Feb. 03 2016 — Since the launch of the four S&P Capital IQ® U.S. stock selection models in January 2011, the performance of all four models (Growth Benchmark Model, Value Benchmark Model, Quality Model, and Price Momentum Model) has been positive each year. The models’ key differentiators – a distinct formulation for large cap versus small cap stocks, incorporation of industry specific information for the financial sector, sector neutrality to target stock specific alpha, and factor diversity – enabled the models to outperform across disparate market environments. In this report, we assess the underlying drivers of each model’s performance in 2015 and since inception (2011), and provide full model performance history from January 1987.
U.S. Stock Selection Model 2015 Performance Review
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