|
BOSTON, MA
- February 7, 2006 - KLD Indexes reported its index returns
for January 2006. KLD Indexes is a division of KLD Research
& Analytics, Inc., an independent investment research
firm providing investment management tools used by professionals
to serve clients requiring investment strategies based
on corporate social and environmental performance.
- KLD's
Domini 400 SocialSM
Index
(DS 400) was up 2.19% while the S&P 500®
was up 2.65%. Underexposure to the Energy sector made
the largest negative contribution to the performance
of the DS 400 Index relative to the S&P 500. The company
on the DS 400 Index that made the largest negative contribution
to the performance of the Index relative to the S&P
500 was Intel. Click
for a complete analysis of KLD's DS 400 Index.
- The KLD Broad Market
SocialSM Index
(KLD BMS) was up 3.43% while the Russell 3000®
was up 3.34%. Overexposure to the Information Technology
sector made the largest positive contribution to the
performance of the KLD BMS Index relative to the Russell
3000. The company on the KLD BMS Index that made the
largest positive contribution to the performance of
the Index relative to the Russell 3000 was Microsoft.
Click
for a complete analysis of the KLD BMS Index.
- The KLD Large Cap
SocialSM Index
(KLD LCS) was up 2.74% while the Russell 1000®
was up 2.80%. Underexposure to the Energy sector made
the largest negative contribution to the performance
of the KLD LCS Index relative to the Russell 1000. The
company on the KLD LCS Index that made the largest negative
contribution to the performance of the Index relative
to the Russell 1000 was Intel. Click
for a complete analysis of the KLD LCS Index.
- The KLD Select SocialSM
Index (KLD SS) was up 1.74% while the Russell
1000® was up 2.80%.
Underexposure to the Energy sector made the largest
negative contribution to the performance of the KLD
SS Index relative to the Russell 1000. The company on
the KLD SS Index that made the largest negative contribution
to the performance of the Index relative to the Russell
1000 was Intel. Click
for a complete analysis of the KLD SS Index.
- The KLD Global Climate
100SM Index (KLD
GC 100) was up 11.23%. The Index represents a basket
of companies that are leaders in providing solutions
to climate change. The index constituents are allocated
into three themes: Renewable Energy, Clean Technology
& Efficiency and Future Fuels. Click
here to view performance comparison and sector breakdown.
Performance
as of January 31, 2006
| KLD's
DS 400 Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
5/1/90
Inception |
| KLD's
DS 400 Index |
2.19%
|
2.81%
|
2.19%
|
8.51%
|
15.32%
|
0.06%
|
9.57%
|
505.82%
|
| S&P
500 |
2.65%
|
2.09%
|
2.65%
|
10.38%
|
16.42%
|
0.37%
|
9.01%
|
440.59%
|
|
| Source:
Standard & Poor's |
*Annualized
Returns
|
| KLD
BMS Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception |
| KLD
BMS Index |
3.43%
|
2.88%
|
3.43%
|
12.74%
|
18.05%
|
0.49%
|
N/A
|
7.83%
|
| Russell
3000 |
3.34%
|
2.04%
|
3.34%
|
12.67%
|
18.15%
|
1.57%
|
9.25%
|
11.77%
|
|
|
Source:
Russell Indexes |
*Annualized Returns
|
| KLD
LCS Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception |
| KLD
LCS Index |
2.74%
|
3.12%
|
2.74%
|
11.92%
|
17.24%
|
-0.28%
|
N/A
|
3.74%
|
| Russell
1000 |
2.80%
|
2.12%
|
2.80%
|
12.07%
|
17.45%
|
0.98%
|
9.24%
|
8.43%
|
|
| Source:
Russell Indexes |
*Annualized
Returns
|
| KLD
SS Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
6/1/04
Inception |
| KLD
SS Index |
1.74%
|
2.65%
|
1.74%
|
9.03%
|
N/A
|
N/A
|
N/A
|
15.83%
|
| Russell
1000 |
2.80%
|
2.12%
|
2.80%
|
12.07%
|
17.45%
|
0.98%
|
9.24%
|
19.90%
|
|
| Source:
Russell
Indexes
and Dow Jones & Co. |
*Annualized
Returns
|
| KLD
GC 100 Index |
|
Month |
4th
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
7/1/05
Inception |
| KLD
GC 100 Index1 |
11.23%
|
-1.52%
|
11.23%
|
N/A
|
N/A
|
N/A
|
N/A
|
22.71%
|
| *Based
on KLD's analysis, returns of the GC 100 are
not highly correlated with economic sector indexes.
Click
here to view performance comparison and sector
breakdown. |
|
| Source:
KLD Research & Analytics, Inc.
and FactSet Research Systems |
*Annualized Returns
|
Sector
Contribution for January
2006
|
KLD's
DS 400 Index Sector Contribution Relative
to S&P 500
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Financials
|
Under-weighted
|
21
|
| Largest
Negative |
Energy
|
Under-weighted
|
-87
|
|
|
|
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
31
|
| Largest
Negative |
Energy
|
Under-weighted
|
-51
|
|
|
|
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Financials
|
Over-weighted
|
33
|
| Largest
Negative |
Energy
|
Under-weighted
|
-58
|
|
|
|
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Financials
|
Over-weighted
|
10
|
| Largest
Negative |
Energy
|
Under-weighted
|
-40
|
|
Source:
FactSet Research Systems
Company
Contribution for January
2006
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Microsoft
Corp. 15
|
Intel
Corp. -18
|
|
Fannie
Mae 7
|
Johnson
& Johnson - 6
|
|
Cisco
Systems, Inc. 7
|
Amgen
Inc. -6
|
|
|
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Microsoft
Corp. 8
|
Intel
Corp. -9
|
|
Cisco
Systems, Inc. 4
|
Johnson
& Johnson -3
|
|
Fannie
Mae 4
|
Amgen
Inc. -3
|
|
|
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Microsoft
Corp. 9
|
Intel
Corp. -11
|
|
Cisco
Systems, Inc. 5
|
Johnson
& Johnson - 4
|
|
Fannie
Mae 4
|
Amgen
Inc. -4
|
|
|
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Microsoft
Corp. 17
|
Intel
Corp. -32
|
|
Fannie
Mae 14
|
Exxon
Mobil Corp. -18
|
|
Advanced
Micro Devices Inc. 12
|
Johnson
& Johnson -16
|
|
Source:
FactSet Research Systems
About
KLD Indexes
KLD Indexes, a division of KLD Research & Analytics, constructs
indexes for investors who integrate environmental, social
and governance factors into their investment decisions.
Investors, trustees, and consultants depend on the quality
and integrity of KLD Indexes, which are designed to be
transparent, representative and investable. Today, more
than $10 billion is invested in funds based on KLD's family
of indexes, including the
Domini 400 SocialSM
Index, KLD
Select SocialSM Index,
KLD
Global Climate 100SM
Index,
KLD Broad Market SocialSM
Index, and
KLD Large Cap SocialSM
Index.
For more information about KLD or its family
of Indexes, please see our website (www.KLDIndexes.com)
or contact Chris McKnett by phone (617.426.5270) or e-mail
(cmcknett@kld.com).
1 Revised March 6, 2006 to reflect additional information. |
