A Typical Swedish Pension Manager
| Current Portfolio | What-If portfolio | Pension liability 18 year Real Covered Curve + 1% | |
|---|---|---|---|
| Return (CAGR) | 4.25% | 4.38% | 3.95% |
| Year-to-Date | 3.46% | 4.07% | 4.83% |
| Month-to-Date | 0.21% | 0.46% | 1.63% |
| Volatility | 5.61% | 6.63% | 10.29% |
| Sharpe Ratio | 0.77 | 0.68 | 0.43 |
| Sortino Ratio | 1.07 | 0.96 | 0.63 |
| Jensen's Alpha | 3.23% | 2.90% | |
| Information Ratio | -0.01 | 0.01 | |
| Tracking Error (weekly) | 9.13% | 8.40% | |
| Index Beta (weekly) | 0.32 | 0.44 | |
| Capture Ratio (monthly) | 1.27 | 1.12 | |
| Worst Month | -6.23% | -6.52% | -7.53% |
| Comparison Start | 2016-06-27 | 2016-06-27 | 2016-06-27 |
| Comparison End | 2026-06-23 | 2026-06-23 | 2026-06-23 |
Current Portfolio
What-If portfolio
Pension liability 18 year Real Covered Curve + 1%