Russell Indexes

Russell Fundamental Index® Series daily returns Daily returns  |  Daily values 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. TOTAL NET Return percentages based on $US View PDF version                            Daily total returns                    Annualized total returns Index name May 23, 2012 MTD YTD   1 year 3 years 5 years 10 years Global Russell Fundamental Global -1.4 -8.8 -0.3 -10.5 11.6 -1.0 8.5 Russell Fundamental Global Large Company -1.5 -8.7 -0.6 -10.5 11.1 -1.4 8.0 Russell Fundamental Global Small Company -1.1 -9.2 1.9 -10.5 15.2 1.1 12.1 Russell Fundamental Global ex-U.S.  -2.7 -11.3 -3.9 -18.3 6.3 -3.1 9.6 Russell Fundamental Global ex-U.S. Large Company -2.8 -11.4 -4.6 -19.1 5.4 -3.6 9.1 Russell Fundamental Global ex-U.S. Small Company -2.0 -10.3 0.6 -13.4 11.5 -0.2 13.2 Developed Russell Fundamental Developed  -1.3 -8.4 -0.2 -9.8 11.4 -1.8 7.4 Russell Fundamental Developed Large Company -1.3 -8.3 -0.5 -9.9 10.8 -2.1 7.0 Russell Fundamental Developed Small Company -0.8 -8.9 2.1 -8.8 15.6 0.2 10.4 Russell Fundamental Developed ex-U.S.  -2.7 -11.0 -4.4 -18.6 4.8 -4.8 7.8 Russell Fundamental Developed ex-U.S. Large Co. -2.8 -11.1 -5.1 -19.5 4.0 -5.2 7.3 Russell Fundamental Developed ex-U.S. Small Co. -1.9 -10.2 0.4 -11.8 10.4 -2.2 10.7 Emerging Markets Russell Fundamental Emerging Markets -2.7 -12.6 -1.3 -16.8 11.2 3.4 18.6 Russell Fundamental Emerging Markets Large Company -2.9 -13.4 -2.2 -16.8 10.9 3.4 18.4 Russell Fundamental Emerging Markets Small Company -2.1 -10.6 1.2 -17.0 13.3 3.7 19.3 Russell Fundamental BRIC -3.0 -15.7 -5.3 -21.1 5.2 2.3 21.3 Russell Fundamental BRIC Large Company -3.3 -16.3 -6.3 -20.4 4.8 2.2 20.9 Russell Fundamental BRIC Small Company -2.1 -13.5 -1.8 -23.5 9.1 2.6 23.1 U.S. Russell Fundamental U.S. 0.1 -5.8 4.1 -0.2 18.8 1.2 6.5 Russell Fundamental U.S. Large Company 0.0 -5.6 4.1 0.3 18.2 0.9 6.1 Russell Fundamental U.S. Small Company 0.6 -7.1 4.5 -4.7 23.2 3.3 9.8 Russell Fundamental US Top 200 -0.1 -5.5 3.9 1.2 17.3 0.7 5.5 Asia Pacific Russell Fundamental Asia Pacific  -1.4 -10.2 -1.7 -10.5 8.1 0.4 9.7 Russell Fundamental Asia Pacific Large Company -1.5 -10.5 -2.2 -11.2 7.4 -0.1 8.9 Russell Fundamental Asia Pacific Small Company -1.3 -9.3 -0.1 -8.2 11.0 2.2 12.7 Russell Fundamental Asia Pac ex-Japan -2.2 -10.7 0.6 -14.1 13.1 3.9 16.2 Russell Fundamental APac ex-Japan Large Company -2.3 -11.0 0.3 -13.1 13.6 4.3 16.1 Russell Fundamental APac ex-Japan Small Company -1.8 -9.8 1.5 -16.8 12.7 2.9 16.6 Europe Russell Fundamental Europe -3.7 -11.8 -5.5 -23.1 4.0 -6.6 8.2 Russell Fundamental Europe Large Company -3.7 -11.8 -6.1 -23.2 3.5 -6.6 7.9 Russell Fundamental Europe Small Company -3.2 -12.0 1.4 -22.6 8.9 -6.5 11.3 Russell Fundamental Developed Europe -3.6 -11.5 -5.6 -23.1 3.3 -7.1 7.6 Russell Fundamental Dev Europe Large Company -3.7 -11.4 -6.2 -23.1 2.9 -7.2 7.3 Russell Fundamental Developed Europe Small Company -3.1 -11.6 1.6 -22.2 7.9 -7.0 10.6 Russell Fundamental Eurozone -4.1 -12.0 -8.9 -30.1 -1.5 -9.7 5.9 Russell Fundamental Eurozone Large Company -4.2 -11.9 -9.4 -30.2 -1.8 -9.6 5.7 Russell Fundamental Eurozone Small Company -3.5 -12.1 -1.1 -28.7 2.1 -10.3 8.9 Return percentages based on $US View PDF version                              Daily net returns                    Annualized net returns Index name May 23, 2012 MTD YTD   1 year 3 years 5 years 10 years Global Russell Fundamental Global -1.4 -8.9 -0.6 -11.0 11.0 -1.6 7.9 Russell Fundamental Global Large Company -1.5 -8.8 -0.9 -11.0 10.4 -2.0 7.4 Russell Fundamental Global Small Company -1.1 -9.3 1.7 -10.9 14.8 0.7 11.6 Russell Fundamental Global ex-U.S.  -2.7 -11.4 -4.2 -18.7 5.7 -3.6 9.1 Russell Fundamental Global ex-U.S. Large Company -2.8 -11.6 -5.0 -19.6 4.9 -4.1 8.5 Russell Fundamental Global ex-U.S. Small Company -2.0 -10.4 0.4 -13.8 11.1 -0.6 12.8 Developed Russell Fundamental Developed  -1.3 -8.5 -0.5 -10.4 10.7 -2.5 6.8 Russell Fundamental Developed Large Company -1.3 -8.4 -0.8 -10.5 10.1 -2.7 6.3 Russell Fundamental Developed Small Company -0.8 -8.9 1.9 -9.2 15.1 -0.3 9.9 Russell Fundamental Developed ex-U.S.  -2.7 -11.1 -4.8 -19.1 4.2 -5.3 7.2 Russell Fundamental Developed ex-U.S. Large Co. -2.8 -11.2 -5.5 -20.0 3.4 -5.7 6.8 Russell Fundamental Developed ex-U.S. Small Co. -1.9 -10.3 0.1 -12.2 9.9 -2.6 10.3 Emerging Markets Russell Fundamental Emerging Markets -2.7 -12.7 -1.4 -17.1 10.9 3.1 18.2 Russell Fundamental Emerging Markets Large Company -2.9 -13.5 -2.3 -17.1 10.6 3.1 18.0 Russell Fundamental Emerging Markets Small Company -2.1 -10.6 1.1 -17.2 13.0 3.4 18.9 Russell Fundamental BRIC -3.0 -15.8 -5.5 -21.3 5.0 2.1 21.0 Russell Fundamental BRIC Large Company -3.3 -16.5 -6.5 -20.6 4.6 2.1 20.6 Russell Fundamental BRIC Small Company -2.1 -13.5 -1.9 -23.5 9.0 2.6 22.9 U.S. Russell Fundamental U.S. 0.1 -5.8 3.9 -0.9 18.0 0.5 5.8 Russell Fundamental U.S. Large Company 0.0 -5.7 3.8 -0.4 17.4 0.1 5.4 Russell Fundamental U.S. Small Company 0.6 -7.1 4.3 -5.0 22.7 2.8 9.4 Russell Fundamental US Top 200 -0.1 -5.6 3.6 0.4 16.4 -0.1 4.7 Asia Pacific Russell Fundamental Asia Pacific  -1.4 -10.2 -1.9 -10.9 7.7 0.0 9.3 Russell Fundamental Asia Pacific Large Company -1.5 -10.5 -2.4 -11.6 7.0 -0.5 8.5 Russell Fundamental Asia Pacific Small Company -1.3 -9.3 -0.2 -8.5 10.7 1.9 12.3 Russell Fundamental Asia Pac ex-Japan -2.2 -10.7 0.3 -14.8 12.4 3.3 15.5 Russell Fundamental APac ex-Japan Large Company -2.3 -11.1 0.0 -13.9 12.7 3.6 15.4 Russell Fundamental APac ex-Japan Small Company -1.8 -9.8 1.3 -17.3 12.2 2.4 16.0 Europe Russell Fundamental Europe -3.7 -12.0 -6.0 -23.7 3.3 -7.1 7.6 Russell Fundamental Europe Large Company -3.7 -12.0 -6.6 -23.7 2.9 -7.2 7.3 Russell Fundamental Europe Small Company -3.2 -12.1 1.1 -23.0 8.4 -7.0 10.7 Russell Fundamental Developed Europe -3.6 -11.6 -6.0 -23.6 2.7 -7.7 7.0 Russell Fundamental Dev Europe Large Company -3.7 -11.6 -6.6 -23.7 2.3 -7.8 6.7 Russell Fundamental Developed Europe Small Company -3.1 -11.8 1.2 -22.6 7.4 -7.5 10.0 Russell Fundamental Eurozone -4.1 -12.2 -9.4 -30.7 -2.3 -10.5 5.1 Russell Fundamental Eurozone Large Company -4.2 -12.2 -10.0 -30.8 -2.6 -10.4 4.8 Russell Fundamental Eurozone Small Company -3.5 -12.4 -1.6 -29.2 1.5 -10.9 8.2 Copyright © Russell Investments 2012. All rights reserved. This material is proprietary and may not be reproduced, transferred, or distributed in any form without prior written permission from Russell Investments. It is delivered on an "as is" basis without warranty. Nothing contained in this material is intended to constitute legal, tax, securities, or investment advice, nor an opinion regarding the appropriateness of any investment, nor a solicitation of any type. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional. Returns represent past performance, are not a guarantee of future performance, and are not indicative of any specific investment. Returns of one year or longer are annualized. The returns provided for each Russell Index include data for periods prior to when each Russell Index was in live production. Historical returns for these Russell Indexes prior to the live production date are calculated using the same Russell methodology; however, application to the performance calculation may vary due to data sources, corporate actions and the availability of historical data with respect to certain securities. Please contact the Russell Index Client Service Team for further detail. Net Index returns are created by applying taxes to dividend payments and vary according to a company's country of incorporation within the index. The tax rate applied is the rate applied to non-resident institutions that do not benefit from taxation treaties. Tax rates are reviewed quarterly and may be different from the current actual amount. Russell uses Exchange Data International (Globe Tax) to determine country tax rates. Russell Investments is the owner of the trademarks, service marks and copyrights related to its indexes. Russell Investment Group is a Washington, USA corporation, which operates through subsidiaries worldwide, including Russell Investments, and is a subsidiary of The Northwestern Mutual Life Insurance Company.			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