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

60/40 Classic

The 60/40 portfolio is the most widely referenced balanced allocation in finance: 60% equities, 40% bonds. This page shows its forward-looking expected return, risk, and Sharpe ratio using J.P. Morgan 2026 capital market assumptions.

Expected Return
5.95%
Volatility
10.63%
Sharpe Ratio
0.27

Allocation

60%
AC World Equity
30%
US Aggregate Bonds
10%
Cash / Money Market

What if you add Bitcoin?

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

PortfolioReturnVolatilitySharpe
Base (60/40 Classic)5.95%10.63%0.27
With 5% Bitcoin6.40%10.93%0.30
With 10% Bitcoin6.86%11.58%0.32

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

Other portfolios

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.