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? (%)"
Profit from the additional features of your individual account
Currently, you are using a shared account. To use individual functions (e.g., mark statistics as favourites, set
statistic alerts) please log in with your personal account.
If you are an admin, please authenticate by logging in again.
Learn more about how Statista can support your business.
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 November 22, 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 November 22, 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: November 22, 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 November 22, 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/
