Russell 2000 Index

米国株式市場の小型株セグメントを完全網羅信頼できるパートナー

Russell 2000 Index は、米国株式市場の小型株セグメン

Russell 米国株インデックス*をベンチマークとしトに関する包括的で偏りのないバロメーターとなっています。Russell 3000® Index のサブインデックスとして、時価総額と現在のインデックス構成銘柄を考慮したうえで、米国市場の時価総額下位約 2,000 社の銘柄が組み入れられています。て採用する運用資産額は約 12.1 兆ドルにのぼり、米国株式市場とその規模 お よ びスタ イ ル別セ グ
メントを包括的に反映しています。

関連性
Russell 米国株インデックスはモジュール性と柔軟性を備えており、アセット•アロケーションのカスタマイズが可能です。

Russell 米国株インデックス

再現性
最大銘柄の時価総額

Russell 2000 Index は、米国の小型株セグメントについて他の追随を許さないカバレッジを提供しRussell3000®
Index

Russell1000®
Index

Russell Top200® Index

時価総額順第 2,000 位

Russell Top
50® MegaCap Indexており、アクティブ運用のベンチマークとして利Russell
2000®
Index

用できるほか、投資信託や ETF などのインデックス連動型商品の原指数として最適な指数です。

信頼性
RussellIndex

第 1,000 位

RussellTop500 Index

Russell
2000®
Index

Russell
3000®
IndexのRussell6%

Index

年 1 回の銘柄入れ替え、四半期ごとの IPO 追加、日次のコーポレート•アクション調整など、透明性の高い客観的ルールを用いて、市場を正確に反映したインデックスが維持•構築されています。

Russell
Microcap®
Index
最小銘柄の時価総額− 初回設定日: 1984 年 1 月 1 日− 過去データ: 1978 年 12 月 31 日～− Bloomberg プライスリターン•ティッカー: RTY* 出所: 2022 年 4 月 1 日に公表された 2021 年 12 月 31 日時点の− Bloomberg トータルリターン•ティッカー: RU20INTR

託、保険商品、ETF)、その他 FTSE Russell がとりまとめたパッシ ブ資eVestment (機関投資家向け資産)、Morningstar (個人投資家向け投資 信− Thomson Reuters RIC: .RUT

産のデータ。運用資産残高のデータには、合成ベンチマークが含まれ、出所: FTSE Russell、2023 年 4 月 28 日時点のデータ。Russell インデックスの構成銘柄は、順位先物やオプションは除外されています。重複を避けるため、 FTSE
Russell が直接収集したパッシブ資産は第三者データから除外されています。FTSE Russell はデータの正確性について保証するものではあり)ません。

Russell 2000 Index

Russell 米国株インデックスの銘柄入替

Russell 米国株インデックスは、毎年 6 月の銘柄入替時に完全に再調整 (リキャリブレーション) されます。

こうしたルールに基づき、時価総額セグメントの境界を規定し、各銘柄のグロース / バリューを決定する形で米国市場を捕捉するアプローチは、米国市場において毎年最も注目されるイベントの一つとなっています。

2兆 6,847億ドル

Russell 3000®
Index
米国市場の時価総額

上位 3,000 銘柄

1,460億ドル

Russell 1000®
Index

Russell Top
200® Index

Russell Top
500 Index

Russell Top 50® Russell
Mega Cap Index 3000E® Index

Russell 3000®
Index の 94%

Russell 3000®
Index の 70%

Russell 3000®
Index の 86%

Russell 3000®
Index の 46%

米国株式の総時価総額の米国株式の総時価総額の約 97%

最大銘柄
2 兆 6,847 億ドル

最大銘柄
2 兆 6,847億ドル

約 97%

411 億ドル

RussellMidcap® Index

123 億ドル

Russell 3000®
Index の 24%

42億ドル
8 億 8,920万ドル

1 億 5,950万ドル

3,010万ドル

米国市場の時価総額
上位 4,000 銘柄

最小銘柄
1 億 5,950万ドル

Russell 3000®
Index の 14%

Russell 2000®
Index
Russell 3000®
Index の 6%

Russell 2500
Index

Russell
Microcap® Index
米国株式の総時価総額の 2% 未満

最小銘柄
3,010万ドル

出所：FTSE Russell、2023 年 4 月 28日時点のデータ。Russell インデックスの構成銘柄は、順位決定日である 2023 年 4 月 28日での暫定的なものであり、2023 年 6 月23 日の取引終了後に有効となります。小数点以下を端数処理しているため、合計が 100%にならない場合があります。
Russell インデックスの時価総額のブレイクポイントは、2023 年の銘柄入替時点の新規組入銘柄に基づいています。上記の時価総額レンジは、新規組入銘柄に適用される絶対的なブレイクポイントであり、時価総額の区分調整域は含まれていません。時価総額の区分調整域では、ブレイクポイントの前後に±2.5% の幅が設定されます。詳細は Russell 米国株インデックスの構築とメソドロジーに関する文書を参照するか、FTSE Russell のクライアント・サービス担当にお問い合わせください。

FTSE Russell

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About FTSE Russell
FTSE Russell is a leading global provider of index and benchmark solutions, spanning diverse asset classes and investment objectives. As a trusted
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For over 35 years we have been at the forefront of driving change for the investor, always innovating to shape the next generation of benchmarks andinvestment solutions that open up new opportunities for the global investment community.

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FR2875100/06-23