Category Archives: IJR

US Small Caps Lead US Equity Factor Performance Year To Date

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

Small-cap stocks have delivered the strongest returns so far in 2018 for key US equity factors, based on a set of proxy ETFs. For year-to-date results through yesterday’s close (July 10), iShares Core S&P Small-Cap (IJR) is the top performer with a strong 13.2% total return so far in 2018. A close second-place performer this […]

Momentum Continues To Lead For US Equity Factor Returns

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

The US stock market has been on a roller coaster for much of 2018, but the surge in volatility hasn’t derailed momentum’s leadership for US equity factors, based on a set of proxy ETFs. For year-to-date results through last week’s close (May 25), the iShares Edge MSCI USA Momentum Factor (MTUM) still leads the field. […]

Spike In Market Volatility Dents Momentum Factor’s Dominance

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

Momentum-based strategies have led the factor-investing horse race for US equities in recent history, but the latest surge in market volatility may be its undoing. For the trailing 30-day period, the momentum factor’s modest loss leaves it in last place, based on a set of ETFs tracking key US-based factor strategies. By contrast, the best-performing […]

Momentum Still Dominates For US Equity Factor Performances

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

As horse races go, this one’s not even close. The momentum factor continues to leave the rest of the field in the dust for the major US equity factor strategies, based on the one-year trend via a set of ETFs. Although all the factor funds are posting solid gains through yesterday’s close (Nov. 8), the […]

Tracking The Smart Beta Horse Race With ETFs

Posted on in $SPY, Finance News, IJR, IJS, QUAL, USMV | 0 comments

How’s that factor strategy been working for ’ya lately? That’s a topical question for a growing number of investors as “smart beta” products play a bigger role in portfolio design. You may not be drinking the factor Kool-Aid, but it’s still worthwhile to check in on these risk premia periodically for some context on what’s […]

Tracking The Smart Beta Horse Race With ETFs

Posted on in $SPY, Finance News, IJR, IJS, QUAL, USMV | 0 comments

How’s that factor strategy been working for ’ya lately? That’s a topical question for a growing number of investors as “smart beta” products play a bigger role in portfolio design. You may not be drinking the factor Kool-Aid, but it’s still worthwhile to check in on these risk premia periodically for some context on what’s […]

Tracking The Smart Beta Horse Race With ETFs

Posted on in $SPY, Finance News, IJR, IJS, QUAL, USMV | 0 comments

How’s that factor strategy been working for ’ya lately? That’s a topical question for a growing number of investors as “smart beta” products play a bigger role in portfolio design. You may not be drinking the factor Kool-Aid, but it’s still worthwhile to check in on these risk premia periodically for some context on what’s […]

Tracking The Smart Beta Horse Race With ETFs

Posted on in $SPY, Finance News, IJR, IJS, QUAL, USMV | 0 comments

How’s that factor strategy been working for ’ya lately? That’s a topical question for a growing number of investors as “smart beta” products play a bigger role in portfolio design. You may not be drinking the factor Kool-Aid, but it’s still worthwhile to check in on these risk premia periodically for some context on what’s […]

Tracking The Smart Beta Horse Race With ETFs

Posted on in $SPY, Finance News, IJR, IJS, QUAL, USMV | 0 comments

How’s that factor strategy been working for ’ya lately? That’s a topical question for a growing number of investors as “smart beta” products play a bigger role in portfolio design. You may not be drinking the factor Kool-Aid, but it’s still worthwhile to check in on these risk premia periodically for some context on what’s […]