11.84 1.50 3.95 20.01 0.55 3.97
Russell 1000® Growth 10.61 2.64 6.07 22.31 3.17 3.38
Russell 1000® Value 13.11 0.39 1.88 17.63 -2.16 4.36
Russell 1000® Defensive 11.40 9.00 10.00 16.42 1.26 3.91
Russell 1000® Dynamic 12.38 -6.13 -2.06 24.38 -0.58 3.70
Russell Top 200® 11.65 2.83 4.69 17.87 0.03 2.65
Russell Top 200® Growth 10.34 4.63 7.37 20.75 3.29 2.56
Russell Top 200® Value 12.99 1.12 2.14 14.92 -3.17 2.80
Russell Top 50® 11.51 4.35 5.78 16.64 -0.31 1.80
Mid-Cap Indexes
Russell Midcap® 12.31 -1.55 2.25 25.73 1.94 7.69
Russell Midcap® Growth 11.24 -1.65 3.42 26.87 3.14 6.38
Russell Midcap® Value 13.37 -1.38 1.19 24.54 0.39 8.08
Small-Cap Indexes
Russell 2000® 15.47 -4.18 2.86 23.03 1.19 6.45
Russell 2000® Growth 14.99 -2.91 4.94 25.16 3.19 5.62
Russell 2000® Value 15.97 -5.50 0.73 20.85 -0.90 6.95
Russell 2000® Defensive 15.29 3.77 9.25 20.62 1.70 7.99
Russell 2000® Dynamic 15.69 -11.95 -3.43 25.61 0.43 4.42
Russell 2500™ 14.52 -2.51 2.60 24.84 2.01 7.40
Russell 2500™ Growth 13.51 -1.57 4.83 27.22 3.77 6.47
Russell 2500™ Value 15.45 -3.36 0.60 22.60 0.08 7.66
Russell Small Cap Completeness® 13.24 -3.92 1.98 25.39 2.20 7.15
Russell Small Cap Completeness® Growth 11.86 -3.09 4.10 27.44 3.65 6.43
Russell Small Cap Completeness® Value 14.70 -4.88 -0.30 23.03 0.35 7.43
Russell Microcap® 13.83 -9.27 -0.50 21.78 -2.41 5.47
Russell Microcap® Growth 13.26 -8.42 1.64 24.27 -0.88 3.97
Russell Microcap® Value 14.22 -10.33 -2.55 19.34 -3.95 6.53






Copyright © Russell Investments 2012. All rights reserved. This material is proprietary and may not be reproduced, transferred, or distributed in any form without prior written permission from Russell Investments. It is delivered on an "as is" basis without warranty.

Nothing contained in this material is intended to constitute legal, tax, securities, or investment advice, nor an opinion regarding the appropriateness of any investment, nor a solicitation of any type. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional.

Returns represent past performance, are not a guarantee of future performance, and are not indicative of any specific investment. Returns of one year or longer are annualized. The returns provided for each Russell Index include data for periods prior to when each Russell Index was in live production. Historical returns for these Russell Indexes prior to the live production date are calculated using the same Russell methodology; however, application to the performance calculation may vary due to data sources, corporate actions and the availability of historical data with respect to certain securities. Please contact the Russell Index Client Service Team for further detail.

Russell Investments is the owner of the trademarks, service marks and copyrights related to its indexes.

Russell Investment Group is a Washington, USA corporation, which operates through subsidiaries worldwide, including Russell Investments, and is a subsidiary of The Northwestern Mutual Life Insurance Company.

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