Fund Performance

Arizona PSPRS Trust - Performance as of 5/31/2017 (Gross of Fees)

Description

3 Month Ending

Fiscal YTD

Calendar YTD

1 Year

3 Years

5 Years

10 Years

Arizona PSPRS Trust - Total Fund

3.18%

12.24%

5.46%

11.88%

6.01%

8.74%

4.28%

Target Fund Benchmark

2.58%

10.30%

5.69%

10.65%

5.37%

8.16%

3.72%

Total Equity

4.95%

17.84%

10.18%

17.08%

5.50%

11.51%

4.57%

Target Equity Benchmark

4.92%

18.77%

10.65%

18.05%

5.76%

12.12%

4.53%

U.S. Equity

1.94%

16.61%

7.19%

16.71%

8.79%

13.87%

N/A

BenchmarK: Russell 3000

2.16%

17.45%

7.96%

17.69%

9.68%

15.26%

6.96%

Non-U.S. Equity

8.43%

18.95%

13.62%

17.14%

1.57%

8.70%

N/A

Benchmark: MSCI ACWI Ex-US Net

8.13%

20.08%

13.74%

18.24%

1.26%

8.39%

1.18%

Private Equity

3.36%

15.25%

3.47%

15.27%

14.24%

16.69%

N/A

Benchmark: Russell 3000 + 100 bps

2.46%

18.37%

8.36%

18.69%

10.68%

16.26%

8.60%

Fixed Income

1.10%

5.28%

2.82%

5.83%

3.80%

3.84%

4.44%

Benchmark: Bloomberg BC Global Aggregate

2.85%

-2.09%

4.50%

0.77%

-0.08%

0.89%

3.66%

Private Credit

2.06%

9.11%

2.95%

8.80%

6.60%

8.78%

N/A

Custom Benchmark

1.89%

9.62%

3.99%

9.83%

4.05%

5.89%

5.22%

Absolute Return

3.74%

14.93%

8.61%

17.23%

6.12%

9.11%

N/A

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

0.64%

2.23%

1.06%

2.44%

2.21%

2.16%

2.61%

GTAA

-0.04%

7.21%

0.60%

6.07%

2.74%

3.31%

N/A

Benchmark: 3-Month LIBOR + 300 bps

1.03%

3.61%

1.70%

3.92%

3.54%

3.44%

3.99%

Real Assets

4.34%

13.45%

5.88%

15.15%

4.30%

5.15%

N/A

Benchmark: CPI + 200 bps

0.24%

3.23%

1.28%

3.87%

2.98%

3.29%

N/A

Real Estate

2.91%

7.35%

3.46%

3.05%

3.24%

4.62%

N/A

Benchmark: NCREIF NPI 

1.55%

6.21%

2.59%

6.93%

10.26%

10.53%

6.51%

Risk Parity

2.01%

3.58%

4.27%

7.44%

2.73%

N/A

N/A

Custom Benchmark

2.66%

3.26%

5.41%

5.31%

0.12%

3.15%

2.93%

Short Term Investments

0.56%

1.93%

1.01%

2.24%

1.90%

2.31%

1.79%

Benchmark: BofA ML 3-Month T-Bill

0.14%

0.40%

0.22%

0.44%

0.21%

0.16%

0.61%