Performance Analyses

Swiss Pension Fund Benchmark Indices

 Monthly Frequency

Current as of: 31st October 2019

Performance for three pension fund benchmarks is shown, with equity weightings of 25%, 40%, and 60% respectively.

This pension fund benchmark indices are contiguous, showing a seamless history for the three risk-tiers, and reflecting changes in the legal framework of investment guidelines governing Swiss pension fund investments.

Data, exhibits, and comments are updated during the first week of each new month. The emphasis is on illustrating medium and long term performance patterns in the investment environment relevant for Swiss pension funds.

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Swiss Pension Fund Aggregate Indices

 Monthly Frequency

Current as of: 31st October 2019

The Credit Suisse Pension Fund Index has historic data back to 31.12.1999 while the UBS Pension Fund Index starts on  31.12.2005. Both aggregates are highly representative of Swiss pension funds and are based on custody of assets, not investment management mandates. The UBS index family contains a general index as well as indices for small, medium, and large pension funds. Temporary estimates may be used for the most recent monthly values of the Credit Suisse Index.

Data, exhibits, and comments are updated around the middle of each month.  The emphasis is on illustrating medium and long term performance patterns of Swiss pension funds against the investment backdrop represented by LPP-C40, the benchmark with a static equity weighting of 40%.

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Swiss Federal And Cantonal Pension Funds

 Annual Frequency

Current as of: 31st December 2019

Analyses are based on annual data. While all 26 cantonal pension funds and the Federal pension ‘Publica’ are included in the survey, not all of them have made an equally long history of back-data available. Exhibits showing quantitative and qualitative metrics for each pension fund are only shown, when a minimum of 10 yers of data could be included. This section also includes a number of comparisons, such as performance rankings, benchmark congruencies and qualitative metrics.

Some pension funds release their official data and annual reports as soon as March, others take more time than that. Typically data for all 27 funds in the Agathos monitor is not complete before June of each year. Analyses and exhibits will be made available on an ongoing basis, as and when the data is made publicly available by each fund.

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