Chart o’ the Day: Factor Performance By Year Quilt

You may click to embiggen this awesome graphic from Charles Schwab via John Lunt via ETF Trends:

factor-quilt

Josh here – it was a good year for value and a great year for high beta. Low volatility, the darling of the first half (according to fund flow data), has underperformed substantially. With any scheme to overload on specific factors, one of the key concepts is to be honest with oneself about the fact that they go in and out of favor just like sectors, industries and other categorizations of stocks.

No silver bullet, my friends.

Source:

Low Volatility is Not a Buy and Hold Strategy (ETF Trends)

This content, which contains security-related opinions and/or information, is provided for informational purposes only and should not be relied upon in any manner as professional advice, or an endorsement of any practices, products or services. There can be no guarantees or assurances that the views expressed here will be applicable for any particular facts or circumstances, and should not be relied upon in any manner. You should consult your own advisers as to legal, business, tax, and other related matters concerning any investment.

The commentary in this “post” (including any related blog, podcasts, videos, and social media) reflects the personal opinions, viewpoints, and analyses of the Ritholtz Wealth Management employees providing such comments, and should not be regarded the views of Ritholtz Wealth Management LLC. or its respective affiliates or as a description of advisory services provided by Ritholtz Wealth Management or performance returns of any Ritholtz Wealth Management Investments client.

References to any securities or digital assets, or performance data, are for illustrative purposes only and do not constitute an investment recommendation or offer to provide investment advisory services. Charts and graphs provided within are for informational purposes solely and should not be relied upon when making any investment decision. Past performance is not indicative of future results. The content speaks only as of the date indicated. Any projections, estimates, forecasts, targets, prospects, and/or opinions expressed in these materials are subject to change without notice and may differ or be contrary to opinions expressed by others.

Wealthcast Media, an affiliate of Ritholtz Wealth Management, receives payment from various entities for advertisements in affiliated podcasts, blogs and emails. Inclusion of such advertisements does not constitute or imply endorsement, sponsorship or recommendation thereof, or any affiliation therewith, by the Content Creator or by Ritholtz Wealth Management or any of its employees. Investments in securities involve the risk of loss. For additional advertisement disclaimers see here: https://www.ritholtzwealth.com/advertising-disclaimers

Please see disclosures here.

What's been said:

Discussions found on the web
  1. immediate edge bitcoin commented on Oct 03

    … [Trackback]

    […] Find More here on that Topic: thereformedbroker.com/2016/12/11/chart-o-the-day-factor-performance-by-year-quilt/ […]

  2. Houston Energy Rates commented on Nov 18

    … [Trackback]

    […] Information on that Topic: thereformedbroker.com/2016/12/11/chart-o-the-day-factor-performance-by-year-quilt/ […]

  3. home work commented on Nov 23

    … [Trackback]

    […] Read More Information here on that Topic: thereformedbroker.com/2016/12/11/chart-o-the-day-factor-performance-by-year-quilt/ […]

  4. Automated Regression testing commented on Dec 02

    … [Trackback]

    […] Here you will find 70563 additional Info on that Topic: thereformedbroker.com/2016/12/11/chart-o-the-day-factor-performance-by-year-quilt/ […]

  5. Cheap Zolpidem Ambien 10mg commented on Dec 10

    … [Trackback]

    […] There you can find 10884 more Information on that Topic: thereformedbroker.com/2016/12/11/chart-o-the-day-factor-performance-by-year-quilt/ […]

  6. 안전놀이터 commented on Dec 12

    … [Trackback]

    […] Read More on that Topic: thereformedbroker.com/2016/12/11/chart-o-the-day-factor-performance-by-year-quilt/ […]