|
BOSTON, MA
- April 7, 2006 - KLD Indexes reported its index returns
for March 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 0.49% while the S&P 500®
was up 1.24%. Underexposure to the Financials sector
contributed most to the underperformance of the DS 400.
Procter & Gamble is the DS 400 company that made the
largest individual contribution to underperformance.
Click
for a complete analysis of KLD's DS 400 Index.
- The KLD Broad Market
SocialSM Index
(KLD BMS) was up 1.50% while the Russell 3000®
was up 1.73%. Underexposure to the Industrials sector
contributed most to the underperformance of the KLD
BMS. Procter & Gamble is the KLD BMS company that made
the largest individual contribution to underperformance.
Click
for a complete analysis of the KLD BMS Index.
- The KLD Large Cap
SocialSM Index
(KLD LCS) was up 1.13% while the Russell 1000®
was up 1.42%. Underexposure to the Industrials sector
contributed most to the underperformance of the KLD
LCS. Procter & Gamble is the KLD LCS company that made
the largest individual contribution to underperformance.
Click
for a complete analysis of the KLD LCS Index.
- The KLD Select SocialSM
Index (KLD SS) was up 1.38% while the Russell
1000® was up 1.42%.
Overexposure to the Financials sector contributed most
to the underperformance of the KLD SS. Intel is the
KLD SS company that made the largest individual contribution
to underperformance. Click
for a complete analysis of the KLD SS Index.
- The KLD Global Climate
100SM
Index (KLD GC 100) was up 0.18%
while the MSCI World IndexSM
was up 2.24%. 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 March 31, 2006
| KLD's
DS 400 Index |
|
Month |
1st
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
5/1/90
Inception* |
| KLD's
DS 400 Index |
0.49%
|
3.54%
|
3.54%
|
11.79%
|
16.08%
|
3.84%
|
9.50%
|
12.07%
|
| S&P
500 |
1.24%
|
4.21%
|
4.21%
|
11.73%
|
17.22%
|
3.97%
|
8.97%
|
11.28%
|
|
| Source:
Standard & Poor's |
*Annualized
Returns
|
| KLD
BMS Index |
|
Month |
1st
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception* |
| KLD
BMS Index |
1.50%
|
5.42%
|
5.42%
|
16.07%
|
19.09%
|
5.17%
|
N/A
|
1.82%
|
| Russell
3000 |
1.73%
|
5.31%
|
5.31%
|
14.28%
|
19.14%
|
5.33%
|
9.19%
|
2.51%
|
|
|
Source:
Russell Indexes |
*Annualized Returns
|
| KLD
LCS Index |
|
Month |
1st
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception* |
| KLD
LCS Index |
1.13%
|
4.45%
|
4.45%
|
14.89%
|
18.13%
|
4.46%
|
N/A
|
1.02%
|
| Russell
1000 |
1.42%
|
4.49%
|
4.49%
|
13.20%
|
18.30%
|
4.74%
|
9.18%
|
1.87%
|
|
| Source:
Russell Indexes |
*Annualized
Returns
|
| KLD
SS Index |
|
Month |
1st
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
6/1/04
Inception* |
| KLD
SS Index |
1.38%
|
3.77%
|
3.77%
|
12.02%
|
N/A
|
N/A
|
N/A
|
9.54%
|
| Russell
1000 |
1.42%
|
4.49%
|
4.49%
|
13.20%
|
18.30%
|
4.74%
|
9.18%
|
11.39%
|
|
| Source:
Russell
Indexes
and Dow Jones & Co. |
*Annualized
Returns
|
| KLD
GC 100 Index |
|
Month |
1st
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
7/1/05
Inception |
| KLD
GC 100 Index |
0.18%
|
12.10%
|
12.10%
|
N/A
|
N/A
|
N/A
|
N/A
|
25.70%
|
| MSCI
World Index |
2.24%
|
6.72%
|
6.72%
|
18.61%
|
23.95%
|
6.87%
|
7.73%
|
17.89%
|
|
| Source:
Standard
& Poor's and MSCI via FactSet Research Systems Inc.
|
*Annualized Returns
|
Sector
Contribution for March 2006
|
KLD's
DS 400 Index Sector Contribution Relative
to S&P 500
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Utilities
|
Under-weighted
|
14
|
| Largest
Negative |
Financials
|
Under-weighted
|
-28
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Utilities
|
Under-weighted
|
12
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-22
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Utilities
|
Under-weighted
|
14
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-25
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Health
Care
|
Over-weighted
|
34
|
| Largest
Negative |
Financials
|
Over-weighted
|
-48
|
|
Source:
FactSet Research Systems Inc.
Company
Contribution for March
2006
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Cisco
Systems 7
|
Procter
& Gamble -6
|
|
QUALCOMM
5
|
Intel
-5
|
|
BellSouth
4
|
Apple
Computer -4
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Cisco
Systems 4
|
Procter
& Gamble -3
|
|
Goldman
Sachs Group 3
|
Intel
-3
|
|
BellSouth
2
|
Apple
Computer -2
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Cisco
Systems 4
|
Procter
& Gamble -3
|
|
Golman
Sachs Group 3
|
Intel
-3
|
|
BellSouth
3
|
Apple
Computer -2
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Bristol-Myers
Squibb 11
|
Intel
-10
|
|
Johnson
& Johnson 10
|
Freddie
Mac -9
|
|
General
Mills 10
|
Synovus
Financial -6
|
|
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).
Russell 3000®
Index and Russell 1000®
Index are trademarks of Frank Russell Company. S&P 500®
Index is a trademark of Standard & Poor's. MSCI World
IndexSM is a service
mark of Morgan Stanley Capital International. Domini 400
SocialSM Index, KLD Broad
Market SocialSM Index,
KLD Large Cap SocialSM
Index and KLD Select SocialSM
Index are service marks of KLD Research & Analytics, Inc.
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