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ORSO Retirement Planning

Occupational Retirement Schemes Ordinance (ORSO)

Analysis of ORSO retirement fund performance and risk metrics to help you make informed decisions.

Portfolio construction / MPT

ORSO fund coverage risk / return map

Annualised return versus annualised volatility. Point colour denotes excess return per unit of risk using a 3.00% annual risk-free hurdle.

53displayed
observations
Higher Sharpe Neutral Sharpe Lower Sharpe Capital Market Line Efficient frontier
Definition: return is annualised; risk is annualised standard deviation. As of: see individual observation Source: Project fund_metrics dataset Coverage: 53 eligible ORSO funds; project source date is not stored.

The project dataset supplies annualised expected return and annualised standard deviation fields. The common MPT display applies a 3.00% annual hurdle; fields missing from the source are excluded.

ORSO Fund Analysis 5