- 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 was gangbusters for equities. Hedge fund crowding (which did very well last week) gave back all of last week’s gains (and then some), while trend-following, low vol, and illiquidity had great weeks. All equity styles (except international-size) were either within 1bp or 2bp flat or positive for the week, while both the dollar and commodities fell.
*Our global value composite finally broke its six-week losing streak… both value and commodities are down six out of the last seven weeks!
|Top 5 Performers|
|Bottom 5 Performers|