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08/31/2026

Note Précis August 31,2026 - FICCs in Dynamic 3-D Venn, Equities Not Immune. Especially now, around Labour/Labor Day is a time of reflection, not bombast. For family businesses, it is said that the third generation often fritters away the painful gains of their predecessors. Post World War II, wars and trade tension were not eliminated but tension was managed and people to people cooperation was made to work from trade to finance. Much is now in flux. Just among the G-7 now, new leadership is present or imminent in Japan, Germany, France, Britain, and Canada. Within emergent Asian heft, China has credit pressures and in India, lie youth aspiration pressures. In the U.S. is imminent, a pivotal, election in November 2026. Geopolitical war tensions rage from eastern Europe to west Asia. They underscore how quickly modern wars use up lives and materiel. Meanwhile, G20 finance minister and separately, Shanghai Cooperation Organization (SCO) leadership meetings reflect heightened uncertainties, not least for currency markets.
In geoeconomics lies newish utilization as sanctions seem expanded down to curbing the use of the U.S. Dollar, with unknown impact for on long- term trade linkages. Broad trade logistics are under threat. Despite a goods and services surplus (even more so if energy were excluded), the U.S. seems aggrieved enough to lash out on long time trade partner Canada and have now been triggering counter tariffs. From within the G-7 to stronger growth China and India to many countries, more aggressive U.S. currency tactics loom. Traditionally reflecting ambient central bank considerations are Jackson Hole symposiums. Into August 2026, not just the Federal Reserve but also many central banks (advanced and emerging) have been clear. Curbing inflation and reducing it to 2% has become a priority. Markets appear tardy in recognizing that no longer prioritized are quantitative tactics. More will be seen in the October 2026 IMF/World Bank Annual Meetings. Administered rates are part of the tool kit. In a combination of response to sanctions, wars and less monetary confidence, gold bullion as a reserve is being recorded by central banks but also by individuals. In Asset Mix, precious metals have a diversification role.

For both Equities and Fixed Income, diversification is a salient requirement and momentum is less so. With stubborn inflation amid energy and trade pressures, as alluded to by central banks and potential 250 basis-point risk premiums, benchmark U.S. Treasury bond yields above 5% represent a new band, not an anomaly.
In the potential for currency instability and fixed income rates irregularly higher lies a less conducive and more volatile environment. For carry trade for instance, we would not expect Swiss Franc instruments to fully be able to replace the role of Yen instruments that had central bank engineered suppression. Erstwhile market favorites of leveraged holdings, private credit and Information Technology credit issues are showing the liquidity stresses that presages volatility. In Fixed Income, as markets react to central bank emphasis on inflation control and not liquidity assuagement, relatively concurrent movements are likely to be led by sovereign issues and favor diversified shorter duration.
As benchmark, the S&P 500 P/E ratio of 24x trailing and 21x anticipated earnings has continued the fully pricing in of aspirational earnings potential. A sectoral equity role has been dominant over geography. Howsoever, it also has meant limited risk premiums compared to 10-year U.S. Treasury note yields. While momentum has returned to the equity markets, mix, also lies potential from the FICCs for acute Equity volatility. We would opt for diversification in growth by balancing Information Technology with Healthcare as seen with mRNA; favoring Industrials over consumer areas facing affordability angst; treating Energy and Materials as crucial; and the strong banks as being mission critical with leveraged financials as being of risk.

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E.o.e. For disclosures and more depth please go to

07/31/2026

Note Précis Jul. 31, 2026: Q3/2026 - Growth Needs Value, Valuation - Through 2026 to date, capital markets have had the verve of momentum. We see twitchy behavior not as deserving of applause but indeed as being of risk. However capital markets also appear to be treating as multiple proceedings to be requiring intensely volatile response. Salient exceptions are volatility in IPOs in Asia and the U.S. as are several hundred point movements in one direction in the DJIA only to be reversed the next day. Over time, growth needs a base of value and of valuation.

In geopolitics, from eastern Europe to Asia stresses therein appear expanding from the Black Sea to the Red Sea to the Persian Gulf and even absent hot war, in the south China Seas. In domestic politics into 2027, various interregional and intra country non-linear challenges loom. Even post November 2026 seat distribution change in the U.S. Congress could make trade talks fraught for many, not least Mexico and Canada. European country politics are fragile. For different reasons, China and Japan face credit issues. Concurrently, public deficits are high and unaddressed succinctly while liquidity constraints remain potent possibilities. The vulnerabilities for are likely being underestimated in momentum in equities but also fixed income.

