2024 Factor Review - A Year of Market Shifts and Opportunities

This year saw US equities achieve back-to-back rallies - last seen in 1998-1999 - fueled by durable economic strength, AI-driven tech booms, and a resilient services sector. Factor strategies adapted to divergence, with quality and growth thriving while value and size underperformed.

Momentum strategies delivered standout performance, while defensive sectors like Utilities gained ground amid shifting investor preferences. Volatility strategies and currency carry models also navigated geopolitical shocks and regional rate disparities effectively.

As markets evolve, these shifts highlight the growing opportunities for systematic strategies in a complex landscape.

In the chart above we display factor performance based on segment size, indicating positive returns in blue and negative returns in red.

factor performance based on segment size, indicating positive returns in blue and negative returns in red

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