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Fundamentals: The Style Roulette-continued

The first half of 2010 has been a roller coaster ride in global equity markets. The S&P 500 Index and MSCI All Country World Index posted gains of 5.4% and 3.2%, respectively, in the first quarter. But, as we’ve been suggesting for some months, the consequences of a global addiction to debt-financed consumption—sovereign, corporate, and household—started to take their toll in the second quarter, with the S&P 500 declining 11.4% and the MSCI All Country World falling 12.0% in U.S. dollar terms. Adding to this ride, value and growth styles have been flip-flopping in past years. If the current narrow value outperformance experienced in the first half of the year holds, 2010 will mark the fifth straight calendar year in which style leadership has shifted between growth and value.

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Source: Research Affilates, LLC.