Central bank monetary policy for close to a quarter century, has appeared fixated on acting post-crisis, not pre-emption. Including the U,S, FOMC of July 29, 2026, change is indicated towards balance. The spectrum worldwide of policy stances has evolved into signalling watchfulness, especially about inflation targets still being 2% annually. From organizations like the BIS, IMF, and OECD continue musings about the imperative for deficit management with measured exit being necessary from quantitative ease, including tools like administered interest rate increases, reserve requirements, and the like.

From geopolitics or myriad country domestic stresses accompanying obfuscating fiscal and monetary stances, we see reasons for revived volatility in currency markets. Precious metals have a role in asset mix. Diversification is called for, including more balance between growth and value for Fixed Income and not just in Equity Mix.

As benchmark hurdles, long U.S. Treasury yields from 10 Year Notes and 30-year Treasury Bonds are already testing 4½ - 5%, with potential for more. Already, liquidity in private markets has proven to be less than expected by participants. In Fixed Income, we would favor shorter duration including cash while espousing diversification via quality sovereign and corporate issues.

Elevated equity valuation implicitly has challenging assumptions about sustaining long-term earnings growth. Momentum favorites of Information Technology new equity issuance have turned volatile. During momentum versus value and valuation reset, equity geographical dispersion may be less than helpful. Sector diversification is likely to be more appropriate. Hence, we have capped Information Technology at 25% of equity mix to include Healthcare for balance Financials of the strongest bank variety and broadly defined Industrials (including Energy and Materials) are favored rather than the last cycle that favored broadly defined consumers segments or Utilities as defensive value.

06/19/2026

Note Précis June 19, 2026 – Authorities' Clarity of Purpose Wobble Risk. In asset mix, there seems a role for precious metals as a category. Especially were monetary and fiscal policy divergencies to expand, currency volatility as a threat, Recent data would underscore that central banks have been boosting gold reserves while and arguably as hedge, personal increases appear including in the key market of India. We favor keeping duration short in fixed income portion of portfolios. There appears little risk premium spread over risen sovereign bond yields, especially U.S. long Treasury yields around 4 ½-5%. Equities have reverted to tiny coterie momentum and being acquiescent to high multiples. Short run in new technologies, the likes of 20-25% annual earnings growth may be feasible. In perpetuity, doubling of such every three to four years seems a tall order. We would favor equity sector diversification to dominate over geographical selection, with much the same likely in Fixed Income amid high budget deficits elevating illiquidity risk.
Compared to several years ago and to be tested, a spectrum of central bank policy ranges from deflation fears driving policy in China to cushioning exit in Japan to a range of wobbly interest change and quantitative tightening stances elsewhere. The FOMC Statement of June 17, 2026, left Fed Funds rates unchanged at 3.50%, unveiled five areas to be assessed but emphasized constraining inflation back into 2 %. Many organizations have been projecting annual GDP global growth in the 2 ½- 3% range, buoyed by China and India but with much less elsewhere. Revenue and input costs fragility remain potent country and company challenges, worldwide. Success of the U.S./Iran Memorandum of Understand depends on implementation rigor. The vicious Ukraine/Russia is still without even a ceasefire. Global logistics will take time to be untangled as will firm trade agreements, whether bilateral or regionally broad.
Diversification is called for.
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05/16/2026

Note Précis May 16,2026 : Markets Tryst with Fulsome Valuation - The first half of a second quarter is one of reassessment, none more so than in 2026. Bilateralism has increased facets within political economies previously widely seen as irrelevant. Amid vicious wars and logistic fracture including for energy, the May14/15 2026 U.S./China Beijing summit delivered little superpower clarity. The couronne Delhi BRICS Foreign Ministers meet did not deliver cohesion. Of contrast is the chess like mindset across Asia for millennia as opposed to a poker like penchant for instantaneous bilateral delivery. The issues of logistics have exposed stresses for years, back in this cycle to the Suez blockage of 2021 and now existent in the rival blockages of the Strait of Hormuz. Even instantaneous political settlement would require months and even years of rationalization in shipping and delivery.

Affordability looms in potent fragility from advanced to emerging countries. Present crude oil prices with about $100/Bbl. WTI being sticky would likely mean global GDP annual growth closer to 1½% and recession for many. Notwithstanding capital market complacency, much seems de-minimis evolving. From currencies to fixed income yield stability to equity valuation, it makes fulsome consensus expectations fragile. We expect gold and precious metals to have a role in Asset Mix. Unlike consensus of central bank accommodative acquiescence favoring momentum, we favor selectivity on quality and diversification. As in the 1970s/80s and again in 2006s/08, extreme leverage and momentum likely have elevated risks.

For central banks, not only salient are the massive policy misjudgments of the 1970s that had to be rectified by massive interest rate premiums in the 1980s. Equally relevant now is a mopping up of the post 2012 massive quantitative ease. The central banks have been clear about being data dependent. Potent is inflation for monetary policy worldwide and U.S. PCE in April 2026 was at 6% (4.4% core) year over year with CPI at 3.8% (2.8% core). Saliently, the Reserve Bank of Australia has on May 5,2026, thrice raised rates. Recently, central banks like the Bank of Canada, the Bank of England, the Bank of Japan, the European Central Bank, the Reserve Bank of India, the People’s Bank of China as well as the U.S. Federal Reserve have released assessments. Federal Reserve balance sheets need trimming and U.S. Fed Funds rates likely require increases by 25 basis points in Q4/2026, conveniently after the mid- term elections of November 2026.

In past cycles, massive deficits were of concern and are currently so for institutions like the IMF and BIS. Government fiscal flexibilities are now limited but defense spending is being added onto rather than being redistributed within public spending across advanced and emerging countries. Fixed income yields bottomed in late 2020/21 and now face a slow growth, stubborn world inflation environment. U.S. long dated Treasury bond yields are ratcheting at 5%. Earliest in quantitative ease, Japan now has yields evolving upwards. Despite a singular central bank, European fixed income differences are still evolving. Canadian versus U.S. interest spreads need scrutiny for stress. Uncertainty premiums seem likely at cusps of increases flowing outward from fixed income. With home currency preferences likely to increase and funding crucial, we favor short duration in Fixed Income Mix.

In late Q1/2026 and into the first half of Q2/2026, seemingly in a blink of an eye, equity market performance has gyrated between momentum and value often driven by a narrow coterie of Information Technology. At the expense of valuation, momentum has been dominant in higher equity pricing. For Q1/2026, S&P 500 earnings did come in above consensus expectations, including well above ours. Bifurcation and margin stresses were also globally present, for instance even within energy, in erstwhile reputedly defensive stable consumer staples and importantly in the financials beyond just linked to private credit. Margins are yet to evolve from broad uncertainty in logistics at the point of delivery of crucial supplies from energy to chemical biproducts to grains to fertilizers.

Many attributes ascribed as exogenous, such as energy costs, are in fact at worldwide core when it comes to margins for corporations, for individuals on affordability and not least for public finance management. At prevailing 26x trailing and 21x forward earnings P/E for the S&P 500, fulsome valuation is likely incorporated in sustained long-term earnings growth of 12-17%, compared to a historical 7% annually. We expect more selectivity in Equity Mix with quality of operational management and diversification to be paramount. Momentum has previously defined this cycle, but which currently shows signs of fluttering.

E.o.e. For disclosures and more depth please go to

04/16/2026

Note Précis Apr. 16,2026:Q2/2026-
Beyond Déjà Vu All Over The capital markets global amalgam is still evolving in its political, fiscal, and monetary composition. It is likely to keep being subject to shocks in 2026 and beyond. Precious metals continue to be allocated due to capital market valuation risk, potentially including currency markets turbulence. Eschewing just-in-time complacency that is so embedded in markets, we espouse shorter duration in Fixed Income. On January 31,2026, we reduced peak allocation to private credit. Crucial is diversification and valuation in equities. We engage away from momentum via a 25% weight cap on Information Technology.

Prolonged duration of business reappraisals will likely impact across sectors and geographies. Capital structure is likely to be in stress in both private and public structures, such as about tariffs with fewer but vociferous vested interests. It contrasts with rules- based -trade boosting benefits for many. Risk premiums in capital markets and in project finance have room to rise, even if inflation is contained by central banks at 2%, let alone even temporarily to 6% rate as feared by some on severe price dislocation such as $125/ Bbl. WTI crude oil.

