JMF Capstone Wealth ManagementDiversification For The Long Term – JMF Capstone Wealth Management https://www.jmfcapstone.com An Alabama registered investment advisor Fri, 21 Nov 2025 19:30:19 +0000 en-US hourly 1 https://wordpress.org/?v=5.1.22 Diversification For The Long Term https://www.jmfcapstone.com/2016/12/05/diversification-long-term/ https://www.jmfcapstone.com/2016/12/05/diversification-long-term/#respond Mon, 05 Dec 2016 09:00:10 +0000 http://evolvemypractice.com/?p=3260 The table below, taken from the newly released book I co-authored with Andrew Berkin, “Your Complete Guide to Factor-Based Investing,” shows the annual premium and Sharpe ratio for the equity factors of market beta, size, value, momentum, profitability and quality. It also shows the odds that each premium will produce a negative return over various...

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]]> The table below, taken from the newly released book I co-authored with Andrew Berkin, “Your Complete Guide to Factor-Based Investing,” shows the annual premium and Sharpe ratio for the equity factors of market beta, size, value, momentum, profitability and quality. It also shows the odds that each premium will produce a negative return over various time horizons.

There are two important takeaways from this data, which covers the period 1927 through 2015. See if you can identify them:

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