About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Russell Expands Investment Discipline Indexes

Subscribe to our newsletter

Russell Investments announced today that it will expand its Investment Discipline Indexes (IDIs) to include U.S. small cap indexes. Specifically, four new Investment Discipline Indexes will be added to Russell’s lineup, each reflecting a particular approach to small cap security selection commonly practiced by professional money managers.

“We are very excited to expand our line of investment discipline indexes into the small cap arena, where we believe our clients can particularly benefit from high quality tools. These indexes draw from Russell’s strength in researching professional money managers and our pioneering history in indexing, particularly in small cap stocks,” said Rolf Agather, managing director of index research and innovation at Russell Investments. “Over time, Russell analysts have identified common characteristics and preferences among investors seeking attractive investment opportunities across capitalizations. Our new small cap investment discipline indexes provide additional tools for small-cap investors to gain exposure to these strategies.”

To expand the Russell Investment Discipline Indexes to the small cap arena, Russell analysts defined the four most widely practiced approaches of professional investment managers of small cap and categorized them into individual investment disciplines. The new Investment Discipline Indexes include the Russell U.S. Small Cap Aggressive Growth Index, Russell U.S. Small Cap Consistent Growth Index, Russell U.S. Small Cap Low P/E Index and Russell U.S. Small Cap Contrarian Index.

Russell Investments, a leader in U.S. equity indexes, introduced the concept of small-cap equity indexes in 1984. Today, the Russell Indexes currently have U.S. $3.9* trillion in assets benchmarked to them. The new small cap Investment Discipline Indexes build on the original methodology behind Russell’s six U.S. large cap investment discipline indexes, introduced in May of this year.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Synchronizing Precise Time For Trading, Around The Planet

This webinar has passed, but you can view the recording here. This webinar focuses on synchronizing ultra precise time (i.e. sub microsecond) across distributed (Linux) applications deployed in high frequency and algorithmic trading. The challenges are twofold: First, how to very precisely synchronize the time between computers in a trading system. The second, is how...

BLOG

The Case Against Ripping and Replacing: Why Capital Markets Firms Should Build Intelligence Into What They Already Have

By Neil Vernon, Chief Product Officer, Gresham. For years, capital markets firms have faced the same challenge: modernising sprawling, legacy data systems. Each attempt follows a familiar pattern – ambitious platform overhauls, eight-figure budgets, years of disruption – yet the old systems often remain in use long after the new ones are live. Replacing systems...

EVENT

Eagle Alpha Alternative Data Conference, London, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Evaluated Pricing

Valuations and pricing teams are facing a much higher degree of scrutiny from both the regulatory community and the investor community in the glare of the post-crisis data transparency spotlight. Fair value price transparency requirements and the gradual move towards a more harmonised accounting standards environment is set within the context of the whole debate...