Applied Research

Giving a Boost to Value Performance - with a Little Factor Awareness (and Luck)

In a piece headlined “Hot-Stock Rally Tests the Patience of a Choosy Lot: Value Investors,” The Wall Street Journal on August 7 detailed the poor performance of Value funds and indices relative to their Growth counterparts. We thought it might be instructive to look at this issue through a risk and attribution lens, using the Russell 1000 Value and Russell 1000 Growth indices. 

Author: Melissa R. Brown, CFA, Managing Director, Applied Research


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