Investment Performance

Investment performance in KWAP is measured both from the absolute and relative perspectives. Most importantly, the adopted methodology ensures the harmony between the Return on Investment (ROI), relative performance (TWRR), Strategic Asset Allocation (SAA), Risk Management Frameworks and Key Performance Indicators (KPIs) are in sync. The status and performance of KWAP’s investments are reported monthly to the Investment Panel and the Board. In KWAP, the measurement and monitoring of investment performance is currently undertaken by Business Performance Department. A qualified third party has also been appointed to verify and enhance the quality, as well as to ensure that the methodology is always in line with global best practices.

Roles of Business Performance Department

Our key roles are:

To ensure timely, comprehensive and accurate reporting of KWAP’s investment performance to Investment Committee, Investment Panel and Board.
To perform independent business performance functions promoting fair assessment to internal as well as external portfolio managers with respect to their specific mandates and strategies.
To provide value-added input to KWAP’s portfolio managers via regular feedbacks and analyses to improve performance.
To work closely with the appointed third party performance measurer as one of the means to enhance the reporting quality and standard as well as to provide reliable source of performance to all asset classes within KWAP.
To share resources with Risk Management department in order to promote efficient control of the whole portfolios and mitigate potential misfortune within the approved risk budget variance.

Business Performance

Quick Launch