We will be posting factor returns on a weekly basis here on this blog.
The goal is to help our users to understand what may be driving performance of their portfolios and assets.
A couple housekeeping items:
- 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
We look forward to your feedback!
Last week’s top and bottom performers:
|Top 5 Performers (%)|
|Bottom 5 Performers (%)|