It's a good year for factors so far

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freyj6
Posts: 307
Joined: Thu Jun 19, 2014 2:09 am

It's a good year for factors so far

Post by freyj6 »

YTD

Market
VTI: 3.59%
VOO: 2.69%

SCV
AVUV: 11.95%
VIOV: 10.74%
VBR: 8.45%

Momentum
QMOM: 10.64%
VFMO: 8.11%
MTUM: 4.25%

Most of the edge is from small-cap, with a little extra from value and momentum.

:)

*edit* numbers from close on the 31st:

Market
VTI: 2.12%
VOO: 1.30%

SCV
AVUV: 10.91%
VIOV: 9.43%
VBR: 6.68%

Momentum
QMOM: 9.11%
VFMO: 6.91%
MTUM: 3.47%
Last edited by freyj6 on Tue Jan 12, 2021 7:56 pm, edited 1 time in total.
livesoft
Posts: 74457
Joined: Thu Mar 01, 2007 8:00 pm

Re: It's a good year for factors so far

Post by livesoft »

What are those numbers? They are NOT year-to-date total returns!
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HippoSir
Posts: 164
Joined: Tue Jul 03, 2018 2:56 pm

Re: It's a good year for factors so far

Post by HippoSir »

Source? Factors have done well but I'm having trouble matching them to what I see (I wanted to add multi-factor ones).
Topic Author
freyj6
Posts: 307
Joined: Thu Jun 19, 2014 2:09 am

Re: It's a good year for factors so far

Post by freyj6 »

Guess I should have started from close on the 31st. These are from close on the 4th (the first trading day of the year).

Numbers are about 1.5% lower for everything starting from close on the 31st.
Last edited by freyj6 on Tue Jan 12, 2021 7:52 pm, edited 1 time in total.
Topic Author
freyj6
Posts: 307
Joined: Thu Jun 19, 2014 2:09 am

Re: It's a good year for factors so far

Post by freyj6 »

HippoSir wrote: Tue Jan 12, 2021 7:48 pm Source? Factors have done well but I'm having trouble matching them to what I see (I wanted to add multi-factor ones).
https://www.stockcharts.com/freecharts/ ... V,VIOV,VBR
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