Tag Archives: risk-off
Seven Days in May
The performance of S&P 500®-based factor indices in May 2022 was generally favorable. Most factors outperformed the S&P 500, with the league table dominated by value and dividend tilts. The overall results for the month, however, obscure the intra-month dynamics: between the end of April and May 19, the S&P 500 fell by 5.5%, compounding…
- Categories Equities, Factors, S&P 500 & DJIA
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