Endowment Funds - Portfolio Annualized Returns For periods ended December 31, 2007
Portfolio Annualized Returns
For periods ended December 31, 2007
(Returns are net of fees)
| 1 Year | 3 Years | 5 Years | 10 Years | |
|---|---|---|---|---|
| BALANCED POOL | 9.1% | 10.9% | 13.5% | 8.1% |
| Hybrid Index | 10.0 | 11.5 | 14.7 | 8.0 |
| Domestic Equity (total) | 5.0 | 8.5 | 13.0 | 6.7 |
| Domestic Equity Benchmark | 5.1 | 8.9 | 13.6 | 6.2 |
| Alliance Capital | 15.1 | 9.5 | 11.0 | 6.9 |
| AllianceBernstein | (1.7) | 8.5 | 13.5 | 7.4 |
| American Century | (1.3) | N/A | N/A | N/A |
| Artisan Partners | 3.5 | 6.1 | N/A | N/A |
| EARNEST Partners | 4.6 | N/A | N/A | N/A |
| GAMCO Investors | N/A | N/A | N/A | N/A |
| TCW Asset | (0.7) | 6.2 | 14.9 | N/A |
| International Equity (total) | 8.9 | 15.3 | 18.7 | 8.6 |
| International Equity Benchmark | 11.6 | 17.3 | 22.1 | 9.0 |
| Alliance Bernstein | N/A | N/A | N/A | N/A |
| Capital Guardian | 12.2 | 16.9 | 20.0 | 11.2 |
| JP Morgan | 7.1 | N/A | N/A | N/A |
| Emerging Markets Equity (total) | 34.6 | 33.5 | 35.0 | 14.0 |
| Emerging Markets Benchmark | 40.3 | 36.8 | 38.8 | 16.2 |
| Capital Guardian | 38.6 | 37.5 | 36.6 | 14.3 |
| Templeton Investment | 30.1 | 29.2 | 33.2 | 13.5 |
| Alternatives: Absolute Return Funds (total) | 7.8 | 6.5* | 6.8* | N/A |
| Alternatives: Absolute Return Benchmark | 10.0 | 9.3 | 8.1 | 8.8 |
| Bridgewater Associates | 9.6 | N/A | N/A | N/A |
| Ramius Capital | 6.0 | 7.2 | 7.3 | 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) | 19.8 | 18.0^^ | 14.0^^ | 12.3^^ |
| Real Estate Benchmark | 17.3 | 18.0 | 14.8 | 13.1 |
| RREEF America II | 17.7 | 16.0 | 13.6 | N/A |
| TA Realty Associates Fund V | 24.2 | 23.1 | 17.1 | N/A |
| TA Realty Associates Fund VIII ** | N/A | N/A | N/A | N/A |
| Global Fixed Income (total) | 6.8 | 3.8 | 5.4 | 6.0 |
| Global Fixed Income Benchmark | 7.6 | 4.2 | 5.3 | 5.9 |
| Capital Guardian | 8.4 | 3.3 | 6.6 | 6.0 |
| PIMCO | 5.2 | 4.2 | 4.1 | 5.9 |
| 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 | 6.6 | 4.6 | 4.1 | 5.9 |
| University of Missouri | 6.6 | 4.6 | 4.1 | 5.9 |
| Fixed Income Pool Benchmark | 7.3 | 4.5 | 4.4 | 6.0 |
| Consumer Price Index | 4.1 | 3.3 | 3.0 | 2.7 |
* Includes returns of partial periods for DKR.
** Crosslink, Oakwood, TA Fund VIII, NISA, and PIMCO TIPS initial funding third quarter 2007.
*** MidOcean and Thompson Street initial funding first quarter 2007.
^ Warburg initial funding fourth quarter 2007.
^^ Includes returns of partial periods for TA Funds III and IV.
Reviewed 2011-02-22.