Q1 2022 Factor Performance Analysis

The return of the Quality, Growth and Momentum triad.

Developed markets rallied in March as the initial volatility sparked by Russia’s invasion of Ukraine subsided in most markets. Despite this rebound, investors in certain regions are still taking a defensive, risk-off approach. See how this affected factor performance in March and how factors fared overall in Q1.

Our latest report uses Style Analytics data to examine factor performance from March and all of Q1 across four geographic regions: the US, Europe, Emerging Markets and Australia.

Gain insights across seven different factors and 23 sub-factors to uncover:

  • How current U.S. factor trends resemble the initial COVID recovery
  • What contributed to the fall of Value in March, despite its strong showing in Q1 overall
  • How performance trends differed in Emerging Markets from the U.S. and Europe
  • Conflicting signals in Australia after a strong gain in equities



About the Author:

Jim Monroe, CFA
Senior Consultant
Investment Metrics

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