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Pension Fund Model

Track our live simulated portfolio across equities, fixed income, and alternatives.

Monte Carlo Fan Chart - Asset Value Bands 5th %ile25th %ileMedianMean75th %ile95th %ile$0B$5B$10B$15B$20B$25B$30B0123456789101112131415161718192021222324252627282930

Funded Ratio Over Time - Base Case

Policy allocation

Short-term / Cash
%3
Fixed Income
%23
Canadian Equities
%8
U.S. Equities
%7
International Developed
%3
Emerging Market Equities
%2
Real Estate
%11
Infrastructure
%15
Private Equity
%28

Strategic Asset Allocation & Funded Status Projection

Strategic Asset Allocation & Funded Status Projection

Monte Carlo Simulation

Monte Carlo Simulation

Monte Carlo Simulation

Scenario Analysis

Monte Carlo Fan Chart - Asset Value Bands 5th %ile25th %ileMedianMean75th %ile95th %ile$0B$5B$10B$15B$20B$25B$30B0123456789101112131415161718192021222324252627282930

Funded Ratio Over Time - Base Case

Policy allocation

Short-term / Cash
%3
Fixed Income
%28
Canadian Equities
%9
U.S. Equities
%9
International Developed
%4
Emerging Market Equities
%5
Real Estate
%16
Infrastructure
%13
Private Equity
%13
Year-30 Asset Value by Scenario$0B$5.0B$10.0B$15.0B$20.0B$25.0B$30.0B$35.0B2008-Style CrisisStagflationBear MarketBull MarketBase Case
SCENARIO ANALYSIS — YEAR-30 OUTCOMES
ScenarioYear-30 AssetsYear-30 Funded RatioTotal Return (CAGR)Surplus / (Deficit)
Base Case$15,580,384,008.35165.62%9.59%($2,909,014,458.48)
Bull Market$27,044,527,473.73287.48%11.62%($2,909,014,458.48)
Bear Market$8,343,931,630.0788.70%7.33%($2,909,014,458.48)
Stagflation$10,218,152,596.80108.62%8.06%($2,909,014,458.48)
2008-Style Crisis$12,922,427,896.36137.36%8.90%($2,909,014,458.48)
Monte Carlo Fan Chart - Funded Ratio Bands5th %ile25th %ileMedianMean75th %ile95th %ile0%50%100%150%200%250%300%350%0123456789101112131415161718192021222324252627282930
Executive Dashboard

Simulated Pension Fund Model

A 30-year simulation exploring pension fund sustainability, strategic asset allocation, projected funding outcomes, and investment risk.

30-Year Horizon9 Sub-Asset Classes100 Monte Carlo Paths
Policy Inputs
Starting assumptions
Initial Fund Value
$1,000,000,000
Starting portfolio assets
Target Return
6.11%
Long-term policy objective
Policy Volatility
7.74%
Expected annualized risk
Projected Outcomes
Year 30
Base Case Assets
$15,580,384,008
Projected portfolio value · Year 30
Base Case Funded Ratio
165.62%
Assets relative to pension liabilities
Median Monte Carlo
$14,449,701,297
50th percentile portfolio value
Risk & Distribution
Monte Carlo outcomes
Tail Risk
$9,118,818,714
5th percentile · Year 30
Upside
$25,544,657,822
95th percentile · Year 30
Sharpe Ratio
0.40
Risk-adjusted return
Probability Underfunded
7.0%
Probability at Year 30

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