Worldwide equity factors turn about-face from 2020

Factors continued their rotation away from Growth and Quality and toward Small Caps and High Volatility stocks in most regions. In this report, we examined how:

  • Factors performed across 5 regions: the US, Europe, Emerging Markets, China and Australia;
  • High Volatility and Small Cap stocks continued to outperform in most markets;
  • In virtually all markets, with the notable exception of China, Growth underperformed while Value posted market-like or outperforming returns.

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