Research

AlphaRank Factor Performance—December 2019

By January 9, 2020 No Comments

January 9, 2020 – December brought a broad-based “Santa Claus rally” to stocks, with none benefiting more from the positive sentiment and the reversal of tax-loss selling than the low-quality “junk” stocks that make up our short portfolios.All factors suffered from the substantial rally in bottom-decile ranked stocks, leading to poor performance for multi-factor portfolios in Canada and the U.S. for the month.

AlphaRank Factor Performance represents the daily historical performance of Accelerate’s proprietary model factor portfolios for the previous month.

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