Fund Performance

Arizona PSPRS Trust - Performance as of 12/31/2018 (Gross of Fees)

Description

3 Month Ending

Fiscal YTD

Calendar YTD

1 Year

3 Years

5 Years

10 Years

Arizona PSPRS Trust - Total Fund

-3.83%

-1.62%

0.59%

0.59%

6.72%

5.82%

8.11%

Target Fund Benchmark

-5.66%

-2.94%

-1.86%

-1.86%

6.09%

4.92%

7.87%

Total Equity

-13.08%

-9.65%

-9.42%

-9.42%

6.48%

3.97%

9.40%

Target Equity Benchmark

-12.96%

-9.37%

-9.42%

-9.42%

6.94%

4.56%

10.24%

U.S. Equity

-14.69%

-8.82%

-5.85%

-5.85%

8.35%

6.66%

11.89%

BenchmarK: Russell 3000

-14.30%

-8.20%

-5.24%

-5.24%

8.97%

7.91%

13.18%

Non-U.S. Equity

-11.24%

-10.56%

-13.23%

-13.23%

4.29%

0.83%

6.35%

Benchmark: MSCI ACWI Ex-US Net

-11.46%

-10.84%

-14.20%

-14.20%

4.48%

0.68%

6.57%

Private Equity

2.22%

7.38%

17.42%

17.42%

14.35%

15.98%

14.14%

Benchmark: Russell 3000 + 100 bps

-12.99%

-5.90%

-4.24%

-4.24%

9.98%

8.92%

14.19%

Fixed Income

-1.16%

-0.36%

-0.75%

-0.75%

3.34%

3.38%

4.72%

Benchmark: Custom Benchmark

1.49%

1.15%

-0.32%

-0.32%

3.00%

1.26%

2.73%

Private Credit

-0.22%

2.54%

5.98%

5.98%

6.95%

6.92%

11.21%

Benchmark:  Custom Benchmark

-2.58%

-0.97%

-0.47%

-0.47%

5.15%

3.63%

9.65%

Global Trading Strategies

3.22%

2.52%

6.09%

6.09%

5.43%

4.76%

N/A

Benchmark: 3-Month LIBOR + 300 bps

1.35%

2.67%

5.27%

5.27%

4.41%

3.95%

3.69%

Real Assets

-2.26%

-2.19%

1.88%

1.88%

7.45%

4.08%

N/A

Benchmark: CPI + 200 bps

0.65%

1.52%

3.95%

3.95%

4.05%

3.49%

N/A

Real Estate

1.00%

1.58%

-1.01%

-1.01%

1.36%

2.98%

-0.77%

Benchmark: NCREIF NPI 

1.37%

3.07%

6.72%

6.72%

7.21%

9.33%

7.49%

Risk Parity

-4.50%

-4.78%

-5.88%

-5.88%

3.84%

2.67%

N/A

Benchmark:  Custom Benchmark

-4.13%

-3.63%

-4.55%

-4.55%

3.77%

1.16%

4.11%

Short Term Investments

0.91%

1.68%

3.75%

3.75%

2.77%

2.30%

1.75%

Benchmark: BofA ML 3-Month T-Bill

0.56%

1.06%

1.87%

1.87%

1.02%

0.63%

0.38%