[{"display":"Tim Edwards","title":"Managing Director, Index Investment Strategy","image":"\/wp-content\/authors\/timothy_edwards-535.jpg","url":"https:\/\/or.indexologyblog.com\/author\/timothy_edwards\/"},{"display":"Hamish Preston","title":"Head of U.S. Equities","image":"\/wp-content\/authors\/hamish_preston-512.jpg","url":"https:\/\/or.indexologyblog.com\/author\/hamish_preston\/"},{"display":"Anu Ganti","title":"U.S. Head of Index Investment Strategy","image":"\/wp-content\/authors\/anu_ganti-505.jpg","url":"https:\/\/or.indexologyblog.com\/author\/anu_ganti\/"},{"display":"Fiona Boal","title":"Managing Director, Global Head of Equities","image":"\/wp-content\/authors\/fiona_boal-317.jpg","url":"https:\/\/or.indexologyblog.com\/author\/fiona_boal\/"},{"display":"Phillip Brzenk","title":"Managing Director, Global Head of Multi-Asset Indices","image":"\/wp-content\/authors\/phillip_brzenk-325.jpg","url":"https:\/\/or.indexologyblog.com\/author\/phillip_brzenk\/"},{"display":"Wenli Bill Hao","title":"Director, Factors and Dividends Indices, Product Management and Development","image":"\/wp-content\/authors\/bill_hao-351.jpg","url":"https:\/\/or.indexologyblog.com\/author\/bill_hao\/"},{"display":"Howard Silverblatt","title":"Senior Index Analyst, Product Management","image":"\/wp-content\/authors\/howard_silverblatt-197.jpg","url":"https:\/\/or.indexologyblog.com\/author\/howard_silverblatt\/"},{"display":"Michael Orzano","title":"Head of Global Exchanges Product Management","image":"\/wp-content\/authors\/Mike.Orzano-231.jpg","url":"https:\/\/or.indexologyblog.com\/author\/mike-orzano\/"},{"display":"John Welling","title":"Senior Director, Head of Global Equity Indices","image":"\/wp-content\/authors\/john_welling-246.jpg","url":"https:\/\/or.indexologyblog.com\/author\/john_welling\/"},{"display":"Maria Sanchez","title":"Director, Sustainability Index Product Management, U.S. Equity Indices","image":"\/wp-content\/authors\/maria_sanchez-527.jpg","url":"https:\/\/or.indexologyblog.com\/author\/maria_sanchez\/"},{"display":"Shaun Wurzbach","title":"Managing Director, Head of Commercial Group (North America)","image":"\/wp-content\/authors\/shaun_wurzbach-200.jpg","url":"https:\/\/or.indexologyblog.com\/author\/shaun_wurzbach\/"},{"display":"Silvia Kitchener","title":"Director, Global Equity Indices, Latin America","image":"\/wp-content\/authors\/silvia_kitchener-522.jpg","url":"https:\/\/or.indexologyblog.com\/author\/silvia_kitchener\/"},{"display":"Akash Jain","title":"Director, Global Research & Design","image":"\/wp-content\/authors\/akash_jain-348.jpg","url":"https:\/\/or.indexologyblog.com\/author\/akash_jain\/"},{"display":"Ved Malla","title":"Associate Director, Client Coverage","image":"\/wp-content\/authors\/ved_malla-347.jpg","url":"https:\/\/or.indexologyblog.com\/author\/ved_malla\/"},{"display":"Brian Luke","title":"Senior Director, Head of Commodities, Real & Digital Assets","image":"\/wp-content\/authors\/brian.luke-509.jpg","url":"https:\/\/or.indexologyblog.com\/author\/brian-luke\/"},{"display":"Rupert Watts","title":"Head of Factors and Dividends","image":"\/wp-content\/authors\/rupert_watts-366.jpg","url":"https:\/\/or.indexologyblog.com\/author\/rupert_watts\/"},{"display":"Jason Giordano","title":"Director, Fixed Income, Product Management","image":"\/wp-content\/authors\/jason_giordano-378.jpg","url":"https:\/\/or.indexologyblog.com\/author\/jason_giordano\/"},{"display":"Sherifa Issifu","title":"Senior Analyst, U.S. Equity Indices","image":"\/wp-content\/authors\/sherifa_issifu-518.jpg","url":"https:\/\/or.indexologyblog.com\/author\/sherifa_issifu\/"},{"display":"Qing Li","title":"Director, Global Research & Design","image":"\/wp-content\/authors\/qing_li-190.jpg","url":"https:\/\/or.indexologyblog.com\/author\/qing_li\/"},{"display":"George Valantasis","title":"Associate Director, Factors and Dividends","image":"\/wp-content\/authors\/george-valantasis-453.jpg","url":"https:\/\/or.indexologyblog.com\/author\/george-valantasis\/"},{"display":"Sean Freer","title":"Director, Global Equity Indices","image":"\/wp-content\/authors\/sean_freer-536.jpg","url":"https:\/\/or.indexologyblog.com\/author\/sean_freer\/"},{"display":"Glenn Doody","title":"Vice President, Product Management, Technology Innovation and Specialty Products","image":"\/wp-content\/authors\/glenn_doody-517.jpg","url":"https:\/\/or.indexologyblog.com\/author\/glenn_doody\/"},{"display":"Liyu Zeng","title":"Director, Global Research & Design","image":"\/wp-content\/authors\/liyu_zeng-252.png","url":"https:\/\/or.indexologyblog.com\/author\/liyu_zeng\/"},{"display":"Priscilla Luk","title":"Managing Director, Global Research & Design, APAC","image":"\/wp-content\/authors\/priscilla_luk-228.jpg","url":"https:\/\/or.indexologyblog.com\/author\/priscilla_luk\/"},{"display":"Benedek V\u00f6r\u00f6s","title":"Director, Index