Swiss pension funds (PFs) manage assets of almost CHF 1,200 billion. The big banks and Swisscanto publish regular “monitors” on this, which report on the average returns of the respective “size segments” of the pension funds. These publications cover approximately 70% of the total pension fund assets in Switzerland.
The first Pictet BVG Index goes back to the year 1985 and was established shortly after the introduction of the BVV2 ordinance. Since 1993 are these indices known as “Pictet BVG 93 Index” and are considered as benchmark indices for Swiss Pension Funds. They are continuously adjusted to the revisions of the ordinance and are now grouped as Pictet BVG25, BVG40 and BVG60 (see table).
The average real returns achieved by Swiss pension funds are surprisingly constant and very close to the following Pictet benchmarks table values: