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The FTSE KLD US Mid Cap Sustainability Index (USSM) is a diversified and comprehensive representation of the US mid cap equity market available to investors seeking to integrate environmental, social and governance (ESG) criteria into their investment strategies. The USSM holds companies with the highest ESG rankings in each sector of the mid cap US equity market. To reduce the systematic risk introduced by the selection process, the USSM is designed to approximate the sector weights of the underlying market based on sector weighting targets. The USSM is one of three sub-indexes in the FTSE KLD US All Cap Sustainability Index (USSA) series.
The USSM offers a diversified benchmark for measuring the risk and return characteristics of US portfolios that incorporate ESG performance into the equity selection process.
For Information on FTSE KLD US Mid Cap Sustainability Index Analytics, Licensing and Redistribution contact kldindexes@riskmetrics.com. |