Absolute Return U.S. Equity Index
Live
This index is the median of all U.S. equity funds in the Absolute Return Database.
IndexComposite
Statistics
Monthly returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 1.50% | 4.75% | 1.21% | 7.61% | |||||||||
| 2020 | (0.74%) | (3.57%) | (11.39%) | 7.52% | 3.98% | 1.47% | 3.37% | 3.00% | (0.91%) | 0.54% | 8.00% | 4.54% | 15.23% |
| 2019 | 5.01% | 2.23% | 0.53% | 2.00% | (2.24%) | 2.29% | 0.68% | (1.38%) | 0.60% | 1.40% | 1.89% | 1.34% | 15.12% |
| 2018 | 1.70% | (1.52%) | (0.31%) | 0.38% | 1.99% | 0.37% | 0.81% | 1.86% | (0.54%) | (4.10%) | 0.00% | (5.08%) | (4.62%) |
| 2017 | 1.28% | 0.87% | 0.41% | 0.80% | (0.04%) | 0.47% | 0.92% | 0.19% | 1.56% | 0.39% | 1.18% | 0.84% | 9.23% |
| 2016 | (4.08%) | (0.60%) | 3.20% | 0.95% | 0.86% | (0.42%) | 1.48% | 0.52% | 0.52% | (1.02%) | 3.13% | 1.00% | 5.47% |
| 2015 | (1.82%) | 3.40% | 0.29% | 0.06% | 0.90% | (0.58%) | (0.10%) | (2.13%) | (2.51%) | 2.75% | 0.30% | (1.65%) | (1.27%) |
| 2014 | (0.67%) | 2.40% | 0.05% | (0.35%) | 0.95% | 1.74% | (1.44%) | 1.79% | (1.99%) | 0.34% | 0.85% | 0.20% | 3.84% |
| 2013 | 0.95% | 0.60% | 1.79% | (0.28%) | 1.67% | (0.34%) | 2.85% | (0.75%) | 2.20% | 1.93% | 1.47% | 1.72% | 14.64% |
| 2012 | 3.58% | 1.66% | 0.77% | (0.80%) | (3.72%) | 0.77% | 0.24% | 1.39% | 1.28% | (0.20%) | (0.12%) | 0.99% | 5.82% |
| 2011 | 0.63% | 1.59% | 0.22% | 1.00% | (0.65%) | (0.89%) | (0.74%) | (3.08%) | (4.58%) | 4.72% | (0.35%) | (0.10%) | (2.49%) |
| 2010 | (1.28%) | 1.75% | 2.61% | 1.15% | (3.02%) | (2.10%) | 1.94% | (1.71%) | 4.09% | 2.52% | 1.00% | 3.29% | 10.41% |
| 2009 | 0.14% | (1.49%) | 1.49% | 2.97% | 3.12% | 0.35% | 2.42% | 1.30% | 2.24% | (0.80%) | 1.68% | 1.75% | 16.14% |
| 2008 | (2.95%) | 0.70% | (1.36%) | 1.85% | 2.50% | (0.65%) | (1.75%) | (0.04%) | (5.40%) | (5.09%) | (2.68%) | 0.25% | (13.98%) |
| 2007 | 1.26% | 0.52% | 1.17% | 1.80% | 2.04% | 0.51% | (0.70%) | (0.07%) | 2.35% | 2.54% | (1.50%) | 0.67% | 11.03% |
| 2006 | 3.43% | 0.18% | 1.90% | 1.50% | (1.32%) | (0.21%) | 0.04% | 1.14% | 0.53% | 2.22% | 1.76% | 0.99% | 12.76% |
| 2005 | (0.08%) | 1.48% | (0.60%) | (1.75%) | 1.53% | 1.84% | 2.55% | 0.54% | 1.09% | (1.50%) | 1.69% | 1.08% | 8.05% |
| 2004 | 1.46% | 0.95% | 0.22% | (1.39%) | 0.13% | 0.91% | (0.98%) | (0.25%) | 1.80% | 0.62% | 3.33% | 1.70% | 8.74% |
| 2003 | 0.11% | (0.30%) | 0.25% | 2.41% | 3.36% | 1.16% | 1.26% | 1.40% | 0.52% | 2.52% | 1.27% | 1.35% | 16.36% |
| 2002 | 0.65% | 0.24% | 1.89% | 0.75% | 0.17% | (1.42%) | (2.59%) | 0.56% | (1.01%) | 0.17% | 1.44% | 0.12% | 0.89% |
| 2001 | 2.76% | 0.05% | 0.10% | 1.61% | 1.50% | 0.57% | 0.04% | 0.23% | (1.89%) | 1.01% | 1.53% | 1.69% | 9.51% |
| 2000 | 0.22% | 4.97% | 3.98% | (1.52%) | 0.37% | 2.20% | 0.70% | 4.64% | 0.40% | 0.44% | (1.19%) | 3.08% | 19.60% |
| 1999 | 2.27% | (1.84%) | 2.20% | 4.10% | 1.87% | 3.00% | 0.82% | (0.02%) | 0.75% | 1.76% | 3.72% | 5.09% | 26.23% |
| 1998 | 0.16% | 4.51% | 3.73% | 0.95% | (1.88%) | 0.73% | (0.75%) | (7.72%) | 2.16% | 2.75% | 4.14% | 4.07% | 12.88% |
Note: estimates are shown in italics
