SOURCE: Russell Investments

Russell Investments

October 26, 2011 09:49 ET

Russell Global Stability Indexes: Russell New Zealand Defensive Index and Russell 3000 Defensive Index Top Performing Russell Defensive Indexes Year-to-Date Through October 21

SEATTLE, WA--(Marketwire - Oct 26, 2011) - The Russell New Zealand Defensive Index (+6.3%) reflected the strongest return year-to-date, through October 21, beating out all other Russell Global Defensive Index country constituents*. The U.S. broad market Russell 3000® Defensive Index posted the second strongest return of +5.0% for the same time period. Conversely, the Russell China Defensive Index and Russell Egypt Defensive Index reflected the worst returns of the countries considered for analysis for the same time period.

Month-to-date through October 21, the Russell Germany Defensive Index posted the greatest returns (+12%), followed closely by the Russell Sweden Defensive Index (+10.7%), the Russell France Defensive Index (+10.1%) and the Russell Australia Defensive Index (+10%).

The Russell Defensive and Dynamic Indexes split the broad global equity market in half based on a combination of stability factors; the more stable half of the market is called "Defensive" and the less stable half is called "Dynamic." The new Russell Global Defensive and Dynamic Indexes follow the same global-relative composition as the Russell Global Indexes. Stocks are ranked by sector and style across regions, rather than country-by-country, to better reflect how investors now approach the global markets.

*List of indexes that are not considered for analysis, as they have constituents with more than 30% weighting in the index.

Russell Global Defensive Index Constituents MTD Returns
(through October 21, 2011)
YTD Returns
(through October 21, 2011)
Russell New Zealand Defensive Index 1.4% 6.3%
Russell 3000 Defensive Index 8.0% 5.0%
Russell Ireland Index 6.0% 4.5%
Russell United Kingdom Defensive Index 7.9% 4.5%
Russell Switzerland Defensive Index 6.3% 0.9%
Russell Thailand Defensive Index -0.9% -0.2%
Russell Canada Defensive Index 5.6% -1.1%
Russell France Defensive Index 10.1% -1.2%
Russell Japan Defensive Index -1.4% -1.4%
Russell Malaysia Defensive Index 4.8% -4.0%
Russell Sweden Defensive Index 10.7% -5.4%
Russell Australia Defensive Index 10.0% -6.1%
Russell Germany Defensive Index 11.9% -6.6%
Russell Colombia Defensive Index 3.1% -7.2%
Russell Singapore Defensive Index 4.0% -7.9%
Russell Finland Defensive Index 7.8% -9.9%
Russell UAE Defensive Index -1.4% -11.5%
Russell Austria Defensive Index 8.6% -11.6%
Russell Taiwan Defensive Index 1.5% -12.3%
Russell Hong Kong Defensive Index 3.1% -13.8%
Russell Brazil Defensive Index 7.4% -14.8%
Russell Poland Defensive Index 7.9% -15.6%
Russell South Africa Index 3.3% -16.0%
Russell Turkey Defensive Index 1.5% -18.5%
Russell India Defensive Index 0.3% -19.0%
Russell Egypt Defensive Index 5.1% -21.4%
Russell Chile Defensive Index 7.1% -21.7%
Czech Republic * 6.0% 7.2%
Netherlands * 12.8% 5.5%
Norway * 13.5% 3.5%
Spain * 9.3% 2.4%
Indonesia * -2.5% 0.8%
Philippines * 3.1% -0.3%
Italy * 14.4% -0.3%
Belgium * 5.0% -0.6%
Korea * 8.8% -1.0%
Portugal * 6.9% -4.7%
Morocco * 1.3% -5.7%
Denmark * 3.1% -9.7%
Russia * 7.9% -10.6%
Hungary * 17.1% -11.6%
China * -0.3% -11.7%
Mexico * 6.9% -12.0%
Iceland * 3.5% -15.7%
Israel * 11.3% -17.7%
Luxembourg * 8.3% -19.0%
Peru * 4.2% -19.2%
Greece * -0.7% -33.5%

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