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Long-term Expected Returns

Long-term Expected Returns

29-09-2020 | 5-jaars vooruitblik
The purpose of this report is to show our long-term return expectations for a wide set of asset classes. We take an unconditional long-term view, which means that neither valuation or current economic environment is relevant. These long-term expected returns can be used as the equilibrium returns for asset and liability management (ALM) studies for long-term investors such as pension or endowment funds.
  • Laurens Swinkels
    Laurens
    Swinkels
    Researcher at Quant Research team, Robeco
  • Peter van der Welle
    Peter
    van der Welle
    Strategist
Expected Returns 2021-2025
Expected Returns 2021-2025
Our new 5-year outlook
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