Fund Performance

Arizona PSPRS Trust - Performance as of 10/22/2019 (Net Return)

Description

3 Month Ending

Fiscal YTD

Calendar YTD

1 Year

3 Years

5 Years

10 Years

Arizona PSPRS Trust - Total Fund

2.34%

5.45%

7.51%

5.45%

8.09%

5.67%

8.14%

Target Fund Benchmark

2.86% 6.34% 9.93% 6.34% 8.29% 5.87% 8.48%

U.S. Equity

4.41%

8.66%

19.21%

8.66%

13.44%

9.22%

13.32%

BenchmarK: Russell 3000

4.10%

8.98%

18.71%

8.98%

14.02%

10.19%

14.67%

Non-U.S. Equity

3.43%

2.49%

14.64%

2.49%

9.31%

2.51%

6.52%

Benchmark: MSCI ACWI Ex-US Net

2.98%

1.29%

13.60%

1.29%

9.39%

2.16%

6.54%

Private Equity

4.55%

9.39%

3.2%

9.39%

11.94%

11.96%

15.44%

Benchmark: Russell 3000 + 100 bps

5.54%

9.98%

20.12%

9.98%

15.02%

11.19%

15.67%

Fixed Income

3.07%

6.91%

7.32%

6.91%

4.53%

3.79%

5.03%

Benchmark: Custom Benchmark

3.15%

7.11%

5.89%

7.11%

2.03%

1.44%

3.27%

Private Credit

1.85%

6.37%

4.07%

6.37%

7.34%

6.10%

10.33%

Benchmark:  Custom Benchmark

2.02%

5.83%

6.87%

5.83%

6.18%

4.11%

7.90%

Global Trading Strategies

0.90%

1.73%

-0.69%

1.73%

5.90%

3.49%

N/A

Benchmark: 3-Month LIBOR + 300 bps

1.37%

5.54%

2.80%

5.54%

4.74%

4.19%

3.76%

Real Assets

0.00%

0.92%

3.67%

0.92%

5.51%

2.69%

3.89%

Benchmark: CPI + 200 bps

1.03%

3.66%

2.23%

3.66%

4.07%

3.48%

3.74%

Real Estate

-5.33%

-2.12%

-3.44%

-2.12%

0.25%

1.19%

-0.80%

Benchmark: NCREIF NPI 

1.51%

6.51%

3.34%

6.51%

6.89%

8.83%

9.25%

Risk Parity

6.97%

12.73%

18.42%

12.73%

6.69%

4.46%

N/A

Benchmark:  Custom Benchmark

3.02%

4.81%

8.76%

4.81%

4.30%

1.76%

4.54%

Short Term Investments

0.87%

3.50%

1.81%

3.50%

2.94%

2.39%

3.32%

Benchmark: BofA ML 3-Month T-Bill

0.64%

2.31%

1.24%

2.31%

1.38%

0.87%

0.49%