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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 1.56%, while the Historical Growth model lagged. Over the
US Small Cap universe, our Value Momentum 2 model had the strongest
one month decile return spread performance, returning 4.16%, while
the Historical Growth model lagged.
Developed Europe: The models over the Developed Europe universe
struggled during the month.
Developed Pacific: Over the Developed Pacific universe, the
Value Momentum model had the strongest one month decile return
spread performance, returning 7.23%, while the Price Momentum model
lagged. The Earnings Momentum model's one year cumulative
performance is currently 1.23%.
Emerging Markets: Within the Emerging Markets universe, our
Earnings Momentum model returned 1.71% on one month decile 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 7.49%.
Sector Rotation: The US Large Cap Sector Rotation model
returned -1.90%. 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 -2.50%. The Tech sector
had a favorable ranking and the Energy sector had an unfavorable
ranking. The Developed Europe Sector Rotation model returned 2.90%.
The Financials sector had a favorable ranking and the Telecom
sector had a unfavorable ranking.
Specialty Models: Within our specialty model library the
Technology model had the strongest one month quintile return spread
performance returning 0.93%, while the Retail and the Insurance
models struggled. The Insurance model's one year cumulative
performance is the highest at 20.85% while the Retail model's
performance is the lowest at -32.4%.
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.