Market Update
2021 Long-Term Capital Market Assumptions Q2 update

Invesco Investment Solutions develops capital market assumptions (CMAs) that provide long-term estimates for the behaviour of major asset classes globally.
The assumptions, which are based on a 10-year investment time horizon, are intended to guide strategic asset allocations. For each selected asset class, we develop assumptions for expected return, standard deviation of return (volatility) and correlation with other asset classes.
Our CMAs include:
- Notable changes in our long-term asset class expectations
- Global and local market commentary
- Strategic and tactical asset allocation outlooks and investment implications
- 10-year asset class estimated risk/ return attribution analysis
Read our latest Capital Market Assumptions (Q2 2021):
- Capital Market Assumptions 2021 United States Dollar (USD)
- Capital Market Assumptions 2021 Canadian Dollar (CAD)
- Capital Market Assumptions 2021 Pound Sterling (GBP)
- Capital Market Assumptions 2021 Swiss Franc (CHF)
- Capital Market Assumptions 2021 Euro (EUR)
- Capital Market Assumptions 2021 South African Rand (ZAR)
- Capital Market Assumptions 2021 Japanese Yen (JPY)
- Capital Market Assumptions 2021 Chinese Yuan (CNY)