why jquery .index() returns -1? I am applying it on a unordred list and it is returning only -1 for all elements

Question

<ul id="Item_list">
<li class='list1'>........</li>
<li class='list2'>........</li>
<li class='list3'>........</li>
<li class='list4'>........</li>
<li class='list5'>........</li>
</ul>

I am using

$("#Item_list li").click(function(){
alert($(this).index())});

to get the index but it is returning only -1