Investment Strategy","image":"\/wp-content\/authors\/benedek_voros-440.jpg","url":"https:\/\/or.indexologyblog.com\/author\/benedek_voros\/"},{"display":"Cristopher Anguiano","title":"Senior Analyst, U.S. Equity Indices","image":"\/wp-content\/authors\/cristopher_anguiano-506.jpg","url":"https:\/\/or.indexologyblog.com\/author\/cristopher_anguiano\/"},{"display":"Barbara Velado","title":"Senior Analyst, Research & Design, Sustainability Indices","image":"\/wp-content\/authors\/barbara_velado-413.jpg","url":"https:\/\/or.indexologyblog.com\/author\/barbara_velado\/"},{"display":"Maya Beyhan","title":"Senior Director, ESG Specialist, Index Investment Strategy","image":"\/wp-content\/authors\/maya.beyhan-480.jpg","url":"https:\/\/or.indexologyblog.com\/author\/maya-beyhan\/"},{"display":"Michael Mell","title":"Global Head of Custom Indices","image":"\/wp-content\/authors\/michael_mell-362.jpg","url":"https:\/\/or.indexologyblog.com\/author\/michael_mell\/"},{"display":"Fei Wang","title":"Senior Analyst, U.S. Equity Indices","image":"\/wp-content\/authors\/fei_wang-443.jpg","url":"https:\/\/or.indexologyblog.com\/author\/fei_wang\/"},{"display":"Andrew Innes","title":"Head of Global Research & Design","image":"\/wp-content\/authors\/andrew_innes-189.jpg","url":"https:\/\/or.indexologyblog.com\/author\/andrew_innes\/"},{"display":"Jason Ye","title":"Director, Factors and Thematics Indices","image":"\/wp-content\/authors\/Jason%20Ye-448.jpg","url":"https:\/\/or.indexologyblog.com\/author\/jason-ye\/"},{"display":"Joseph Nelesen","title":"Head of Specialists, Index Investment Strategy","image":"\/wp-content\/authors\/joseph_nelesen-452.jpg","url":"https:\/\/or.indexologyblog.com\/author\/joseph_nelesen\/"},{"display":"Rachel Du","title":"Senior Analyst, Global Research & Design","image":"\/wp-content\/authors\/rachel_du-365.jpg","url":"https:\/\/or.indexologyblog.com\/author\/rachel_du\/"},{"display":"Izzy Wang","title":"Senior Analyst, Factors and Dividends","image":"\/wp-content\/authors\/izzy.wang-326.jpg","url":"https:\/\/or.indexologyblog.com\/author\/izzy-wang\/"},{"display":"Eduardo Olazabal","title":"Associate Director, Global Exchange Indices","image":"\/wp-content\/authors\/eduardo_olazabal-451.jpg","url":"https:\/\/or.indexologyblog.com\/author\/eduardo_olazabal\/"},{"display":"Srineel Jalagani","title":"Senior Director, Thematic Indices","image":"\/wp-content\/authors\/srineel_jalagani-446.jpg","url":"https:\/\/or.indexologyblog.com\/author\/srineel_jalagani\/"},{"display":"Jaspreet Duhra","title":"Managing Director, Global Head of Sustainability Indices","image":"\/wp-content\/authors\/jaspreet_duhra-504.jpg","url":"https:\/\/or.indexologyblog.com\/author\/jaspreet_duhra\/"},{"display":"Daniel Perrone","title":"Former Director and Head of Operations, ESG Indices","image":"\/wp-content\/authors\/daniel_perrone-387.jpg","url":"https:\/\/or.indexologyblog.com\/author\/daniel_perrone\/"},{"display":"Ari Rajendra","title":"Senior Director, Head of Thematic Indices","image":"\/wp-content\/authors\/Ari.Rajendra-524.jpg","url":"https:\/\/or.indexologyblog.com\/author\/ari-rajendra\/"},{"display":"Elizabeth Bebb","title":"Director, Factor & Dividend Indices","image":"\/wp-content\/authors\/elizabeth_bebb-511.jpg","url":"https:\/\/or.indexologyblog.com\/author\/elizabeth_bebb\/"},{"display":"Louis Bellucci","title":"Senior Director, Index Governance","image":"\/wp-content\/authors\/louis_bellucci-377.jpg","url":"https:\/\/or.indexologyblog.com\/author\/louis_bellucci\/"},{"display":"Margaret Dorn","title":"Senior Director, Head of ESG Indices, North America","image":"\/wp-content\/authors\/margaret.dorn-390.jpg","url":"https:\/\/or.indexologyblog.com\/author\/margaret-dorn\/"},{"display":"Narottama Bowden","title":"Director, Sustainability Indices Product Management","image":"\/wp-content\/authors\/narottama_bowden-331.jpg","url":"https:\/\/or.indexologyblog.com\/author\/narottama_bowden\/"},{"display":"Sue Lee","title":"Director and APAC Head of Index Investment Strategy","image":"\/wp-content\/authors\/sue_lee-531.png","url":"https:\/\/or.indexologyblog.com\/author\/sue_lee\/"}]
Those who implement style investing will have noticed a recent reversal of fortunes for the value approach following a long spell of underperformance. Since the inception of the S&P/ASX 200 Growth and S&P/ASX 200 Value in 2017, the back-tested approach has seen growth top value in 12 out of the past 17 calendar years. However,…
In our paper, How Smart Beta Strategies Work in the Australian Market, our studies indicated that most factor indices in Australia exhibited distinct return characteristics during up and down markets. Indeed, different factor indices also displayed unique style and industry factor exposures, resulting in factor index performance differentials over the long term. In this blog,…
