Russell 2000 Index Quarterly Chartbook – October 2024

The Russell US equity indexes define the market, and year after year the Russell 2000 Index sets the standard for small cap measurement.

Investors can access US small cap equity though multiple funds, ETFs and derivatives benchmarked to the Russell 2000® Index.

Our Russell 2000 Index Chartbook is published quarterly to help investors make better informed investment decisions.

Market performance from every angle:

• Market cap performance
• Performance: Growth of a unit
• Style performance
• Style box performance

Sectors and their reflection in the market:

• Quarterly IPOs
• Quarterly sector weightings
• Quarterly sector performance review
• Sector contribution to return
• Sector history

Find analytical perspectives on risk/characteristics:

• Implied volatility
• Fundamental characteristics