4 Comments
User's avatar
Finch's avatar

Do you share the ytd performance of this strategy anywhere?

Finch's avatar

Ugh sorry if I double posted, mobile app being dumb

Shane's avatar

Do you adjust your expected long run return for equities given valuations have expanded consistently over the recent years without mean reverting?

Prometheus Research's avatar

100% part of the process. We earnings yields and similar measures to get a sense of the long-term expected returns on stocks. Those move inversely to valuation, so as valuation rises, our long-term expectations fall