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University of Missouri

Office of the Treasurer

Endowment Funds

Portfolio Annualized Returns

For periods ended September 30, 2006

 

  1 Year 3 Years 5 Years 10 Years
BALANCED POOL 11.1% 13.2% 10.2% 9.4%
  Hybrid Index 11.6 13.9 10.4 8.3
 
Domestic Equity (total) 8.9 12.8 8.4 9.9
  Domestic Equity Benchmark 10.2 13.0 8.1 8.7
  Alliance Capital 2.0 8.0 3.4 10.3
  AllianceBernstein 13.6 15.9 11.4 N/A
  American Century 14.9 N/A N/A N/A
  Artisan Partners 1.9 14.9 N/A N/A
  EARNEST Partners 11.9 N/A N/A N/A
  TCW Asset 12.3 14.6 N/A N/A
 
International Equity (total) 19.5 19.5 13.8 8.9
  International Equity Benchmark 19.6 22.8 14.7 7.2
  Capital Guardian 19.6 20.3 15.2 11.3
  JP Morgan 19.2 N/A N/A N/A
 
Emerging Markets Equity (total) 22.3 29.5 27.0 N/A
  Emerging Markets Benchmark 23.2 32.7 31.0 8.7
  Capital Guardian 26.2 30.1 27.7 N/A
  Templeton Investment 18.2 28.8 26.3 N/A
 
Alternatives: Absolute Return Funds (total) 9.1* 5.8* N/A N/A
  Alternatives: Absolute Return Benchmark 9.5 7.7 7.4 N/A
  Bridgewater Associates ** N/A N/A N/A N/A
  Ramius Capital 11.7 6.9 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
  Quadrangle Capital Partners II N/A N/A N/A N/A
  RiverVest Venture Fund 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
  Welch, Carson, Anderson & Stowe X ^^ N/A N/A N/A N/A
 
Real Estate (total) 19.2^^^ 14.2^^^ 11.9^^^ N/A
  Real Estate Benchmark 18.7 15.8 12.0 12.4
  RREEF America II 15.7 13.9 12.0 N/A
  TA Realty Associates Fund IV  24.9 21.2 15.5 N/A
  TA Realty Associates Fund V 30.4 17.2 14.0 N/A
 
Global Fixed Income (total) 3.0 4.5 6.2 5.6
  Global Fixed Income Benchmark 3.3 4.2 5.6 5.8
  Capital Guardian 2.8 4.4 7.2 5.3
  Pacific Investment 3.1 4.4 5.0 N/A
 
FIXED INCOME POOL 4.2 3.1 4.8 N/A
  University of Missouri 4.2 3.1 4.8 N/A
  Fixed Income Pool Benchmark 3.3 3.1 5.0 6.5
 
Consumer Price Index 2.1 3.1 2.6 2.5

 

* Includes returns of partial periods for DKR.

** Bridgewater funded first quarter 2006.

*** RiverVest initial funding third quarter 2006.

^ Vestar initial funding first quarter 2006.

^^ Welsh Carson initial funding fourth quarter 2005.

^^^ Includes returns of partial periods for TA Fund III.

 

Contact webmaster@umsystem.edu. Reviewed March 13, 2006.
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