RT @IHSMarkitPMI: 🇺🇸 Flash US PMI rose to 51.0 in September (50.7 - Aug) to signal only a modest rise in private sector output. New order g…
February 2019 Model Performance Report
- US: Within the US Large Cap universe the Historical Growth model had the strongest one month decile return spread performance returning 3.15% during the month while the Deep Value model lagged. The performance of our models over the US Small Cap universe was weak with the Earnings Momentum returning only 1.39%.
- Developed Europe: The models over the Developed Europe universe struggled during the month. The poor performance of the models was driven by the long portfolios.
- Developed Pacific: Our models struggled over the Developed Pacific universe during the month, with Earnings Momentum returning only 0.89%. The Deep Value model's one year cumulative performance is currently 14.08%.
- Emerging Markets: Within the Emerging Markets universe our Earnings Momentum model had the strongest one month decile return spread performance, returning 0.92%. The Price Momentum model's one year cumulative performance has improved to 20.39%.
- Sector Rotation: The US Large Cap Sector Rotation model performed well returning 2.30%.The Industrials sector had a favorable ranking and the Non-Cyclicals sector had an unfavorable ranking. The US Small Cap Sector Rotation model was flat for the month, returning 0.00%. The Tech sector had a favorable ranking and the Telecom sector had an unfavorable ranking.The Developed Europe Sector Rotation model performed well returning 2.90%. The Tech sector had a favorable ranking and the Telecom sector had a unfavorable ranking.
- Specialty Models: Within our specialty model library the REIT and the Bank and Thrift 2 models had the strongest one month quintile return spread performance returning 2.71% and 2.49%, respectively, while the Oil and Gas and the Technology models struggled.
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RT @IHSMarkitPMI: 🇪🇺 Flash Eurozone PMI ⬇️ to 50.4 in September (51.9 in August) signalling that the region is close to stalling at the end…