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Factor-Based US Equity Fact Sheet – 2024/01

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US Growth Equity 5-Year Annualized Returns by Decile (%)

US Growth Equity 20-Year Annualized Returns by Decile (%)

US Growth Equity 10-Year Annualized Returns by Decile (%)

Canadian HD Equity 10-Year Annualized Return by Decile (%)

Canadian HD Equity 5-Year Annualized Returns by Decile (%)

Canadian HD Equity 20-Year Annualized Returns by Decile (%)

Canadian Equity 20-Year Annualized Returns by Decile (%)

US Large Cap Equity 20-Year Annualized Returns by Decile (%)

International Equity 20-Year Annualized Returns by Decile (%)

Canadian Equity 5-Year Annualized Returns by Decile (%)

US Large Cap Equity 5-Year Annualized Returns by Decile (%)

International Equity 5-Year Annualized Returns by Decile (%)

Canadian Equity 10-Year Annualized Return by Decile (%)

US Large Cap Equity 10-Year Annualized Returns by Decile (%)

International Equity 10-Year Annualized Returns by Decile (%)

ENRS: Energy	HLTH: Health Care	Last: Last Price
MATR: Materials	FINL: Financials	Yield: Dividend Yield
INDU: Industrials	INFT: Technology	Q: Quality
COND: Discretionary	TELS: Telecom	V: Value
CONS: Staples	UTIL: Utilities	M: Momentum