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Equities Monthly Report

US High-Quality Strategy: BCA Score Outperforms In Low Vol Month

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In a relatively uneventful month, given the action-packed start to 2023, the BCA Score L/S performed well as the outperformance of Safety and Technicals overpowered the underperformance of Value and Size. With this in mind, the USHQ SMID cap portfolio was able to beat its benchmark, however the USHQ Large Cap portfolio low beta tilt in tech held it back and it missed on its benchmark.

BCA Research | Equities

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