Performance Analyses

 Monthly Frequency

Current as of: 30.06.20

Performance for three pension fund benchmarks is shown, with equity weightings of 25%, 40%, and 60% respectively, corresponding to risk-tiers ‘lower’, ‘medium’, and ‘higher’.

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

 Monthly Frequency

Current as of: 29.05.20

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. Agathos calculate a Pension Fund Composite Index which reflects data in the Credit Suisse and UBS Pension Fund indices.

Yearly Frequency

Current as of: Fiscal Year 2019

This section monitors the actual performance of 27 pension funds based on annual data alone. It has not (yet) been possible to procure annual statistics of the full set of funds older than fiscal year 2014. Currently, for 14 funds data is shown to the end of 1999. This section connects the high-frequency analysis of pension fund aggregate indices with a meaningful subset of individual pension funds.

Performance Analyses Of Individual Pension Funds

For those cantonal pension funds where a sufficiently long history of performance statistics is available, direct links to detailed quantitative and qualitative analyses of their investment performance are given.