Year To Date Factor Performance

Quantitative factor performance versus S&P 500 Equal Weight benchmark. Top decile of S&P 500 by factor. (January 2011 to August 2011)

• Cash Back & Quality/Growth/GARP factors outperforming
• Risk underperformingNote

click for ginormous graphic

Source:
US Quantitative Strategy
BofA Merrill Lynch, September 2011

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