Another interesting set of graphics via Northern Trust; this one looks at factor performance by calendar year. The 2nd chart is quite intriguing:
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This is very intriguing:
Source: Northern Trust
Factor Performance by Calendar Year & Cycle Length
Another interesting set of graphics via Northern Trust; this one looks at factor performance by calendar year. The 2nd chart is quite intriguing:
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This is very intriguing:
Source: Northern Trust