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US: Within the US Large Cap universe the Deep Value model had
the strongest one month decile return spread performance, returning
7.88%, while the Price Momentum model lagged. Over the US Small Cap
universe, our Deep Value model also had the strongest one month
decile return spread performance, returning 12.65%, while the Price
Momentum model lagged.
Developed Europe: Over the Developed Europe universe, our Deep
Value model also outperformed, returning 4.33% on a one month
decile return spread basis, while Price Momentum lagged.
Developed Pacific: Over the Developed Pacific universe, the
Value Momentum model had the strongest one month decile return
spread performance, returning 7.12%. The rest of the models within
the region had a positive return spread as well. The Value Momentum
model's one year cumulative performance is currently 27.22%.
Emerging Markets: Within the Emerging Markets universe, our
Price Momentum model returned 1.68% on one month quintile return
spread basis, while Relative Value lagged. The Earnings Momentum
model's one year cumulative performance is still the highest for
the EM universe at 11.71%.
Sector Rotation: The US Large Cap Sector Rotation model
returned 2.00%. The Tech sector had a favorable ranking and the
Basic Materials sector had an unfavorable ranking. The US Small Cap
Sector Rotation model with a return of 0.70%. The Industrials
sector had a favorable ranking and the Tech sector had an
unfavorable ranking. The Developed Europe Sector Rotation model
returned 0.50%. The Industrials sector had a favorable ranking and
the Telecom sector had an unfavorable ranking.
Specialty Models: Within our specialty model library the
Technology model had the strongest one month quintile return spread
performance returning 11.67%, while the Oil and Gas model
struggled. The Technology model's one year cumulative performance
is the highest at 27.63% while the Bank and Thrift 2 model's
performance is the lowest at 4.24%.
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.
