Indicators / Equity Market
Russell 2000 (IWM proxy)
Russell 2000 (IWM proxy).
Current
270
Observation date 2026-10-16
ElevatedLIVE
Stress
77
Drawdown from 52-week high
Metric: -11.36 · Trend ↑Deteriorating
History
Percentile 97
Z-score —
History since 2006-11-30
Changes
1W −3.0%
1M −4.7%
3M −8.0%
6M −1.9%
12M +10.4%
Chart
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Interpretation & scoring
Direction: Falling prices = tighter financial conditions and weaker risk appetite.
Stress metric: Drawdown from 52-week high (lower = more stress).
Mapping: indicator-specific thresholds (piecewise linear). Metric values 0.00 → -5.00 → -10.00 → -20.00 → -35.00 map to stress 0 → 50 (Watch) → 75 (Elevated) → 90 (Severe) → 100.
Conventional correction (-10%) and bear-market (-20%) thresholds.
- drawdown pct: -11.36
- momentum1m pct: -4.75
- momentum3m pct: -8.03
Contribution to scores
| Score | Category / cluster | Weight | Points |
|---|---|---|---|
| Recession Stress | equity / drawdown | 0.8% | 0.6 |
| Financial Market Stress | equity / drawdown | 5.0% | 3.9 |
Sources & timestamps
| Series | Source | ID | Frequency | Last observation | Source last updated | Retrieved |
|---|---|---|---|---|---|---|
| Russell 2000 (iShares IWM ETF proxy) | Twelve Data (market data API) | IWM | Daily | 2026-10-16 | not provided | 2026-10-18 23:09 UTC |