S&P 500 Factor Dashboard: Dive deep into factor performance in the U.S. market

Growth and Momentum have stood supreme this year, outperforming in both the first and second quarter of 2020 and finishing wi th a positive return year-to-date. As spring turned to summer, however, every factor was overtaken by the rocket -like recovery in High Beta, which rode hopes for a rapid economic recovery to a 38% gain in Q2.

Value and Dividend strategies continued to have a difficult time and, although small - and mid-cap U.S. equities began to perform a little better more recently, the overall strength of the largest companies has left a significant majority of our S&P 500 factor indices traili ng the capitalization- weighted benchmark year-to-date.

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