Investing term

What is Base rate?

The long-run average probability of an event, before you weight any recent evidence.

A base rate is the long-run average frequency of an outcome across all similar cases — the statistical starting point before you weight any specific story. People routinely ignore base rates in favor of a vivid narrative, which is how investors talk themselves into long-shot bets. Anchoring on the base rate first keeps expectations honest.

For example

Most actively managed funds underperform the index over 15 years — that base rate should temper your confidence before you pick "the one" that will beat it.

Base rate is taught hands-on in Stage 12Investor Psychology: FOMO, Panic & Biases.

See the lesson →

Related terms

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