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Investment Returns—December 31, 2016

As of December 31, 2016, the IPERS investment portfolio had a market value of $29.00 billion. IPERS’ investment return for the quarter was 0.56% (net of fees). Below are IPERS’ investment returns for various periods ending December 31, 2016, compared to the System’s official long-term performance objectives.

Fiscal
Year to Date1
One YearThree Years2Five YearsTen Years
IPERS' Return

4.07%

7.84%5.49%8.46%5.78%
Policy Benchmark34.07%8.41%5.70%8.94%6.21%
CPI + 3%1.66%5.08%4.19%4.36%4.81%
Actuarial Assumed Return3.68%7.50%7.50%7.50%7.50%
Median—TUCS Public
Funds > $1 Billion4

4.56%

7.92%

5.26%8.82%5.45%

IPERS earned the following time-weighted returns (net of fees) by asset class for the quarter ended December 31, 2016:

International Equity

–1.22%

Domestic Equity

3.70%

Public Credit0.08%
Core-Plus Fixed Income

2.60%

Public Real Assets

1.84%

Cash0.18%
Private Equity4.47%
Private Credit

2.23%

Private Real Assets2.21%

1Fiscal year 2017 commenced July 1, 2016.

2Returns for periods longer than one year are annualized.

3The policy benchmark is a passively managed set of market indexes, with appropriate weightings, that are reflective of IPERS’ target asset allocation.

4The median return of the Trust Universe Comparison Service’s Universe of Public Funds with Assets Greater than $1 billion.

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