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<p>Our findings show that the factor/style index investing was an effective strategy over the last 30 years. The S&amp;P 400 Midcap Growth had the best absolute and risk-adjusted performance from 1995 to 2024, closely followed by the S&amp;P 400 Midcap Pure Growth, while the S&amp;P 400 Small-cap Value had the worst risk-adjusted performance. Will this relative performance persist over the next 30 years will largely depend on the prevailing macro environment during this period.</p>

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The factor/style index investing: Midcap growth has been the winner in 1995–2024

  • 期刊论文

  • 发表日期：

    2025年8月7日

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  • Damir Tokic,
  • Dave Jackson,
  • Karlo Tokic

摘要

Our findings show that the factor/style index investing was an effective strategy over the last 30 years. The S&P 400 Midcap Growth had the best absolute and risk-adjusted performance from 1995 to 2024, closely followed by the S&P 400 Midcap Pure Growth, while the S&P 400 Small-cap Value had the worst risk-adjusted performance. Will this relative performance persist over the next 30 years will largely depend on the prevailing macro environment during this period.