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Investment Returns — March 31, 2018

As of March 31, 2018, the IPERS investment portfolio had a market value of $32.14 billion. IPERS’ investment return for the quarter was 0.05% (net of fees). Below are IPERS’ investment returns for various periods ending March 31, 2018, compared to the System’s official long-term performance objectives. 

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

6.81%

10.27%6.91%7.98%6.66%7.06%8.81%
Policy Benchmark36.40%9.68%6.80%7.95%7.02%6.88%8.41%
CPI + 3%4.12%5.36%4.86%4.40%4.57%5.18%5.57%
Actuarial Assumed Return5.21%7.00%7.21%7.33%7.41%7.46%7.25%
Median — TUCS Public
Funds > $1 Billion4

7.76%

11.24%

7.29%8.29%6.52%6.68%8.93%

IPERS earned the following time-weighted returns (net of fees) by asset class for the quarter ended March 31, 2018: 

International Equity

0.95%

Domestic Equity

0.40%

Public Credit0.98%
Core-Plus Fixed Income

–1.47%

Public Real Assets

–3.13%

Global Smart Beta Equity–0.55%
Cash

–0.47%

Private Equity4.89%
Private Credit

2.23%

Private Real Assets3.13%

1Fiscal year 2018 commenced July 1, 2017.

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 Wilshire TUCS (Trust Universe Comparison Service) Public Funds > $1 Billion Index.

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