Capital Market Assumptions
Edit return, risk, and yield assumptions for each asset class
Tax rates applied: Federal income 35.0%, Cap gains 15.0%, Effective blended 18.0%
| Asset Class | Index | Exp. Return | Std Dev | Yield | Total Yield | Turnover | Taxable Yield | Interest Yield | ST Gains |
|---|---|---|---|---|---|---|---|---|---|
| Equity | |||||||||
U.S. Large Cap | S&P 500 | % | % | % | % | % | % | % | % |
U.S. Mid Cap | S&P MidCap 400 | % | % | % | % | % | % | % | % |
U.S. Small Cap | S&P 600 Small Cap | % | % | % | % | % | % | % | % |
Developed Intl - Large Cap | MSCI EAFE | % | % | % | % | % | % | % | % |
Emerging Markets | MSCI Emerging Markets | % | % | % | % | % | % | % | % |
| Fixed Income | |||||||||
Taxable Fixed Income | Bloomberg US Intermediate Govt | % | % | % | % | % | % | % | % |
Tax Exempt Fixed Income | Bloomberg Municipal Bond | % | % | % | % | % | % | % | % |
High Yield | Merrill Lynch High Yield Master II | % | % | % | % | % | % | % | % |
EM Fixed Income | Bloomberg Global Aggregate Ex USD | % | % | % | % | % | % | % | % |
| Alternatives | |||||||||
L/S Hedge | HFRI Equity Hedge Index | % | % | % | % | % | % | % | % |
Absolute Return | HFRX Global Hedge Fund Index | % | % | % | % | % | % | % | % |
Private Equity | Blend - Balanced Products | % | % | % | % | % | % | % | % |
Commodities | S&P GSCI | % | % | % | % | % | % | % | % |
| Cash | |||||||||
Cash | BofAML US Treasury Bill 3 Mon | % | % | % | % | % | % | % | % |
Portfolio Impact
Balanced Growth — based on current weights
Expected Return
5.09%Portfolio Risk
4.83%Quick estimate from these assumptions · excludes cross-asset correlation
Sharpe Ratio
0.54After-Tax Return
4.18%