Markets seemed to recover early in the week but sold off hard on Friday. While alts factors were basically flat on the week, equity styles were mixed, with quality and momentum posting positive returns. Low volatility and value were down and size was mixed. In essence, large domestic companies underperformed small international companies.

Last Week’s Returns

Image 1

Factor Returns: Year-to-date

2019 08 26 Markets Ytd
2019 08 26 Equity Styles Us Ytd
2019 08 26 Equity Styles Global Ytd
2019 08 26 Alt Factors Ytd

Factor Returns: August MTD

2019 08 26 Markets Mtd
2019 08 26 Equity Styles Us Mtd 2
2019 08 26 Equity Styles Global Mtd 1
2019 08 26 Alt Factors Mtd

Factor Returns: Trailing

2019 08 26 Trailing

Notes to performance

  1. Past performance does not guarantee future returns
  2. The factor returns may not correspond to the factor returns inside the factorE application.
  3. The equity styles are market neutral, meaning these returns are on top of equity market returns
  4. A csv download will be made available for those who want to show trailing returns in another format