HOUSE_OVERSIGHT_026687.jpg
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Extraction Summary
0
People
3
Organizations
5
Locations
3
Events
0
Relationships
3
Quotes
Document Information
Type:
Financial report / presentation slide
File Size:
805 KB
Summary
This document appears to be page 7 of a financial report or presentation regarding sovereign wealth funds. It contains two charts: 'Fig 2' analyzes the importance of macroeconomic conditions (such as Low interest rates, US election, and Brexit) on Strategic (SAA) and Tactical (TAA) Asset Allocation. 'Fig 3' compares past year returns against target returns for various types of sovereign funds (Investment, Liability, Liquidity, Development). The document bears a 'HOUSE_OVERSIGHT' Bates stamp, indicating it is part of a Congressional investigation document production.
Organizations (3)
| Name | Type | Context |
|---|---|---|
| Sovereign investors | ||
| Central banks | ||
| EU |
Locations (5)
| Location | Context |
|---|---|
|
EU
|
Key Quotes (3)
"Importance of macroeconomic conditions to strategic and tactical asset allocation"Source
HOUSE_OVERSIGHT_026687.jpg
Quote #1
"Sample is based on sovereign investors and excludes central banks."Source
HOUSE_OVERSIGHT_026687.jpg
Quote #2
"Past year returns and target returns (% AUM)"Source
HOUSE_OVERSIGHT_026687.jpg
Quote #3
Full Extracted Text
Complete text extracted from the document (918 characters)
Fig 2. Importance of macroeconomic conditions to strategic and tactical asset allocation
Importance to SAA
Importance to TAA
Importance to SAA
Importance to TAA
Low interest rates
8.1
9.1
8.1
9.1
US election
7.4
8.5
7.4
8.5
Commodity prices
7.1
6.6
7.1
6.6
Brexit, EU break
6.9
7.5
6.9
7.5
Stock market volatility
6.5
7.5
6.5
7.5
Terrorism
5.7
5.9
5.7
5.9
War in Syria
5.6
5.5
5.6
5.5
Emerging market
5.5
6.9
5.5
6.9
Climate change
5.1
7.0
5.1
7.0
Chinese volatility
5.0
6.1
5.0
6.1
Sample is based on sovereign investors and excludes central banks. SAA=Strategic Asset Allocation. TAA=Tactical Asset Allocation.
Sample=20.
Sample=20.
Fig 3. Past year returns and target returns (% AUM)
Past year returns
Target returns
Past year returns
Target returns
Sovereign sample
4.1
6.1
57
4.1
6.1
57
Investment sovereigns
2.6
6.3
12
2.6
6.3
12
Liability sovereigns
4.9
6.0
27
4.9
6.0
27
Liquidity sovereigns
2.4
3.3
7
2.4
3.3
7
Development sovereigns
4.6
7.7
11
4.6
7.7
11
Sample is based on sovereign investors and excludes central banks. Sample size shown in grey. Data is not weighted by AUM.
07
HOUSE_OVERSIGHT_026687
HOUSE_OVERSIGHT_026687
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