Long-Term Capital Market Assumptions Matrices
Our expectations for returns, volatilities and correlations. Download the assumption matrix in your chosen currency or use our interactive version.
Our assumptions can be used to:
- Develop or review a strategic asset allocation
- Understand the risk and return trade-offs across and within asset classes and regions
- Assess the risk characteristics of a strategic asset allocation
- Review relative value allocation decisions
The assumptions are not designed to inform short-term tactical allocation decisions. Our assumptions process is carefully calibrated and constructed to aid investors with strategic asset allocation or policy-level decisions over a 10- to 15-year investment horizon.