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Investment Results

Investment Report as of June 30, 2021

ANNUALIZED PERFORMANCE COMPARISON
1 YEAR
3 YEAR
5 YEAR
10 YEAR
ANNUALIZED PERFORMANCE COMPARISON
RACF Domestic Equity Managers
1 YEAR
44.1%
3 YEAR
15.7%
5 YEAR
16.0%
10 YEAR
13.2%
ANNUALIZED PERFORMANCE COMPARISON
RACF International Equity Managers
1 YEAR
39.0%
3 YEAR
7.1%
5 YEAR
10.0%
10 YEAR
5.1%
ANNUALIZED PERFORMANCE COMPARISON
RACF Total Equity Portfolio1
1 YEAR
41.3%
3 YEAR
11.9%
5 YEAR
13.2%
10 YEAR
10.2%
ANNUALIZED PERFORMANCE COMPARISON
Equity Blended Index2
1 YEAR
41.5%
3 YEAR
13.9%
5 YEAR
14.8%
10 YEAR
11.0%
ANNUALIZED PERFORMANCE COMPARISON
RACF Fixed Income Portfolio1,5
1 YEAR
5.2%
3 YEAR
5.3%
5 YEAR
3.5%
10 YEAR
3.2%
ANNUALIZED PERFORMANCE COMPARISON
Fixed Income Blended Index3
1 YEAR
4.2%
3 YEAR
5.4%
5 YEAR
3.7%
10 YEAR
3.0%
ANNUALIZED PERFORMANCE COMPARISON
RACF Alternatives Portfolio1,5
1 YEAR
19.4%
3 YEAR
3.6%
5 YEAR
5.6%
10 YEAR
N/A
ANNUALIZED PERFORMANCE COMPARISON
HFRI Fund of Funds4
1 YEAR
18.2%
3 YEAR
6.4%
5 YEAR
6.2%
10 YEAR
3.9%
ANNUALIZED PERFORMANCE COMPARISON
RACF Blended Endowment Portfolio1,5
1 YEAR
31.4%
3 YEAR
10.1%
5 YEAR
10.7%
10 YEAR
8.4%
ANNUALIZED PERFORMANCE COMPARISON
Endowment Blended Index6
1 YEAR
31.0%
3 YEAR
11.7%
5 YEAR
11.8%
10 YEAR
8.8%

Comparative Indexes

ANNUALIZED PERFORMANCE COMPARISON
1 YEAR
3 YEAR
5 YEAR
10 YEAR
ANNUALIZED PERFORMANCE COMPARISON
90-Day Treasury Bill Index
1 YEAR
0.1%
3 YEAR
1.4%
5 YEAR
1.2%
10 YEAR
0.7%
ANNUALIZED PERFORMANCE COMPARISON
Barclays Aggregate Bond Index
1 YEAR
-0.3%
3 YEAR
5.3%
5 YEAR
3.0%
10 YEAR
3.4%
ANNUALIZED PERFORMANCE COMPARISON
Wilshire 5000 Equity Index
1 YEAR
44.2%
3 YEAR
18.9%
5 YEAR
18.0%
10 YEAR
14.7%
ANNUALIZED PERFORMANCE COMPARISON
S & P 500 Composite Index
1 YEAR
40.8%
3 YEAR
18.7%
5 YEAR
17.6%
10 YEAR
14.8%
ANNUALIZED PERFORMANCE COMPARISON
MSCI EAFE Index
1 YEAR
32.4%
3 YEAR
8.3%
5 YEAR
10.3%
10 YEAR
5.9%
ANNUALIZED PERFORMANCE COMPARISON
HFRI Fund of Funds Index
1 YEAR
18.2%
3 YEAR
6.4%
5 YEAR
6.2%
10 YEAR
3.9%
ANNUALIZED PERFORMANCE COMPARISON
Consumer Price Index
1 YEAR
5.7%
3 YEAR
2.9%
5 YEAR
2.8%
10 YEAR
2.1%

