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Showing 11 - 20 of 26 results for "Reference Portfolio"

'Our fears were warranted': Chant West proposes YFYS alternative

ANDREW MCKEAN  |  THURSDAY, 24 NOV 2022
... such, Chant West's proposal for an alternative test is a composite of risk-adjusted returns and the simple reference portfolio (SRP). "By combining these two approaches we end up with a metric that captures their merits and minimises their shortcomings. ...

NZ Super shifts $25bn to low carbon indices

RACHEL ALEMBAKIS  |  WEDNESDAY, 14 SEP 2022
... Aligned Index in June, with the new benchmark taking effect on 1 July 2022. The changes apply to the fund's reference portfolio benchmark and its passive investments in global equities. The fund previously tracked a custom version of the MSCI All Country ...

NZ Super Fund hires from ART

ELIZABETH FRY  |  FRIDAY, 13 MAY 2022
... asset Allocation team is responsible for the key investment decisions in the fund, including the design of the reference portfolio as well as the allocation of active risk across the fund," Hyde said. "We're pleased to be able to attract someone ...

NZ Super Fund hires asset allocation head

ANNABELLE DICKSON  |  WEDNESDAY, 23 JUN 2021
... Guardians in 2015 and has since chaired a risk budgeting team and been involved in the 2020 review of the reference portfolio, reviews of investment hurdles and proxies and climate change strategy. Hyde will commence as head of asset allocation on July ...

NZ Super bolsters leadership

ELIZABETH MCARTHUR  |  TUESDAY, 1 JUN 2021
NZ Super has announced a new general manager, portfolio completion to oversee the implementation of its reference portfolio. The Guardians of New Zealand Superannuation, the entity which manages the NZ $57 billion fund, promoted George Crosby to the ...

NZ Super Fund posts positive result

ANNABELLE DICKSON  |  THURSDAY, 10 SEP 2020
... The $44.8 billion fund recorded a return of 1.73% for the year ending June 30 underperforming its benchmark reference portfolio which returned 3.82%. Comparatively, Australian MySuper products delivered an average return of -0.9% last financial year ...

FSC, ISA face off over APRA heat map

HARRISON WORLEY  |  MONDAY, 18 NOV 2019
... products. We believe it is far more complex, and in some cases problematic," Loane said. "For example, the reference portfolio used by APRA to benchmark returns appears simplistic, and it is unclear whether the level of risk adjustment is appropriate. ...

NZ Super Fund delivers 12.4pct, braces for future

KANIKA SOOD  |  TUESDAY, 2 OCT 2018
The NZ Super Fund delivered 12.43% in FY18, beating its passive reference portfolio benchmark by 2.02% and is now bracing for a changing economic landscape. The $39 billion fund has reaped the rewards of its growth-asset allocations but is now reducing ...

NZ Super Fund posts decent full-year return

MARK SMITH  |  WEDNESDAY, 21 SEP 2016
... negative returns in global equities but the investment committee was still able to add value versus the passive reference portfolio benchmark return of 0.52%. The fund attributed this to strong performance of its active investments in timber and infrastructure. ...

NZ Super seeks factor investing strategies

DARREN SNYDER  |  MONDAY, 27 JUN 2016
... than a year ago. The fund currently has a below average number of investments outside its low-cost, listed Reference Portfolio. The proportion that is invested outside the Reference Portfolio represents our active views on markets - in one sense, it ...