Longer-term Expected Returns

Longer-term Expected Returns

18-09-2017 | 5-Year outlook
  • Peter van der Welle
    van der Welle
    Strategist SMAS

The Long-term Expected Returns (Chapters 3 and 4 in previous editions of our 5-year Expected Returns) have now been made into a stand-alone publication. In this publication we build on the methodology from previous editions to derive the expected long-term returns on a wide set of asset classes. These long-term expected returns can be used as the equilibrium returns for asset-liability management (ALM) studies for long-term investors such as pension or endowment funds.



The information contained in the website is solely intended for professional investors. Some funds shown on this website fall outside the scope of the Dutch Act on the Financial Supervision (Wet op het financieel toezicht) and therefore do not (need to) have a license from the Authority for the Financial Markets (AFM).

The funds shown on this website may not be available in your country. Please select your country website (top right corner) to view the products that are available in your country.

Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

By clicking Proceed I confirm that I am a professional investor and that I have read, understood and accept the terms of use for this website.