In FICCS and using as benchmark, U.S. Treasury 10 year Note yields rising to 5% and Fed Funds potentially increasing from late 2026, the worldwide market signals are likely to become more overt. Amidst “guns” and “butter” arguments again, tardiness in addressing deficits has potential adverse impact. With a common currency, European Union countries offer isolated insight on fixed income spread tests. Countries like Spain and Portugal in the south (compared to France) and Netherlands (compared to Germany) have experienced spread advantages derived from early in restructuring. In the OECD, the new government in Japan and now the majority government in Canada have immediate defense spending requirements but also interest rate spread risk if deficits are ignored. In emerging market debt, slower global growth and elevated crude oil prices detract from low-risk premiums.

Unlike pristine normal distributions, real capital markets are messy and fat tailed. Many facets are dismissed as exogenous are in fact crucial, especially under current conditions. They include politics and been glossed over in a capital market schematic of low-risk premiums based on central bank ease and/or euphoria about new technologies. Hundreds of billions of dollars of cash flow/and or borrowings being expended on Artificial Intelligence must show results. Salutary are the vicious restructurings in the industrial revolution into the 19th century; in mechanized transportation and assembly lines in the 20th century and not least, continuing in the internet and communications revolution .

In the 1970s amid global turmoil, the Vietnam War and governments espousing “guns and butter”, equities corrected valuation largesse earlier. Fixed income markets and central banks were tardy about inflation duress. Countries also had assets could be privatized to help fix public finances. Then, vigilance was exerted by fixed income well into the 2000s. Currently, fixed income market valuation corrections are likely to lead equities. We expect more focus on valuation and selectivity with less succor from momentum.

Business weaknesses in global consumer staples and the energy vulnerability of Europe and Asia are salient. Diversification by sector is likely to override geographical dispersions. Unlike the prior cycle, we expect Industrials broadly to override Consumer areas in cyclicals. Information Technology weightings we have capped at 25%. For growth diversification,. we are overweight Healthcare. We are overweight broadly defined energy from hydrocarbons to nuclear grids as being crucial alongside Materials.

Sanctions and lack of transparency have individual investors, central banks and countries espousing precious materials and gold bullion even for barter. Currency volatility has been tepid but latent. We are overweight strongly restructuring Financials. Illiquidity often becomes evident only after the fact. It is a concern for private markets and non-bank financials. We have underweight Utilities as being likely to face cost of funding stress while facing major capital investments and rates of return being politically controversial.

E.o.e. For disclosures and more depth please go to

01/31/2026

Note Précis Jan. 31,2026:Q1/2026- High Frequency Volubility, Exogenous and Internal Market Risk - Exogenous and internal market risks need to be incorporated, however imperfectly, into asset mix structure. Buoyant capital markets marked the end of 2025. It was driven once more by momentum. Despite central bank intonations, there appear implicit capital market expectations of solace in 2026, notably from further Federal Reserve policy ease. After five decades, governmental hubris on monetary policy has returned to impact Federal Reserve and laterally global monetary risks. Amid dispersion, steadfast wait-and-see, have been the Bank of Canada at 2.25% and potentially the Bank of England at 3.75%. At its January 28, 2026, FOMC, Fed Funds rates were flat at 3.50% on employment/inflation. Currency volatility looms. Not unlike the ECB at 1998 inception and even the 250-year-old Bank of England, a centenarian Fed needs to underscore independence especially in 2026. Even as circumstances and leadership change, central banks tend to be collegial. Under the surface loom variate dark pools of risk.

Vision appears a work in progress at best within global and domestic politics, from actual and potential warlike behavior with adversity. Unpleasant unknowns and fissures expand. Deliberately or unknowingly, politicians appear ignoring the lessons about coveting territory. It was often for resource gain and encapsulated in two world wars, in- between such as Ethiopia, Manchuria and east Europe and the collapse of the League of Nations. Freestyle policies are likely to affect growth and trade.

