(Including monthly returns for May)
- The equity styles are market neutral, meaning these returns are on top of equity market returns
- A csv download will be made available for those who want to show trailing returns in another format
Last week capped off a difficult month for equity markets. Bond yields fell and “cyclical” styles like size, value, and commodities underperformed. Standout performers last week were low volatility and momentum–a style that has done well as of late–posted solid performance. Hedge fund crowding was the standout performer for the week, while value was the standout underperformer.
Last week’s top and bottom performers:
|Top 5 Performers|
|Bottom 5 Performers|