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Jan 07 2022

2021 Quantitative Factor Performance: Year In Review

  • Jan 7, 2022

After years of underperformance, Value was finally productive—it was the best factor we track. In general, overall factor performance was good, but worked much better within small- and mid-caps compared to large-caps. Value was especially superior outside of the large-cap universe.


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About The Author

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