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 >|