How closely did we follow the recovery playbook?
In Q2 2020, some factors did exactly what you’d expect them to do in a recovery, and some factors did exactly the opposite. In our report, you’ll read about:
- Factor performance across the US, European and Emerging Markets in Q2 2020
- Why all three regions saw Volatility outperform, why Value underperformed in the US and why Europe and Emerging Markets had mixed factor results.
- How Q2 2020’s factor performance is similar to- and how it’s different from- the GFC recovery playbook.