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Jan 08 2021
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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.

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Factor Performance

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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.

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