|
BOSTON, MA
- June 7, 2006 - KLD Indexes reported its index returns
for May 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 Social Index
(DS 400) was down 3.43% while the S&P 500®
was down 2.88%. Overexposure to the Information Technology
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
Social Index (KLD BMS) was down 3.90% while the
Russell 3000® was
down 3.20%. Overexposure to the Information Technology
sector contributed most to the underperformance of the
KLD BMS. Microsoft 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
Social Index (KLD LCS) was down 3.64%
while the Russell 1000®
was down 2.95%. Overexposure to the Information Technology
sector contributed most to the underperformance of the
KLD LCS. Microsoft 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 Social
Index (KLD SS) was down 2.77% while the Russell
1000® was down
2.95%. Overexposure to the Financials sector contributed
most to the outperformance of the KLD SS. General Mills
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
100 Index
(KLD GC 100) was down 5.95% while the MSCI World IndexSM
was down 3.33%. 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 May 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 |
-3.43%
|
3.54%
|
0.37%
|
5.93%
|
9.93%
|
1.78%
|
8.69%
|
11.71%
|
| S&P
500 |
-2.88
|
4.21%
|
2.57%
|
8.64%
|
11.64%
|
1.96%
|
8.36%
|
11.05%
|
|
| 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 |
-3.90%
|
5.42%
|
1.38%
|
9.32%
|
12.04%
|
2.64%
|
N/A
|
1.03%
|
| Russell
3000 |
-3.20%
|
5.31%
|
3.05%
|
10.13%
|
13.00%
|
3.11%
|
8.47%
|
2.02%
|
|
|
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 |
-3.64%
|
4.45%
|
0.80%
|
8.41%
|
11.45%
|
2.05%
|
N/A
|
0.33%
|
| Russell
1000 |
-2.95%
|
4.49%
|
2.62%
|
9.38%
|
12.48%
|
2.62%
|
8.56%
|
1.47%
|
|
| 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 |
-2.77%
|
3.77%
|
1.83%
|
7.14%
|
N/A
|
N/A
|
N/A
|
7.69%
|
| Russell
1000 |
-2.95%
|
4.49%
|
2.62%
|
9.38%
|
12.48%
|
2.62%
|
8.56%
|
9.40%
|
|
| 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 |
-5.95%
|
12.10%
|
10.47%
|
N/A
|
N/A
|
N/A
|
N/A
|
23.87%
|
| MSCI
World Index |
-3.33%
|
6.72%
|
6.35%
|
18.55%
|
18.10%
|
5.54%
|
7.43%
|
17.49%
|
|
| Source:
Standard
& Poor's and MSCI via FactSet Research Systems Inc.
|
*Annualized Returns
|
Sector
Contribution for May 2006
|
KLD's
DS 400 Index Sector Contribution Relative
to S&P 500
|
|
Sector
|
Weight
|
Contribution
to Return (bps)
|
| Largest
Positive |
Energy
|
Under
|
14
|
| Largest
Negative |
Information
Technology
|
Over
|
-38
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Weight
|
Contribution
to Return (bps)
|
| Largest
Positive |
Industrials
|
Under
|
9
|
| Largest
Negative |
Information
Technology
|
Over
|
-51
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Weight
|
Contribution
to Return (bps)
|
| Largest
Positive |
Industrials
|
Under
|
9
|
| Largest
Negative |
Information
Technology
|
Over
|
-55
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Weight
|
Contribution
to Return (bps)
|
| Largest
Positive |
Financials
|
Over
|
39
|
| Largest
Negative |
Information
Technology
|
Over
|
-38
|
|
Source: FactSet Research Systems Inc.
Company
Contribution for May
2006
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Johnson
& Johnson 5
|
Procter
& Gamble -11
|
|
Walt
Disney Co. 5
|
Microsoft
-10
|
|
Coca-Cola
Co. 3
|
Intel
-9
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Johnson
& Johnson 3
|
Microsoft
-5
|
|
Walt
Disney Co. 2
|
Procter
& Gamble -5
|
|
Coca-Cola
Co. 2
|
Intel
-5
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Johnson
& Johnson 3
|
Microsoft
-6
|
|
Walt
Disney Co. 2
|
Procter
& Gamble -6
|
|
Coca-Cola
Co. 2
|
Intel
-5
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
General
Mills 19
|
Intel
-17
|
|
Johnson
& Johnson 11
|
Microsoft
-12
|
|
Exxon
Mobil 5
|
Wells
Fargo -11
|
|
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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