What’s the Best Factor for High Inflation Periods? — Part II

This second article offers a different look at high inflation periods, which we already analyzed in What’s the Best Factor for High Inflation Periods? — Part I. This second part looks at factor performance during two 10-year periods of high inflation. What’s our main takeaway? The best hedge for a high inflation period is the value or momentum factor. Other promising factors (energy sector, small-cap stocks, or long-run reversal) don’t perform as consistently as value and momentum.

https://quantpedia.com/whats-the-best-factor-for-high-inflation-periods-part-ii/