|
BOSTON, MA
- December 8, 2005 - KLD Research & Analytics, Inc., reported
its index returns for November 2005:
- KLD's
Domini 400 SocialSM
Index
(DS 400) was up 4.01% while the S&P 500R
was up 3.78%. Overexposure to the Information Technology
sector made the largest positive contribution to the
performance of the DS 400 Index relative to the S&P
500. The companies on the DS 400 Index that made the
largest positive contribution to the performance of
the Index relative to the S&P 500 were Intel Corp. and
Microsoft Corp. Click
for a complete analysis of KLD's DS 400 Index.
- The KLD Broad Market
SocialSM Index
(KLD BMS) was up 4.28% while the Russell 3000R
was up 3.89%. 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 companies on the KLD BMS Index that made the
largest positive contribution to the performance of
the Index relative to the Russell 3000 were Intel Corp.
and Microsoft Corp. Click
for a complete analysis of the KLD BMS Index.
- The KLD Large Cap
SocialSM Index
(KLD LCS) was up 4.18% while the Russell 1000R
was up 3.80%. 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 on the KLD LCS Index that made the
largest positive contribution to the performance of
the Index relative to the Russell 1000 was Intel Corp.
Click
for a complete analysis of the KLD LCS Index.
- The KLD Select SocialSM
Index (KLD SS) was up 3.88% while the Russell
1000R was up 3.80%.
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 on the KLD SS Index that made the largest positive
contribution to the performance of the Index relative
to the Russell 1000 was Wells Fargo & Co. Click
for a complete analysis of the KLD SS Index.
- The KLD Global Climate
100SM Index (KLD
GC 100) was up 1.69%. 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 November 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 |
4.01%
|
3.39%
|
3.75%
|
7.51%
|
11.24%
|
0.36%
|
9.84%
|
497.13%
|
| S&P
500 |
3.78%
|
3.60%
|
4.88%
|
8.44%
|
12.10%
|
0.64%
|
9.29%
|
426.46%
|
|
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 |
4.28%
|
4.22%
|
6.05%
|
10.29%
|
13.54%
|
N/A
|
N/A
|
4.85%
|
| Russell
3000 |
3.89%
|
4.01%
|
6.02%
|
9.80%
|
13.64%
|
1.90%
|
9.37%
|
8.06%
|
|
Source:
Russell Indexes
*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 |
4.18%
|
4.08%
|
6.09%
|
10.47%
|
13.01%
|
N/A
|
N/A
|
1.54%
|
| Russell
1000 |
3.80%
|
3.95%
|
6.12%
|
9.96%
|
13.15%
|
1.29%
|
9.44%
|
5.33%
|
|
Source:
Russell Indexes
*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 |
3.88%
|
2.58%
|
3.64%
|
7.42%
|
N/A
|
N/A
|
N/A
|
13.62%
|
| Russell
1000 |
3.80%
|
3.95%
|
6.12%
|
9.96%
|
13.15%
|
1.29%
|
9.44%
|
16.48%
|
|
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 |
1.69%
|
12.02%
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
6.91%
|
| *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 November
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
|
24
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-23
|
|
|
|
|
|
KLD
BMS Index Sector Contribution Relative to
Russell 3000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
40
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-24
|
|
|
|
|
|
KLD
LCS Index Sector Contribution Relative to
Russell 1000
|
| |
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
42
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-27
|
|
|
|
|
|
KLD
SS Index Sector Contribution Relative to Russell
1000
|
|
Sector
|
Exposure
|
Contribution
to Return (bps)
|
| Largest
Positive |
Information
Technology
|
Over-weighted
|
34
|
| Largest
Negative |
Industrials
|
Under-weighted
|
-18
|
|
Source:
FactSet Research Systems
Company
Contribution for November
2005
|
KLD's
DS 400 Index Company Contribution Relative
to S&P 500
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Intel
Corp. 16
|
Symantec
Corp. -6
|
|
Microsoft
Corp. 16
|
Dell
Inc. -4
|
|
Qualcomm
Inc. 8
|
Comcast
Corp. -2
|
|
|
|
|
KLD
BMS Index Company Contribution Relative to
Russell 3000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Intel
Corp. 8
|
Symantec
Corp. -3
|
|
Microsoft
Corp. 8
|
Dell
Inc. -2
|
|
IBM
5
|
Comcast
Corp. -1
|
|
|
|
|
KLD
LCS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Intel
Corp. 10
|
Symantec
Corp. -4
|
|
Microsoft
Corp. 9
|
Dell
Inc. -2
|
|
IBM
6
|
Comcast
Corp. -1
|
|
|
|
|
KLD
SS Index Company Contribution Relative to
Russell 1000
|
|
Top
Positive Contribution (bps)
|
Top
Negative Contribution (bps)
|
|
Wells
Fargo & Co. 22
|
Symantec
Corp. -12
|
|
Intel
Corp. 20
|
Bank
of America Corp. -9
|
|
Microsoft
Corp. 14
|
Qualcomm
Inc. -8
|
|
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 3000R
Index; the KLD Large Cap SocialSM
Index (KLD LCSI), launched in 2001, the screened subset
of the Russell 1000R
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 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.
For more information about KLD Indexes,
please see our website (www.KLDIndexes.com)
or contact Priya Khetarpal by phone (617.426.5270 x218)
or e-mail (pkhetarpal@kld.com).
1 Revised March 6, 2006 to reflect additional information. |
