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Russell 1000® Defensive Index™
As of April 30, 2012
The Russell 1000 Defensive Index measures the performance of the large-cap defensive segment of the U.S. equity universe. It includes those Russell 1000 Index companies with relatively stable business conditions which are less sensitive to economic cycles, credit cycles, and market volatility based on their stability variables. Stability is measured in terms of volatility (price and earnings), leverage, and return on assets.
The Russell 1000 Defensive Index is constructed to provide a comprehensive, unbiased and stable barometer for the large-cap defensive segment. The Index is completely reconstituted annually to ensure that the represented companies continue to reflect defensive characteristics.
Jump to: Membership | Sectors | Performance
Facts and characteristics
Facts
| Bloomberg ticker symbol |
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RU1000DF |
| Reuters ticker symbol |
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| Weighted average market cap ($B) |
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122.207 |
| Median market cap ($B) |
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8.191 |
| Largest company by market cap ($B) |
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540.279 |
Characteristics
| Price/Book |
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2.85 |
| Dividend yield |
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2.45 |
| Price/Earnings (ex-negative earnings) |
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15.92 |
| IBES long-term growth forecast (%) |
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9.72 |
| EPS 5-year growth |
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8.88 |
Membership
Top 10 holdings
| EXXON MOBIL CORP |
| INTL BUSINESS MACHINES |
| MICROSOFT CORP |
| CHEVRON CORP |
| AT&T INC |
| JOHNSON & JOHNSON |
| PROCTER & GAMBLE CO |
| PFIZER INC |
| COCA COLA CO |
| PHILIP MORRIS INTL |
Top 10 performers
| Holding |
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Ticker |
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Return |
| CATALYST HLTH SOLUTIONS |
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CHSI |
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35.52 |
| GEN-PROBE INC |
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GPRO |
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22.80 |
| O REILLY AUTOMOTIVE INC |
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ORLY |
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15.45 |
| EDWARDS LIFESCIENCES |
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EW |
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14.08 |
| BROWN & BROWN INC |
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BRO |
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13.41 |
| WATSON PHARMACEUTICALS |
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WPI |
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12.38 |
| AVON PRODUCTS INC |
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AVP |
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11.57 |
| NORFOLK SOUTHERN CORP |
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NSC |
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10.79 |
| SHERWIN WILLIAMS CO |
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SHW |
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10.68 |
| POLARIS INDUSTRIES INC |
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PII |
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10.10 |
Russell Global Sectors
Top five by weight
| Technology |
| Health Care |
| Consumer Staples |
| Consumer Discretionary |
| Producer Durables |
Performance
Total returns vs. broad market (based on $US)
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April |
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3 month |
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YTD |
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1 yr |
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3 yr |
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5 yr |
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10 yr |
| Russell 1000 Defensive |
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0.16 |
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6.66 |
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9.23 |
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9.19 |
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18.20 |
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2.09 |
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4.79 |
| Russell 3000 |
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-0.66 |
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6.74 |
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12.13 |
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3.40 |
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19.92 |
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1.25 |
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5.17 |
Get more index performance
Copyright © Russell Investments 2011. All rights reserved. This material is proprietary and may not be reproduced, transferred, or distributed in any form without prior written permission from Russell Investments. It is delivered on an "as is" basis without warranty.
Nothing contained in this material is intended to constitute legal, tax, securities, or investment advice, nor an opinion regarding the appropriateness of any investment, nor a solicitation of any type. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional.
Returns represent past performance, are not a guarantee of future performance, and are not indicative of any specific investment. Returns of one year or longer are annualized.
Russell Investments is the owner of the trademarks, service marks and copyrights related to its indexes.
Russell Investment Group is a Washington, USA corporation, which operates through subsidiaries worldwide, including Russell Investments, and is a subsidiary of The Northwestern Mutual Life Insurance Company.
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© Russell Investments 1995-2012. All rights reserved.
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