J.P. Morgan's Long-Term Capital Market Assumptions provides risk and return expectations, over a 10- to 15-year horizon, for more than 50 asset and strategy classes. The product of in-depth analysis and J.P. Morgan's best thinking, our assumptions are designed to inform asset allocation decisions.
The 2017 edition considers the far-reaching effects of what we expect to be an extended period of policy normalization that will have profound implications for all asset class returns.
Full report
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Executive summary
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Assumptions matrices
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A comprehensive analysis of our forecasts and critical investment themes |
An overview of our macro and asset class assumptions |
The full set of long-term return, volatility and correlation estimates |
The highlights of our long-term research and best thinking are now also available as podcast episodes below and on iTunes. Listen to our experts as they dive deep into the five most popular topics.
Alternative strategy assumptions Should investors fear an erosion of the illiquidity premium? |
Equity market assumptions Where can investors find sustainable sources of return? |
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PLAY EPISODE Submit here for CFA credit |
PLAY EPISODE Submit here for CFA credit |
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Fixed income assumptions What are the bright spots in fixed income? |
An analysis of productivity Why has productivity slowed down in the last ten years? |
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PLAY EPISODE Submit here for CFA credit |
PLAY EPISODE Submit here for CFA credit |
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Global credit cycles How should investors view deleveraging since the financial crisis? |
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PLAY EPISODE Submit here for CFA credit |
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