US Small Caps: Sharpe at Multi-Year Highs — Macro Tailwinds or Complacency?
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Into year-end 2025, the Sharpe ratio of IWM (US small caps) hit multi-year highs.
Why? Quant Insight’s Risk Model helps unpack it:
Macro Share of Risk (MSR) for IWM hit multi-year highs in Apr’25, then fell to range lows by Jan’26 — a signal of dissipating macro fear translating into a tailwind for risk-adjusted returns.
Continue reading our analysis on the other headlines by downloading the PDF below
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