A couple reminders:
- 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 saw defensive stocks outperform aggressive stocks and larger stocks outperform smaller stocks, both in the US and globally. Alternative factors like trend, the US dollar, FX carry and illiquidity all had slightly positive returns, while value–the worst performing equity style over the last five years–saw the biggest drop of all of the equity styles.
Last week’s top and bottom performers:
|Top 5 Performers (%)|
|Bottom 5 Performers (%)|