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Factor Olympics 1H 2026

And the winner is…

Nicolas Rabener
10 min read
5 Jul 2026

SUMMARY

  • Momentum was the best, and size was the worst-performing factor
  • Mixed returns for factor investing in 1H 2026
  • Relatively consistent returns between long-only and long-short factors

INTRODUCTION

We present the performance of well-known global equity factors for the first half of 2026 and over the last decade. We also include the growth factor, which, according to academic research, has generated negative long-term returns but is widely followed as an investment style.

METHODOLOGY

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