Skip to content
Dec 07 2016

Quantitative Factor Performance: Year In Review

  • Dec 7, 2016

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.

Login

For full access, please enter your credentials.

About The Author

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