None of the factors consistently generated positive performance during recent market crashes However, almost any factor exposure would have increased the risk - return ratio of an equity - centric portfolio Low Volatility and Mean - Reversion would have been most beneficial, Momentum least INTRODUCTION A (quantocracy.com)
Unless you've been living under a rock, the above scenario and language used to describe it, sound frighteningly familiar to what precipitated the most recent market crash... (triplepundit.com)
Look how well that worked for people with the recent market crash. (biggerpockets.com)