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US: Within the US Large Cap universe the Price Momentum model
had the strongest one month decile return spread performance,
returning 3.13%, while the Historical Growth model lagged. Over the
US Small Cap universe, the Price Momentum model also had the
strongest one month decile return spread performance, returning
5.52%, while the Historical Growth model lagged.
Developed Europe: Over the Developed Europe universe, our Deep
Value model returned 8.08% on a one month decile return spread
basis, while the Price Momentum model trailed.
Developed Pacific: Our models struggled over the Developed
Pacific universe during the month. The Price Momentum model's one
year cumulative performance is currently 7.03%.
Emerging Markets: Within the Emerging Markets universe, our
Value Momentum model returned 3.95% on one month decile return
spread basis, while Earnings Momentum lagged. The Earnings Momentum
model's one year cumulative performance is still the highest for
the EM universe at 7.47%.
Sector Rotation: The US Large Cap Sector Rotation model
returned -1.80%. The Tech sector had a favorable ranking and the
Energy sector had an unfavorable ranking. The US Small Cap Sector
Rotation model returned 1.60%. The Non-Cyclicals sector had a
favorable ranking and the Energy sector had an unfavorable ranking.
The Developed Europe Sector Rotation model struggled during the
month. The Industrials sector had a favorable ranking and the
Energy sector had an unfavorable ranking.
Specialty Models: Within our specialty model library the
Insurance and the Bank and Thrift 2 models had the strongest one
month quintile return spread performance returning 5.19% and 2.57%,
respectively, while the REIT 2 and the Retail models struggled. The
Insurance model's one year cumulative performance is the highest at
21.95% while the Technology model's performance is the lowest at
-38.35%.
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.
