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Russell-Axioma Factor Indexes (Long-only)


Daily returns  |  Daily values

Russell-Axioma Factor Indexes offer investors a practical solution for tracking factor performance returns beyond common factors such as size and growth or value. Factors have meaningful influences and impacts on investment returns. These indexes provide unique tools to assist investors in managing risks and enhancing the performance of a broad range of investment strategies.

Learn more about Russell-Axioma Factor Indexes (Long-only)

  Bloomberg ticker Fact sheet
U.S. indexes
Russell-Axioma U.S. Large Cap High Momentum RU1HMTM
Russell-Axioma U.S. Large Cap High Beta RU1HBTA
Russell-Axioma U.S. Large Cap Low Beta RU1LBTA
Russell-Axioma U.S. Large Cap High Volatility RU1HVOL
Russell-Axioma U.S. Large Cap Low Volatility RU1LVOL
Russell-Axioma U.S. Small Cap High Momentum RU2HMTM
Russell-Axioma U.S. Small Cap High Beta RU2HBTA
Russell-Axioma U.S. Small Cap Low Beta RU2LBTA
Russell-Axioma U.S. Small Cap High Volatility RU2HVOL
Russell-Axioma U.S. Small Cap Low Volatility RU2LVOL
Developed indexes
Russell-Axioma Developed ex-U.S. Large Cap Low Beta RUDLBTA
Russell-Axioma Developed ex-U.S. Large Cap High Beta RUDHBTA
Russell-Axioma Developed ex-U.S. Large Cap Low Volatility RUDLVOL
Russell-Axioma Developed ex-U.S. Large Cap High Volatility RUDHVOL
Russell-Axioma Developed ex-U.S. Large Cap High Momentum RUDHMTM






Russell Investments and Axioma, Inc. have entered into a strategic alliance with respect to the Russell-Axioma Factor Indexes. Russell and Axioma are the source and joint owners of the trademarks, service marks and copyrights related to the Russell-Axioma Factor Indexes. Russell is a trademark of Russell Investments. Axioma is the owner of Axioma trademarks, service marks and copyrights related to Axioma's optimization solutions.

Russell's publication of the Russell Indexes, including the Russell-Axioma Momentum Indexes, in no way suggests or implies an opinion by Russell as to the attractiveness or appropriateness of investments in any or all securities upon which the Russell Indexes are based. Indexes are unmanaged and may not be invested in directly.



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Factor Index info
Factor Indexes (Long-only) overview (PDF)
Construction & methodology (PDF)
ETFs based on these indexes
Factor (Long-only) values and constituents
 

Russell Research
The Russell-Axioma Developed ex-U.S. Factor Indexes (Long-only) (PDF)
The Russell-Axioma U.S. Long-only Factor Indexes (PDF)


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Indexes are unmanaged and cannot be invested in directly.