SOURCE: Russell Investments

Russell Investments

December 20, 2011 14:37 ET

The Russell Fundamental U.S. Large Company Index Outperformed the Russell 1000® Index and the Russell 1000® Value Index YTD Through December 16

SEATTLE, WA--(Marketwire - Dec 20, 2011) - The Russell Fundamental U.S. Large Company Index reflected a loss of (-0.5%) year-to-date through December 16, outperforming the Russell 1000® Index which lost (-1.6%) and the Russell 1000® Value Index which lost (-3.2%) for the year so far.

The historical performances of these indexes reflects that the Russell Fundamental U.S. Large Company Index performed relatively better than the Russell 1000 Index and the Russell 1000 Value Index for the 1,3,5,10 and 15 year annualized returns. The Fundamental index gained an annualized return of +1% (One year), +15.7% (Three year), +1% (Five year), +6.2% (Ten year) and +8.9% (Fifteen year), all as of December 16.

Russell Index YTD a/o 12/16 1 Year
Annualized

a/o 12/16
3 Year
Annualized

a/o 12/16
5 Year
Annualized

a/o 12/16
10 Year
Annualized

a/o 12/16
15 Year
Annualized

a/o 12/16
Russell 1000 -1.6% -0.3% +13.4% -0.8% +3.3% +5.6%
Russell 1000 Value -3.2% -1.3% +9.9% -3.4% +3.9% +6.2%
Russell Fundamental US Large Company -0.5% +1.0% +15.7% +1.0% +6.2% +8.9%

The Russell Fundamental Index Series offers a unique solution for plan sponsors and managers interested in tracking alternative beta exposures while maintaining the diversification, transparency and liquidity of traditional indexing. Securities are selected and weighted according to fundamental measures of company size: Adjusted Sales, Operating Cash Flow, and Dividends plus Buybacks.

The Russell Global Index includes more than 10,000 securities in 48 countries and covers 98% of the investable global market. All securities in the index are classified according to size, region, country and sector. Daily Returns for the main components are available here: http://www.russell.com/indexes/data/daily_total_returns_global.asp

Disclaimer: http://www.russell.com/indexes/about/index_alerts.asp#disclaimer