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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 9.57%, while the Price Momentum model lagged. Over the US
Small Cap universe, our Deep Value model had the strongest one
month decile return spread performance, returning 11.25%, while the
Price Momentum model lagged.
Developed Europe: Over the Developed Europe universe, our Price
Momentum model returned 3.50% on a one month decile return spread
basis, while Deep Value lagged.
Developed Pacific: Over the Developed Pacific universe, the
Value Momentum model had the strongest one month decile return
spread performance, returning 6.50%, while the Earnings Momentum
model lagged. The Relative Value model's one year cumulative
performance is currently 20.98%.
Emerging Markets: Within the Emerging Markets universe, our
Earnings Momentum model returned 2.54% on one month quintile return
spread basis, while Value Momentum lagged. The Earnings Momentum
model's one year cumulative performance is still the highest for
the EM universe at 10.33%.
Sector Rotation: The US Large Cap Sector Rotation model
returned -0.40%.The Tech sector had a favorable ranking and the
Utilities sector had an unfavorable ranking. The US Small Cap
Sector Rotation model with a return of 1.90%. The Industrials
sector had a favorable ranking and the Non-Cyclicals sector had an
unfavorable ranking. The Developed Europe Sector Rotation model
returned 3.30%. The Industrials sector had a favorable ranking and
the Energy sector had an unfavorable ranking.
Specialty Models: Within our specialty model library the
Insurance model had the strongest one month quintile return spread
performance returning 7.81%, while the Retail model struggled. The
Insurance model's one year cumulative performance is the highest at
14.71% while the Retail model's performance is the lowest at
-22.51%.
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.
