Index Research
Pure Factors
Factor & Style Index Report - Q4 2025

Factor & Style Index Report - Q4 2025

Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q4 2025

IN THIS  REPORT

Pure Value and Pure Momentum move in opposite directions relative to the benchmark (page 3)

Growth beats Value for large caps whilst the opposite holds in small caps (page 5)

Growth outperforms Pure Qualityfor large caps (page 6)

Pure Value significantly outperformsValue Style for large caps (page 7)


Insights: 2025 Alternative Weighted Index Performance

In-depth performance and attribution for 2025

Factor & Style Index Report - Q4 2025
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