SEATTLE, WA — (Marketwire) — 11/08/11 — 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.
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:
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