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Investment Returns—March 31, 2016

As of March 31, 2016, the IPERS investment portfolio had a market value of $27.84 billion. IPERS’ investment return for the quarter was 1.41% (net of fees). Below are IPERS’ investment returns for various periods ending March 31, 2016, compared to the System’s official long-term performance objectives.

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

0.03%

0.24%6.38%7.03%6.07%
Policy Benchmark30.74%0.84%6.66%7.40%6.52%
CPI + 3%2.03%3.85%3.76%4.28%4.77%
Actuarial Assumed Return5.58%7.50%7.50%7.50%7.50%
Median—TUCS Public
Funds > $1 Billion4

0.95%

0.61%

6.45%6.78%5.66%

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

International Equity

–0.66%

Domestic Equity

–1.25%

Credit Opportunities3.70%
Core Plus Fixed Income3.06%
TIPS4.11%
Cash0.13%
Private Equity2.87%
Other Real Assets

–2.98%

Real Estate2.50%

1Fiscal year 2016 commenced July 1, 2015.

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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