- Each of our Momentum, Quality and Low Volatility factor indices based on the S&P Europe 350 outperformed in the third quarter. Momentum led the way.
- Meanwhile - due in part to its large overweight in a Financials sector battered by an end-of-quarter selloff in Italian banks - Enhanced Value lost ground.
- It was a mixed quarter for dividend-based strategies. Last quarter's standout performer, the S&P Europe 350 Dividend Aristocrats, came in at the top of the category again in Q3.
FTSE Mondo Visione Exchanges Index:
S&P Dow Jones Indices: S&P Europe 350 Factor Dashboard
Date 01/10/2018
