Russell High Efficiency™ Factor Indexes

Efficient and effective tools for factor-based investing.

This index series employs a consistent, factor-based weighting methodology to deliver institutional quality exposure to commonly identified factors: Low Volatility, Momentum, Quality, and Value. Designed to be modular and investable, these indexes offer investors the ability to combine factor exposures.

More about High Efficiency™ Factor Indexes

Featured research

Smart Beta Guidebook
An Overview to Russell Smart Beta Indexes

Smart Beta Survey (PDF)
Smart Beta: A deeper look at asset owner perceptions.

Small Cap Perspectives (PDF)
Quarterly Market analysis and commentary for the Russell 2000® Index.

Style vs. Factors (PDF)
This paper discusses how a combination of traditional styles and new factor strategies may provide the best solution for institutional investment needs.