2027 Long-Term Capital Market Assumptions

2026

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AI-generated summary

1) J.P. Morgan Asset Management's 31st annual report provides 10- to 15-year return, volatility, and correlation assumptions for over 200 assets to help institutional investors build resilient, strategic asset allocations.
2) What's inside:
- Macroeconomic forecasts highlighting how artificial intelligence productivity, capital spending, and economic nationalism shape global growth and inflation volatility.
- Detailed return assumptions, building blocks, and covariance matrices across public markets (equities, bonds, currencies, credit) and alternatives (real estate, infrastructure, private equity, hedge funds).
- Portfolio construction frameworks and thematic analysis demonstrating how investors can use alternatives and tactical asset allocation to manage risk and enhance diversification.
3) Tags: capital market assumptions, asset allocation, portfolio management, economic forecasting, alternative investments

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