S&T SELL

GS Laicini Prime HFs Update Quants Drawdown Amid Selloff in Momentum 19 Aug 2026

Aug 19, 20261 pages页

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GS Laicini - Prime HFs Update: Quants Drawdown Amid Selloff in Momentum 19 Aug 2026 Laicini · Goldman Sachs · Managing Director, FICC & Equities Wed 19 Aug 2026, 1:42pm ET

Today, August 19th as of 1pm EST, global momentum down 4.7 SD.

Systematic L/S managers down 1.4% (>3 SD on 3 years), worst day in more than 2 years. Losses spread across all regions with momentum alone contributing 60 bps to the underperformance. Still up 1.7% for the month.

Fundamental L/S managers down 0.7% but still up 0.8% for the month.

Source for all charts: Goldman Sachs FICC and Equities and Prime Services data as of August 19, 2026.

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