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University of Missouri

Office of the Treasurer

Endowment Funds

Portfolio Annualized Returns

For periods ended March 31, 2008
(Returns are net of fees)

 

  1 Year 3 Years 5 Years 10 Years
BALANCED POOL 2.2% 9.5% 12.9% 6.6%
Hybrid Index 2.3 9.9 14.2 6.4
 
Domestic Equity (total) (7.2) 5.2 11.0 4.1
Domestic Equity Benchmark (6.1) 6.1 12.1 3.9
Alliance Capital 0.5 7.0 8.5 3.9
AllianceBernstein (13.2) 4.4 11.5 5.2
American Century (10.2) N/A N/A N/A
Artisan Partners (11.6) 2.3 N/A N/A
EARNEST Partners (5.2) N/A N/A N/A
GAMCO Investors** N/A N/A N/A N/A
TCW Asset (10.4) 3.9 14.3 N/A
 
International Equity (total) (3.9) 12.1 18.5 6.1
International Equity Benchmark (2.3) 13.8 21.9 6.6
Alliance Bernstein** N/A N/A N/A N/A
Capital Guardian (0.7) 13.8 20.0 8.6
JP Morgan (3.6) N/A N/A N/A
 
Emerging Markets Equity (total) 16.1 27.7 33.5 12.1
Emerging Markets Benchmark 21.1 30.7 37.4 14.0
Capital Guardian 23.6 33.4 36.4 12.9
Templeton Investment 8.4 21.5 30.1 11.1
 
Alternatives: Absolute Return Funds (total) 10.2 8.2* 7.3* N/A
Alternatives: Absolute Return Benchmark 9.6 9.4 8.2 8.7
Bridgewater Associates 22.5 N/A N/A N/A
Ramius Capital 0.1 6.8 6.5 N/A
 
Alternatives: Private Equity (total) N/A N/A N/A N/A
Alternatives: Private Equity Benchmark N/A N/A N/A N/A
Cerberus Series Four N/A N/A N/A N/A
Crosslink Crossover V ** N/A N/A N/A N/A
JF Lehman Equity II N/A N/A N/A N/A
MidOcean Partners III-A N/A N/A N/A N/A
Oakwood Medical Investors V ** N/A N/A N/A N/A
Quadrangle Capital Partners II N/A N/A N/A N/A
RiverVest Venture Fund II N/A N/A N/A N/A
Thompson Street II N/A N/A N/A N/A
Vectis Life Sciences Fund I N/A N/A N/A N/A
Vestar Capital Partners V N/A N/A N/A N/A
Warburg Pincus Private Equity X ^ N/A N/A N/A N/A
Welsh, Carson, Anderson & Stowe X N/A N/A N/A N/A
 
Real Estate (total) 14.0 17.2^^ 14.2^^ 11.5^^
Real Estate Benchmark 15.8 17.5 15.1 12.9
RREEF America II 13.6 14.7 13.3 N/A
TA Realty Associates Fund V 15.8 23.8 18.9 N/A
TA Realty Associates Fund VIII ** N/A N/A N/A N/A
 
Global Fixed Income (total) 10.0 5.3 5.7 6.1
Global Fixed Income Benchmark 11.2 6.0 5.9 6.2
Capital Guardian 13.9 6.1 7.2 6.4
PIMCO 6.2 4.5 4.3 5.8
 
TIPS(Treasury Inflation-Protected) (total) N/A N/A N/A N/A
TIPS Benchmark N/A N/A N/A N/A
NISA ** N/A N/A N/A N/A
PIMCO ** N/A N/A N/A N/A
 
FIXED INCOME POOL 7.3 5.4 4.2 6.0
University of Missouri 7.3 5.4 4.2 6.0
Fixed Income Pool Benchmark 8.3 5.6 4.6 6.1
 
Consumer Price Index 4.0 3.4 3.0 2.8

 

* Includes returns of partial periods for DKR.

** GAMCO, AllianceBernstein International, Crosslink, Oakwood, TA Fd VIII, NISA, and PIMCO initial funding third quarter 2007.

^ Warburg initial funding fourth quarter 2007.

^^ Includes returns of partial periods for TA Funds III and IV.

 

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