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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.

VIEW INTERACTIVE MATRICES

 

 

 
 

Download matrix by currency

 

2020 Long-Term Capital Market Assumptions

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