ISF AR 2012-4 - page 3

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Innehåll
Sammanfattning................................................................................. 4
Summary .......................................................................................... 6
Inledning ........................................................................................... 8
Allmän ålderspension och premiepension ........................................ 9
Utvärdering ................................................................................10
Disposition .................................................................................10
Premiespar- och Premievalsfonden – sammansättning och avkastning......11
Avkastningskrav .........................................................................12
Värdepappersmarknaderna ..........................................................13
Fondutvärdering ................................................................................14
Statistiskt test ............................................................................17
Resultat .................................................................................18
Rekursiva skattningar ..................................................................19
Ackumulerad avkastning ..............................................................20
Sjunde AP-fondens nya fondstruktur ....................................................23
Avslutande kommentar.......................................................................25
Appendix ..........................................................................................27