Most factors fared better than their respective benchmarks in the 2022 market rout, in a testament to their effectiveness as investing tools after more mixed performances in prior years.
As we highlight in our latest Equity Factor Insights report, Value, Yield and Low Volatility were the top performers for the year, as investors favored inflation beneficiaries, less cyclically sensitive and high-dividend-paying stocks over pricier growth stocks amid the extreme volatility plaguing global markets for the past year. Though a modest outperformer in Europe, Asia Pacific and Emerging markets, Quality generally trailed its factor cohorts, hurt mainly be its large exposure to plunging Technology and other growth stocks.
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