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Rates of Return

 

At the end of each fiscal year – June 30 – the ASRS calculates a rate of return on its investment portfolio. The assumed rate of return is 8 percent. The final rate of return is used in calculating contribution rates, determining if there are excess benefits to disperse to retirees and for calculating assets and liabilities of the plan.

The ASRS total fund returns for the fiscal year ending June 30, 2016 are as follows:

1 Year3 Years5 Years10 YearsInception
ASRS Return0.6%7.1%7.1%6.0%9.6%
ASRS Benchmark-0.6%5.9%6.3%5.6%9.3%
Excess Return1.1%1.2%0.8%0.4%0.3%

 

INVESTMENT RETURNS

Annualized Net Rates of Return for Fiscal Year 2015-16
(For fiscal year ending June 30, 2016. Benchmarks shown with asset classes.)
 
 1 YEAR3 YEAR5 YEAR10 YEARINCEPTION
ASRS Total Fund0.6%7.1%7.1%6.0%9.6%
ASRS Total Equity
 Total Equity Index
-2.8
-3.2
7.0
7.1
7.4
7.5
5.6
5.8
6.2
5.6
ASRS Domestic Equity
S&P Indicies
3.7
3.2
11.3
11.4
11.6
11.8
7.9
7.9
11.1
11.2
ASRS International Equity
MSCI  Indicies
-10.4
-9.9
1.5
1.8
0.7
0.9
1.8
2.5
5.6
5.3
ASRS Private Equity
Russell 2000 Index
5.8
-10.9
10.6
5.2
11.8
6.5
n/a
n/a
10.8
8.0
ASRS Fixed Income
Standard Indicies
5.9
4.9
3.8
2.9
3.8
3.2
5.3
4.8
8.3
n/a
ASRS Private Debt
S&P LSTA +250bps
8.5
1.4
10.1
3.7
n/a
n/a
n/a
n/a
10.6
4.1
ASRS Real Estate Fund
NFI ODCE Index
13.8
14.2
13.8
13.1
13.3
12.5
n/a
n/a
8.1
7.3
ASRS Commodities
DJUBS Commodity Index
-15.9
-13.3
-11.1
-10.6
-10.4
-10.8
n/a
n/a
-5.2
-6.2
ASRS Farmland
CPI (excl. food & energy) +3.5%
4.3
5.8
n/a
n/a
n/a
n.a
n/a
n/a
4.0
5.6
ASRS Multi-Asset Class Strategies
Custom Index
-12.0
-0.9
2.8
5.7
4.6
6.3
5.7
5.2
6.2
5.7
ASRS Infrastructure
CPI (excl. food & energy) +3.5
10.3
5.8
n/a
n/a
n/a
n/a
n/a
n/a
6.3
5.5
ASRS Opportunistic Debt-5.13.24.5n/a9.0
ASRS Opportunistic Equity6.222.0n/an/a23.6

 

Annual Net Historic Total Fund Returns

FISCAL YEARRETURN FISCAL YEARRETURN FISCAL YEARRETURN FISCAL YEARRETURN
2015-16

0.60%

 2009-10 
14.9%  1999-00 10.0%   1989-909.5%
2014-153.2%  2008-09-18.1%  
 
 
1998-99  16.8%   1988-8914.3%
2013-1418.6%  2007-08 -7.6%  
 
 
1997-98  21.3% 1987-883.1%
2012-1313.1%  2006-07  17.8% 
 
 
1996-9720.6%  1986-8711.8%
  2011-121.3% 2005-06  9.8%  1995-96 16.7%  1985-8631.5%
2010-11 24.6%   2004-058.5%    1994-9517.8%  1984-8532.1%
   2003-04 17.5%   1993-94 1.9%  1983-84-5.2%
   2002-03 2.4%    1992-93  16.7% 1982-8340.3%
   2001-02 -8.2%    1991-9214.6%  1981-822.4%
   2000-01 -6.7%   1990-918.0%  1980-815.0%
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