February 2025 Model Performance Report

1. US: The models over the US Large Cap universe struggled during the month. Many models had a negative performance. Over the US Small Cap universe, the Deep Value model had the strongest one month decile return spread performance, returning 8.21%. On the 12-month basis, the Deep Value model performed best at 54.00% while the performance of the Earnings Momentum model continued to lag.
2. Developed Europe: Over the Developed Europe universe, the Value Momentum model returned 6.66% on a one month decile return spread basis. On a 12-month basis, the Value Momentum model performed the best, at 32.26% cumulative.
3. Developed Pacific: Over the Developed Pacific universe, the Value Momentum model had the strongest one month decile return spread performance, returning 5.19%, while the Price Momentum model lagged. On the 12-month basis, the Deep Value model Within the Emerging Markets universe, the Value Momentum model returned 9.01% on one month quintile return spread basis.
4. Emerging Markets: Within the Emerging Markets universe, the Value Momentum model returned 9.01% on one month quintile return spread basis. The Deep Value model led over the one-year period, with returns at 20.44%.
5. Sector Rotation: The US Large Cap Sector Rotation model returned -4.00%. The Tech sector had a favorable ranking and the Non-Cyclicals sector had an unfavorable ranking. The US Small Cap Sector Rotation model struggled and earned a return of -3.00%. The Healthcare sector had a favorable ranking and the Basic Materials sector had an unfavorable ranking. The Developed Europe Sector Rotation model returned 4.60%. The Utilities sector had a favorable ranking and the Energy sector had an unfavorable ranking.
6. Specialty Models: The Retail model's one year cumulative performance was the highest at 34.8% while the Oil and Gas model's performance was the lowest at 1.3%. Within the specialty model library, the Insurance and the Retail models had the strongest one month quintile return spread performance returning 5.47% and 4.49%, respectively, while the Oil and Gas and the REIT 2 models saw weaker returns.

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This article was published by S&P Global Market Intelligence and not by S&P Global Ratings, which is a separately managed division of S&P Global.