Delivering an efficient, transparent, and turnover-controlled capture of equity factors.These indexes are the first and only series of low volatility Indexes to offer target tracking error to the industry leading Russell benchmarks, a key benefit to pension plans, foundations and endowments.
Small Cap Perspectives (PDF)
Quarterly market analysis and commentary for the Russell 2000® Index
Passive and fundamental index investing: A factor analysis (PDF)
This paper uses a factor analysis to show how Russell Fundamental Index strategies would have added new dimensions of diversification for a hypothetical investor.
Russell Defensive and Dynamic Indexes: Better indicators of company risk (PDF)
The Russell Stability Indexes pioneered a new dimension in style investing, one based on a definition of company risk that is more encompassing than simple volatility.