Factor & Style Index Report - Q3 2025

Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q3 2025

IN THIS REPORT

Pure Value leads the way with Low Beta seriously lagging the Cap weighted benchmark (page 3)

US Style Performance: Growth beats Value for large caps whilst the styles are on a par in small caps (page 5)

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

Value Style vs Pure Value: Pure Value significantly outperforms Value Style for large caps (page 7)

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‍Insights: Customizing Factor Indexes‍

Avoiding “one size fits all” in factor investing (page 8)

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