MPSERS
Time-Weighted Rates of Return Periods Ending September 30, 2011
Assets
% of
portfolio
09/30/11
Ten
Years*
Rate
Seven
Years*
Rate
Five
Years*
Rate
Three
Years*
Rate
One
Year*
Rate
Current
Quarter
Rate
TOTAL PLAN
100.0%
5.1
5.2
2.3
2.9
6.6
-6.2
Median **
5.5
4.9
2.1
4.1
3.3
-8.1
EQUITIES
Domestic
28.2%
3.0
2.4
-1.0
1.3
-1.5
-15.5
International
12.2%
4.5
3.4
-3.4
0.8
-9.9
-19.6
Alternative Investments
23.5%
10.2
14.4
10.8
6.7
29.9
6.1
BONDS
15.0%
6.0
6.2
7.3
9.3
4.5
2.3
TOTAL REAL ESTATE
10.3%
5.0
3.9
-0.8
-9.2
16.9
3.6
CASH EQUIVALENTS
4.6%
1.9
2.0
1.4
1.1
0.3
0.0
ABSOLUTE RETURN
2.9%
-3.4
1.9
-3.3
COMMODITY INVEST.
0.7%
4.4
-10.7
REAL RETURN & OPPORTUNISTIC
2.6%
6.6
-0.9
* Annualized Returns
** Comparison universe is the State Street Universe comprised of Public Funds greater than $10 Billion on the total plan level and greater than $1 Billion for asset classes.
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