Russell 2000® Value Index

Monthly as of August 31, 2014

Data in USD

The Russell 2000 Value Index measures the performance of small-cap value segment of the U.S. equity universe. It includes those Russell 2000 companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2000 Value Index is constructed to provide a comprehensive and unbiased barometer for the small-cap value segment. The Index is completely reconstituted annually to ensure larger stocks do not distort the performance and characteristics of the true small-cap opportunity set and that the represented companies continue to reflect value characteristics.

Performance (USD)

Total returns as of August 31, 2014
Name August 3 Month YTD 1 yr 3 yr 5 yr 10 yr
Russell 2000 Value 4.35 2.37 2.16 18.10 18.78 15.74 8.43
Russell 3000 4.20 4.70 9.23 24.74 20.65 17.22 8.83
Total returns as of September 19, 2014
Name Daily MTD YTD 1YR 3YR 5YR 10YR
Russell 2000 Value -0.94 -2.42 -0.31 8.84 19.44 13.44 7.76
Russell 3000 -0.17 0.06 9.30 17.99 21.22 16.02 8.56

Membership

Top 10 Holdings

Holding
Prosperity Bancshares Inc
RLJ Lodging Trust
CNO Financial Group Inc
Highwoods Properties Inc
LaSalle Hotel Properties
Esterline Technologies Corp
Cleco Corp
Investors Bancorp Inc
Dynegy Inc
Stifel Financial Corp

Top 10 Performers

Ticker Holding 1 Mo Return %
PSMI Peregrine Semiconductor Corp 84.72
ACHN Achillion Pharmaceuticals Inc 68.91
ITMN InterMune Inc 67.43
IRF International Rectifier Corp 58.62
ZEN Zendesk Inc 56.35
PIKE Pike Corp 47.89
CQB Chiquita Brands International Inc 44.94
SCLN Sciclone Pharmaceuticals Inc 42.32
PGEM Ply Gem Holdings Inc 41.54
PAYC Paycom Software Inc 40.22

Russell Global Sectors

Top Sectors by weight

Sector
Financial Services
Producer Durables
Consumer Discretionary
Technology
Utilities

Download Fact Sheet

Index characteristics
Price/Book 1.53
Dividend Yield 1.94
P/E Ex-Neg Earnings 19.18
Long-Term Growth Forecast - IBES 10.60
EPS Growth - 5 Years 10.33
Capitalization statistics ($ B)
Average Market Cap ($-WTD) 1.652
Median Market Cap 0.647
Largest Stock by Market Cap 7.263
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