I do stretching, weight training and breathing exercises almost every day.
Aerobic exercise, such as jogging, swimming, dancing, can condition your lungs.
Asthmatics have poorer aerobic capacity, which could damage their long-term health.
According to 'Reversing Asthma' by Richard N. Firshein, any aerobic exercise demands that you attain a target heart rate for at least twenty minutes three times a week To find your target rate, subtract your age from 220. Multiply the result by 65 percent and then by 85 percent. These are the low and high range of your target heart rate.
By the way, I recommend the above-mentioned book which touches on a wide variety of subjects, including nutritional supplements, exercise, breathing techniques and meditation methods. The author is a doctor who has asthma but stresses the importance of mixing alternative methods with the conventional treatment, based on his own asthma experience.
When your asthma is getting worse, exercise works against you, leading to Exercise Induced Asthma(EIA). However, if your asthma is well maintained, exercise brings you benefits.