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Get the Latest U.S. Factor Returns Dive deep into factor performance in the U.S. market.
BY Tim Edwards

• Every S&P 500 factor index finished August with gains, with relative performance statistics offering “more of the same” compared to the preceding months.

• This month, as year-to-date, Growth and Momentum outperformed, Dividend and Value strategies underperformed, and very few factor indices beat the parent S&P 500.

• This month’s report looks at capitalization weighting in a factor context, and the reversals in momentum leadership that have historically occurred between larger and smaller companies.

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