Sovereign Wealth Fund (SWFs) is important participant in global financial market. Although they were arisen more than fifty years ago, in the theory they have not been explored. In the literature, there is no relevant theoretical and empirical material on the basis of which we can make reliable economic objectification of financial assets available to SWFs, and even more difficult to realize their investment objectives and strategy. There are relatively few comparable data on their assets, investment strategy and management, indicating a lack of transparency of SWFs. It has prompted us, referring to the available contemporary theory and practice of progressive developed countries, to study the structure of the investment portfolio, investment models, countries and companies invested by SWFs. In the paper, we are looking for an answer to the question: Can SWFs in the global economic and financial crisis significantly mitigate its consequences? The results of the research we will test on the most developed SWFs.