Pension Surplus Risk Index

Pension Risk Calculator

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Annualized funded status volatility

dollar volatility


% of liability

min 9/30/17
max 11/30/08
0% PSRX historical 30%
Liability PV ($mm)
Liability Duration (years)
Funded Status
Return-Seeking Asset Allocation

The Pension Risk CalculatorTM allows individual plans to determine a volatility level comparable to the PSRX that more closely corresponds to their circumstances. NISA can also provide a more-detailed customized analysis based on plan specific data. Please contact a NISA client service representative to discuss such an analysis.

Details on asset class and liability assumptions used can be found on the FAQ page.

Note: The levels for the PSRX, sector indices and Pension Risk Calculator include data for periods prior to when the index was in live production. Historical levels for the index prior to live production in September 2012 are calculated using the same methodology. Past market experience is not necessarily indicative of future market experience.