Glenn Cameron, CFA
·J.P. Morgan 2026 LTCMA

100% Global Equities

A 100% global equity portfolio maximizes long-term growth potential but carries the highest volatility and drawdown risk. This page shows what to expect using forward-looking data.

Expected Return
7.00%
Volatility
16.78%
Sharpe Ratio
0.23

Allocation

100%
AC World Equity

What if you add Bitcoin?

Adding Bitcoin changes the risk-return profile. Here is how different allocations compare, reducing other positions proportionally:

PortfolioReturnVolatilitySharpe
Base (100% Global Equities)7.00%16.78%0.23
With 5% Bitcoin7.40%16.74%0.26
With 10% Bitcoin7.80%16.94%0.28
With 15% Bitcoin8.20%17.38%0.29

Returns are geometric (compound). Sharpe ratio uses 3.10% risk-free rate (US Cash, JPM LTCMA 2026). Forward-looking estimates, not predictions.

How these numbers are calculated

Expected returns and volatilities come from J.P. Morgan's 2026 Long-Term Capital Market Assumptions (30th edition). Portfolio risk is computed using the full 27x27 correlation matrix, not simple weighted averages. The Sharpe ratio uses 3.10% (US Cash) as the risk-free rate.

For full methodology details, see the methodology page.

Customize this portfolio

Adjust weights, add constraints, try different optimization methods.

Related

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This is an educational analysis, not financial advice. Forward-looking estimates do not guarantee future results. Consult a qualified advisor before making investment decisions. Full disclaimer.