|
|  |
Printer Friendly
Text Version
Share this link:
MPSERS
Time-Weighted Rates of Return Periods Ending June 30, 2009
|
| |
Assets
% of
portfolio
06/30/09 |
Ten
Years*
Rate |
Five
Years*
Rate |
Three
Years*
Rate |
One
Year*
Rate |
Current
Quarter
Rate |
| |
| TOTAL PLAN |
100.0% |
2.6 |
2.4 |
-2.6 |
-19.3 |
7.3 |
| Median ** |
|
2.9 |
2.3 |
-3.1 |
-19.2 |
10.2 |
| |
| EQUITIES |
|
|
|
|
|
|
| Domestic |
36.0% |
-1.4 |
-1.7 |
-7.4 |
-24.0 |
18.1 |
| International |
11.30% |
0.8 |
1.5 |
-9.0 |
-30.6 |
31.5 |
| Alternative Investments |
18.2% |
7.6 |
10.3 |
3.0 |
-25.9 |
-8.0 |
| |
| BONDS |
20.5% |
5.9 |
5.1 |
6.6 |
6.2 |
4.2 |
| |
| TOTAL REAL ESTATE |
10.9% |
8.2 |
7.5 |
1.7 |
-18.8 |
-4.3 |
| |
| CASH EQUIVALENTS |
3.1% |
3.0 |
2.5 |
2.2 |
1.4 |
1.6 |
| |
|
|
|
|
|
|
| ABSOLUTE AND REAL RETURN |
1.6% |
|
|
|
|
12.8 |
* Annualized Returns
** Comparison universe is the State Street Universe comprised of Public Funds greater than $1 Billion.
Source: State Street Analytics.
|
|