2020 Long-term Capital Market Assumptions

Q3 Update
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In the third quarter Capital Market Assumptions (CMAs), the Invesco Investment Solutions team updates the long-term estimates for the behavior of 170+ asset classes. From a strategic perspective on asset allocation, we remain the Base case scenario introduced last quarter.

To guide Strategic Asset Allocation, the 10-year assumptions explain that the period ahead will not necessarily look like the past decade. For investors with shorter time horizons, 5-year returns are also produced, as well as Tactical Asset Allocation views to highlight the CMAs that may over or undershoot in the near-term. For each public asset class, we develop assumptions for estimated return, standard deviation of return (volatility) and correlation with other asset classes.

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