A Typical Swedish Pension Manager
| Current Portfolio | What-If portfolio | Pension liability 18 year Real Covered Curve + 1% | |
|---|---|---|---|
| Return (CAGR) | 4.31% | 4.50% | 4.82% |
| Year-to-Date | 2.54% | 3.07% | 4.06% |
| Month-to-Date | 1.83% | 2.18% | 3.09% |
| Volatility | 5.53% | 6.50% | 10.33% |
| Sharpe Ratio | 0.79 | 0.71 | 0.51 |
| Sortino Ratio | 1.10 | 0.99 | 0.75 |
| Jensen's Alpha | 3.20% | 2.84% | |
| Information Ratio | -0.09 | -0.07 | |
| Tracking Error (weekly) | 9.49% | 8.57% | |
| Index Beta (weekly) | 0.31 | 0.43 | |
| Capture Ratio (monthly) | 1.26 | 1.10 | |
| Worst Month | -6.23% | -6.52% | -7.53% |
| Comparison Start | 2016-03-02 | 2016-03-02 | 2016-03-02 |
| Comparison End | 2026-02-27 | 2026-02-27 | 2026-02-27 |
Current Portfolio
What-If portfolio
Pension liability 18 year Real Covered Curve + 1%