Report: April 2023 Factor Performance Analysis

Quality, Yield and Dividend Growth stocks outperform Market Background Equity markets were relatively neutral following a strong first quarter. The US returned about 1%, while Europe and the UK led the group at 3.5%, and Emerging Markets lost about 60bps overall....

Article: Q1 Preliminary Plan Universe Performance

Defined Benefit plans in the Investment Metrics Plan Sponsor Universes posted a median net return of 4.47% for the first quarter of 2023. Plan performance rebounded over the last two quarters with a median return of 10.07%, after three consecutive negative quarters to...

Report: March 2023 Factor Performance Analysis

Investors Favor Quality over Volatility Market Background 2023’s first quarter ended on a strong note, continuing the momentum seen in 2022’s final quarter following a bear market. Both Developed and Emerging Markets chipped away at the losses from early 2022,...

Report: February 2023 Factor Performance Analysis

Back to Value (and Momentum) Market Background Equities slid after a particularly strong January. From a factor perspective, investors favored Value stocks although Quality outperformed as well in many regions. A year after the Federal Reserve officially began raising...