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Does anyone publish future expectations on any decent interval? Someone like, I dont know, Fidelity or BlackRock or Goldman or someone? What I am looking for is a historical time series of future expectations over the coming decade/year/quarter broken up by asset class or market. Kind of like the following (these are just junk numbers, and random asset classes/classifications):

            US Equities    IG Debt Emerg Mkts        Alts      Commod
2010-01-01 -0.562717500 -0.6067040 -1.1361507 -1.00982199  1.98093338
2011-01-01  1.368597855 -0.4130927 -0.4937642 -0.80985096  0.90505591
2012-01-01  1.337929407  0.5083512  0.1336754  0.92828093 -0.28171892
2013-01-01  0.201993831  0.6160652  1.5035705 -1.04733665 -0.57603410
2014-01-01  0.002473048 -0.2077556 -1.0995428 -0.57457520 -0.88669179
2015-01-01 -0.819709898  0.6034144 -1.1489759 -0.08771504 -0.07681634

Again, to be clear, these would be what they expected for the coming year. E.g. - at the beginning of the year in 2010, whomever expected US Equities to return 56%, and investment grade debt to lose 60%, etc. (I know that's ridiculous, work with me.)

Does this make sense? Anyone know of any resources? (Preferably, FREE!)

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Pretty much all the big banks publish their long-term capital market assumptions. JPM's is available here: LONG-TERM CAPITAL MARKET ASSUMPTIONS 2016. They also provide a few issues from prior years, and you can google around for even earlier issues.

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  • $\begingroup$ This is what i was looking for, BUT I was hoping someone would have historical data of these numbers through the years. It is a long shot, since I imagine none of them would want anyone to go back and see just how wrong they were every year. But, I am hopeful. And thanks for the link. $\endgroup$
    – lukehawk
    Commented Aug 12, 2016 at 17:27

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