For this edition of the Venn Factor Performance Report, we review the 2019 returns of the factors in the Two Sigma Factor Lens in addition to their performance over the month of December. Read also about the phase-one trade deal’s impact on factor performance, the largest factor gains and losses of 2019, and more.
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.