Endowment Funds - Portfolio Annualized Returns For periods ended June 30, 2007
Portfolio Annualized Returns
For periods ended June 30, 2007
| 1 Year | 3 Years | 5 Years | 10 Years | |
|---|---|---|---|---|
| BALANCED POOL | 18.0% | 13.5% | 12.3% | 8.9% |
| Hybrid Index | 18.7 | 14.1 | 12.6 | 8.0 |
| Domestic Equity (total) | 19.4 | 11.9 | 11.4 | 8.8 |
| Domestic Equity Benchmark | 20.1 | 12.4 | 11.5 | 7.6 |
| Alliance Capital | 14.6 | 8.5 | 7.3 | 8.0 |
| AllianceBernstein | 23.7 | 15.0 | 13.5 | 10.1 |
| American Century | 23.4 | N/A | N/A | N/A |
| Artisan Partners | 14.7 | 11.9 | N/A | N/A |
| EARNEST Partners | 20.7 | N/A | N/A | N/A |
| TCW Asset | 19.7 | 11.7 | 14.7 | N/A |
| International Equity (total) | 24.2 | 20.1 | 16.4 | 8.6 |
| International Equity Benchmark | 27.5 | 22.7 | 18.2 | 8.0 |
| Capital Guardian | 25.1 | 21.2 | 17.2 | 10.9 |
| JP Morgan | 22.4 | N/A | N/A | N/A |
| Emerging Markets Equity (total) | 46.2 | 37.2 | 29.8 | N/A |
| Emerging Markets Benchmark | 47.1 | 40.3 | 32.2 | 10.8 |
| Capital Guardian | 52.1 | 40.9 | 30.9 | N/A |
| Templeton Investment | 39.8 | 33.3 | 28.7 | N/A |
| Alternatives: Absolute Return Funds (total) | 6.8 | 6.9* | N/A | N/A |
| Alternatives: Absolute Return Benchmark | 10.4 | 8.9 | 7.9 | 9.0 |
| Bridgewater Associates | (1.5) | N/A | N/A | N/A |
| Ramius Capital | 14.1 | 9.4 | 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 |
| MidOcean Partners III-A*** | 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 |
| Welsh, Carson, Anderson & Stowe X | N/A | N/A | N/A | N/A |
| Real Estate (total) | 21.0^^ | 18.4^^ | 13.7^^ | N/A |
| Real Estate Benchmark | 16.6 | 17.4 | 13.7 | 12.9 |
| RREEF America II | 14.0 | 15.1 | 12.9 | N/A |
| TA Realty Associates Fund V | 38.4 | 27.1 | 19.2 | N/A |
| Global Fixed Income (total) | 4.6 | 4.3 | 5.6 | 5.7 |
| Global Fixed Income Benchmark | 4.5 | 4.2 | 5.2 | 5.5 |
| Capital Guardian | 5.6 | 4.3 | 6.8 | 5.5 |
| Pacific Investment | 3.6 | 4.2 | 4.3 | N/A |
| FIXED INCOME POOL | 5.9 | 4.0 | 4.6 | 6.1 |
| University of Missouri | 5.9 | 4.0 | 4.6 | 6.1 |
| Fixed Income Pool Benchmark | 6.0 | 3.8 | 4.7 | 6.1 |
| Consumer Price Index | 2.7 | 3.2 | 3.0 | 2.7 |
* Includes returns of partial periods for DKR.
** Cerberus and JF Lehman initial funding fourth quarter 2006.
*** MidOcean and Thompson Street initial funding first quarter 2007.
^ RiverVest initial funding third quarter 2006.
^^ Includes returns of partial periods for TA Funds III and IV.
Reviewed 2011-02-22.