Targeting various exposures has become increasingly important to investors. With strategy indexes, multi-asset investors can capture diversified drivers of risk and return, and desired exposures such as lower volatility, quality, dividends and access to emerging markets

This study examines the relative ability of the Russell Stability Indexes to identify company risk. The sample used covers the period from 1996 to 2011 and comprises 39,577 company-year observations. The sets of tests used, based on three weekly correlated proxies for company risk, all found that

Periods of market upheaval and economic recession are typically characterized by investor flight to quality. In times of uncertainty and fear, many investors either reduce their exposures to equities overall, or sell off their "riskier" equity holdings, such as small cap or deep value stocks. During

Intuitively, you might expect stocks that are less risky than other stocks — stocks we refer to as defensive stocks — to deliver lower returns than the broad market over the long term. That does not seem to have been the case, however. This paper shows how a defensive equity strategy could offer the

When we compare the performance of the U.S. equity market during the Great Recession to the average outcomes from the prior four recessionary periods, we see consistency in some outcomes but not in all. Our study demonstrates that each recession is unique; investors must bear that in mind when

The global series of the Russell Stability Indexes™ , like its U.S. counterpart, divides equity markets into defensive and dynamic components, which measure an important third dimension of style™ – stability. Stability indexes lend flexibility to benchmarking managers and help increase investors'

The Middle East region is noted for the abundant oil reserves and petroleum production that have historically driven its economies. Despite ongoing political storms, new opportunities may arise for international investors as countries in the region undertake actions to open their markets and

Latin America has been known for abundant natural resources, commodities-driven economic growth and poor infrastructure. Several decades of relative political calm in many countries, however, and strong recent commodity prices have begun to present new opportunities for international investors. In

Stretching from Europe to the Pacific, the geographically, socially and economically diverse Asia-Pacific region comprises a dynamic blend of developed, emerging and frontier markets. The Russell Frontier Index captures the frontier Asia-Pacific investable opportunity set with coverage across seven

At a time when slow global economic growth and market volatility are a persistent and constant challenge, U.S. "mega cap" stocks have emerged as an attractive opportunity for investors seeking safety while maintaining participation in equity markets.