Skip to content
Jan 08 2021

GS Scores Perform Well Amid 2020 Volatility

  • Jan 8, 2021

The GS Scores handled the chaotic, 2020 market well, turning in a +10.1% return spread. The lone black-eye was November, when the Pfizer vaccine news upended quant factors and produced the worst single-day performance in GS Score history.


For full access, please enter your credentials.

About The Author

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