Assets / Bootstrap Returns Simulation4

Assets / Clustering / Correlation-Based3

Assets / Correlation Matrix14

Assets / Correlation Matrix Estimation13

Assets / Correlation Matrix Forecast4

Assets / Covariance Matrix5

Assets / Covariance Matrix Estimation7

Assets / Covariance Matrix Forecast4

Assets / Expected Returns Estimation3

Assets / Indicators21

Assets / Monte Carlo Returns Simulation10

Assets / Prices2

Assets / Returns3

Assets / Returns / Moments5

Assets / Returns Fitting9

Assets / Returns Transformation4

Assets / Volatility Estimation10

Assets / Volatility Forecast5

Capital Market Assumptions3

Factors1

Factors / Risk Models3

Market Indicators6

Portfolio Analysis6

Portfolio Analysis / Contributions7

Portfolio Analysis / Drawdowns9

Portfolio Analysis / Mean-Variance8

Portfolio Analysis / Return3

Portfolio Analysis / Returns2

Portfolio Analysis / Returns / Moments3

Portfolio Analysis / Returns / Partial Moments3

Portfolio Analysis / Risk Measures3

Portfolio Analysis / Risk Measures / Conditional Value At Risk Estimation6

Portfolio Analysis / Risk Measures / Conditional Value At Risk Forecast2

Portfolio Analysis / Risk Measures / Value At Risk Estimation10

Portfolio Analysis / Risk Measures / Value At Risk Forecast2

Portfolio Construction1

Portfolio Optimization15

Portfolio Optimization / Mean-Variance16

Portfolio Optimization / Ulcer Index2

Portfolio Post-Optimization1

Portfolio Replication2

Portfolio Simulation3

Portfolio Transformation2

Capital Market Assumptions

CHF Capital Market Assumptions

Retrieve averaged 10-year capital market assumptions (arithmetic and geometric returns, standard deviations, correlations) computed in CHF from misc. leading financial institutions and for selected asset classes.

This endpoint requires an API key.

get/markets/capital-assumptions/chf

Response

Changes

No recorded changes to this endpoint across all 11 revisions of this API.