Skip to content
Aug 04 2017
Quant

July Factor Performance

  • Aug 4, 2017

With the exception of Low Volatility and Profitability, all other factor categories produced positive factor performance in July. The month was eventful, however, as Momentum produced a +4% spread through July 12th, only to give up more than half of that advantage as interest rates rolled back over.

tags

Factors

Login

For full access, please enter your credentials.
Remember Me

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

April 2019
Vol. 39 No. 4

featured articles

recent tags
[ALL]

Total Returns (41) Valuations (243) Price/Sales (24) S&P 500 (269) Unemployment (29) Recession (53) Late Cycle Market (2) Emerging Markets (72) VLT (45) Allocation Model (1) 10-Month Moving Crossover Strategy (2) Trend Followers (3) Corrections (72) Economic Cycle (1) Yield Curve (52) Economy (248) Capitulation (2) Monetary Measures (2) GDP (38) M2 Growth (2)