June 2025 Model Performance Report

1. US: Model performance varied across the board for the US Large Cap universe, where the Historical Growth model produced the highest returns at 0.73%. The Relative Value model performed the worst. Over the US Small Cap universe, the Earnings Momentum model had the strongest one month decile return spread performance, returning 0.36%. On the 12-month basis, the Deep Value model performed best at 36.18% while the performance of the Earnings Momentum model continued to lag. 
2. Developed Europe: Over the Developed Europe universe, the Deep Value model returned 2.16% on a one month decile return spread basis. On a 12-month basis, the Value Momentum model performed the best, at 26.96% cumulative.Over the Developed Pacific universe, the Relative Value model had the strongest one month decile return spread performance, returning 0.72%, while the Price Momentum model lagged. On the 12-month basis, the Deep Value model performed best at 30.34% while the performance of the Price Momentum model continued to lag.
3. Emerging Markets: Within the Emerging Markets universe, the Earnings Momentum model returned 1.08% on one month quintile return spread basis. The Deep Value model led over the one-year period, with returns at 22.84%.
4. Sector Rotation: The US Large Cap Sector Rotation model returned -1.20%. The Healthcare sector had a favorable ranking and the Basic Materials sector had an unfavorable ranking.The US Small Cap Sector Rotation model and earned a return of 1.50%. The NonCyclicals sector had a favorable ranking and the Financials 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. 
5. Specialty Models: Within the specialty model library, the Oil and Gas and the REIT 2 models had the strongest one month quintile return spread performance returning 2.84% and 0.77%, respectively, while the Semiconductor and the Technology models saw weaker returns. The Retail model's one year cumulative performance was also the highest at 35.42% while the Technology model's performance was the lowest at -6.3%. 

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This article was published by S&P Global Market Intelligence and not by S&P Global Ratings, which is a separately managed division of S&P Global.