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University of Missouri

Office of the Treasurer

Retirement Fund

March 2004 Portfolio Annualized Returns

Current Returns

 

  1 year
ended
March 2004
3 years
ended
March 2004
5 years
ended
March 2004
10 years
ended
March 2004
Total Fund 32.9 % 6.6% 4.5 % 10.5 %
Hybrid Index 33.9 5.4 3.1 8.9
 
Domestic Equity (total) 38.9 3.6 2.1 13.3
Domestic Equity Benchmark 38.2 1.9 0.1 11.5
Alliance Capital 23.7 (3.1) (3.0) 14.0
AllianceBernstein 38.5 7.4 6.7 13.5
Artisan Partners * N/A N/A N/A N/A
Fidelity Management 31.8 1.4 (1.2) 11.9
GAMCO Investors 42.2 7.0 7.7 15.0
TCW Asset- (small, mid cap) 64.8 N/A N/A N/A
 
International Equity (total) 56.2 4.8 3.4 7.7
International Equity Benchmark 58.1 3.8 0.8 4.9
AllianceBernstein 55.3 9.8 7.5 N/A
Capital Guardian 56.3 4.6 5.5 8.9
TT International 56.8 1.2 N/A N/A
 
Emerging Markets Equity (total) 75.7 17.8 9.9 N/A
Emerging Markets Benchmark 85.4 21.2 11.8 2.5
Capital Guardian 76.1 15.8 9.3 N/A
Templeton Investment 75.3 19.8 10.4 N/A
 
Alternative Investments (total) 9.7 N/A N/A N/A
Alternative Investments Benchmark 6.2 7.2 8.7 N/A
DKR Capital 9.3 N/A N/A N/A
Ramius Capital 10.0 N/A N/A N/A
 
Real Estate (total) 4.2 8.1 8.6 N/A
Real Estate Benchmark 9.0 7.7 9.3 10.1
RREEF America II 9.3 9.2 8.3 N/A
TA Realty Associates Fund III (19.8) 0.2 4.5 N/A
TA Realty Associates Fund IV 2.4 7.8 9.2 N/A
TA Realty Associates Fund V 8.4 8.7 N/A N/A
 
Global Fixed Income (total) 8.0 8.8 6.7 N/A
Global Fixed Income Benchmark 7.2 8.0 6.0 7.1
Capital Guardian 13.1 12.0 7.1 N/A
Pacific Investment 2.9 5.8 6.3 N/A
Consumer Price Index 1.7 2.1 2.6 2.4
* Manager hired fourth quarter 2003, replacing Pimco Equity Advisors
Contact webmaster@umsystem.edu. Reviewed July 26, 2004.
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