
Monthly Market Data - February 2025
Domestic equities were among the worst performing asset classes in February. U.S. Small Cap stocks had the largest decline, followed by ...
Brian
Mar 7

Weekly Factor Returns
Value and Volatility had divergent returns, which is typical due to their inverse correlation. Volatility was negative as investors sought
Brian
Mar 3

Weekly Factor Returns
Volatility had the largest spreads in each index. Lower Volatility was favored during the broader market’s decline. The most volatile stocks
Brian
Feb 24

Weekly Factor Returns
Size had the most divergent returns between the two indices. The largest stocks outperformed the smallest by 1.10% in the Russell 1000. The
Brian
Feb 18

Monthly Market Data - January 2025
All major asset classes were positive in the first month of 2025. International Developed equities had the best performance. Commodities ...
Brian
Feb 14

Weekly Factor Returns
Stocks with the most attractive Value rankings underperformed, on average, those stocks with the weakest Value rankings in each index. The..
Brian
Feb 10

Weekly Factor Returns
Stocks exhibiting lower Volatility tended to outperform during the market’s decline. Stocks ranked highest on Volatility underperformed ...
Brian
Feb 3

2024 Q4 & FY Small Cap Factor Review
Medium-term momentum (MTM) was the leading factor in the Jackson Creek small cap universe (among our five key factors). MTM was very strong
Brian
Jan 31

Weekly Factor Returns
Volatility had the largest spreads within each index. Higher Volatility was a driver of performance. Â The most volatile stocks outperformed
Brian
Jan 27

Quarterly Market Overview - Q4 2024
U.S. Large Cap stocks were the only equities to make any real gains. Mid & Small Caps were barely positive. Developed markets outside of ...
Brian
Jan 23