J.P. Morgan’s Long-Term Capital Market Assumptions provide risk and return expectations, over a 10- to 15-year horizon, for more than 50 asset and strategy classes. Arranged in an easy-to-reference format, each LTCMA matrix provides our expectations for returns, volatilities and correlations.

Download an LTCMA matrix spreadsheet by currency:

U.S. dollar > Sterling > Euro >
Australian dollar > Swedish krona > Canadian dollar >
Swiss franc > Japanese yen > Korean won >