Author: Sarah Abernathy

Sarah Abernathy, CFA, CAIA, has spent her career assisting RIA, bank, and broker dealer home office clients and their advisors with money manager research, due diligence, and selection, as well as advising on asset allocation, capital market assumptions, and tax optimization. Sarah holds a bachelor’s degree with dual majors in Finance and Economics, and a minor in Spanish, from the University of Northern Iowa, and a Master of Business Administration degree from the University of Iowa. She has earned the CFA and CAIA charters, and is a member of the CFA Institute, the CFA Society of Iowa, and the CAIA Association.
Industry Insights/Investment/PMC

Relative performance across U.S. factors was narrower Q2 2023

Rewarded risk factors are recognized as a fundamental component of equity returns. Envestnet | PMC believes that the most robust among the studied risk factors are value, momentum, quality, low volatility, and size. Like all return components, factors are cyclical in nature. Below, we take a look at the performance of these factors in the current market environment.

PMC

Envestnet | PMC Focus on Factors: Q3 2021

Rewarded risk factors are recognized as a fundamental component of equity returns. Envestnet | PMC believes that the most robust among the studied risk factors are value, momentum, quality, low volatility, and size...