Fund Performance

Arizona PSPRS Trust - Performance as of 06/30/2018 (Net of Fees)

Description

3 Month Ending

Fiscal YTD

Calendar YTD

1 Year

3 Years

5 Years

10 Years

Arizona PSPRS Trust - Total Fund

0.53%

7.07%

1.92%

7.07%

6.41%

7.18%

5.48%

Target Fund Benchmark

1.04%

7.74%

1.34%

7.74%

6.79%

7.32%

5.28%

Total Equity

0.86%

10.90%

0.19%

10.90%

7.94%

9.04%

7.04%

Target Equity Benchmark

0.84%

11.28%

-0.06%

11.28%

8.56%

9.91%

7.00%

U.S. Equity

3.67%

14.32%

3.21%

14.32%

10.40%

11.75%

N/A

BenchmarK: Russell 3000

3.89%

14.78%

3.22%

14.78%

11.58%

13.29%

10.23%

Non-U.S. Equity

-2.19%

7.14%

-3.08%

7.14%

5.07%

5.86%

N/A

Benchmark: MSCI ACWI Ex-US Net

-2.61%

7.28%

-3.77%

7.28%

5.07%

5.99%

2.54%

Private Equity

4.54%

12.90%

8.34%

12.90%

12.58%

15.27%

11.36%

Benchmark: Russell 3000 + 100 bps

4.20%

15.78%

3.71%

15.78%

12.59%

14.30%

11.57%

Fixed Income

-0.97%

1.80%

-0.43%

1.80%

3.31%

3.64%

4.16%

Benchmark: Bloomberg BC Global Aggregate

-2.78%

1.36%

-1.46%

1.36%

2.58%

1.50%

2.58%

Private Credit

1.47%

6.55%

3.00%

6.55%

6.46%

7.07%

6.37%

Custom Benchmark

0.19%

2.91%

0.50%

2.91%

4.51%

4.64%

5.84%

GTAA

0.55%

7.54%

3.25%

7.54%

3.36%

4.71%

N/A

Benchmark: 3-Month LIBOR + 300 bps

1.31%

4.72%

2.53%

4.72%

4.06%

3.73%

3.71%

Real Assets

-0.22%

3.85%

3.48%

3.85%

5.73%

4.26%

N/A

Benchmark: CPI + 200 bps

1.13%

4.80%

2.39%

4.80%

3.82%

3.54%

N/A

Real Estate

-6.35%

-4.07%

-2.95%

-4.07%

1.30%

1.37%

-1.11%

Benchmark: NCREIF NPI 

1.81%

7.19%

3.54%

7.19%

8.25%

9.77%

6.22%

Risk Parity

-0.22%

5.38%

-1.17%

5.38%

3.33%

4.07%

N/A

Custom Benchmark

-1.46%

4.77%

-0.95%

4.77%

3.67%

3.13%

2.60%

Short Term Investments

1.25%

3.00%

2.01%

3.00%

2.39%

2.01%

1.59%

Benchmark: BofA ML 3-Month T-Bill

0.45%

1.36%

0.81%

1.36%

0.68%

0.42%

0.35%