팩터별 퍼포먼스 Apr2020
% 모멘텀 밸류 퀄리티 QV S&P 500 2019Dec 0.16% 3.77% 2.71% 3.39% 3.45% 2020Jan 4.84% -3.42% 3.44% -3.17% -0.99% 2020Feb -6.69% -10.87% -5.67% -13.6% -8.4% 2020Mar -16.66% -23.13% -10.84% -5.83% -12.52% 2020Apr 16.29% 17.58% 20% 13.52% 17.8% 2020 5월부터 변경사항 Drifting Weight -> Fixed Weight QMR(Quality+Momentum+ROC) 미국과 글로벌 추가 예정.
