Skip to content
Dec 05 2014
Of Special Interest

Quantitative Factor Performance: What Is Working?

  • Dec 5, 2014

Six of the seven factor categories we track have turned in positive performance so far in 2014; Value is the exception. Lost in the numbers is that most of the value has come from the short quintiles, so it has been hard for managers to take advantage of this trend.

tags

Factors Performance Sectors

Login

For full access, please enter your credentials.

About The Author

Greg Swenson / Sr. Research Analyst & Co-Portfolio Manager

Greg Swenson Sr. Research Analyst & Co-Portfolio Manager

Greg is a Senior Analyst and Co-Portfolio Manager for the Leuthold Core Investment Fund, Leuthold Global Fund, Grizzly Short Fund, Leuthold Global Industries Fund, and Leuthold Select Industries Fund.

current issue

featured articles

recent tags
[ALL]

NASDAQ (72) Seasonality (53) Gold (79) Santa Claus Rally (1) Calendar-Based Cycles (1) Shmita (1) Timing Strategy (1) Valuations (318) Bubbles (16) Recreational Goods (2) Personal Consumption Expenditures (3) Discretionary Durables (2) Price Change (4) Sales Growth (10) Cumulative Return Spread (2) Cyclical Stocks (4) Home Furnishings (2) Size (6) Sector Rankings (35) Group Report (363)