A Typical Swedish Pension Manager
| Current Portfolio | What-If portfolio | Pension liability 18 year Real Covered Curve + 1% | |
|---|---|---|---|
| Return (CAGR) | 3.84% | 3.81% | 3.19% |
| Year-to-Date | 3.93% | 3.84% | 0.82% |
| Month-to-Date | 0.76% | 0.76% | -0.04% |
| Volatility | 5.61% | 6.62% | 10.29% |
| Sharpe Ratio | 0.70 | 0.60 | 0.36 |
| Sortino Ratio | 0.97 | 0.84 | 0.52 |
| Jensen's Alpha | 3.01% | 2.61% | |
| Information Ratio | 0.03 | 0.03 | |
| Tracking Error (weekly) | 9.15% | 8.41% | |
| Index Beta (weekly) | 0.32 | 0.44 | |
| Capture Ratio (monthly) | 1.29 | 1.13 | |
| Worst Month | -6.23% | -6.52% | -7.53% |
| Comparison Start | 2016-08-22 | 2016-08-22 | 2016-08-22 |
| Comparison End | 2026-08-20 | 2026-08-20 | 2026-08-20 |
Current Portfolio
What-If portfolio
Pension liability 18 year Real Covered Curve + 1%