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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