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Investments Returns — December 31, 2018

As of December 31, 2018, the IPERS investment portfolio had a market value of $31.09 billion. IPERS’ investment return for the quarter was -4.91% (net of fees). Below are IPERS’ investment returns for various periods ending December 31, 2018, compared to the System’s official long-term performance objectives.

Fiscal
Year to Date1

One Year

Three Years2

Five Years

Ten Years

Twenty Years

Thirty Years

IPERS' Return

-2.21%

-1.10%

6.92%

5.88%

8.66%

6.56%

8.52%

Policy Benchmark3

-1.66%

-0.59%

7.07%

5.98%

9.21%

6.47%

8.20%

CPI + 3%

1.19%

4.91%

5.03%

4.52%

4.80%

5.16%

5.48%

Actuarial Assumed Return

3.44%

7.00%

7.08%

7.25%

7.38%

7.44%

7.26%

Median — TUCS Public
Funds > $1 Billion4

-3.75%

-2.66%

6.70%

5.51%

8.93%

6.13%

8.55%

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

International Equity

-11.75%

Domestic Equity-14.96%
Public Credit

-3.74%

Core-Plus Fixed Income

0.93%

Public Real Assets

-3.98%

Global Smart Beta Equity

-12.63%

Cash

-1.82%

Private Equity

5.60%

Private Credit

1.78%

Private Real Assets

1.89%

1 Fiscal Year 2019 commenced July 1, 2018.
2 Returns for periods longer than one year are annualized.
3 The Policy Benchmark is a passively managed set of market indexes, with appropriate weightings, that are reflective of IPERS’ target asset allocation.
4 The median return of the Trust Universe Comparison Service’s Universe of Public Funds with Assets Greater than $1 billion.

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