PRESS RELEASE
For Immediate Release
Contact:
Amy Blumenthal/Karen Myers
Blumenthal & Associates
617-879-1511
Chris McKnett
KLD Indexes
617-426-5270
KLD Reports February 2006 Social Index Returns

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).

 

Home | Research | Indexes | Compliance | Consulting | Resources | About KLD | Media Center
| Site Map | Contact Us


Copyright © 2006 KLD Research & Analytics, Inc. All Rights Reserved.
Legal Disclaimer and Terms of Use | Privacy Statement