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Capital Market Assumptions 2019
About the Report
eVestment Market Lens aggregates 46,000+ documents sourced from U.S., Canada and U.K. public plans, ranging from asset allocation studies to program reviews and manager evaluations. eVestment regularly analyzes these documents to identify trends and develop client briefs like this one.
As a first step in reviewing asset allocations – typically on an annual or three year basis – institutional investors and their consultants analyze capital markets assumptions for each asset class and strategy within their portfolio. eVestment Market Lens provides unique line of sight into the range of capital markets assumptions across consultants.
This report helps consultants see their own assumptions in comparison to the assumptions of their peers; it helps asset managers see which consultants are bullish on the strategies they manage; and it helps institutional investors compare capital markets assumptions across consultants.
- The spread between intermediate-term capital market assumptions for US Large Cap Equity decreased from 225bps in 2018 to 120bps in 2019
- Intermediate-term assumptions for Bank Loans did not overlap at all in 2018 and 2019; in 2018 the range was 4.3% – 4.9%, in 2019 the range was 5.5% – 5.9%
- In 2018 the lowest assumption for Emerging Markets Debt (Hard Currency) was Aon’s at 3.7%; in 2019 the lowest assumption for the same strategy was NEPC’s, at 4.75%
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