Rankings

Canadian Equity 20-Year Annualized Returns by Decile (%)

Canadian HD Equity 20-Year Annualized Returns by Decile (%)

US Large Cap Equity 20-Year Annualized Returns by Decile (%)

US Growth Equity 20-Year Annualized Returns by Decile (%)

International Equity 20-Year Annualized Returns by Decile (%)

Each bar is a decile of the universe. Buy stocks ranked above 90. Sell stocks ranked below 70.

It must have delivered a premium (higher returns) within its universe.

The explanatory power of returns increases after each decile.

It performs across long periods of time, at least two full business cycles.

The relationship with the hypothesis is as linear/non-linear as possible.

There are logical or behavioral explanations for its premium.

It still makes sense after considering trading and implementation costs.

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