A Typical Swedish Pension Manager
| Current Portfolio | What-If portfolio | Pension liability 18 year Real Covered Curve + 1% | |
|---|---|---|---|
| Return (CAGR) | 4.05% | 4.15% | 4.28% |
| Year-to-Date | 1.98% | 1.94% | 1.11% |
| Month-to-Date | 2.92% | 3.35% | 0.64% |
| Volatility | 5.60% | 6.60% | 10.37% |
| Sharpe Ratio | 0.74 | 0.65 | 0.46 |
| Sortino Ratio | 1.02 | 0.91 | 0.68 |
| Jensen's Alpha | 3.02% | 2.64% | |
| Information Ratio | -0.06 | -0.05 | |
| Tracking Error (weekly) | 9.34% | 8.58% | |
| Index Beta (weekly) | 0.31 | 0.43 | |
| Capture Ratio (monthly) | 1.22 | 1.08 | |
| Worst Month | -6.23% | -6.52% | -7.53% |
| Comparison Start | 2016-04-18 | 2016-04-18 | 2016-04-18 |
| Comparison End | 2026-04-15 | 2026-04-15 | 2026-04-15 |
Current Portfolio
What-If portfolio
Pension liability 18 year Real Covered Curve + 1%