Small Cap Value has never been more brutal


The amount of underperformance is unrivaled. Six month ago it was the first time since the 1940s that small cap value underperformed SP500 over a 20 year period.(perhaps even longer, but the chart I had doesnt go back that far). Since that six months, the underperformance has widened even further 25%.

The top 10 names in the sp500 have typically been ~19%, and was ~27% at the peak of various bubbles. Now, it sits at 37%.

All this when there are interest rate cut forecasts for this year and the following year, which tends to help small cap value outperform (with that said, I remember when rates were going to rise in like 2012. They stayed on the floor for a decade even though every analyst was predicting rises every step of the way, so you could absolutely find a scenario being stuck at higher rates for a long long time)


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