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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 7.56%, while the Deep Value model lagged. Over the US
Small Cap universe our Earnings Momentum model had the strongest
one month decile return spread performance, returning 8.92%, while
the Deep Value model lagged. The performance of the Earnings
Momentum model was driven by the performance of the long
portfolio.
Developed Europe: Within the Developed Europe universe our
Price Momentum model was the top performer on a one month decile
return spread basis, returning 3.82%, while the Deep Value model
trailed.
Developed Pacific: Over the Developed Pacific universe, the
Price Momentum model had the strongest one month decile return
spread performance, returning 1.62%, while the Value Momentum model
lagged. The Price Momentum model's one year cumulative performance
is currently 5.04%.
Emerging Markets: Within the Emerging Markets universe our
Price Momentum model had the strongest one month decile return
spread performance, returning 0.21%, while the Deep Value model
lagged. The Earnings Momentum model's one year cumulative
performance is the highest for the EM universe at 15.12%.
Sector Rotation: The US Large Cap Sector Rotation model
returned 0.70%. The Tech sector had a favorable ranking and the
Utilities sector had an unfavorable ranking. The US Small Cap
Sector Rotation model performed well, returning 4.50%. The
Non-Cyclicals sector had a favorable ranking and the Telecom sector
had an unfavorable ranking. The Developed Europe Sector Rotation
model returned 0.90%. The Healthcare sector had a favorable ranking
and the Telecom sector had a unfavorable ranking.
Specialty Models: Within our specialty model library the Oil
and Gas and the Insurance models had the strongest one month
quintile return spread performance returning 5.03% and 4.29%,
respectively, while the Semiconductor and the Technology models
struggled. The Insurance model's one year cumulative performance is
the highest at 27.58% while the Technology model's performance is
the lowest at -12.20%.
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.
