Our expectations for returns, volatilities and correlations, arranged in an easy-to-reference matrix format. Matrices are available in 15 base currencies, now including the Singapore dollar and the Danish krone for the first time.
Investors can use our assumptions to:
- Develop or review a strategic asset allocation
- Understand the risk and return trade-offs across and within asset classes and regions
- Review relative value allocation decisions
Download matrix by currency
2019 Long-Term Capital Market Assumptions