Quantitative Factor Performance: Year In Review

December 07, 2016 BY Greg Swenson <   >

Factor performance during 2016 is the reverse of that of 2014-2015. Quants and smart beta funds focusing solely on Value have enjoyed the year, while multi-factor approaches have struggled. Value has been the only factor that has provided positive performance this year.

The full content of this page is available to research clients only.

Sign-in to your Account