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MPSERS
Time-Weighted Rates of Return Periods Ending December 31, 2007
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Assets
% of
portfolio
12/31/07 |
Ten
Years*
Rate |
Five
Years*
Rate |
Three
Years*
Rate |
One
Year*
Rate |
Current
Quarter
Rate |
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| TOTAL PLAN |
100.0% |
7.9 |
13.0 |
12.0 |
11.1 |
-0.5 |
| Median ** |
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7.7 |
12.9 |
10.2 |
8.6 |
-0.7 |
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| EQUITIES |
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| Domestic |
44.6% |
6.1 |
12.8 |
8.6 |
5.3 |
-3.7 |
| International |
11.3% |
8..9 |
19.9 |
17.2 |
9.2 |
-2.5 |
| Alternative Investments |
15.1% |
12.7 |
22.0 |
28.1 |
34.0 |
5.0 |
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| BONDS |
17.1% |
5.8 |
4.5 |
4.8 |
7.4 |
2.9 |
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| TOTAL REAL ESTATE |
9.0% |
12.0 |
13.9 |
18.2 |
21.8 |
3.0 |
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| CASH EQUIVALENTS |
2.9% |
4.1 |
3.3 |
4.8 |
5.7 |
1.4 |
* Annualized Returns
** Comparison universe is the State Street Universe comprised of Public Funds greater than $1 Billion.
Source: State Street Analytics.
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