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BOSTON, MA
- March 8, 2006 - KLD Indexes reported its index returns
for February 2006. KLD Indexes is a division of KLD Research
& Analytics, Inc., an independent investment research
firm providing services for institutional investors and
money managers who integrate environmental, social, and
governance factors into their investment decisions.
- KLD's
Domini 400 SocialSM
Index
(DS 400) was up 0.82% while the S&P 500®
was up 0.27%. Underexposure to the Energy sector contributed
most to the outperformance of the DS 400. Cisco Systems
is the DS 400 company that made the largest individual
contribution to outperformance. Click
for a complete analysis of KLD's DS 400 Index.
- The KLD Broad Market
SocialSM Index
(KLD BMS) was up was up 0.42% while the Russell 3000®
was up 0.18%. Underexposure to the Energy sector contributed
most to the outperformance of the KLD BMS. Cisco Systems
is the KLD BMS company that made the largest individual
contribution to outperformance. Click
for a complete analysis of the KLD BMS Index.
- The KLD Large Cap
SocialSM Index
(KLD LCS) was up 0.53% while the Russell 1000®
was up 0.22%. Underexposure to the Energy sector contributed
most to the outperformance of the KLD LCS. Cisco Systems
is the KLD LCS company that made the largest individual
contribution to outperformance. Click
for a complete analysis of the KLD LCS Index.
- The KLD Select SocialSM
Index (KLD SS) was up 0.61% while the Russell
1000® was up 0.22%.
Overexposure to the Consumer Discretionary sector contributed
most to the outperformance of the KLD SS. Rockwell Collins
is the KLD SS company that made the largest individual
contribution to outperformance. Click
for a complete analysis of the KLD SS Index.
- The KLD Global Climate
100SM Index (KLD
GC 100) was up 0.41%. 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 February 28, 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 |
0.82%
|
2.81%
|
3.03%
|
8.90%
|
16.25%
|
2.37%
|
9.47%
|
12.11%
|
| S&P
500 |
0.27%
|
2.09%
|
2.93%
|
8.40%
|
17.11%
|
2.36%
|
8.94%
|
11.26%
|
|
| 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 |
0.42%
|
2.88%
|
3.86%
|
12.20%
|
18.83%
|
3.20%
|
N/A
|
1.55%
|
| Russell
3000 |
0.18%
|
2.04%
|
3.52%
|
10.44%
|
18.88%
|
3.57%
|
9.11%
|
2.21%
|
|
|
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 |
0.53%
|
3.12%
|
3.28%
|
11.60%
|
18.00%
|
2.53%
|
N/A
|
0.82%
|
| Russell
1000 |
0.22%
|
2.12%
|
3.03%
|
9.85%
|
18.15%
|
3.02%
|
9.12%
|
1.62%
|
|
| 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 |
0.61%
|
2.65%
|
2.36%
|
8.86%
|
N/A
|
N/A
|
N/A
|
9.16%
|
| Russell
1000 |
0.22%
|
2.12%
|
3.03%
|
9.85%
|
18.15%
|
3.02%
|
9.12%
|
11.07%
|
|
| 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 Index |
0.41%
|
-1.52%
|
11.69%
|
N/A
|
N/A
|
N/A
|
N/A
|
23.21%
|
| *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 February
2006
|
KLD's
DS 400 Index Sector Contribution Relative
to S&P 500
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Energy
|
Under-weighted
|
34
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-13
|
|
|
|
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Energy
|
Under-weighted
|
21
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-13
|
|
|
|
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Energy
|
Under-weighted
|
24
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-13
|
|
|
|
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Consumer
Discretionary
|
Over-weighted
|
52
|
| Largest
Negative |
Telecommunication
Services
|
Under-weighted
|
-15
|
|
Source:
FactSet Research Systems
Company
Contribution for February
2006
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Cisco
Systems 8
|
Microsoft
-9
|
|
AT&T
5
|
Apple
Computer -5
|
|
Verizon
5
|
Devon
Energy -4
|
|
|
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Cisco
Systems 5
|
Google
-5
|
|
AT&T
3
|
Microsoft
-5
|
|
Verizon
3
|
Apple
Computer -2
|
|
|
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Cisco
Systems 5
|
Google
-6
|
|
AT&T
3
|
Microsoft
-6
|
|
Verizon
3
|
Apple
Computer -3
|
|
|
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Rockwell
Collins 16
|
Microsoft
-11
|
|
Wells
Fargo 16
|
St.
Paul Travelers -7
|
|
Starbucks
13
|
Pioneer
Natural Res. -7
|
|
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 X218)
or e-mail (cmcknett@kld.com).
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