Free Submission Public Relations & NewsPR-inside.com
Home
Deutsch English

Business

Low Volatility US Stocks as Defined by Russell Low Volatility Indexes Outperformed Russell 1000(R) Index & Russell 2000(R) Index for 5 & 10 Yrs a/o 1/31/13


Print article Print article
© Marketwire 2013
2013-02-22 16:21:39 -

SEATTLE, WA -- (Marketwire) -- 02/22/13 -- Lower volatility large- and small-cap U.S. stocks, as defined by the Russell 1000® Low Volatility Index : ctt.marketwire.com/?release=989162&id=2653729&type=1& .. and the Russell 2000® Low Volatility Index : ctt.marketwire.com/?release=989162&id=2653732&type=1& .. , respectively, outperformed their parent indexes for the following time periods, with less volatility as measured by annualized standard deviation.* Please note that historical performance for the Russell Low Volatility Indexes includes back-tested simulation and actual returns after inception on May 31, 2011.**



Russell 1000® Low Volatility Index



  • 5.69% annualized return & 14.08% annualized standard deviation for the five years ended January 31st compared to a 4.28% annualized return and 19.36% annualized standard deviation for the Russell 1000® Index for the same period.


  • 8.91% annualized return & 11.27% annualized standard deviation for the ten years ended January 31st compared to a 8.36% annualized return and 15.11% annualized standard deviation for the Russell 1000® Index for the same period.







Russell 2000® Low Volatility Index



  • 17.74% annualized return & 15.83% annualized standard deviation for the three years ended January 31st compared to a 15.98% annualized return and 20.49% annualized standard deviation for the Russell 2000® Index for the same period.


  • 8.88% annualized return & 18.45% annualized standard deviation for the five years ended January 31st compared to a 6.31% annualized return and 24.45% annualized standard deviation for the Russell 2000® Index for the same period.


  • 10.89% annualized return & 15.55% annualized standard deviation for the ten years ended January 31st compared to a 10.70% annualized return and 20.14% annualized standard deviation for the Russell 2000® Index for the same period.






----------------------------------------------------------------------------
              Russell 1000®                   Russell 2000®
              Low Volatility  Russell 1000®   Low Volatility  Russell 2000®
                  Index           Index           Index           Index
----------------------------------------------------------------------------
Annualized Returns (%) a/o 1/31/13
----------------------------------------------------------------------------
1-Year            16.24           17.03           14.82           15.47
----------------------------------------------------------------------------
3-Year            13.93           14.48           17.74           15.98
----------------------------------------------------------------------------
5-Year             5.69            4.28            8.88            6.31
----------------------------------------------------------------------------
10-Year            8.91            8.36           10.89           10.70
----------------------------------------------------------------------------
Annualized Standard Deviations (%) a/o 1/31/13
----------------------------------------------------------------------------
1-Year             8.85           10.82            9.51           12.57
----------------------------------------------------------------------------
3-Year            11.78           15.59           15.83           20.49
----------------------------------------------------------------------------
5-Year            14.08           19.36           18.45           24.45
----------------------------------------------------------------------------
10-Year           11.27           15.11           15.55           20.14
----------------------------------------------------------------------------





Source: Russell Investments



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.



The Russell Global Index includes more than 10,000 securities in 48 countries and covers 98% of the investable global market. All securities in the index are classified according to size, region, country and sector. Daily Returns for the main components are available here: http://www.russell.com/indexes/data/daily_total_returns_global.asp : ctt.marketwire.com/?release=989162&id=2653735&type=1& ..



*Standard deviation is a statistical measurement of how far a variable quantity, such as the price of a stock, moves above or below its average value. The wider the range, which means the greater the standard deviation, the riskier an investment is considered to be.



**Index performance is for illustrative purposes only. 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 of May 31, 2011 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.



Russell Investments is the owner of the trademarks, service marks and copyrights related to the Russell Indexes.



Russell Investments and Axioma, Inc. have entered into a strategic alliance with respect to the Russell-Axioma Factor Indexes. Russell and Axioma are the source and joint owners of the trademarks, service marks and copyrights related to the Russell-Axioma Factor Indexes. Russell is a trademark of Russell Investments. Axioma is the owner of Axioma trademarks, service marks and copyrights related to Axioma's optimization solutions.



Please note: Indexes are unmanaged and cannot be invested in directly. Returns represent past performance, are not a guarantee of future performance, and are not indicative of any specific investment. Russell's publication of the Indexes or Index constituents in no way suggests or implies a representation or opinion by Russell as to the attractiveness of investing in a particular security. Inclusion of a security in an Index is not a promotion, sponsorship or endorsement of a security by Russell and Russell makes no representation, warranty or guarantee with respect to the performance of any security included in a Russell Index.



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



Press Information:




Contact Person:


Disclaimer: (c) 2014 Market Wire. All of the press releases contained herein are protected by copyright and other applicable laws, treaties and conventions. Information contained in the releases is furnished by Market Wire's, who warrant that they are solely responsible for the content, accuracy and originality of the information contained therein. All reproduction, other than for an individual user's personal reference, is prohibited without prior written permission.
Latest News
Read the Latest News
www.newsenvoy.com

 


Terms & Conditions | Privacy | About us | Contact PR-inside.com | BidVertiser