FTSE Russell 

Low Vol and Quality streets ahead as factor analysis reveals caution in market rally

Quality and Low Volatility were the strongest performers in Q2, according to our latest Regional Factor Indicator Report, illustrating that, even as equity markets moved higher, global growth worries tempered risk appetite. While Quality and Low Volatility – essentially defensive factors – performed well, Value and Size (smaller cap) fared worst in almost every market.

Read the complete white paper at the link beneath Related Files/Links

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