IPERS Portfolio Market Value and
Investment Returns
As of September 30, 2007
At September 30, 2007, the IPERS investment portfolio had a market value of $23.8 billion. Below are IPERS’ investment returns for various periods ended September 30, 2007, compared to the System’s official long-term performance objectives.
|
Fiscal
Year to Date1 |
One
Year |
Three
Years2 |
Five
Years |
Ten
Years |
| IPERS' Return |
2.99% |
15.39% |
13.59% |
13.85% |
8.73% |
| Policy Benchmark3 |
2.54% |
14.73% |
12.81% |
14.04% |
8.10% |
| CPI + 3% |
0.81% |
5.74% |
6.16% |
5.87% |
5.60% |
| Actuarial Return Assumption |
1.83% |
7.50% |
7.50% |
7.50% |
7.50% |
Median - TUCS Public
Funds > $1 Billion4 |
2.38% |
15.41% |
13.64% |
14.35% |
7.84% |
IPERS earned the following time-weighted returns (net of fees) by asset class for the quarter ended September 30, 2007:
| Private Equity |
12.56% |
| International Equity |
3.03% |
| Core Plus Fixed Income |
2.78% |
| Real Estate |
2.04% |
| High Yield Fixed Income |
1.53% |
| Cash |
1.40% |
| Domestic Equity |
1.02% |
1Fiscal year 2008 commenced July 1, 2007.
2Returns for periods longer than one year are annualized.
3Policy benchmark is a passively managed set of market indices, with appropriate weightings, that are reflective of IPERS’ target asset allocations.
4Median return of the Trust Universe Comparison Service’s Universe of Public Funds with Assets Greater than $1 billion. |
