A Typical Swedish Pension Manager
| Current Portfolio | What-If portfolio | Pension liability 18 year Real Covered Curve + 1% | |
|---|---|---|---|
| Return (CAGR) | 3.75% | 3.69% | 3.34% |
| Year-to-Date | 3.18% | 2.64% | 0.80% |
| Month-to-Date | 0.37% | 0.41% | 0.76% |
| Volatility | 5.63% | 6.65% | 10.29% |
| Sharpe Ratio | 0.68 | 0.58 | 0.37 |
| Sortino Ratio | 0.95 | 0.81 | 0.55 |
| Jensen's Alpha | 2.88% | 2.43% | |
| Information Ratio | 0.00 | 0.00 | |
| Tracking Error (weekly) | 9.08% | 8.26% | |
| Index Beta (weekly) | 0.32 | 0.45 | |
| Capture Ratio (monthly) | 1.28 | 1.11 | |
| Worst Month | -6.23% | -6.52% | -7.53% |
| Comparison Start | 2016-10-20 | 2016-10-20 | 2016-10-20 |
| Comparison End | 2026-10-19 | 2026-10-19 | 2026-10-19 |
Current Portfolio
What-If portfolio
Pension liability 18 year Real Covered Curve + 1%