Category Archives: Capital Markets

2018 Capital Market Assumptions

 Download our 2018 Capital Market Assumptions White Paper. Sellwood Consulting’s 2018 Capital Market Assumptions are available. These 10-year, forward-looking assumptions of asset class return, risk, and correlation are the key input variables for our asset allocation work on behalf of clients. We update our assumptions annually. Over the course of 2017, investors’ shifting preferences away from bonds … Continue reading 2018 Capital Market Assumptions

Thoughts on the “Brexit”

UK voters shocked the world last night by voting, in a surprise, to leave the European Union. The nation will be the first to leave the 28-nation bloc, The vote was followed by British Prime Minister David Cameron’s announcement that he will resign, and by global equity markets declining meaningfully. In the UK itself, substantial losses early in the day have partially reversed course,

2014 Capital Market Assumptions

Sellwood Consulting’s 2014 Capital Market Assumptions are now available. These assumptions are the primary input for our asset allocation work for clients, being the input variables for mean-variance optimization, Monte Carlo analysis, and risk budgeting.

This year, though we have made incremental enhancements to our methods for gauging the future value of assets, we have maintained our focus on the primary, reliable drivers of risk and return. Our assumptions are anchored in the empirical facts