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.
Our assumptions can be used by investors to:
|U.S. dollar >||Euro >|
|Sterling >||Australian dollar >|
|Swedish krona >||Canadian dollar >|
|Swiss franc >||Japanese yen >|
|Korean won >|
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