Recommended Reading - Why Is Value Investing So Difficult?

I can't recommend this article enough. It does are great job explaining why value investing is difficult. However, it also shows just how rewarding it can be for investors "who have this kind of conviction." http://www.euclidean.com/why-is-value-investing-so-difficult

The Original Value Factor: Price-to-Book

S&P 500 drawdowns since 1960