Topic: venn factor performance reports

Despite a rising rate of increase in new COVID-19 cases and increasing U.S.-China tensions, global equity markets continued their ascent. Within global stocks, the multi-year return spread between Momentum and Value grew wider.

The global equity market continued its rally in June despite the rising COVID cases in the U.S. and increased U.S.-China tensions. Additionally, a reversal around June 8th affected all five equity style factors.

In May, optimism surrounding the restart of the global economy and partial easing of COVID-19 lockdowns benefited certain factors, such as Equity and Commodities, and hurt others, such as Value and Low Risk.

Global equity markets recorded a strong recovery in April. What were the factor winners and losers?

In this double issue of the Venn Factor Performance Report, we discuss factor returns for the month and the last week of March.

Several factors, including Equity and some of the equity styles, reversed course last week in what was another volatile period for markets.

Hedge fund deleveraging, central bank activity, and more contributed to notable movements in the factors last week.

We are temporarily increasing the frequency of the Venn Factor Performance Reports to provide you with more information on how the coronavirus is impacting factor returns.

The fear of a pandemic resulting from the global spread of the coronavirus impacted several factors in February.

The Venn Factor Performance Report reviews how the coronavirus outbreak impacted the factors in the Two Sigma Factor Lens in the first month of 2020.