The Size factor rollercoaster ride continued in Q3

Among our global factors, Size (smaller-cap) performance has been particularly sensitive to the shifting economic winds buffeting equity markets since the outbreak of the coronavirus this year.

The Size factor badly lagged globally in Q1, when widespread lockdown measures brought the global economy to a virtual standstill. It then strongly outperformed in Q2, benefiting from the resurgence in risk appetite as central banks and governments launched massive relief efforts and economies began to reopen.

Read the full blog post now at the link below