% of Large Cap Active Funds Outperforming Russell 1000 Benchmarks in May Best May in history for actively managed large-cap funds. But can active large-cap funds outperform benchmark over a full market cycle? Image: BofA US Equity & Quant Strategy
S&P 500 Valuation Dispersion of Forward P/E vs. Relative Performance of Russell 1000 Growth over Value Valuations dispersion remains at high levels and is 42% above its long-term median. Image: BofA US Equity & Quant Strategy
Small Cap Stocks – Relationship Between Relative Fwd P/E of Russell 2000 vs. Russell 1000 and Subsequent 10-Year Annualized Relative Returns Could small caps outperform large caps over the next 10 years? Image: BofA US Equity & Quant Strategy
Relative Performance – Nasdaq 100 vs. Russell 2000 Are small caps in trouble? Or has a new small-cap outperformance cycle begun? Image: BofA Global Research
Russell 1000 Equity Risk Premium – Value vs. Growth Value stocks have outperformed growth stocks year-to-date, and remain more attractive than growth stocks. Image: Morgan Stanley Wealth Management
Small-Cap Stocks – Russell 2000 vs. S&P 500 The rally in small-caps is under pressure. Is it time to buy the dip? Image: The Daily Shot
Small Caps Valuation – Russell 2000 “Fair Value” Is the massive outperformance of small caps coming to an end? Image: Morgan Stanley Research
Russell Value Relative to the S&P 500 Is this the most significant bottom for Value relative to the S&P 500? Image: BofA Global Research
Performance – Russell 2000 Relative to Nasdaq 100 vs. U.S. 10-Year Treasury Yield Will small-cap stocks continue to outperform large-cap growth stocks, if the U.S. 10-year Treasury yield continues to rise? Image: Lohman Econometrics
Russell 3000 Value/Growth Ratio – Price/Earnings Ratio Value stocks remain cheap relative to growth stocks, despite the recent strength in value stocks. Image: Morgan Stanley Wealth Management