SOURCE: Russell Investments

Russell Investments

November 08, 2011 09:37 ET

Russell Indexes: The Russell-Axioma Developed ex-US Large Cap Low Volatility Index Reflected a (-4%) Loss for Week of November 4

SEATTLE, WA--(Marketwire - Nov 8, 2011) - The Russell-Axioma Developed ex-US Large Cap Low Volatility Index reflected a loss of (-4%) for the week of November 4, outperforming the Russell-Axioma Developed ex-US Large Cap Low Beta Index (-4.3%) and the Russell Developed ex-US Large Cap Index (-5.7%).

Year-to-date, the Russell-Axioma Developed ex-US Large Cap Low Volatility Index posted a marginal loss of (-0.3%) year-to-date, outperforming the Russell-Axioma Developed ex-US Large Cap Low Beta Index (-5.3%) and the Russell Developed ex-US Large Cap Index (-8.6%) through November 4.

Through five new Russell-Axioma factor indexes, international investors are now able to better track and manage exposure to a range of investment risk factors within their portfolios outside the United States. The new indexes employ the same Russell rules-based index methodology as the U.S. factor-based indexes, and are built from the underlying constituents of the Russell Developed ex-U.S. Large Cap Index.


Russell Indexes
Week of November 4, 2011 Returns YTD Returns (through November 4, 2011) Three Year Annualize
Returns
Five Year Annualized
Returns
Russell-Axioma Developed ex-US Large Cap Low Volatility Index -4.0% -0.3% 9.7% 1.4%
Russell-Axioma Developed ex-US Large Cap Low Beta Index -4.3% -5.3% 10.7% 1.9%
Russell Developed ex-US Large Cap Index -5.7% -8.6% 11.9% -1.0%

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