iShares Russell 1000 Large-Cap Index Fund Institutional Shares
Ticker
BRGNX
ISIN
FR0011119171
Price
USD 38.10
Change Today
+0.02 / 0.053 %
Price 1 year ago
28.53 / 33.557 %
Morningstar
4
52 Week Low
28.73
52 Week High
38.62
200 Day Moving Average 34.62
34.62
50-day Moving Average
37.13
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 14.167% |
| Average Annual Volatility | 17.467% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 0.81 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.41 |
Company information
Summary
The investment seeks to match the performance of the Russell 1000® Index, as closely as possible before the deduction of fund expenses. The fund is a "feeder" fund that invests all of its assets in the master portfolio, which has the same investment objective and strategies as the fund. It will be substantially invested in equity securities in the Russell 1000, and will invest, under normal circumstances, at least 80% of its net assets in securities or other financial instruments that are components of or have economic characteristics similar to the securities included in the Russell 1000.
Market
US
Category
Large Blend
Expense Ratio
0.13%
Fund family
-
Morningstar
4
Yield
0.0116
Exchange
NAS
| Sector | Weight |
|---|---|
| Technology | 25.69% |
| Financial services | 13.71% |
| Healthcare | 13.30% |
| Consumer cyclical | 11.80% |
| Communication services | 10.98% |
| Industrials | 8.69% |
| Consumer defensive | 5.85% |
| Realestate | 3.32% |
| Utilities | 2.38% |
| Energy | 2.32% |
| Basic materials | 1.97% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 5.47% |
| MSFT | Microsoft Corp | 5.22% |
| AMZN | Amazon.com Inc | 3.45% |
| FB | Facebook Inc Class A | 2.08% |
| GOOGL | Alphabet Inc Class A | 2.0% |
| GOOG | Alphabet Inc Class C | 1.89% |
| TSLA | Tesla Inc | 1.31% |
| BRK.B | Berkshire Hathaway Inc Class B | 1.23% |
| NVDA | NVIDIA Corp | 1.23% |
| JPM | JPMorgan Chase & Co | 1.1% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IWF | iShares Russell 1000 Growth ETF | US4642876142 | PCX | 0.18% | 5 | -7.24 | |
| IWY | iShares Russell Top 200 Growth ETF | US4642894384 | PCX | 0.20% | 5 | -9.01 | |
| OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | US46138J619 | BTS | 0.29% | 5 | +8.87 | |
| OMFS | Invesco Russell 2000 Dynamic Multifactor ETF | BTS | 0.39% | 5 | +7.41 | ||
| ONEV | SPDR Russell 1000 Low Volatility Focus ETF | US78468R754 | PCX | 0.20% | 5 | +10.39 | |
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.