A Typical Swedish Pension Manager
| Current Portfolio | What-If portfolio | Pension liability 18 year Real Covered Curve + 1% | |
|---|---|---|---|
| Return (CAGR) | 4.15% | 4.39% | 5.13% |
| Year-to-Date | 5.59% | 5.23% | -0.97% |
| Month-to-Date | 0.50% | 0.42% | -0.85% |
| Volatility | 5.57% | 6.54% | 10.35% |
| Sharpe Ratio | 0.76 | 0.69 | 0.54 |
| Sortino Ratio | 1.05 | 0.96 | 0.80 |
| Jensen's Alpha | 3.00% | 2.66% | |
| Information Ratio | -0.14 | -0.12 | |
| Tracking Error (weekly) | 9.43% | 8.68% | |
| Index Beta (weekly) | 0.29 | 0.42 | |
| Capture Ratio (monthly) | 1.28 | 1.12 | |
| Worst Month | -6.23% | -6.52% | -7.53% |
| Comparison Start | 2016-01-04 | 2016-01-04 | 2016-01-04 |
| Comparison End | 2025-12-30 | 2025-12-30 | 2025-12-30 |
Current Portfolio
What-If portfolio
Pension liability 18 year Real Covered Curve + 1%