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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. september 2017 *

Aktivaklasser Strategisk referanseindeks  Faktisk referanseindeks 
Renter                                                   30,00                                                33,82
Aksjer                                                 70,00                                                66,18
Totalt 100,00                                              100,00

AKSJER Strategisk referanseindeks  Faktisk referanseindeks 
Land           70,00                                                66,18
     
Brasil                                                    0,94
Chile                                                    0,15
Colombia                                                    0,06
Kanada                                                    2,29
Mexico                                                    0,40
Peru                                                    0,04
USA                                                  35,95
Sum Amerika                                                  39,82
     
Belgia                                                    0,76
Finland                                                    0,68
Frankrike                                                    5,47
Hellas                                                    0,05
Irland                                                    0,16
Italia                                                    1,69
Nederland                                                    2,05
Østerrike                                                    0,22
Portugal                                                    0,12
Spania                                                    1,99
Tyskland                                                    5,65
Euro-området                                                  18,84
Danmark                                                    1,10
Polen                                                    0,15
Russland                                                    0,39
Storbritannia                                                  10,07
Sveits                                                    4,79
Sverige                                                    1,94
Tsjekkia                                                    0,01
Tyrkia                                                    0,14
Ungarn                                                    0,04
Sum Europa                                                  37,48
     
De Forente Arabiske Emirater                                                    0,10
Egypt                                                    0,02
Israel                                                    0,16
Qatar                                                    0,07
Sør-Afrika                                                    0,78
Sum Midtøsten og Afrika                                                    1,13
     
Australia                                                    2,45
Filippinene                                                    0,17
Hong Kong                                                    1,29
India                                                    1,17
Indonesia                                                    0,26
Japan                                                    8,73
Kina                                                    2,77
Malaysia                                                    0,31
New Zealand                                                    0,12
Pakistan                                                    0,03
Singapore                                                    0,47
Sør-Korea                                                    1,76
Taiwan                                                    1,62
Thailand                                                    0,42
Sum Asia/Oseania                                                  21,57
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RENTER Strategisk referanseindeks  Faktisk referanseindeks 
Valuta                     30,00 33,82
     
CAD                                                   3,24
CLP                                                   0,09
MXN                                                   1,80
USD                                                43,76
Sum Amerika                                                48,90
     
CHF                                                   1,48
CZK                                                   0,29
DKK                                                   0,59
EUR                                                26,91
GBP                                                   5,78
HUF                                                   0,19
ILS                                                   0,45
PLN                                                   0,75
RUB                                                   0,63
SEK                                                   1,09
ZAR                                                   0,50
Sum Europa Midtøsten og Afrika                                                38,65
     
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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* Finansdepartementet har fastsatt en plan for opptrapping til 70 prosent aksjeandel i den strategiske referanseindeksen i henhold til mandatet § 1-5 (3).