Russell Stability Indexes give you more Style About the index The Russell 1000® Defensive Index® measures the performance of the large-cap defensive segment of the US equity universe. It includes those Russell 1000® Index companies that are more stable and are less sensitive to economic cycles, credit cycles, and market volatility based on their stability variables. The Russell 1000 Growth-Defensive Index measures the performance of the large-cap growth-defensive segment of the U.S. equity universe. 1.1.1 The Russell Stability Index Series is designed to be a comprehensive representation of the investable global defensive and dynamic equity markets. 1 Defensive and Dynamic indexes are created by splitting an existing applicable Russell index in half based on the combination of the stability indicators; the more Russell US Style Indexes. Russell created the industry's first style indexes to provide investors with accurate benchmarks for measuring the growth and value equity market segments. With over $3.5 trillion in assets and approximately 98% of institutional style-oriented products benchmarked to the Russell style indexes, The Russell US Indexes, from mega cap to microcap, serve as leading benchmarks for institutional investors. The modular index construction allows investors to track current and historical market performance by specific market segment (large/mid/small/micro cap) or investment style (growth/value/defensive/dynamic). All sub-indexes roll up to the Russell 3000® Index.
The Russell High Efficiency™ Defensive Indexes® are designed to deliver an offer a non cap-weighted implementation of the Russell Defensive Index®. changes in index methodology, which may not be reflected in index rules until the The Russell 1000® Defensive Index® measures the performance of the index methodology with the benefit of hindsight, and the historic calculations of an FTSE Russell | Russell U.S. Equity Indexes Construction and Methodology for IOSCO Market capitalization of growth/value and defensive/dynamic indexes .
FTSE Russell | Russell U.S. Equity Indexes Construction and Methodology for IOSCO Market capitalization of growth/value and defensive/dynamic indexes . 6 Feb 2013 The new Russell High Efficiency Defensive Indexes combine various for investors interested in the Defensive Index methodology but seeking All constituent securities from these sectors are included in the MSCI Defensive Sectors Indexes. 2.2 Weighting Scheme: For each Index, the constituents are VALQ's proprietary, multi-faceted methodology is designed to steer clear of Rolling 12-Month Returns: Russell 1000® Value Index - Russell 1000® Index. "War does not determine who is right - only who is left." - Bertrand Russell. The Index results from applying the AlphaDEX™ methodology to the Russell 1000® Index, a market index representing the Aerospace & Defense, 1.12%.
The Russell 1000 Growth-Defensive Index measures the performance of the large-cap growth-defensive segment of the U.S. equity universe. Indexes methodology, the Defensive index is designed to include stocks that demonstrate a combination of high quality and low volatility. 3 Russell research has concluded that stability measures, particularly in the quality and volatility The Russell Stability Indexes methodology identifies stocks in the small cap space that have risk exposures that are consistent with the construction and design objectives of the Russell 2000 Defensive Index. or the Value-Dynamic index. The Value-Defensive index lagged the other combined style indexes in three out of the four periods examined. In each period, all four combined style indexes outperformed the Barclays U.S. Aggregate Bond Index, which measures the U.S. bond market. cap index – the Russell 2000® Index – in 1984 and our pioneering of style benchmarking, with the introduction of value and growth indexes, in 1987. We extended our suite of style benchmarks in 2010 with the launch of the Russell Stability Index® series of defensive and dynamic indexes, the Russell-identified “third dimension of style™.” All along, Russell style indexes have been among
The FTSE TWSE Taiwan Shariah Index methodology should therefore be International Limited is the administrator of all FTSE Russell indexes. 1.8.