ARMB Secure Meetings


2011 Asset Allocation Fiscal Reports



 Resolution 2010-05 PERS/TRS/JRS/Retiree Major Health Insurance/Health Reimbursement Arrangement/PERS ODD/PERS, TRS, All Other DD Asset Allocation

Asset class                        Allocation       Range
Broad Domestic Equity                         29%                ±6%

Global Equity Ex-U.S                            23%                ±4%

Fixed Income                                        19%                ±3%

Real Assets                                           16%                ±8%

Private Equity                                          7%                ±5%

Absolute Return                                       5%                ±4%

Cash Equivalents                                      1%                -1/+5%

Total                                                    100%

 

                 Expected Return - 5 Year Average    8.07%

                 Standard Deviation                          13.46%

            

Resolution 2010-06 Naval Militia Asset Allocation

Asset Class                        Allocation         Range

Broad Domestic Equity                        27%                  ±5%

International Equity                              15%                  ±5%

Domestic Fixed-Income                       57%                  ±10%

Cash Equivalents                                    1%                   -1/+3%

Total                                                  100%

 

                 Expected Return - 5 Year Average    6.59%

                 Standard Deviation                            8.02%