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Global value and small cap returns 2009 - 2019

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{ 1 comment… add one }
  • 1 Madflier October 24, 2019, 6:54 pm

    So, you’ve nearly told the whole story.

    While you’ve got the graph set up, move the start date forward a month at a time, and see just how unreliable _any_ of these outperformance strategies are, and how much they rely on the exact initial conditions 😉

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