% | 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.