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University of Missouri

Office of the Treasurer

Endowment Funds

Investment Benchmarks

 

To evaluate the success of the investment program the University compares its' investment performance to that of various benchmark indices.

The University established a hybrid benchmark against which to evaluate its' investment performance. The hybrid benchmark presently consists of six indices, outlined in the table below.

 

Sector Benchmark Percentage
Domestic equity Russell 3000 45%
International equity MSCI EAFE 20%
Emerging markets equity S&P/IFCI Composite 5%
Alternative investments: Hedge funds 3-month T-bills plus 5% 2.5%
Real estate Russell-NCREIF 5%
Global fixed income Salomon WGBI (50% hedged/50% unhedged) 22.5%
Contact webmaster@umsystem.edu. Reviewed June 22, 2004.
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