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Closing values for 05/15
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Value
|
Change
|
%
|
|
83.58
|
1.03
|
1.23%
|
|
|
The Calvert Social Index™ is a broad-based, rigorously constructed
benchmark for measuring the performance of large, US-based socially
responsible companies.
Calvert starts by taking the 1,000 largest companies in the US, representing stocks listed on the NYSE and NASDAQ-AMEX and ranks them in descending order based on their three-month average market capitalization. 
Calvert's Social Research Department conducts an audit including
product safety, environment, workplace issues, international operations
and human rights, community relations and weapons contracting on each company
in the base of 1,000 companies. The stocks that meet Calvert's social
criteria make up the Calvert Social Index.
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|||
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|||
|
125.24
|
-0.47
|
-0.37%
|
|
|
The KLD Broad Market Social Index (BMSI) consists of all companies within the
Russell 3000 that pass KLD's screening criteria. The intent of the index is to
give investors a benchmark of socially screened companies against which to
compare investment results.
Companies involved in alcohol, tobacco, firearms, gambling, nuclear power, and military contracting are excluded from consideration. All remaining companies are then evaluated for employee diversity, product, innovation, and community involvement among other criteria. 
All Russell 3000 companies passing these screens are included in the KLD Broad
Market Social Index, which is reconstituted every June along with the Russell
3000.
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|||
|
|
|||
|
503.24
|
6.37
|
1.26%
|
|
|
The Domini 400 Social Index (DSI) is the established benchmark
for measuring the impact of social screening on financial performance.
Launched in May 1990, the DSI is the first benchmark for equity
portfolios subject to multiple screens.
The DSI has outperformed the S&P 500 on a total return basis and on a risk-adjusted basis since its inception in May 1990.
KLD publishes the Statistical Review of the DSI each month. It contains
performance data, financial statistics and listings of companies in
the index.
|
|||
|
|
|||
|
121.28
|
-0.36
|
-0.30%
|
|
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The KLD Large Cap Social IndexSM (LCSI) is a socially screened
subset of the Russell 1000® Index. The LCSI represents
approximately 92% of available US market capitalization.
Like KLD's first social investment benchmark, the eleven-year
old Domini 400 Social IndexSM (DSI 400),
the LCSISM is market capitalization weighted. As of its
June 2001 reconstitution, the LCSI comprised approximately
729 companies that pass KLD's proprietary broad-based
environmental and social screens.
The LCSISM offers investment professionals the ability to derive screened style and market cap subsets of the Russell 1000® Index. Through its relationship with Russell Mellon Analytical services, KLD provides clients with LCSISM analytical data to measure portfolio performance and conduct attribution analysis on the LCSISM and all comparable Russell 1000® index subsets.
The LCSISM can serve as the basis for a variety of social investment
products, including mutual funds, ETFs, and commingled pools. The first mutual
fund that tracks the LCSISM was launched in July 2001.
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|||
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|
|||
|
123.71
|
1.32
|
1.07%
|
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