Return and risk

Return and risk

Government Pension Fund Global

2019

No. 05

Our mission is to safeguard and build financial wealth for future generations

Investments | Return and risk 2019 | Government Pension Fund Global

Contents

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Investments

Return

Risk

Investments_______________ 10 Benchmark index __________ 20 Reference portfolio ________ 26

Return ____________________ 36 Relative return _____________ 48 Return and costs ___________ 62

Risk ______________________ 68 Relative risk _______________ 76 Risk adjustments___________ 82

APPENDIX Factor and risk-adjusted return (available on nbim.no)

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