Momentum maintained its status as the strongest individual factor among the Optimal suite of factors for the third quarter of 2017. Optimal Portfolio Manager, Monty Joshi, highlights this in his Q3 Factor Model Report and added nuance to the traditional Small Cap vs Large Cap dichotomy.

“Size is often thought of in terms of the ‘Small Cap’ vs ‘Large Cap’ narrative, but a much less known fact is that there can be significant dispersion within the US Large Cap universe based on size as well.”

You can access the full report here. Reach out to our Client Specialist, Teun Lucas, with any questions.

Monty Joshi, CFA

Monty Joshi, CFA has an MBA from the Haas School, UC Berkeley and a BA (Econ) from the University of Chicago. He has served in various of investment-related roles such as risk manager with the Chicago Board of Trade, equity options trader with Hull Trading (now part of Goldman Sachs), long-short hedge fund manager, and pension consultant with AD Biller and Associates. Previously, he managed finance/operations for several start-up companies in Silicon Valley.