Adrian Orr is the chief executive officer of the New Zealand Superannuation Fund, which manages 37.2 billion New Zealand dollars. It reported a 20.7 percent return for fiscal 2017, making it one of the best-performing sovereign wealth funds in the world. In this interview, Orr discusses the growth factors associated with the fund's impressive returns; what it's like investing through the lens of an economist; and how sovereign wealth funds leverage their natural advantages of long-term horizon, liquidity and operational independence.