Russell-Parametric cross-sectional volatility indexes
Quantifying risk, exploiting volatility
Parametric has partnered with Russell to create the Russell-Parametric Cross-Sectional Volatility Indexes, which measure the dispersion of return performances of stocks within a market on a given day or month. The indexes indicate whether stocks are moving together or are diverging and provide a guide to investors on the level of alpha potential in a market.
The family of indexes covers several regions, including: Global, US, Developed Ex-US, and Emerging Markets. Within each region a separate index is created with the following classifications:
- Broad
- Large
- Small
- Value
- Growth
- Sectors
To subscribe, contact Russell Investments.
To view current market conditions, visit CrossVol.
Disclosure
Russell Investments and Parametric Portfolio Associates have entered into a strategic alliance with respect to the Russell-Parametric Cross Sectional (CrossVol) Indexes. Subject to Parametric’s intellectual property rights in certain content, Russell Investments is the owner of all copyrights related to the Russell CrossVol Indexes. Russell Investments and Parametric are the owners of all trademark and service mark rights related to their respective names and marks.