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Get the Latest U.S. Factor Returns Dive deep into factor performance in the U.S. market.
BY Tim Edwards

• Growth and Momentum have stood supreme this year, outperforming in both the first and second quarter of 2020 and finishing June with a positive return year-to-date.

• As spring turned to summer, however, every factor was overtaken by the rocket-like recovery in High Beta, which rode hopes for a rapid economic recovery to outsized gains in Q2.

• Although small- and mid-cap U.S. equities began to perform a little better more recently, the overall strength of the largest companies in 2020 has meant most S&P 500 factor indices continue to trail the benchmark year-to-date.

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