Investment strategy
July 6, 2020
1 min

Adaptive Valuation Strategies Mid-Cycle Update

July 6, 2020
1 min
Gregory Van Inwegen
Global Head of Quantitative Research and Asset Allocation - Citi Investment Management
wind turbine
SUMMARY

An update to our annual publication setting out asset class return estimates for the coming decade is now available.


While the Adaptive Valuation Strategies’ Strategic Return Estimates cover a 10-year time horizon, we believe the pandemic’s impact on certain asset classes, particularly fixed income, is secular in nature.

Much changed in the world in the first half of 2020 as the spread of the COVID-19 virus shut down economies globally. Given the expected long-term nature of these changes, we decided to take the uncommon step of updating the Adaptive Valuation Strategies Strategic Return Estimates (SREs) and strategic asset allocations mid cycle.

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