Russell 1000 Value Index
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2002 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7.15 | 6 | -4.54 | 0 |
| 2003 | -2.6 | -2.93 | -0.03 | 8.58 | 6.18 | 1.09 | 1.26 | 1.33 | -1.16 | 5.89 | 1.12 | 5.94 | 26.7 |
| 2004 | 1.58 | 1.93 | -1.06 | -2.62 | 0.8 | 2.17 | -1.59 | 1.21 | 1.33 | 1.47 | 4.82 | 3.1 | 13.7 |
| 2005 | -1.91 | 3.04 | -1.56 | -1.97 | 2.19 | 0.88 | 2.7 | -0.71 | 1.26 | -2.7 | 2.9 | 0.46 | 4.4 |
| 2006 | 3.74 | 0.33 | 1.17 | 2.35 | -2.81 | 0.49 | 2.26 | 1.36 | 1.84 | 3.11 | 1.95 | 2.07 | 19.2 |
| 2007 | 1.12 | -1.85 | 1.41 | 3.54 | 3.31 | -2.48 | -4.76 | 0.83 | 3.22 | -0.14 | -5.18 | -1.21 | -2.7 |
| 2008 | -4.18 | -4.48 | -0.97 | 4.71 | -0.45 | -9.81 | -0.58 | 1.43 | -7.59 | -17.52 | -7.54 | 1.04 | -38.8 |
| 2009 | -11.7 | -13.8 | 8.31 | 10.48 | 5.86 | -0.94 | 7.98 | 4.97 | 3.68 | -3.21 | 5.34 | 1.58 | 16.3 |
| 2010 | -2.95 | 2.88 | 6.34 | 2.46 | -8.44 | -5.8 | 6.59 | -4.51 | 7.55 | 2.84 | -0.77 | 7.69 | 12.9 |
| 2011 | 2.12 | 3.45 | 0.22 | 2.51 | -1.28 | -2.25 | -3.47 | -6.49 | -7.75 | 11.23 | -0.81 | 1.78 | -2.1 |
| 2012 | 3.62 | 3.7 | 2.77 | -1.18 | -6.13 | 4.74 | 0.88 | 1.89 | 2.97 | -0.65 | -0.35 | 1.82 | 14.5 |
| 2013 | 6.34 | 1.18 | 3.78 | 1.38 | 2.29 | -1.06 | 5.23 | -4.03 | 2.31 | 4.22 | 2.54 | 2.33 | 29.4 |
| 2014 | -3.67 | 4.03 | 2.22 | 0.83 | 1.2 | 2.43 | -1.86 | 3.43 | -2.25 | 2.11 | 1.8 | 0.41 | 10.9 |
| 2015 | -4.11 | 4.54 | -1.55 | 0.82 | 0.92 | -2.19 | 0.3 | -6.22 | -3.23 | 7.38 | 0.09 | -2.37 | -6.2 |
| 2016 | -5.3 | -0.37 | 6.98 | 1.96 | 1.24 | 0.66 | 2.74 | 0.47 | -0.4 | -1.7 | 5.4 | 2.29 | 14.3 |
| 2017 | 0.58 | 3.31 | -1.21 | -0.33 | -0.38 | 1.45 | 1.17 | -1.45 | 2.78 | 0.58 | 2.76 | 1.27 | 10.9 |
| 2018 | 3.73 | -5.02 | -1.96 | 0.18 | 0.3 | 0.07 | 3.78 | 1.21 | 0 | -5.33 | 2.7 | -9.82 | -10.6 |
| 2019 | 7.57 | 2.93 | 0.43 | 3.16 | -6.51 | 6.8 | 1.65 | -4.01 | 3.35 | 0.83 | 3.22 | 2.51 | 23.2 |
| 2020 | -2.32 | -9.91 | -17.32 | 11.04 | 3.09 | -0.88 | 3.77 | 3.89 | -2.64 | -1.48 | 13.19 | 3.64 | 0.2 |
| 2021 | -1.07 | 7.05 | 4.91 | 3.71 | 2.16 | -1.93 | 1.16 | 1.71 | -1.89 | 2.93 | -2.06 | 4.34 | 22.6 |
| 2022 | -3.95 | -0.74 | 3.67 | -3.32 | -0.85 | -9.11 | 0 | 0 | 0 | 0 | 0 | 0 | -13.9 |