Russell Indexes

Russell Fundamental Index® Series The Russell Fundamental Index Series offers a unique solution for managers interested in obtaining alternative beta exposures while maintaining the diversification, transparency and liquidity of traditional indexing. Securities are selected and weighted according to fundamental measures of company size: Adjusted Sales, Operating Cash Flow, and Dividends plus Buybacks. Russell Fundamental Index Series: A new index paradigm Rolf Agather Managing Director, Research & Development, Russell Indexes Rob Arnott Chairman and CEO, Research Affiliates LLC View webcast  »   Download slides Key benefits Get more info Index fact sheets and performance Country indexes also available Learn more Call 1-866-551-0617 or submit your question Russell Research The Russell Fundamental Index Series: Innovative rebalancing provides better representation without impacting turnover (PDF) Subscribe to Russell Indexes Comprehensive market coverage. The Russell Fundamental Index Series is created from the leading Russell 3000 and Russell Global ex-U.S. indexes. Constituents are scored and weighted based on fundamental measures of company size, then further divided into Large Company and Small Company Fundamental Indexes. Alternatively weighted approach. Company size is determined by averaging three key non-price measures using publically available accounting data from the last five years. Weights are calculated and assigned by Research Affiliates®, a global leader in innovative investing strategies. Investable. Russell applies index investment screens to the Fundamental Index series to remove potentially illiquid / low investment capacity securities. The indexes are highly reliable and can be easily replicated to serve as the underlying index for investable products. Accurate and up-to-date. The Russell Fundamental Index Series has a quarterly partial reconstitution. The weighting of the constituents by fundamental scores is determined during the June annual reconstitution. However, this annual reconstitution is spread out equally each quarter. Splitting the index into four equivalent parts (tranches) adds investment capacity. Created by experts. With clients in more than 35 countries, Russell combines global experience with expertise in equity index construction and manager evaluation to create world-class global investment tools. Learn more For more information, feel free to call a Russell representative or submit your question. We'll be happy to answer any questions you may have. Americas 1-866-551-0617 Asia Pacific +65-6880-5003 Europe, Middle East & Africa +44-0-20-7024-6600 Russell Investments and Research Affiliates LLC have entered into a strategic alliance with respect to the Russell Fundamental Indexes. Subject to Research Affiliate's intellectual property rights in certain content, Russell Investments is the owner of all copyrights related to the Russell Fundamental Indexes. Russell Investments and Research Affiliate jointly own all trademark and service mark rights in and to the Russell Fundamental Indexes. Research Affiliates is the owner of the trademarks, service marks, patents and copyrights related to the Fundamental Index and the Fundamental Index methodology. CORP-6529

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