  1. Performance is net of all consulting, custody and investment manager fees, currently averaging 0.71% of market value.
  2. Equity Blended Index weights as of 5/1/2018 are 45% Wilshire 5000, 10% Russell 2000, 35% MSCI EAFE and 10% MSCI Emerging Markets; as of 09/1/2011 are 52.5% Wilshire 5000, 12.5% Russell 2000, 26.25% MSCI EAFE and 8.75% MSCI Emerging Markets; as of 12/31/09 they were 55% Wilshire 5000 Index, 15% Russell 2000 and 30% MSCI EAFE Index; as of 11/1/07 they were 75% Wilshire 5000 Index and 25% MSCI EAFE Index; as of 7/1/05 they were 80% Wilshire 5000 Index and 20% MSCI EAFE Index; prior to that the weights were 85% Wilshire 5000 Index and 15% MSCI Stanley EAFE Index.
  3. Fixed Income Blended Index weights as of 12/31/13 are 35% Barclays Capital Aggregate, 15% Merrill High Yield, 20% Citigroup World Govt. Bond, 15% J.P. Morgan GBI-EM Global Diversified Index and 15% Barclays US TIPS; as of 12/31/08 the Fixed Income benchmark was the Barclays Capital Aggregate; as of 7/1/06 it was the Lehman Aggregate Bond Index; prior to that it was the Lehman Govt./Corp Intermediate Bond Index.
  4. Alternative Investment benchmark as of 10/1/2013 is the HFRI Fund of Funds.
  5. As of 1/1/2014, RACF Blended Endowment Portfolio consists of 70% Total Equity, 20% Total Fixed Income and 10% Total Alternative Investment returns. As of 10/1/2013 we were invested 70% Total Equity, 25% Total Fixed Income and 5% Total Alternative Investment returns.
  6. Endowment Blended Index weights as of 1/1/2014 are 36.75% Wilshire 5000, 18.375% MSCI EAFE, 6.125% MSCI Emerging Markets, 8.75% Russell 2000, 7% Barclays Aggregate, 3% Merrill High Yield, 4% Citigroup World Govt. Bond, 3% J.P. Morgan GBI-EM Global Diversified Index, 3% Barclays US TIPS and 10% HFRI Fund of Funds; as of 10/1/2013 they were 36.7% Wilshire 5000, 18.375% MSCI EAFE, 6.125% MSCI Emerging Markets, 8.8% Russell 2000, 8% Barclays Aggregate, 4% Merrill High Yield, 5% Citigroup World Govt. Bond, 4% J.P. Morgan GBI-EM Global Diversified Index, 4% Barclays US TIPS and 5% HFRI Fund of Funds; as of 9/1/2011 were 36.7% Wilshire 5000, 18.375% MSCI EAFE, 6.125% MSCI Emerging Markets, 8.8% Russell 2000 and 30% Barclays Aggregate; as of 12/31/09 they were 47.5% Wilshire 5000 Index, 22.5% MSCI EAFE Index and 30% Barclays Aggregate Bond Index; as of 11/1/07 they were 52.5% Wilshire 5000 Index, 17.5% MSCI EAFE Index and 30% Lehman Aggregate Bond Index; as of 7/1/06 they were 56% Wilshire 5000 Index, 14% MSCI EAFE Index and 30% Lehman Aggregate Bond Index; as of 7/1/05 the weights were 56% Wilshire 5000 Index, 14% MSCI EAFE Index and 30% Lehman Govt/Corp Intermediate Bond Index; prior to 7/1/05 the weights were 60% Wilshire 5000 Index, 10% MSCI EAFE Index and 30% Lehman Govt/Corp Intermediate Bond Index.

For More Information

You may download our June 30 Investment Report or our Investment Policy. If you are interested in further information, such as the names of our current investment managers, members of the Investment Committee, and fees charged, please contact Amy Vars, Senior Vice President & Chief Financial Officer.