Fund Performance

Arizona PSPRS Trust - Performance as of 06/30/2019 (Gross of Fees)

Description

3 Month Ending

Fiscal YTD

Calendar YTD

1 Year

3 Years

5 Years

10 Years

Arizona PSPRS Trust - Total Fund

2.46%

6.05%

7.79%

6.05%

8.73%

6.24%

8.67%

Target Fund Benchmark

2.86%

6.34%

9.93%

6.34%

8.29%

5.87%

8.48%

Total Equity

4.01%

5.90%

17.22%

5.90%

11.72%

6.34%

10.53%

Target Equity Benchmark

3.58%

5.41%

16.31%

5.41%

11.92%

6.45%

11.04%

U.S. Equity

4.43%

8.73%

19.25%

8.73%

13.59%

9.46%

13.53%

BenchmarK: Russell 3000

4.10%

8.98%

18.71%

8.98%

14.02%

10.19%

14.67%

Non-U.S. Equity

3.46%

2.58%

14.69%

2.58%

9.46%

2.68%

6.69%

Benchmark: MSCI ACWI Ex-US Net

2.98%

1.29%

13.60%

1.29%

9.39%

2.16%

6.54%

Private Equity

5.00%

11.95%

4.26%

11.95%

14.03%

13.71%

17.33%

Benchmark: Russell 3000 + 100 bps

5.54%

9.98%

20.12%

9.98%

15.02%

11.19%

15.67%

Fixed Income

3.09%

6.98%

7.36%

6.98%

4.61%

3.89%

5.16%

Benchmark: Custom Benchmark

3.15%

7.11%

5.89%

7.11%

2.03%

1.44%

3.27%

Private Credit

2.00%

6.96%

4.32%

6.96%

7.99%

6.70%

10.92%

Benchmark:  Custom Benchmark

2.02%

5.83%

6.87%

5.83%

6.18%

4.11%

7.90%

Global Trading Strategies

1.03%

1.98%

-0.53%

1.98%

6.27%

3.81%

N/A

Benchmark: 3-Month LIBOR + 300 bps

1.37%

5.54%

2.80%

5.54%

4.74%

4.19%

3.76%

Real Assets

0.25%

1.88%

4.17%

1.88%

6.84%

3.75%

4.87%

Benchmark: CPI + 200 bps

1.03%

3.66%

2.23%

3.66%

4.07%

3.48%

3.74%

Real Estate

-5.25%

-1.64%

-3.17%

-1.64%

0.91%

1.93%

-0.05%

Benchmark: NCREIF NPI 

1.51%

6.51%

3.34%

6.51%

6.89%

8.83%

9.25%

Risk Parity

6.98%

12.78%

18.44%

12.78%

6.72%

4.75%

N/A

Benchmark:  Custom Benchmark

3.02%

4.81%

8.76%

4.81%

4.30%

1.76%

4.54%

Short Term Investments

0.89%

3.54%

1.83%

3.54%

3.00%

2.47%

3.40%

Benchmark: BofA ML 3-Month T-Bill

0.64%

2.31%

1.24%

2.31%

1.38%

0.87%

0.49%