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Referanseindeksene

Fondets investeringer måles mot referanseindekser for aksjer og obligasjoner, som er utarbeidet av henholdsvis FTSE Group og Bloomberg L.P. på vegne av Finansdepartementet.

Operative referanseporteføljer 

Norges Bank Investment Management har utformet interne operative referanseporteføljer for aksjer og obligasjoner. De gjenspeiler hvilke typer verdipapirer vi mener representerer en nøytral og hensiktsmessig investeringsstrategi for fondet. Referanseporteføljene er utformet for å unngå uønsket risiko i deler av kapitalmarkedet som det ikke er naturlig å investere i, tatt i betraktning fondets størrelse, langsiktighet og formål. Referanseporteføljene er basert på ulike grupper av verdipapirer som er valgt med utgangspunkt i sine avkastnings- og risikoegenskaper.

Referanseindeksen per 30. juni 2017

Aktivaklasser Strategisk referanseindeks  Faktisk referanseindeks 
Renter 37,5                                                34,61
Aksjer 62,5                                                65,39
Totalt 100,0                                              100,00

Aksjer

AKSJER Strategisk referanseindeks  Faktisk referanseindeks 
Land 62,5                                                65,39
     
Brasil                                                    0,80
Chile                                                    0,13
Colombia                                                    0,05
Kanada                                                    2,25
Mexico                                                    0,42
Peru                                                    0,03
USA                                                  36,51
Sum Amerika                                                  40,19
     
Belgia                                                    0,74
Finland                                                    0,69
Frankrike                                                    5,34
Hellas                                                    0,05
Irland                                                    0,14
Italia                                                    1,57
Nederland                                                    1,96
Østerrike                                                    0,21
Portugal                                                    0,12
Spania                                                    1,98
Tyskland                                                    5,49
Euro-området                                                  18,31
Danmark                                                    1,08
Polen                                                    0,15
Russland                                                    0,36
Storbritannia                                                  10,07
Sveits                                                    4,95
Sverige                                                    1,94
Tsjekkia                                                    0,01
Tyrkia                                                    0,14
Ungarn                                                    0,04
Sum Europa                                                  37,06
     
De Forente Arabiske Emirater                                                    0,10
Egypt                                                    0,02
Israel                                                    0,20
Qatar                                                    0,08
Sør-Afrika                                                    0,80
Sum Midtøsten og Afrika                                                    1,20
     
Australia                                                    2,54
Filippinene                                                    0,18
Hong Kong                                                    1,29
India                                                    1,17
Indonesia                                                    0,28
Japan                                                    8,82
Kina                                                    2,39
Malaysia                                                    0,31
New Zealand                                                    0,13
Pakistan                                                    0,03
Singapore                                                    0,50
Sør-Korea                                                    1,82
Taiwan                                                    1,70
Thailand                                                    0,40
Sum Asia/Oseania                                                  21,54
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Rentepapirer

RENTER Strategisk referanseindeks  Faktisk referanseindeks 
Valuta 37,5                                                34,61
     
CAD                                                    3,23
CLP                                                    0,09
MXN                                                    1,80
USD                                                  43,96
Sum Amerika                                                  49,07
     
CHF                                                    1,51
CZK                                                    0,29
DKK                                                    0,59
EUR                                                  26,71
GBP                                                    5,77
HUF                                                    0,19
ILS                                                    0,45
PLN                                                    0,75
RUB                                                    0,63
SEK                                                    1,10
ZAR                                                    0,50
Sum Europa Midtøsten og Afrika                                                  38,48
     
AUD                                                    1,99
HKD                                                    0,11
JPY                                                    6,53
KRW                                                    2,04
MYR                                                    0,47
NZD                                                    0,27
SGD                                                    0,44
THB                                                    0,60
Sum Asia                                                  12,45
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