1. The equity styles are market neutral, meaning these returns are on top of equity market returns
  2. A csv download will be made available for those who want to show trailing returns in another format

Equity markets continue their roll, this time with commodities and trend joining the party. Most equity styles, though, are down on the month, with the exception being low volatility. That said, all styles lost money last week along with a significant drop in the dollar. This divergence between equity markets and equity styles may be indicative of decline in market breadth–a bearish signal.

Top 5 Performers
GlobalEquity          2.42
USEquity          2.16
GlobalCommodities          1.30
GlobalFixed          0.45
GlobalTrend          0.27
Bottom 5 Performers
USMomentum        (0.31)
USQuality        (0.52)
GlobalMomentum        (0.61)
GlobalValue        (0.73)
GlobalDollar        (1.39)

Factor Returns

2019 06 23 Markets Ytd
2019 06 23 Equity Styles Us Ytd
2019 06 23 Equity Styles Global Ytd
2019 06 23 Alt Factors Ytd
2019 06 23 Trailing