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US: Within the US Large Cap universe the Value Momentum 2 model
had the strongest one month decile return spread performance,
returning 0.77%, while the Historical Growth model lagged. Over the
US Small Cap universe, our Price Momentum model had the strongest
one month decile return spread performance, returning 2.29%, while
the Earnings Momentum model lagged.
Developed Europe: Over the Developed Europe universe, our
Earnings Momentum model returned 0.96% on a one month decile return
spread basis, while the Price Momentum model trailed.
Developed Pacific: Over the Developed Pacific universe, the
Price Momentum model had the strongest one month decile return
spread performance, returning 0.16%, while the Value Momentum model
lagged. The Price Momentum model's one year cumulative performance
is currently 9.49%.
Emerging Markets: Within the Emerging Markets universe, our
Earnings Momentum model returned 1.82% on one month decile 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 9.09%.
Sector Rotation: The US Large Cap Sector Rotation model
returned 0.60%. The Tech sector had a favorable ranking and the
Energy sector had an unfavorable ranking. The US Small Cap Sector
Rotation model struggled with a return of -0.10%. The Cyclicals
sector had a favorable ranking and the Utilities sector had an
unfavorable ranking. The Developed Europe Sector Rotation model
returned 2.70%. The Basic Materials sector had a favorable ranking
and the Energy sector had a unfavorable ranking.
Specialty Models: Within our specialty model library the
Insurance and the REIT 2 models had the strongest one month
quintile return spread performance returning 2.82% and 0.38%,
respectively, while the Semiconductor and the Retail models
struggled. The Insurance model's one year cumulative performance is
the highest at 25.85% while the Technology model's performance is
the lowest at -42.99%.
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.
