|
BOSTON, MA
- October 7, 2005 - KLD Research & Analytics, Inc., reported
its index returns for September 2005:
- KLD's
Domini 400 SocialSM
Index
(DS 400) was down 0.09% while the S&P 500®
was up 0.81%. Underexposure to the Energy sector made
the largest negative contribution to the performance
of the DS 400 Index relative to the S&P 500. The company
on the DS 400 Index that made the largest negative contribution
to the performance of the Index relative to the S&P
500 was Microsoft. Click
for a complete analysis of KLD's DS 400 Index.
- The KLD Broad Market
SocialSM Index
(KLD BMS) was up 0.49% while the Russell 3000®
was up 0.87%. Overexposure to the Healthcare sector
made the largest positive contribution to the performance
of the KLD BMS Index relative to the Russell 3000. The
company on the KLD BMS Index that made the largest positive
contribution to the performance of the Index relative
to the Russell 3000 was Procter & Gamble. Click
for a complete analysis of the KLD BMS Index.
- The KLD Large Cap
SocialSM Index
(KLD LCS) was up 0.49% while the Russell 1000®
was up 0.93%. Overexposure to the Healthcare sector
made the largest positive contribution to the performance
of the KLD LCS Index relative to the Russell 1000. The
company on the KLD LCS Index that made the largest positive
contribution to the performance of the Index relative
to the Russell 1000 was Procter & Gamble. Click
for a complete analysis of the KLD LCS Index.
- The KLD Select SocialSM
Index (KLD SS) was up 0.27% while the Russell
1000® was up 0.93%.
Overexposure to the Consumer Discretionary sector made
the largest positive contribution to the performance
of the KLD SS Index relative to the Russell 1000. The
company on the KLD SS Index that made the largest positive
contribution to the performance of the Index relative
to the Russell 1000 was General Mills. Click
for a complete analysis of the KLD SS Index.
- The KLD Global Climate
100 SM
Index (KLD GC 100) was up 4.05%1. 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 September 30, 2005
| KLD's
DS 400 Index |
|
Month |
3rd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
5/1/90
Inception |
| KLD's
DS 400 Index |
-0.09%
|
3.39%
|
0.19%
|
9.69%
|
15.76%
|
-1.69%
|
9.97%
|
476.62%
|
| S&P
500 |
0.81%
|
3.60%
|
2.77%
|
12.25%
|
16.72%
|
-1.48%
|
9.50%
|
415.87%
|
|
Source:
Dow Jones & Co and Standard & Poor's
*Annualized Returns
| KLD
BMS Index |
|
Month |
3rd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception |
| KLD
BMS Index |
0.49%
|
4.22%
|
2.49%
|
13.99%
|
18.26%
|
N/A
|
N/A
|
1.33%
|
| Russell
3000 |
0.87%
|
4.01%
|
4.00%
|
14.57%
|
18.13%
|
-0.72%
|
9.84%
|
6.00%
|
|
Source:
Russell/Mellon Analytical Services
*Annualized Returns
| KLD
LCS Index |
|
Month |
3rd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
1/1/01
Inception |
| KLD
LCS Index |
0.49%
|
4.08%
|
2.30%
|
13.45%
|
17.73%
|
N/A
|
N/A
|
-2.08%
|
| Russell
1000 |
0.93%
|
3.95%
|
4.06%
|
14.26%
|
17.65%
|
-1.27%
|
9.95%
|
3.28%
|
|
Source:
Russell/Mellon Analytical Services
*Annualized Returns
| KLD
SS Index |
|
Month |
3rd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
6/1/04
Inception |
| KLD
SS Index |
0.27%
|
2.58%
|
1.16%
|
11.08%
|
N/A
|
N/A
|
N/A
|
10.90%
|
| Russell
1000 |
0.93%
|
3.95%
|
4.06%
|
14.26%
|
17.65%
|
-1.27%
|
9.95%
|
14.21%
|
|
Source:
Russell/Mellon Analytical Services
and Dow Jones & Co.
*Annualized Returns
| KLD
GC 100 Index |
|
Month |
3rd
Quarter |
YTD |
One Year |
Three
Year* |
Five
Year* |
Ten
Year* |
Since
7/1/05
Inception |
| KLD
GC 100 Index1 |
4.05%
|
12.02%
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
12.02%
|
| *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 September
2005
|
KLD's
DS 400 Index Sector Contribution Relative
to S&P 500
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Consumer
Staples
|
Over-weighted
|
6
|
| Largest
Negative |
Energy
|
Under-weighted
|
-34
|
|
|
|
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Health
Care
|
Over-weighted
|
8
|
| Largest
Negative |
Energy
|
Under-weighted
|
-30
|
|
|
|
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Health
Care
|
Over-weighted
|
9
|
| Largest
Negative |
Energy
|
Under-weighted
|
-32
|
|
|
|
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Consumer
Discretionary
|
Over-weighted
|
16
|
| Largest
Negative |
Financials
|
Over-weighted
|
-51
|
|
Source:
FactSet Research Systems
Company
Contribution for September
2005
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Procter
& Gamble Co. 8
|
Microsoft
Corp. -13
|
|
QUALCOMM
Inc. 7
|
Intel
Corp. -5
|
|
American
Int'l Group 6
|
Sprint
Nextel Corp. -5
|
|
|
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Procter
& Gamble Co. 4
|
Microsoft
Corp. -6
|
|
QUALCOMM
Inc. 3
|
Intel
Corp. -3
|
|
American
Int'l Group 3
|
Fannie
Mae -3
|
|
|
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Procter
& Gamble Co. 5
|
Microsoft
Corp. -7
|
|
QUALCOMM
Inc. 4
|
Intel
Corp. -7
|
|
American
Int'l Group 3
|
Fannie
Mae -3
|
|
|
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
General
Mills 14
|
American
Express. -11
|
|
St.
Paul Travelers 7
|
Fannie
Mae -11
|
|
Pioneer
Natural Res. 7
|
Microsoft
Corp. -10
|
|
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. 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 Priya Khetarpal by phone (617.426.5270) or
e-mail (pkhetarpal@kld.com).
1 Revised March 6, 2006 to reflect additional information. |
