Quant Factor Results: Factor Charts by Theme

On this page you can view charts of returns for a Long/Short Market Neutral portfolio (Decile 1 - Decile 10) of each Value, Quality or Momentum factor for a specified date range.

You can also view a time series chart of one or more factor data series or view a selected factor's table of detailed historical data. For more information about the data and methodologies, please click here.