Factor & Style Index Report - Q4 2024

Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q4 2024

IN THIS REPORT

Pure Momentum edges ahead of US Large Cap whilst other pure factor indexes underperform in Q4 (page 3)

Growth outperforms Value for large caps, while large caps beat small caps in Q4 (page 5)

2024: Growth boosted by untargeted factors relative to Pure Quality (page 6)

Style dragged down by untargeted factors relative to Pure Value in 2024 (page 7)

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‍Insights: How have various types of Alternative Weighted indexes performed in 2024?

A look at widely diverging outcomes... (page 8)

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