[split] What is a realistic return on value investing?

[moneyandco]

These are monthly volatilty numbers over either 5 years (60mth) or incep (102mth) period.

Monthly volatility means your vol would be pretty low compared to daily. Any reason why you choose 60 or 102? Just curious how you come to this number or just arbitrary? Thanks

I know this is probably a little counter intuitive to most intrinsic value approaches, but yea I've thought through that on a philosophical and implementation level and feel it's the best approach for me.

Yea know yourself is good.

Hi specuvestor,

Yes monthly observations do yield lower annual volatilities most of the time though it is not always the case.

For me the absolute volatility of the porftfolio is not of importance. As I am using it mainly to benchmark against various groups, as long as the measurement basis is consistent I am fine.

As for why it is monthly, the reason is mostly practicality in administration. I do not have a Bloomberg terminal or any live financial platforms that allow me to easily take measurements of the entire portfolio on a daily basis and doing it manually is just too much trouble and of little value.