Russell 2000 (^RUT) Historical Monthly & Quarterly Returns

Data & methodology

How are returns calculated?

We compare the closing price at the end of each period (month or quarter) with the closing price at the end of the previous period. The return is the percentage change. Data from FMP historical prices.

What is average vs median?

Average is the arithmetic mean of returns for each period across years. Median is the middle value. Both exclude empty cells. Use median to reduce impact of outliers.

What does the heatmap show?

Green cells indicate positive returns, red cells indicate negative returns. The darker the color, the stronger the move. Average and Median rows summarize each column across years.

What is Win %?

Percentage of years when the period had a positive return. For example, 80% for January means January was positive in 80% of the years in the selected range.