Our expectations for returns, volatilities and correlations, arranged in an easy-to-reference matrix format.
LTCMA matrix by currency
A condensed version of the full report with a synopsis of our macro and asset class assumptions. US version.
Executive Summary. Prolonged period of delevraging could mean low interest rates; subdued growth.
Full 62-page report with analysis of all asset classes.
Brazilian real Assumptions
Mexican peso Assumptions
Chinese renminbi Assumptions
Danish krone Assumptions