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US: Within the US Large Cap universe the Historical Growth
model had the strongest one month decile return spread performance,
returning 3.12%, while the Earnings Momentum model lagged. Over the
US Small Cap universe, our Deep Value model had the strongest one
month decile return spread performance, returning 6.51%, while the
Earnings Momentum model lagged.
Developed Europe: Over the Developed Europe universe, our Price
Momentum model returned 3.07% on a one month decile return spread
basis, while Deep Value lagged.
Developed Pacific: Over the Developed Pacific universe, the
Earnings Momentum model had the strongest one month decile return
spread performance, returning 0.42%, while the Value Momentum model
lagged. The Earnings Momentum model's one year cumulative
performance is currently 4.29%.
Emerging Markets: Within the Emerging Markets universe, our
Value Momentum model returned 3.85% on one month quintile return
spread basis, while Price Momentum lagged. The Earnings Momentum
model's one year cumulative performance is still the highest for
the EM universe at 9.12%.
Sector Rotation: The US Large Cap Sector Rotation model
returned 1.00%.The Non-Cyclicals sector had a favorable ranking and
the Energy sector had an unfavorable ranking. The US Small Cap
Sector Rotation model with a return of 2.30%. The Cyclicals sector
had a favorable ranking and the Energy sector had an unfavorable
ranking. The Developed Europe Sector Rotation model returned 3.30%.
The Industrials sector had a favorable ranking and the Telecom
sector had a unfavorable ranking.
Specialty Models: Within our specialty model library the
Semiconductor model had the strongest one month quintile return
spread performance returning 4.40%, while the Oil and Gas model
struggled. The Insurance model's one year cumulative performance is
the highest at 15.87% while the Retail model's performance is the
lowest at -17.41%.
IHS Markit provides industry-leading data, software and technology platforms and managed services to tackle some of the most difficult challenges in financial markets. We help our customers better understand complicated markets, reduce risk, operate more efficiently and comply with financial regulation.
