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Domini Social Index Performance

The Domini Social Index (DSI) provides a broad market, common stock index for measuring the performance of portfolios with social constraints. The social investment research firm of Kinder, Lydenberg, Domini & Co. (KLD) constructs the DSI by identifying U.S. stocks that pass a multitude of common social screens, including  involvement in such factors as military contracting, alcohol and tobacco, gambling, nuclear power, South African involvement, environmental mismanagement, and poor employee relations. The initial Domini Social Index was created on May 1, 1990 by KLD. We used Barra's PC Performance Analysis package (PAN) to calculate performance on  the DSI index portfolios from May 1, 1990, to September 30, 1992, with the S&P 500 serving as the benchmark.