|
BOSTON, MA
- August 8, 2005 - KLD Research & Analytics, Inc., reported
its index returns for July 2005:
- KLD's
Domini 400 SocialSM
Index
(DS 400) was up 4.84% while the S&P 500®
was up 3.72%. Underexposure to the Health Care 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 Amgen Inc.
Click
for a complete analysis of KLD's DS 400 Index in PDF
format.
- The KLD Broad Market
SocialSM Index
(KLD BMS) was up 5.06% while the Russell 3000®
was up 4.10%. 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 Amgen Inc. Click
for a complete analysis of the KLD BMS Index in PDF
format.
- The KLD Large Cap
SocialSM Index
(KLD LCS) was up 4.88% while the Russell 1000®
was up 3.89%. 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 Amgen Inc. Click
for a complete analysis of the KLD LCS Index in PDF
format.
- The KLD Select SocialSM
Index (KLD SS) was up 2.95% while the Russell
1000® was up 3.89%.
Overexposure to the Information Technology sector made
the largest positive contribution to the performance
of the KLD SS 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 St. Paul Travelers Company. Click
for a complete analysis of the KLD SS Index in PDF format.
- The KLD Global Climate
100 SM Index (KLD GC 100) was up 3.30%1 while the
MSCI ACWI Energy was up 5.18%. Sector and company performance
attribution is currently not available for the KLD GC
100.
Performance
as of July 31, 2005
| KLD's
DS 400 Index |
|
Month |
2nd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
5/1/90
Inception |
| KLD's
DS 400 Index |
4.84%
|
1.58%
|
1.59%
|
11.77%
|
12.18%
|
-2.00%
|
10.60%
|
484.72%
|
| S&P
500 |
3.72%
|
1.37%
|
2.88%
|
14.05%
|
12.61%
|
-1.34%
|
10.00%
|
416.44%
|
|
Source:
Dow Jones & Co and Standard & Poor's
*Annualized Returns
| KLD
BMS Index |
|
Month |
2nd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception |
| KLD
BMS Index |
5.06%
|
2.68%
|
3.32%
|
16.51%
|
14.48%
|
N/A
|
N/A
|
2.15%
|
| Russell
3000 |
4.10%
|
2.24%
|
4.09%
|
16.91%
|
14.05%
|
-0.20%
|
10.06%
|
6.09%
|
|
Source:
Russell/Mellon Analytical Services
*Annualized Returns
| KLD
LCS Index |
|
Month |
2nd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception |
| KLD
LCS Index |
4.88%
|
2.49%
|
3.09%
|
15.68%
|
13.85%
|
N/A
|
N/A
|
-1.33%
|
| Russell
1000 |
3.89%
|
2.05%
|
4.00%
|
16.20%
|
13.46%
|
-0.80%
|
10.17%
|
3.23%
|
|
Source:
Russell/Mellon Analytical Services
*Annualized Returns
| KLD
SS Index |
|
Month |
2nd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
6/1/04
Inception |
| KLD
SS Index |
2.95%
|
2.51%
|
1.52%
|
13.03%
|
N/A
|
N/A
|
N/A
|
11.30%
|
| Russell
1000 |
3.89%
|
2.05%
|
4.00%
|
16.20%
|
13.46%
|
-0.80%
|
10.17%
|
14.14%
|
|
Source:
Russell/Mellon Analytical Services
and Dow Jones & Co.
*Annualized Returns
| KLD
GC 100 Index |
|
Month |
2nd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
7/1/05
Inception |
| KLD
GC 100 Index1 |
3.30%
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
3.30%
|
| MSCI
ACWI Energy |
5.18%
|
3.74%
|
21.83%
|
38.12%
|
85.85%
|
66.37%
|
N/A
|
5.18%
|
|
Source:
KLD Research & Analytics, Inc.
and Bloomberg Information Systems
*Annualized Returns
Sector
Contribution for July 2005
|
KLD's
DS 400 Index Sector Contribution Relative
to S&P 500
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Health
Care
|
Under-weighted
|
45
|
| Largest
Negative |
Energy
|
Under-weighted
|
-31
|
|
|
|
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
42
|
| Largest
Negative |
Energy
|
Under-weighted
|
-22
|
|
|
|
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
47
|
| Largest
Negative |
Energy
|
Under-weighted
|
-24
|
|
|
|
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
7
|
| Largest
Negative |
Health
Care
|
Over-weighted
|
-23
|
|
Source:
FactSet Research Systems
Company
Contribution for July 2005
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Amgen
Inc. 20
|
Johnson
& Johnson -3
|
|
QUALCOMM
Inc. 9
|
Avon
Products Inc. -2
|
|
eBay
Inc. 9
|
Fannie
Mae -2
|
|
|
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Amgen
Inc. 10
|
Johnson
& Johnson -1
|
|
IBM
Corp. 7
|
Avon
Products inc. -1
|
|
QUALCOMM
Inc. 5
|
Fannie
Mae -1
|
|
|
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Amgen
Inc. 12
|
Johnson
& Johnson -2
|
|
IBM
Corp. 8
|
Avon
Products Inc. -1
|
|
QUALCOMM
Inc. 5
|
Fannie
Mae -1
|
|
|
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
St.
Paul Trav. Comps. 21
|
Amgen
Inc. -14
|
|
Agilent
Tech. Inc. 11
|
Pixar
-13
|
|
Whole
Foods Mkt Inc. 10
|
IBM
Corp. -12
|
|
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 BMSI), launched in 2001, the screened subset
of the Russell 3000®
Index; the KLD Large Cap SocialSM
Index (KLD LCSI), 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; the KLD
Select SocialSM Index
(KLD SSI), launched in 2004, the first US index maximizing
sustainability factors; and the KLD Global Climate 100SM
Index (KLD GC 100), launched in 2005, the first global
index focused on solutions to climate change.
About KLD Research & Analytics,
Inc.
KLD Research & Analytics,
Inc. (www.kld.com) is
an independent investment research and index company.
Its products and services enable institutional money managers
and investors to integrate social and environmental factors
into their investment strategies, while helping them gather
assets, manage risk and control costs. The company is
known for the 15-year-old Domini 400 Social Index, the
world's first index to benchmark the performance of equity
portfolios subject to multiple social screens. Today,
more than $8 billion is invested in funds based on KLD
Indexes.
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).
1 Revised March 6, 2006 to reflect additional information. |
