Russell Indexes leadership
In 1984, a team from Russell used insights about investment management behavior to launch the Russell Indexes. These new tools were designed to produce indexes that objectively track
performance and better reflect investment manager behavior. Over the last 20 years, Russell has been a leading innovator in index design and has continually set industry standards.
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Construction & methodology
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Today
Float adjustment is industry standard.
Multi-factor style methodology is industry standard.
Use of NASDAQ Closing Cross is industry standard.
...and country assignment is sure to be next.
2011
Introduce Stability Indexes™, the Third Dimension of Style™.
2010
Create Equal Weight Indexes: equally weights each sector within an index and then equally weights securities within each sector.
Russell is the first index provider to employ an objecive, rules based approach for determining country assignment.
2009
Spearhead Target Date Metric: a metric to measure the relative performance of target date fund families against their primary goal of building wealth for retirement.
2007
Launch the Russell Global Indexes, to better replicate the performance of investable stocks globally with broad, deep and fully modular construction.
Develop a consistent global-relative standard for determining capitalization breaks globally.
2006
Launch growth and value styles for the Russell Microcap® Index.
Enhance treatment of corporate actions as a service to benefit passive investors.
2005
The Russell Microcap Index is introduced to measure the performance of the microcap segment of U.S. Equity Market.
Passive assets based on Russell Indexes surpass $500 billion.
2004
NASDAQ closing cross pricing is used for the first time, dramatically reducing trading costs and improving the efficiency of the Russell Index reconstitution process.
2003
Ten years after Russell introduces multi-factor style indexes, multi-factor banded style methodology becomes the global industry standard.
Russell Indexes "crosses paths" with S&P, becoming the most used index family by U.S. institutional investors (products benchmarked).
2000
Nearly 20 years after Russell introduces float-adjusted capitalization indexes, float weighting for indexes becomes the global industry standard.
1999
The first Exchange Traded Fund (ETF) based on a Russell Index is introduced.
1995
Russell and Nomura Securities Co., Ltd., jointly create the family of Russell/Nomura Japan Equity Indexes.
1994
Russell's in-depth manager research leads to the creation of multi-factor style indexes to better reflect the fact that some stocks have both growth and value characteristics.
1989
Russell shifts to an annual index reconstitution process. This new process helps balance turnover costs for investors while accurately reflecting changes in market segments over time.
1987
Russell creates the first style indexes in the world for investment managers who purchase primarily "growth" or "value" stocks.
1984
The family of Russell U.S. Indexes is introduced to the market, including the large-cap Russell 1000® and the small-cap Russell 2000®, the world’s first index family to reflect the investable portion of the investable U.S. equity market.
Russell introduces quarterly index reconstitution to ensure continuing relevance and objective market representation.
1983
Russell pioneers the concept of free-float adjustment and develops an open, transparent index methodology.
Russell Investments, a leader in manager research, analyzes the stocks that managers actually buy and determines that existing U.S. equity benchmarks do not effectively measure how well managers are performing. 
Russell Investments and Standard & Poors are the owners of their trademarks, service marks and copyrights related to their respective indexes.
First used: August 2011
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