Q2 2022 Factor Performance Analysis

Investors turn defensive 

Across the quarter, investors continued to price in the increasing probability of a global recession. See how this affected performance and how factors fared overall in Q2.

Our latest report uses Style Analytics data to examine factor performance from June and all of Q2 across four geographic regions: the U.S., Europe, Emerging Markets and Australia.

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

  • How Value performed over the quarter in the U.S. despite a poor performance in June
  • Which defensive stocks did well in Europe, similar to the U.S.
  • In Emerging Markets, which sub-factor unusually underperformed during a down market
  • While all factors performed well in Australia, which sub-factor underperformed

Download the report today.

About the Author:

Jim Monroe, CFA
Senior Consultant
Investment Metrics, a Confluence company

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