This is a BETA version - Email or Tweet with questions/comments

Assumptions

Set your economic assumptions for the future to determine expected returns for each asset class.

Investment time horizon (years):        
S&P 500 annual earnings % growth      
+
+

Reversion: assumes over/under performers last 12 months revert back towards S&P500 performance.
Momentum: assumes over/under performers last 12 months continue to trend away from S&P500 performance.

US 10yr Treasury Yield:      
+
Risk Index (Higher -> more investor fear, 0 -> average):     
+

Adjust the following sub-assumptions to override headline Risk assumption

Equity Risk Premium
High Yield Credit Spreads
Inflation Expectations:     
+
Portfolio Concentration: (max asset class position: 40% - 100%)    

Output

The results!

Click an ETF!

Save your assumptions

Click on a saved scenario to load it into the model

Want to save your scenarios?


OR

    Register for premium

  • Save unlimited scenarios
  • Access our founder's live portfolio (and recieve notifications when it changes)
  • Quickly identify cheap stocks within etfs
  • Request new features that you want!

    • In return we hope that you'll hop on the phone with us for 15 minutes (max) to tell us about anything you want added to MacroFade!