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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  (using 2019 as baseline - pre COVID):     
+
+

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

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