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Svenska Pensionsfonder: En riskjusterad utvärdering av pensionsfonders avkastning
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2009 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [sv]

Syftet med uppsatsen är att undersöka hur svenska pensionsfonder presterat under perioden 2005-01-01 till 2009-12-07. Detta vill vi undersöka då det sker stora förflyttningar av pensionskapital i stundande tid inom det svenska pensionssystemet. Undersökningen innehåller ett urval på 25 svenska pensionsfonder hos sju av de stora svenska pensionsförvaltarna. Fyra fondtyper har använts i undersökningen: En aktiefond, en blandfond och två olika räntefonder. Utifrån historisk data har vi tagit fram avkastning och risk för aktuell tidsperiod hos fonderna. Detta har använts för att beräkna Sharpekvoten för varje fond för att med detta mått kunna jämföra dess prestationer. Resultatet vi kom fram till är att aktiefonderna och blandfonderna har högst Sharpevärde hos varje förvaltare. Detta leder till att dessa är bra placeringar främst på lång sikt. Slutsatsen som kan dras är att valet av pensionsfond är beroende av vilken risk man vill ta. Aktiefonder och blandfonder har högre risk men ger bättre avkastning medan räntefonderna är stabila placeringar på kort som lång sikt. Men i gengälld ger de en låg avkastning.

Abstract [en]

The purpose of this paper is to investigate how Swedish pension funds performed during the period 2005-01-01 to 2009-12-07. We want to investigate this when there is large transfers of pension capital in the coming period in the Swedish pension system. The survey contains a sample of 25 Swedish pension funds in seven of the major Swedish pension companies. Four fund types are used in the Survey: An equity fund, a balanced fund, and two different interest funds. Based on historical data, we have calculated the return and risk for the current period of Funds. This was used to calculate the Sharpe ratio for each fund for this measure to compare its performance. The result we reached is that equity funds and balanced funds has the highest Sharpe ratio of each company. The result is that these funds are good investments, primarily in longterm. The conclusion to be drawn is that the choice of pension funds depends on what risk you are willing to take. Equity funds and balanced funds have higher risk but gives better returns, while interest funds are stable placements for short and long term. But instead they give a low return.

Place, publisher, year, edition, pages
2009. , 52 p.
Keyword [sv]
Avkastning, Sharpekvot, pensionsfond, aktiefond, blandfond, räntefond
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-3017OAI: oai:DiVA.org:sh-3017DiVA: diva2:287046
Presentation
2010-01-14, ME556, Södertörns högskola, Stockholm, 00:00 (Swedish)
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2010-01-18 Created: 2010-01-16 Last updated: 2010-01-18Bibliographically approved

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CiteExportLink to record
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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
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  • Other style
More styles
Language
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More languages
Output format
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