Monday, August 21, 2006

2nd Quarter Pension Portfolio Performance Benchmarks

In addition to measuring your portfolio performance against market benchmarks it is informative to look at performance against institutional trust universe medians. Several are published quarterly and the more useful ones provide general asset allocation information as well. Care should be taken in drawing comparative performance conclusions however because the size, fees, objectives (foundations/endowments, public, corporate) must be considered.

For second quarter 2006:
the ICC median Master Trust returned -1%. This universe includes 21,000 portfolios with an aggregate market value of approximately $41.7 trillion.

the Mercer (Mellon) Us Plan sponsor Median Universe return was -1.1% for the second quarter. Asset allocations are not provided.

Wilshire provides return and asset allocation information from the TUCS universe. 2nd quarter information not yet available.

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