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US: Within the US Large Cap universe the Value Momentum model
had the strongest one month decile return spread performance,
returning 16.70%, while the Historical Growth model lagged. Over
the US Small Cap universe, our Deep Value model had the strongest
one month decile return spread performance, returning 22.94%, while
the Price Momentum model lagged.
Developed Europe: Over the Developed Europe universe, our Value
Momentum model returned 16.08% on a one month decile return spread
basis, while Price Momentum lagged.
Developed Pacific: Over the Developed Pacific universe, the
Value Momentum model had the strongest one month decile return
spread performance, returning 17.53%. The rest of the models within
the region had a positive return spread as well. The Value Momentum
model's one year cumulative performance is currently 41.75%.
Emerging Markets: Within the Emerging Markets universe, our
Value Momentum model returned 7.49% on one month quintile return
spread basis. The rest of the models within the universe had
positive returns as well. The Price Momentum model's one year
cumulative performance is still the highest for the EM universe at
12.23%.
Sector Rotation: The US Large Cap Sector Rotation model
returned 6.60%. The Energy sector had a favorable ranking and the
Cyclicals sector had an unfavorable ranking. The US Small Cap
Sector Rotation model with a return of 7.70%. The Energy sector had
a favorable ranking and the Utilities sector had an unfavorable
ranking. The Developed Europe Sector Rotation model struggled
during the month. The Financials sector had a favorable ranking and
the Telecom sector had an unfavorable ranking.
Specialty Models: Our specialty model library performed well in
January. The Technology model had the strongest one month quintile
return spread performance returning 11.75%. The Technology model's
one year cumulative performance is the highest at 40.89% while the
Bank and Thrift 2 model's performance is the lowest at 6.38%.
S&P Global 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.
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.
