The S&P Global REIT QVM Multi-Factor Index Part II – Performance, Country Composition, and Factor Exposure

In the previous blog, we introduced the construction process of the S&P Global REIT Quality, Value & Momentum (QVM) Multi-Factor Index. In this blog, we look into the empirical results of the strategy.

Rebasing the two indices to 100 on June 30, 1999, the S&P Global REIT QVM Multi-Factor Index reached 999.42 on Aug. 31, 2020, while the S&P Global REIT reached 585.23 (see Exhibit 1).

Read the complete whitepaper now at the link below