Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Factor Olympics 2023 Q1 and more

In today’s briefing:

  • Factor Olympics 2023 Q1

Factor Olympics 2023 Q1

By Nicolas Rabener

  • After a great 2022 for factor investing, this year has started negatively for all traditional factors
  • Perhaps this can be attributed to a revival of the growth theme as growth ETFs have outperformed again
  • Size performed best, low volatility worst. We present the performance of five well-known factors on an annual basis for the last 10 years.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars