Index Research
Pure Factors
Factor & Style Index Report - 2023

Factor & Style Index Report - 2023

Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - 2023


Pure  Factor Returns: Value and Momentum Factors beat the benchmark in 2023

Low Beta - a risky bet?

35% outperformance of Growth vs Value Style in 2023. Large Cap beats Small Cap

Pure Value Factor return of 29.4% significantly outperforms Value Style return of 11.1% in 2023

Insights:  A deep dive into the impact of the 'Magnificent Seven' on factor investing, including Performance Attribution

Subscribe to Wilshire Index Announcements
Sign-up for notifications via email
Review all INDEX Notices
Business Type
Area of Interest

Thank you! Your submission has been received!

Oops! Something went wrong while submitting the form

By clicking “Accept All Cookies”, you agree to the storing of cookies on your device to enhance site navigation, analyze site usage, and assist in our marketing efforts. View our Privacy Policy for more information.