# Magical Russell 2000

**Timely Portfolio**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)

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I have marveled at the magical Russell 2000 in Crazy RUT, but I am still surprised at its behavior through this selloff. With a 20-day move of 30% (6% in one hour) and big outperformance to the developed and developing world, the Russell 2000 continues its magical display.

From TimelyPortfolio |

R code:

#look at distance from the 3 month minimum

#to compare the magical US Russell 2000

#to the world

require(quantmod)

tkrs <- c("^W2DOW","^RUT")

getSymbols(tkrs,from=”1896-01-01″,to=Sys.Date())

#merge the closing values

markets <- na.omit(merge(W2DOW[,4],RUT[,4]))

#this is ugly but it works

altitude <- function(x) x/min(x)-1

mins <- as.xts(apply(markets[(NROW(markets)-250):NROW(markets),1:2],

MARGIN=2,FUN=

altitude))

plot.zoo(mins,screens=1,

col=c(“cadetblue4″,”darkolivegreen3”),

lwd=2,ylab=”% from 250 day minimum”,xlab=NA,

main=”Russell 2000 and DJ World ex US

Distance from 250 Day Minimum”)

legend(“bottom”,c(“DJ World ex US”,”Russell 2000″),lty=1,lwd=2,

col=c(“cadetblue4″,”darkolivegreen3”),horiz=TRUE)

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