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BOSTON, MA
- June 9, 2005 - KLD Research & Analytics, Inc., reported
its index returns for May 2005:
- KLD's
Domini 400 SocialSM
Index
(DS 400) was up 4.25% while the S&P 500®was
up 3.18%. Overexposure to the Information Technology
sector made the largest positive contribution to the
performance of the DS 400 relative to the S&P 500. The
company that made the largest positive contribution
to the performance of the DS 400 relative to the S&P
500 was Intel Corp. Click
for a complete analysis of KLD's DS 400 Index in PDF
format.
- The KLD Broad Market
SocialSM Index
(KLD BMS) was up 4.74% while the Russell 3000®
was up 3.79%. 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 that made the largest positive contribution
to the performance of the KLD BMS Index relative to
the Russell 3000 was Intel Corp. Click
for a complete analysis of the KLD BMS Index in PDF
format.
- The KLD Large Cap
SocialSM Index
(KLD LCS) was up 4.54% while the Russell 1000®
was up 3.54%. Overexposure to the Information Technology
sector made the largest positive contribution to the
performance of the KLD LCS Index relative to the Russell
1000. The company that made the largest positive contribution
to the performance of the KLD LCS Index relative to
the Russell 1000 was Intel Corp. Click
for a complete analysis of the KLD LCS Index in PDF
format.
- The KLD Select SocialSM
Index (KLD SS) was up 4.21% while the Russell
1000® was up 3.54%. Overexposure to the
Information Technology sector made the largest positive
contribution to the performance of the KLD LCS Index
relative to the Russell 1000. The company that made
the largest positive contribution to the performance
of the KLD SS Index relative to the Russell 1000 was
Intel Corp. Click
for a complete analysis of the KLD SS Index in PDF format.
Performance
as of May 31, 2005
| 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 |
4.25%
|
-4.60%
|
-2.40%
|
5.04%
|
4.99%
|
-2.46%
|
10.87%
|
461.71%
|
| S&P
500 |
3.18%
|
-2.15%
|
-0.95%
|
8.24%
|
5.60%
|
-1.93%
|
10.20%
|
397.22%
|
|
Source:
Dow Jones & Co and 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 |
4.74%
|
-4.23%
|
-2.22%
|
7.00%
|
6.14%
|
N/A
|
N/A
|
-3.32%
|
| Russell
3000 |
3.79%
|
-2.20%
|
-0.70%
|
9.44%
|
6.52%
|
-0.91%
|
10.29%
|
1.21%
|
|
Source:
Russell/Mellon Analytical Services
*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 |
4.54%
|
-4.10%
|
-1.91%
|
6.89%
|
5.88%
|
N/A
|
N/A
|
-6.12%
|
| Russell
1000 |
3.54%
|
-1.91%
|
-0.30%
|
9.42%
|
6.29%
|
-1.47%
|
10.40%
|
-1.04%
|
|
Source:
Russell/Mellon Analytical Services
*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 |
4.21%
|
-3.80%
|
-1.31%
|
8.20%
|
N/A
|
N/A
|
N/A
|
8.20%
|
| Russell
1000 |
3.54%
|
-1.91%
|
-0.30%
|
9.42%
|
6.29%
|
-1.47%
|
10.40%
|
9.42%
|
|
Source:
Russell/Mellon Analytical Services
and Dow Jones & Co.
*Annualized Returns
Sector
Contribution for May 2005
|
KLD's
DS 400 Index Sector Contribution Relative
to S&P 500
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
54
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-7
|
|
|
|
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
55
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-16
|
|
|
|
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
61
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-17
|
|
|
|
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
31
|
| Largest
Negative |
Consumer
Discretionary
|
Under-weighted
|
-16
|
|
Source:
FactSet Research Systems
Company
Contribution for May 2005
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Intel
Corp. 18
|
Johnson
& Johnson -3
|
|
Cisco
Systems 12
|
Merck
& Co. Inc. -3
|
|
Dell
Inc. 11
|
Boston
Scientific -1
|
|
|
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Intel
Corp. 10
|
Johnson
& Johnson -2
|
|
Cisco
Systems 7
|
Merck
& Co. Inc. -1
|
|
Dell
Inc. 6
|
Goldman
Sachs Gr. -1
|
|
|
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Intel
Corp. 12
|
Johnson
& Johnson -2
|
|
Cisco
Systems 8
|
Merck
& Co. Inc. -2
|
|
Dell
Inc. 7
|
Goldman
Sachs Gr. -2
|
|
|
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Intel
Corp. 21
|
Target
Corporation -6
|
|
Fannie
Mae 19
|
New
York Times Co. -5
|
|
Whole
Foods Mkt. 13
|
Washington
Post Co. -3
|
|
Source:
FactSet Research Systems
_________________________
About the KLD Family of Indexes
KLD’s
family of social, environmental and sustainability indexes
includes: the Domini 400 SocialSM
Index (DS 400 Index), launched in 1990, the established
benchmark for measuring the impact of social screening
on financial performance; the KLD Catholic Values 400SM
Index, launched in 1998, modeled on KLD's DS 400 Index;
the KLD Broad Market SocialSM
Index (KLD BMS Index), launched in 2001, the screened
subset of the Russell 3000® Index; the
KLD Large Cap SocialSM
Index (KLD LCS Index), launched in 2001, the screened
subset of the Russell 1000® Index; the
KLD NASDAQ Social Index (KLD NS Index), launched in 2002,
modeled on the NASDAQ Composite Index; and the KLD Select
SocialSM Index, launched
in 2004, the first US index maximizing sustainability
factors.
About KLD Research & Analytics,
Inc.
KLD Research & Analytics, Inc. is an independent investment
research firm providing investment management tools used
by professionals to serve clients requiring investment
strategies based on social and environmental responsibility.
KLD products and services, including Socrates (a web-based,
company research tool) are used for screening, compliance
and asset gathering.
For more information about KLD or its family of Indexes,
please see our website (www.kld.com)
or contact Karen Agredo by phone (617.426.5270) or e-mail
(kagredo@kld.com).
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