IN THIS REPORT
US Pure Single Factors: Pure Momentum strongly outperforms US Large Cap in Q2 (page 3)
Dissecting Pure Single Factors: Pure Quality, Size and Low Beta align strongly with their targeted premiums in Q2 (page 4)
US Style Performance: LC Growth pulls ahead LC Value whilst large caps outperform small caps in Q2 (page 5)
Growth vs Pure Quality: Q2 2025 Exposures & Attribution - Growth performance boosted by high beta exposure (page 6)
Value Style vs Pure Value: Q2 2025 Exposures & Attribution - Value Style performance depressed by low beta exposure (page 7)
Insights: Composite Factor Revisited
One year later, the same concerns remain... (page 8)
