Endowment Funds - Portfolio Annualized Returns For periods ended December 31, 2006
Portfolio Annualized Returns
For periods ended December 31, 2006
| 1 Year | 3 Years | 5 Years | 10 Years | |
|---|---|---|---|---|
| BALANCED POOL | 13.7% | 11.7% | 9.7% | 9.4% |
| Hybrid Index | 16.3 | 12.6 | 10.1 | 8.5 |
| Domestic Equity (total) | 12.0 | 10.8 | 6.9 | 9.7 |
| Domestic Equity Benchmark | 15.7 | 11.2 | 7.2 | 8.6 |
| Alliance Capital | (0.3) | 6.5 | 1.6 | 9.8 |
| AllianceBernstein | 20.7 | 14.1 | 10.7 | N/A |
| American Century | 21.6 | N/A | N/A | N/A |
| Artisan Partners | 8.2 | 13.3 | N/A | N/A |
| EARNEST Partners | 14.8 | N/A | N/A | N/A |
| TCW Asset | 14.1 | 11.0 | N/A | N/A |
| International Equity (total) | 21.4 | 17.0 | 13.5 | 9.2 |
| International Equity Benchmark | 26.9 | 20.4 | 15.4 | 8.1 |
| Capital Guardian | 20.4 | 17.6 | 14.2 | 11.7 |
| JP Morgan | 23.5 | N/A | N/A | N/A |
| Emerging Markets Equity (total) | 32.6 | 29.7 | 26.1 | N/A |
| Emerging Markets Benchmark | 35.1 | 32.7 | 28.7 | 10.5 |
| Capital Guardian | 35.7 | 31.4 | 25.3 | N/A |
| Templeton Investment | 29.1 | 27.9 | 26.8 | N/A |
| Alternatives: Absolute Return Funds (total) | 7.4 | 4.7* | N/A | N/A |
| Alternatives: Absolute Return Benchmark | 9.9 | 8.1 | 7.5 | N/A |
| Bridgewater Associates | 2.2 | N/A | N/A | N/A |
| Ramius Capital | 11.9 | 6.8 | N/A | 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 |
| JF Lehman Equity II *** | 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 |
| Vectis Life Sciences Fund I | N/A | N/A | N/A | N/A |
| Velstar Capital Partners V | N/A | N/A | N/A | N/A |
| Welsh, Carson, Anderson & Stowe X | N/A | N/A | N/A | N/A |
| Real Estate (total) | 17.5^^ | 12.9^^ | 11.6^^ | N/A |
| Real Estate Benchmark | 17.6 | 16.4 | 12.4 | 12.5 |
| RREEF America II | 13.9 | 14.1 | 11.5 | N/A |
| TA Realty Associates Fund IV | 25.5 | 14.6 | 14.0 | N/A |
| TA Realty Associates Fund V | 26.7 | 17.1 | 14.1 | N/A |
| Global Fixed Income (total) | 5.1 | 4.3 | 6.8 | 5.4 |
| Global Fixed Income Benchmark | 4.9 | 4.0 | 6.2 | 5.6 |
| Capital Guardian | 7.0 | 3.9 | 8.6 | 5.2 |
| Pacific Investment | 3.3 | 4.7 | 4.9 | N/A |
| FIXED INCOME POOL | 4.6 | 3.4 | 5.1 | N/A |
| University of Missouri | 4.6 | 3.4 | 5.1 | N/A |
| Fixed Income Pool Benchmark | 3.8 | 3.4 | 5.2 | 6.3 |
| Consumer Price Index | 2.5 | 3.1 | 2.7 | 2.4 |
* Includes returns of partial periods for DKR.
** Cerebus initial funding fourth quarter 2006.
*** JF Lehman initial funding fourth quarter 2006.
^ RiverVest initial funding third quarter 2006.
^^ Includes returns of partial periods for TA Fund III.
Reviewed 2011-02-22.