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Assumptions Matrices

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:

  • Develop or review a strategic asset allocation
  • Understand the risk and return trade-offs across and within asset classes and regions
  • Assess the risk characteristics of a strategic asset allocation
  • Review relative value allocation decisions

View interactive matrices

Download an LTCMA matrix by currency

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

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