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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 7.0 percent.

The ASRS total fund returns - net of fees - for the fiscal year ending June 30, 2022 are as follows:

1 Year3 Years5 Years10 YearsInception
ASRS Return1.1%8.4%8,3%8.9%9.6%
Strategic Asset Allocation Benchmark *-2.1%7.7%7.1%7.6%9.1%
Peer Ranking **Top 2 percentTop 8 percentTop 8 percentTop 6 percent

* The ASRS Strategic Asset Allocation percent is what the ASRS would have earned with no active staff management of investments. If the ASRS Return is greater than the ASRS SSA percent, the difference is the fund growth directly attributable to decisions and actions of the ASRS staff.

** The Peer Peer ranking is based on a cohort of public pension plans that manage more than $1 billion. For example, under the 1 Year Return, the ASRS ranks in the top 2 percent of peers.

INVESTMENT RETURNS by ASSET CLASS

Annualized Net Rates of Return for fiscal year ending June 30, 2022.
(Benchmarks shown with asset classes with resulting over/under performance.)
Asset Class1-Year Return3-Year Return

Total Equity

Custom Total Equity Benchmark

Excess Return

-7.1%

-11.6%

4.5%

8.8%

8.0%

0.8%

Inerest Rate Sensative

Bloomberg Barclays US Aggregate Bond Index

Excess Return

-10.0%

-10.3%

0.3%

-0.7%

-0.9%

0.2%

Credit

Custom Credit Benchmark

Excess Return

11.3%

5.8%

5.5%

9.8%

6.8%

3.0%

Real Estate

NCR EIF ODCE Net 1 QTR lag

Excess Return

20.9%

27.3%

-6.4%

9.3%

10.3%

-1.0%

Annual Net Total Fund Returns - 10-Year History

Fiscal YearReturn
2021-221.1%
2020-2125.1%
2019-200.8%
2018-196.6%
2017-189.4%
2016-1713.9%
2015-160.6%
2014-153.2%
2013-1418.6%
2012-1313.1%
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