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Does a 60/40 portfolio deliver a good long-term return?
This time last year, we observed that a traditional 60/40 portfolio would deliver subpar long-term returns given elevated valuations across public markets, and we emphasized the risk that stock-bond diversification might prove to be less effective in a period of low rates and rising inflation.

Is the 60/40 a good investment?
equilibrium; the 60/40 can once again form the bedrock for portfolios, with alternatives offering alpha, inflation protection and diversification. Once today’s market turbulence clears, investors will have more scope to achieve long-term portfolio return objectives. J.P. Morgan Asset Management 7

Are alternatives a good source of less correlated returns in diversified multi-asset portfolios?
78 2023 Long-Term Capital Market Assumptions Overview With resurgent risks affecting all public markets, alternatives once again demonstrate their strength as sources of less correlated returns in diversified multi-asset portfolios (Exhibit 1).

What are the benefits of dynamic asset allocation relative to a 60/40 benchmark?
In EXHIBIT 9, we illustrate the benefits of dynamic asset allocation relative to a 60/40 benchmark. Illiquid alternatives—such as private equity, private credit, real estate and infrastructure—offer some clear benefits: the potential for higher returns than public markets, along with diversification from a broader mix of underlying investments.

Are 60/40 Portfolio Returns Predictable?
Are 60/40 portfolio returns predictable?¶ ... [1] Deleted: where 𝐷𝐷⁄𝑃𝑃 is the forward equity dividend yield, 𝐺𝐺 is the expected (long-run) real dividend growth rate, and 𝜋𝜋# is expected inflation. If corporations retain earnings at a ... [2] Deleted: While the Gordon model posits constant returns

[PDF File]The long-term outlook: The return of the 60/40 - J.P. Morgan
https://info.5y1.org/40-60-portfolio-returns_1_13c15a.html
In our 2023 Long-Term Capital Market Assumptions (LTCMAs), our forecast annual US dollar return for a 60/40 stock-bond portfolio over the next ten to 15 years leapt from 4.30% last year to 7.20%. That comeback follows a series of powerful forces that roiled markets in 2022, leading to the worst drawdown of a 60/40 balanced fund since 2008.

Back to the Future 60/40
We have been here before Just as the equity market sees cycles of being in and out of favor, there are plentiful articles about the death and rebirth of the 60/40 portfolio. This is a portfolio comprised of 60% equities and 40% bonds, which has generally stood the test of time and become the defacto portfolio for many. But what about 2022?

[PDF File]th 2023 Long-Term Capital Market Assumptions - J.P. Morgan
https://info.5y1.org/40-60-portfolio-returns_1_e28636.html
a rolling 10-year USD 60/40 portfolio return is closer to 5.60%. 1 U.S. 10-year yields followed a path of secular decline from 15.84% in 1981 to a low of 0.53% in 2020. Source: Bloomberg. 2 Allowing for a 16% drawdown in a 60/40 portfolio this year, and assuming a linear 7.2% 60/40 return, a balanced portfolio recovers in approximately three years.

[PDF File]Revisting the balanced portfolio - Mercer
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portfolio, comprising 60% S&P 500 Index and 40% Bloomberg Barclays US Aggregate Index, has provided double-digit returns and generally met or exceeded investors’ return expectations. Even over longer periods, such as the most recent trailing 10-year period, returns for a 60/40 balanced portfolio have been greater than typical

[PDF File]How investors can reach their 7% return target - J.P. Morgan
https://info.5y1.org/40-60-portfolio-returns_1_6b4ac9.html
Over history, 60/40 and 80/20 returns have comfortably outperformed a target of CPI+5% (EXHIBIT 3). However, our forward-looking portfolio returns do not come close, at 3.6% for a U.S. 60/40 vs. an inflation rate of 2% annualized over the next 10–15 years.

40 60 portfolio returns