Asset-Allocation
Asset Strategies and Bandwidths
as of Jan, 1 2022
| Strategy | Bandwidths | |
|---|---|---|
| Liquidity | 0.5% | 0.0% - 15.0% |
| Currency overlay | 0.0% | 0.0% |
| CHF-denominated bonds | 14.5% | 4.5% - 24.5% |
| Foreign currency bonds (hedged) | 4.0% | 1.5% - 6.5% |
| Swiss equities | 0.0% | 0.0% - 5.0% |
| Foreign equities | 11.0% | 8.5% - 13.5% |
| Swiss real estate | 18.0% | 15.5% - 20.5% |
| International real estate | 33.0% | 28.0% - 38.0% |
| Private equity | 3.0% | 1.0% - 5.0% |
| Hedge funds | 7.0% | 5.0% - 9.0% |
| Commodities/raw materials | 2.0% | 0.0% - 4.0% |
| Insurance-linked securities | 2.0% | 0.0% - 4.0% |
| Infrastructure | 0.0% | 0.0% - 2.0% |
| Alternative international real estate | 3.0% | 1.0% - 5.0% |
| Alternative bonds | 2.0% | 0.0% - 4.0% |
| Rest | 0.0% | 0.0% - 2.0% |
as of October, 1 2015
| Strategie | Bandbreiten | |
|---|---|---|
| Liquidity | 1.0% | 0.0 - 15.0% |
| CHF-denominated bonds | 16.5% | +/- 10.0% |
| Foreign currency bonds (hedged) | 4.0% | +/- 2.5% |
| Swiss equities | 10.0% | +/- 2.5% |
| Foreign equities | 16.5% | +/- 2.5% |
| Swiss Real Estate | 33.0% | +/- 7.0% |
| International real estate | 0.0% | +/- 1.0% |
| Private Equity | 6.0% | +/- 2.0% |
| Hedge-Funds | 2.0% | +/- 2.0% |
| Commodities/raw materials | 0.0% | 0 - 2.0% |
| Insurance-linked securities | 4.0% | +/- 2.0% |
| Infrastructure | 3.0% | +/- 2.0% |
| Alternative international real estate | 2.0% | +/- 1.0% |
| Alternative bonds | 2.0% | +/- 2.0% |
| Rest | 0.0% | +/- 2.0% |
as of January, 1 2015
| Strategie | Bandbreiten | |
|---|---|---|
| Liquidity | 2.5% | 0.0 - 15.0% |
| CHF-denominated bonds | 16.5% | +/- 10.0% |
| Foreign currency bonds | 3.0% | +/- 2.5% |
| Swiss equities | 10.0% | +/- 2.5% |
| Foreign equities | 16.0% | +/- 2.5% |
| Swiss real estate | 33.0% | +/- 7.0% |
| International real estate | 0.0% | +/- 1.0% |
| Private Equity | 6.0% | +/- 2.0% |
| Hedge-Funds | 2.0% | +/- 2.0% |
| Commodities/raw materials | 0.0% | 0 - 2.0% |
| Insurance-linked securities | 4.0% | +/- 2.0% |
| Infrastructure | 3.0% | +/- 2.0% |
| Alternative international real estate | 2.0% | +/- 1.0% |
| Alternative bonds | 2.0% | +/- 2.0% |
| Rest | 0.0 % | 0 - 2.0% |