Small Cap Perspectives from FTSE Russell provides a quarterly 360° view of the small cap market as measured by the Russell 2000® Index. The report includes commentary, performance, sector and volatility analysis and more.
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© 2017 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, “FTSE TMX”) and (4) MTSNext Limited (“MTSNext”). All rights reserved.
FTSE Russell® is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. “FTSE®”, “Russell®”, “FTSE Russell®” “MTS®”, “FTSE TMX®”, “FTSE4Good®” and “ICB®” and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX.
All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE Russell Indexes or the fitness or suitability of the Indexes for any particular purpose to which they might be put.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this communication should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional.
No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors.
Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index.
This publication may contain forward-looking statements. These are based upon a number of assumptions concerning future conditions that ultimately may prove to be inaccurate. Such forward-looking statements are subject to risks and uncertainties and may be affected by various factors that may cause actual results to differ materially from those in the forward-looking statements. Any forward-looking statements speak only as of the date they are made and no member of the LSE Group nor their licensors assume any duty to and do not undertake to update forward-looking statements.
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Comprehensive, accurate and responsive
Since its inception, the Russell family of US equity indexes has been widely adopted by the investment community for its thoughtful index design. Indexes are rebuilt annually and updated quarterly to ensure that they reflect the markets year after year without experiencing style slippage. Their disciplined index construction process is designed to deliver accurate asset class representation with the transparency professional investors need to implement asset allocation decisions. In addition to serving as a benchmark for active managers, our US equity index methodology serves as the starting universe for numerous products, including actively managed portfolios, ETFs, mutual funds and derivatives.
Simple Methodology for a better balance
The Russell US equity family indexes are created as subsets of the Russell 3000 extended universe. This includes the best known Russell 2000 (small cap) and Russell 1000 (large cap) Indexes. Our modular approach balances comprehensiveness with real usability to be a practical and easy to use tool for analysts, portfolio managers and traders.
1000 + 2000 = 3000
Growth + Value = Style
Nearly as well-known as the market cap indexes, Russell style indexes offer broadly diversified market cap indexes that quantify 100% of the Russell US equity universe by its growth or value stock characteristics.
FTSE Russell combines the expertise of over 100 researchers with the knowledge of our partners and expert external and internal advisory committees to create global multi-asset indexes that are based on academically rigorous and relevant methodologies. Thousands of unique indexes are calculated on a daily basis to be practical and easy to use for analysts, portfolio managers and traders.
FTSE RUSSELL US EQUITY INDEXES