Global geopolitical meetings into 2026 seem closer to an i jumble bazaar. The United States appears to wish to break apart linkages developed since 1945. Post Davos 2026 versus multilateral rules, bilateral redirection is intense, incrementally in EU/Mercosur and EU/India trade agreements. Upfront cruciality appeared earlier for BRICs. Decades of local interest procrastination have given way to clearing pathways. It still means market uncertainty volatility.

Hence, risk premiums are likely to increase. Within capital markets, cracks appear over fundability in areas in favor until recently. It includes private equity and the likes of art asset backed lending. After five decades since its collapse, governmental hubris on monetary policy has returned. It raises risks for Federal Reserve and laterally global monetary stability. Amid potential for currency volatility even in G7 countries, precious metals potential is still incomplete activity due to individuals, central banks, and shadow governmental holdings. Preferring clarity in ownership, we have increased direct investments and reduced private equity.

In FICCs (Fixed Income, Currencies and Commodities), the lack of focus on deficits across countries and more belligerence on trade raise volatility risk in currencies. Recent Yen and Swiss Franc behavior are potential harbingers. Already from south compared to north Europe, spreads have favored those forcibly into early restructuring. Absent incumbent government forward capital budgetary planning, the same potential exists about vigilance. Spread volatility risks loom between advanced and emerging markets. It is existent in Asia, Europe, and North American fixed income. Such risk behooves diversification. For exposure in Fixed income, we favor early restructuring, short duration and quality in sovereign and corporate issues - as well as diverse cash.

Equities globally appear to have been beholden to perceptions about Federal Reserve policy. Equity valuation appears elevated compared to earnings for instance with the S&P 500 at 25x trailing or even 21x consensus for 2026 and versus 10-year Treasury yields potentially rising to 5% amid elevated deficits. Few investible areas can be judged as being unusually squeezed out, apart from Energy alternates and hydrocarbons with crude oil at around $60-70/Bbl. WTI. In contrast to durbar like visits by others, we found the Energy executives in Washington to be factual and precise on risk and opportunity. We favor diversification in sector allocations to override geographical dispersions.

On style with intermittent outperformance by value across the size spectrum, momentum and growth did outperform over 2025. We anticipate change. Even if not formal policy, on fiduciary like considerations versus global and S&P 500 weightings, in growth we would cap Information Technology at 25% to make selective room for Healthcare. Iin cyclicals, we favor industrials over consumer areas. We assess materials and energy as systemic critical. In Financials, we favor early restructuring strong banks over nonbanks due to potential dark pool leverage

E.o.e. For disclosures and more depth please go to

11/21/2025

Note Précis November 21, 2025: Hidden In Plain Sight-

With capital sloshing and spilling in late 2025, much is hidden in plain sight. The full impact on capital market behavior may not be seen until in early 2026 when12 months of portfolio runway exists. Across asset classes it has been unlike the late 1990s when vigilantes especially in Fixed Income policed markets. The current milieu has been dominated by ultra high frequency trading. Its role in volatility is present but is opaque in ferreting out value. Over time, value is a key for liquid capital markets. Not just as a pithy moniker, diversification within and about asset classes is called for.

Highly bifurcated, global economies are doggedly operating in a 3% annual global GDP growth. In fiscal budgeting priorities, defense allocations are up but deficits massive. Credit risk is not always exotic. Recent collapses in various individual jurisdictions globally demonstrate complacency exists. Worldwide, individual company have taken to announcing layoffs that number tens of thousands, individually even in supposedly stable Consumer Staples, in Energy, in the much-espoused Information Technology and in Communications Services. Being the best of the worst seems expressed in the barely passed budget in Canada amid visible budget breakdowns such as in the United States, United Kingdom and France. Central banks do remain with their hard won 2% inflation targets. All are likely to add risk especially at the long maturity end of Fixed Income. We maintain that as benchmark valuation, a yield of 5% would be appropriate in 10-year U.S. Treasury Notes. In Fixed Income, we favor diversification and short duration. Elements are likely to stoke currency volatility higher, already glimmering in the Yen. Arguably stoked by financial sanctions as a tool, central banks, individuals and institutions are likely to add to exposure in precious metals as integral to Asset Mix.

