DOI: 10.7910/dvn/eajmti
title: Russell U.S. Equity Indexes

description: &lt;b&gt;Indexes included in the Russell U.S. Index Series&lt;/b&gt;&lt;br&gt;
 &lt;ul&gt;
&lt;li&gt;&lt;b&gt;Russell 3000®:&lt;/b&gt; The Russell 3000 Index measures the performance of the largest 3,000 U.S. companies representing approximately 98% of the investable U.S. equity market. &lt;/li&gt;

&lt;li&gt;&lt;b&gt;Russell 1000®:&lt;/b&gt; The Russell 1000 Index measures the performance of the large-cap segment of the U.S. equity universe. It is a subset of the Russell 3000 Index and includes approximately 1,000 of the largest securities based on a combination of their market cap and current index membership. The Russell 1000 represents approximately 91% of the U.S. market.&lt;/li&gt; 

&lt;li&gt;&lt;b&gt;Russell 2000®:&lt;/b&gt; The Russell 2000 Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000 Index is a subset of the Russell 3000 Index representing approximately 9% of the total market capitalization of that index. It includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership. &lt;/li&gt;
&lt;/ul&gt;

&lt;b&gt;Index Inception Dates&lt;/b&gt;&lt;br&gt;
 &lt;ul&gt;
&lt;li&gt;Russell 1000® Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell 1000® Growth Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell 1000® Value Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell 2000® Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell 2000® Growth Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell 2000® Value Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell 2500™ Index (4/2003)&lt;/li&gt;
&lt;li&gt;Russell 2500™ Growth Index (4/2003)&lt;/li&gt;
&lt;li&gt;Russell 2500™ Value Index (4/2003)&lt;/li&gt;
&lt;li&gt;Russell 3000® Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell 3000® Growth Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell 3000® Value Index (1/1979)&lt;/li&gt;
&lt;li&gt;Russell Midcap® Index (1/1986)&lt;/li&gt;
&lt;li&gt;Russell Midcap® Growth Index (1/1987)&lt;/li&gt;
&lt;li&gt;Russell Midcap® Value Index (1/1987)&lt;/li&gt;
&lt;li&gt;Russell Small Cap Completeness Index (4/2003)&lt;/li&gt;
&lt;li&gt;Russell Small Cap Completeness Growth Index (4/2003)&lt;/li&gt;
&lt;li&gt;Russell Small Cap Completeness Value Index (4/2003)&lt;/li&gt;
&lt;li&gt;Russell Top 200® Index (7/1996)&lt;/li&gt;
&lt;li&gt;Russell Top 200® Growth Index (7/2001)&lt;/li&gt;
&lt;li&gt;Russell Top 200® Value Index (7/2001)&lt;/li&gt;
&lt;/ul&gt;&lt;br&gt;

&lt;b&gt;Monthly Files included in the Russell U.S. Index Series&lt;/b&gt;&lt;br&gt;
&lt;b&gt;Monthly Closing Files – RGS&lt;/b&gt;&lt;br&gt;
&lt;p&gt;These holdings files reflect the official closing positions for all constituents of the 21 U.S. Russell Indexes at month-end back to December 1986 and at quarter-end from September 1986 back to December 1978. Security level information such as returns, market values, sector and industry classifications, and security weights are included in the file. Files are fixed-width text files and have a naming convention of H_yyyymmdd_RGS.txt.&lt;/p&gt;

&lt;b&gt;Monthly Closing Files – ICB&lt;/b&gt;&lt;br&gt;

&lt;p&gt;These holdings files reflect the official closing positions for all constituents of the 21 U.S. Russell Indexes at month-end back to January 2010. Security level information such as returns, market values, sector and industry classifications, and security weights are included in the file. Files are comma delimited text files and have a naming convention of H_yyyymmdd.csv.&lt;/p&gt;

&lt;b&gt;Monthly Contribution to Return by RGS Files&lt;/b&gt;&lt;br&gt;

&lt;p&gt;These files provide contribution to return using RGS as of the end of the month for each of the 21 U.S. Russell Indexes back to August 2008. Files are tab delimited text files and have a naming convention of CTR_MONTHLY_RGS_yyyymmdd.txt.&lt;/p&gt;.

&lt;b&gt;Monthly Contribution to Return by ICB Files&lt;/b&gt;&lt;br&gt;

&lt;p&gt;These files provide contribution to return using ICB as of the end of the month for each of the 21 U.S. Russell Indexes back to August 2020. Files are comma delimited text files and have a naming convention of CTR_MONTHLY_yyyymmdd.csv.&lt;/p&gt;

&lt;b&gt;Monthly RGS Sector Weights Files&lt;/b&gt;&lt;br&gt;

&lt;p&gt;These files provide monthly Russell Global Sector (RGS) weights for all 21 US Indexes at month-end back to November 2009. Files are comma delimited text files and have a naming convention of SWH_RGS_ALL_yyyymmdd.txt.&lt;/p&gt;

&lt;b&gt;Monthly ICB Sector Weights Files&lt;/b&gt;&lt;br&gt;

&lt;p&gt;These files provide monthly Industrial Classification Benchmark (ICB) weights for all 21 US Indexes at month-end back to March 2020. Files are comma delimited text files and have a naming convention of SWH_ALL_yyyymmdd.csv.&lt;/p&gt;

&lt;p&gt;Note: In August 2020 FTSE Russell transitioned to ICB classification from the RGS classification. All data from September, 2020 is only available using ICB Classification.&lt;/p&gt;

&lt;p&gt;&lt;b&gt;Data is current to 2024.&lt;/b&gt;&lt;/p&gt;
description: View in MIT's catalog.

File type: CSV

mcdm: continuing (last updated 4/18/25)

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