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Mar 06 2020
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Factor Performance During Sell-Off: Momentum Dominates

  • Mar 6, 2020

Momentum made up for a lackluster 2019 by providing protection during the volatile market correction, while Value continued to be punished. Momentum remains expensive relative to its long-term history, while Value remains cheap, but neither is outside levels seen in recent years.

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About The Author

Greg Swenson / Director of Equities

Greg Swenson Director of Equities

Greg is the Director of Equities at The Leuthold Group LLC. In addition to leading the team in evaluating investment opportunities, overseeing and managing risk, he is a Co-Portfolio Manager for Leuthold investment portfolios and an important contributor to the firm's research content.

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