Consensus momentum and Federal Reserve rate ease speculation has been fierce but is likely to fuel volatility.From businesses, simply beating reduced consensus earnings may have run its course. On trailing or anticipated earnings, valuation is not low even outside momentum gorged Information Technology nor geographically, outside the U.S. market. As benchmark, the S&P 500 at 22-26x P/E (depending on if trailing twelve month or upcoming earnings were used) has little margin for error. Neither do other markets geographically when composition is accounted for. We expect a below consensus S&P 500 earnings growth for 2026 to be 5%. It favors quality over size or location. To achieve diversification, we favor a cap of 25% in Information Technology to make room for Healthcare as well as smaller sectors like Energy and Materials. In cyclicals. from defense and infrastructure spending, Industrials potentially have more stability than do Consumer areas from aspiration spending. In the crucial Financials, change looms again and favors those most ruthless in restructuring and credit quality.

Our next note will be in 2026.

E.o.e. For disclosures and more depth please go to www.subodhkumar.com

10/30/2025

Note Précis: Oct. 30,2025:Q4/2025-Markets Continuing Risqué Dance to Music –

Events do not adhere to rigid timetables. Within renewed market momentum into late 2025, particularly key are several observations by monetary authorities on growth distribution and deficit leverage; on countries amid wildly fluctuating trade stress and by central banks facing changed monetary and increasingly political pressures. In capital markets, valuations are high including low credit spreads and P/E ratios in equities.

Several major central banks of the G-7 like the Bank of Canada, the ECB and the Bank of England now signal wait- and- see policy, not serial rate cuts. In reducing administered rates by 25 basis points, the Federal Reserve in its October 29, 2025, FOMC avoided signals of urgency. U.S Fed Funds could be back to 4% by late 2026. With markets continuing risqué dance to music, portfolio diversification seems even more important now. Currency volatility has in the main not been part of this cycle but could easily rear in the present circumstances. Precious metals are likely to remain part of Asset Mix.

According to the IMF, global debt to GDP stands at a rarified level of 235%. We see as reference points, global annual GDP growth of 2% as recessionary and of 4% as robust, with the present 3% as neither. Countries did not use the post pandemic environment to restructure public sector financings. Now, repurposing of public finance is urgent, with defense expenditures a priority. Hot wars and sanctions, tariffs and acceptance for autarky have increasingly transitioned into political considerations.Egregious scandal with misjudged positioning in leverage finance and factor finance were reported in 2021 and once again in September 2025.

With urgent defense requirements and already extended public debt levels , tangible financial restructuring is still obscure but likely. Advantages are likely to reside with first movers on sovereign debt and cost restructuring. Corporate restructuring of balance sheets and cost cutting has commenced, including in payrolls even in Information Technology. In Fixed Income, we would favor quality but in short to medium duration with credit spreads ripe for change and where allowed diversification by currency.

Despite current the equity market current propensity for high frequency price swings, obscure leverage is among the developments also likely to be far from being exogenous for equities. Since April 2025 and accentuating late in the year, momentum with volatility has again appeared to dominate equities, with seeming reliance that imminent or later “put” or moderate central bank rate cuts would cushion and boost equity markets worldwide. On the S&P 500 which is globally one of the most diversified of indices, consensus operating earnings growth for 2026 appears to be 15%. It compares to our expectation of 5% earnings growth in 2026 for the S&P 500, below long-term averages of 7% amid sedate economic growth. The S&P 500 P/E ratio appears elevated at close to 22x even on anticipated consensus earnings and 25x on trailing operating earnings with yield of 1%, all offering limited cushions for performance in adversity.

We espouse more focus on diversification geographically, in sectors and in style. Information Technology appears at the forefront of U.S. and emerging market performance but favoring quality positioning. The momentum favored Information Technology large and small style segments linked to AI will have to demonstrate over time not just technology but tangible revenue and subsequently, bottom line delivery.

We see the Financials as crucial but would be overweight in banks positioning, under regulation, for another restructuring and systemic risk environment. Major risks likely lie in the non-bank financials segment with obscure instrument leveraged portfolios yet to be tested in adversity. We have Healthcare as overweight to achieve which, we capped euphoria gorged Information Technology at 25% of total portfolios, often ascribed as being cyclicals, we overweight Industrials as in a favorable growth phase in many segments with aspiration consumer areas at underweight. We overweight Energy and Materials as critical for business, consumers and now as AI and G6 roll out, increasingly for Information Technology.

E.o.e. For disclosures and more depth please go to

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