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:
About the Author:
Jim Monroe, CFA