Index Research
Pure Factors
Factor & Style Index Report - Q1 2025

Factor & Style Index Report - Q1 2025

Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q1 2025

IN THIS  REPORT

All Pure factors outperform with Low Beta and Quality leading during market volatility (page 3)

Value crushes Growth for large caps and Value outperforms Growth for small caps (page 5)

Growth vs Quality Q1: Pure Quality outperforms Growth for large caps (page 6)

Value Style vs Value Q1:Value Style beats Pure Value for large caps (page 7)

Insights: Low Beta's return to relevance

The impact of Tariff uncertainty on index returns (page 8)

Factor & Style Index Report - Q1 2025
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