The Kailash Equity Duration Tool

A Critical New Metric to Estimate Risk & Return:

  • Kailash does not make macro forecasts but we are “macro aware” – inflation has never been more topical
  • Our piece reviewing the US’ last Great Inflation offers a quick preview of inflation’s impact on equities
  • The first two bars in the chart show that in periods when rates rise, Growth & Value show no meaningful separation
  • For a terrific paper on how duartion between growth and value is closer than assumed, this piece by GMO is superb
  • The last two bars in the chart show that the Kailash Duration tool successfully identifies which firms are likely to LOSE & WIN if rates rise

For allocators, portfolio managers and investors, the Kailash Duration Product is a valuable addition to your toolbox in understanding a risk factor that has arguably not been more relevant since 1969.  To learn more please read our latest paper on Equity Duration or contact us here.

 

 

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Disclaimer

The information, data, analyses and opinions presented herein (a) do not constitute investment advice, (b) are provided solely for informational purposes and therefore are not, individually or collectively, an offer to buy or sell a security, (c) are not warranted to be correct, complete or accurate, and (d) are subject to change without notice. Kailash Capital, LLC and its affiliates (collectively, “Kailash Capital”) shall not be responsible for any trading decisions, damages or other losses resulting from, or related to, the information, data, analyses or opinions or their use. The information herein may not be reproduced or retransmitted in any manner without the prior written consent of Kailash Capital. 

Kailash Capital, in preparing the information, data, analyses and opinions presented herein, has obtained data, statistics and information from sources it believes to be reliable. Kailash Capital, however, does not perform an audit or seeks independent verification of any of the data, statistics, and information it receives. 

Kailash Capital and its affiliates do not provide tax, legal or accounting advice. This material has been prepared for informational purposes only, and is not intended to provide, and should not be relied on for, tax, legal or accounting advice. You should consult your own tax, legal and accounting advisors before engaging in any transaction.