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US: Our models over the US Large Cap universe struggled during
the month. Over the US Small Cap universe, our Deep Value model had
the strongest one month decile return spread performance, returning
8.32%, while the Price Momentum model was the only one that was
negative.
Developed Europe: Over the Developed Europe universe, our Price
Momentum model returned 1.49% on a one month decile return spread
basis, while the Deep Value model trailed.
Developed Pacific: Over the Developed Pacific universe, the
Relative Value model had the strongest one month decile return
spread performance, returning 1.78%, while the Price Momentum model
lagged. The Price Momentum model's one year cumulative performance
is currently 10.04%.
Emerging Markets: Within the Emerging Markets universe, our
Earnings Momentum model returned 1.58% on one month decile return
spread basis. The Earnings Momentum model's one year cumulative
performance is the highest for the EM universe at 13.41%.
Sector Rotation: The US Large Cap Sector Rotation model
returned -1.90%.The Cyclicals sector had a favorable ranking and
the Utilities sector had an unfavorable ranking.The US Small Cap
Sector Rotation model returned 1.30%. The Cyclicals sector had a
favorable ranking and the Utilities sector had an unfavorable
ranking.The Developed Europe Sector Rotation model struggled during
the month.The Utilities sector had a favorable ranking and the
Energy sector had an unfavorable ranking.
Specialty Models: Within our specialty model library the
Insurance model was flat, returning 0.00% for the month,while the
Bank and Thrift 2 and the Retail models lagged. The Insurance
model's one year cumulative performance is the highest at 23.33%
while the Technology model's performance is the lowest at
-34.16%.
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.
