Long-term Capital Market Return Assumptions
J.P. Morgan Asset Management Long-term Capital Market Return Assumptions summarize our long-term (10–15 year) return expectations, expected volatilities and correlations across key asset classes
Long-term Capital Market Return Assumptions (pdf)
Methodology
These assumptions are developed each year by our Assumptions Committee, a multi-asset class team of senior investors from across the firm. The Committee relies on the input and expertise of a range of portfolio managers and product specialists, striving to ensure that the analysis is consistent across asset classes. The final step in the process is a rigorous review of the proposed assumptions and their underlying rationale with the senior management of J.P. Morgan Asset Management.
These Long-term Capital Market Return Assumptions are used widely by institutional investors—including pension plans, insurance companies, endowments and foundations — to ensure that investment policies and decisions are based on real-world, consistent views and can be tested under a variety of market scenarios.
Webcast
Replay from December 1, 2011
Three senior members of our Assumptions Committee – David Shairp, Michael Feser and Tony Werley – reveal our long-term capital market return and risk assumptions, including:
Long-term Capital Market Return Assumptions (pdf)
The Thinking Behind the Numbers
This year for the first time, our assumptions are delivered in an expanded report offering in-depth perspective on the analysis and assessments that go into the development of our assumptions each year. We are taking this approach to provide additional value for the many institutional investors who use our assumptions when formulating their investment policies and decisions.
Full Report: Long-term Capital Market Return Assumptions (pdf)
Executive Summary: Long-term Capital Market Return Assumptions (pdf)
Methodology
These assumptions are developed each year by our Assumptions Committee, a multi-asset class team of senior investors from across the firm. The Committee relies on the input and expertise of a range of portfolio managers and product specialists, striving to ensure that the analysis is consistent across asset classes. The final step in the process is a rigorous review of the proposed assumptions and their underlying rationale with the senior management of J.P. Morgan Asset Management.
These Long-term Capital Market Return Assumptions are used widely by institutional investors—including pension plans, insurance companies, endowments and foundations — to ensure that investment policies and decisions are based on real-world, consistent views and can be tested under a variety of market scenarios.
Webcast
Replay from December 1, 2011
Three senior members of our Assumptions Committee – David Shairp, Michael Feser and Tony Werley – reveal our long-term capital market return and risk assumptions, including:
- Broad themes impacting our capital market assumptions — deleveraging, inflation and demographic/structural trends
- The interplay of emerging and developed market dynamics and implications for growth, inflation, currency and capital market returns
- Our long-term outlook across a broad range of asset classes, from fixed income to equity and alternatives (hedge funds, private equity, commodities, real estate and infrastructure) and the implications for investors