🇰🇷 Korea Sovereign Wealth Fund

Strategic Asset Allocation Dashboard - $200B AUM

Total AUM
$200B
Target Return
6-7%
Annual Inflow
$10B
Investment Horizon
30 Years

Strategic Asset Allocation

Traditional vs Alternative Assets

Risk-Return Profile by Asset Class

Geographic Allocation ($70B Equity Portfolio)

Technology Sectors (40% of Equity)

Non-Technology Sectors (60% of Equity)

Key Highlights

Asia-Pacific Focus

70%

Combined Asia-Pacific + Korea allocation

Technology Priority

40%

AI, Blockchain, Quantum & Tech infrastructure

Target Return

8-10%

Annual return over 10-year horizon

Western Reduction

20%

US + Europe (vs. typical 65%)

Private Equity Focus Areas ($20B)

Implementation Strategy

Private Equity J-Curve Performance Projection

Target Net IRR: 13-15% | Breakeven: Year 4 | Positive Cash Flow: Year 5+

Tactical Asset Allocation Scenarios

🔻 Downturn Scenario

Conditions: Global growth <1%, moderating inflation, widening spreads

Target Return 4.5 - 5.0%
Volatility 6 - 7%
Public Equities ↓ Reduce
Private Equity ↓ Reduce
Fixed Income ↑ Increase
Hedge Funds ↑ Increase
Cash & Liquidity ↑ Increase
Duration Extended

Strategy: Capital preservation mode. Hold inflows in short-term instruments for opportunistic deployment at depressed valuations.

📈 Expansion Scenario

Conditions: Growth >3%, higher inflation, rising long-term yields

Target Return 7.5 - 8.0%
Volatility 10 - 11%
Public Equities ↑ Increase
Private Markets ↑ Increase
Infrastructure ↑ Increase
Real Assets ↑ Increase
Cash & Liquidity ↓ Reduce
Duration Shortened

Strategy: Growth mode. Deploy inflows aggressively toward Asia-Pacific tech, infrastructure, and energy transition sectors.

Risk Monitoring Framework

US Core Inflation

>3.5% = shorten duration

Semiconductor Demand

Weak demand = review AI

Trade Tensions

Higher tariffs = diversify

Monetary Policy

Track Fed/BoK actions

Korea GDP Growth

2 qtrs negative = reduce