Based on the information generated from the Vanguard Capital Markets Model (VCMM) it was projected that unhedged emerging market equities had the highest 10-year annualized mean volatility rate. U.S. small-cap equities followed in second with a forecast volatility rate of 22.4 percent. Small-cap equities tend to be made up of public companies with a market value ranging between 250 million U.S. dollars to a maximum of two billion U.S. dollars. Small-cap equities have been forecast to achieve a 10-year annualized return of at least 4.3 percent.
Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global equities in 2024, by securities type
Forecast based on the running of the Vanguard Capital Markets Model (VCMM)
Supplementary notes
The source adds the following information: Our 10-year annualized nominal return and volatility forecasts are shown below. They are based on the December 31, 2023, running of the Vanguard Capital Markets Model® (VCMM). Equity returns reflect a 2-point range around the 50th percentile of the distribution of probable outcomes. Fixed income returns reflect a 1-point range around the 50th percentile. More extreme returns are possible.
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Vanguard. (April 23, 2024). Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global equities in 2024, by securities type [Graph]. In Statista. Retrieved December 22, 2024, from https://www.statista.com/statistics/1370935/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-equities-by-equity-type/
Vanguard. "Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global equities in 2024, by securities type." Chart. April 23, 2024. Statista. Accessed December 22, 2024. https://www.statista.com/statistics/1370935/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-equities-by-equity-type/
Vanguard. (2024). Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global equities in 2024, by securities type. Statista. Statista Inc.. Accessed: December 22, 2024. https://www.statista.com/statistics/1370935/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-equities-by-equity-type/
Vanguard. "Vanguard’s Forecast 10-year Annualized Average Volatility Rate on U.S. and Global Equities in 2024, by Securities Type." Statista, Statista Inc., 23 Apr 2024, https://www.statista.com/statistics/1370935/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-equities-by-equity-type/
Vanguard, Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global equities in 2024, by securities type Statista, https://www.statista.com/statistics/1370935/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-equities-by-equity-type/ (last visited December 22, 2024)
Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global equities in 2024, by securities type [Graph], Vanguard, April 23, 2024. [Online]. Available: https://www.statista.com/statistics/1370935/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-equities-by-equity-type/
