The Russell 2000® Index measures the performance of the small-cap
segment of the US equity universe. The Russell 2000 Index is a subset of
the Russell 3000® Index representing approximately 7% of the total
market capitalization of that index, as of the most recent reconsitution. It includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership. The Russell 2000 is constructed to provide a comprehensive and unbiased small-cap barometer and is completely reconstituted annually to ensure larger stocks do not distort the performance and characteristics of the true small-cap opportunity set.
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