Brian
Jan 19, 2024
2023 Small Cap Factor Review
Value was the top performer in 2023 among the five key factors we watch. Medium-term momentum (MTM) was the worst performing factor and ...
Brian
Jan 4, 2024
Top Posts of 2023
Top ten posts that piqued our readers' interests More than half our most popular blog posts were focused on factor returns. Not...
Brian
Sep 14, 2023
Value Has A Pulse
In case you missed it, Value is peeping it’s head up from the depths of despair. We have written a couple times this year on Value’s unde...
Brian
Jul 20, 2023
Halftime Update
As of June 30th, Volatility’s positive spread ranks among the top four years going back to 2000. 2009 led all years with a 95% spread, ...
Brian
Mar 17, 2023
Banking Boondoggle
It was an interesting week in bank stocks, to put it mildly. When equity markets opened on Monday, traders were reacting to the news that...
Brian
Jan 20, 2023
Role Reversal
In our Factor Recap post last week, we noted the disparity between Value and Volatility returns over the course of 2022. The beginning of...
Brian
Jan 13, 2023
2022 Factor Recap
The large cap Russell 1000 declined 19% and the small cap Russell 2000 declined 20%. It's no surprise that 2022 was not a good year for ...
Brian
Dec 15, 2022
Top Posts of the Year
As the year comes to a close, we’d like to share some of the top blog posts from Jackson Creek this year. Thank you to all of our followers.
Brian
Nov 17, 2022
Short-term Reversal
Last week's STM spread ranks below the 1st percentile, meaning less than 1% of all weeks since 2000 have had lower STM spreads. There were..
Brian
Sep 22, 2022
It's Never the Right Time to Time the Market
We recently came across an old article referencing a Fidelity study that analyzed the performance of its client accounts. The surprising ...
Brian
Aug 11, 2022
Down Goes Value
In this Monday’s Weekly Factor Return blog, we indicated Value within the Russell 2000 experienced the biggest decline in our data history..
Brian
Jul 28, 2022
Big Momentum in Little Capitalization
Here, we will shed light on Momentum. Specifically, Medium-term momentum (MTM) within the Russell 2000. The current standard deviation of...
Brian
May 26, 2022
Flirting With Bears
Last week’s post laid out five things to remember during a bear market. At the time, the S&P 500 was down about 18%, just above the 20% ...
Brian
Mar 24, 2022
Asset Allocation
Whatever the percentage, asset allocation is a critical component of portfolio returns
“All good things must come to an end.” ...
Brian
Feb 10, 2022
Mike vs. Monte
"Everybody has a plan 'till they get punched in the mouth."
Mike Tyson’s cogent remark applies to financial planning as well. We all ...
Brian
Jan 27, 2022
Enduring Volatility
Market Volatility Should Not Ruin Your Financial Plan
Volatility is inherent in financial markets. Periods of relative calm ...