A Typical Swedish Pension Manager
| Current Portfolio | What-If portfolio | Pension liability 18 year Real Covered Curve + 1% | |
|---|---|---|---|
| Return (CAGR) | 4.11% | 4.25% | 4.61% |
| Year-to-Date | 0.98% | 1.13% | 2.17% |
| Month-to-Date | -1.53% | -1.89% | -1.82% |
| Volatility | 5.54% | 6.52% | 10.34% |
| Sharpe Ratio | 0.75 | 0.67 | 0.49 |
| Sortino Ratio | 1.04 | 0.93 | 0.72 |
| Jensen's Alpha | 3.04% | 2.66% | |
| Information Ratio | -0.09 | -0.08 | |
| Tracking Error (weekly) | 9.35% | 8.59% | |
| Index Beta (weekly) | 0.30 | 0.42 | |
| Capture Ratio (monthly) | 1.23 | 1.09 | |
| Worst Month | -6.23% | -6.52% | -7.53% |
| Comparison Start | 2016-03-07 | 2016-03-07 | 2016-03-07 |
| Comparison End | 2026-03-05 | 2026-03-05 | 2026-03-05 |
Current Portfolio
What-If portfolio
Pension liability 18 year Real Covered Curve + 1%