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University of Missouri

Office of the Treasurer

Endowment Funds

March 2005 Portfolio Annualized Returns

Endowment Fund

 

  1 year ended March 2005 3 years ended March 2005 5 years ended March 2005 10 years ended March 2005
Balanced Pool 6.9 7.7 1.8 10.1
Hybrid Index 9.1 8.1 1.5 8.9
 
Domestic Equity (total) 5.6 3.6 (1.6) 11.5
Domestic Equity Benchmark 7.1 3.7 (2.5) 10.8
Alliance Capital (0.3) (2.6) (8.6) 12.9
AllianceBernstein 9.0 6.7 9.5 N/A
Artisan Partners 10.6 N/A N/A N/A
Fidelity Management 5.8 2.9 (3.9) N/A
TCW Asset 6.9 7.5 N/A N/A
 
International Equity (total) 7.2 9.5 (2.9) 8.5
International Equity Benchmark 15.5 12.1 (0.8) 5.7
Capital Guardian 8.9 10.1 (2.2) 10.7
TT International 4.2 8.4 N/A N/A
 
Emerging Markets Equity (total) 16.7 18.4 3.7 N/A
Emerging Markets Benchmark 18.2 20.4 6.2 6.0
Capital Guardian 12.9 15.0 0.8 N/A
Templeton Investment 20.4 21.9 6.9 N/A
 
Alternatives: Hedge Funds (total) 3.8 N/A N/A N/A
Alternatives: Hedge Funds Benchmark 6.6 6.5 8.0 N/A
DKR Capital 4.9 N/A N/A N/A
Ramius Capital 2.8 N/A 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
Vectis Life Sciences Fund I * N/A N/A N/A N/A
 
Real Estate (total) 13.7 9.9 9.9 N/A
Real Estate Benchmark 14.5 10.0 9.9 10.9
RREEF America II 13.2 10.1 9.8 N/A
TA Realty Associates Fund III (0.8) 3.7 6.1 N/A
TA Realty Associates Fund IV 17.7 11.0 11.3 N/A
TA Realty Associates Fund V 15.7 10.4 N/A N/A
 
Global Fixed Income (total) 5.2 9.7 7.7 6.3
Global Fixed Income Benchmark 4.4 8.8 6.6 6.7
Capital Guardian 5.2 13.3 8.4 6.5
Pacific Investment 5.3 6.2 7.0 N/A
 
Fixed Income Pool 0.3 5.9 6.9 N/A
University of Missouri 0.3 5.9 6.9 N/A
Fixed Income Pool Benchmark 0.4 6.5 7.3 7.2
 
Consumer Price Index 3.1 2.6 2.5 2.5

 

* Vectis initial funding fourth quarter 2004.

 

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