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Article | U.S. Pension Finance Watch

Pension Finance Watch – February 2022

Pension index increased in February

March 4, 2022

The WTW Pension Index reversed course and increased in February, despite significant volatility within the month.
Investments|Retirement
N/A

Negative investment returns were more than offset by the reduction in liabilities due to a significant increase in discount rates. As a result, the end-of-February index level of 91.4 reflects an increase of 2.3% for the month.

About this report

Pension Finance Watch is designed to support our clients in the ongoing financial management of their U.S. retirement plans. The report tracks the value of the WTW Pension Index in a series that was initiated in 1990.

The index reflects the asset/liability performance of a hypothetical benchmark pension plan, and provides an indicator of capital market effects on pension plan financing. Individual plan results will vary based on such factors as portfolio composition, investment management strategy, liability characteristics and contribution policy.

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Christopher Kludy, FSA, MAAA, EA, CFA
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