Sovereign Wealth Fund Risk & Return Forecasting Model

Project fund performance and analyze sensitivity to key drivers over time. This is a deterministic model based on expected values and simplified risk metrics.

1. Enter Fund Details & Investment Assumptions

General Fund Information

Initial Assets Under Management (AUM) ($)

Projection Period (Years)

Annual Net Contribution / (Withdrawal) ($)

Enter a positive value for contribution, negative for withdrawal.

Annual Inflation Rate (%)

Risk-Free Rate (%)

Value-at-Risk (VaR) Confidence Level (%)

Commonly 95% or 99%. Higher means more extreme potential loss.

Asset Allocation & Expected Performance (Base Case)

Allocation percentages must sum to 100%.

Public Equities (%) Exp. Return (%) Volatility (%)

Fixed Income (%) Exp. Return (%) Volatility (%)

Real Estate (%) Exp. Return (%) Volatility (%)

Private Equity/Alts (%) Exp. Return (%) Volatility (%)

Total Allocation: 100.0%

Sovereign Wealth Fund Risk & Return Forecasting Model

1. Enter Fund Details & Investment Assumptions

General Fund Information

Asset Allocation & Expected Performance (Base Case)

2. Base Case Fund Projections

3. Sensitivity Analysis

Sensitivity Variables