The Russell RAFI™ Index Series is designed to capture the beta of a fundamental index strategy. Combining the transparency, objectivity and broad diversification that plan sponsors expect from Russell Indexes with the advantages of the Research Affiliates‘ Fundamental Index® Strategy. The Russell RAFI™ Index Series offers a cost-efficient index-based solution for investors seeking a complement to traditional passive strategies. Using publicly available data, the Russell RAFI™ Index Series methodology selects and weights securities using the average of three fundamental measures of company size including adjusted sales, retained operating cash flow and dividends plus buybacks.


Russell US Stability Indexes™ are style-based benchmarks that offer more detail and specificity for investors, and adds a third dimension to the Russell US Style Indexes, independent from other definitions of style (i.e. growth and value). The indexes measure a portion of the market based on the sensitivity to economic cycles, credit cycles, and market volatility, referred to as stability. Stability is measured at the company level in terms of volatility (price and earnings), leverage, and return on assets. The more stable half of the index is called the Defensive Index® and the less stable half is called the Dynamic Index®.


Russell and Nomura Securities Co., Ltd. produce Russell/Nomura Indexes which are market-cap weighted and include only common stocks domiciled in Japan. All indexes are subsets of the Russell/Nomura Total Market™ Index, which represents approximately 98% of the investable Japan equity market.


Russell created the industry's first style indexes to provide investors with accurate benchmarks for measuring the growth and value equity market segments. With over $3.5 trillion in assets and approximately 98% of institutional style-oriented products benchmarked to the Russell style indexes, this ground-breaking innovation has now become the industry standard and has paved the way for the creation of more style- specific benchmarks.


The Russell US Indexes, from mega cap to microcap, serve as leading benchmarks for institutional investors. The modular index construction allows investors to track current and historical market performance by specific market segment (large/mid/small/micro cap) or investment style (growth/value/defensive/dynamic). All sub-indexes roll up to the Russell 3000® Index. The Russell US Indexes can be used as performance benchmarks, or as the basis for index-linked products including index tracking funds, derivatives, and Exchange Traded Funds (ETFs).


FTSE offers short and leveraged indexes on a selection of global, regional and domestic indexes. The indexes are calculated assuming a defined leverage multiple, either long or short, is applied to the underlying reference index. The leverage is reset daily. The index series applies stop losses in the event the market moves by a certain amount following which the index is reset. For more details on the stop loss levels please refer to the relevant index rules.


The FTSE US Total Market Index Series represents over 99% of the total US market capitalization. The index includes all sectors represented in the Industry Classification Benchmark system (ICB) and reflects the broadest and most complete universe of US equity issues. All security types are included in the FTSE US TMI, including OTC issues, REITS, non-domiciled issues, master limited partnerships, and other equity instruments. It can be seamlessly integrated with the FTSE Global Equity Index Series (GEIS) and ICB..


The Russell Pure Style Indexes provide concentrated exposure to stocks that exhibit strong growth or value signals. Building upon Russell's traditional, cap-weighted style methodology, the Pure Style methodology is style-weighted, and effectively narrows the universe delivering a more tailored, 'pure' exposure to only those stocks considered fully value or growth.


The Russell Equal Weight Indexes offer a unique and practical alternative to conventional equal weighted indexes. Rather than simply assigning an equal weight to each constituent of the index, Russell's sector equal weight index methodology equally weights each sector within the index and then equally weights the companies within each sector. This innovative approach provides greater diversification benefits than traditional equal weighted indexes.