White Paper
Markets celebrating! But Factor Investors?
Not So Much…

2019 was a remarkable year, with benchmarks around the world climbing to new records, while volatility plunged. Both emerging and developed markets shared in the overperformance, with all components of risk falling for both markets. However, style factors saw mixed results, with few reporting outsized returns for the quarter or year.


Author: 

Melissa_circle.png Melissa R. Brown, CFA
Managing Director, Applied Research
Melissa_circle.png Diana R. Baechle, PhD
Director, Applied Research
Melissa_circle.png Olivier d'Assier 
Executive Director, Applied Research APAC
Christoph_round.png Christoph V. Schon. CFA, CIPM
Executive Director, Applied Research
Olivier-d'Assier-cir.png Natan Borshansky
Manager, Applied Research



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APPLIED RESEARCH