Endowment Funds – Portfolio Annualized Returns for periods ended September 30, 2008
Portfolio Annualized Returns
For periods ended September 30, 2008
(Returns are net of fees)
| 1 Year | 3 Years | 5 Years | 10 Years | |
|---|---|---|---|---|
| BALANCED POOL | (16.0%) | 2.6% | 6.9% | 6.0% |
| Hybrid Index | (15.9) | 3.3 | 7.9 | 5.9 |
| Domestic Equity (total) | (24.2) | (1.9) | 4.3 | 3.7 |
| Domestic Equity Benchmark | (21.5) | 0.3 | 5.7 | 3.8 |
| Alliance Capital | (19.7) | (1.1) | 3.5 | 2.8 |
| AllianceBernstein | (35.1) | (5.8) | 2.5 | 3.5 |
| American Century | (25.2) | (1.0) | N/A | N/A |
| Artisan Partners | (26.3) | (4.7) | 4.8 | N/A |
| EARNEST Partners | (24.1) | (1.4) | N/A | N/A |
| GAMCO Investors** | (20.0) | N/A | N/A | N/A |
| International Equity (total) | (30.6) | (0.1)* | 7.1* | 5.1* |
| International Equity Benchmark | (30.1) | 1.6 | 10.2 | 5.4 |
| Alliance Bernstein | (35.5) | N/A | N/A | N/A |
| Capital Guardian | (28.8) | 1.3 | 8.5 | 7.7 |
| JP Morgan | (28.0) | 0.1 | N/A | N/A |
| Emerging Markets Equity (total) | (31.5) | 8.9 | 18.0 | 14.0 |
| Emerging Markets Benchmark | (33.4) | 9.3 | 19.9 | 15.9 |
| Capital Guardian | (30.2) | 11.8 | 19.5 | 14.5 |
| Templeton Investment | (33.1) | 5.6 | 16.3 | 13.4 |
| Alternatives: Absolute Return Funds (total) | (7.9) | 2.8** | 3.6** | N/A |
| Alternatives: Absolute Return Benchmark | 7.9 | 9.2 | 8.3 | 8.5 |
| Bridgewater Associates | 0.7 | N/A | N/A | N/A |
| Corbin Capital | N/A | N/A | N/A | N/A |
| Ramius Capital | (16.7) | 0.7 | 2.3 | 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) | 5.9 | 15.0^^ | 13.7^^ | 11.2^^ |
| Real Estate Benchmark | 9.2 | 15.0 | 14.7 | 12.2 |
| RREEF America II | 5.9 | 12.1 | 12.5 | 10.0 |
| TA Realty Associates Fund V | 4.1 | 22.2 | 17.6 | N/A |
| TA Realty Associates Fund VIII | 6.3 | N/A | N/A | N/A |
| Global Fixed Income (total) | 0.0 | 2.7 | 3.6 | 4.6 |
| Global Fixed Income Benchmark | 4.0 | 4.5 | 4.5 | 4.9 |
| Capital Guardian | (0.3) | 3.6 | 4.2 | 4.7 |
| PIMCO | 0.3 | 1.9 | 3.0 | 4.4 |
| TIPS(Treasury Inflation-Protected) (total) | 6.7 | N/A | N/A | N/A |
| TIPS Benchmark | 6.2 | 4.3 | 5.2 | 7.1 |
| NISA | 6.4 | N/A | N/A | N/A |
| PIMCO | 7.0 | N/A | N/A | N/A |
| FIXED INCOME POOL | 2.5 | 4.1 | 3.5 | 5.0 |
| University of Missouri | 2.5 | 4.1 | 3.5 | 5.0 |
| Fixed Income Pool Benchmark | 2.4 | 3.6 | 3.4 | 5.0 |
| Consumer Price Index | 4.9 | 3.2 | 3.4 | 2.9 |
*Includes returns of partial periods for AllianceBernstein.
** Includes returns of partial periods for DKR.
^ Warburg initial funding fourth quarter 2007.
^^ Includes returns of partial periods for TA Funds III and/or IV.
Reviewed 2011-02-22.