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Investment Returns — September 30, 2017

As of September 30, 2017, the IPERS investment portfolio had a market value of $31.52 billion. IPERS’ investment return for the quarter was 3.37% (net of fees). Below are IPERS’ investment returns for various periods ending September 30, 2017, compared to the System’s official long-term performance objectives. 

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

3.37%

11.57%7.21%8.57%5.92%7.32%8.77%
Policy Benchmark33.29%11.18%6.98%8.60%6.32%7.19%8.36%
CPI + 3%1.50%5.23%4.22%4.30%4.70%5.15%5.58%
Actuarial Assumed Return1.71%7.00%7.29%7.38%7.44%7.47%7.24%
Median — TUCS Public
Funds > $1 Billion4

3.56%

12.70%

7.25%9.12%5.68%6.96%8.70%

IPERS earned the following time-weighted returns (net of fees) by asset class for the quarter ended September 30, 2017: 

International Equity

6.42%

Domestic Equity

4.79%

Public Credit2.06%
Core-Plus Fixed Income

1.09%

Public Real Assets

0.62%

Global Smart Beta Equity4.98%
Cash

0.15%

Private Equity5.52%
Private Credit

2.74%

Private Real Assets1.16%

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 Trust Universe Comparison Service’s Public Funds > $1 Billion Index.

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