Download our 2021 Capital Market Assumptions White Paper. Sellwood Consulting’s 2021 Capital Market Assumptions contemplate a prospective lower-return environment, caused by last year’s declining yields and expanded valuations. 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. As a result … Continue reading 2021 Capital Market Assumptions
Every year, we update our forward-looking Capital Market Assumptions – the building blocks of our asset allocation work on behalf of Sellwood clients – as of December 31. Because equity and bond markets have changed so considerably in the first quarter of this year, we have taken the extraordinary step of updating those assumptions outside … Continue reading Capital Market Assumptions: Mid-Year Update
Download our 2020 Capital Market Assumptions White Paper. Sellwood Consulting’s 2020 Capital Market Assumptions contemplate a prospective lower-return environment caused by last year’s extraordinary valuation expansion in nearly every asset category. 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. … Continue reading 2020 Capital Market Assumptions
Note: These assumptions are now outdated. Our current capital market assumptions and our white paper documenting their construction can always be found on our Capital Market Assumptions page. Sellwood Consulting’s 2019 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 … Continue reading 2019 Capital Market Assumptions
Note: These assumptions are now outdated. Our current capital market assumptions and our white paper documenting their construction can always be found on our Capital Market Assumptions page. 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 … Continue reading 2018 Capital Market Assumptions
Loathe as we are to give any thought to short-term returns, the recent market correction has been interesting. The S&P 500 index peaked on January 26, before dropping approximately 2% over the next few trading sessions, and then dropping more precipitously during the week of February 5. On February 8, the market had declined by … Continue reading Postmortem of a Correction
Today marks the 10th anniversary of the birth, or at least the conception, of the Global Financial Crisis. The US equity market peaked, before the Global Financial Crisis began, on October 9, 2007.
Sellwood Consulting’s 2017 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 client asset allocation work.
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,
Sellwood Consulting’s 2016 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 client asset allocation work, including mean-variance optimization, Monte Carlo analysis, and risk budgeting.