How did equity factors react to COVID?

In our Q1 2020 Quarterly Factor Performance Analysis, Damian Handzy, Chief Commercial Officer and Tom Idzal, Managing Director present our key findings in this 17 minute video and accompanying written report:

  • Review factor performance across the US, European and Emerging Markets in Q1 2020
  • All three regions saw a major rotation in January away from Value and high-Volatility stocks followed by a classic flight-to-quality as markets tumbled worldwide later in the quarter
  • Examine how the COVID crash is similar to- and how it’s different from- 2 previous US market crashes.
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