Liability sovereigns performed best globally in 2020, with one-year actual returns of 8.3 percent, despite returns of only 3.4 percent in 2018. Liquidity sovereigns had the worst performance, while Development and investment sovereigns each had one-year returns of seven percent.
One-year actual return of sovereign wealth funds worldwide from 2016 to 2020, by investment objectives
Chief investment officers, heads of asset classes and senior portfolio strategists
Method of interview
Face-to-face interview
Supplementary notes
Direct Strategic Investments (DSI) are direct investments held outside a private markets’ portfolio.
*Interviews were conducted with 141 funds: 82 sovereign investors and 59 central banks.
This question was phrased by the source as follows: "What has been your fund’s actual percentage annualized return (at 31 December 2020) over the past one year period? (%)"
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Invesco Ltd.. (July 13, 2021). One-year actual return of sovereign wealth funds worldwide from 2016 to 2020, by investment objectives [Graph]. In Statista. Retrieved October 02, 2024, from https://www.statista.com/statistics/1154779/global-performance-one-year-actual-returns-sovereign-funds/
Invesco Ltd.. "One-year actual return of sovereign wealth funds worldwide from 2016 to 2020, by investment objectives." Chart. July 13, 2021. Statista. Accessed October 02, 2024. https://www.statista.com/statistics/1154779/global-performance-one-year-actual-returns-sovereign-funds/
Invesco Ltd.. (2021). One-year actual return of sovereign wealth funds worldwide from 2016 to 2020, by investment objectives. Statista. Statista Inc.. Accessed: October 02, 2024. https://www.statista.com/statistics/1154779/global-performance-one-year-actual-returns-sovereign-funds/
Invesco Ltd.. "One-year Actual Return of Sovereign Wealth Funds Worldwide from 2016 to 2020, by Investment Objectives." Statista, Statista Inc., 13 Jul 2021, https://www.statista.com/statistics/1154779/global-performance-one-year-actual-returns-sovereign-funds/
Invesco Ltd., One-year actual return of sovereign wealth funds worldwide from 2016 to 2020, by investment objectives Statista, https://www.statista.com/statistics/1154779/global-performance-one-year-actual-returns-sovereign-funds/ (last visited October 02, 2024)
One-year actual return of sovereign wealth funds worldwide from 2016 to 2020, by investment objectives [Graph], Invesco Ltd., July 13, 2021. [Online]. Available: https://www.statista.com/statistics/1154779/global-performance-one-year-actual-returns-sovereign-funds/