Brian
Oct 12, 2023
Third Quarter Factor Update
Through the end of September, Value has the best year-to-date performance, with a spread of 11%. This means the average return of the...
Brian
Jul 20, 2023
Halftime Update
As of June 30th, Volatility’s positive spread ranks among the top four years going back to 2000. 2009 led all years with a 95% spread, ...
Brian
Feb 21, 2023
Weekly Factor Returns
The Russell 1000 was flat on the week (-0.03%) while the Russell 2000 gained 1.47%. Four of our five key factors were directionally similar
Brian
Sep 8, 2022
September Suffering
Since 1987, the Russell 1000 experienced a negative September return in 17 years. The Russell 2000 was negative 14 times. Both indices ...