April 2022 Factor Performance Analysis

Throughout April, recession plagued the minds of European investors while remaining a realistic possibility in the US. Global growth and asset prices continued to face significant headwinds as markets tightened. With macroeconomic fears building, which factors managed to outperform?

Our latest report uses Style Analytics data to examine factor performance from April across four geographic regions: the US, Europe, Emerging Markets and Australia. Gain insights across seven different factors and 23 sub-factors to uncover:

• Which investors are coming out ahead in the US—and what strategy paid off
• Which factor typically does well in declining markets, yet underperformed in Europe
• Where Emerging Markets saw positive performance, despite a generally negative month
• How the strategy in Australia differed from other regions

About the Author:

Jim Monroe, CFA
Senior Consultant
Investment Metrics