Endowment Funds - Portfolio Annualized Returns For periods ended September 30, 2007
Portfolio Annualized Returns
For periods ended September 30, 2007
(Returns are net of fees)
| 1 Year | 3 Years | 5 Years | 10 Years | |
|---|---|---|---|---|
| BALANCED POOL | 15.9% | 14.3% | 14.9% | 8.1% |
| Hybrid Index | 17.6 | 15.1 | 16.2 | 6.7 |
| Domestic Equity (total) | 14.9 | 13.1 | 15.5 | 7.2 |
| Domestic Equity Benchmark | 16.5 | 13.7 | 16.2 | 6.8 |
| Alliance Capital | 18.3 | 12.1 | 11.5 | 7.2 |
| AllianceBernstein | 14.0 | 14.5 | 17.6 | 8.2 |
| American Century | 13.2 | N/A | N/A | N/A |
| Artisan Partners | 16.2 | 13.1 | N/A | N/A |
| EARNEST Partners | 13.2 | N/A | N/A | N/A |
| GAMCO Investors | N/A | N/A | N/A | N/A |
| TCW Asset | 11.1 | 13.2 | 19.8 | N/A |
| International Equity (total) | 20.4 | 21.1 | 21.3 | 8.0 |
| International Equity Benchmark | 25.4 | 23.7 | 24.1 | 8.3 |
| Alliance Bernstein | N/A | N/A | N/A | N/A |
| Capital Guardian | 22.4 | 22.1 | 22.7 | 10.3 |
| JP Morgan | 17.0 | N/A | N/A | N/A |
| Emerging Markets Equity (total) | 54.1 | 39.0 | 37.0 | 12.1 |
| Emerging Markets Benchmark | 58.9 | 42.6 | 40.3 | 13.3 |
| Capital Guardian | 58.8 | 42.8 | 38.8 | 12.2 |
| Templeton Investment | 48.8 | 35.0 | 35.0 | 12.2 |
| Alternatives: Absolute Return Funds (total) | 9.4 | 7.1* | N/A | N/A |
| Alternatives: Absolute Return Benchmark | 10.2 | 9.1 | 7.9 | 8.2 |
| Bridgewater Associates | 8.2 | N/A | N/A | N/A |
| Ramius Capital | 10.2 | 8.5 | 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 |
| 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 |
| Welsh, Carson, Anderson & Stowe X | N/A | N/A | N/A | N/A |
| Real Estate (total) | 20.5^^ | 18.5^^ | 14.1^^ | N/A |
| Real Estate Benchmark | 17.3 | 18.0 | 14.4 | 13.1 |
| RREEF America II | 15.1 | 15.5 | 13.1 | N/A |
| TA Realty Associates Fund V | 34.5 | 26.4 | 18.7 | N/A |
| TA Realty Associates Fund VIII *** | N/A | N/A | N/A | N/A |
| Global Fixed Income (total) | 5.3 | 4.4 | 5.3 | 5.8 |
| Global Fixed Income Benchmark | 6.1 | 4.7 | 5.3 | 6.1 |
| Capital Guardian | 8.6 | 4.9 | 6.9 | 5.8 |
| Pacific Investment | 2.5 | 4.0 | 3.7 | 5.7 |
| 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 | 5.6 | 4.0 | 4.0 | 6.0 |
| University of Missouri | 5.6 | 4.0 | 4.0 | 6.0 |
| Fixed Income Pool Benchmark | 5.1 | 3.7 | 4.2 | 6.0 |
| Consumer Price Index | 2.8 | 3.2 | 2.9 | 2.6 |
* Includes returns of partial periods for DKR.
** Cerberus and JF Lehman initial funding fourth quarter 2006.
*** GAMCO, AllianceBernstein International, Crosslink, Oakwood, TA Fd VIII, NISA, and PIMCO initial funding third quarter 2007.
^ MidOcean and Thompson Street initial funding first quarter 2007.
^^ Includes returns of partial periods for TA Funds III and IV.
Reviewed 2011-02-22.