Russell 2000 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 1.36 7.8 -4.52 0
2003 -2.93 -3.51 0.83 9.33 10.05 1.49 4.84 3.67 -1.33 8.02 3.7 3.42 43.3
2004 3.36 1.83 1.19 -5.29 1.1 4.89 -4.72 0.83 3.75 1.43 8.69 2.14 20.1
2005 -3.95 1.85 -2.26 -5.28 5.94 4.22 5.58 -2.43 -0.35 -2.62 3.88 -0.99 2.8
2006 8.18 -0.12 4.64 0.17 -4.26 1.01 -1.5 2.82 0.77 4.97 2.68 0.66 21.3
2007 1.4 -1.36 0.99 0.94 3.52 -2.53 -8.61 1.84 0.24 0.98 -7.64 -1.12 -11.5
2008 -4.21 -4.12 1.25 3.03 3.25 -9.82 4.97 4.58 -4.92 -20.13 -11.78 5.77 -30.6
2009 -14.4 -14.1 8.5 15.66 1.96 -0.53 11.4 4.56 4.81 -6.76 3.02 7.29 17.7
2010 -3.01 4.5 8.09 6.9 -8.58 -8.94 7.03 -7.66 10.48 3.77 2.39 8.05 22.2
2011 -0.01 4.96 1.14 1.53 -1.92 -2.72 -3.39 -8.99 -11.19 14.28 -0.38 1.26 -7.5
2012 6.57 1.33 2.83 -1.55 -6.28 4.55 -1.1 2.89 3.3 -1.34 0.1 3.86 15.5
2013 5.9 1 3.89 -0.18 2.81 -0.67 6.33 -4.59 5.51 3.16 3.72 1.64 31.9
2014 -3.94 4.43 0.97 -2.66 0.45 4.16 -6.13 4.19 -6.97 6.88 -0.63 2.47 2.2
2015 -4.23 4.49 1.43 -2.22 0.65 -0.11 -2.84 -5.08 -3.72 5.49 2.65 -5.54 -9.4
2016 -6.79 0.48 7.95 2.03 1.65 0.04 5.3 2.3 0.54 -3.37 13.06 3.89 28.9
2017 -0.78 1.31 -1.1 0.32 -3.28 3.26 0.55 -2.63 6.85 0.04 2.73 -1.2 5.8
2018 1.17 -5.13 0.97 1.65 5.64 0.39 1.69 2.21 -2.7 -9.04 1.41 -12.36 -14.6
2019 10.84 3.72 -3.17 3.7 -8.18 5.22 1.96 -6.92 4.87 2.32 2.14 3.23 19.7
2020 -5.47 -9.88 -24.93 12.22 2.62 2.67 1.96 5.17 -4.87 3.48 19.08 7.71 2.4
2021 5.21 9.24 5.04 1.97 2.97 -0.77 -3.64 2.51 -2.18 3.74 -3.59 3.87 26.3
2022 -5.88 1.5 1.7 -7.83 1.69 -6.97 0 0 0 0 0 0 -15.3