In November, the Equity and Credit factors rallied, while the Commodities, Interest Rates and Foreign Currency factors did not fare that well.

See how the factors in the Two Sigma Factor Lens performed in October.

See how the factors in the Two Sigma Factor Lens performed in September.

See how the factors in the Two Sigma Factor Lens performed in August.

See how the factors in the Two Sigma Factor Lens performed in July.