5-Day Factor Performance as of Friday night's U.S. Close.
Here's a AI-Assisted summary of the factor performance relative to each other based on the above image:
Top Performers:
Spin-offs: Leading the pack with a significant 2.7% return.
IPOs: Following closely with a 2% return.
Small-Cap Growth: Showing strong performance at 1.8%.
Middle of the Pack:
Small-Cap Core (1.4%) and Small-Cap Value (1.3%) are positioned in the middle.
Mid-Cap Growth (1.1%) and Mid-Cap Core (1.0%) are also in this range.
Momentum (1.0%) and Small-Cap (0.9%) are close to the middle.
Lagging Factors:
Private Equity (0.9%) and Hedge Funds (0.8%) are slightly behind the middle.
Buybacks (0.5%) and Value (0.5%) are trailing further.
High Dividend Yield (0.3%) is towards the bottom.
Bottom Performers:
Quality (-0.2%), Large-Cap Growth (-0.2%), Large-Cap Value (-0.2%), Low Volatility (-0.1%), and Growth (-0.2%) are at the bottom of the list.
Key Observations:
Small-cap strategies, particularly Small-Cap Growth, appear to be outperforming.
Value factors are generally lagging, with the exception of Small-Cap Value.
Growth and Quality factors are showing negative returns.
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