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.
Dec
07
2016
Quantitative Factor Performance: Year In Review
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![Greg Swenson / Sr. Research Analyst & Co-Portfolio Manager](https://leuthold.imgix.net/leutholdgroup.com/site_files/authors/DSC_4236_LR_Greg.jpg?h=150&w=150&fit=crop&fp-y=.15)