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Factor Friday: Factor performance over the last year

Sep 07, 2018

The Data Daily: Where the charts tell the story

While market commentary has focused on the outperformance of growth vs value stocks YTD (+11.70%) , we highlight that low volatility stocks have outperformed value stocks by 4.63% YTD!

In spite of market volatility, YTD Momentum stocks have outperformed Value stocks by +2.41%

 

iShares Russell 1000 Value ETF - IWD

iShares Russell 1000 Growth ETF - IWF

SPDR Russell 1000 Momentum ETF

SPDR Russell 1000 Volatility ETF

Source: Bloomber all graphs