Fund Performance

Arizona PSPRS Trust - Performance as of 6/30/2017 (Net of Fees)

Description

3 Month Ending

Fiscal YTD

Calendar YTD

1 Year

3 Years

5 Years

10 Years

Arizona PSPRS Trust - Total Fund

2.20%

11.85%

5.40%

11.85%

5.27%

7.95%

3.98%

Target Fund Benchmark

2.54%

10.84%

6.20%

10.84%

5.09%

7.78%

3.88%

Total Equity

4.30%

18.31%

10.73%

18.31%

4.69%

10.44%

4.61%

Target Equity Benchmark

4.31%

19.51%

11.34%

19.51%

5.23%

11.22%

4.69%

U.S. Equity

2.85%

17.51%

8.16%

17.51%

7.76%

13.04%

N/A

BenchmarK: Russell 3000

3.02%

18.51%

8.93%

18.51%

9.10%

14.59%

7.26%

Non-U.S. Equity

5.93%

18.94%

13.68%

18.94%

1.02%

7.30%

N/A

Benchmark: MSCI ACWI Ex-US Net

5.78%

20.45%

14.10%

20.45%

0.80%

7.22%

1.13%

Private Equity

1.30%

13.57%

2.65%

13.57%

12.52%

14.99%

8.53%

Benchmark: Russell 3000 + 100 bps

3.33%

19.51%

9.40%

19.51%

10.11%

15.59%

8.85%

Fixed Income

1.06%

4.94%

2.54%

4.94%

3.44%

3.55%

4.35%

Benchmark: Bloomberg BC Global Aggregate

2.60%

-2.18%

4.41%

-2.18%

-0.35%

0.78%

3.69%

Private Credit

2.21%

9.15%

3.15%

9.15%

5.88%

8.24%

N/A

Custom Benchmark

1.91%

9.90%

4.26%

9.90%

3.94%

5.66%

5.33%

Absolute Return

2.95%

14.51%

8.60%

14.51%

4.82%

8.03%

N/A

Benchmark: BofA ML 3-Month T-Bill + 200 bps

0.70%

2.49%

1.31%

2.49%

2.23%

2.17%

2.58%

GTAA

-1.61%

6.54%

0.01%

6.54%

2.07%

3.41%

N/A

Benchmark: 3-Month LIBOR + 300 bps

1.04%

3.97%

2.06%

3.97%

3.57%

3.46%

3.95%

Real Assets

1.74%

12.09%

5.46%

12.09%

2.91%

4.19%

N/A

Benchmark: CPI + 200 bps

0.67%

3.65%

1.69%

3.65%

2.94%

3.33%

N/A

Real Estate

2.43%

7.31%

3.83%

7.31%

4.17%

4.23%

0.75%

Benchmark: NCREIF NPI 

1.75%

6.97%

3.32%

6.97%

10.17%

10.49%

6.42%

Risk Parity

0.90%

2.23%

2.92%

2.23%

1.84%

2.72%

N/A

Custom Benchmark

2.53%

3.33%

5.48%

3.33%

-0.21%

2.70%

2.98%

Short Term Investments

0.82%

2.32%

1.44%

2.32%

1.83%

2.15%

1.73%

Benchmark: BofA ML 3-Month T-Bill

0.20%

0.49%

0.31%

0.49%

0.23%

0.17%

0.58%