Skip to content
Mar 06 2020

Factor Performance During Sell-Off: Momentum Dominates

  • Mar 6, 2020

Momentum made up for a lackluster 2019 by providing protection during the volatile market correction, while Value continued to be punished. Momentum remains expensive relative to its long-term history, while Value remains cheap, but neither is outside levels seen in recent years.

Login

For full access, please enter your credentials.
Remember Me

About The Author

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