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  • the leopards spots

    Insights | The leopard’s spots: Russell Style Indexes keep growth and value in focus

    “A leopard can’t change its spots,” is an old saying rooted in the belief that a person’s core character doesn’t change over time. The same cannot be said of the markets, public companies or investment strategies, which is why the Russell Style Indexes have become such powerful tools for portfolio measurement and construction.

  • the russell 1000 equal weight index

    Insights | The Russell 1000 Equal Weight Index: Reduced concentration risk and enhanced diversification

    Equal weighting is the oldest of alternative weighting methods and it has had staying power for good reason. We explore the attributes of equal weighting and explore FTSE Russell’s enhanced methodology, which has an added benefit over simple constituent equal weighting by enhancing sector diversification.

  • the russell 1000 pure domestic exposure index

    Insights | The Russell 1000 Pure Domestic Exposure Index: Targeted exposure to US economic growth

    By selecting only those stocks that are both domiciled within the US and also do most of their business within the US, the Russell 1000 Pure Domestic Exposure Index connects directly to the engines of US economic growth.

  • the russell 2000 index small cap index of choice

    Insights | The Russell 2000 Index: Small cap index of choice

    The potential benefits of including exposure to small cap stocks in a multi-asset-class portfolio have been well documented.

  • the russell 2000

    Insights | The Russell 2000 Index: Small cap performance in a slow-growth economic environment

    FTSE Russell examines the performance of the US small cap market in periods of slow economic growth, as measured by the Russell 2000 Index, and discusses how institutions that seek to access the size factor premium via ETFs can further enhance returns through securities lending programs.

  • top down or bottom up

    Insights | Top-down or bottom-up?

    In this Insights, we assess the benefits and drawbacks of the various single factor and multi-factor portfolio construction techniques using metrics such as factor exposure, the number of factors targeted, and concentration measures such as Effective N.

  • understanding risk based index construction

    Insights | Understanding risk-based index construction

    In this article we look into the construction methods of risk-based indexes and compare approaches to achieving volatility reduction and/or improved diversification.

  • volatility reduction

    Insights | Volatility reduction: How minimum variance indexes work

    The final article in a series covering risk-based indexes and their applications, reviews minimum variance indexes in detail.

  • whatever happened to teldar paper

    Insights | Whatever happened to Teldar Paper?

    Teldar Paper was the fictional target of a hostile takeover by corporate raider Gordon Gekko in the now classic 1987 movie Wall Street. In the 30 years since the movie debuted, the paper industry has undergone major reorganization and consolidation of the sort that would have proven Gekko a visionary.

  • international investment and the us dollar

    International investment and the US dollar

    In 2015 FTSE Russell launched a series of international equity indexes for the USD-based investor that are 50% USD hedged to help investors evaluate their currency exposures and their hedging strategies when investing in foreign equities.

  • Investing in Listed Real Estate

    Investing in Listed Real Estate

    Real estate is a popular asset class. One of the ways to get exposure to it is via listed real estate companies. In this report FTSE Russell looks at practical considerations of investing in listed real estate:...

  • investing in the global green economy busting common myths

    Investing in the global green economy: busting common myths

    Until now the transition to a sustainable and “green” economy has been a loose concept rather than a defined, investable, industrial system.

  • Low Vol and Quality streets ahead as factor analysis reveals caution in market rally

    Low Vol and Quality streets ahead as factor analysis reveals caution in market rally

    Quality and Low Volatility were the strongest performers in Q2, according to our latest Regional Factor Indicator Report, illustrating that, even as equity markets moved higher, global growth worries tempered risk appetite. While Quality and Low Volatility – essentially defensive factors – performed well, Value and Size (smaller cap) fared worst in almost every market.

  • making a better benchmark a practical guide to effective market representation

    Making a better benchmark: A practical guide to effective market representation

    Three principles are outlined as essential to an index’s ability to effectively represent a market or market segment.

  • managing market volatility

    Managing Market Volatility

    Interested in understanding the state of volatility in the current market? This comprehensive package from Clear Path Analysis and FTSE Russell covers all the important focal points with top industry thought leaders including two robust roundtable debates, a white paper and an interview...

  • Practical considerations for listed infrastructure

    Practical considerations for listed infrastructure

    Infrastructure is an investment category often seen by investors as a diversification tool that can provide a hedge to long-term liabilities by offering exposure to potentially stable returns and steady income. FTSE Russell defines core infrastructure companies as those that own, manage or operate structures or networks used for the processing or moving goods, services, information and data, people, energy and necessities from one location to another.

  • redrawing the equity map with global small caps

    Redrawing the equity map with global small caps

    The earth is flat… or so it was believed, until sometime after 500 B.C.

  • Russell 1000 Equal Weight Index: Equal weighting refined

    Russell 1000 Equal Weight Index: Equal weighting refined

    Equal weighting is known as one of the oldest and time-tested approaches to reduce concentration risk and enhance diversification. This paper explores the key benefits of equal weighting over its cap-weighted counterparts and examines equal weighting’s strong long-term performance record as a source of downside protection in crises and lower volatility.

  • Russell US Indexes – 40 years of insights

    Russell US Indexes – 40 years of insights

    The Russell US Indexes were created in 1984 by the Frank Russell Company (now part of FTSE Russell) with the goal of providing accurate representation of the investable US equity market. When initially introduced, the Russell indexes provided five years of simulated back-history so that a historical record would exist, enabling investors to use the indexes at launch without requiring a live track record to be accumulated.

  • small cap perspectives russell 2000 index 1 q2017 analysis

    Small Cap Perspectives: Russell 2000 Index 1Q2017 Analysis

    Following the Fed’s December 2016 vote to raise the Fed Funds Rate a quarter point to a range of 0.5–0.75%, the Board of Governors decided to maintain that target in the first quarter of 2017.

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